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, 2021—June 30, 2021
Item 1: Reports to Shareholders
Vanguard Short-Term Bond Index Fund |
Vanguard Intermediate-Term Bond Index Fund |
Vanguard Long-Term Bond Index Fund |
• | 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 June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $996.60 | $0.74 |
ETF Shares | 1,000.00 | 997.10 | 0.25 |
AdmiralTM Shares | 1,000.00 | 997.00 | 0.35 |
Institutional Shares | 1,000.00 | 997.10 | 0.25 |
Institutional Plus Shares | 1,000.00 | 997.20 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $980.60 | $0.74 |
ETF Shares | 1,000.00 | 981.50 | 0.25 |
Admiral Shares | 1,000.00 | 981.00 | 0.34 |
Institutional Shares | 1,000.00 | 981.10 | 0.25 |
Institutional Plus Shares | 1,000.00 | 981.20 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $955.50 | $0.24 |
Admiral Shares | 1,000.00 | 955.60 | 0.34 |
Institutional Shares | 1,000.00 | 955.70 | 0.24 |
Institutional Plus Shares | 1,000.00 | 955.70 | 0.19 |
Six Months Ended June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Hypothetical 5% Yearly Return | |||
Short-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.05 | $0.75 |
ETF Shares | 1,000.00 | 1,024.55 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Intermediate-Term Bond Index Fund | |||
Investor Shares | $1,000.00 | $1,024.05 | $0.75 |
ETF Shares | 1,000.00 | 1,024.55 | 0.25 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Long-Term Bond Index Fund | |||
ETF Shares | $1,000.00 | $1,024.55 | $0.25 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Plus Shares | 1,000.00 | 1,024.60 | 0.20 |
Corporate Bonds | 26.3% |
Sovereign Bonds | 6.6 |
Taxable Municipal Bonds | 0.1 |
U.S. Government and Agency Obligations | 67.0 |
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%–6.000% | 6/30/22–8/15/26 | 42,246,331 | 43,452,319 | 64.15% | |
Agency Bonds and Notes | ||||||
Federal Farm Credit Banks | 0.125%–3.500% | 11/23/22–2/26/24 | 110,350 | 110,645 | 0.17% | |
Federal Home Loan Banks | 0.125%–5.375% | 8/12/22–9/4/25 | 332,470 | 341,351 | 0.49% | |
Federal Home Loan Mortgage Corp.1,2 | 0.125%–2.750% | 7/25/22–7/21/25 | 121,000 | 121,259 | 0.18% | |
Federal Home Loan Mortgage Corp.2 | 0.125%–1.500% | 4/20/23–9/23/25 | 475,215 | 474,944 | 0.71% | |
Federal National Mortgage Assn.2 | 0.250%–2.875% | 9/6/22–11/7/25 | 608,681 | 621,849 | 0.93% | |
† | Agency Bonds and Notes—Other1,3 | 71,229 | 0.09% | |||
1,741,277 | 2.57% | |||||
Total U.S. Government and Agency Obligations (Cost $44,734,845) | 45,193,596 | 66.72% | ||||
Corporate Bonds | ||||||
Communications | ||||||
AT&T Inc. | 0.900%–4.450% | 12/15/23–3/25/26 | 108,542 | 115,923 | 0.17% | |
Comcast Corp. | 3.100%–3.950% | 3/1/24–3/1/26 | 90,447 | 98,871 | 0.15% | |
† | Communications—Other1 | 628,299 | 0.93% | |||
843,093 | 1.25% | |||||
Consumer Discretionary | ||||||
Amazon.com Inc. | 0.250%–5.200% | 12/5/21–5/12/26 | 120,059 | 122,987 | 0.17% | |
American Honda Finance Corp.1 | 0.400%–3.625% | 10/21/22–9/10/25 | 93,590 | 96,320 | 0.14% | |
General Motors Financial Co. Inc. | 1.050%–5.250% | 7/8/22–6/10/26 | 178,850 | 190,084 | 0.28% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Toyota Motor Credit Corp.1 | 0.350%–3.450% | 7/22/22–6/18/26 | 142,315 | 145,419 | 0.22% | |
† | Consumer Discretionary—Other1,4 | 624,963 | 0.93% | |||
1,179,773 | 1.74% | |||||
†Consumer Staples1,4 | 938,915 | 1.39% | ||||
Energy | ||||||
Exxon Mobil Corp. | 1.571%–3.176% | 8/16/22–3/1/26 | 113,548 | 119,819 | 0.18% | |
† | Energy—Other1,4 | 1,272,016 | 1.88% | |||
1,391,835 | 2.06% | |||||
Financials | ||||||
American Express Co. | 2.500%–4.200% | 8/1/22–5/20/26 | 105,464 | 111,583 | 0.17% | |
Bank of America Corp.1 | 0.523%–4.450% | 10/21/22–4/23/27 | 559,997 | 583,473 | 0.84% | |
Bank of America Corp. | 0.976%–4.100% | 7/24/23–4/22/25 | 30,282 | 31,383 | 0.04% | |
Bank of New York Mellon Corp.1 | 0.350%–3.500% | 8/23/22–5/4/26 | 91,994 | 95,938 | 0.17% | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 4,080 | 4,396 | 0.01% | |
Bank of Nova Scotia1 | 2.450% | 9/19/22 | 4,696 | 4,819 | 0.01% | |
Bank of Nova Scotia | 0.550%–4.500% | 11/15/22–6/24/26 | 99,776 | 103,571 | 0.15% | |
Barclays plc | 1.007%–5.200% | 1/10/23–5/12/26 | 62,313 | 68,705 | 0.10% | |
Barclays plc1 | 2.852%–4.338% | 5/16/24–5/7/26 | 53,138 | 56,603 | 0.08% | |
Citigroup Inc. | 0.776%–5.500% | 7/30/22–1/28/27 | 159,336 | 170,640 | 0.24% | |
Citigroup Inc.1 | 1.678%–4.044% | 7/24/23–4/8/26 | 119,604 | 126,066 | 0.20% | |
Deutsche Bank AG1 | 2.222%–4.100% | 11/16/22–1/13/26 | 50,759 | 53,416 | 0.08% | |
Deutsche Bank AG | 1.447%–3.950% | 2/27/23–11/24/26 | 39,538 | 40,841 | 0.07% | |
Goldman Sachs Group Inc.1 | 0.481%–3.850% | 10/31/22–12/9/26 | 155,618 | 159,855 | 0.23% | |
Goldman Sachs Group Inc. | 0.523%–4.250% | 1/22/23–3/9/27 | 187,386 | 199,952 | 0.29% | |
HSBC Holdings plc | 1.589%–4.300% | 5/25/23–5/24/27 | 110,614 | 120,570 | 0.17% | |
HSBC Holdings plc1 | 1.645%–4.292% | 11/22/23–9/12/26 | 167,956 | 176,407 | 0.25% | |
JPMorgan Chase & Co. | 0.563%–3.900% | 9/23/22–4/22/27 | 300,853 | 307,721 | 0.43% | |
JPMorgan Chase & Co.1 | 0.653%–4.023% | 4/23/24–1/29/27 | 245,910 | 256,817 | 0.38% | |
Lloyds Banking Group plc1 | 1.326%–3.870% | 6/15/23–2/5/26 | 73,397 | 77,000 | 0.11% | |
Lloyds Banking Group plc | 0.695%–4.650% | 8/16/23–5/11/27 | 43,432 | 46,972 | 0.08% | |
Mitsubishi UFJ Financial Group Inc. | 1.412%–3.850% | 7/18/22–3/1/26 | 132,977 | 139,093 | 0.21% | |
Mitsubishi UFJ Financial Group Inc.1 | 0.848% | 9/15/24 | 13,850 | 13,917 | 0.02% | |
Morgan Stanley | 0.731%–5.000% | 11/1/22–5/4/27 | 123,567 | 125,269 | 0.19% | |
Morgan Stanley1 | 0.529%–4.100% | 1/23/23–4/28/26 | 265,613 | 280,967 | 0.43% | |
Natwest Group plc | 3.875%–6.000% | 9/12/23–4/5/26 | 52,230 | 57,493 | 0.09% | |
Natwest Group plc1 | 2.359%–4.519% | 5/22/24–11/1/29 | 37,997 | 40,089 | 0.07% | |
Royal Bank of Canada1 | 0.425%–4.650% | 1/17/23–1/27/26 | 116,368 | 121,299 | 0.18% | |
Royal Bank of Canada | 1.200% | 4/27/26 | 14,055 | 14,040 | 0.02% | |
Sumitomo Mitsui Financial Group Inc. | 0.508%–3.936% | 7/12/22–3/9/26 | 132,492 | 137,405 | 0.19% | |
Toronto-Dominion Bank1 | 0.250%–3.500% | 12/1/22–6/3/26 | 129,324 | 132,743 | 0.18% | |
Toronto-Dominion Bank | 0.550% | 3/4/24 | 115 | 115 | 0.00% | |
Truist Bank1 | 1.250%–3.689% | 8/1/22–9/16/25 | 100,376 | 105,149 | 0.13% | |
Wells Fargo & Co.1 | 1.654%–4.100% | 7/22/22–6/3/26 | 223,560 | 235,509 | 0.35% | |
Wells Fargo & Co. | 3.000%–4.480% | 8/15/23–4/22/26 | 41,121 | 44,279 | 0.07% | |
† | Financials—Other1,4 | 2,848,826 | 4.24% | |||
7,092,921 | 10.47% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Health Care | ||||||
AbbVie Inc. | 2.300%–3.850% | 10/1/22–5/14/26 | 209,047 | 221,016 | 0.32% | |
Bristol-Myers Squibb Co. | 0.537%–3.875% | 8/1/22–6/15/26 | 125,364 | 132,490 | 0.21% | |
CVS Health Corp. | 2.625%–4.750% | 7/20/22–6/1/26 | 118,642 | 126,217 | 0.19% | |
† | Health Care—Other1,4 | 1,186,885 | 1.74% | |||
1,666,608 | 2.46% | |||||
Industrials | ||||||
Boeing Co. | 1.167%–4.875% | 2/4/23–5/1/26 | 181,250 | 188,818 | 0.28% | |
John Deere Capital Corp.1 | 0.400%–3.450% | 9/8/22–6/17/26 | 81,350 | 83,528 | 0.13% | |
John Deere Capital Corp. | 2.800%–3.650% | 1/27/23–10/12/23 | 11,007 | 11,621 | 0.02% | |
† | Industrials—Other1,4,5 | 910,756 | 1.33% | |||
1,194,723 | 1.76% | |||||
†Materials1,4,5 | 367,649 | 0.54% | ||||
†Real Estate 1 | 577,741 | 0.85% | ||||
Technology | ||||||
Apple Inc. | 0.550%–3.450% | 9/11/22–2/23/26 | 256,354 | 268,182 | 0.39% | |
International Business Machines Corp. | 1.875%–7.000% | 1/27/22–5/15/26 | 106,902 | 114,900 | 0.17% | |
Microsoft Corp. | 2.000%–3.625% | 11/3/22–11/3/25 | 115,623 | 122,241 | 0.18% | |
Oracle Corp. | 1.650%–3.625% | 10/15/22–3/25/26 | 149,673 | 156,500 | 0.22% | |
† | Technology—Other1,4 | 876,498 | 1.31% | |||
1,538,321 | 2.27% | |||||
†Utilities1,4 | 915,768 | 1.35% | ||||
Total Corporate Bonds (Cost $17,325,090) | 17,707,347 | 26.14% | ||||
Sovereign Bonds | ||||||
Asian Development Bank1 | 0.250%–2.750% | 7/19/22–4/24/26 | 271,743 | 274,514 | 0.40% | |
Asian Development Bank | 0.625%–2.625% | 8/10/22–4/29/25 | 117,336 | 119,534 | 0.18% | |
European Bank for Reconstruction & Development1 | 0.250%–2.750% | 3/7/23–1/28/26 | 65,195 | 65,766 | 0.10% | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 37,851 | 37,526 | 0.06% | |
European Investment Bank | 0.250%–3.250% | 8/15/22–4/13/26 | 465,549 | 477,671 | 0.71% | |
European Investment Bank1 | 2.875%–3.125% | 8/15/23–12/14/23 | 60,788 | 64,467 | 0.09% | |
Inter-American Development Bank | 0.250%–3.000% | 1/18/23–7/15/25 | 249,308 | 255,694 | 0.38% | |
Inter-American Development Bank1 | 0.875%–3.000% | 9/14/22–6/2/26 | 91,053 | 93,342 | 0.15% | |
International Bank for Reconstruction & Development1 | 1.500%–3.125% | 6/19/23–11/20/25 | 131,154 | 137,778 | 0.21% | |
International Bank for Reconstruction & Development | 0.125%–7.625% | 7/1/22–10/28/25 | 389,200 | 393,249 | 0.58% | |
Japan Bank for International Cooperation1,6 | 0.500%–3.375% | 10/17/22–4/20/26 | 63,806 | 67,031 | 0.10% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Japan Bank for International Cooperation6 | 0.375%–3.375% | 7/20/21–7/15/25 | 143,395 | 145,870 | 0.20% | |
KFW7 | 0.250%–2.625% | 8/22/22–1/22/26 | 491,959 | 501,188 | 0.74% | |
Province of Ontario | 0.625%–3.400% | 10/3/22–4/27/26 | 125,593 | 130,079 | 0.19% | |
Province of Quebec1 | 1.500%–2.875% | 4/9/24–2/11/25 | 41,775 | 43,970 | 0.06% | |
Province of Quebec | 0.600%–2.625% | 2/13/23–4/20/26 | 77,547 | 78,767 | 0.12% | |
Svensk Exportkredit AB | 0.500%–2.000% | 8/30/22–8/26/25 | 30,463 | 30,721 | 0.04% | |
Svensk Exportkredit AB1 | 0.250%–2.875% | 3/14/23–5/14/25 | 71,059 | 71,777 | 0.11% | |
† | Sovereign Bonds—Other1,7,8,9,10 | 1,493,760 | 2.20% | |||
Total Sovereign Bonds (Cost $4,431,483) | 4,482,704 | 6.62% | ||||
†Taxable Municipal Bonds (Cost $44,338)11 | 45,008 | 0.07% | ||||
Coupon | Shares | |||||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund12 (Cost $630,442) | 0.056% | 6,304,419 | 630,442 | 0.93% | ||
Total Investments (Cost $67,166,198) | 68,059,097 | 100.48% | ||||
Other Assets and Liabilities—Net | (325,250) | (0.48%) | ||||
Net Assets | 67,733,847 | 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 June 30, 2021, the aggregate value of these securities was $153,897,000, representing 0.2% of net assets. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
6 | Guaranteed by the Government of Japan. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Guaranteed by the Government of Canada. |
9 | Guaranteed by the Republic of Austria. |
10 | Guaranteed by the Government of Mexico. |
11 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
12 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $66,535,756) | 67,428,655 |
Affiliated Issuers (Cost $630,442) | 630,442 |
Total Investments in Securities | 68,059,097 |
Investment in Vanguard | 2,340 |
Cash | 7,170 |
Receivables for Investment Securities Sold | 903,743 |
Receivables for Accrued Income | 303,686 |
Receivables for Capital Shares Issued | 33,722 |
Other Assets | 242 |
Total Assets | 69,310,000 |
Liabilities | |
Payables for Investment Securities Purchased | 1,543,273 |
Payables for Capital Shares Redeemed | 27,658 |
Payables for Distributions | 3,708 |
Payables to Vanguard | 1,514 |
Total Liabilities | 1,576,153 |
Net Assets | 67,733,847 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 66,624,363 |
Total Distributable Earnings (Loss) | 1,109,484 |
Net Assets | 67,733,847 |
Investor Shares—Net Assets | |
Applicable to 7,794,223 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 83,933 |
Net Asset Value Per Share—Investor Shares | $10.77 |
ETF Shares—Net Assets | |
Applicable to 420,379,055 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 34,523,739 |
Net Asset Value Per Share—ETF Shares | $82.13 |
Admiral Shares—Net Assets | |
Applicable to 1,755,780,288 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 18,907,202 |
Net Asset Value Per Share—Admiral Shares | $10.77 |
Institutional Shares—Net Assets | |
Applicable to 605,180,845 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 6,516,930 |
Net Asset Value Per Share—Institutional Shares | $10.77 |
Institutional Plus Shares—Net Assets | |
Applicable to 715,234,958 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 7,702,043 |
Net Asset Value Per Share—Institutional Plus Shares | $10.77 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 424,313 |
Total Income | 424,313 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 738 |
Management and Administrative—Investor Shares | 60 |
Management and Administrative—ETF Shares | 6,393 |
Management and Administrative—Admiral Shares | 5,874 |
Management and Administrative—Institutional Shares | 1,412 |
Management and Administrative—Institutional Plus Shares | 1,276 |
Marketing and Distribution—Investor Shares | 3 |
Marketing and Distribution—ETF Shares | 600 |
Marketing and Distribution—Admiral Shares | 325 |
Marketing and Distribution—Institutional Shares | 88 |
Marketing and Distribution—Institutional Plus Shares | 46 |
Custodian Fees | 50 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 561 |
Shareholders’ Reports—Admiral Shares | 91 |
Shareholders’ Reports—Institutional Shares | 7 |
Shareholders’ Reports—Institutional Plus Shares | 10 |
Trustees’ Fees and Expenses | 9 |
Total Expenses | 17,543 |
Net Investment Income | 406,770 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | 202,508 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (799,055) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (189,777) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $121,000, less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $54,991,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 406,770 | 978,549 | |
Realized Net Gain (Loss) | 202,508 | 328,072 | |
Change in Unrealized Appreciation (Depreciation) | (799,055) | 1,061,408 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (189,777) | 2,368,029 | |
Distributions | |||
Investor Shares | (504) | (1,523) | |
ETF Shares | (170,160) | (446,170) | |
Admiral Shares | (117,282) | (301,032) | |
Institutional Shares | (40,530) | (101,144) | |
Institutional Plus Shares | (45,682) | (128,903) | |
Total Distributions | (374,158) | (978,772) | |
Capital Share Transactions | |||
Investor Shares | (6,185) | (298) | |
ETF Shares | 5,168,607 | 6,479,442 | |
Admiral Shares | 538,947 | 2,732,056 | |
Institutional Shares | 442,187 | 461,228 | |
Institutional Plus Shares | 951,012 | (2,911) | |
Net Increase (Decrease) from Capital Share Transactions | 7,094,568 | 9,669,517 | |
Total Increase (Decrease) | 6,530,633 | 11,058,774 | |
Net Assets | |||
Beginning of Period | 61,203,214 | 50,144,440 | |
End of Period | 67,733,847 | 61,203,214 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | ||||||
Net Investment Income | .0631 | .1851 | .2301 | .1981 | .1641 | .146 |
Net Realized and Unrealized Gain (Loss) on Investments | (.100) | .300 | .258 | (.069) | (.050) | .002 |
Total from Investment Operations | (.037) | .485 | .488 | .129 | .114 | .148 |
Distributions | ||||||
Dividends from Net Investment Income | (.063) | (.185) | (.228) | (.199) | (.164) | (.146) |
Distributions from Realized Capital Gains | — | — | — | — | (.000)2 | (.002) |
Total Distributions | (.063) | (.185) | (.228) | (.199) | (.164) | (.148) |
Net Asset Value, End of Period | $10.77 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return3 | -0.34% | 4.61% | 4.77% | 1.27% | 1.10% | 1.41% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $84 | $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% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 1.18% | 1.71% | 2.18% | 1.94% | 1.57% | 1.38% |
Portfolio Turnover Rate4 | 20% | 49% | 44% | 48% | 50% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $82.81 | $80.55 | $78.56 | $79.09 | $79.44 | $79.49 |
Investment Operations | ||||||
Net Investment Income | .5211 | 1.4741 | 1.8191 | 1.5801 | 1.3141 | 1.172 |
Net Realized and Unrealized Gain (Loss) on Investments | (.764) | 2.267 | 2.014 | (.545) | (.362) | (.037) |
Total from Investment Operations | (.243) | 3.741 | 3.833 | 1.035 | .952 | 1.135 |
Distributions | ||||||
Dividends from Net Investment Income | (.437) | (1.481) | (1.843) | (1.565) | (1.300) | (1.172) |
Distributions from Realized Capital Gains | — | — | — | — | (.002) | (.013) |
Total Distributions | (.437) | (1.481) | (1.843) | (1.565) | (1.302) | (1.185) |
Net Asset Value, End of Period | $82.13 | $82.81 | $80.55 | $78.56 | $79.09 | $79.44 |
Total Return | -0.29% | 4.67% | 4.92% | 1.34% | 1.20% | 1.42% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $34,524 | $29,618 | $22,522 | $27,946 | $23,902 | $19,576 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.28% | 1.79% | 2.28% | 2.02% | 1.65% | 1.46% |
Portfolio Turnover Rate2 | 20% | 49% | 44% | 48% | 50% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | ||||||
Net Investment Income | .0671 | .1921 | .2371 | .2071 | .1721 | .154 |
Net Realized and Unrealized Gain (Loss) on Investments | (.099) | .301 | .260 | (.070) | (.050) | .002 |
Total from Investment Operations | (.032) | .493 | .497 | .137 | .122 | .156 |
Distributions | ||||||
Dividends from Net Investment Income | (.068) | (.193) | (.237) | (.207) | (.172) | (.154) |
Distributions from Realized Capital Gains | — | — | — | — | (.000)2 | (.002) |
Total Distributions | (.068) | (.193) | (.237) | (.207) | (.172) | (.156) |
Net Asset Value, End of Period | $10.77 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return3 | -0.30% | 4.69% | 4.86% | 1.35% | 1.18% | 1.49% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $18,907 | $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% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.26% | 1.77% | 2.26% | 2.02% | 1.65% | 1.46% |
Portfolio Turnover Rate4 | 20% | 49% | 44% | 48% | 50% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | ||||||
Net Investment Income | .0681 | .1951 | .2391 | .2091 | .1741 | .156 |
Net Realized and Unrealized Gain (Loss) on Investments | (.099) | .301 | .260 | (.070) | (.050) | .002 |
Total from Investment Operations | (.031) | .496 | .499 | .139 | .124 | .158 |
Distributions | ||||||
Dividends from Net Investment Income | (.069) | (.196) | (.239) | (.209) | (.174) | (.156) |
Distributions from Realized Capital Gains | — | — | — | — | (.000)2 | (.002) |
Total Distributions | (.069) | (.196) | (.239) | (.209) | (.174) | (.158) |
Net Asset Value, End of Period | $10.77 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return | -0.29% | 4.71% | 4.88% | 1.37% | 1.20% | 1.51% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $6,517 | $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% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 1.28% | 1.80% | 2.28% | 2.04% | 1.67% | 1.48% |
Portfolio Turnover Rate3 | 20% | 49% | 44% | 48% | 50% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 | $10.43 |
Investment Operations | ||||||
Net Investment Income | .0691 | .1961 | .2401 | .2101 | .1751 | .158 |
Net Realized and Unrealized Gain (Loss) on Investments | (.100) | .301 | .260 | (.070) | (.050) | .002 |
Total from Investment Operations | (.031) | .497 | .500 | .140 | .125 | .160 |
Distributions | ||||||
Dividends from Net Investment Income | (.069) | (.197) | (.240) | (.210) | (.175) | (.158) |
Distributions from Realized Capital Gains | — | — | — | — | (.000)2 | (.002) |
Total Distributions | (.069) | (.197) | (.240) | (.210) | (.175) | (.160) |
Net Asset Value, End of Period | $10.77 | $10.87 | $10.57 | $10.31 | $10.38 | $10.43 |
Total Return | -0.28% | 4.72% | 4.89% | 1.38% | 1.21% | 1.52% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $7,702 | $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% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 1.29% | 1.81% | 2.29% | 2.05% | 1.68% | 1.49% |
Portfolio Turnover Rate3 | 20% | 49% | 44% | 48% | 50% | 51% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | — | 45,193,596 | — | 45,193,596 |
Corporate Bonds | — | 17,707,347 | — | 17,707,347 |
Sovereign Bonds | — | 4,482,704 | — | 4,482,704 |
Taxable Municipal Bonds | — | 45,008 | — | 45,008 |
Temporary Cash Investments | 630,442 | — | — | 630,442 |
Total | 630,442 | 67,428,655 | — | 68,059,097 |
D. | As of June 30, 2021, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 67,182,167 |
Gross Unrealized Appreciation | 1,084,454 |
Gross Unrealized Depreciation | (207,524) |
Net Unrealized Appreciation (Depreciation) | 876,930 |
E. | During the six months ended June 30, 2021, the fund purchased $11,032,183,000 of investment securities and sold $5,783,169,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government |
F. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 8,882 | 820 | 35,167 | 3,257 | |
Issued in Lieu of Cash Distributions | 504 | 47 | 1,523 | 141 | |
Redeemed | (15,571) | (1,440) | (36,988) | (3,426) | |
Net Increase (Decrease)—Investor Shares | (6,185) | (573) | (298) | (28) | |
ETF Shares | |||||
Issued | 7,175,696 | 87,100 | 11,697,834 | 141,766 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (2,007,089) | (24,400) | (5,218,392) | (63,700) | |
Net Increase (Decrease)—ETF Shares | 5,168,607 | 62,700 | 6,479,442 | 78,066 | |
Admiral Shares | |||||
Issued | 3,502,274 | 323,949 | 8,227,722 | 760,456 | |
Issued in Lieu of Cash Distributions | 98,829 | 9,150 | 255,823 | 23,626 | |
Redeemed | (3,062,156) | (283,307) | (5,751,489) | (532,730) | |
Net Increase (Decrease)—Admiral Shares | 538,947 | 49,792 | 2,732,056 | 251,352 | |
Institutional Shares | |||||
Issued | 1,229,157 | 113,778 | 2,393,325 | 221,202 | |
Issued in Lieu of Cash Distributions | 36,462 | 3,376 | 92,189 | 8,516 | |
Redeemed | (823,432) | (76,269) | (2,024,286) | (187,923) | |
Net Increase (Decrease)—Institutional Shares | 442,187 | 40,885 | 461,228 | 41,795 | |
Institutional Plus Shares | |||||
Issued | 1,425,458 | 131,929 | 1,538,306 | 142,398 | |
Issued in Lieu of Cash Distributions | 44,137 | 4,086 | �� | 124,314 | 11,482 |
Redeemed | (518,583) | (47,981) | (1,665,531) | (153,918) | |
Net Increase (Decrease)—Institutional Plus Shares | 951,012 | 88,034 | (2,911) | (38) |
G. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
Corporate Bonds | 42.7% |
Sovereign Bonds | 4.5 |
Taxable Municipal Bonds | 0.4 |
U.S. Government and Agency Obligations | 52.4 |
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% | 8/15/25–5/15/31 | 19,407,135 | 19,811,790 | 50.74% | |
Agency Bonds and Notes | ||||||
Federal Home Loan Banks | 3.250% | 6/9/28–11/16/28 | 64,725 | 73,536 | 0.19% | |
Federal National Mortgage Assn.1 | 0.750%–7.250% | 4/24/26–11/15/30 | 313,153 | 374,339 | 0.96% | |
† | Agency Bonds and Notes—Other1,2,3 | 65,789 | 0.16% | |||
513,664 | 1.31% | |||||
Total U.S. Government and Agency Obligations (Cost $20,015,846) | 20,325,454 | 52.05% | ||||
Corporate Bonds | ||||||
Communications | ||||||
AT&T Inc. | 1.650%–4.350% | 2/15/27–6/1/31 | 91,150 | 98,392 | 0.25% | |
AT&T Inc.3 | 4.100%–4.300% | 2/15/28–2/15/30 | 40,688 | 46,863 | 0.12% | |
AT&T Inc.3,4 | 2.550% | 12/1/33 | 5,700 | 5,649 | 0.01% | |
Comcast Corp. | 1.500%–4.250% | 1/15/27–2/15/31 | 153,266 | 167,456 | 0.43% | |
T-Mobile USA Inc. | 2.050%–3.875% | 4/15/27–2/15/31 | 138,321 | 151,216 | 0.39% | |
Verizon Communications Inc. | 1.500%–4.329% | 8/15/26–3/21/31 | 245,430 | 263,554 | 0.68% | |
Walt Disney Co. | 2.000%–3.800% | 11/15/26–1/13/31 | 72,700 | 77,351 | 0.20% | |
† | Communications—Other3 | 567,393 | 1.45% | |||
1,377,874 | 3.53% | |||||
Consumer Discretionary | ||||||
Amazon.com Inc. | 1.200%–3.150% | 6/3/27–5/12/31 | 107,205 | 110,822 | 0.28% | |
Home Depot Inc. | 0.900%–3.900% | 9/15/26–3/15/31 | 70,693 | 75,132 | 0.19% | |
Lowe's Cos. Inc. | 1.300%–4.500% | 5/3/27–4/1/31 | 66,778 | 70,979 | 0.18% | |
† | Consumer Discretionary—Other3,4 | 817,265 | 2.10% | |||
1,074,198 | 2.75% | |||||
Consumer Staples | ||||||
Anheuser-Busch InBev Worldwide Inc. | 3.500%–4.900% | 4/13/28–1/23/31 | 79,747 | 92,998 | 0.24% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
BAT Capital Corp. | 2.259%–4.906% | 9/6/26–3/25/31 | 85,354 | 90,321 | 0.23% | |
Coca-Cola Co. | 1.000%–3.450% | 3/25/27–3/15/31 | 89,814 | 91,813 | 0.25% | |
PepsiCo Inc. | 1.625%–7.000% | 2/24/26–5/1/30 | 71,518 | 76,152 | 0.20% | |
† | Consumer Staples—Other3 | 826,036 | 2.09% | |||
1,177,320 | 3.01% | |||||
Energy | ||||||
BP Capital Markets America Inc.3 | 3.017%–3.588% | 1/16/27–4/14/27 | 16,018 | 17,473 | 0.05% | |
BP Capital Markets America Inc. | 1.749%–4.234% | 4/6/27–8/10/30 | 50,443 | 56,455 | 0.14% | |
Exxon Mobil Corp. | 2.275%–3.482% | 8/16/26–10/15/30 | 65,444 | 70,482 | 0.19% | |
† | Energy—Other3,4 | 951,163 | 2.43% | |||
1,095,573 | 2.81% | |||||
Financials | ||||||
Bank of America Corp.3 | 1.898%–4.271% | 10/22/26–3/11/32 | 439,143 | 473,559 | 1.20% | |
Bank of America Corp. | 2.687% | 4/22/32 | 50,650 | 52,174 | 0.13% | |
Barclays plc | 2.645%–4.836% | 1/10/28–9/23/35 | 57,817 | 61,953 | 0.15% | |
Barclays plc3 | 4.972%–5.088% | 5/16/29–6/20/30 | 23,033 | 26,904 | 0.07% | |
Citigroup Inc. | 3.200%–6.625% | 10/21/26–7/25/28 | 85,372 | 95,778 | 0.25% | |
Citigroup Inc.3 | 2.572%–4.412% | 1/10/28–6/3/31 | 207,474 | 229,734 | 0.61% | |
Goldman Sachs Group Inc. | 1.542%–5.950% | 11/16/26–4/22/32 | 167,600 | 178,061 | 0.45% | |
Goldman Sachs Group Inc.3 | 3.691%–4.223% | 6/5/28–5/1/29 | 77,288 | 86,686 | 0.22% | |
HSBC Holdings plc | 1.589%–4.950% | 11/23/26–5/24/32 | 62,562 | 70,362 | 0.17% | |
HSBC Holdings plc3 | 2.013%–4.583% | 3/13/28–8/18/31 | 126,056 | 137,568 | 0.35% | |
JPMorgan Chase & Co. | 1.764%–8.000% | 6/15/26–4/22/32 | 178,652 | 189,048 | 0.48% | |
JPMorgan Chase & Co.3 | 2.182%–4.493% | 2/1/28–5/13/31 | 276,170 | 306,621 | 0.77% | |
Mitsubishi UFJ Financial Group Inc. | 2.048%–4.050% | 9/13/26–7/17/30 | 91,908 | 100,423 | 0.26% | |
Morgan Stanley3 | 1.794%–6.250% | 7/27/26–4/28/32 | 227,736 | 248,311 | 0.63% | |
Morgan Stanley | 3.625%–3.950% | 1/20/27–4/23/27 | 44,152 | 49,136 | 0.12% | |
Sumitomo Mitsui Financial Group Inc. | 1.710%–4.306% | 7/14/26–1/12/31 | 147,153 | 156,269 | 0.39% | |
Wells Fargo & Co.3 | 2.393%–4.478% | 6/3/26–4/4/31 | 161,809 | 179,790 | 0.46% | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 31,538 | 34,005 | 0.09% | |
Westpac Banking Corp. | 1.150%–4.110% | 6/3/26–11/15/35 | 46,850 | 49,602 | 0.13% | |
Westpac Banking Corp.3 | 4.322% | 11/23/31 | 19,825 | 22,042 | 0.06% | |
† | Financials—Other3,4 | 2,076,954 | 5.37% | |||
4,824,980 | 12.36% | |||||
Health Care | ||||||
AbbVie Inc. | 2.950%–4.250% | 11/21/26–11/21/29 | 102,634 | 112,250 | 0.29% | |
Bristol-Myers Squibb Co. | 1.125%–3.900% | 11/13/27–11/13/30 | 86,957 | 94,400 | 0.23% | |
Cigna Corp.3 | 3.050%–4.500% | 2/25/26–10/15/27 | 13,826 | 15,123 | 0.04% | |
Cigna Corp. | 2.375%–4.375% | 10/15/28–3/15/31 | 58,560 | 62,613 | 0.16% | |
CVS Health Corp. | 1.300%–6.250% | 6/1/26–2/28/31 | 143,457 | 156,087 | 0.39% | |
UnitedHealth Group Inc. | 1.250%–3.875% | 1/15/26–5/15/31 | 66,852 | 72,103 | 0.18% | |
† | Health Care—Other3,4 | 986,025 | 2.55% | |||
1,498,601 | 3.84% | |||||
Industrials | ||||||
Boeing Co. | 2.250%–5.150% | 6/15/26–2/1/31 | 114,683 | 127,649 | 0.32% | |
Raytheon Technologies Corp. | 2.250%–7.500% | 3/15/27–7/1/30 | 73,303 | 82,632 | 0.21% | |
† | Industrials—Other3,4,5 | 964,638 | 2.48% | |||
1,174,919 | 3.01% | |||||
†Materials3,4,5 | 503,290 | 1.29% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Real Estate | ||||||
American Tower Corp. | 1.500%–3.950% | 10/15/26–4/15/31 | 81,516 | 86,931 | 0.23% | |
† | Real Estate —Other3 | 1,021,315 | 2.61% | |||
1,108,246 | 2.84% | |||||
Technology | ||||||
Apple Inc. | 1.200%–3.350% | 8/4/26–2/8/31 | 193,444 | 201,567 | 0.52% | |
Broadcom Inc. | 3.459%–5.000% | 9/15/26–11/15/30 | 97,483 | 111,214 | 0.28% | |
Broadcom Inc.3,4 | 1.950%–2.450% | 2/15/28–2/15/31 | 27,843 | 27,476 | 0.07% | |
Fiserv Inc. | 2.250%–4.200% | 7/1/26–6/1/30 | 69,355 | 75,272 | 0.20% | |
Microsoft Corp. | 2.400%–3.300% | 8/8/26–2/6/27 | 71,749 | 78,095 | 0.20% | |
Oracle Corp. | 2.300%–3.250% | 7/15/26–3/25/31 | 144,452 | 152,356 | 0.40% | |
† | Technology—Other3,4,5 | 918,008 | 2.33% | |||
1,563,988 | 4.00% | |||||
Utilities | ||||||
Pacific Gas & Electric Co. | 2.500%–4.550% | 12/1/27–2/1/31 | 79,428 | 81,673 | 0.21% | |
† | Utilities—Other3,4 | 1,068,270 | 2.73% | |||
1,149,943 | 2.94% | |||||
Total Corporate Bonds (Cost $15,865,068) | 16,548,932 | 42.38% | ||||
Sovereign Bonds | ||||||
Asian Development Bank | 5.820% | 6/16/28 | 4,833 | 6,275 | 0.02% | |
Asian Development Bank3 | 0.750%–3.125% | 8/14/26–3/4/31 | 120,880 | 127,213 | 0.35% | |
European Investment Bank | 0.625%–2.375% | 5/24/27–2/14/31 | 98,930 | 98,378 | 0.25% | |
Inter-American Development Bank3 | 1.125%–2.000% | 6/2/26–1/13/31 | 40,573 | 39,265 | 0.10% | |
Inter-American Development Bank | 0.625%–3.125% | 7/23/26–6/18/29 | 97,078 | 102,903 | 0.26% | |
International Bank for Reconstruction & Development | 0.750%–8.875% | 3/1/26–2/10/31 | 135,740 | 132,390 | 0.33% | |
International Bank for Reconstruction & Development3 | 1.375%–2.500% | 10/27/26–10/23/29 | 92,530 | 96,643 | 0.24% | |
Japan Bank for International Cooperation6 | 1.250%–3.500% | 7/21/26–4/15/31 | 105,021 | 112,315 | 0.29% | |
Japan Bank for International Cooperation3,6 | 2.250% | 11/4/26 | 12,650 | 13,350 | 0.03% | |
Republic of Indonesia | 1.850%–4.750% | 1/11/28–3/12/31 | 73,298 | 81,627 | 0.22% | |
Republic of the Philippines | 1.648%–9.500% | 2/1/28–6/10/31 | 73,144 | 91,121 | 0.22% | |
United Mexican States | 3.750%–4.500% | 3/28/27–4/22/29 | 74,911 | 83,993 | 0.21% | |
United Mexican States3 | 2.659%–3.250% | 4/16/30–5/24/31 | 48,507 | 48,703 | 0.12% | |
† | Sovereign Bonds—Other3,6,7,8 | 719,745 | 1.85% | |||
Total Sovereign Bonds (Cost $1,719,373) | 1,753,921 | 4.49% | ||||
†Taxable Municipal Bonds (Cost $146,576)9,10 | 150,999 | 0.39% |
Coupon | Shares | Market Value• ($000) | Percentage of Net Assets | |||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund11 (Cost $206,014) | 0.056% | 2,060,226 | 206,023 | 0.53% | ||
Total Investments (Cost $37,952,877) | 38,985,329 | 99.84% | ||||
Other Assets and Liabilities—Net | 62,147 | 0.16% | ||||
Net Assets | 39,047,476 | 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 June 30, 2021, the aggregate value of these securities was $271,039,000, representing 0.7% of net assets. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
6 | Guaranteed by the Government of Japan. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Guaranteed by the Republic of Austria. |
9 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
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 $37,746,863) | 38,779,306 |
Affiliated Issuers (Cost $206,014) | 206,023 |
Total Investments in Securities | 38,985,329 |
Investment in Vanguard | 1,351 |
Receivables for Investment Securities Sold | 713,061 |
Receivables for Accrued Income | 218,193 |
Receivables for Capital Shares Issued | 36,911 |
Other Assets | 86 |
Total Assets | 39,954,931 |
Liabilities | |
Due to Custodian | 1,998 |
Payables for Investment Securities Purchased | 818,328 |
Payables for Capital Shares Redeemed | 80,100 |
Payables for Distributions | 6,073 |
Payables to Vanguard | 956 |
Total Liabilities | 907,455 |
Net Assets | 39,047,476 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 37,593,702 |
Total Distributable Earnings (Loss) | 1,453,774 |
Net Assets | 39,047,476 |
Investor Shares—Net Assets | |
Applicable to 9,309,166 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 113,480 |
Net Asset Value Per Share—Investor Shares | $12.19 |
ETF Shares—Net Assets | |
Applicable to 161,554,060 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 14,533,337 |
Net Asset Value Per Share—ETF Shares | $89.96 |
Admiral Shares—Net Assets | |
Applicable to 1,584,661,968 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 19,317,201 |
Net Asset Value Per Share—Admiral Shares | $12.19 |
Institutional Shares—Net Assets | |
Applicable to 268,302,759 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,270,638 |
Net Asset Value Per Share—Institutional Shares | $12.19 |
Institutional Plus Shares—Net Assets | |
Applicable to 148,712,313 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,812,820 |
Net Asset Value Per Share—Institutional Plus Shares | $12.19 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 392,897 |
Total Income | 392,897 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 444 |
Management and Administrative—Investor Shares | 99 |
Management and Administrative—ETF Shares | 2,772 |
Management and Administrative—Admiral Shares | 6,154 |
Management and Administrative—Institutional Shares | 736 |
Management and Administrative—Institutional Plus Shares | 288 |
Marketing and Distribution—Investor Shares | 5 |
Marketing and Distribution—ETF Shares | 270 |
Marketing and Distribution—Admiral Shares | 338 |
Marketing and Distribution—Institutional Shares | 45 |
Marketing and Distribution—Institutional Plus Shares | 11 |
Custodian Fees | 33 |
Shareholders’ Reports—Investor Shares | — |
Shareholders’ Reports—ETF Shares | 413 |
Shareholders’ Reports—Admiral Shares | 90 |
Shareholders’ Reports—Institutional Shares | 7 |
Shareholders’ Reports—Institutional Plus Shares | 24 |
Trustees’ Fees and Expenses | 6 |
Total Expenses | 11,735 |
Net Investment Income | 381,162 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | 442,674 |
Futures Contracts | (676) |
Realized Net Gain (Loss) | 441,998 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (1,606,182) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (783,022) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $65,000, $29,000, and ($30,000), respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $140,684,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 381,162 | 844,367 | |
Realized Net Gain (Loss) | 441,998 | 959,206 | |
Change in Unrealized Appreciation (Depreciation) | (1,606,182) | 1,444,117 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (783,022) | 3,247,690 | |
Distributions | |||
Investor Shares | (1,858) | (4,860) | |
ETF Shares | (168,583) | (414,121) | |
Admiral Shares | (256,038) | (557,860) | |
Institutional Shares | (43,886) | (100,159) | |
Institutional Plus Shares | (23,132) | (52,739) | |
Total Distributions | (493,497) | (1,129,739) | |
Capital Share Transactions | |||
Investor Shares | (51,115) | (2,825) | |
ETF Shares | (488,675) | 1,219,912 | |
Admiral Shares | (277,988) | 2,382,489 | |
Institutional Shares | (141,561) | 167,676 | |
Institutional Plus Shares | 86,209 | 36,822 | |
Net Increase (Decrease) from Capital Share Transactions | (873,130) | 3,804,074 | |
Total Increase (Decrease) | (2,149,649) | 5,922,025 | |
Net Assets | |||
Beginning of Period | 41,197,125 | 35,275,100 | |
End of Period | 39,047,476 | 41,197,125 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | ||||||
Net Investment Income | .1131 | .2711 | .3161 | .3061 | .2891 | .289 |
Net Realized and Unrealized Gain (Loss) on Investments | (.359) | .868 | .787 | (.340) | .132 | .025 |
Total from Investment Operations | (.246) | 1.139 | 1.103 | (.034) | .421 | .314 |
Distributions | ||||||
Dividends from Net Investment Income | (.112) | (.271) | (.313) | (.306) | (.290) | (.289) |
Distributions from Realized Capital Gains | (.042) | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.154) | (.359) | (.313) | (.306) | (.301) | (.334) |
Net Asset Value, End of Period | $12.19 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return2 | -1.94% | 9.71% | 10.09% | -0.25% | 3.76% | 2.75% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $113 | $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% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 1.86% | 2.18% | 2.78% | 2.79% | 2.54% | 2.48% |
Portfolio Turnover Rate3 | 26% | 55% | 50% | 53% | 55% | 57% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $92.73 | $87.08 | $81.27 | $83.73 | $82.86 | $82.95 |
Investment Operations | ||||||
Net Investment Income | .8731 | 2.0801 | 2.3921 | 2.3201 | 2.1991 | 2.163 |
Net Realized and Unrealized Gain (Loss) on Investments | (2.600) | 6.313 | 5.816 | (2.442) | .925 | .244 |
Total from Investment Operations | (1.727) | 8.393 | 8.208 | (.122) | 3.124 | 2.407 |
Distributions | ||||||
Dividends from Net Investment Income | (.733) | (2.094) | (2.398) | (2.338) | (2.174) | (2.163) |
Distributions from Realized Capital Gains | (.310) | (.649) | — | — | (.080) | (.334) |
Total Distributions | (1.043) | (2.743) | (2.398) | (2.338) | (2.254) | (2.497) |
Net Asset Value, End of Period | $89.96 | $92.73 | $87.08 | $81.27 | $83.73 | $82.86 |
Total Return | -1.85% | 9.71% | 10.19% | -0.09% | 3.80% | 2.86% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $14,533 | $15,482 | $13,546 | $12,772 | $15,328 | $11,241 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.95% | 2.27% | 2.80% | 2.87% | 2.62% | 2.56% |
Portfolio Turnover Rate2 | 26% | 55% | 50% | 53% | 55% | 57% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | ||||||
Net Investment Income | .1171 | .2801 | .3221 | .3151 | .2981 | .299 |
Net Realized and Unrealized Gain (Loss) on Investments | (.358) | .869 | .790 | (.341) | .132 | .025 |
Total from Investment Operations | (.241) | 1.149 | 1.112 | (.026) | .430 | .324 |
Distributions | ||||||
Dividends from Net Investment Income | (.117) | (.281) | (.322) | (.314) | (.299) | (.299) |
Distributions from Realized Capital Gains | (.042) | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.159) | (.369) | (.322) | (.314) | (.310) | (.344) |
Net Asset Value, End of Period | $12.19 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return2 | -1.90% | 9.80% | 10.18% | -0.17% | 3.85% | 2.83% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $19,317 | $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% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.94% | 2.25% | 2.78% | 2.87% | 2.62% | 2.56% |
Portfolio Turnover Rate3 | 26% | 55% | 50% | 53% | 55% | 57% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares, including ETF Creation Units. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | ||||||
Net Investment Income | .1181 | .2831 | .3251 | .3171 | .3011 | .301 |
Net Realized and Unrealized Gain (Loss) on Investments | (.358) | .868 | .790 | (.340) | .131 | .025 |
Total from Investment Operations | (.240) | 1.151 | 1.115 | (.023) | .432 | .326 |
Distributions | ||||||
Dividends from Net Investment Income | (.118) | (.283) | (.325) | (.317) | (.301) | (.301) |
Distributions from Realized Capital Gains | (.042) | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.160) | (.371) | (.325) | (.317) | (.312) | (.346) |
Net Asset Value, End of Period | $12.19 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return | -1.89% | 9.82% | 10.20% | -0.15% | 3.87% | 2.85% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $3,271 | $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% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 1.96% | 2.28% | 2.81% | 2.89% | 2.64% | 2.58% |
Portfolio Turnover Rate2 | 26% | 55% | 50% | 53% | 55% | 57% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 | $11.26 |
Investment Operations | ||||||
Net Investment Income | .1191 | .2851 | .3261 | .3191 | .3021 | .302 |
Net Realized and Unrealized Gain (Loss) on Investments | (.358) | .868 | .790 | (.341) | .131 | .025 |
Total from Investment Operations | (.239) | 1.153 | 1.116 | (.022) | .433 | .327 |
Distributions | ||||||
Dividends from Net Investment Income | (.119) | (.285) | (.326) | (.318) | (.302) | (.302) |
Distributions from Realized Capital Gains | (.042) | (.088) | — | — | (.011) | (.045) |
Total Distributions | (.161) | (.373) | (.326) | (.318) | (.313) | (.347) |
Net Asset Value, End of Period | $12.19 | $12.59 | $11.81 | $11.02 | $11.36 | $11.24 |
Total Return | -1.88% | 9.83% | 10.21% | -0.14% | 3.88% | 2.86% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,813 | $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% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 1.96% | 2.29% | 2.83% | 2.90% | 2.65% | 2.59% |
Portfolio Turnover Rate2 | 26% | 55% | 50% | 53% | 55% | 57% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | — | 20,325,454 | — | 20,325,454 |
Corporate Bonds | — | 16,548,932 | — | 16,548,932 |
Sovereign Bonds | — | 1,753,921 | — | 1,753,921 |
Taxable Municipal Bonds | — | 150,999 | — | 150,999 |
Temporary Cash Investments | 206,023 | — | — | 206,023 |
Total | 206,023 | 38,779,306 | — | 38,985,329 |
D. | As of June 30, 2021, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 37,998,267 |
Gross Unrealized Appreciation | 1,417,043 |
Gross Unrealized Depreciation | (429,981) |
Net Unrealized Appreciation (Depreciation) | 987,062 |
E. | During the six months ended June 30, 2021, the fund purchased $6,331,364,000 of investment securities and sold $8,106,043,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $7,505,461,000 and $6,566,435,000, respectively. Purchases and sales include $3,601,221,000 and $4,079,382,000, 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: |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 7,756 | 632 | 55,957 | 4,509 | |
Issued in Lieu of Cash Distributions | 1,852 | 153 | 4,860 | 389 | |
Redeemed | (60,723) | (5,015) | (63,642) | (5,167) | |
Net Increase (Decrease)—Investor Shares | (51,115) | (4,230) | (2,825) | (269) | |
ETF Shares | |||||
Issued | 3,670,557 | 40,800 | 7,958,107 | 86,400 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (4,159,232) | (46,200) | (6,738,195) | (75,000) | |
Net Increase (Decrease)—ETF Shares | (488,675) | (5,400) | 1,219,912 | 11,400 | |
Admiral Shares | |||||
Issued | 2,504,037 | 204,255 | 6,748,709 | 542,772 | |
Issued in Lieu of Cash Distributions | 219,912 | 18,148 | 480,071 | 38,430 | |
Redeemed | (3,001,937) | (245,989) | (4,846,291) | (392,940) | |
Net Increase (Decrease)—Admiral Shares | (277,988) | (23,586) | 2,382,489 | 188,262 | |
Institutional Shares | |||||
Issued | 459,607 | 37,635 | 1,290,307 | 103,732 | |
Issued in Lieu of Cash Distributions | 42,034 | 3,468 | 94,840 | 7,594 | |
Redeemed | (643,202) | (53,031) | (1,217,471) | (98,429) | |
Net Increase (Decrease)—Institutional Shares | (141,561) | (11,928) | 167,676 | 12,897 | |
Institutional Plus Shares | |||||
Issued | 428,797 | 35,203 | 415,904 | 33,467 | |
Issued in Lieu of Cash Distributions | 10,405 | 859 | 24,997 | 2,001 | |
Redeemed | (352,993) | (28,504) | (404,079) | (32,409) | |
Net Increase (Decrease)—Institutional Plus Shares | 86,209 | 7,558 | 36,822 | 3,059 |
G. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
Corporate Bonds | 52.8% |
Sovereign Bonds | 3.7 |
Taxable Municipal Bonds | 3.2 |
U.S. Government and Agency Obligations | 40.3 |
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 | 1.125%–5.375% | 2/15/31–5/15/51 | 3,946,559 | 4,355,818 | 39.17% | |
United States Treasury Note/Bond1 | 3.500% | 2/15/39 | 17,988 | 22,470 | 0.20% | |
4,378,288 | 39.37% | |||||
Agency Bonds and Notes | ||||||
Tennessee Valley Authority | 4.250%–6.150% | 6/15/35–9/15/65 | 25,760 | 37,190 | 0.34% | |
† | Agency Bonds and Notes—Other2,3,4 | 34,130 | 0.30% | |||
71,320 | 0.64% | |||||
Total U.S. Government and Agency Obligations (Cost $4,189,737) | 4,449,608 | 40.01% | ||||
Corporate Bonds | ||||||
Communications | ||||||
AT&T Inc. | 2.250%–6.150% | 2/1/32–2/1/61 | 81,561 | 91,947 | 0.82% | |
AT&T Inc.4,5 | 2.550%–3.800% | 12/1/33–9/15/59 | 75,359 | 76,153 | 0.68% | |
AT&T Inc.4 | 5.150% | 11/15/46 | 3,147 | 4,031 | 0.04% | |
Charter Communications Operating LLC | 2.300%–6.834% | 2/1/32–12/1/61 | 59,013 | 70,238 | 0.64% | |
Comcast Corp. | 2.450%–7.050% | 1/15/33–8/15/62 | 95,692 | 114,273 | 1.03% | |
NBCUniversal Media LLC | 4.450%–6.400% | 4/30/40–1/15/43 | 9,086 | 12,252 | 0.11% | |
Verizon Communications Inc. | 2.650%–6.400% | 8/10/33–3/22/61 | 113,960 | 128,860 | 1.15% | |
Vodafone Group plc | 4.250%–6.250% | 11/30/32–6/19/59 | 25,100 | 32,193 | 0.28% | |
Walt Disney Co. | 2.750%–6.650% | 3/15/33–5/13/60 | 39,892 | 50,336 | 0.46% | |
† | Communications—Other4 | 221,083 | 2.00% | |||
801,366 | 7.21% | |||||
Consumer Discretionary | ||||||
Amazon.com Inc. | 2.500%–4.950% | 12/5/34–5/12/61 | 52,072 | 58,183 | 0.54% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Home Depot Inc. | 2.375%–5.950% | 12/16/36–9/15/56 | 41,370 | 50,795 | 0.47% | |
† | Consumer Discretionary—Other4,5 | 216,361 | 1.92% | |||
325,339 | 2.93% | |||||
Consumer Staples | ||||||
Altria Group Inc. | 2.450%–6.200% | 2/4/32–2/4/61 | 34,333 | 37,238 | 0.34% | |
Anheuser-Busch Cos. LLC4 | 4.700%–4.900% | 2/1/36–2/1/46 | 30,452 | 38,150 | 0.35% | |
Anheuser-Busch InBev Finance Inc. | 4.000%–4.900% | 2/1/36–2/1/46 | 16,987 | 20,490 | 0.19% | |
Anheuser-Busch InBev Worldwide Inc. | 3.750%–8.200% | 6/15/35–6/1/60 | 48,530 | 62,897 | 0.56% | |
PepsiCo Inc. | 1.400%–5.500% | 2/25/31–3/19/60 | 28,587 | 33,211 | 0.31% | |
Walmart Inc. | 2.950%–6.500% | 9/1/35–9/24/49 | 33,945 | 44,306 | 0.39% | |
† | Consumer Staples—Other4,5 | 236,950 | 2.12% | |||
473,242 | 4.26% | |||||
Energy | ||||||
Energy Transfer LP | 4.900%–7.500% | 3/15/35–5/15/50 | 33,137 | 40,788 | 0.36% | |
Energy Transfer LP4 | 5.800% | 6/15/38 | 1,700 | 2,108 | 0.02% | |
Enterprise Products Operating LLC4 | 6.650%–6.875% | 3/1/33–10/15/34 | 2,245 | 3,175 | 0.03% | |
Enterprise Products Operating LLC | 3.200%–7.550% | 4/15/38–1/31/60 | 33,177 | 39,738 | 0.37% | |
Exxon Mobil Corp. | 2.995%–4.327% | 8/16/39–4/15/51 | 30,495 | 35,181 | 0.32% | |
Shell International Finance BV | 3.125%–6.375% | 5/11/35–4/6/50 | 37,854 | 45,612 | 0.41% | |
† | Energy—Other4,5 | 364,019 | 3.26% | |||
530,621 | 4.77% | |||||
Financials | ||||||
Bank of America Corp. | 3.311%–7.750% | 1/29/37–4/22/42 | 18,368 | 23,374 | 0.21% | |
Bank of America Corp.4 | 2.676%–5.875% | 4/24/38–3/13/52 | 62,298 | 73,142 | 0.67% | |
Berkshire Hathaway Finance Corp. | 2.850%–5.750% | 1/15/40–10/15/50 | 20,228 | 23,952 | 0.22% | |
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 1,398 | 1,790 | 0.02% | |
Citigroup Inc. | 4.650%–8.125% | 6/15/32–7/23/48 | 25,934 | 36,135 | 0.34% | |
Citigroup Inc.4 | 3.878%–5.316% | 1/24/39–4/24/48 | 7,954 | 10,070 | 0.09% | |
Goldman Sachs Group Inc. | 3.210%–6.750% | 2/15/33–10/21/45 | 36,651 | 50,546 | 0.45% | |
Goldman Sachs Group Inc.4 | 4.017%–4.800% | 10/31/38–7/8/44 | 12,013 | 14,946 | 0.14% | |
JPMorgan Chase & Co. | 2.525%–6.400% | 5/15/38–4/22/52 | 36,266 | 46,468 | 0.41% | |
JPMorgan Chase & Co.4 | 3.109%–4.260% | 7/24/38–4/22/51 | 39,939 | 45,272 | 0.41% | |
Morgan Stanley | 3.217%–7.250% | 4/1/32–1/22/47 | 20,120 | 25,610 | 0.23% | |
Morgan Stanley4 | 2.802%–5.597% | 7/22/38–1/25/52 | 16,515 | 20,761 | 0.19% | |
Wells Fargo & Co.4 | 3.068%–5.950% | 12/15/36–4/4/51 | 38,898 | 47,828 | 0.44% | |
Wells Fargo & Co. | 3.900%–5.606% | 11/2/43–5/1/45 | 14,892 | 19,210 | 0.17% | |
† | Financials—Other4,6 | 438,121 | 3.90% | |||
877,225 | 7.89% | |||||
Health Care | ||||||
AbbVie Inc. | 4.050%–4.875% | 3/15/35–11/21/49 | 59,874 | 72,871 | 0.64% | |
Amgen Inc. | 2.770%–5.150% | 2/21/40–9/1/53 | 33,578 | 39,448 | 0.35% | |
Bristol-Myers Squibb Co. | 2.350%–5.000% | 6/15/39–11/13/50 | 31,107 | 38,798 | 0.36% | |
Cigna Corp. | 3.200%–4.900% | 8/15/38–3/15/51 | 16,012 | 18,136 | 0.16% | |
Cigna Corp.4 | 3.875%–6.125% | 11/15/41–10/15/47 | 10,400 | 12,980 | 0.11% | |
CVS Health Corp. | 2.700%–6.125% | 7/20/35–4/1/50 | 47,603 | 60,383 | 0.55% | |
Gilead Sciences Inc. | 2.600%–5.650% | 9/1/35–10/1/50 | 26,017 | 31,350 | 0.28% | |
Johnson & Johnson | 2.100%–5.950% | 5/15/33–9/1/60 | 34,926 | 39,727 | 0.33% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Pfizer Inc. | 2.550%–7.200% | 12/15/36–5/28/50 | 29,368 | 38,366 | 0.35% | |
UnitedHealth Group Inc. | 2.750%–6.875% | 7/15/35–5/15/60 | 54,039 | 66,639 | 0.61% | |
† | Health Care—Other4,5,6 | 428,188 | 3.87% | |||
846,886 | 7.61% | |||||
Industrials | ||||||
Boeing Co. | 3.250%–6.875% | 2/15/33–5/1/60 | 47,688 | 59,110 | 0.54% | |
Burlington Northern Santa Fe LLC | 3.050%–6.200% | 8/15/36–9/15/51 | 32,812 | 40,856 | 0.36% | |
General Electric Co.4 | 5.875%–6.875% | 3/15/32–1/10/39 | 16,827 | 23,425 | 0.22% | |
General Electric Co. | 4.125%–4.350% | 5/1/40–5/1/50 | 6,750 | 8,060 | 0.07% | |
Precision Castparts Corp. | 3.900%–4.375% | 1/15/43–6/15/45 | 1,549 | 1,833 | 0.02% | |
Raytheon Technologies Corp. | 3.125%–6.125% | 6/1/36–7/1/50 | 34,201 | 42,981 | 0.37% | |
Union Pacific Corp. | 2.973%–4.100% | 2/1/35–2/5/70 | 27,990 | 29,896 | 0.27% | |
Union Pacific Corp.4,5 | 2.891%–3.799% | 4/6/36–4/6/71 | 4,950 | 5,349 | 0.05% | |
Union Pacific Corp.4 | 3.550% | 8/15/39 | 625 | 695 | 0.01% | |
† | Industrials—Other4 | 302,151 | 2.71% | |||
514,356 | 4.62% | |||||
Materials | ||||||
Lubrizol Corp. | 6.500% | 10/1/34 | 725 | 1,050 | 0.01% | |
† | Materials—Other4,5,6 | 207,298 | 1.86% | |||
208,348 | 1.87% | |||||
†Real Estate 4 | 90,059 | 0.81% | ||||
Technology | ||||||
Apple Inc. | 2.375%–4.650% | 2/23/36–2/8/61 | 73,942 | 82,554 | 0.78% | |
Intel Corp. | 3.100%–4.950% | 12/15/32–3/25/60 | 31,609 | 37,925 | 0.34% | |
Microsoft Corp. | 2.525%–4.500% | 2/12/35–3/17/62 | 71,509 | 77,239 | 0.71% | |
Oracle Corp. | 3.600%–6.500% | 7/8/34–3/25/61 | 88,701 | 98,784 | 0.87% | |
† | Technology—Other4,5,6 | 179,158 | 1.58% | |||
475,660 | 4.28% | |||||
Utilities | ||||||
Berkshire Hathaway Energy Co. | 2.850%–6.125% | 4/1/36–5/15/51 | 18,417 | 23,012 | 0.21% | |
Consolidated Edison Co. of New York Inc.4 | 3.000%–6.750% | 3/1/35–12/1/60 | 16,712 | 20,551 | 0.18% | |
Consolidated Edison Co. of New York Inc. | 3.700%–5.700% | 6/15/40–11/15/59 | 10,722 | 12,855 | 0.11% | |
Eastern Energy Gas Holdings LLC | 4.600%–4.800% | 11/1/43–12/15/44 | 2,075 | 2,440 | 0.02% | |
Eastern Energy Gas Holdings LLC4 | 3.900% | 11/15/49 | 800 | 861 | 0.01% | |
MidAmerican Energy Co. | 3.650%–6.750% | 12/30/31–7/15/49 | 7,116 | 8,880 | 0.07% | |
Nevada Power Co.4 | 3.125%–6.750% | 4/1/36–8/1/50 | 4,478 | 5,592 | 0.05% | |
PacifiCorp | 3.300%–7.700% | 11/15/31–3/15/51 | 13,385 | 17,335 | 0.15% | |
† | Utilities—Other4 | 598,486 | 5.40% | |||
690,012 | 6.20% | |||||
Total Corporate Bonds (Cost $5,322,732) | 5,833,114 | 52.45% | ||||
Sovereign Bonds | ||||||
Republic of Colombia | 6.125%–10.375% | 1/28/33–1/18/41 | 9,405 | 11,766 | 0.10% | |
Republic of Colombia4 | 3.250%–5.625% | 4/22/32–2/15/61 | 29,548 | 30,746 | 0.28% | |
Republic of Panama4 | 2.252%–6.700% | 9/29/32–7/23/60 | 32,962 | 36,607 | 0.33% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Republic of Peru | 5.625%–8.750% | 11/21/33–11/18/50 | 11,541 | 17,033 | 0.15% | |
Republic of Peru4 | 1.862%–6.550% | 12/1/32–7/28/21 | 14,716 | 14,949 | 0.13% | |
Republic of the Philippines | 1.648%–6.375% | 6/10/31–12/10/45 | 30,165 | 35,058 | 0.31% | |
Republic of the Philippines6 | 1.950%–3.200% | 1/6/32–7/6/46 | 6,700 | 6,692 | 0.05% | |
United Mexican States4 | 3.771%–8.300% | 8/15/31–10/12/10 | 55,295 | 62,839 | 0.58% | |
United Mexican States | 4.350%–6.050% | 1/11/40–2/10/48 | 27,760 | 31,707 | 0.29% | |
† | Sovereign Bonds—Other4,7 | 160,400 | 1.45% | |||
Total Sovereign Bonds (Cost $398,903) | 407,797 | 3.67% | ||||
Taxable Municipal Bonds | ||||||
California GO | 4.500% | 4/1/33 | 1,425 | 1,683 | 0.02% | |
California GO | 7.500% | 4/1/34 | 4,385 | 6,910 | 0.06% | |
California GO | 4.600% | 4/1/38 | 1,350 | 1,578 | 0.01% | |
California GO | 7.550% | 4/1/39 | 6,645 | 11,330 | 0.10% | |
California GO | 7.300% | 10/1/39 | 4,805 | 7,690 | 0.07% | |
California GO | 7.350% | 11/1/39 | 1,000 | 1,610 | 0.01% | |
California GO | 7.625% | 3/1/40 | 2,665 | 4,489 | 0.04% | |
California GO | 7.600% | 11/1/40 | 4,610 | 8,051 | 0.07% | |
† | Taxable Municipal Bonds—Other8,9,10 | 305,416 | 2.75% | |||
Total Taxable Municipal Bonds (Cost $273,905) | 348,757 | 3.13% | ||||
Coupon | Shares | |||||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund11 (Cost $28,779) | 0.056% | 287,796 | 28,779 | 0.26% | ||
Total Investments (Cost $10,214,056) | 11,068,055 | 99.52% | ||||
Other Assets and Liabilities—Net | 53,703 | 0.48% | ||||
Net Assets | 11,121,758 | 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 | Securities with a value of $263,000 have been segregated as initial margin for open futures contracts. |
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 | 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 June 30, 2021, the aggregate value of these securities was $141,896,000, representing 1.3% of net assets. |
6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
9 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
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—General Obligation Bond. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
Long U.S. Treasury Bond | September 2021 | 110 | 17,683 | 281 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $10,185,277) | 11,039,276 |
Affiliated Issuers (Cost $28,779) | 28,779 |
Total Investments in Securities | 11,068,055 |
Investment in Vanguard | 368 |
Receivables for Investment Securities Sold | 33,517 |
Receivables for Accrued Income | 88,561 |
Receivables for Capital Shares Issued | 41,570 |
Variation Margin Receivable—Futures Contracts | 52 |
Other Assets | 9 |
Total Assets | 11,232,132 |
Liabilities | |
Due to Custodian | 1,960 |
Payables for Investment Securities Purchased | 100,734 |
Payables for Capital Shares Redeemed | 6,430 |
Payables for Distributions | 1,007 |
Payables to Vanguard | 243 |
Total Liabilities | 110,374 |
Net Assets | 11,121,758 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 10,098,877 |
Total Distributable Earnings (Loss) | 1,022,881 |
Net Assets | 11,121,758 |
ETF Shares—Net Assets | |
Applicable to 55,300,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 5,701,657 |
Net Asset Value Per Share—ETF Shares | $103.10 |
Admiral Shares—Net Assets | |
Applicable to 186,471,896 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,913,726 |
Net Asset Value Per Share—Admiral Shares | $15.63 |
Institutional Shares—Net Assets | |
Applicable to 91,796,650 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,434,397 |
Net Asset Value Per Share—Institutional Shares | $15.63 |
Institutional Plus Shares—Net Assets | |
Applicable to 68,604,393 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,071,978 |
Net Asset Value Per Share—Institutional Plus Shares | $15.63 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 162,868 |
Total Income | 162,868 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 122 |
Management and Administrative—ETF Shares | 896 |
Management and Administrative—Admiral Shares | 909 |
Management and Administrative—Institutional Shares | 323 |
Management and Administrative—Institutional Plus Shares | 222 |
Marketing and Distribution—ETF Shares | 97 |
Marketing and Distribution—Admiral Shares | 37 |
Marketing and Distribution—Institutional Shares | 14 |
Marketing and Distribution—Institutional Plus Shares | 5 |
Custodian Fees | 24 |
Shareholders’ Reports—ETF Shares | 237 |
Shareholders’ Reports—Admiral Shares | 33 |
Shareholders’ Reports—Institutional Shares | — |
Shareholders’ Reports—Institutional Plus Shares | — |
Trustees’ Fees and Expenses | 2 |
Total Expenses | 2,921 |
Net Investment Income | 159,947 |
Realized Net Gain (Loss) | |
Investment Securities Sold1,2 | 175,784 |
Futures Contracts | (411) |
Realized Net Gain (Loss) | 175,373 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | (884,798) |
Futures Contracts | 281 |
Change in Unrealized Appreciation (Depreciation) | (884,517) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (549,197) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $9,000, less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $170,815,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 159,947 | 367,104 | |
Realized Net Gain (Loss) | 175,373 | 990,501 | |
Change in Unrealized Appreciation (Depreciation) | (884,517) | 443,298 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (549,197) | 1,800,903 | |
Distributions | |||
ETF Shares | (79,551) | (314,576) | |
Admiral Shares | (51,735) | (186,444) | |
Institutional Shares | (25,540) | (102,522) | |
Institutional Plus Shares | (22,057) | (106,222) | |
Total Distributions | (178,883) | (709,764) | |
Capital Share Transactions | |||
ETF Shares | 223,458 | 1,120,959 | |
Admiral Shares | (148,804) | (11,067) | |
Institutional Shares | (114,407) | (650,296) | |
Institutional Plus Shares | (195,296) | (1,877,785) | |
Net Increase (Decrease) from Capital Share Transactions | (235,049) | (1,418,189) | |
Total Increase (Decrease) | (963,129) | (327,050) | |
Net Assets | |||
Beginning of Period | 12,084,887 | 12,411,937 | |
End of Period | 11,121,758 | 12,084,887 |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $109.58 | $99.92 | $87.08 | $94.91 | $88.86 | $86.80 |
Investment Operations | ||||||
Net Investment Income | 1.4941 | 3.2421 | 3.4451 | 3.4611 | 3.4871 | 3.558 |
Net Realized and Unrealized Gain (Loss) on Investments | (6.429) | 12.817 | 12.976 | (7.728) | 6.019 | 2.212 |
Total from Investment Operations | (4.935) | 16.059 | 16.421 | (4.267) | 9.506 | 5.770 |
Distributions | ||||||
Dividends from Net Investment Income | (1.244) | (3.236) | (3.409) | (3.420) | (3.456) | (3.558) |
Distributions from Realized Capital Gains | (.301) | (3.163) | (.172) | (.143) | — | (.152) |
Total Distributions | (1.545) | (6.399) | (3.581) | (3.563) | (3.456) | (3.710) |
Net Asset Value, End of Period | $103.10 | $109.58 | $99.92 | $87.08 | $94.91 | $88.86 |
Total Return | -4.45% | 16.24% | 19.09% | -4.46% | 10.89% | 6.53% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $5,702 | $5,808 | $4,357 | $2,708 | $2,392 | $1,671 |
Ratio of Total Expenses to Average Net Assets | 0.05% | 0.05% | 0.05% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.97% | 2.96% | 3.58% | 3.93% | 3.79% | 3.80% |
Portfolio Turnover Rate2 | 16% | 48% | 33% | 38% | 41% | 45% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 | Six Months Ended June 30, 2021 | Year Ended December 31, | February 7, 20191 to December 31, |
2020 | 2019 | ||
Net Asset Value, Beginning of Period | $16.65 | $15.18 | $13.48 |
Investment Operations | |||
Net Investment Income2 | .226 | .490 | .465 |
Net Realized and Unrealized Gain (Loss) on Investments | (.974) | 1.950 | 1.728 |
Total from Investment Operations | (.748) | 2.440 | 2.193 |
Distributions | |||
Dividends from Net Investment Income | (.226) | (.490) | (.467) |
Distributions from Realized Capital Gains | (.046) | (.480) | (.026) |
Total Distributions | (.272) | (.970) | (.493) |
Net Asset Value, End of Period | $15.63 | $16.65 | $15.18 |
Total Return3 | -4.44% | 16.23% | 16.43% |
Ratios/Supplemental Data | |||
Net Assets, End of Period (Millions) | $2,914 | $3,267 | $2,998 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07%4 |
Ratio of Net Investment Income to Average Net Assets | 2.96% | 2.95% | 3.44%4 |
Portfolio Turnover Rate5 | 16% | 48% | 33%6 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | Total returns do not include 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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 |
Investment Operations | ||||||
Net Investment Income | .2271 | .4941 | .5251 | .5291 | .5331 | .544 |
Net Realized and Unrealized Gain (Loss) on Investments | (.974) | 1.949 | 1.975 | (1.169) | .910 | .333 |
Total from Investment Operations | (.747) | 2.443 | 2.500 | (.640) | 1.443 | .877 |
Distributions | ||||||
Dividends from Net Investment Income | (.227) | (.493) | (.524) | (.528) | (.533) | (.544) |
Distributions from Realized Capital Gains | (.046) | (.480) | (.026) | (.022) | — | (.023) |
Total Distributions | (.273) | (.973) | (.550) | (.550) | (.533) | (.567) |
Net Asset Value, End of Period | $15.63 | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 |
Total Return | -4.43%2 | 16.25%2 | 19.12%2 | -4.41% | 10.87% | 6.51% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,434 | $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% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 2.98% | 2.98% | 3.64% | 3.95% | 3.81% | 3.82% |
Portfolio Turnover Rate3 | 16% | 48% | 33% | 38% | 41% | 45% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include 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 | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 | $13.20 |
Investment Operations | ||||||
Net Investment Income | .2281 | .4981 | .5261 | .5301 | .5351 | .545 |
Net Realized and Unrealized Gain (Loss) on Investments | (.974) | 1.947 | 1.975 | (1.168) | .910 | .333 |
Total from Investment Operations | (.746) | 2.445 | 2.501 | (.638) | 1.445 | .878 |
Distributions | ||||||
Dividends from Net Investment Income | (.228) | (.495) | (.525) | (.530) | (.535) | (.545) |
Distributions from Realized Capital Gains | (.046) | (.480) | (.026) | (.022) | — | (.023) |
Total Distributions | (.274) | (.975) | (.551) | (.552) | (.535) | (.568) |
Net Asset Value, End of Period | $15.63 | $16.65 | $15.18 | $13.23 | $14.42 | $13.51 |
Total Return | -4.43%2 | 16.26%2 | 19.14%2 | -4.40% | 10.88% | 6.52% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,072 | $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% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 2.99% | 3.02% | 3.63% | 3.96% | 3.82% | 3.83% |
Portfolio Turnover Rate3 | 16% | 48% | 33% | 38% | 41% | 45% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include 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 and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 4,449,608 | — | 4,449,608 |
Corporate Bonds | — | 5,833,114 | — | 5,833,114 |
Sovereign Bonds | — | 407,797 | — | 407,797 |
Taxable Municipal Bonds | — | 348,757 | — | 348,757 |
Temporary Cash Investments | 28,779 | — | — | 28,779 |
Total | 28,779 | 11,039,276 | — | 11,068,055 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 281 | — | — | 281 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. | As of June 30, 2021, 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 | 10,239,229 |
Gross Unrealized Appreciation | 1,043,698 |
Gross Unrealized Depreciation | (214,591) |
Net Unrealized Appreciation (Depreciation) | 829,107 |
E. | During the six months ended June 30, 2021, the fund purchased $2,234,495,000 of investment securities and sold $2,625,669,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $1,049,512,000 and $889,880,000, respectively. Purchases and sales include $1,575,524,000 and $1,720,708,000, 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: |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
ETF Shares | |||||
Issued1 | 1,956,137 | 19,400 | 4,991,549 | 45,600 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (1,732,679) | (17,100) | (3,870,590) | (36,200) | |
Net Increase (Decrease)—ETF Shares | 223,458 | 2,300 | 1,120,959 | 9,400 | |
Admiral Shares | |||||
Issued1 | 141,772 | 9,140 | 483,700 | 29,036 | |
Issued in Lieu of Cash Distributions | 44,920 | 2,950 | 163,426 | 9,833 | |
Redeemed | (335,496) | (21,861) | (658,193) | (40,159) | |
Net Increase (Decrease)—Admiral Shares | (148,804) | (9,771) | (11,067) | (1,290) | |
Institutional Shares | |||||
Issued1 | 69,879 | 4,606 | 169,232 | 10,082 | |
Issued in Lieu of Cash Distributions | 24,531 | 1,610 | 99,093 | 5,969 | |
Redeemed | (208,817) | (13,458) | (918,621) | (55,205) | |
Net Increase (Decrease)—Institutional Shares | (114,407) | (7,242) | (650,296) | (39,154) | |
Institutional Plus Shares | |||||
Issued1 | 36,462 | 2,339 | 60,991 | 3,576 | |
Issued in Lieu of Cash Distributions | 22,057 | 1,450 | 99,628 | 6,011 | |
Redeemed | (253,815) | (16,992) | (2,038,404) | (122,847) | |
Net Increase (Decrease)—Institutional Plus Shares | (195,296) | (13,203) | (1,877,785) | (113,260) |
1 | Includes purchase fees for fiscal 2021 and 2020 of $1,205,000 and $3,807,000, respectively (fund totals). |
G. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
Who Are Deaf or Hard of Hearing > 800-749-7273
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U.S. Pat. Nos. 6,879,964; 7,337,138; 7,720,749;
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Vanguard Marketing Corporation, Distributor.
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Total Bond Market Index Fund | |||
Investor Shares | $1,000.00 | $982.60 | $0.74 |
ETF Shares | 1,000.00 | 983.70 | 0.17 |
AdmiralTM Shares | 1,000.00 | 983.10 | 0.25 |
Institutional Shares | 1,000.00 | 983.20 | 0.17 |
Institutional Plus Shares | 1,000.00 | 983.20 | 0.15 |
Institutional Select Shares | 1,000.00 | 983.30 | 0.05 |
Based on Hypothetical 5% Yearly Return | |||
Total Bond Market Index Fund | |||
Investor Shares | $1,000.00 | $1,024.05 | $0.75 |
ETF Shares | 1,000.00 | 1,024.62 | 0.18 |
Admiral Shares | 1,000.00 | 1,024.55 | 0.25 |
Institutional Shares | 1,000.00 | 1,024.62 | 0.18 |
Institutional Plus Shares | 1,000.00 | 1,024.65 | 0.15 |
Institutional Select Shares | 1,000.00 | 1,024.75 | 0.05 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.6% |
Corporate Bonds | 28.9 |
Sovereign Bonds | 4.0 |
Taxable Municipal Bonds | 0.7 |
U.S. Government and Agency Obligations | 63.8 |
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 | 0.125%–8.125% | 8/15/21–5/15/51 | 123,092,035 | 128,020,188 | 40.98% | |
United States Treasury Note/Bond1 | 0.250% | 6/15/23 | 2,126,420 | 2,126,752 | 0.68% | |
130,146,940 | 41.66% | |||||
Agency Bonds and Notes | ||||||
Federal Home Loan Banks | 0.125%–5.500% | 8/12/22–7/15/36 | 604,855 | 656,733 | 0.22% | |
Federal Home Loan Banks2 | 2.000% | 9/9/22 | 12,975 | 13,261 | 0.00% | |
Federal Home Loan Mortgage Corp.2,3 | 0.125%–6.750% | 7/25/22–9/15/29 | 310,616 | 396,987 | 0.13% | |
Federal Home Loan Mortgage Corp.3 | 0.125%–6.750% | 4/20/23–7/15/32 | 629,378 | 676,958 | 0.23% | |
Federal National Mortgage Assn.3 | 0.250%–7.250% | 9/6/22–7/15/37 | 1,623,382 | 1,720,109 | 0.55% | |
† | Agency Bonds and Notes—Other2,4 | 506,140 | 0.14% | |||
3,970,188 | 1.27% | |||||
Conventional Mortgage-Backed Securities | ||||||
Fannie Mae Pool2,3 | 6.000–8.000% | 8/1/24–3/1/35 | 375 | 424 | 0.00% | |
Freddie Mac Gold Pool2,3 | 2.000–9.000% | 8/1/21–2/1/49 | 5,888,551 | 6,313,222 | 1.74% | |
Ginnie Mae I Pool2 | 3.000–9.500% | 6/15/22–2/15/49 | 620,751 | 684,267 | 0.04% | |
Ginnie Mae II Pool2 | 1.500–8.500% | 7/20/23–6/20/51 | 11,665,303 | 12,297,516 | 4.20% | |
Ginnie Mae II Pool2,5 | 2.000–3.000% | 7/15/51 | 1,301,082 | 1,333,720 | 0.44% | |
UMBS Pool2,3 | 1.500–9.500% | 8/1/21–7/1/51 | 37,543,261 | 39,105,839 | 12.68% | |
UMBS Pool2,3,5 | 1.500–4.000% | 7/25/36–7/25/51 | 4,544,457 | 4,639,542 | 1.51% | |
64,374,530 | 20.61% | |||||
Nonconventional Mortgage-Backed Securities | ||||||
Fannie Mae Pool, 12M USD LIBOR + 1.290%2,3,6 | 1.668% | 12/1/41 | 582 | 604 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.310%2,3,6 | 1.887% | 9/1/37 | 960 | 992 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.353%2,3,6 | 1.728% | 1/1/35 | 66 | 69 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.388%2,3,6 | 2.002% | 10/1/37 | 528 | 546 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.431%2,3,6 | 1.958% | 7/1/36 | 151 | 158 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.460%2,3,6 | 1.835% | 2/1/37 | 1 | 1 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.472%2,3,6 | 1.847% | 3/1/43 | 1,692 | 1,774 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.519%2,3,6 | 2.019% | 10/1/34 | 3 | 3 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.530%2,3,6 | 1.934% | 12/1/43 | 587 | 632 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.553%2,3,6 | 2.199% | 9/1/43 | 206 | 208 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.560%2,3,6 | 2.310% | 7/1/43 | 3,621 | 3,728 | 0.01% | |
Fannie Mae Pool, 12M USD LIBOR + 1.594%2,3,6 | 2.005% | 6/1/43 | 814 | 823 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.596%2,3,6 | 2.096% | 11/1/33 | 83 | 88 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.603%2,3,6 | 1.978% | 4/1/37 | 10 | 11 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.618%2,3,6 | 2.326% | 8/1/35 | 551 | 587 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.623%2,3,6 | 1.998% | 2/1/36 | 305 | 314 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.624%2,3,6 | 1.974% | 10/1/37 | 321 | 333 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.627%2,3,6 | 2.002% | 3/1/38 | 102 | 106 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.633%2,3,6 | 2.008% | 1/1/35 | 1 | 1 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.635%2,3,6 | 2.135% | 11/1/36 | 63 | 67 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.655%2,3,6 | 2.187% | 10/1/42 | 644 | 681 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.658%2,3,6 | 2.033% | 1/1/37 | 150 | 160 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.658%2,3,6 | 2.408% | 7/1/35 | 362 | 381 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.660%2,3,6 | 2.207% | 9/1/40 | 164 | 175 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.665%2,3,6 | 1.915% | 6/1/36 | 30 | 30 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.675%2,3,6 | 2.172% | 11/1/39 | 313 | 330 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.684%2,3,6 | 2.154% | 8/1/39 | 771 | 797 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.684%2,3,6 | 2.156% | 1/1/42 | 681 | 708 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.685%2,3,6 | 1.940% | 6/1/42 | 880 | 919 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.685%2,3,6 | 2.105% | 12/1/33 | 159 | 170 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.688%2,3,6 | 2.063% | 4/1/36 | 141 | 148 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.690%2,3,6 | 1.962% | 5/1/40 | 236 | 252 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.690%2,3,6 | 2.213% | 10/1/39 | 396 | 414 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.690%2,3,6 | 2.329% | 9/1/42 | 1,098 | 1,154 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.695%2,3,6 | 2.445% | 7/1/39 | 141 | 147 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.698%2,3,6 | 2.242% | 8/1/40 | 393 | 419 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.700%2,3,6 | 2.075% | 12/1/40 | 330 | 351 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.700%2,3,6 | 2.163% | 7/1/37 | 272 | 291 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.701%2,3,6 | 2.234% | 10/1/42 | 604 | 643 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.705%2,3,6 | 2.110% | 11/1/39 | 179 | 188 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.711%2,3,6 | 2.086% | 4/1/36 | 56 | 58 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.716%2,3,6 | 2.042% | 5/1/42 | 900 | 945 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.721%2,3,6 | 2.249% | 9/1/43 | 1,337 | 1,415 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.728%2,3,6 | 2.228% | 9/1/34 | 186 | 192 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.737%2,3,6 | 1.988% | 6/1/41 | 136 | 144 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.747%2,3,6 | 2.192% | 7/1/41 | 1,049 | 1,111 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.748%2,3,6 | 2.123% | 5/1/35 | 153 | 160 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.750%2,3,6 | 2.125% | 2/1/36 | 144 | 150 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.750%2,3,6 | 2.451% | 10/1/40 | 218 | 231 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.768%2,3,6 | 2.121% | 5/1/42 | 92 | 96 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.780%2,3,6 | 2.155% | 2/1/41 | 267 | 284 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.783%2,3,6 | 2.276% | 7/1/42 | 493 | 535 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.791%2,3,6 | 2.070% | 4/1/37 | 49 | 54 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.795%2,3,6 | 2.170% | 3/1/42 | 620 | 659 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.795%2,3,6 | 3.354% | 8/1/42 | 1,482 | 1,483 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.796%2,3,6 | 2.384% | 9/1/40 | 640 | 678 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.799%2,3,6 | 2.371% | 3/1/42 | 275 | 297 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.805%2,3,6 | 2.274% | 11/1/41 | 840 | 906 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.810%2,3,6 | 2.185% | 11/1/39–12/1/40 | 425 | 449 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.810%2,3,6 | 2.310% | 11/1/33–10/1/40 | 1,062 | 1,136 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.810%2,3,6 | 2.392% | 9/1/33 | 5 | 5 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.813%2,3,6 | 2.204% | 1/1/42 | 339 | 361 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.813%2,3,6 | 2.218% | 11/1/41 | 396 | 422 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%2,3,6 | 2.071% | 5/1/41 | 424 | 453 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%2,3,6 | 2.190% | 2/1/41 | 445 | 476 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%2,3,6 | 2.224% | 12/1/41 | 492 | 527 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%2,3,6 | 2.289% | 12/1/40 | 288 | 302 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%2,3,6 | 2.315% | 11/1/40 | 221 | 234 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.820%2,3,6 | 2.195% | 12/1/40 | 76 | 81 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.821%2,3,6 | 2.196% | 3/1/41 | 589 | 626 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.823%2,3,6 | 2.293% | 12/1/39 | 339 | 356 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.825%2,3,6 | 2.200% | 3/1/41 | 410 | 443 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.826%2,3,6 | 2.076% | 7/1/38 | 272 | 279 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.827%2,3,6 | 2.201% | 2/1/41 | 346 | 351 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.828%2,3,6 | 2.152% | 2/1/42 | 574 | 618 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.830%2,3,6 | 2.080% | 6/1/41 | 614 | 652 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.830%2,3,6 | 2.205% | 4/1/41 | 593 | 603 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.835%2,3,6 | 2.210% | 1/1/40 | 332 | 348 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.840%2,3,6 | 2.566% | 8/1/39 | 383 | 407 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.865%2,3,6 | 2.115% | 5/1/40 | 116 | 122 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.875%2,3,6 | 2.250% | 1/1/37 | 16 | 17 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.880%2,3,6 | 2.315% | 11/1/34 | 242 | 260 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.912%2,3,6 | 2.162% | 5/1/36 | 74 | 75 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.914%2,3,6 | 2.164% | 4/1/37 | 213 | 228 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.925%2,3,6 | 2.425% | 10/1/37 | 15 | 15 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.965%2,3,6 | 2.340% | 4/1/37 | 15 | 15 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 2.130%2,3,6 | 2.547% | 10/1/36 | 199 | 216 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.155%2,3,6 | 2.280% | 12/1/37 | 388 | 403 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.185%2,3,6 | 2.310% | 5/1/36 | 33 | 35 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.190%2,3,6 | 2.315% | 12/1/36 | 5 | 5 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.235%2,3,6 | 2.360% | 12/1/35 | 2 | 3 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.268%2,3,6 | 2.393% | 5/1/33–12/1/35 | 199 | 211 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.275%2,3,6 | 2.400% | 11/1/32 | 5 | 6 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.313%2,3,6 | 2.438% | 1/1/35 | 165 | 177 | 0.00% | |
Fannie Mae Pool, 6M USD LIBOR + 1.146%2,3,6 | 1.396% | 4/1/37 | 603 | 629 | 0.00% | |
Fannie Mae Pool, 6M USD LIBOR + 1.413%2,3,6 | 1.663% | 7/1/34 | 96 | 101 | 0.00% | |
Fannie Mae Pool, 6M USD LIBOR + 1.840%2,3,6 | 2.090% | 8/1/37 | 426 | 448 | 0.00% | |
Fannie Mae REMICS2,3 | 2.488% | 3/25/23 | 7,354 | 7,593 | 0.01% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.158%2,3,6 | 1.408% | 8/1/37 | 9 | 9 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.516%2,3,6 | 2.016% | 9/1/37 | 91 | 93 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.545%2,3,6 | 1.919% | 3/1/37 | 32 | 33 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550%2,3,6 | 1.925% | 4/1/37 | 1 | 1 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570%2,3,6 | 1.945% | 3/1/37 | 24 | 26 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625%2,3,6 | 2.000% | 1/1/38 | 75 | 81 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%2,3,6 | 1.890% | 5/1/42 | 135 | 141 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%2,3,6 | 2.015% | 12/1/36 | 270 | 289 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%2,3,6 | 2.155% | 11/1/43 | 210 | 220 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660%2,3,6 | 2.160% | 10/1/37 | 287 | 299 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665%2,3,6 | 2.040% | 12/1/34 | 96 | 98 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695%2,3,6 | 2.070% | 2/1/37 | 177 | 190 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727%2,3,6 | 2.102% | 1/1/35 | 38 | 40 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743%2,3,6 | 2.118% | 12/1/36 | 382 | 398 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745%2,3,6 | 2.120% | 12/1/40 | 690 | 725 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750%2,3,6 | 2.000% | 5/1/38 | 46 | 48 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750%2,3,6 | 2.125% | 4/1/33–3/1/36 | 21 | 21 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765%2,3,6 | 2.140% | 12/1/36 | 51 | 55 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770%2,3,6 | 2.154% | 12/1/34 | 6 | 7 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.779%2,3,6 | 2.184% | 6/1/37 | 398 | 428 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780%2,3,6 | 2.210% | 3/1/36 | 4 | 4 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.819%2,3,6 | 2.369% | 3/1/42 | 467 | 498 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.822%2,3,6 | 2.279% | 6/1/41 | 21 | 22 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.830%2,3,6 | 2.247% | 12/1/35 | 278 | 297 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.831%2,3,6 | 2.831% | 1/1/37 | 129 | 138 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840%2,3,6 | 2.840% | 6/1/37 | 67 | 71 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.853%2,3,6 | 2.242% | 2/1/42 | 186 | 197 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.870%2,3,6 | 2.576% | 8/1/37 | 171 | 179 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%2,3,6 | 2.130% | 5/1/40 | 170 | 177 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%2,3,6 | 2.132% | 6/1/40 | 187 | 197 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%2,3,6 | 2.255% | 12/1/40–3/1/41 | 872 | 925 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%2,3,6 | 2.500% | 6/1/41 | 187 | 196 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%2,3,6 | 2.880% | 6/1/40 | 334 | 346 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.888%2,3,6 | 2.287% | 2/1/42 | 267 | 271 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895%2,3,6 | 2.501% | 9/1/40 | 489 | 519 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%2,3,6 | 2.287% | 6/1/40 | 289 | 300 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%2,3,6 | 2.353% | 11/1/40 | 359 | 375 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%2,3,6 | 2.439% | 12/1/39 | 95 | 102 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910%2,3,6 | 2.285% | 1/1/41–2/1/41 | 664 | 710 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.980%2,3,6 | 2.247% | 5/1/37 | 554 | 564 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995%2,3,6 | 2.370% | 3/1/37 | 388 | 415 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085%2,3,6 | 2.460% | 3/1/38 | 72 | 76 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.125%2,3,6 | 2.250% | 6/1/35 | 1 | 1 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.250%2,3,6 | 2.375% | 2/1/36–5/1/36 | 345 | 363 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.250%2,3,6 | 2.378% | 11/1/34 | 560 | 588 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.250%2,3,6 | 2.464% | 6/1/34 | 1 | 1 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.250%2,3,6 | 2.542% | 11/1/36 | 111 | 115 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.315%2,3,6 | 2.440% | 12/1/34 | 23 | 24 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.409%2,3,6 | 2.534% | 11/1/33 | 1 | 1 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.410%2,3,6 | 2.537% | 10/1/36 | 366 | 392 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.549%2,3,6 | 2.673% | 3/1/37 | 85 | 85 | 0.00% | |
Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355%2,3,6 | 1.605% | 5/1/37–6/1/37 | 311 | 318 | 0.00% | |
Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570%2,3,6 | 1.820% | 3/1/37 | 82 | 85 | 0.00% | |
Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665%2,3,6 | 1.915% | 1/1/37 | 507 | 535 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%2,6 | 1.625% | 7/20/38–12/20/40 | 725 | 760 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%2,6 | 2.000% | 1/20/41–1/20/44 | 5,119 | 5,290 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%2,6 | 2.125% | 10/20/38–12/20/43 | 3,633 | 3,743 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%2,6 | 2.250% | 7/20/41–8/20/41 | 1,062 | 1,092 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%2,6 | 2.875% | 6/20/29–6/20/43 | 3,068 | 3,201 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 2.000%2,6 | 2.125% | 11/20/40 | 57 | 59 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 2.000%2,6 | 2.375% | 5/20/41 | 125 | 130 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 2.000%2,6 | 3.375% | 5/20/41 | 129 | 132 | 0.00% | |
75,185 | 0.02% | |||||
Total U.S. Government and Agency Obligations (Cost $193,204,125) | 198,566,843 | 63.56% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Asset-Backed/Commercial Mortgage-Backed Securities | ||||||
Fannie Mae-Aces Series 2012-M52,3 | 2.715% | 2/25/22 | 1,240 | 1,254 | 0.00% | |
Fannie Mae-Aces Series 2013-M142,3 | 2.634% | 4/25/23 | 2,006 | 2,059 | 0.00% | |
Fannie Mae-Aces Series 2013-M142,3 | 3.329% | 10/25/23 | 12,020 | 12,695 | 0.01% | |
Fannie Mae-Aces Series 2013-M72,3 | 2.280% | 12/27/22 | 2,594 | 2,656 | 0.00% | |
Fannie Mae-Aces Series 2014-M12,3 | 3.185% | 7/25/23 | 11,756 | 12,305 | 0.01% | |
Fannie Mae-Aces Series 2014-M122,3 | 2.614% | 10/25/21 | 2,065 | 2,073 | 0.00% | |
Fannie Mae-Aces Series 2014-M132,3 | 3.021% | 8/25/24 | 9,189 | 9,787 | 0.00% | |
Fannie Mae-Aces Series 2014-M22,3 | 3.513% | 12/25/23 | 11,832 | 12,558 | 0.01% | |
Fannie Mae-Aces Series 2014-M32,3 | 3.501% | 1/25/24 | 4,440 | 4,716 | 0.00% | |
Fannie Mae-Aces Series 2014-M42,3 | 3.346% | 3/25/24 | 6,488 | 6,909 | 0.00% | |
Fannie Mae-Aces Series 2014-M72,3 | 3.338% | 6/25/24 | 10,908 | 11,640 | 0.01% | |
Fannie Mae-Aces Series 2014-M82,3 | 3.056% | 6/25/24 | 6,726 | 7,122 | 0.00% | |
Fannie Mae-Aces Series 2014-M92,3 | 3.103% | 7/25/24 | 9,287 | 9,881 | 0.00% | |
Fannie Mae-Aces Series 2015-M12,3 | 2.532% | 9/25/24 | 13,584 | 14,314 | 0.01% | |
Fannie Mae-Aces Series 2015-M102,3 | 3.092% | 4/25/27 | 5,091 | 5,578 | 0.00% | |
Fannie Mae-Aces Series 2015-M112,3 | 2.915% | 4/25/25 | 3,000 | 3,209 | 0.00% | |
Fannie Mae-Aces Series 2015-M122,3 | 2.884% | 5/25/25 | 10,338 | 11,057 | 0.01% | |
Fannie Mae-Aces Series 2015-M152,3 | 2.923% | 10/25/25 | 14,400 | 15,492 | 0.01% | |
Fannie Mae-Aces Series 2015-M22,3 | 2.620% | 12/25/24 | 7,853 | 8,301 | 0.00% | |
Fannie Mae-Aces Series 2015-M32,3 | 2.723% | 10/25/24 | 5,136 | 5,433 | 0.00% | |
Fannie Mae-Aces Series 2015-M42,3 | 2.509% | 7/25/22 | 3,209 | 3,242 | 0.00% | |
Fannie Mae-Aces Series 2015-M72,3 | 2.590% | 12/25/24 | 8,337 | 8,804 | 0.00% | |
Fannie Mae-Aces Series 2015-M82,3 | 2.344% | 1/25/25 | 1,274 | 1,296 | 0.00% | |
Fannie Mae-Aces Series 2015-M82,3 | 2.900% | 1/25/25 | 5,700 | 6,087 | 0.00% | |
Fannie Mae-Aces Series 2016-M112,3 | 2.369% | 7/25/26 | 17,000 | 18,034 | 0.01% | |
Fannie Mae-Aces Series 2016-M122,3 | 2.308% | 10/25/23 | 987 | 1,023 | 0.00% | |
Fannie Mae-Aces Series 2016-M122,3 | 2.533% | 9/25/26 | 17,200 | 18,246 | 0.01% | |
Fannie Mae-Aces Series 2016-M132,3 | 2.566% | 9/25/26 | 7,059 | 7,506 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae-Aces Series 2016-M22,3 | 2.152% | 1/25/23 | 5,291 | 5,378 | 0.00% | |
Fannie Mae-Aces Series 2016-M32,3 | 2.702% | 2/25/26 | 5,674 | 6,074 | 0.00% | |
Fannie Mae-Aces Series 2016-M42,3 | 2.576% | 3/25/26 | 5,775 | 6,171 | 0.00% | |
Fannie Mae-Aces Series 2016-M52,3 | 2.469% | 4/25/26 | 15,761 | 16,770 | 0.01% | |
Fannie Mae-Aces Series 2016-M62,3 | 2.488% | 5/25/26 | 10,500 | 11,189 | 0.01% | |
Fannie Mae-Aces Series 2016-M72,3 | 2.157% | 10/25/23 | 2,088 | 2,144 | 0.00% | |
Fannie Mae-Aces Series 2016-M72,3 | 2.499% | 9/25/26 | 4,893 | 5,122 | 0.00% | |
Fannie Mae-Aces Series 2016-M92,3 | 2.292% | 6/25/26 | 18,939 | 19,964 | 0.01% | |
Fannie Mae-Aces Series 2017-M12,3 | 2.496% | 10/25/26 | 11,631 | 12,359 | 0.01% | |
Fannie Mae-Aces Series 2017-M102,3 | 2.639% | 7/25/24 | 5,848 | 6,112 | 0.00% | |
Fannie Mae-Aces Series 2017-M112,3 | 2.980% | 8/25/29 | 4,000 | 4,433 | 0.00% | |
Fannie Mae-Aces Series 2017-M122,3 | 3.181% | 6/25/27 | 19,323 | 21,303 | 0.01% | |
Fannie Mae-Aces Series 2017-M132,3 | 3.023% | 9/25/27 | 1,328 | 1,454 | 0.00% | |
Fannie Mae-Aces Series 2017-M142,3 | 2.964% | 11/25/27 | 5,285 | 5,769 | 0.00% | |
Fannie Mae-Aces Series 2017-M152,3 | 3.196% | 11/25/27 | 15,725 | 17,006 | 0.01% | |
Fannie Mae-Aces Series 2017-M22,3 | 2.890% | 2/25/27 | 7,882 | 8,540 | 0.00% | |
Fannie Mae-Aces Series 2017-M32,3 | 2.559% | 12/25/26 | 10,730 | 11,485 | 0.01% | |
Fannie Mae-Aces Series 2017-M42,3 | 2.665% | 12/25/26 | 14,878 | 15,940 | 0.01% | |
Fannie Mae-Aces Series 2017-M52,3 | 3.276% | 4/25/29 | 1,455 | 1,634 | 0.00% | |
Fannie Mae-Aces Series 2017-M72,3 | 2.961% | 2/25/27 | 12,125 | 13,181 | 0.01% | |
Fannie Mae-Aces Series 2017-M82,3 | 3.061% | 5/25/27 | 15,200 | 16,746 | 0.01% | |
Fannie Mae-Aces Series 2018-M12,3 | 3.084% | 12/25/27 | 9,970 | 10,964 | 0.00% | |
Fannie Mae-Aces Series 2018-M102,3 | 3.482% | 7/25/28 | 900 | 1,016 | 0.00% | |
Fannie Mae-Aces Series 2018-M122,3 | 3.775% | 8/25/30 | 2,530 | 2,959 | 0.00% | |
Fannie Mae-Aces Series 2018-M132,3 | 3.820% | 9/25/30 | 11,485 | 13,536 | 0.01% | |
Fannie Mae-Aces Series 2018-M142,3 | 3.700% | 8/25/28 | 10,100 | 11,606 | 0.01% | |
Fannie Mae-Aces Series 2018-M22,3 | 2.999% | 1/25/28 | 27,525 | 30,284 | 0.01% | |
Fannie Mae-Aces Series 2018-M32,3 | 3.191% | 2/25/30 | 3,490 | 3,933 | 0.00% | |
Fannie Mae-Aces Series 2018-M42,3 | 3.147% | 3/25/28 | 12,018 | 13,320 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae-Aces Series 2018-M72,3 | 3.150% | 3/25/28 | 7,275 | 8,059 | 0.00% | |
Fannie Mae-Aces Series 2018-M82,3 | 3.436% | 6/25/28 | 5,663 | 6,372 | 0.00% | |
Fannie Mae-Aces Series 2019-M12,3 | 3.673% | 9/25/28 | 20,675 | 23,612 | 0.01% | |
Fannie Mae-Aces Series 2019-M122,3 | 2.885% | 6/25/29 | 41,325 | 45,287 | 0.02% | |
Fannie Mae-Aces Series 2019-M182,3 | 2.469% | 8/25/29 | 14,145 | 15,139 | 0.01% | |
Fannie Mae-Aces Series 2019-M22,3 | 3.749% | 11/25/28 | 11,675 | 13,186 | 0.01% | |
Fannie Mae-Aces Series 2019-M212,3 | 2.350% | 2/25/31 | 7,000 | 7,480 | 0.00% | |
Fannie Mae-Aces Series 2019-M222,3 | 2.522% | 8/25/29 | 26,055 | 27,929 | 0.01% | |
Fannie Mae-Aces Series 2019-M42,3 | 3.610% | 2/25/31 | 17,675 | 20,680 | 0.01% | |
Fannie Mae-Aces Series 2019-M52,3 | 3.273% | 2/25/29 | 10,525 | 11,842 | 0.01% | |
Fannie Mae-Aces Series 2019-M72,3 | 3.143% | 4/25/29 | 14,000 | 15,680 | 0.01% | |
Fannie Mae-Aces Series 2019-M92,3 | 2.937% | 4/25/29 | 18,875 | 20,846 | 0.01% | |
Fannie Mae-Aces Series 2020-M12,3 | 2.151% | 10/25/29 | 9,358 | 9,809 | 0.00% | |
Fannie Mae-Aces Series 2020-M12,3 | 2.444% | 10/25/29 | 13,285 | 14,349 | 0.01% | |
Fannie Mae-Aces Series 2020-M142,3 | 1.784% | 5/25/30 | 5,595 | 5,725 | 0.00% | |
Fannie Mae-Aces Series 2020-M292,3 | 1.492% | 5/25/30 | 9,575 | 9,579 | 0.00% | |
Fannie Mae-Aces Series 2020-M422,3 | 1.270% | 7/25/30 | 18,015 | 17,674 | 0.01% | |
Fannie Mae-Aces Series 2020-M462,3 | 1.323% | 5/25/30 | 14,000 | 13,850 | 0.01% | |
Fannie Mae-Aces Series 2020-M52,3 | 2.210% | 1/25/30 | 7,180 | 7,570 | 0.00% | |
Fannie Mae-Aces Series 2020-M522,3 | 1.363% | 10/25/30 | 10,925 | 10,704 | 0.00% | |
Fannie Mae-Aces Series 2021-M12,3 | 1.436% | 11/25/30 | 8,700 | 8,606 | 0.00% | |
Fannie Mae-Aces Series 2021-M112,3 | 1.507% | 3/25/31 | 20,925 | 20,892 | 0.01% | |
Fannie Mae-Aces Series 2021-M132,3 | 1.659% | 4/25/31 | 3,120 | 3,136 | 0.00% | |
Fannie Mae-Aces Series 2021-M42,3 | 1.515% | 2/25/31 | 14,675 | 14,606 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0172,3 | 2.873% | 12/25/21 | 16,196 | 16,293 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0182,3 | 2.789% | 1/25/22 | 8,281 | 8,363 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0192,3 | 2.272% | 3/25/22 | 7,195 | 7,270 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0202,3 | 2.373% | 5/25/22 | 20,669 | 20,964 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0212,3 | 2.396% | 6/25/22 | 11,697 | 11,870 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0222,3 | 2.355% | 7/25/22 | 865 | 880 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0232,3 | 2.307% | 8/25/22 | 10,000 | 10,182 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0262,3 | 2.510% | 11/25/22 | 16,600 | 17,026 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0272,3 | 2.637% | 1/25/23 | 16,625 | 17,128 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0282,3 | 3.111% | 2/25/23 | 26,300 | 27,297 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0292,3 | 2.839% | 10/25/22 | 1,010 | 1,018 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0292,3 | 3.320% | 2/25/23 | 16,425 | 17,119 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0302,3 | 2.779% | 9/25/22 | 1,280 | 1,287 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0302,3 | 3.250% | 4/25/23 | 17,675 | 18,447 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0312,3 | 3.300% | 4/25/23 | 16,452 | 17,248 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0322,3 | 3.016% | 2/25/23 | 3,844 | 3,927 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0322,3 | 3.310% | 5/25/23 | 17,660 | 18,560 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0332,3 | 2.871% | 2/25/23 | 5,426 | 5,570 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0332,3 | 3.060% | 7/25/23 | 19,075 | 19,938 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0342,3 | 3.531% | 7/25/23 | 15,354 | 16,182 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0352,3 | 3.458% | 8/25/23 | 19,775 | 20,842 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0362,3 | 3.527% | 10/25/23 | 17,403 | 18,510 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0372,3 | 3.490% | 1/25/24 | 6,475 | 6,912 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0382,3 | 2.604% | 10/25/23 | 1,167 | 1,189 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0382,3 | 3.389% | 3/25/24 | 19,450 | 20,804 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0392,3 | 2.683% | 12/25/23 | 1,207 | 1,239 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0392,3 | 3.303% | 7/25/24 | 10,850 | 11,652 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0402,3 | 2.768% | 4/25/24 | 3,073 | 3,194 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0402,3 | 3.241% | 9/25/24 | 14,400 | 15,491 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0412,3 | 3.171% | 10/25/24 | 14,025 | 15,089 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0422,3 | 2.267% | 6/25/24 | 1,387 | 1,426 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0422,3 | 2.670% | 12/25/24 | 32,970 | 34,998 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0432,3 | 2.532% | 10/25/23 | 1,294 | 1,327 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0432,3 | 3.062% | 12/25/24 | 10,900 | 11,712 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0442,3 | 2.811% | 1/25/25 | 3,000 | 3,202 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0452,3 | 2.493% | 4/25/48 | 3,245 | 3,343 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0452,3 | 3.023% | 4/25/48 | 9,050 | 9,724 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0462,3 | 3.205% | 3/25/25 | 9,175 | 9,934 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0472,3 | 2.827% | 12/25/24 | 1,611 | 1,676 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0472,3 | 3.329% | 5/25/25 | 6,850 | 7,460 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0482,3 | 3.284% | 6/25/25 | 11,600 | 12,617 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0492,3 | 3.010% | 7/25/25 | 9,350 | 10,092 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0502,3 | 3.334% | 8/25/25 | 10,325 | 11,275 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0522,3 | 3.151% | 11/25/25 | 7,025 | 7,644 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0532,3 | 2.995% | 12/25/25 | 4,050 | 4,386 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0542,3 | 2.745% | 1/25/26 | 15,825 | 16,993 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0552,3 | 2.263% | 4/25/25 | 279 | 288 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0552,3 | 2.673% | 3/25/26 | 14,200 | 15,229 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0562,3 | 2.525% | 5/25/26 | 11,625 | 12,401 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0572,3 | 2.570% | 7/25/26 | 18,025 | 19,270 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0582,3 | 2.653% | 8/25/26 | 11,575 | 12,439 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0592,3 | 3.120% | 9/25/26 | 6,500 | 7,132 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0602,3 | 3.300% | 10/25/26 | 4,321 | 4,788 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0612,3 | 3.347% | 11/25/26 | 12,800 | 14,219 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0622,3 | 3.413% | 12/25/26 | 12,850 | 14,336 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0632,3 | 3.430% | 1/25/27 | 29,250 | 32,652 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0642,3 | 3.224% | 3/25/27 | 14,200 | 15,714 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0652,3 | 3.243% | 4/25/27 | 3,000 | 3,328 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0662,3 | 3.117% | 6/25/27 | 10,060 | 11,101 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0672,3 | 3.194% | 7/25/27 | 18,126 | 20,106 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0682,3 | 3.244% | 8/25/27 | 7,675 | 8,542 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0692,3 | 3.187% | 9/25/27 | 14,000 | 15,573 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0702,3 | 3.303% | 11/25/27 | 4,875 | 5,461 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0712,3 | 3.286% | 11/25/27 | 10,048 | 11,242 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0722,3 | 3.444% | 12/25/27 | 7,300 | 8,238 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0732,3 | 3.350% | 1/25/28 | 9,650 | 10,855 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0742,3 | 3.600% | 1/25/28 | 16,150 | 18,431 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0752,3 | 3.650% | 2/25/28 | 10,950 | 12,536 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0762,3 | 3.900% | 4/25/28 | 35,850 | 41,641 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0772,3 | 3.850% | 5/25/28 | 17,950 | 20,807 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0782,3 | 3.854% | 6/25/28 | 6,500 | 7,544 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0792,3 | 3.926% | 6/25/28 | 10,157 | 11,842 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0802,3 | 3.736% | 4/25/28 | 930 | 1,034 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0802,3 | 3.926% | 7/25/28 | 11,250 | 13,139 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0812,3 | 3.900% | 8/25/28 | 31,075 | 36,272 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0822,3 | 3.920% | 9/25/28 | 11,640 | 13,609 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0832,3 | 4.050% | 9/25/28 | 9,580 | 11,279 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0842,3 | 3.780% | 11/25/51 | 36,100 | 41,675 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0852,3 | 4.060% | 10/25/28 | 37,950 | 44,545 | 0.02% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0872,3 | 3.591% | 10/25/27 | 1,664 | 1,832 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0872,3 | 3.771% | 12/25/28 | 15,101 | 17,529 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0882,3 | 3.690% | 1/25/29 | 16,080 | 18,593 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0892,3 | 3.563% | 1/25/29 | 10,500 | 12,052 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0902,3 | 3.422% | 2/25/29 | 12,175 | 13,861 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0912,3 | 3.505% | 3/25/29 | 20,400 | 23,383 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0922,3 | 3.298% | 4/25/29 | 13,215 | 14,955 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0932,3 | 2.982% | 5/25/29 | 23,400 | 25,948 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0942,3 | 2.903% | 6/25/29 | 15,725 | 17,369 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0952,3 | 2.785% | 6/25/29 | 15,850 | 17,368 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0962,3 | 2.519% | 7/25/29 | 13,750 | 14,810 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0982,3 | 2.425% | 8/25/29 | 26,450 | 28,307 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0992,3 | 2.595% | 9/25/29 | 12,180 | 13,194 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1012,3 | 2.524% | 10/25/29 | 21,365 | 23,038 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1022,3 | 2.537% | 10/25/29 | 19,195 | 20,715 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1032,3 | 2.651% | 11/25/29 | 16,700 | 18,176 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1042,3 | 2.253% | 2/25/52 | 25,885 | 27,420 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1052,3 | 1.872% | 3/25/53 | 5,665 | 5,840 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1062,3 | 2.069% | 1/25/30 | 25,000 | 26,140 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K1072,3 | 1.639% | 1/25/30 | 6,450 | 6,542 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1082,3 | 1.517% | 3/25/30 | 9,825 | 9,865 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1092,3 | 1.558% | 4/25/30 | 6,150 | 6,191 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1102,3 | 1.477% | 4/25/30 | 5,375 | 5,377 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1112,3 | 1.350% | 5/25/30 | 11,555 | 11,430 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1142,3 | 1.366% | 6/25/30 | 15,520 | 15,355 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1162,3 | 1.378% | 7/25/30 | 19,720 | 19,525 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1172,3 | 1.406% | 8/25/30 | 19,215 | 19,062 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1182,3 | 1.493% | 9/25/30 | 25,215 | 25,191 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1192,3 | 1.566% | 9/25/30 | 3,500 | 3,518 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1202,3 | 1.500% | 10/25/30 | 17,380 | 17,365 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1212,3 | 0.995% | 11/25/53 | 1,891 | 1,866 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K1212,3 | 1.547% | 11/25/53 | 10,880 | 10,914 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1222,3 | 0.863% | 11/25/30 | 795 | 783 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1222,3 | 1.521% | 11/25/30 | 10,900 | 10,907 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1232,3 | 1.621% | 2/25/54 | 22,275 | 22,482 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1242,3 | 1.658% | 12/25/30 | 18,650 | 18,880 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1252,3 | 1.846% | 1/25/31 | 43,265 | 44,505 | 0.02% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1262,3 | 2.074% | 1/25/31 | 22,825 | 23,915 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1272,3 | 2.108% | 1/25/31 | 27,475 | 28,870 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1282,3 | 2.020% | 3/25/31 | 16,115 | 16,808 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1292,3 | 1.342% | 9/25/30 | 3,600 | 3,590 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1292,3 | 1.914% | 5/25/31 | 26,225 | 27,033 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15102,3 | 3.718% | 1/25/31 | 4,175 | 4,903 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K-15102,3 | 3.794% | 1/25/34 | 23,775 | 28,728 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15112,3 | 3.470% | 3/25/31 | 5,225 | 6,047 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15112,3 | 3.542% | 3/25/34 | 13,170 | 15,583 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15132,3 | 2.797% | 8/25/34 | 22,265 | 24,560 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15142,3 | 2.859% | 10/25/34 | 13,375 | 14,863 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15152,3 | 1.940% | 2/25/35 | 14,450 | 14,590 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15162,3 | 1.721% | 5/25/35 | 14,075 | 13,817 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15172,3 | 1.716% | 7/25/35 | 19,930 | 19,574 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15182,3 | 1.860% | 10/25/35 | 6,005 | 5,990 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15192,3 | �� 2.013% | 12/25/35 | 11,525 | 11,703 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1522,3 | 3.080% | 1/25/31 | 5,800 | 6,558 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15202,3 | 2.007% | 7/25/35 | 3,657 | 3,784 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K-15202,3 | 2.438% | 2/25/36 | 13,075 | 13,871 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1532,3 | 3.294% | 3/25/29 | 10,000 | 11,255 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1532,3 | 3.117% | 10/25/31 | 8,700 | 9,821 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1542,3 | 3.424% | 4/25/32 | 2,100 | 2,405 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1542,3 | 3.459% | 11/25/32 | 2,475 | 2,892 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1552,3 | 3.750% | 11/25/32 | 5,202 | 6,115 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1552,3 | 3.750% | 4/25/33 | 11,212 | 13,433 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1572,3 | 3.990% | 5/25/33 | 3,600 | 4,314 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1572,3 | 3.990% | 8/25/33 | 4,625 | 5,667 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7172,3 | 2.991% | 9/25/21 | 8,442 | 8,459 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7182,3 | 2.791% | 1/25/22 | 10,084 | 10,170 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7202,3 | 2.716% | 6/25/22 | 7,525 | 7,644 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K7222,3 | 2.183% | 5/25/22 | 1,650 | 1,668 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7222,3 | 2.406% | 3/25/23 | 2,000 | 2,056 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7232,3 | 2.454% | 8/25/23 | 10,425 | 10,789 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7242,3 | 3.062% | 11/25/23 | 9,500 | 9,971 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7252,3 | 3.002% | 1/25/24 | 26,090 | 27,526 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7262,3 | 2.905% | 4/25/24 | 11,685 | 12,288 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7272,3 | 2.946% | 7/25/24 | 12,500 | 13,215 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7282,3 | 3.064% | 8/25/24 | 26,975 | 28,712 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7292,3 | 3.136% | 10/25/24 | 42,975 | 45,986 | 0.02% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7302,3 | 3.452% | 9/25/24 | 244 | 252 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7302,3 | 3.590% | 1/25/25 | 15,975 | 17,353 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7312,3 | 3.600% | 2/25/25 | 13,200 | 14,288 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K7322,3 | 3.700% | 5/25/25 | 13,200 | 14,457 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7342,3 | 3.208% | 2/25/26 | 21,100 | 23,014 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7352,3 | 2.862% | 5/25/26 | 20,000 | 21,583 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7372,3 | 2.525% | 10/25/26 | 23,725 | 25,357 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7382,3 | 1.545% | 1/25/27 | 8,325 | 8,508 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7392,3 | 1.336% | 9/25/27 | 23,650 | 23,826 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7412,3 | 1.603% | 12/25/27 | 2,325 | 2,376 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7422,3 | 1.760% | 3/25/28 | 12,400 | 12,786 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7432,3 | 1.770% | ��5/25/28 | 8,250 | 8,495 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series KC022,3 | 3.370% | 7/25/25 | 10,225 | 10,867 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series KS032,3 | 3.161% | 5/25/25 | 7,100 | 7,671 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series KS062,3 | 2.720% | 7/25/26 | 10,806 | 11,657 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series KW012,3 | 2.853% | 1/25/26 | 11,600 | 12,515 | 0.01% | |
† | Asset-Backed/Commercial Mortgage-Backed Securities—Other2,5 | 4,896,692 | 1.17% | |||
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,786,496) | 8,130,007 | 2.60% | ||||
Corporate Bonds | ||||||
Communications | ||||||
AT&T Inc. | 0.900%–6.150% | 12/1/22–2/1/61 | 906,340 | 1,010,826 | 0.35% | |
AT&T Inc.2 | 4.100%–5.150% | 2/15/28–11/15/46 | 72,292 | 84,572 | 0.03% | |
AT&T Inc.2,7 | 2.550%–3.800% | 12/1/33–9/15/59 | 392,409 | 396,847 | 0.14% | |
Charter Communications Operating LLC | 2.300%–6.834% | 7/23/22–12/1/61 | 506,727 | 585,574 | 0.19% | |
Charter Communications Operating LLC2 | 4.500% | 2/1/24 | 15,964 | 17,388 | 0.01% | |
Comcast Corp. | 1.500%–7.050% | 3/1/24–8/15/62 | 978,277 | 1,137,673 | 0.40% | |
T-Mobile USA Inc. | 1.500%–4.500% | 4/15/25–11/15/60 | 432,080 | 465,753 | 0.16% | |
Verizon Communications Inc. | 0.750%–5.850% | 3/15/24–3/22/61 | 1,118,439 | 1,234,651 | 0.41% | |
Walt Disney Co. | 1.650%–6.650% | 9/1/22–5/13/60 | 447,098 | 523,304 | 0.20% | |
† | Communications—Other2 | 2,808,928 | 0.76% | |||
8,265,516 | 2.65% | |||||
Consumer Discretionary | ||||||
Amazon.com Inc. | 0.250%–5.200% | 11/29/22–5/12/61 | 653,087 | 703,992 | 0.24% | |
General Motors Financial Co. Inc. | 1.050%–5.650% | 4/10/22–6/10/31 | 426,770 | 456,248 | 0.21% | |
Home Depot Inc. | 0.900%–5.950% | 4/1/23–9/15/56 | 420,366 | 485,111 | 0.21% | |
† | Consumer Discretionary—Other2,7 | 3,963,372 | 1.13% | |||
5,608,723 | 1.79% | |||||
Consumer Staples | ||||||
Anheuser-Busch InBev Worldwide Inc. | 3.500%–8.200% | 4/13/28–6/1/60 | 416,987 | 512,613 | 0.18% | |
Walmart Inc. | 2.350%–7.550% | 12/15/22–9/24/49 | 436,049 | 509,443 | 0.16% | |
† | Consumer Staples—Other2,7 | 5,128,438 | 1.63% | |||
6,150,494 | 1.97% | |||||
Energy | ||||||
Energy Transfer LP | 2.900%–7.500% | 1/15/23–5/15/50 | 364,682 | 427,451 | 0.13% | |
Energy Transfer LP2 | 4.200%–5.800% | 3/15/23–6/15/38 | 59,729 | 67,080 | 0.02% | |
Exxon Mobil Corp. | 1.571%–4.327% | 8/16/22–4/15/51 | 458,484 | 501,663 | 0.18% | |
Shell International Finance BV | 0.375%–6.375% | 8/21/22–4/6/50 | 458,352 | 519,871 | 0.16% | |
† | Energy—Other2,7 | 5,697,124 | 1.82% | |||
7,213,189 | 2.31% | |||||
Financials | ||||||
Bank of America Corp.2 | 0.523%–5.875% | 10/21/22–3/13/52 | 1,970,372 | 2,139,149 | 0.73% | |
Bank of America Corp. | 0.976%–7.750% | 7/24/23–4/22/42 | 261,859 | 291,787 | 0.10% | |
Citigroup Inc. | 0.776%–8.125% | 8/2/21–7/23/48 | 674,808 | 792,594 | 0.30% | |
Citigroup Inc.2 | 1.678%–5.316% | 7/24/23–4/24/48 | 479,656 | 526,988 | 0.20% | |
Goldman Sachs Group Inc.2 | 0.481%–4.800% | 10/31/22–7/8/44 | 541,760 | 594,375 | 0.19% | |
Goldman Sachs Group Inc. | 0.673%–6.750% | 1/22/23–10/21/45 | 673,687 | 769,768 | 0.26% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
HSBC Holdings plc | 1.589%–6.800% | 5/25/23–3/14/44 | 394,436 | 465,455 | 0.16% | |
HSBC Holdings plc2 | 1.645%–7.625% | 11/22/23–11/27/32 | 435,948 | 466,282 | 0.16% | |
JPMorgan Chase & Co. | 0.697%–8.000% | 9/23/22–4/22/52 | 954,305 | 1,031,144 | 0.36% | |
JPMorgan Chase & Co.2 | 0.653%–8.750% | 4/1/23–4/22/51 | 1,045,933 | 1,151,974 | 0.38% | |
Mitsubishi UFJ Financial Group Inc. | 1.412%–4.286% | 7/18/22–7/18/39 | 424,312 | 457,892 | 0.17% | |
Mitsubishi UFJ Financial Group Inc.2 | 0.848% | 9/15/24 | 30,400 | 30,546 | 0.01% | |
Morgan Stanley | 0.790%–7.250% | 11/1/22–1/22/47 | 318,987 | 369,949 | 0.14% | |
Morgan Stanley2 | 0.529%–6.250% | 1/23/23–1/25/52 | 923,258 | 1,006,841 | 0.35% | |
Sumitomo Mitsui Financial Group Inc. | 0.508%–4.306% | 10/19/21–1/12/41 | 423,640 | 449,372 | 0.14% | |
Wells Fargo & Co.2 | 1.654%–5.950% | 7/22/22–4/4/51 | 845,184 | 948,118 | 0.29% | |
Wells Fargo & Co. | 3.000%–5.606% | 8/15/23–5/1/45 | 204,777 | 235,056 | 0.08% | |
† | Financials—Other2,5,7 | 12,678,640 | 3.79% | |||
24,405,930 | 7.81% | |||||
Health Care | ||||||
AbbVie Inc. | 2.300%–4.875% | 10/1/22–11/21/49 | 890,138 | 1,003,494 | 0.36% | |
Bristol-Myers Squibb Co. | 0.537%–5.000% | 8/1/22–11/13/50 | 559,512 | 631,036 | 0.20% | |
Cigna Corp.2 | 3.000%–7.875% | 11/30/22–10/15/47 | 153,776 | 173,315 | 0.04% | |
Cigna Corp. | 1.250%–4.900% | 7/15/23–3/15/51 | 239,262 | 266,643 | 0.10% | |
CVS Health Corp. | 1.300%–6.250% | 7/20/22–4/1/50 | 734,959 | 844,289 | 0.30% | |
UnitedHealth Group Inc. | 1.150%–6.875% | 12/15/21–5/15/60 | 578,223 | 665,143 | 0.26% | |
† | Health Care—Other2,5,7 | 6,674,877 | 2.02% | |||
10,258,797 | 3.28% | |||||
Industrials | ||||||
Boeing Co. | 1.167%–7.250% | 2/4/23–5/1/60 | 739,640 | 835,490 | 0.24% | |
† | Industrials—Other2,5,7 | 6,042,712 | 1.96% | |||
6,878,202 | 2.20% | |||||
†Materials2,5,7 | 2,583,204 | 0.83% | ||||
†Real Estate 2,5 | 3,311,209 | 1.06% | ||||
Technology | ||||||
Apple Inc. | 0.550%–4.650% | 9/11/22–2/8/61 | 1,160,973 | 1,247,550 | 0.46% | |
Broadcom Inc. | 2.250%–5.000% | 11/15/23–11/15/32 | 258,681 | 290,810 | 0.09% | |
Broadcom Inc.2,7 | 1.950%–3.750% | 2/15/28–2/15/51 | 172,829 | 177,560 | 0.06% | |
Intel Corp. | 2.450%–4.950% | 7/29/22–3/25/60 | 380,867 | 434,455 | 0.17% | |
International Business Machines Corp. | 1.700%–7.000% | 1/27/22–5/15/50 | 422,423 | 466,433 | 0.16% | |
Microsoft Corp. | 2.000%–5.300% | 11/3/22–3/17/62 | 669,511 | 719,814 | 0.25% | |
Oracle Corp. | 1.650%–6.500% | 9/15/21–3/25/61 | 1,018,647 | 1,098,943 | 0.38% | |
† | Technology—Other2,5,7 | 3,352,778 | 0.92% | |||
7,788,343 | 2.49% | |||||
†Utilities2,7 | 7,405,516 | 2.37% | ||||
Total Corporate Bonds (Cost $83,365,940) | 89,869,123 | 28.76% | ||||
Sovereign Bonds | ||||||
Asian Development Bank | 0.625%–6.220% | 8/10/22–6/16/28 | 139,687 | 143,216 | 0.05% | |
Asian Development Bank2 | 0.250%–3.125% | 7/19/22–3/4/31 | 744,777 | 758,079 | 0.23% | |
European Investment Bank | 0.250%–4.875% | 8/15/22–2/15/36 | 912,818 | 941,693 | 0.31% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
European Investment Bank2 | 2.875%–3.125% | 8/15/23–12/14/23 | 105,858 | 112,240 | 0.04% | |
Inter-American Development Bank | 0.250%–7.000% | 1/18/23–1/24/44 | 546,736 | 571,280 | 0.18% | |
Inter-American Development Bank2 | 0.875%–3.875% | 9/14/22–10/28/41 | 240,154 | 245,232 | 0.07% | |
International Bank for Reconstruction & Development | 0.125%–8.875% | 7/1/22–2/10/31 | 899,975 | 902,487 | 0.31% | |
International Bank for Reconstruction & Development2 | 1.375%–4.750% | 6/19/23–2/15/35 | 330,562 | 349,412 | 0.12% | |
Japan Bank for International Cooperation2,8 | 0.500%–3.375% | 10/17/22–11/4/26 | 158,616 | 166,503 | 0.04% | |
Japan Bank for International Cooperation8 | 0.375%–3.500% | 7/20/21–4/15/31 | 364,280 | 378,895 | 0.12% | |
KFW9 | 0.000%–2.875% | 8/22/22–6/29/37 | 945,869 | 942,730 | 0.33% | |
Republic of the Philippines | 1.648%–10.625% | 1/21/24–12/10/45 | 352,684 | 424,233 | 0.13% | |
Republic of the Philippines5 | 1.950%–3.200% | 1/6/32–7/6/46 | 38,450 | 38,378 | 0.01% | |
United Mexican States | 3.600%–6.050% | 10/2/23–2/10/48 | 345,807 | 387,326 | 0.12% | |
United Mexican States2 | 2.659%–8.300% | 4/27/25–10/12/10 | 405,148 | 447,460 | 0.15% | |
† | Sovereign Bonds—Other2,7,8,9,10,11,12 | 5,614,896 | 1.77% | |||
Total Sovereign Bonds (Cost $12,002,439) | 12,424,060 | 3.98% | ||||
†Taxable Municipal Bonds (Cost $1,960,107)13,14,15,16 | 2,281,200 | 0.73% |
Coupon | Shares | Market Value• ($000) | Percentage of Net Assets | |||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund17 (Cost $8,033,657) | 0.056% | 80,349,208 | 8,034,921 | 2.57% | ||
Total Investments (Cost $306,352,764) | 319,306,154 | 102.20% | ||||
Other Assets and Liabilities—Net | (6,886,006) | (2.20%) | ||||
Net Assets | 312,420,148 | 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 | Securities with a value of $1,267,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
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 | U.S. government-guaranteed. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
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 | 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 June 30, 2021, the aggregate value of these securities was $1,410,874,000, representing 0.5% of net assets. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Government of Canada. |
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. | |
LIBOR—London Interbank Offered Rate. | |
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 $298,319,107) | 311,271,233 |
Affiliated Issuers (Cost $8,033,657) | 8,034,921 |
Total Investments in Securities | 319,306,154 |
Investment in Vanguard | 10,655 |
Receivables for Investment Securities Sold | 3,174,340 |
Receivables for Accrued Income | 1,520,760 |
Receivables for Capital Shares Issued | 497,915 |
Other Assets | 227 |
Total Assets | 324,510,051 |
Liabilities | |
Due to Custodian | 66,294 |
Payables for Investment Securities Purchased | 11,678,604 |
Payables for Capital Shares Redeemed | 315,588 |
Payables for Distributions | 24,499 |
Payables to Vanguard | 4,918 |
Total Liabilities | 12,089,903 |
Net Assets | 312,420,148 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 299,384,888 |
Total Distributable Earnings (Loss) | 13,035,260 |
Net Assets | 312,420,148 |
Investor Shares—Net Assets | |
Applicable to 126,986,692 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,436,834 |
Net Asset Value Per Share—Investor Shares | $11.31 |
ETF Shares—Net Assets | |
Applicable to 918,123,018 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 78,833,409 |
Net Asset Value Per Share—ETF Shares | $85.86 |
Admiral Shares—Net Assets | |
Applicable to 10,459,956,225 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 118,352,888 |
Net Asset Value Per Share—Admiral Shares | $11.31 |
Institutional Shares—Net Assets | |
Applicable to 4,491,840,932 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 50,824,573 |
Net Asset Value Per Share—Institutional Shares | $11.31 |
Institutional Plus Shares—Net Assets | |
Applicable to 3,242,383,731 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 36,686,961 |
Net Asset Value Per Share—Institutional Plus Shares | $11.31 |
Institutional Select Shares—Net Assets | |
Applicable to 2,323,096,990 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 26,285,483 |
Net Asset Value Per Share—Institutional Select Shares | $11.31 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 2,938,746 |
Total Income | 2,938,746 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 3,446 |
Management and Administrative—Investor Shares | 1,051 |
Management and Administrative—ETF Shares | 9,224 |
Management and Administrative—Admiral Shares | 25,549 |
Management and Administrative—Institutional Shares | 7,422 |
Management and Administrative—Institutional Plus Shares | 4,390 |
Management and Administrative—Institutional Select Shares | 960 |
Marketing and Distribution—Investor Shares | 40 |
Marketing and Distribution—ETF Shares | 1,347 |
Marketing and Distribution—Admiral Shares | 1,919 |
Marketing and Distribution—Institutional Shares | 702 |
Marketing and Distribution—Institutional Plus Shares | 216 |
Marketing and Distribution—Institutional Select Shares | — |
Custodian Fees | 290 |
Shareholders’ Reports—Investor Shares | 5 |
Shareholders’ Reports—ETF Shares | 1,094 |
Shareholders’ Reports—Admiral Shares | 402 |
Shareholders’ Reports—Institutional Shares | 149 |
Shareholders’ Reports—Institutional Plus Shares | 53 |
Shareholders’ Reports—Institutional Select Shares | — |
Trustees’ Fees and Expenses | 43 |
Total Expenses | 58,302 |
Net Investment Income | 2,880,444 |
Realized Net Gain (Loss) on Investment Securities Sold1,2 | (48,609) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (7,747,925) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (4,916,090) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $3,240,000, less than $1,000, and $0, respectively. Purchases and sales are for temporary cash investment purposes. |
2 | Includes $113,809,000 of net gain (loss) resulting from in-kind redemptions. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 2,880,444 | 6,239,969 | |
Realized Net Gain (Loss) | (48,609) | 1,622,740 | |
Change in Unrealized Appreciation (Depreciation) | (7,747,925) | 11,722,932 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (4,916,090) | 19,585,641 | |
Distributions | |||
Investor Shares | (14,265) | (37,585) | |
ETF Shares | (612,953) | (1,395,782) | |
Admiral Shares | (1,183,702) | (2,791,991) | |
Institutional Shares | (517,317) | (1,236,339) | |
Institutional Plus Shares | (345,472) | (677,401) | |
Institutional Select Shares | (263,437) | (591,436) | |
Total Distributions | (2,937,146) | (6,730,534) | |
Capital Share Transactions | |||
Investor Shares | (126,018) | (18,187) | |
ETF Shares | 12,267,684 | 17,275,399 | |
Admiral Shares | 627,609 | 8,318,123 | |
Institutional Shares | (795,975) | 3,111,383 | |
Institutional Plus Shares | 4,634,983 | 7,986,922 | |
Institutional Select Shares | 478,346 | 5,000,789 | |
Net Increase (Decrease) from Capital Share Transactions | 17,086,629 | 41,674,429 | |
Total Increase (Decrease) | 9,233,393 | 54,529,536 | |
Net Assets | |||
Beginning of Period | 303,186,755 | 248,657,219 | |
End of Period | 312,420,148 | 303,186,755 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | ||||||
Net Investment Income | .1021 | .2471 | .2941 | .2791 | .2601 | .254 |
Net Realized and Unrealized Gain (Loss) on Investments | (.304) | .589 | .597 | (.296) | .105 | .015 |
Total from Investment Operations | (.202) | .836 | .891 | (.017) | .365 | .269 |
Distributions | ||||||
Dividends from Net Investment Income | (.101) | (.247) | (.291) | (.280) | (.260) | (.254) |
Distributions from Realized Capital Gains | (.007) | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.108) | (.266) | (.291) | (.283) | (.265) | (.259) |
Net Asset Value, End of Period | $11.31 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return2 | -1.74% | 7.61% | 8.61% | -0.13% | 3.45% | 2.50% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,437 | $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% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 1.81% | 2.15% | 2.74% | 2.68% | 2.42% | 2.30% |
Portfolio Turnover Rate3,4 | 34% | 79% | 31% | 54% | 55% | 61% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | 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 19%, 29%, 10%, 13%, 15%, and 23%, respectively, attributable to mortgage-dollar-roll activity. |
ETF Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $88.03 | $83.71 | $79.16 | $81.46 | $80.64 | $80.58 |
Investment Operations | ||||||
Net Investment Income | .8111 | 1.9621 | 2.2951 | 2.2091 | 2.0531 | 1.995 |
Net Realized and Unrealized Gain (Loss) on Investments | (2.256) | 4.455 | 4.535 | (2.280) | .842 | .096 |
Total from Investment Operations | (1.445) | 6.417 | 6.830 | (.071) | 2.895 | 2.091 |
Distributions | ||||||
Dividends from Net Investment Income | (.672) | (1.954) | (2.280) | (2.210) | (2.038) | (1.995) |
Distributions from Realized Capital Gains | (.053) | (.143) | — | (.019) | (.037) | (.036) |
Total Distributions | (.725) | (2.097) | (2.280) | (2.229) | (2.075) | (2.031) |
Net Asset Value, End of Period | $85.86 | $88.03 | $83.71 | $79.16 | $81.46 | $80.64 |
Total Return | -1.63% | 7.71% | 8.71% | -0.04% | 3.62% | 2.57% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $78,833 | $68,245 | $48,456 | $36,528 | $37,247 | $31,445 |
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.035% | 0.035% | 0.05% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 1.91% | 2.25% | 2.78% | 2.79% | 2.52% | 2.40% |
Portfolio Turnover Rate2,3 | 34% | 79% | 31% | 54% | 55% | 61% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 19%, 29%, 10%, 13%, 15%, and 23%, respectively, attributable to mortgage-dollar-roll activity. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | ||||||
Net Investment Income | .1071 | .2581 | .3011 | .2901 | .2711 | .265 |
Net Realized and Unrealized Gain (Loss) on Investments | (.304) | .590 | .601 | (.297) | .105 | .015 |
Total from Investment Operations | (.197) | .848 | .902 | (.007) | .376 | .280 |
Distributions | ||||||
Dividends from Net Investment Income | (.106) | (.259) | (.302) | (.290) | (.271) | (.265) |
Distributions from Realized Capital Gains | (.007) | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.113) | (.278) | (.302) | (.293) | (.276) | (.270) |
Net Asset Value, End of Period | $11.31 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return2 | -1.69% | 7.72% | 8.71% | -0.03% | 3.56% | 2.60% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $118,353 | $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% | 0.05% |
Ratio of Net Investment Income to Average Net Assets | 1.91% | 2.25% | 2.78% | 2.78% | 2.52% | 2.40% |
Portfolio Turnover Rate3,4 | 34% | 79% | 31% | 54% | 55% | 61% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | 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 19%, 29%, 10%, 13%, 15%, and 23%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | ||||||
Net Investment Income | .1081 | .2601 | .3031 | .2921 | .2721 | .266 |
Net Realized and Unrealized Gain (Loss) on Investments | (.304) | .590 | .601 | (.297) | .105 | .015 |
Total from Investment Operations | (.196) | .850 | .904 | (.005) | .377 | .281 |
Distributions | ||||||
Dividends from Net Investment Income | (.107) | (.261) | (.304) | (.292) | (.272) | (.266) |
Distributions from Realized Capital Gains | (.007) | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.114) | (.280) | (.304) | (.295) | (.277) | (.271) |
Net Asset Value, End of Period | $11.31 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return | -1.68% | 7.74% | 8.73% | -0.01% | 3.57% | 2.61% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $50,825 | $53,018 | $47,477 | $40,728 | $39,101 | $34,167 |
Ratio of Total Expenses to Average Net Assets | 0.035% | 0.035% | 0.035% | 0.035% | 0.04% | 0.04% |
Ratio of Net Investment Income to Average Net Assets | 1.92% | 2.26% | 2.79% | 2.79% | 2.53% | 2.41% |
Portfolio Turnover Rate2,3 | 34% | 79% | 31% | 54% | 55% | 61% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 19%, 29%, 10%, 13%, 15%, and 23%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Plus Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 | $10.64 |
Investment Operations | ||||||
Net Investment Income | .1071 | .2601 | .3041 | .2921 | .2731 | .267 |
Net Realized and Unrealized Gain (Loss) on Investments | (.303) | .590 | .600 | (.297) | .105 | .015 |
Total from Investment Operations | (.196) | .850 | .904 | (.005) | .378 | .282 |
Distributions | ||||||
Dividends from Net Investment Income | (.107) | (.261) | (.304) | (.292) | (.273) | (.267) |
Distributions from Realized Capital Gains | (.007) | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.114) | (.280) | (.304) | (.295) | (.278) | (.272) |
Net Asset Value, End of Period | $11.31 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return | -1.68% | 7.74% | 8.74% | -0.01% | 3.58% | 2.62% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $36,687 | $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% | 0.03% |
Ratio of Net Investment Income to Average Net Assets | 1.92% | 2.25% | 2.80% | 2.80% | 2.54% | 2.42% |
Portfolio Turnover Rate2,3 | 34% | 79% | 31% | 54% | 55% | 61% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 19%, 29%, 10%, 13%, 15%, and 23%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Select Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | June 24, 20161 to December 31, 2016 | |||
2020 | 2019 | 2018 | 2017 | |||
Net Asset Value, Beginning of Period | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 | $11.03 |
Investment Operations | ||||||
Net Investment Income | .1092 | .2622 | .3062 | .2952 | .2752 | .135 |
Net Realized and Unrealized Gain (Loss) on Investments | (.304) | .591 | .600 | (.298) | .105 | (.375) |
Total from Investment Operations | (.195) | .853 | .906 | (.003) | .380 | (.240) |
Distributions | ||||||
Dividends from Net Investment Income | (.108) | (.264) | (.306) | (.294) | (.275) | (.135) |
Distributions from Realized Capital Gains | (.007) | (.019) | — | (.003) | (.005) | (.005) |
Total Distributions | (.115) | (.283) | (.306) | (.297) | (.280) | (.140) |
Net Asset Value, End of Period | $11.31 | $11.62 | $11.05 | $10.45 | $10.75 | $10.65 |
Total Return | -1.67% | 7.76% | 8.76% | 0.01% | 3.60% | -2.20% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $26,285 | $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% | 0.01%3 |
Ratio of Net Investment Income to Average Net Assets | 1.94% | 2.28% | 2.81% | 2.82% | 2.56% | 2.41%3 |
Portfolio Turnover Rate4,5 | 34% | 79% | 31% | 54% | 55% | 61%6 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | 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 19%, 29%, 10%, 13%, 15%, and 23%, respectively, attributable to mortgage-dollar-roll activity. |
6 | Reflects the fund’s portfolio turnover for the fiscal year ended December 31, 2016. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 198,566,843 | — | 198,566,843 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 8,130,007 | — | 8,130,007 |
Corporate Bonds | — | 89,869,123 | — | 89,869,123 |
Sovereign Bonds | — | 12,424,060 | — | 12,424,060 |
Taxable Municipal Bonds | — | 2,281,200 | — | 2,281,200 |
Temporary Cash Investments | 8,034,921 | — | — | 8,034,921 |
Total | 8,034,921 | 311,271,233 | — | 319,306,154 |
Amount ($000) | |
Tax Cost | 306,728,572 |
Gross Unrealized Appreciation | 14,607,897 |
Gross Unrealized Depreciation | (2,030,315) |
Net Unrealized Appreciation (Depreciation) | 12,577,582 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 59,159 | 5,198 | 277,616 | 24,164 | |
Issued in Lieu of Cash Distributions | 14,265 | 1,264 | 37,585 | 3,257 | |
Redeemed | (199,442) | (17,697) | (333,388) | (29,115) | |
Net Increase (Decrease)—Investor Shares | (126,018) | (11,235) | (18,187) | (1,694) |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
ETF Shares | |||||
Issued | 14,736,921 | 171,800 | 27,271,248 | 312,300 | |
Issued in Lieu of Cash Distributions | — | — | — | — | |
Redeemed | (2,469,237) | (28,900) | (9,995,849) | (115,900) | |
Net Increase (Decrease)—ETF Shares | 12,267,684 | 142,900 | 17,275,399 | 196,400 | |
Admiral Shares | |||||
Issued | 12,990,870 | 1,145,701 | 32,833,629 | 2,855,959 | |
Issued in Lieu of Cash Distributions | 1,066,572 | 94,538 | 2,526,849 | 218,973 | |
Redeemed | (13,429,833) | (1,187,159) | (27,042,355) | (2,361,365) | |
Net Increase (Decrease)—Admiral Shares | 627,609 | 53,080 | 8,318,123 | 713,567 | |
Institutional Shares | |||||
Issued | 6,957,518 | 614,230 | 16,333,166 | 1,419,275 | |
Issued in Lieu of Cash Distributions | 487,095 | 43,173 | 1,171,471 | 101,527 | |
Redeemed | (8,240,588) | (728,903) | (14,393,254) | (1,254,567) | |
Net Increase (Decrease)—Institutional Shares | (795,975) | (71,500) | 3,111,383 | 266,235 | |
Institutional Plus Shares | |||||
Issued | 7,152,113 | 632,954 | 13,383,222 | 1,159,783 | |
Issued in Lieu of Cash Distributions | 327,890 | 29,068 | 639,039 | 55,349 | |
Redeemed | (2,845,020) | (252,285) | (6,035,339) | (525,670) | |
Net Increase (Decrease)—Institutional Plus Shares | 4,634,983 | 409,737 | 7,986,922 | 689,462 | |
Institutional Select Shares | |||||
Issued | 1,882,065 | 166,312 | 5,969,746 | 520,606 | |
Issued in Lieu of Cash Distributions | 263,437 | 23,349 | 591,436 | 51,240 | |
Redeemed | (1,667,156) | (147,450) | (1,560,393) | (137,429) | |
Net Increase (Decrease)—Institutional Select Shares | 478,346 | 42,211 | 5,000,789 | 434,417 |
Who Are Deaf or Hard of Hearing > 800-749-7273
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.
• | 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 June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Total Bond Market II Index Fund | |||
Investor Shares | $1,000.00 | $982.70 | $0.44 |
Institutional Shares | 1,000.00 | 983.00 | 0.10 |
Based on Hypothetical 5% Yearly Return | |||
Total Bond Market II Index Fund | |||
Investor Shares | $1,000.00 | $1,024.35 | $0.45 |
Institutional Shares | 1,000.00 | 1,024.70 | 0.10 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.5% |
Corporate Bonds | 28.8 |
Sovereign Bonds | 3.8 |
Taxable Municipal Bonds | 0.7 |
U.S. Government and Agency Obligations | 64.2 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (63.8%) | ||||||
U.S. Government Securities (42.1%) | ||||||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 34,550 | 34,847 | ||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 209,080 | 209,145 | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 67,332 | 68,352 | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 317,504 | 322,515 | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 21,880 | 21,887 | ||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 367,600 | 373,631 | ||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 135,735 | 138,471 | ||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 348,260 | 354,246 | ||
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 | 274,396 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 187,730 | 191,573 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 365,753 | 371,411 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 259,234 | 263,649 | ||
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 | 346,983 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 229,931 | 234,637 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 583,810 | 593,479 | ||
United States Treasury Note/Bond | 0.125% | 9/30/22 | 55,072 | 55,063 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 268,153 | 273,558 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 250,061 | 255,492 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 447,361 | 454,421 | ||
United States Treasury Note/Bond | 0.125% | 10/31/22 | 325,760 | 325,658 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 317,955 | 325,258 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 320,049 | 327,950 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 576,460 | 588,080 | ||
United States Treasury Note/Bond | 0.125% | 11/30/22 | 467,365 | 467,146 | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 593,275 | 608,663 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 914,345 | 933,775 | ||
United States Treasury Note/Bond | 0.125% | 12/31/22 | 318,847 | 318,598 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 583,086 | 600,123 | ||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 9,420 | 9,611 | ||
United States Treasury Note/Bond | 0.125% | 1/31/23 | 642,113 | 641,511 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 279,340 | 286,236 | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 81,440 | 84,252 | ||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 100,000 | 101,922 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 375,850 | 386,832 | ||
United States Treasury Note/Bond | 0.125% | 2/28/23 | 225,722 | 225,475 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 247,637 | 252,977 | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 133,984 | 139,385 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 633,593 | 636,761 | ||
United States Treasury Note/Bond | 0.125% | 3/31/23 | 232,901 | 232,573 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 100,115 | 102,368 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 394,925 | 410,660 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 903,380 | 903,945 | ||
United States Treasury Note/Bond | 0.125% | 4/30/23 | 142,091 | 141,847 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 151,271 | 155,124 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 153,300 | 160,366 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 1,116,645 | 1,114,377 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 124,775 | 128,304 | ||
United States Treasury Note/Bond | 0.125% | 5/31/23 | 24,390 | 24,340 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 122,505 | 125,740 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 65,346 | 68,481 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 1,027,255 | 1,027,415 | ||
United States Treasury Note/Bond | 0.125% | 6/30/23 | 85,030 | 84,817 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 254,587 | 260,315 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 191,146 | 200,196 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 557,552 | 556,071 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 133,182 | 135,908 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 86,268 | 90,730 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 1,170,180 | 1,166,523 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 209,285 | 219,161 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 344,995 | 353,135 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 50,000 | 52,664 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 737,215 | 734,566 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 152,840 | 156,518 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 1,005,354 | 1,001,113 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 100,000 | 103,031 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 114,000 | 120,769 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 818,010 | 816,732 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 349,215 | 369,186 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 182,625 | 190,501 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 197,846 | 209,964 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 1,412,920 | 1,405,414 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 140,863 | 147,510 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 1,015,123 | 1,072,541 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 1,394,478 | 1,386,198 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 217,225 | 227,747 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 686,069 | 723,803 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 1,209,475 | 1,201,727 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 270,399 | 287,172 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 153,000 | 160,077 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 298,197 | 313,899 | ||
1 | United States Treasury Note/Bond | 0.250% | 3/15/24 | 1,955,856 | 1,948,216 | |
United States Treasury Note/Bond | 2.125% | 3/31/24 | 708,094 | 741,397 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 882,208 | 881,105 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 280,940 | 293,407 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 314,542 | 330,711 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 1,206,075 | 1,199,668 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 366,753 | 388,472 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 268,571 | 280,657 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 567,115 | 563,659 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 355,810 | 369,542 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 230,940 | 241,513 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 202,500 | 210,442 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 195,665 | 205,540 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 659,320 | 698,055 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 75,000 | 76,770 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 243,460 | 253,959 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 396,425 | 409,061 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 248,720 | 261,622 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 76,061 | 78,485 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 359,393 | 379,722 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 483,372 | 510,939 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 702,564 | 724,958 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 141,200 | 148,723 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 40,235 | 41,870 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 285,467 | 302,060 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 262,225 | 280,007 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 212,509 | 223,068 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 1,033,810 | 1,052,548 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 333,477 | 359,321 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 1,007,989 | 1,002,949 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 603,909 | 597,398 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 267,029 | 289,559 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 256,221 | 270,473 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 481,780 | 473,650 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 174,085 | 188,991 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 441,568 | 433,703 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 179,285 | 193,908 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 480,550 | 471,389 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 233,510 | 253,833 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 189,083 | 198,950 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 40,840 | 51,018 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 466,895 | 457,484 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 186,630 | 202,114 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 407,661 | 399,062 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 683,693 | 668,417 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 434,690 | 462,401 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 822,280 | 807,376 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 416,497 | 454,372 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 304,190 | 298,391 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 858,300 | 841,134 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 534,932 | 554,490 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 726,471 | 715,347 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 384,057 | 413,521 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 704,584 | 701,391 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 467,794 | 498,493 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 311,694 | 310,087 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 160,000 | 171,550 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 519,377 | 538,286 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 431,045 | 428,553 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 298,579 | 316,680 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 210,020 | 209,922 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 333,440 | 349,643 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 282,000 | 295,792 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 634,832 | 653,679 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 8,800 | 11,371 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 430,805 | 440,902 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 56,188 | 58,207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 346,480 | 358,823 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 366,562 | 386,837 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 36,215 | 46,717 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 180,570 | 186,946 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 361,253 | 376,437 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 21,190 | 21,779 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 16,056 | 17,160 | ||
United States Treasury Note/Bond | 6.625% | 2/15/27 | 39,650 | 51,867 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 772,870 | 778,304 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 1,023,965 | 1,001,726 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 1,308,350 | 1,268,691 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 43,030 | 46,324 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 586,412 | 567,720 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 608,125 | 588,171 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 743,115 | 712,345 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 342,539 | 366,303 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 6,850 | 9,008 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 569,230 | 548,862 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 554,655 | 530,042 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 1,008,957 | 970,175 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 192,761 | 206,193 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 55,808 | 73,039 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 1,040,670 | 1,007,336 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 1,040,335 | 1,005,711 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 1,213,165 | 1,181,130 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 182,470 | 201,059 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 786,310 | 783,976 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 1,250,894 | 1,255,976 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 789,609 | 792,077 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 181,973 | 202,160 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 801,770 | 803,774 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 452,165 | 452,872 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 442,152 | 491,618 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 45,575 | 58,913 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 280,130 | 316,897 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 76,342 | 97,885 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 76,983 | 84,405 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 52,279 | 67,334 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 102,706 | 105,049 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 37,930 | 52,083 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 150,000 | 154,828 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 943,597 | 952,886 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 855,552 | 799,674 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 114,435 | 161,318 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 874,646 | 815,061 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 1,177,583 | 1,119,992 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 1,328,790 | 1,290,172 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 128,675 | 174,797 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 786,134 | 798,295 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 188,843 | 259,039 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 138,500 | 196,454 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 117,327 | 170,894 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 204,635 | 281,373 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 83,579 | 116,593 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 73,194 | 91,435 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 117,867 | 161,091 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 100,656 | 141,736 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 120,905 | 167,963 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 84,805 | 121,589 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 693,410 | 598,608 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 109,320 | 152,604 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 453,110 | 389,816 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 140,325 | 184,308 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 726,870 | 652,934 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 141,854 | 195,493 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 605,551 | 592,872 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 78,692 | 115,296 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 388,390 | 404,168 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 117,000 | 164,220 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 145,310 | 188,608 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 138,056 | 164,416 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 153,742 | 183,289 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 138,000 | 161,417 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 212,528 | 239,326 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 243,319 | 273,810 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 264,159 | 315,381 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 365,700 | 420,212 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 290,652 | 373,987 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 252,806 | 331,650 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 373,494 | 482,391 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 314,400 | 391,772 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 331,150 | 397,172 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 310,089 | 364,839 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 369,882 | 399,935 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 479,154 | 564,802 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 405,506 | 468,613 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 167,327 | 197,707 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 352,758 | 381,971 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 356,638 | 386,172 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 369,838 | 382,262 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 291,990 | 338,617 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 314,099 | 372,944 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 217,051 | 257,918 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 265,418 | 301,747 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 310,732 | 353,506 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 375,470 | 447,279 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 411,233 | 501,383 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 454,182 | 541,896 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 336,303 | 429,207 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 312,173 | 373,583 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 463,731 | 542,783 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 354,020 | 366,632 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 240,699 | 256,194 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 471,024 | 462,634 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 713,574 | 582,566 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 631,075 | 531,878 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 698,035 | 626,814 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 1,119,835 | 1,068,218 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 714,640 | 762,990 | ||
�� | 105,981,894 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Agency Bonds and Notes (1.2%) | ||||||
2 | AID-Israel | 5.500% | 9/18/23 | 6,500 | 7,228 | |
2 | AID-Israel | 5.500% | 12/4/23 | 7,002 | 7,847 | |
2 | AID-Israel | 5.500% | 4/26/24 | 5,575 | 6,350 | |
2 | AID-Israel | 5.500% | 9/18/33 | 5,150 | 7,266 | |
2 | AID-Jordan | 3.000% | 6/30/25 | 4,325 | 4,668 | |
Federal Farm Credit Banks | 0.125% | 11/23/22 | 24,000 | 23,985 | ||
Federal Farm Credit Banks | 0.125% | 2/3/23 | 20,870 | 20,845 | ||
Federal Farm Credit Banks | 0.125% | 4/13/23 | 53,200 | 53,110 | ||
Federal Farm Credit Banks | 0.125% | 5/10/23 | 25,675 | 25,625 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 6,300 | 6,491 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,100 | 5,498 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 22,350 | 22,281 | ||
Federal Home Loan Banks | 0.125% | 8/12/22 | 18,850 | 18,849 | ||
3 | Federal Home Loan Banks | 2.000% | 9/9/22 | 11,665 | 11,923 | |
Federal Home Loan Banks | 0.125% | 10/21/22 | 42,250 | 42,236 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 40,000 | 40,763 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 28,800 | 29,730 | ||
Federal Home Loan Banks | 0.125% | 3/17/23 | 30,300 | 30,256 | ||
Federal Home Loan Banks | 0.125% | 6/2/23 | 42,500 | 42,406 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 44,590 | 47,063 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 200 | 214 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,940 | 20,565 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 1,585 | 1,825 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 1,000 | 1,075 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 39,015 | 38,785 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 8,000 | 7,872 | ||
Federal Home Loan Banks | 3.250% | 6/9/28 | 19,510 | 22,114 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 62,645 | 71,272 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 20,850 | 30,728 | ||
3,4 | Federal Home Loan Mortgage Corp. | 0.125% | 7/25/22 | 25,350 | 25,350 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 38,000 | 38,105 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 34,000 | 34,090 | |
3,4 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 42,650 | 44,749 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 42,000 | 42,008 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 52,625 | 52,605 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 48,000 | 47,971 | |
4 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 34,910 | 34,780 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 86,460 | 86,343 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 60,000 | 59,887 | |
4 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 60,000 | 61,911 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 54,000 | 53,290 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 108,000 | 106,430 | |
3,4 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 15,573 | 22,449 | |
4 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 35,301 | 51,917 | |
4 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 40,678 | 59,768 | |
4 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 15,115 | 15,335 | |
4 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 69,818 | 71,444 | |
4 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 25,381 | 26,239 | |
4 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 30,000 | 30,011 | |
4 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 30,000 | 29,995 | |
4 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 50,000 | 52,843 | |
4 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 69,000 | 68,905 | |
4 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 45,214 | 47,701 | |
4 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 41,103 | 42,673 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 8,755 | 9,356 | |
4 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 38,890 | 40,305 | |
4 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 43,250 | 44,794 | |
4 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 2,200 | 2,197 | |
4 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 26,000 | 25,799 | |
4 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 86,500 | 85,301 | |
4 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 101,800 | 100,693 | |
4 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 42,302 | 44,831 | |
4 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 30,435 | 31,940 | |
4 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 98,140 | 95,908 | |
4 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 43,526 | 59,299 | |
4 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 17,956 | 26,155 | |
4 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 44,920 | 66,648 | |
4 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 121,835 | 115,523 | |
4 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 55,935 | 80,934 | |
4 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 3,396 | 5,161 | |
4 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 300 | 482 | |
3 | Private Export Funding Corp. | 2.050% | 11/15/22 | 15,525 | 15,847 | |
3 | Private Export Funding Corp. | 3.550% | 1/15/24 | 16,425 | 17,632 | |
3 | Private Export Funding Corp. | 2.450% | 7/15/24 | 4,955 | 5,206 | |
Private Export Funding Corp. | 1.750% | 11/15/24 | 3,115 | 3,204 | ||
3 | Private Export Funding Corp. | 3.250% | 6/15/25 | 3,250 | 3,521 | |
Private Export Funding Corp. | 1.400% | 7/15/28 | 9,375 | 9,362 | ||
Tennessee Valley Authority | 1.875% | 8/15/22 | 3,875 | 3,948 | ||
Tennessee Valley Authority | 2.875% | 9/15/24 | 12,231 | 13,131 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 3,000 | 3,003 | ||
3 | Tennessee Valley Authority | 6.750% | 11/1/25 | 19,581 | 24,524 | |
3 | Tennessee Valley Authority | 2.875% | 2/1/27 | 25,750 | 28,169 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 9,625 | 14,023 | ||
3 | Tennessee Valley Authority | 4.700% | 7/15/33 | 6,375 | 8,290 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 6,000 | 7,877 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 12,795 | 18,997 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 665 | 1,014 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,436 | 2,081 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 15,248 | 21,734 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 14,320 | 20,582 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 5,585 | 8,936 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 8,838 | 13,002 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 8,050 | 11,262 | ||
2,946,340 | ||||||
Conventional Mortgage-Backed Securities (20.5%) | ||||||
3,4 | Fannie Mae Pool | 6.000% | 11/1/32 | 67 | 76 | |
3,4 | Fannie Mae Pool | 6.500% | 9/1/32 | 37 | 41 | |
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 24,745 | 25,529 | |
3,4 | Freddie Mac Gold Pool | 2.500% | 4/1/27–3/1/43 | 369,701 | 386,302 | |
3,4 | Freddie Mac Gold Pool | 3.000% | 10/1/26–4/1/48 | 1,173,493 | 1,236,420 | |
3,4 | Freddie Mac Gold Pool | 3.500% | 9/1/25–3/1/49 | 1,248,793 | 1,334,945 | |
3,4 | Freddie Mac Gold Pool | 4.000% | 5/1/23–2/1/49 | 782,737 | 846,494 | |
3,4 | Freddie Mac Gold Pool | 4.500% | 3/1/23–1/1/49 | 392,745 | 431,175 | |
3,4 | Freddie Mac Gold Pool | 5.000% | 12/1/21–11/1/48 | 135,201 | 151,547 | |
3,4 | Freddie Mac Gold Pool | 5.500% | 1/1/22–6/1/41 | 76,890 | 88,133 | |
3,4 | Freddie Mac Gold Pool | 6.000% | 10/1/21–5/1/40 | 38,186 | 44,611 | |
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 10,468 | 12,028 | |
3,4 | Freddie Mac Gold Pool | 7.000% | 3/1/26–12/1/38 | 3,692 | 4,175 | |
3,4 | Freddie Mac Gold Pool | 7.500% | 4/1/27–2/1/32 | 32 | 37 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Freddie Mac Gold Pool | 8.000% | 1/1/27–11/1/31 | 54 | 61 | |
3,4 | Freddie Mac Gold Pool | 8.500% | 6/1/25 | 10 | 11 | |
3,5 | Ginnie Mae I Pool | 3.000% | 1/15/26–7/15/51 | 2,547,529 | 2,679,512 | |
3,5 | Ginnie Mae I Pool | 3.500% | 9/20/25–7/15/51 | 2,306,495 | 2,449,509 | |
3 | Ginnie Mae I Pool | 4.000% | 6/15/24–5/20/50 | 1,228,774 | 1,323,175 | |
3 | Ginnie Mae I Pool | 4.500% | 10/15/24–1/20/50 | 615,251 | 672,063 | |
3 | Ginnie Mae I Pool | 5.000% | 12/15/32–12/20/49 | 240,077 | 266,159 | |
3 | Ginnie Mae I Pool | 5.500% | 8/20/23–8/20/49 | 55,233 | 63,362 | |
3 | Ginnie Mae I Pool | 6.000% | 1/15/26–9/20/41 | 33,719 | 38,839 | |
3 | Ginnie Mae I Pool | 6.500% | 5/15/24–11/20/39 | 9,862 | 11,287 | |
3 | Ginnie Mae I Pool | 7.000% | 7/15/23–11/20/38 | 919 | 1,101 | |
3 | Ginnie Mae I Pool | 7.500% | 12/15/23 | 3 | 3 | |
3 | Ginnie Mae I Pool | 8.000% | 6/15/25–1/15/27 | 15 | 17 | |
3 | Ginnie Mae II Pool | 1.500% | 3/20/51–4/20/51 | 42,419 | 41,883 | |
3,5 | Ginnie Mae II Pool | 2.000% | 8/20/50–7/15/51 | 1,919,632 | 1,955,721 | |
3,5 | Ginnie Mae II Pool | 2.500% | 6/20/27–7/15/51 | 1,812,485 | 1,877,294 | |
3,4,5 | UMBS Pool | 1.500% | 7/1/35–7/25/51 | 2,741,083 | 2,718,485 | |
3,4,5 | UMBS Pool | 2.000% | 11/1/27–7/25/51 | 10,495,783 | 10,652,863 | |
3,4,5 | UMBS Pool | 2.500% | 11/1/26–7/25/51 | 7,128,029 | 7,397,086 | |
3,4,5 | UMBS Pool | 3.000% | 11/1/23–7/25/51 | 5,507,274 | 5,784,981 | |
3,4,5 | UMBS Pool | 3.500% | 7/1/21–7/25/51 | 3,779,549 | 4,025,856 | |
3,4,5 | UMBS Pool | 4.000% | 4/1/24–7/25/51 | 2,743,832 | 2,961,171 | |
3,4,5 | UMBS Pool | 4.500% | 5/1/22–7/25/51 | 1,271,098 | 1,389,953 | |
3,4 | UMBS Pool | 5.000% | 1/1/22–3/1/50 | 408,665 | 456,852 | |
3,4 | UMBS Pool | 5.500% | 11/1/21–6/1/49 | 146,265 | 168,460 | |
3,4 | UMBS Pool | 6.000% | 10/1/21–5/1/41 | 121,031 | 142,168 | |
3,4 | UMBS Pool | 6.500% | 3/1/22–5/1/40 | 25,204 | 29,197 | |
3,4 | UMBS Pool | 7.000% | 8/1/27–12/1/38 | 6,495 | 7,611 | |
3,4 | UMBS Pool | 7.500% | 7/1/30–12/1/32 | 89 | 104 | |
3,4 | UMBS Pool | 8.000% | 12/1/29 | 8 | 9 | |
51,676,306 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 1.668% | 12/1/41 | 357 | 370 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.887% | 9/1/37 | 847 | 875 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.388% | 2.002% | 10/1/37–3/1/38 | 226 | 234 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.431% | 1.958% | 7/1/36 | 75 | 78 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.472% | 1.847% | 3/1/43 | 1,043 | 1,093 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 1.934% | 12/1/43 | 452 | 486 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.553% | 2.199% | 9/1/43 | 134 | 135 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.560% | 2.310% | 11/1/33–7/1/43 | 2,456 | 2,550 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.594% | 2.005% | 6/1/43 | 467 | 472 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.596% | 2.096% | 11/1/33 | 29 | 31 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.618% | 2.326% | 8/1/35 | 181 | 193 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 1.998% | 2/1/36 | 93 | 96 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.624% | 1.974% | 10/1/37 | 184 | 191 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 2.135% | 11/1/36 | 21 | 22 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.655% | 2.187% | 10/1/42 | 388 | 411 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 2.033% | 1/1/37 | 53 | 57 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 2.408% | 7/1/35 | 172 | 181 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 2.207% | 9/1/40 | 65 | 69 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 1.915% | 6/1/36 | 10 | 10 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.675% | 2.172% | 11/1/39 | 197 | 208 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 2.154% | 8/1/39 | 477 | 493 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 2.156% | 1/1/42 | 517 | 538 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.940% | 6/1/42 | 556 | 580 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 2.105% | 12/1/33 | 56 | 60 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.688% | 2.063% | 4/1/36 | 40 | 42 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.962% | 5/1/40 | 118 | 126 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.213% | 10/1/39 | 182 | 191 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.329% | 9/1/42 | 640 | 672 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 2.445% | 7/1/39 | 69 | 72 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 2.242% | 8/1/40 | 152 | 162 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.075% | 12/1/40 | 168 | 180 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.163% | 7/1/37 | 132 | 141 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 2.234% | 10/1/42 | 347 | 370 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 2.110% | 11/1/39 | 78 | 82 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.716% | 2.042% | 5/1/42 | 506 | 531 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.721% | 2.249% | 9/1/43 | 776 | 821 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.728% | 2.228% | 9/1/34 | 69 | 71 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.737% | 1.988% | 6/1/41 | 75 | 79 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 2.192% | 7/1/41 | 548 | 580 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 2.123% | 5/1/35 | 71 | 74 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.125% | 2/1/36 | 90 | 94 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.451% | 10/1/40 | 90 | 96 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.768% | 2.121% | 5/1/42 | 177 | 186 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.155% | 2/1/41 | 203 | 215 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.783% | 2.276% | 7/1/42 | 457 | 496 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.170% | 3/1/42 | 395 | 420 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.354% | 8/1/42 | 791 | 791 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.796% | 2.384% | 9/1/40 | 331 | 351 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.203% | 2/1/42 | 1,139 | 1,219 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.371% | 3/1/42 | 419 | 453 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.274% | 11/1/41 | 440 | 474 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.185% | 11/1/39–12/1/40 | 195 | 205 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.204% | 1/1/42 | 210 | 223 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.218% | 11/1/41 | 225 | 240 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.071% | 5/1/41 | 231 | 246 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.190% | 2/1/41 | 269 | 287 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.224% | 12/1/41 | 291 | 311 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.289% | 12/1/40 | 167 | 175 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.315% | 11/1/34–11/1/40 | 371 | 397 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.195% | 12/1/40 | 47 | 50 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.821% | 2.196% | 3/1/41 | 291 | 309 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.823% | 2.293% | 12/1/39 | 189 | 198 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.200% | 3/1/41 | 265 | 287 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 2.076% | 7/1/38 | 76 | 78 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.827% | 2.201% | 2/1/41 | 168 | 170 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.828% | 2.152% | 2/1/42 | 352 | 378 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.080% | 6/1/41 | 343 | 364 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.205% | 4/1/41 | 291 | 296 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 2.210% | 1/1/40 | 122 | 128 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.566% | 8/1/39 | 184 | 195 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.865% | 2.115% | 5/1/40 | 57 | 60 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 2.162% | 5/1/36 | 20 | 21 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 2.164% | 4/1/37 | 125 | 134 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 2.340% | 4/1/37 | 4 | 4 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 2.547% | 10/1/36 | 97 | 105 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.155% | 2.280% | 12/1/37 | 227 | 236 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.268% | 2.393% | 12/1/35 | 78 | 83 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 80 | 86 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.146% | 1.396% | 4/1/37 | 382 | 398 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.090% | 8/1/37 | 132 | 138 | |
3,4 | Fannie Mae REMICS | 2.488% | 3/25/23 | 5,109 | 5,275 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.516% | 2.016% | 9/1/37 | 18 | 18 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.545% | 1.919% | 3/1/37 | 15 | 15 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 1.945% | 3/1/37 | 8 | 9 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 2.000% | 1/1/38–5/1/38 | 58 | 63 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.890% | 5/1/42 | 92 | �� 96 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.015% | 12/1/36 | 104 | 111 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.155% | 11/1/43 | 416 | 434 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 2.160% | 10/1/37 | 194 | 202 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 2.040% | 12/1/34 | 35 | 35 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.070% | 2/1/37 | 73 | 78 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 2.102% | 1/1/35 | 13 | 14 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 2.118% | 12/1/36 | 138 | 144 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 2.120% | 12/1/40 | 533 | 561 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.125% | 12/1/41 | 306 | 326 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 2.140% | 12/1/36 | 14 | 15 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.779% | 2.184% | 6/1/37 | 176 | 189 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.819% | 2.369% | 3/1/42 | 265 | 283 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.830% | 2.247% | 12/1/35–5/1/37 | 524 | 539 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.831% | 2.831% | 1/1/37 | 36 | 39 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 2.840% | 6/1/37 | 25 | 26 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.853% | 2.242% | 2/1/42 | 95 | 101 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.870% | 2.576% | 8/1/37 | 60 | 62 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 5/1/40 | 106 | 110 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.132% | 6/1/40 | 124 | 131 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.255% | 12/1/40–3/1/41 | 567 | 601 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.500% | 6/1/41 | 88 | 92 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.880% | 6/1/40 | 133 | 138 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.888% | 2.287% | 6/1/40–2/1/42 | 370 | 378 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895% | 2.501% | 9/1/40 | 381 | 405 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.353% | 11/1/40 | 208 | 217 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.285% | 1/1/41–2/1/41 | 381 | 405 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 2.370% | 3/1/37 | 134 | 144 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.460% | 3/1/38 | 23 | 24 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.375% | 2/1/36–5/1/36 | 109 | 116 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.378% | 11/1/34 | 226 | 238 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.542% | 11/1/36 | 38 | 40 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 2.537% | 10/1/36 | 181 | 194 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.549% | 2.673% | 3/1/37 | 36 | 37 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 1.605% | 6/1/37 | 84 | 86 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 1.820% | 3/1/37 | 6 | 6 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 1.915% | 1/1/37 | 180 | 190 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38–12/20/40 | 406 | 430 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.000% | 1/20/41–3/20/43 | 3,566 | 3,719 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.125% | 10/20/38–12/20/43 | 2,956 | 3,054 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.250% | 7/20/41–8/20/41 | 1,639 | 1,695 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 6/20/29–6/20/43 | 2,593 | 2,703 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 84 | 87 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | 60 | 61 | |
48,160 | ||||||
Total U.S. Government and Agency Obligations (Cost $157,624,773) | 160,652,700 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.5%) | ||||||
3 | Ally Auto Receivables Trust Series 2018-1 | 2.530% | 2/15/23 | 949 | 951 | |
3 | Ally Auto Receivables Trust Series 2018-3 | 3.000% | 1/17/23 | 163 | 163 | |
3 | Ally Auto Receivables Trust Series 2018-3 | 3.120% | 7/17/23 | 1,925 | 1,948 | |
3 | Ally Auto Receivables Trust Series 2019-2 | 2.230% | 1/16/24 | 8,564 | 8,649 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 1,450 | 1,489 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.840% | 6/17/24 | 9,355 | 9,439 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 1,250 | 1,282 | |
3 | American Express Credit Account Master Trust Series 2017-7 | 2.350% | 5/15/25 | 10,025 | 10,296 | |
3 | American Express Credit Account Master Trust Series 2018-2 | 3.010% | 10/15/25 | 11,025 | 11,529 | |
3 | American Express Credit Account Master Trust Series 2018-8 | 3.180% | 4/15/24 | 9,000 | 9,055 | |
3 | American Express Credit Account Master Trust Series 2019-1 | 2.870% | 10/15/24 | 12,800 | 13,042 | |
3 | American Express Credit Account Master Trust Series 2019-3 | 2.000% | 4/15/25 | 5,600 | 5,722 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.260% | 1/18/24 | 1,550 | 1,559 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 1,650 | 1,685 | |
3 | AmeriCredit Automobile Receivables Trust Series 2019-1 | 2.970% | 11/20/23 | 1,652 | 1,662 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 6,610 | 6,646 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-2 | 0.660% | 12/18/24 | 700 | 703 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.530% | 6/18/25 | 11,786 | 11,823 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 1,000 | 1,003 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.370% | 8/18/25 | 2,775 | 2,771 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 1,650 | 1,653 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 1,025 | 1,020 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 950 | 952 | |
3 | BA Credit Card Trust Series 2018-A3 | 3.100% | 12/15/23 | 6,750 | 6,757 | |
3 | BA Credit Card Trust Series 2019-A1 | 1.740% | 1/15/25 | 8,125 | 8,267 | |
3 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 1,690 | 1,685 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 1,243 | 1,315 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 2,525 | 2,750 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.116% | 2/15/50 | 500 | 507 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.311% | 2/15/50 | 425 | 459 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 7,560 | 8,374 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 2,800 | 3,074 | |
3 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 5,950 | 6,612 | |
3 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 7,000 | 7,703 | |
3 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 3,500 | 3,817 | |
3 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 3,650 | 3,946 | |
3 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 9,658 | 10,698 | |
3 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 9,929 | 10,908 | |
3 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 11,485 | 12,467 | |
3 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 4,965 | 5,489 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 5,225 | 5,750 | |
3 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 5,925 | 6,571 | |
3 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 1,000 | 1,105 | |
3 | BANK Series 2017-BNK8 | 4.206% | 11/15/50 | 2,800 | 3,004 | |
3 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 6,075 | 6,577 | |
3 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 6,100 | 6,785 | |
3 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 1,425 | 1,559 | |
3 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 4,375 | 4,904 | |
3 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 1,650 | 1,840 | |
3 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 4,275 | 4,887 | |
3 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 6,200 | 7,170 | |
3 | BANK Series 2018-BN12 | 4.488% | 5/15/61 | 1,650 | 1,898 | |
3 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 2,235 | 2,510 | |
3 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 6,200 | 7,162 | |
3 | BANK Series 2018-BN14 | 3.966% | 9/15/60 | 1,990 | 2,250 | |
3 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 5,725 | 6,061 | |
3 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 2,425 | 2,816 | |
3 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 2,600 | 3,010 | |
3 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 9,060 | 10,609 | |
3 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 6,850 | 7,861 | |
3 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 5,070 | 5,718 | |
3 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 2,125 | 2,407 | |
3 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 2,925 | 3,276 | |
3 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 2,050 | 2,299 | |
3 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 3,400 | 3,716 | |
3 | BANK Series 2019-BN19 | 4.167% | 8/15/61 | 1,575 | 1,693 | |
3 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 7,775 | 8,409 | |
3 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 2,550 | 2,726 | |
3 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 3,275 | 3,508 | |
3 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 3,630 | 3,916 | |
3 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 8,290 | 8,903 | |
3 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 3,125 | 3,379 | |
3 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 15,788 | 17,018 | |
3 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 2,900 | 3,138 | |
3 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 4,025 | 4,242 | |
3 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 2,970 | 3,120 | |
3 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 7,625 | 7,889 | |
3 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 2,410 | 2,501 | |
3 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 6,675 | 6,770 | |
3 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 1,950 | 2,009 | |
3 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 1,950 | 1,927 | |
3 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 2,775 | 2,775 | |
3 | BANK Series 2020-BN30 | 1.925% | 12/15/53 | 3,425 | 3,404 | |
3 | BANK Series 2020-BN30 | 2.111% | 12/15/53 | 415 | 410 | |
3 | BANK Series 2021-BN31 | 2.036% | 2/15/54 | 2,425 | 2,432 | |
3 | BANK Series 2021-BN31 | 2.211% | 2/15/54 | 1,425 | 1,415 | |
3 | BANK Series 2021-BN32 | 2.643% | 4/15/54 | 4,200 | 4,428 | |
3 | BANK Series 2021-BN33 | 2.556% | 5/15/64 | 2,040 | 2,136 | |
3 | BANK Series 2021-BN34 | 2.438% | 6/15/63 | 7,875 | 8,161 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 17,100 | 19,159 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 12,600 | 13,527 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 1,050 | 1,133 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 6,750 | 7,331 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 6,638 | 7,226 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 10,625 | 11,810 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 2,900 | 3,202 | |
3 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 10,125 | 11,794 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 6,070 | 6,398 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 1,600 | 1,692 | |
3 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 1,750 | 1,763 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 5,790 | 5,814 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 1,205 | 1,221 | |
3 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 7,175 | 7,357 | |
3,5 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 7,650 | 7,938 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 4,700 | 5,246 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 2,050 | 2,267 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 4,150 | 4,315 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 14,945 | 16,877 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 5,675 | 6,364 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 3,875 | 4,049 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 10,250 | 11,689 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 2,725 | 3,128 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 4,000 | 4,580 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 2,100 | 2,434 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.419% | 7/15/51 | 1,750 | 2,019 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 5,650 | 5,999 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 7,075 | 8,208 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 2,175 | 2,517 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.377% | 5/15/53 | 2,225 | 2,382 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 10,266 | 12,090 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 7,265 | 8,429 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 4,000 | 4,631 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 7,425 | 8,384 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 3,200 | 3,601 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 2,550 | 2,846 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 3,350 | 3,747 | |
3 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 11,697 | 12,565 | |
3 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 4,215 | 4,567 | |
3 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 1,045 | 1,124 | |
3 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 6,509 | 7,470 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 4,225 | 4,477 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 1,035 | 1,096 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 2,250 | 2,329 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 14,279 | 14,646 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 1,200 | 1,238 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 2,350 | 2,325 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 775 | 774 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 4,725 | 4,736 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 400 | 407 | |
3 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 5,950 | 5,931 | |
3 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 600 | 603 | |
3 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 14,325 | 14,270 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 6,365 | 6,702 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 2,125 | 2,210 | |
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 9,675 | 9,712 | |
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 3,225 | 3,250 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 5,775 | 6,054 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 1,250 | 1,314 | |
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 6,425 | 6,737 | |
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 3,025 | 3,195 | |
3 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 4,245 | 4,465 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 3,025 | 3,027 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 950 | 949 | |
3 | BMW Vehicle Owner Trust Series 2018-A | 2.510% | 6/25/24 | 902 | 909 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 975 | 978 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 400 | 401 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 5,705 | 6,420 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 6,150 | 6,552 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 6,225 | 6,662 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 2,675 | 2,900 | |
3 | Capital One Multi-Asset Execution Trust Series 2017-A3 | 2.430% | 1/15/25 | 7,025 | 7,136 | |
3 | Capital One Multi-Asset Execution Trust Series 2017-A6 | 2.290% | 7/15/25 | 15,525 | 15,915 | |
3 | Capital One Multi-Asset Execution Trust Series 2019-A1 | 2.840% | 12/15/24 | 3,350 | 3,406 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 3,231 | 3,269 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 1,675 | 1,726 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.600% | 11/15/24 | 2,520 | 2,553 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 630 | 645 | |
3 | CarMax Auto Owner Trust Series 2017-4 | 2.330% | 5/15/23 | 2,079 | 2,090 | |
3 | CarMax Auto Owner Trust Series 2018-1 | 2.480% | 11/15/22 | 294 | 294 | |
3 | CarMax Auto Owner Trust Series 2018-1 | 2.640% | 6/15/23 | 900 | 910 | |
3 | CarMax Auto Owner Trust Series 2018-2 | 2.980% | 1/17/23 | 610 | 612 | |
3 | CarMax Auto Owner Trust Series 2018-2 | 3.160% | 7/17/23 | 2,025 | 2,063 | |
3 | CarMax Auto Owner Trust Series 2019-3 | 2.180% | 8/15/24 | 1,895 | 1,922 | |
3 | CarMax Auto Owner Trust Series 2019-4 | 2.020% | 11/15/24 | 8,250 | 8,384 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 1,025 | 1,061 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 7,489 | 7,636 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 635 | 657 | |
3 | CarMax Auto Owner Trust Series 2020-2 | 1.700% | 11/15/24 | 5,880 | 5,955 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 5,350 | 5,371 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 600 | 602 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 2,950 | 2,949 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 775 | 770 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 200 | 200 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 2,825 | 2,822 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 625 | 620 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 5,500 | 5,507 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 1,275 | 1,276 | |
3 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 1,075 | 1,073 | |
3 | CCUBS Commercial Mortgage Trust Series 2017-C1 | 3.283% | 11/15/50 | 1,000 | 1,079 | |
3 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 5,650 | 6,002 | |
3 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 5,000 | 5,502 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 1,862 | 1,997 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 14,170 | 15,680 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 3,706 | 4,025 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 4,400 | 4,845 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 3,000 | 3,295 | |
3 | CD Mortgage Trust Series 2017-CD5 | 3.431% | 8/15/50 | 3,500 | 3,839 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 2,400 | 2,587 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 4,715 | 5,183 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 2,825 | 3,086 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 600 | 675 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 12,700 | 14,679 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 3,000 | 3,116 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 8,400 | 8,970 | |
3 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 4,211 | 4,404 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 3,650 | 4,023 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.091% | 5/10/58 | 1,573 | 1,651 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 5,050 | 5,446 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 3,600 | 3,882 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 9,400 | 10,127 | |
3 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 3,400 | 3,741 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 9,900 | 10,897 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 1,950 | 2,141 | |
3 | Chase Issuance Trust Series 2012-A7 | 2.160% | 9/15/24 | 16,005 | 16,382 | |
3 | Chase Issuance Trust Series 2020-A1 | 1.530% | 1/15/25 | 21,035 | 21,449 | |
3 | Citibank Credit Card Issuance Trust Series 2016-A2 | 2.190% | 11/20/23 | 7,175 | 7,231 | |
3 | Citibank Credit Card Issuance Trust Series 2018-A3 | 3.290% | 5/23/25 | 20,500 | 21,645 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Citibank Credit Card Issuance Trust Series 2018-A6 | 3.210% | 12/7/24 | 4,625 | 4,822 | |
3 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 3,638 | 3,705 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 2,300 | 2,385 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 1,300 | 1,345 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 3.942% | 9/10/46 | 366 | 380 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 2,800 | 3,006 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 1,700 | 1,821 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 275 | 285 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 1,825 | 1,940 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 750 | 806 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 750 | 793 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 421 | 439 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 1,150 | 1,234 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 955 | 1,026 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.477% | 5/10/47 | 212 | 221 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 1,675 | 1,798 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 1,350 | 1,444 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 2,725 | 2,931 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 6,215 | 6,713 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 7,425 | 7,914 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 3,025 | 3,206 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 2,675 | 2,867 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 2,937 | 3,109 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 2,925 | 3,203 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 3,375 | 3,710 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 2,007 | 2,101 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 3,950 | 4,271 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C2 | 2.832% | 8/10/49 | 2,500 | 2,660 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C3 | 2.984% | 11/15/49 | 1,500 | 1,576 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 1,483 | 1,590 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 9,590 | 10,515 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | 10,750 | 11,656 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 1,500 | 1,584 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 2,350 | 2,511 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | 1,250 | 1,344 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 8,179 | 9,004 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 1,575 | 1,726 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-P8 | 3.203% | 9/15/50 | 1,300 | 1,390 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 6,850 | 7,605 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 2,300 | 2,391 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 15,475 | 17,574 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 6,471 | 7,052 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 4.228% | 6/10/51 | 1,190 | 1,370 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C6 | 4.412% | 11/10/51 | 1,900 | 2,218 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | 2,061 | 2,244 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 10,500 | 11,247 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 12,365 | 13,387 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 10,880 | 11,507 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 2,100 | 2,210 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.147% | 8/15/45 | 1,285 | 1,311 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 1,825 | 1,860 | |
3 | COMM Mortgage Trust Series 2012-CR3 | 2.822% | 10/15/45 | 5,334 | 5,394 | |
3 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 6,262 | 6,406 | |
3 | COMM Mortgage Trust Series 2012-CR5 | 2.771% | 12/10/45 | 1,500 | 1,539 | |
3 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 660 | 706 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.660% | 8/10/50 | 642 | 662 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 1,749 | 1,860 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 7,820 | 8,387 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 1,310 | 1,408 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 542 | 561 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 1,428 | 1,499 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 1,125 | 1,194 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 750 | 789 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 350 | 370 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 194 | 202 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 3,700 | 3,982 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 1,100 | 1,182 | |
3 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 2,144 | 2,190 | |
3 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 870 | 903 | |
3 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 2,332 | 2,450 | |
3 | COMM Mortgage Trust Series 2013-CR9 | 4.389% | 7/10/45 | 3,595 | 3,815 | |
3 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 2,799 | 2,981 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 2.941% | 1/10/46 | 3,356 | 3,446 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 3.282% | 1/10/46 | 2,184 | 2,255 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 621 | 634 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 965 | 967 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 2,450 | 2,642 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 2,725 | 2,942 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.762% | 2/10/47 | 2,650 | 2,853 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 2.928% | 2/10/47 | 66 | 66 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 509 | 529 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 1,737 | 1,871 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.815% | 2/10/47 | 869 | 937 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.865% | 2/10/47 | 1,925 | 2,063 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 3.653% | 4/10/47 | 782 | 814 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 4.278% | 4/10/47 | 1,975 | 2,129 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 542 | 563 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 2,425 | 2,624 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 955 | 1,008 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 1,491 | 1,537 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 4,955 | 5,352 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 1,281 | 1,383 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 5,775 | 6,252 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 1,550 | 1,675 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | 6,455 | 6,821 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 1,995 | 2,132 | |
3 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 5,695 | 6,063 | |
3 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 5,225 | 5,596 | |
3 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 3,207 | 3,495 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 358 | 372 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.691% | 3/10/47 | 3,908 | 4,121 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 1,699 | 1,826 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 475 | 509 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 301 | 323 | |
3 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 6,692 | 7,222 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.420% | 8/10/47 | 955 | 1,006 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 6,000 | 6,425 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 1,502 | 1,607 | |
3 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 4,575 | 4,960 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 2.935% | 12/10/47 | 376 | 376 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 2,685 | 2,804 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 7,500 | 8,104 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 2,275 | 2,464 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 2.856% | 3/10/48 | 449 | 450 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 5,325 | 5,732 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 6,785 | 7,306 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 1,691 | 1,767 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 5,250 | 5,699 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 1,450 | 1,574 | |
3 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 759 | 805 | |
3 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 4,700 | 5,166 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 10,875 | 11,900 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 3,138 | 3,312 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 3,775 | 4,127 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 4.487% | 10/10/48 | 800 | 875 | |
3 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 8,545 | 9,183 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 553 | 576 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 4,000 | 4,283 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 2,125 | 2,276 | |
3 | COMM Mortgage Trust Series 2015-LC21 | 3.445% | 7/10/48 | 396 | 420 | |
3 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 7,797 | 8,591 | |
3 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 5,905 | 6,479 | |
3 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 10,945 | 12,062 | |
3 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 4,039 | 4,288 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.317% | 9/10/50 | 500 | 538 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 1,450 | 1,598 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 3.961% | 5/10/51 | 2,500 | 2,829 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 6,320 | 7,267 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 34,455 | 37,081 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 2,408 | 2,609 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 3,750 | 4,037 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 1,900 | 2,035 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 1,525 | 1,591 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 4,650 | 5,023 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 1,800 | 1,896 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 2,234 | 2,338 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 6,700 | 7,316 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.266% | 8/15/48 | 1,625 | 1,717 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 1,887 | 1,998 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 7,950 | 8,748 | |
3 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 8,100 | 8,844 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 7,800 | 8,493 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 5,925 | 6,496 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 4,175 | 4,560 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 12,600 | 14,241 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 5,950 | 6,825 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 15,450 | 17,640 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 12,500 | 13,675 | |
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 12,575 | 13,327 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 2,100 | 2,241 | |
3 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 5,872 | 6,856 | |
3 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 2,600 | 2,804 | |
3 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 6,575 | 7,003 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 5,700 | 6,245 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 1,600 | 1,741 | |
3 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 9/15/53 | 6,973 | 6,947 | |
3 | Discover Card Execution Note Trust Series 2017-A2 | 2.390% | 7/15/24 | 7,300 | 7,389 | |
3 | Discover Card Execution Note Trust Series 2018-A1 | 3.030% | 8/15/25 | 10,175 | 10,630 | |
3 | Discover Card Execution Note Trust Series 2019-A3 | 1.890% | 10/15/24 | 12,000 | 12,250 | |
3 | Drive Auto Receivables Trust Series 2018-5 | 4.300% | 4/15/26 | 1,640 | 1,707 | |
3 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 5,155 | 5,364 | |
3 | Drive Auto Receivables Trust Series 2020-1 | 2.080% | 7/15/24 | 3,375 | 3,400 | |
3 | Drive Auto Receivables Trust Series 2020-1 | 2.360% | 3/16/26 | 2,110 | 2,110 | |
3 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 400 | 404 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 1,375 | 1,377 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 1,175 | 1,180 | |
3 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 3,504 | 3,539 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.500% | 2/18/25 | 1,615 | 1,616 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 3,910 | 3,907 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 2.634% | 4/25/23 | 1,299 | 1,333 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 3.329% | 10/25/23 | 7,845 | 8,285 | |
3,4 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 1,783 | 1,826 | |
3,4 | Fannie Mae-Aces Series 2014-M12 | 2.614% | 10/25/21 | 1,195 | 1,200 | |
3,4 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 5,161 | 5,496 | |
3,4 | Fannie Mae-Aces Series 2014-M2 | 3.513% | 12/25/23 | 7,600 | 8,067 | |
3,4 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 3,064 | 3,254 | |
3,4 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 4,484 | 4,775 | |
3,4 | Fannie Mae-Aces Series 2014-M7 | 3.338% | 6/25/24 | 7,609 | 8,120 | |
3,4 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 4,726 | 5,005 | |
3,4 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 6,060 | 6,447 | |
3,4 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 9,056 | 9,542 | |
3,4 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 3,311 | 3,628 | |
3,4 | Fannie Mae-Aces Series 2015-M12 | 2.884% | 5/25/25 | 6,261 | 6,696 | |
3,4 | Fannie Mae-Aces Series 2015-M13 | 2.797% | 6/25/25 | 3,326 | 3,561 | |
3,4 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 9,025 | 9,709 | |
3,4 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 5,195 | 5,491 | |
3,4 | Fannie Mae-Aces Series 2015-M3 | 2.723% | �� 10/25/24 | 3,364 | 3,558 | |
3,4 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 2,148 | 2,170 | |
3,4 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 5,476 | 5,783 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.344% | 1/25/25 | 801 | 816 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 8,250 | 8,810 | |
3,4 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 9,650 | 10,237 | |
3,4 | Fannie Mae-Aces Series 2016-M12 | 2.533% | 9/25/26 | 9,400 | 9,971 | |
3,4 | Fannie Mae-Aces Series 2016-M13 | 2.566% | 9/25/26 | 9,678 | 10,291 | |
3,4 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 3,309 | 3,363 | |
3,4 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 3,560 | 3,811 | |
3,4 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 3,525 | 3,767 | |
3,4 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 7,900 | 8,406 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 5,150 | 5,488 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 1,267 | 1,301 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 2,457 | 2,573 | |
3,4 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 14,000 | 14,758 | |
3,4 | Fannie Mae-Aces Series 2017-M1 | 2.496% | 10/25/26 | 9,225 | 9,801 | |
3,4 | Fannie Mae-Aces Series 2017-M10 | 2.639% | 7/25/24 | 4,235 | 4,427 | |
3,4 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 5,100 | 5,651 | |
3,4 | Fannie Mae-Aces Series 2017-M12 | 3.181% | 6/25/27 | 12,134 | 13,378 | |
3,4 | Fannie Mae-Aces Series 2017-M14 | 2.964% | 11/25/27 | 4,065 | 4,437 | |
3,4 | Fannie Mae-Aces Series 2017-M15 | 3.196% | 11/25/27 | 11,675 | 12,626 | |
3,4 | Fannie Mae-Aces Series 2017-M2 | 2.890% | 2/25/27 | 7,291 | 7,899 | |
3,4 | Fannie Mae-Aces Series 2017-M3 | 2.559% | 12/25/26 | 12,300 | 13,166 | |
3,4 | Fannie Mae-Aces Series 2017-M4 | 2.665% | 12/25/26 | 10,498 | 11,248 | |
3,4 | Fannie Mae-Aces Series 2017-M5 | 3.276% | 4/25/29 | 1,455 | 1,634 | |
3,4 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 9,190 | 9,991 | |
3,4 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 21,979 | 24,214 | |
3,4 | Fannie Mae-Aces Series 2018-M1 | 3.084% | 12/25/27 | 570 | 627 | |
3,4 | Fannie Mae-Aces Series 2018-M10 | 3.482% | 7/25/28 | 875 | 988 | |
3,4 | Fannie Mae-Aces Series 2018-M12 | 3.775% | 8/25/30 | 15,800 | 18,478 | |
3,4 | Fannie Mae-Aces Series 2018-M13 | 3.820% | 9/25/30 | 7,280 | 8,580 | |
3,4 | Fannie Mae-Aces Series 2018-M14 | 3.700% | 8/25/28 | 9,025 | 10,370 | |
3,4 | Fannie Mae-Aces Series 2018-M2 | 2.999% | 1/25/28 | 20,540 | 22,599 | |
3,4 | Fannie Mae-Aces Series 2018-M3 | 3.191% | 2/25/30 | 3,700 | 4,169 | |
3,4 | Fannie Mae-Aces Series 2018-M4 | 3.147% | 3/25/28 | 7,361 | 8,159 | |
3,4 | Fannie Mae-Aces Series 2018-M7 | 3.150% | 3/25/28 | 4,100 | 4,542 | |
3,4 | Fannie Mae-Aces Series 2018-M8 | 3.436% | 6/25/28 | 4,478 | 5,039 | |
3,4 | Fannie Mae-Aces Series 2019-M1 | 3.673% | 9/25/28 | 13,565 | 15,492 | |
3,4 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 24,825 | 27,205 | |
3,4 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 11,000 | 11,773 | |
3,4 | Fannie Mae-Aces Series 2019-M2 | 3.749% | 11/25/28 | 13,575 | 15,332 | |
3,4 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 7,645 | 8,169 | |
3,4 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 15,300 | 16,400 | |
3,4 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 9,700 | 11,349 | |
3,4 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 8,325 | 9,367 | |
3,4 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 10,950 | 12,264 | |
3,4 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 4/25/29 | 13,035 | 14,396 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.151% | 10/25/29 | 11,955 | 12,530 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 19,080 | 20,609 | |
3,4 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 3,700 | 3,786 | |
3,4 | Fannie Mae-Aces Series 2020-M20 | 1.435% | 10/25/29 | 800 | 799 | |
3,4 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 13,575 | 13,581 | |
3,4 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 14,300 | 14,029 | |
3,4 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 9,850 | 9,745 | |
3,4 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 5,785 | 6,099 | |
3,4 | Fannie Mae-Aces Series 2020-M52 | 1.363% | 10/25/30 | 7,725 | 7,569 | |
3,4 | Fannie Mae-Aces Series 2021-M1 | 1.436% | 11/25/30 | 9,985 | 9,877 | |
3,4 | Fannie Mae-Aces Series 2021-M11 | 1.507% | 3/25/31 | 16,650 | 16,624 | |
3,4 | Fannie Mae-Aces Series 2021-M13 | 1.659% | 4/25/31 | 2,490 | 2,503 | |
3,4 | Fannie Mae-Aces Series 2021-M4 | 1.515% | 2/25/31 | 47,775 | 47,549 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K017 | 2.873% | 12/25/21 | 11,133 | 11,200 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K019 | 2.272% | 3/25/22 | 4,987 | 5,038 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K020 | 2.373% | 5/25/22 | 13,348 | 13,538 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K021 | 2.396% | 6/25/22 | 8,200 | 8,321 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K022 | 2.355% | 7/25/22 | 571 | 582 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K026 | 2.510% | 11/25/22 | 11,500 | 11,795 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K028 | 3.111% | 2/25/23 | 8,625 | 8,952 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 11,600 | 12,090 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 2.779% | 9/25/22 | 833 | 839 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 3.250% | 4/25/23 | 11,425 | 11,924 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 11,806 | 12,377 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.016% | 2/25/23 | 1,524 | 1,557 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.310% | 5/25/23 | 6,620 | 6,957 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 2.871% | 2/25/23 | 3,746 | 3,845 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 3.060% | 7/25/23 | 12,875 | 13,458 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 10,633 | 11,206 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K035 | 3.458% | 8/25/23 | 12,800 | 13,490 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 400 | 425 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 575 | 614 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 802 | 817 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 5,625 | 6,017 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 830 | 852 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 2,500 | 2,685 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 1,960 | 2,038 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 26,370 | 28,369 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 9,600 | 10,328 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 904 | 930 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 32,520 | 34,520 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 863 | 885 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 5,600 | 6,017 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 2.493% | 4/25/48 | 2,042 | 2,104 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 4/25/48 | 5,800 | 6,232 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 5,800 | 6,280 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 1,009 | 1,049 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 4,450 | 4,846 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 11,350 | 12,346 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 3,850 | 4,156 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 6,375 | 6,961 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 4,150 | 4,516 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 2,450 | 2,653 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 6,350 | 6,819 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 7,500 | 8,043 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 5,325 | 5,680 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 9,375 | 10,022 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 9,400 | 10,102 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 5,000 | 5,486 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 8,000 | 8,865 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 17,600 | 19,551 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 18,250 | 20,360 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 16,200 | 18,084 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 15,580 | 17,241 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 17,557 | 19,476 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 5,840 | 6,444 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 3,902 | 4,328 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 7,823 | 8,707 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 13,875 | 15,434 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 7,875 | 8,822 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 11,050 | 12,364 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 4,525 | 5,106 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 7,025 | 7,902 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 10,275 | 11,726 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 6,975 | 7,985 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 28,500 | 33,104 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | 3.850% | 5/25/28 | 12,500 | 14,490 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 5,200 | 6,036 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 23,650 | 27,572 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 2,789 | 3,101 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 10,090 | 11,785 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 16,400 | 19,143 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 22,870 | 26,739 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 14,770 | 17,389 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 11/25/51 | 26,795 | 30,933 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 13,825 | 16,228 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 1,202 | 1,323 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 11,000 | 12,769 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 12,725 | 14,714 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 10,000 | 11,478 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 9,625 | 10,958 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 3,100 | 3,553 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 10,450 | 11,826 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 18,350 | 20,348 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 12,550 | 13,862 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 12,600 | 13,807 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 10,925 | 11,767 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 18,540 | 19,841 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 11,680 | 12,653 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 16,600 | 17,900 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 15,400 | 16,620 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 12,550 | 13,659 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 2/25/52 | 20,545 | 21,763 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 3/25/53 | 4,105 | 4,232 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | 2.069% | 1/25/30 | 17,400 | 18,194 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 6,725 | 6,752 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 8,275 | 8,330 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 4,875 | 4,877 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 9,875 | 9,768 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 10,750 | 10,636 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 13,710 | 13,574 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 13,350 | 13,243 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 17,650 | 17,633 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | 1.566% | 9/25/30 | 2,500 | 2,513 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 12,360 | 12,350 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 11/25/53 | 1,368 | 1,350 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 11/25/53 | 7,850 | 7,875 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 11/25/30 | 606 | 597 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 7,830 | 7,835 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 2/25/54 | 24,050 | 24,273 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 11,675 | 11,819 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 17,640 | 18,482 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 21,425 | 22,513 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 12,895 | 13,450 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 3,000 | 2,992 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 21,275 | 21,930 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 3,300 | 3,876 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 12,200 | 14,742 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 4,150 | 4,803 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 10,275 | 12,158 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 25,260 | 27,864 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 10,025 | 11,141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 13,000 | 13,126 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 9,825 | 9,645 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 18,200 | 17,875 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 4,200 | 4,189 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 22,025 | 22,366 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 3,500 | 3,957 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 2,903 | 3,004 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 10,350 | 10,980 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 14,900 | 16,769 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 8,100 | 9,144 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 1,500 | 1,718 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 2,175 | 2,542 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 4,100 | 4,820 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 8,900 | 10,663 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 2,925 | 3,505 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 3,775 | 4,626 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K717 | 2.991% | 9/25/21 | 9,780 | 9,799 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K718 | 2.791% | 1/25/22 | 6,335 | 6,389 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K720 | 2.716% | 6/25/22 | 4,550 | 4,622 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.183% | 5/25/22 | 1,006 | 1,017 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 4,650 | 4,813 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 9,800 | 10,286 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 16,500 | 17,408 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 7,011 | 7,373 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 14,700 | 15,541 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 18,050 | 19,212 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 50,325 | 53,851 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.452% | 9/25/24 | 215 | 222 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 12,100 | 13,143 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 10,225 | 11,068 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 10,450 | 11,445 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 16,725 | 18,242 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 16,250 | 17,536 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 18,975 | 20,280 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | 1.545% | 1/25/27 | 1,225 | 1,252 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 20,375 | 20,527 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 24,400 | 24,931 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 9,950 | 10,259 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 6,650 | 6,847 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 8,300 | 8,821 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 7,000 | 7,552 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.640% | 12/15/23 | 3,555 | 3,593 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 1,875 | 1,937 | |
3 | Ford Credit Auto Lease Trust Series 2019-A | 2.980% | 6/15/22 | 196 | 196 | |
3 | Ford Credit Auto Lease Trust Series 2020-B | 0.620% | 8/15/23 | 7,060 | 7,082 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 4,945 | 4,944 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 1,000 | 999 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 4,441 | 4,492 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 2,925 | 3,034 | |
3 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 575 | 579 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 6,675 | 6,699 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 1,375 | 1,384 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 3,175 | 3,175 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 1,350 | 1,339 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 7,330 | 7,322 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 2,680 | 2,668 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 14,510 | 14,899 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 9,275 | 9,713 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 8,575 | 9,028 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 11,735 | 11,793 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 1,860 | 1,862 | |
3 | GM Financial Automobile Leasing Trust Series 2019-2 | 2.720% | 3/20/23 | 1,020 | 1,023 | |
3 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.670% | 12/20/22 | 1,160 | 1,167 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.700% | 12/20/23 | 420 | 425 | |
3 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 775 | 779 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.450% | 8/21/23 | 21,895 | 21,936 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.510% | 10/21/24 | 775 | 777 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 400 | 401 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.340% | 5/20/24 | 4,675 | 4,666 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 700 | 698 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 2.810% | 12/16/22 | 895 | 899 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 3.020% | 12/18/23 | 4,075 | 4,138 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-4 | 3.320% | 6/17/24 | 1,075 | 1,110 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.840% | 9/16/24 | 4,220 | 4,267 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 1,265 | 1,299 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 7,025 | 7,042 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | 1,175 | 1,178 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 4,975 | 4,976 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 685 | 680 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 3,761 | 3,754 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 11,300 | 11,199 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 2,735 | 2,740 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 850 | 852 | |
3 | GM Financial Leasing Trust Series 2021-1 | 0.260% | 2/20/24 | 3,360 | 3,361 | |
3 | GM Financial Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 840 | 839 | |
3 | GM Financial Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 510 | 509 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 3,744 | 3,862 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 1,310 | 1,350 | |
3 | GS Mortgage Securities Trust Series 2012-GC6 | 3.482% | 1/10/45 | 3,521 | 3,539 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ7 | 3.377% | 5/10/45 | 805 | 814 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 2,869 | 2,932 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 2,255 | 2,344 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 966 | 1,005 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 547 | 563 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 385 | 401 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 6,450 | 6,922 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 15,250 | 16,331 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 2,750 | 2,885 | |
3 | GS Mortgage Securities Trust Series 2014-GC20 | 3.998% | 4/10/47 | 1,500 | 1,606 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 823 | 854 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.516% | 6/10/47 | 130 | 130 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 1,350 | 1,456 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 6,282 | 6,820 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 4.648% | 9/10/47 | 1,175 | 1,226 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 1,563 | 1,631 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 7,475 | 8,078 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 1,325 | 1,431 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 1,125 | 1,167 | |
3 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 4,150 | 4,468 | |
3 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 4,675 | 5,046 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 3,031 | 3,194 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 1,425 | 1,562 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | 2,996 | 3,163 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 3,113 | 3,285 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 3,400 | 3,701 | |
3 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 2,700 | 2,897 | |
3 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 7,125 | 7,605 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.178% | 11/10/49 | 750 | 791 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 2,450 | 2,688 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 1,825 | 1,990 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 5,750 | 6,391 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 2,300 | 2,532 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 8,965 | 9,861 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 850 | 926 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 14,339 | 15,792 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 3,700 | 4,030 | |
3 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 5,775 | 6,470 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 5,200 | 5,555 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 6,250 | 6,822 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 12,265 | 13,251 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 2,875 | 3,094 | |
3 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 5,525 | 5,978 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 5,900 | 6,334 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 1,690 | 1,812 | |
3 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 2,780 | 2,868 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 5,175 | 5,168 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 800 | 798 | |
3 | Honda Auto Receivables Owner Trust Series 2018-1 | 2.830% | 5/15/24 | 2,297 | 2,299 | |
3 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.010% | 5/18/22 | 164 | 164 | |
3 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.160% | 8/19/24 | 2,050 | 2,067 | |
3 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.520% | 6/21/23 | 4,946 | 5,008 | |
3 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.540% | 3/21/25 | 1,360 | 1,398 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.610% | 4/22/24 | 5,045 | 5,115 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 765 | 782 | |
3 | Honda Auto Receivables Owner Trust Series 2020-2 | 0.820% | 7/15/24 | 3,100 | 3,120 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.370% | 10/18/24 | 16,340 | 16,360 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 875 | 872 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 4,785 | 4,781 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | �� 2,040 | 2,034 | |
3 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 6,375 | 6,353 | |
3 | Hyundai Auto Receivables Trust Series 2018-A | 2.790% | 7/15/22 | 11 | 11 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Hyundai Auto Receivables Trust Series 2018-A | 2.940% | 6/17/24 | 3,250 | 3,276 | |
3 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 750 | 772 | |
3 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 480 | 487 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 1,975 | 1,979 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 775 | 776 | |
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 | 598 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 1,900 | 1,900 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 850 | 848 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C6 | 3.507% | 5/15/45 | 3,220 | 3,277 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 8,694 | 8,879 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX | 3.483% | 6/15/45 | 2,005 | 2,027 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-LC9 | 2.840% | 12/15/47 | 1,779 | 1,818 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 2,347 | 2,426 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 1,042 | 1,080 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 569 | 588 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 1,495 | 1,569 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 4,900 | 5,254 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 1,250 | 1,345 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 5.124% | 12/15/46 | 1,250 | 1,335 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 6,766 | 7,017 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 1,725 | 1,765 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 2,045 | 2,196 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 2,825 | 3,132 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 9,250 | 9,853 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 3.397% | 8/15/49 | 1,225 | 1,286 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 3,675 | 4,065 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 2,950 | 3,249 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 1,982 | 2,080 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.175% | 7/15/45 | 655 | 690 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 421 | 438 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 2,040 | 2,137 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 740 | 787 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 224 | 232 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | �� 11/15/45 | 3,920 | 4,198 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 2,010 | 2,148 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 582 | 605 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 4,320 | 4,649 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 775 | 833 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 5.048% | 1/15/47 | 1,162 | 1,240 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 18,760 | 20,183 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 771 | 829 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.960% | 2/15/47 | 935 | 984 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 633 | 641 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 1,900 | 2,042 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 1,525 | 1,643 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 566 | 589 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 950 | 1,026 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 575 | 617 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 5,850 | 6,323 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 1,550 | 1,658 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 2,919 | 3,178 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 1,722 | 1,862 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 375 | 380 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 1,525 | 1,644 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 2,750 | 2,903 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 6,825 | 7,370 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 1,900 | 2,049 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 12,720 | 13,734 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 1,875 | 2,015 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 1,875 | 1,979 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 2,772 | 2,898 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.042% | 10/15/48 | 1,050 | 1,091 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 1,125 | 1,203 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 2,228 | 2,333 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 2,900 | 3,143 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 2,808 | 2,933 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 3,600 | 3,956 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 1,850 | 2,036 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 1,394 | 1,474 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 14,650 | 16,017 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 3,610 | 3,810 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 3,575 | 3,872 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 2,610 | 2,882 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/15/49 | 2,554 | 2,698 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 10,950 | 12,171 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.876% | 3/15/50 | 2,300 | 2,543 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.050% | 7/15/50 | 1,032 | 1,046 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 8,800 | 9,701 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 2,800 | 3,073 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | 3.454% | 9/15/50 | 1,250 | 1,379 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 13,405 | 15,353 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 9,375 | 10,342 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 825 | 911 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 2,580 | 2,769 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 1,250 | 1,313 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.414% | 3/15/50 | 3,145 | 3,381 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 13,400 | 14,826 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 3,975 | 4,369 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 2,825 | 3,118 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 1,775 | 1,950 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 11,960 | 13,748 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 1,250 | 1,433 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 12,485 | 13,504 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 2,750 | 2,791 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.840% | 12/15/22 | 2,950 | 2,972 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.880% | 9/15/25 | 1,250 | 1,270 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 480 | 481 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 3,425 | 3,425 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 1,425 | 1,422 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 2,750 | 2,749 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 1,175 | 1,174 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.550% | 2/18/25 | 1,950 | 1,957 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 400 | 402 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C5 | 3.176% | 8/15/45 | 2,890 | 2,934 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 | 2.858% | 11/15/45 | 3,007 | 3,067 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.217% | 7/15/46 | 1,780 | 1,878 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.296% | 8/15/46 | 990 | 1,037 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.496% | 8/15/46 | 490 | 488 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 3.824% | 10/15/46 | 329 | 340 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 3,360 | 3,591 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 2,200 | 2,354 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.909% | 11/15/46 | 1,100 | 1,161 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 1,707 | 1,756 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 341 | 351 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 2,100 | 2,166 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 1,000 | 1,034 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 1,275 | 1,324 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 1,125 | 1,170 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 3,050 | 3,276 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 5.028% | 2/15/47 | 1,150 | 1,240 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 447 | 465 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 2,875 | 3,091 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.493% | 6/15/47 | 1,150 | 1,180 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 1,000 | 1,077 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.633% | 10/15/47 | 1,150 | 1,237 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 1,391 | 1,451 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 3,275 | 3,526 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 1,282 | 1,328 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 6,650 | 7,110 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | 1,500 | 1,603 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 2,946 | 3,080 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 2,950 | 3,154 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 1,875 | 1,966 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 830 | 868 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 8,650 | 9,479 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 4,965 | 5,435 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 3,365 | 3,532 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 4,575 | 5,016 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 2,008 | 2,113 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 2,625 | 2,854 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 1,583 | 1,674 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 2,175 | 2,387 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 2,272 | 2,371 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 7,000 | 7,619 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.140% | 5/15/49 | 1,456 | 1,532 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | 1,550 | 1,671 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 7,300 | 7,773 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 9,400 | 10,143 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 8,350 | 9,299 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 3,050 | 3,364 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 6,500 | 7,196 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 3,800 | 4,205 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 3,600 | 3,884 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 5,250 | 5,824 | |
3 | Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | 1,000 | 1,112 | |
3,5 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.444% | 6/15/54 | 4,275 | 4,403 | |
3,5 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.749% | 6/15/54 | 750 | 772 | |
3,5 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.951% | 6/15/54 | 450 | 463 | |
3 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.244% | 3/15/45 | 4,166 | 4,194 | |
3 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.773% | 3/15/45 | 1,800 | 1,817 | |
3 | Morgan Stanley Capital I Trust Series 2015-MS1 | 3.779% | 5/15/48 | 1,360 | 1,485 | |
3 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 3,525 | 3,883 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 3,650 | 3,941 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 2,951 | 3,158 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 7,300 | 7,778 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 7,350 | 8,075 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.778% | 12/15/49 | 3,000 | 3,216 | |
3 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 575 | 620 | |
3 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 6,750 | 7,457 | |
3 | Morgan Stanley Capital I Trust Series 2018-H4 | 4.310% | 12/15/51 | 9,975 | 11,512 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 11,660 | 12,883 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 1,450 | 1,604 | |
3 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 5,650 | 6,169 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 3,000 | 3,344 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 6,700 | 7,703 | |
3 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 8,415 | 9,143 | |
3 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 7,000 | 7,030 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 8,485 | 8,968 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 1,275 | 1,337 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.840% | 1/17/23 | 2,100 | 2,114 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 850 | 862 | |
3 | Nissan Auto Receivables Owner Trust Series 2017-B | 1.950% | 10/16/23 | 860 | 862 | |
3 | Nissan Auto Receivables Owner Trust Series 2018-A | 2.890% | 6/17/24 | 3,401 | 3,436 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.500% | 11/15/23 | 4,235 | 4,300 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.540% | 12/15/25 | 1,455 | 1,501 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.930% | 7/15/24 | 7,000 | 7,083 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 1,650 | 1,701 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-A | 1.380% | 12/16/24 | 1,550 | 1,570 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 2,250 | 2,257 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 600 | 604 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 5,640 | 5,621 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 2,650 | 2,639 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.094% | 2/1/26 | 944 | 975 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 975 | 1,066 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 2,200 | 2,550 | |
3 | Santander Drive Auto Receivables Trust Series 2018-2 | 3.350% | 7/17/23 | 175 | 175 | |
3 | Santander Drive Auto Receivables Trust Series 2018-3 | 3.510% | 8/15/23 | 197 | 198 | |
3 | Santander Drive Auto Receivables Trust Series 2020-1 | 4.110% | 12/15/25 | 2,175 | 2,282 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 0.960% | 11/15/24 | 1,175 | 1,181 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 1,575 | 1,592 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 1,575 | 1,579 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 1,175 | 1,183 | |
3 | Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 1,190 | 1,194 | |
3 | Santander Drive Auto Receivables Trust Series 2020-4 | 1.010% | 1/15/26 | 1,590 | 1,598 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.500% | 4/15/25 | 4,250 | 4,252 | |
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 2,325 | 2,323 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 1,600 | 1,601 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.900% | 6/15/26 | 3,600 | 3,596 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 3,140 | 3,142 | |
3 | SG Commercial Mortgage Securities Trust Series 2016-C5 | 3.055% | 10/10/48 | 5,975 | 6,277 | |
3 | Synchrony Card Funding LLC Series 2019-A2 | 2.340% | 6/15/25 | 2,820 | 2,877 | |
3 | Synchrony Card Issuance Trust Series 2018-A1 | 3.380% | 9/15/24 | 12,425 | 12,505 | |
3 | Synchrony Credit Card Master Note Trust Series 2017-2 | 2.620% | 10/15/25 | 6,675 | 6,879 | |
3 | Synchrony Credit Card Master Note Trust Series 2018-2 | 3.470% | 5/15/26 | 12,300 | 13,018 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-A | 2.520% | 5/15/23 | 2,733 | 2,753 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-B | 2.960% | 9/15/22 | 789 | 793 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-B | 3.110% | 11/15/23 | 900 | 916 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.660% | 5/15/24 | 6,355 | 6,440 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 4,015 | 4,123 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 480 | 486 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 1,835 | 1,839 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 3,315 | 3,317 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 645 | 645 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 2,750 | 2,744 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 1,100 | 1,094 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 17,075 | 17,002 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 2,125 | 2,109 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 7,950 | 8,727 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 3,400 | 3,696 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 5,850 | 6,433 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 1,550 | 1,696 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 7,175 | 7,858 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 2,900 | 3,181 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 4,700 | 5,040 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 5,875 | 6,443 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 2,594 | 2,869 | |
3 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 3,950 | 4,315 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 5,700 | 6,297 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 3,000 | 3,329 | |
3 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 8,250 | 9,482 | |
3 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 1,550 | 1,771 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 10,265 | 11,861 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,656 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 1,812 | 1,917 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 9,825 | 11,359 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 1,750 | 2,026 | |
3 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 10,250 | 11,946 | |
3 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 9,375 | 10,875 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 6,125 | 6,819 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 2,225 | 2,521 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 3,250 | 3,685 | |
3 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 12,275 | 13,949 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 4,200 | 4,678 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 1,250 | 1,388 | |
3 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 4,910 | 5,225 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 2,850 | 3,059 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.378% | 12/15/52 | 1,700 | 1,833 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2012-C4 | 2.850% | 12/10/45 | 10,200 | 10,462 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 2,870 | 2,958 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 4,765 | 4,938 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 700 | 724 | |
3 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 22,500 | 22,448 | |
3 | Verizon Owner Trust Series 2020-A | 1.850% | 7/22/24 | 8,460 | 8,605 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Verizon Owner Trust Series 2020-B | 0.470% | 2/20/25 | 22,660 | 22,720 | |
3 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 1,450 | 1,452 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.020% | 11/21/22 | 534 | 536 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.150% | 7/22/24 | 850 | 862 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 1,200 | 1,209 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 4,389 | 4,484 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 462 | 481 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 12,090 | 13,014 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 400 | 416 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.244% | 12/15/47 | 974 | 1,016 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 788 | 793 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 3,725 | 4,013 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 10,875 | 11,702 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 2,768 | 2,876 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 2,075 | 2,220 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 1,500 | 1,588 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 7,707 | 8,383 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 1,040 | 1,126 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 2,996 | 3,132 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 1,250 | 1,364 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.411% | 9/15/58 | 932 | 1,006 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | 3,015 | 3,301 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C31 | 3.695% | 11/15/48 | 2,861 | 3,145 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 775 | 807 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 4,535 | 4,868 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 1,900 | 2,008 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 1,195 | 1,266 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 2,000 | 2,206 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 1,775 | 1,955 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 219 | 219 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 1,884 | 1,943 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 1,500 | 1,606 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS2 | 3.767% | 7/15/58 | 5,000 | 5,483 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 2,603 | 2,758 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 1,800 | 1,990 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 7,714 | 8,341 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 8,875 | 9,405 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.814% | 8/15/49 | 1,200 | 1,249 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 1,773 | 1,866 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 4,200 | 4,604 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 1,450 | 1,584 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 2,900 | 3,098 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 1,475 | 1,544 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 3.065% | 11/15/59 | 1,425 | 1,511 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 2,900 | 3,239 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 3,275 | 3,425 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 5,654 | 6,073 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 1,010 | 1,119 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 16,405 | 18,091 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 4,556 | 4,966 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 7,175 | 7,900 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 3,900 | 4,278 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 3,925 | 4,291 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 5,900 | 6,534 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 1,575 | 1,731 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 10,150 | 11,186 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.330% | 12/15/50 | 4,815 | 5,240 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 10,000 | 11,111 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 15,275 | 16,912 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 12,250 | 13,933 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 2,125 | 2,395 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 8,200 | 9,436 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 12,975 | 14,932 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 10,575 | 12,158 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 17,050 | 19,989 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 5,150 | 5,994 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 10,450 | 11,977 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 6,075 | 6,841 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 8,750 | 9,624 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 1,600 | 1,716 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 3,775 | 4,018 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 8,225 | 8,912 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 4,975 | 5,428 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 4,635 | 4,912 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 1,565 | 1,626 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 1,990 | 2,006 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 4,650 | 4,896 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 8,500 | 8,718 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C6 | 3.440% | 4/15/45 | 1,848 | 1,856 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 3.431% | 6/15/45 | 3,511 | 3,572 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 4.090% | 6/15/45 | 2,200 | 2,212 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C8 | 3.001% | 8/15/45 | 1,600 | 1,631 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 2,880 | 2,948 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C11 | 3.071% | 3/15/45 | 2,389 | 2,459 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 1,018 | 1,054 | |
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 | 2,235 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 421 | 437 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 3,250 | 3,400 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 1,725 | 1,796 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 250 | 258 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 2,640 | 2,788 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 660 | 695 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 721 | 749 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 1,520 | 1,630 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 2,530 | 2,722 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 357 | 370 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 925 | 985 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 725 | 771 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 725 | 775 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 7,268 | 7,833 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 375 | 403 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 5.024% | 12/15/46 | 563 | 595 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 1,470 | 1,571 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.208% | 3/15/46 | 375 | 397 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 257 | 267 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 463 | 476 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 1,450 | 1,564 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 475 | 503 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 445 | 464 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.723% | 5/15/47 | 1,458 | 1,508 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 1,150 | 1,241 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 1,220 | 1,312 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 1,123 | 1,190 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 3,000 | 3,231 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 7,572 | 8,192 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 1,200 | 1,294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 1,364 | 1,431 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 1,150 | 1,251 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 800 | 868 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.428% | 11/15/47 | 858 | 916 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | 2,075 | 2,235 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 5,000 | 5,413 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 959 | 992 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 4,415 | 4,740 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 1,840 | 1,976 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 5,050 | 5,109 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 2.030% | 12/15/25 | 1,400 | 1,449 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.700% | 1/17/23 | 2,225 | 2,258 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.100% | 4/15/25 | 3,995 | 4,029 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.790% | 6/16/25 | 1,275 | 1,299 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 1,950 | 1,958 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 425 | 428 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 2,150 | 2,155 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 775 | 776 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 2,435 | 2,430 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 675 | 671 | |
3 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 4,015 | 4,007 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 3,900 | 3,910 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 775 | 776 | |
3 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 575 | 576 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $5,966,304) | 6,228,001 | |||||
Corporate Bonds (28.7%) | ||||||
Communications (2.6%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 8,000 | 8,807 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 1,700 | 1,873 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 3,800 | 3,559 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 3,930 | 4,903 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 13,100 | 11,775 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 9,500 | 9,399 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alphabet Inc. | 1.998% | 8/15/26 | 7,675 | 8,031 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 12,295 | 11,942 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 20,600 | 19,568 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 18,000 | 16,386 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 24,100 | 21,330 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 18,000 | 15,944 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 13,640 | 14,011 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 7,600 | 8,390 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 6,200 | 6,535 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 8,615 | 12,338 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 2,850 | 3,953 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 18,536 | 26,276 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 9,925 | 11,953 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 22,780 | 28,143 | ||
AT&T Inc. | 4.050% | 12/15/23 | 4,340 | 4,707 | ||
AT&T Inc. | 0.900% | 3/25/24 | 20,000 | 20,043 | ||
AT&T Inc. | 4.450% | 4/1/24 | 12,219 | 13,351 | ||
AT&T Inc. | 3.950% | 1/15/25 | 3,190 | 3,523 | ||
AT&T Inc. | 3.400% | 5/15/25 | 21,699 | 23,644 | ||
AT&T Inc. | 3.600% | 7/15/25 | 13,800 | 15,136 | ||
AT&T Inc. | 4.125% | 2/17/26 | 25,836 | 29,035 | ||
AT&T Inc. | 1.700% | 3/25/26 | 30,900 | 31,232 | ||
AT&T Inc. | 3.800% | 2/15/27 | 17,926 | 19,996 | ||
AT&T Inc. | 4.250% | 3/1/27 | 16,658 | 18,908 | ||
AT&T Inc. | 2.300% | 6/1/27 | 22,330 | 23,109 | ||
AT&T Inc. | 1.650% | 2/1/28 | 22,950 | 22,779 | ||
3 | AT&T Inc. | 4.100% | 2/15/28 | 15,722 | 17,930 | |
AT&T Inc. | 4.350% | 3/1/29 | 31,933 | 36,963 | ||
3 | AT&T Inc. | 4.300% | 2/15/30 | 33,031 | 38,190 | |
AT&T Inc. | 2.750% | 6/1/31 | 30,160 | 31,354 | ||
AT&T Inc. | 2.250% | 2/1/32 | 33,500 | 32,927 | ||
3,7 | AT&T Inc. | 2.550% | 12/1/33 | 39,570 | 39,219 | |
AT&T Inc. | 4.500% | 5/15/35 | 21,975 | 25,789 | ||
AT&T Inc. | 5.250% | 3/1/37 | 17,720 | 22,351 | ||
AT&T Inc. | 4.900% | 8/15/37 | 15,625 | 19,228 | ||
AT&T Inc. | 4.850% | 3/1/39 | 9,600 | 11,671 | ||
AT&T Inc. | 5.350% | 9/1/40 | 28,553 | 36,776 | ||
AT&T Inc. | 3.500% | 6/1/41 | 25,600 | 26,648 | ||
AT&T Inc. | 5.550% | 8/15/41 | 2,050 | 2,703 | ||
AT&T Inc. | 5.150% | 3/15/42 | 10,734 | 13,462 | ||
AT&T Inc. | 4.900% | 6/15/42 | 13,315 | 16,218 | ||
AT&T Inc. | 4.300% | 12/15/42 | 16,890 | 19,237 | ||
AT&T Inc. | 3.100% | 2/1/43 | 22,000 | 21,567 | ||
AT&T Inc. | 4.650% | 6/1/44 | 9,105 | 10,714 | ||
AT&T Inc. | 4.350% | 6/15/45 | 15,749 | 17,994 | ||
AT&T Inc. | 4.750% | 5/15/46 | 30,443 | 36,985 | ||
3 | AT&T Inc. | 5.150% | 11/15/46 | 6,241 | 7,994 | |
AT&T Inc. | 5.450% | 3/1/47 | 17,545 | 23,152 | ||
AT&T Inc. | 4.500% | 3/9/48 | 19,763 | 23,279 | ||
AT&T Inc. | 4.550% | 3/9/49 | 10,065 | 11,813 | ||
AT&T Inc. | 5.150% | 2/15/50 | 14,600 | 18,889 | ||
AT&T Inc. | 3.650% | 6/1/51 | 31,600 | 33,025 | ||
AT&T Inc. | 3.300% | 2/1/52 | 22,200 | 21,622 | ||
3,7 | AT&T Inc. | 3.500% | 9/15/53 | 79,396 | 79,628 | |
3,7 | AT&T Inc. | 3.550% | 9/15/55 | 79,900 | 80,062 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,7 | AT&T Inc. | 3.800% | 12/1/57 | 61,534 | 64,303 | |
3,7 | AT&T Inc. | 3.650% | 9/15/59 | 69,707 | 70,622 | |
AT&T Inc. | 3.850% | 6/1/60 | 15,844 | 16,713 | ||
AT&T Inc. | 3.500% | 2/1/61 | 13,200 | 12,939 | ||
Baidu Inc. | 2.875% | 7/6/22 | 9,875 | 10,086 | ||
Baidu Inc. | 3.500% | 11/28/22 | 7,325 | 7,602 | ||
Baidu Inc. | 3.875% | 9/29/23 | 8,400 | 8,930 | ||
Baidu Inc. | 4.375% | 5/14/24 | 17,300 | 18,884 | ||
Baidu Inc. | 3.075% | 4/7/25 | 800 | 847 | ||
Baidu Inc. | 4.125% | 6/30/25 | 100 | 110 | ||
Baidu Inc. | 1.720% | 4/9/26 | ��� 9,000 | 9,101 | ||
Baidu Inc. | 3.625% | 7/6/27 | 5,375 | 5,933 | ||
Baidu Inc. | 4.375% | 3/29/28 | 4,025 | 4,577 | ||
Baidu Inc. | 4.875% | 11/14/28 | 2,400 | 2,839 | ||
Baidu Inc. | 3.425% | 4/7/30 | 650 | 705 | ||
Baidu Inc. | 2.375% | 10/9/30 | 3,000 | 3,010 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 5,000 | 6,065 | ||
Booking Holdings Inc. | 2.750% | 3/15/23 | 2,275 | 2,362 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 7,850 | 8,586 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 11,245 | 12,466 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 170 | 190 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 15,100 | 18,064 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 5,150 | 5,604 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 7,000 | 8,348 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 28,483 | 44,169 | ||
Charter Communications Operating LLC | 4.464% | 7/23/22 | 32,000 | 33,124 | ||
3 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 19,655 | 21,409 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 42,042 | 47,670 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 26,330 | 29,062 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 12,250 | 13,857 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 15,917 | 18,815 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 13,655 | 13,969 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 11,000 | 10,594 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 21,400 | 28,678 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 8,925 | 10,993 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 20,000 | 20,136 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 31,034 | 42,833 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 23,009 | 28,214 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 25,850 | 32,988 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 10,300 | 12,303 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 28,360 | 32,674 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 20,550 | 20,451 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 25,300 | 25,745 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 5,425 | 8,000 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 28,000 | 27,524 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 14,200 | 15,273 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 2,075 | 2,335 | ||
Comcast Corp. | 3.600% | 3/1/24 | 4,475 | 4,832 | ||
Comcast Corp. | 3.700% | 4/15/24 | 10,000 | 10,839 | ||
Comcast Corp. | 3.375% | 2/15/25 | 10,866 | 11,792 | ||
Comcast Corp. | 3.100% | 4/1/25 | 6,395 | 6,899 | ||
Comcast Corp. | 3.375% | 8/15/25 | 29,213 | 31,887 | ||
Comcast Corp. | 3.950% | 10/15/25 | 27,650 | 30,946 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 3.150% | 3/1/26 | 13,800 | 15,017 | ||
Comcast Corp. | 2.350% | 1/15/27 | 29,515 | 30,974 | ||
Comcast Corp. | 3.300% | 2/1/27 | 34,195 | 37,543 | ||
Comcast Corp. | 3.300% | 4/1/27 | 6,000 | 6,615 | ||
Comcast Corp. | 3.150% | 2/15/28 | 21,300 | 23,357 | ||
Comcast Corp. | 3.550% | 5/1/28 | 7,027 | 7,863 | ||
Comcast Corp. | 4.150% | 10/15/28 | 39,692 | 45,960 | ||
Comcast Corp. | 2.650% | 2/1/30 | 21,500 | 22,622 | ||
Comcast Corp. | 3.400% | 4/1/30 | 18,955 | 20,935 | ||
Comcast Corp. | 4.250% | 10/15/30 | 16,075 | 18,904 | ||
Comcast Corp. | 1.950% | 1/15/31 | 16,866 | 16,624 | ||
Comcast Corp. | 1.500% | 2/15/31 | 9,100 | 8,622 | ||
Comcast Corp. | 4.250% | 1/15/33 | 17,335 | 20,640 | ||
Comcast Corp. | 7.050% | 3/15/33 | 2,200 | 3,196 | ||
Comcast Corp. | 4.200% | 8/15/34 | 10,900 | 12,884 | ||
Comcast Corp. | 5.650% | 6/15/35 | 6,890 | 9,323 | ||
Comcast Corp. | 4.400% | 8/15/35 | 17,305 | 20,842 | ||
Comcast Corp. | 6.500% | 11/15/35 | 13,950 | 20,299 | ||
Comcast Corp. | 3.200% | 7/15/36 | 9,475 | 10,144 | ||
Comcast Corp. | 6.450% | 3/15/37 | 8,723 | 12,676 | ||
Comcast Corp. | 6.950% | 8/15/37 | 6,748 | 10,282 | ||
Comcast Corp. | 3.900% | 3/1/38 | 11,000 | 12,614 | ||
Comcast Corp. | 6.400% | 5/15/38 | 5,604 | 8,253 | ||
Comcast Corp. | 4.600% | 10/15/38 | 31,065 | 38,506 | ||
Comcast Corp. | 6.550% | 7/1/39 | 4,779 | 7,136 | ||
Comcast Corp. | 3.250% | 11/1/39 | 16,000 | 17,026 | ||
Comcast Corp. | 6.400% | 3/1/40 | 6,325 | 9,387 | ||
Comcast Corp. | 3.750% | 4/1/40 | 20,050 | 22,669 | ||
Comcast Corp. | 4.650% | 7/15/42 | 16,336 | 20,643 | ||
Comcast Corp. | 4.500% | 1/15/43 | 6,150 | 7,622 | ||
Comcast Corp. | 4.750% | 3/1/44 | 5,550 | 7,106 | ||
Comcast Corp. | 4.600% | 8/15/45 | 18,092 | 22,733 | ||
Comcast Corp. | 3.400% | 7/15/46 | 23,423 | 25,026 | ||
Comcast Corp. | 4.000% | 8/15/47 | 10,675 | 12,411 | ||
Comcast Corp. | 3.969% | 11/1/47 | 25,986 | 30,315 | ||
Comcast Corp. | 4.000% | 3/1/48 | 9,125 | 10,679 | ||
Comcast Corp. | 4.700% | 10/15/48 | 27,772 | 36,006 | ||
Comcast Corp. | 3.999% | 11/1/49 | 24,111 | 28,396 | ||
Comcast Corp. | 3.450% | 2/1/50 | 15,950 | 17,278 | ||
Comcast Corp. | 2.800% | 1/15/51 | 17,225 | 16,577 | ||
Comcast Corp. | 2.450% | 8/15/52 | 22,375 | 20,200 | ||
Comcast Corp. | 4.049% | 11/1/52 | 20,932 | 24,908 | ||
Comcast Corp. | 4.950% | 10/15/58 | 27,478 | 38,017 | ||
Comcast Corp. | 2.650% | 8/15/62 | 13,725 | 12,526 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 47,657 | 71,376 | ||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 1,000 | 1,623 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 12,900 | 13,421 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 3,765 | 4,037 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 5,525 | 5,994 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 7,161 | 7,688 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 4,768 | 5,228 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 9,000 | 10,283 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 21,714 | 24,176 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 9,900 | 11,118 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 11,650 | 12,719 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Discovery Communications LLC | 5.000% | 9/20/37 | 5,350 | 6,479 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 8,215 | 11,362 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 11,665 | 13,976 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 18,854 | 23,485 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 8,185 | 10,322 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 13,835 | 16,193 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 19,185 | 20,290 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,090 | 3,560 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 8,500 | 8,219 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 8,500 | 8,322 | ||
Expedia Group Inc. | 3.600% | 12/15/23 | 1,000 | 1,062 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 8,955 | 10,219 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 7,000 | 7,909 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 7,958 | 8,669 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 14,355 | 14,997 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 9,800 | 9,971 | ||
Fox Corp. | 3.666% | 1/25/22 | 5,580 | 5,686 | ||
Fox Corp. | 4.030% | 1/25/24 | 15,984 | 17,316 | ||
Fox Corp. | 3.050% | 4/7/25 | 11,105 | 11,888 | ||
Fox Corp. | 4.709% | 1/25/29 | 21,325 | 25,055 | ||
Fox Corp. | 3.500% | 4/8/30 | 6,648 | 7,327 | ||
Fox Corp. | 5.476% | 1/25/39 | 15,500 | 20,041 | ||
Fox Corp. | 5.576% | 1/25/49 | 19,020 | 25,685 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,025 | 2,402 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 5,420 | 6,024 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 275 | 407 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 4,845 | 6,690 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 20,160 | 24,034 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 4,800 | 6,586 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 9,000 | 11,307 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 4,660 | 5,074 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 2,855 | 3,352 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 5,300 | 6,276 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 4,300 | 4,313 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 5,000 | 5,171 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 6,300 | 8,438 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,000 | 7,080 | ||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 6,370 | 9,508 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 5,644 | 8,146 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 4,500 | 5,523 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 7,375 | 8,007 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 14,726 | 16,256 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 9,663 | 9,815 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 4,900 | 5,658 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 9,000 | 9,153 | ||
Orange SA | 9.000% | 3/1/31 | 26,215 | 41,297 | ||
Orange SA | 5.375% | 1/13/42 | 11,690 | 15,779 | ||
Orange SA | 5.500% | 2/6/44 | 9,815 | 13,663 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,000 | 5,178 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,400 | 6,841 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 6,435 | 7,107 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 1,500 | 1,605 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 300 | 456 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 7,615 | 8,871 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 4,000 | 5,269 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,000 | 6,254 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 4,850 | 5,609 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 16,050 | 18,892 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 6,151 | 6,549 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 4,775 | 6,165 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 725 | 969 | ||
Telefonica Emisiones SA | 4.570% | 4/27/23 | 5,875 | 6,292 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 17,075 | 19,221 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 22,699 | 32,675 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 11,270 | 13,259 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 24,482 | 30,649 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 17,318 | 20,713 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 15,095 | 19,617 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 8,362 | 12,243 | ||
TELUS Corp. | 2.800% | 2/16/27 | 8,525 | 9,105 | ||
TELUS Corp. | 4.300% | 6/15/49 | 5,995 | 7,235 | ||
3,7 | Tencent Holdings Ltd. | 3.240% | 6/3/50 | 1,340 | 1,306 | |
3 | Tencent Holdings Ltd. | 3.240% | 6/3/50 | 1,000 | 975 | |
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 3,630 | 3,499 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 6,515 | 7,024 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 5,310 | 5,781 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 3,075 | 4,061 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 4,111 | 5,680 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 2,750 | 3,694 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 14,905 | 20,266 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 15,248 | 22,188 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 18,117 | 25,364 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 15,510 | 20,016 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 17,070 | 21,226 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 14,785 | 16,484 | ||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 8,000 | 9,040 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 6,275 | 9,522 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 30,500 | 33,076 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 10,073 | 10,143 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 53,247 | 58,843 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 20,456 | 20,729 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 70,215 | 78,373 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 24,278 | 24,555 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 10,000 | 9,848 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 32,252 | 37,803 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 29,210 | 28,886 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 30,880 | 36,735 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 32,337 | 32,222 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 13,500 | 13,783 | ||
3 | TWDC Enterprises 18 Corp. | 2.450% | 3/4/22 | 8,125 | 8,246 | |
3 | TWDC Enterprises 18 Corp. | 2.350% | 12/1/22 | 2,300 | 2,363 | |
3 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 5,800 | 6,309 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 15,626 | 16,972 | ||
3 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 20,720 | 21,339 | |
3 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 250 | 272 | |
3 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 7,625 | 10,949 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 4,310 | 5,313 | ||
3 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 11,701 | 13,982 | |
3 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 8,195 | 9,298 | |
3 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 4,000 | 4,818 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 3,000 | 3,080 | |
VeriSign Inc. | 2.700% | 6/15/31 | 6,000 | 6,089 | ||
Verizon Communications Inc. | 0.750% | 3/22/24 | 15,500 | 15,567 | ||
Verizon Communications Inc. | 3.500% | 11/1/24 | 14,841 | 16,059 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 25,564 | 27,774 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 18,525 | 18,299 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 29,500 | 29,773 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 23,025 | 24,462 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 31,725 | 36,107 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 11,000 | 11,830 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 31,200 | 31,861 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 43,139 | 50,140 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 39,471 | 45,277 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 37,595 | 40,548 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 7,500 | 7,158 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 16,168 | 15,446 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 22,075 | 21,155 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 45,000 | 46,042 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 32,244 | 38,584 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 32,782 | 39,090 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 29,943 | 35,714 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 26,230 | 34,599 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 17,935 | 22,741 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 34,500 | 33,286 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 41,825 | 44,302 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 14,730 | 17,300 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 48,009 | 62,017 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 40,867 | 50,447 | ||
Verizon Communications Inc. | 5.012% | 4/15/49 | 11,431 | 15,125 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 12,350 | 14,213 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 29,000 | 27,694 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 57,000 | 60,908 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 24,470 | 31,616 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 43,605 | 40,999 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 21,000 | 19,716 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 39,500 | 42,365 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,388 | 5,793 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 17,225 | 18,594 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 5,196 | 5,587 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 21,000 | 23,759 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 7,225 | 8,036 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 17,869 | 19,001 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 4,150 | 4,542 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 4,019 | 4,473 | ||
ViacomCBS Inc. | 4.200% | 6/1/29 | 4,000 | 4,602 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 20,150 | 24,324 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 17,670 | 20,387 | ||
ViacomCBS Inc. | 5.500% | 5/15/33 | 5,200 | 6,620 | ||
ViacomCBS Inc. | 6.875% | 4/30/36 | 10,910 | 15,661 | ||
ViacomCBS Inc. | 5.900% | 10/15/40 | 3,375 | 4,499 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 10,293 | 12,629 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 16,940 | 19,555 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 15,499 | 21,229 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 800 | 1,023 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 6,115 | 7,432 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
ViacomCBS Inc. | 4.600% | 1/15/45 | 1,400 | 1,665 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 13,000 | 16,427 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 16,625 | 18,001 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 16,425 | 18,335 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 35,955 | 41,825 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 1,163 | 1,664 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 5,145 | 6,945 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 6,136 | 8,499 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 21,219 | 26,728 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 14,255 | 16,635 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 28,504 | 37,364 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 22,749 | 28,685 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 17,915 | 20,854 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 5,750 | 7,504 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 23,079 | 23,812 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 16,120 | 16,656 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 10,326 | 11,235 | ||
Walt Disney Co. | 3.350% | ��� 3/24/25 | 18,990 | 20,652 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 8,810 | 9,734 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 19,250 | 19,793 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 8,225 | 9,071 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 4,000 | 4,493 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 10,400 | 10,777 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 22,517 | 22,738 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 12,585 | 14,381 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 28,775 | 30,220 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 2,415 | 3,428 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 9,795 | 13,801 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 13,125 | 19,222 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 14,208 | 20,255 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 6,876 | 10,393 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 7,010 | 8,907 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 19,033 | 21,207 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 6,133 | 8,563 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 11,795 | 15,360 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 2,050 | 2,747 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 6,268 | 8,159 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 14,900 | 14,674 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 17,545 | 23,418 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 27,875 | 31,594 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 15,783 | 18,552 | ||
Weibo Corp. | 3.500% | 7/5/24 | 8,375 | 8,830 | ||
Weibo Corp. | 3.375% | 7/8/30 | 8,565 | 8,805 | ||
WPP Finance 2010 | 3.625% | 9/7/22 | 4,400 | 4,559 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 8,615 | 9,381 | ||
6,615,311 | ||||||
Consumer Discretionary (1.8%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,800 | 13,194 | ||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 6,625 | 6,881 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 22,485 | 24,438 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 22,773 | 24,879 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 12,678 | 12,464 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 5,710 | 6,664 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 10,760 | 12,069 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 5,550 | 5,320 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 19,375 | 22,357 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 16,144 | 15,884 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 9,000 | 10,819 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 10,654 | 10,316 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 8,505 | 8,730 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 16,319 | 16,853 | ||
Amazon.com Inc. | 0.250% | 5/12/23 | 10,000 | 10,003 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 16,815 | 16,851 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 26,580 | 26,528 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 2,000 | 2,129 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 5,049 | 5,555 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 10,160 | 10,180 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 11,460 | 13,446 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 24,000 | 24,008 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 24,193 | 24,068 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 35,883 | 39,644 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 29,000 | 29,234 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 21,125 | 20,700 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 32,000 | 32,539 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 14,670 | 18,897 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 28,490 | 33,915 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 25,000 | 25,810 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 14,326 | 19,448 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 38,830 | 47,342 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 25,355 | 23,948 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 36,000 | 37,843 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 21,475 | 27,478 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 21,300 | 20,296 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 22,000 | 23,290 | ||
3 | American Honda Finance Corp. | 0.400% | 10/21/22 | 2,000 | 2,003 | |
3 | American Honda Finance Corp. | 2.600% | 11/16/22 | 4,865 | 5,019 | |
3 | American Honda Finance Corp. | 1.950% | 5/10/23 | 21,100 | 21,702 | |
3 | American Honda Finance Corp. | 0.875% | 7/7/23 | 12,300 | 12,409 | |
3 | American Honda Finance Corp. | 3.450% | 7/14/23 | 4,130 | 4,383 | |
3 | American Honda Finance Corp. | 0.650% | 9/8/23 | 15,826 | 15,897 | |
3 | American Honda Finance Corp. | 3.625% | 10/10/23 | 4,175 | 4,473 | |
3 | American Honda Finance Corp. | 2.900% | 2/16/24 | 6,400 | 6,779 | |
3 | American Honda Finance Corp. | 2.400% | 6/27/24 | 4,300 | 4,519 | |
3 | American Honda Finance Corp. | 0.550% | 7/12/24 | 10,000 | 9,965 | |
3 | American Honda Finance Corp. | 2.150% | 9/10/24 | 6,000 | 6,271 | |
3 | American Honda Finance Corp. | 1.200% | 7/8/25 | 5,000 | 5,040 | |
3 | American Honda Finance Corp. | 1.000% | 9/10/25 | 6,000 | 6,000 | |
3 | American Honda Finance Corp. | 2.300% | 9/9/26 | 3,700 | 3,899 | |
3 | American Honda Finance Corp. | 2.350% | 1/8/27 | 4,300 | 4,542 | |
3 | American Honda Finance Corp. | 2.000% | 3/24/28 | 7,700 | 7,900 | |
3 | American Honda Finance Corp. | 1.800% | 1/13/31 | 11,400 | 11,249 | |
3 | American University | 3.672% | 4/1/49 | 4,805 | 5,511 | |
Aptiv Corp. | 4.150% | 3/15/24 | 8,355 | 9,059 | ||
Aptiv plc | 4.250% | 1/15/26 | 2,550 | 2,881 | ||
Aptiv plc | 4.350% | 3/15/29 | 1,400 | 1,614 | ||
Aptiv plc | 4.400% | 10/1/46 | 4,825 | 5,633 | ||
Aptiv plc | 5.400% | 3/15/49 | 3,890 | 5,281 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 2,300 | 2,475 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 9,905 | 11,007 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 6,075 | 6,658 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AutoZone Inc. | 2.875% | 1/15/23 | 3,155 | 3,252 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 3,950 | 4,205 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 13,519 | 14,548 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 9,220 | 10,086 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 5,200 | 5,647 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 5,600 | 6,262 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 9,657 | 10,772 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 15,250 | 17,348 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 5,500 | 5,234 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 9,000 | 10,433 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 7,000 | 6,780 | ||
Block Financial LLC | 5.500% | 11/1/22 | 5,000 | 5,200 | ||
Block Financial LLC | 5.250% | 10/1/25 | 13,075 | 14,856 | ||
Block Financial LLC | 2.500% | 7/15/28 | 2,000 | 2,008 | ||
Block Financial LLC | 3.875% | 8/15/30 | 6,950 | 7,515 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 2,788 | 3,016 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 1,000 | 1,060 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 4,115 | 4,765 | ||
3 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 4,650 | 4,990 | |
3 | California Endowment | 2.498% | 4/1/51 | 1,675 | 1,608 | |
California Institute of Technology | 4.321% | 8/1/45 | 1,606 | 2,049 | ||
California Institute of Technology | 4.700% | 11/1/11 | 5,575 | 7,899 | ||
California Institute of Technology | 3.650% | 9/1/19 | 7,704 | 8,709 | ||
Choice Hotels International Inc. | 3.700% | 1/15/31 | 2,650 | 2,869 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 3,615 | 5,094 | ||
3,7 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 4,000 | 3,998 | |
3,7 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 1,039 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 8,820 | 13,356 | ||
3,7 | Daimler Finance North America LLC | 2.450% | 3/2/31 | 4,000 | 4,095 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,275 | 4,747 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 3,850 | 4,522 | ||
DR Horton Inc. | 4.375% | 9/15/22 | 9,706 | 10,061 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 3,675 | 3,885 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 4,050 | 4,427 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 5,030 | 5,275 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 4,410 | 4,648 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 2,000 | 1,959 | ||
3 | Duke University | 2.682% | 10/1/44 | 5,500 | 5,634 | |
3 | Duke University | 2.757% | 10/1/50 | 1,000 | 1,035 | |
3 | Duke University | 2.832% | 10/1/55 | 10,650 | 11,100 | |
eBay Inc. | 2.750% | 1/30/23 | 7,400 | 7,664 | ||
eBay Inc. | 3.450% | 8/1/24 | 2,502 | 2,687 | ||
eBay Inc. | 1.900% | 3/11/25 | 15,879 | 16,420 | ||
eBay Inc. | 1.400% | 5/10/26 | 7,900 | 7,921 | ||
eBay Inc. | 3.600% | 6/5/27 | 10,250 | 11,393 | ||
eBay Inc. | 2.700% | 3/11/30 | 25,295 | 26,313 | ||
eBay Inc. | 2.600% | 5/10/31 | 7,900 | 8,040 | ||
eBay Inc. | 4.000% | 7/15/42 | 7,836 | 8,791 | ||
eBay Inc. | 3.650% | 5/10/51 | 10,825 | 11,472 | ||
3 | Emory University | 2.143% | 9/1/30 | 6,300 | 6,439 | |
3 | Emory University | 2.969% | 9/1/50 | 1,800 | 1,886 | |
3 | Ford Foundation | 2.415% | 6/1/50 | 2,745 | 2,640 | |
3 | Ford Foundation | 2.815% | 6/1/70 | 8,638 | 8,689 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 9,750 | 10,452 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,350 | 4,794 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 5,802 | 6,249 | ||
General Motors Co. | 4.875% | 10/2/23 | 23,293 | 25,355 | ||
General Motors Co. | 5.400% | 10/2/23 | 11,000 | 12,109 | ||
General Motors Co. | 4.000% | 4/1/25 | 11,564 | 12,707 | ||
General Motors Co. | 6.125% | 10/1/25 | 32,763 | 38,784 | ||
General Motors Co. | 4.200% | 10/1/27 | 6,794 | 7,581 | ||
General Motors Co. | 6.800% | 10/1/27 | 10,888 | 13,707 | ||
General Motors Co. | 5.000% | 10/1/28 | 6,075 | 7,122 | ||
General Motors Co. | 5.000% | 4/1/35 | 7,731 | 9,335 | ||
General Motors Co. | 6.600% | 4/1/36 | 7,436 | 10,173 | ||
General Motors Co. | 5.150% | 4/1/38 | 11,779 | 14,338 | ||
General Motors Co. | 6.250% | 10/2/43 | 14,200 | 19,600 | ||
General Motors Co. | 5.200% | 4/1/45 | 13,396 | 16,588 | ||
General Motors Co. | 6.750% | 4/1/46 | 19,747 | 28,513 | ||
General Motors Co. | 5.400% | 4/1/48 | 11,275 | 14,356 | ||
General Motors Co. | 5.950% | 4/1/49 | 7,350 | 10,007 | ||
General Motors Financial Co. Inc. | 4.375% | 9/25/21 | 3,440 | 3,472 | ||
General Motors Financial Co. Inc. | 4.200% | 11/6/21 | 4,150 | 4,205 | ||
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 7,265 | 7,365 | ||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 20,239 | 20,609 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 10,000 | 10,317 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 1,175 | 1,219 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 19,074 | 20,537 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 9,930 | 10,428 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 9,918 | 10,541 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 8,200 | 8,710 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 17,160 | 17,507 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 12,371 | 13,625 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 8,800 | 8,853 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 3,903 | 4,205 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 17,065 | 18,309 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 9,278 | 10,109 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 13,212 | 13,985 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 10,600 | 11,721 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 5,350 | 5,634 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 276 | 305 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 10,000 | 9,934 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 9,535 | 11,016 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 8,660 | 8,614 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 28,102 | 31,042 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 18,050 | 20,299 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 8,000 | 8,315 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,207 | 7,939 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 10,000 | 10,148 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 4,075 | 4,967 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 9,800 | 10,623 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 7,900 | 7,793 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 8,485 | 8,543 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 6,000 | 5,788 | ||
3 | George Washington University | 4.300% | 9/15/44 | 3,944 | 4,969 | |
George Washington University | 4.868% | 9/15/45 | 1,742 | 2,360 | ||
3 | George Washington University | 4.126% | 9/15/48 | 11,446 | 14,205 | |
3 | Georgetown University | 4.315% | 4/1/49 | 4,837 | 6,070 | |
3 | Georgetown University | 2.943% | 4/1/50 | 4,750 | 4,824 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Georgetown University | 5.215% | 10/1/18 | 2,589 | 3,890 | |
Global Payments Inc. | 1.200% | 3/1/26 | 8,800 | 8,726 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 4,000 | 4,314 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 7,485 | 8,258 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 9,500 | 10,565 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 4,625 | 6,442 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 4,413 | 5,410 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 3,425 | 3,550 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 2,134 | 2,299 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 17,400 | 18,942 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 5,375 | 5,656 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 17,915 | 19,103 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 5,480 | 5,939 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 5,000 | 4,874 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 2,290 | 2,662 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 15,455 | 16,890 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 40,205 | 43,018 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 12,200 | 11,678 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 29,531 | 42,202 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 28,150 | 30,862 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 8,402 | 12,284 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 10,625 | 12,998 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 936 | 1,247 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 7,575 | 9,605 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 11,580 | 14,418 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 8,805 | 10,455 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 14,673 | 19,073 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 28,055 | 29,736 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 18,762 | 20,762 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 12,100 | 11,193 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 8,195 | 9,262 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 4,185 | 4,358 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 3,629 | 4,057 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 6,805 | 7,507 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 7,400 | 8,982 | ||
JD.com Inc. | 3.875% | 4/29/26 | 10,884 | 11,990 | ||
JD.com Inc. | 3.375% | 1/14/30 | 3,300 | 3,525 | ||
JD.com Inc. | 4.125% | 1/14/50 | 3,050 | 3,263 | ||
3 | Johns Hopkins University | 4.083% | 7/1/53 | 4,950 | 6,391 | |
Kohl's Corp. | 3.375% | 5/1/31 | 5,000 | 5,180 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 3,650 | 4,377 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 25,396 | 26,651 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 8,527 | 8,887 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 3,570 | 3,795 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 8,225 | 8,764 | ||
Lear Corp. | 3.800% | 9/15/27 | 8,000 | 8,820 | ||
Lear Corp. | 4.250% | 5/15/29 | 6,850 | 7,736 | ||
Lear Corp. | 3.500% | 5/30/30 | 3,800 | 4,086 | ||
Lear Corp. | 5.250% | 5/15/49 | 5,540 | 6,985 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 3,725 | 4,018 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 12,475 | 13,582 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 1,075 | 1,077 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 14,275 | 17,256 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 4,795 | 4,676 | ||
Lennar Corp. | 4.750% | 11/15/22 | 6,700 | 7,009 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lennar Corp. | 4.875% | 12/15/23 | 2,200 | 2,393 | ||
Lennar Corp. | 4.500% | 4/30/24 | 12,500 | 13,678 | ||
Lennar Corp. | 4.750% | 5/30/25 | 4,700 | 5,276 | ||
Lennar Corp. | 5.250% | 6/1/26 | 11,888 | 13,721 | ||
Lennar Corp. | 4.750% | 11/29/27 | 15,000 | 17,333 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 8,844 | 9,440 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 2,950 | 3,160 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 8,697 | 9,627 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 14,235 | 15,581 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 19,425 | 20,617 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 9,618 | 10,496 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 13,725 | 13,388 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 267 | 347 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 23,780 | 26,613 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 12,555 | 14,856 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 13,000 | 12,470 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 16,000 | 16,569 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 6,775 | 8,729 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 541 | 621 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 10,025 | 11,013 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 16,622 | 19,152 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 9,520 | 11,906 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 4,000 | 5,400 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 10,000 | 9,852 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 5,000 | 5,367 | ||
Magna International Inc. | 3.625% | 6/15/24 | 9,445 | 10,189 | ||
Magna International Inc. | 4.150% | 10/1/25 | 2,775 | 3,104 | ||
Magna International Inc. | 2.450% | 6/15/30 | 8,000 | 8,193 | ||
3 | Marriott International Inc. | 3.125% | 10/15/21 | 4,825 | 4,830 | |
Marriott International Inc. | 3.250% | 9/15/22 | 3,525 | 3,602 | ||
Marriott International Inc. | 3.600% | 4/15/24 | 12,525 | 13,346 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 7,409 | 7,963 | ||
3 | Marriott International Inc. | 5.750% | 5/1/25 | 15,667 | 18,090 | |
Marriott International Inc. | 3.750% | 10/1/25 | 4,190 | 4,531 | ||
3 | Marriott International Inc. | 3.125% | 6/15/26 | 10,235 | 10,894 | |
3 | Marriott International Inc. | 4.650% | 12/1/28 | 1,500 | 1,714 | |
3 | Marriott International Inc. | 4.625% | 6/15/30 | 9,100 | 10,478 | |
3 | Marriott International Inc. | 2.850% | 4/15/31 | 18,500 | 18,800 | |
3 | Marriott International Inc. | 3.500% | 10/15/32 | 9,971 | 10,601 | |
Masco Corp. | 3.500% | 11/15/27 | 8,550 | 9,396 | ||
Masco Corp. | 1.500% | 2/15/28 | 5,000 | 4,876 | ||
Masco Corp. | 7.750% | 8/1/29 | 1,144 | 1,567 | ||
Masco Corp. | 2.000% | 10/1/30 | 3,175 | 3,098 | ||
Masco Corp. | 2.000% | 2/15/31 | 9,000 | 8,777 | ||
Masco Corp. | 4.500% | 5/15/47 | 5,900 | 7,159 | ||
Masco Corp. | 3.125% | 2/15/51 | 7,500 | 7,443 | ||
3 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 145 | 174 | |
3 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 3,080 | 3,404 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 8,881 | 15,121 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 15,582 | 22,788 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 2,125 | 2,605 | ||
3 | McDonald's Corp. | 3.350% | 4/1/23 | 11,981 | 12,567 | |
3 | McDonald's Corp. | 3.375% | 5/26/25 | 11,655 | 12,654 | |
3 | McDonald's Corp. | 3.300% | 7/1/25 | 6,100 | 6,623 | |
3 | McDonald's Corp. | 3.700% | 1/30/26 | 22,615 | 25,140 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | McDonald's Corp. | 3.500% | 3/1/27 | 8,960 | 9,898 | |
3 | McDonald's Corp. | 3.500% | 7/1/27 | 9,000 | 9,979 | |
3 | McDonald's Corp. | 3.800% | 4/1/28 | 11,475 | 12,993 | |
3 | McDonald's Corp. | 2.625% | 9/1/29 | 13,110 | 13,802 | |
3 | McDonald's Corp. | 2.125% | 3/1/30 | 6,855 | 6,930 | |
3 | McDonald's Corp. | 3.600% | 7/1/30 | 25,716 | 28,918 | |
3 | McDonald's Corp. | 4.700% | 12/9/35 | 12,900 | 15,992 | |
3 | McDonald's Corp. | 6.300% | 10/15/37 | 425 | 611 | |
3 | McDonald's Corp. | 6.300% | 3/1/38 | 8,053 | 11,609 | |
3 | McDonald's Corp. | 5.700% | 2/1/39 | 7,793 | 10,666 | |
3 | McDonald's Corp. | 3.700% | 2/15/42 | 5,375 | 6,013 | |
3 | McDonald's Corp. | 3.625% | 5/1/43 | 4,300 | 4,774 | |
3 | McDonald's Corp. | 4.600% | 5/26/45 | 8,860 | 11,038 | |
3 | McDonald's Corp. | 4.875% | 12/9/45 | 15,500 | 19,955 | |
3 | McDonald's Corp. | 4.450% | 3/1/47 | 9,890 | 12,124 | |
3 | McDonald's Corp. | 4.450% | 9/1/48 | 7,755 | 9,661 | |
3 | McDonald's Corp. | 3.625% | 9/1/49 | 22,925 | 25,399 | |
3 | McDonald's Corp. | 4.200% | 4/1/50 | 10,000 | 12,072 | |
MDC Holdings Inc. | 2.500% | 1/15/31 | 4,100 | 3,994 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 3,000 | 3,869 | ||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 6,125 | 6,395 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 5,625 | 6,178 | ||
NIKE Inc. | 2.250% | 5/1/23 | 3,700 | 3,814 | ||
NIKE Inc. | 2.400% | 3/27/25 | 4,125 | 4,361 | ||
NIKE Inc. | 2.375% | 11/1/26 | 11,270 | 11,988 | ||
NIKE Inc. | 2.750% | 3/27/27 | 12,374 | 13,347 | ||
NIKE Inc. | 2.850% | 3/27/30 | 12,075 | 13,120 | ||
NIKE Inc. | 3.250% | 3/27/40 | 8,750 | 9,601 | ||
NIKE Inc. | 3.625% | 5/1/43 | 6,025 | 6,990 | ||
NIKE Inc. | 3.875% | 11/1/45 | 10,575 | 12,673 | ||
NIKE Inc. | 3.375% | 11/1/46 | 4,125 | 4,609 | ||
NIKE Inc. | 3.375% | 3/27/50 | 14,000 | 15,803 | ||
3,7 | Nordstrom Inc. | 4.250% | 8/1/31 | 9,000 | 9,397 | |
Nordstrom Inc. | 5.000% | 1/15/44 | 10,000 | 9,978 | ||
3 | Northeastern University | 2.894% | 10/1/50 | 3,140 | 3,195 | |
3 | Northwestern University | 4.643% | 12/1/44 | 9,550 | 12,656 | |
3 | Northwestern University | 2.640% | 12/1/50 | 3,000 | 3,002 | |
3 | Northwestern University | 3.662% | 12/1/57 | 2,100 | 2,548 | |
NVR Inc. | 3.950% | 9/15/22 | 16,588 | 17,131 | ||
NVR Inc. | 3.000% | 5/15/30 | 9,072 | 9,614 | ||
O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 4,979 | 5,129 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,025 | 7,426 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 1,525 | 1,687 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 11,795 | 13,216 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 1,675 | 1,945 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 4,000 | 4,522 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 5,500 | 6,346 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 3,125 | 3,005 | ||
Owens Corning | 4.200% | 12/1/24 | 6,030 | 6,600 | ||
Owens Corning | 3.400% | 8/15/26 | 2,025 | 2,197 | ||
Owens Corning | 3.950% | 8/15/29 | 4,100 | 4,634 | ||
Owens Corning | 3.875% | 6/1/30 | 4,275 | 4,776 | ||
Owens Corning | 7.000% | 12/1/36 | 1,787 | 2,552 | ||
Owens Corning | 4.300% | 7/15/47 | 8,075 | 9,390 | ||
Owens Corning | 4.400% | 1/30/48 | 4,100 | 4,839 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 3,680 | 5,052 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 6,300 | 7,042 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 6,465 | 6,477 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 3,300 | 3,816 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 5,550 | 6,502 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 16,000 | 18,697 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 6,462 | 8,560 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 4,000 | 5,243 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,850 | 4,245 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 6,000 | 6,384 | ||
3 | Rockefeller Foundation | 2.492% | 10/1/50 | 10,100 | 9,825 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 6,640 | 7,495 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 5,000 | 4,847 | ||
Sands China Ltd. | 4.600% | 8/8/23 | 15,935 | 16,921 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 16,609 | 18,594 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 8,990 | 9,589 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 15,950 | 18,536 | ||
Sands China Ltd. | 4.375% | 6/18/30 | 8,700 | 9,440 | ||
Snap-on Inc. | 6.125% | 9/1/21 | 3,135 | 3,164 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 1,900 | 2,067 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 2,600 | 3,190 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 5,225 | 5,533 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 4,724 | 5,196 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 1,025 | 1,195 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 13,300 | 13,806 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 2,950 | 3,888 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 6,200 | 8,359 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 11,500 | 11,217 | ||
3 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 2,000 | 2,131 | |
Starbucks Corp. | 3.100% | 3/1/23 | 11,735 | 12,249 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 5,400 | 5,764 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 1,354 | 1,499 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 20,813 | 21,978 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 5,575 | 6,232 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 7,100 | 8,171 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 4,950 | 5,540 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 19,700 | 20,408 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 2,535 | 3,015 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 1,000 | 1,110 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 15,301 | 19,066 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 8,000 | 9,927 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 8,000 | 8,356 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 10,700 | 11,501 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 3,700 | 4,295 | ||
Stellantis NV | 5.250% | 4/15/23 | 13,339 | 14,383 | ||
Tapestry Inc. | 3.000% | 7/15/22 | 2,850 | 2,907 | ||
Tapestry Inc. | 4.250% | 4/1/25 | 4,178 | 4,544 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 6,520 | 7,129 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 5,798 | 5,999 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 23,275 | 24,476 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 7,550 | 7,291 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 8,000 | 9,157 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 5,400 | 5,204 | ||
Toyota Motor Corp. | 2.157% | 7/2/22 | 5,585 | 5,692 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 8,500 | 9,023 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Toyota Motor Corp. | 0.681% | 3/25/24 | 14,000 | 14,021 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 11,065 | 11,638 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 13,800 | 13,961 | ||
3 | Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 8,700 | 8,808 | |
3 | Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 9,825 | 9,984 | |
3 | Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 6,750 | 6,877 | |
3 | Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 1,165 | 1,196 | |
3 | Toyota Motor Credit Corp. | 0.450% | 7/22/22 | 14,225 | 14,256 | |
3 | Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 12,100 | 12,360 | |
3 | Toyota Motor Credit Corp. | 0.350% | 10/14/22 | 10,000 | 10,011 | |
3 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 1,725 | 1,785 | |
3 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 3,950 | 4,093 | |
3 | Toyota Motor Credit Corp. | 0.400% | 4/6/23 | 9,000 | 9,006 | |
3 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 12,000 | 12,024 | |
3 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 7,500 | 7,646 | |
3 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,000 | 1,067 | |
3 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,050 | 4,215 | |
Toyota Motor Credit Corp. | 3.350% | 1/8/24 | 200 | 214 | ||
3 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 10,000 | 9,970 | |
3 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 4,600 | 4,887 | |
3 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 9,000 | 8,962 | |
3 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 13,580 | 14,008 | |
3 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 3,025 | 3,302 | |
3 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 8,000 | 7,939 | |
3 | Toyota Motor Credit Corp. | 0.800% | 1/9/26 | 7,000 | 6,920 | |
3 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 10,000 | 9,970 | |
3 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 7,032 | 7,728 | |
3 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 9,277 | 9,134 | |
3 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 13,475 | 14,788 | |
3 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 7,700 | 7,843 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 5,175 | 5,905 | ||
3 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 9,575 | 9,827 | |
3 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 10,000 | 11,214 | |
3 | Toyota Motor Credit Corp. | 1.650% | 1/10/31 | 5,000 | 4,895 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 5,750 | 5,487 | ||
3 | Trustees of Boston College | 3.129% | 7/1/52 | 4,050 | 4,284 | |
3 | Trustees of Boston University | 4.061% | 10/1/48 | 3,035 | 3,728 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 5,830 | 8,484 | ||
3 | Trustees of Princeton University | 2.516% | 7/1/50 | 12,575 | 12,419 | |
3 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 3,700 | 3,593 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 6,298 | 8,712 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 50 | 57 | ||
3 | University of Chicago | 2.547% | 4/1/50 | 8,050 | 7,720 | |
University of Chicago | 3.000% | 10/1/52 | 2,175 | 2,285 | ||
3 | University of Chicago | 4.003% | 10/1/53 | 5,300 | 6,490 | |
3 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 8,925 | 10,502 | |
3 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 2,700 | 3,159 | |
3 | University of Southern California | 3.028% | 10/1/39 | 8,151 | 8,738 | |
3 | University of Southern California | 3.841% | 10/1/47 | 9,550 | 11,609 | |
3 | University of Southern California | 2.945% | 10/1/51 | 9,275 | 9,706 | |
University of Southern California | 5.250% | 10/1/11 | 2,250 | 3,452 | ||
3 | University of Southern California | 3.226% | 10/1/20 | 1,500 | 1,487 | |
VF Corp. | 2.400% | 4/23/25 | 6,800 | 7,131 | ||
VF Corp. | 2.800% | 4/23/27 | 2,000 | 2,136 | ||
VF Corp. | 2.950% | 4/23/30 | 10,059 | 10,646 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Whirlpool Corp. | 4.700% | 6/1/22 | 6,700 | 6,957 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,675 | 2,907 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 800 | 875 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 11,200 | 13,278 | ||
Whirlpool Corp. | 2.400% | 5/15/31 | 2,850 | 2,875 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 6,675 | 8,020 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 2,500 | 3,101 | ||
3 | William Marsh Rice University | 3.574% | 5/15/45 | 21,500 | 24,888 | |
3 | Yale University | 0.873% | 4/15/25 | 4,650 | 4,678 | |
3 | Yale University | 1.482% | 4/15/30 | 5,300 | 5,233 | |
3 | Yale University | 2.402% | 4/15/50 | 8,065 | 7,825 | |
4,489,826 | ||||||
Consumer Staples (1.9%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 4,325 | 5,823 | ||
Altria Group Inc. | 2.850% | 8/9/22 | 24,175 | 24,826 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 12,883 | 13,962 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 2,700 | 2,901 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 7,125 | 7,453 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 28,775 | 32,551 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 2,200 | 2,315 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 15,775 | 18,293 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 9,000 | 9,536 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 12,200 | 11,792 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 19,860 | 24,485 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 15,000 | 14,283 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 9,476 | 9,900 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 10,209 | 11,022 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 22,457 | 26,685 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 20,069 | 19,899 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 22,574 | 28,898 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 2,990 | 3,182 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 15,000 | 14,217 | ||
Altria Group Inc. | 6.200% | 2/14/59 | ��2,521 | 3,268 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 10,000 | 9,638 | ||
3 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 41,399 | 45,767 | |
3 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 65,511 | 80,347 | |
3 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 114,573 | 144,925 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 7,575 | 9,278 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 12,425 | 13,933 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 16,086 | 19,537 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 17,992 | 22,469 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 27,072 | 30,823 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 50,427 | 60,065 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 25,430 | 28,263 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 3,440 | 4,231 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 8,325 | 9,921 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 7,575 | 12,572 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 10,201 | 13,458 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 15,000 | 17,850 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 21,276 | 26,835 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 10,357 | 11,283 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 44,215 | 54,056 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 31,657 | 37,852 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 15,448 | 21,240 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 31,735 | 38,697 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 20,160 | 25,257 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 7,050 | 10,188 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 11,655 | 14,343 | ||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 4,200 | 4,475 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 8,750 | 9,306 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 8,700 | 9,633 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 530 | 722 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,395 | 3,277 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 7,750 | 9,182 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 5,325 | 7,095 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 6,887 | 8,209 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 8,200 | 8,440 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 11,750 | 12,027 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 24,380 | 25,898 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 826 | 868 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 9,250 | 9,815 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 8,425 | 9,518 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 37,770 | 40,416 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 15,625 | 15,537 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 7,693 | 8,134 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 15,805 | 18,164 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 11,000 | 10,835 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 10,725 | 11,571 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 10,000 | 9,792 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 27,893 | 29,412 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 6,025 | 6,520 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 9,950 | 11,504 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 8,575 | 8,375 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 21,509 | 21,536 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,400 | 1,460 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 3,978 | 4,340 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 3,895 | 5,027 | ||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 8,768 | 9,008 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 6,700 | 7,293 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 8,888 | 8,987 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 6,965 | 7,501 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 3,750 | 4,135 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 4,000 | 4,046 | ||
Campbell Soup Co. | 2.500% | 8/2/22 | 1,850 | 1,891 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 3,022 | 3,175 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 6,660 | 7,341 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 4,125 | 4,445 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 6,950 | 7,922 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 4,450 | 4,483 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 9,560 | 11,786 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 6,998 | 6,813 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 1,500 | 1,532 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,575 | 3,901 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 3,350 | 3,929 | ||
Clorox Co. | 3.050% | 9/15/22 | 4,675 | 4,793 | ||
Clorox Co. | 3.500% | 12/15/24 | 5,925 | 6,441 | ||
Clorox Co. | 3.100% | 10/1/27 | 6,100 | 6,648 | ||
Clorox Co. | 3.900% | 5/15/28 | 3,500 | 3,987 | ||
Clorox Co. | 1.800% | 5/15/30 | 9,313 | 9,159 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 8,625 | 8,963 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Coca-Cola Co. | 3.375% | 3/25/27 | 6,029 | 6,710 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 1,875 | 2,049 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 17,848 | 18,020 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 3,500 | 3,508 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 8,000 | 7,762 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 6,200 | 6,391 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 10,125 | 11,414 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 20,303 | 19,960 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 10,000 | 10,099 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 16,000 | 15,283 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 13,000 | 13,310 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 3,880 | 4,662 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 9,600 | 9,523 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 16,000 | 16,578 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 5,775 | 7,256 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 13,475 | 12,972 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 18,400 | 19,095 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 19,025 | 17,916 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 3,800 | 3,725 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,117 | 8,994 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 7,600 | 7,945 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 2,600 | 2,508 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 7,800 | 10,478 | ||
3 | Colgate-Palmolive Co. | 2.250% | 11/15/22 | 14,525 | 14,913 | |
3 | Colgate-Palmolive Co. | 1.950% | 2/1/23 | 4,200 | 4,311 | |
3 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 4,682 | 5,026 | |
3 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 4,045 | 5,085 | |
3 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 10,522 | 12,701 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,300 | 4,437 | ||
Conagra Brands Inc. | 3.200% | 1/25/23 | 3,135 | 3,244 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 24,235 | 26,593 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 12,225 | 13,895 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 9,050 | 8,832 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 700 | 930 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 7,950 | 9,470 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 4,025 | 5,975 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 12,254 | 15,586 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 11,317 | 15,127 | ||
Constellation Brands Inc. | 2.650% | 11/7/22 | 9,825 | 10,093 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 5,900 | 6,145 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 16,925 | 18,049 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 19,521 | 21,925 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 4,375 | 4,941 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 4,777 | 5,493 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 5,625 | 6,257 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 13,275 | 14,647 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 7,070 | 7,840 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 14,700 | 15,801 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 8,308 | 8,725 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 7,270 | 8,792 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 4,550 | 5,226 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 4,375 | 5,838 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 18,925 | 20,867 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 16,000 | 16,960 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 6,532 | 7,169 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 32,824 | 33,049 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 37,873 | 37,322 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 9,400 | 9,262 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 1,930 | 2,963 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 11,470 | 11,885 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 2,000 | �� 2,129 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 9,400 | 9,820 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 7,500 | 7,623 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 1,000 | 1,142 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 8,800 | 9,119 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 12,140 | 12,162 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 9,824 | 9,877 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 500 | 713 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 5,469 | 6,451 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 1,450 | 2,289 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 3,512 | 4,306 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 9,543 | 9,958 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 7,180 | 8,043 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 5,525 | 6,215 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 4,475 | 5,128 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 9,464 | 10,409 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 21,857 | 25,618 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 10,800 | 11,410 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 12,815 | 14,143 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 6,270 | 7,153 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 150 | 157 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 4,300 | 4,731 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 6,000 | 6,268 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 15,600 | 16,490 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 7,000 | 6,996 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,650 | 2,373 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 4,375 | 5,506 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 1,880 | 2,348 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 2,052 | 2,229 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 3,500 | 3,815 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 6,381 | 6,393 | ||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 600 | 623 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 3,550 | 4,241 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 26,700 | 28,106 | ||
General Mills Inc. | 3.150% | 12/15/21 | 7,875 | 7,920 | ||
General Mills Inc. | 2.600% | 10/12/22 | 9,550 | 9,798 | ||
General Mills Inc. | 3.700% | 10/17/23 | 15,602 | 16,694 | ||
General Mills Inc. | 3.650% | 2/15/24 | 5,885 | 6,304 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,000 | 1,108 | ||
General Mills Inc. | 3.200% | 2/10/27 | 7,500 | 8,173 | ||
General Mills Inc. | 4.200% | 4/17/28 | 11,675 | 13,462 | ||
General Mills Inc. | 2.875% | 4/15/30 | 14,891 | 15,790 | ||
3,7 | General Mills Inc. | 3.000% | 2/1/51 | 13,265 | 13,365 | |
Hershey Co. | 2.625% | 5/1/23 | 2,750 | 2,847 | ||
Hershey Co. | 3.375% | 5/15/23 | 10,050 | 10,575 | ||
Hershey Co. | 2.050% | 11/15/24 | 2,291 | 2,392 | ||
Hershey Co. | 3.200% | 8/21/25 | 5,028 | 5,462 | ||
Hershey Co. | 2.300% | 8/15/26 | 500 | 530 | ||
Hershey Co. | 2.450% | 11/15/29 | 5,381 | 5,666 | ||
Hershey Co. | 1.700% | 6/1/30 | 7,720 | 7,678 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hershey Co. | 3.375% | 8/15/46 | 300 | 333 | ||
Hershey Co. | 3.125% | 11/15/49 | 4,035 | 4,302 | ||
Hershey Co. | 2.650% | 6/1/50 | 7,595 | 7,468 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 7,000 | 7,013 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 6,000 | 6,033 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 8,575 | 8,513 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 4,200 | 4,372 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 4,000 | 4,345 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 8,075 | 8,464 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 3,750 | 4,210 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 6,034 | 6,573 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 4,220 | 4,628 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 3,875 | 3,951 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 4,750 | 5,563 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 1,960 | 2,349 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 6,750 | 7,280 | ||
Kellogg Co. | 2.650% | 12/1/23 | 4,536 | 4,763 | ||
Kellogg Co. | 3.250% | 4/1/26 | 5,025 | 5,486 | ||
Kellogg Co. | 3.400% | 11/15/27 | 10,475 | 11,533 | ||
Kellogg Co. | 4.300% | 5/15/28 | 4,850 | 5,614 | ||
Kellogg Co. | 2.100% | 6/1/30 | 4,850 | 4,876 | ||
3 | Kellogg Co. | 7.450% | 4/1/31 | 5,367 | 7,780 | |
Kellogg Co. | 4.500% | 4/1/46 | 7,650 | 9,496 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 8,202 | 8,742 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 7,725 | 8,195 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 5,000 | 5,005 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 11,061 | 12,418 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 6,485 | 7,091 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,500 | 5,839 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 8,500 | 9,370 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 29,750 | 32,235 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 12,000 | 12,100 | ||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 305 | 474 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 7,233 | 9,211 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 11,525 | 14,059 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 3,000 | 3,623 | ||
Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 265 | 351 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 7,100 | 7,998 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 3,750 | 3,942 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,600 | 1,662 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 3,075 | 3,326 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 3,625 | 3,934 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 1,750 | 1,712 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,575 | 4,137 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 3,875 | 4,292 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,060 | 6,687 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 300 | 467 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 8,275 | 11,325 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 2,774 | 3,354 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 10,605 | 10,942 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,123 | 2,909 | ||
Kroger Co. | 3.400% | 4/15/22 | 4,102 | 4,169 | ||
Kroger Co. | 2.800% | 8/1/22 | 2,800 | 2,867 | ||
Kroger Co. | 3.850% | 8/1/23 | 9,757 | 10,355 | ||
Kroger Co. | 4.000% | 2/1/24 | 9,309 | 10,023 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kroger Co. | 3.500% | 2/1/26 | 2,783 | 3,056 | ||
Kroger Co. | 2.650% | 10/15/26 | 5,605 | 5,949 | ||
Kroger Co. | 4.500% | 1/15/29 | 1,435 | 1,696 | ||
3 | Kroger Co. | 7.700% | 6/1/29 | 4,025 | 5,538 | |
Kroger Co. | 8.000% | 9/15/29 | 6,150 | 8,671 | ||
Kroger Co. | 2.200% | 5/1/30 | 5,031 | 5,060 | ||
Kroger Co. | 1.700% | 1/15/31 | 9,550 | 9,158 | ||
Kroger Co. | 7.500% | 4/1/31 | 1,125 | 1,614 | ||
Kroger Co. | 6.900% | 4/15/38 | 3,327 | 4,909 | ||
Kroger Co. | 5.400% | 7/15/40 | 5,010 | 6,582 | ||
Kroger Co. | 5.000% | 4/15/42 | 4,524 | 5,714 | ||
Kroger Co. | 5.150% | 8/1/43 | 2,350 | 3,038 | ||
Kroger Co. | 3.875% | 10/15/46 | 13,619 | 15,036 | ||
Kroger Co. | 4.450% | 2/1/47 | 12,959 | 15,489 | ||
Kroger Co. | 4.650% | 1/15/48 | 5,191 | 6,364 | ||
Kroger Co. | 5.400% | 1/15/49 | 2,550 | 3,476 | ||
Kroger Co. | 3.950% | 1/15/50 | 3,575 | 4,082 | ||
McCormick & Co. Inc. | 3.900% | 7/15/21 | 875 | 876 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 5,450 | 5,578 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 9,275 | 9,893 | ||
McCormick & Co. Inc. | 0.900% | 2/15/26 | 6,000 | 5,896 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,500 | 11,571 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 4,100 | 4,212 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 12,390 | 11,978 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 1,320 | 1,589 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 12,118 | 13,628 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 5,160 | 7,392 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 8,835 | 11,496 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 20,476 | 21,960 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 10,925 | 13,400 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 14,525 | 16,167 | ||
3,7 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 3,800 | 3,879 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 10,984 | 11,020 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 4,500 | 4,576 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 19,944 | 20,993 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 5,100 | 4,831 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 14,245 | 13,778 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 24,025 | 22,369 | ||
PepsiCo Inc. | 3.100% | 7/17/22 | 3,425 | 3,510 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 7,975 | 8,297 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 9,225 | 9,302 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 7,334 | 7,882 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 12,188 | 12,811 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 10,130 | 10,834 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 4,000 | 4,393 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 15,866 | 17,136 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 17,000 | 18,107 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 2,500 | 2,685 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 13,525 | 14,862 | ||
PepsiCo Inc. | 7.000% | 3/1/29 | 3,527 | 4,905 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 7,984 | 8,549 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 16,510 | 17,793 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 15,350 | 15,148 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 10,000 | 9,670 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PepsiCo Inc. | 5.500% | 1/15/40 | 1,300 | 1,835 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 9,500 | 10,838 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 9,800 | 11,908 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 4,100 | 4,748 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 8,525 | 10,582 | ||
PepsiCo Inc. | 4.600% | 7/17/45 | 5,135 | 6,701 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 18,925 | 24,227 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 14,075 | 15,799 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 19,520 | 21,823 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 9,400 | 9,659 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 14,708 | 17,205 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 4,070 | 5,021 | ||
Philip Morris International Inc. | 2.625% | 2/18/22 | 5,000 | 5,065 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 7,400 | 7,558 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 3,000 | 3,077 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 5,900 | 6,060 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 2,970 | 3,084 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 5,025 | 5,091 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 4,230 | 4,357 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 7,660 | 8,245 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 11,625 | 12,363 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 10,600 | 11,472 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 3,687 | 3,762 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 4,625 | 5,045 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 17,069 | 18,215 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 9,362 | 9,244 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 4,500 | 4,918 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,230 | 4,608 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 5,730 | 6,334 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 8,250 | 8,229 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 4,500 | 4,362 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 7,600 | 10,858 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 10,418 | 12,301 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 7,090 | 8,402 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 7,802 | 8,628 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 9,990 | 11,417 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 7,750 | 9,698 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 13,935 | 16,275 | ||
Procter & Gamble Co. | 2.300% | 2/6/22 | 7,164 | 7,254 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 8,250 | 8,746 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 11,450 | 11,309 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 15,050 | 16,248 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 11,110 | 11,889 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 11,395 | 12,338 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 6,575 | 7,167 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 25,907 | 28,571 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 10,631 | 10,131 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 4,500 | 6,482 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 8,422 | 9,868 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 3,075 | 3,661 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 8,606 | 10,467 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 35,592 | 39,460 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 6,920 | 8,355 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 4,800 | 6,472 | ||
3 | Reynolds American Inc. | 8.125% | 5/1/40 | 2,239 | 3,263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Reynolds American Inc. | 7.000% | 8/4/41 | 2,040 | 2,726 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 8,575 | 10,825 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 20,590 | 25,248 | ||
Sysco Corp. | 3.550% | 3/15/25 | 2,000 | 2,177 | ||
Sysco Corp. | 3.750% | 10/1/25 | 15,349 | 16,885 | ||
Sysco Corp. | 3.300% | 7/15/26 | 8,450 | 9,187 | ||
Sysco Corp. | 3.250% | 7/15/27 | 14,864 | 16,118 | ||
Sysco Corp. | 2.400% | 2/15/30 | 1,815 | 1,848 | ||
Sysco Corp. | 5.950% | 4/1/30 | 7,058 | 9,069 | ||
Sysco Corp. | 6.600% | 4/1/40 | 8,415 | 12,410 | ||
Sysco Corp. | 4.850% | 10/1/45 | 3,680 | 4,592 | ||
Sysco Corp. | 4.500% | 4/1/46 | 6,450 | 7,640 | ||
Sysco Corp. | 4.450% | 3/15/48 | 7,425 | 8,867 | ||
Sysco Corp. | 3.300% | 2/15/50 | 9,262 | 9,295 | ||
Sysco Corp. | 6.600% | 4/1/50 | 11,472 | 17,828 | ||
Target Corp. | 3.500% | 7/1/24 | 9,386 | 10,184 | ||
Target Corp. | 2.250% | 4/15/25 | 14,006 | 14,698 | ||
Target Corp. | 2.500% | 4/15/26 | 10,690 | 11,497 | ||
Target Corp. | 3.375% | 4/15/29 | 6,750 | 7,582 | ||
Target Corp. | 2.350% | 2/15/30 | 6,730 | 7,026 | ||
Target Corp. | 2.650% | 9/15/30 | 13,093 | 14,016 | ||
Target Corp. | 6.500% | 10/15/37 | 5,208 | 8,047 | ||
Target Corp. | 7.000% | 1/15/38 | 3,725 | 6,029 | ||
Target Corp. | 4.000% | 7/1/42 | 5,000 | 6,214 | ||
Target Corp. | 3.625% | 4/15/46 | 5,000 | 5,936 | ||
Target Corp. | 3.900% | 11/15/47 | 1,500 | 1,878 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 3,400 | 3,643 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 19,035 | 20,709 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 26,044 | 29,035 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 11,175 | 12,366 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 17,500 | 20,383 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 4,325 | 5,378 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 625 | 809 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 8,625 | 10,540 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 20,375 | 26,880 | ||
Unilever Capital Corp. | 3.125% | 3/22/23 | 200 | 209 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 1,000 | 1,001 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 13,175 | 14,081 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 19,965 | 21,057 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 1,706 | 1,859 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 3,875 | 4,211 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 6,200 | 6,464 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,400 | 6,935 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 23,366 | 24,048 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 2,500 | 2,417 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,600 | 11,860 | ||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 6,250 | 6,288 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 11,087 | 12,082 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 18,555 | 20,188 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 5,000 | 5,335 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 22,146 | 26,487 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 9,150 | 10,084 | ||
Walmart Inc. | 2.350% | 12/15/22 | 11,600 | 11,928 | ||
Walmart Inc. | 2.550% | 4/11/23 | 12,735 | 13,195 | ||
Walmart Inc. | 3.400% | 6/26/23 | 16,350 | 17,314 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walmart Inc. | 3.300% | 4/22/24 | 16,825 | 18,030 | ||
Walmart Inc. | 2.850% | 7/8/24 | 16,905 | 18,019 | ||
Walmart Inc. | 2.650% | 12/15/24 | 16,397 | 17,467 | ||
Walmart Inc. | 3.550% | 6/26/25 | 20,470 | 22,575 | ||
Walmart Inc. | 3.050% | 7/8/26 | 8,035 | 8,796 | ||
Walmart Inc. | 5.875% | 4/5/27 | 8,160 | 10,233 | ||
Walmart Inc. | 3.700% | 6/26/28 | 12,146 | 13,827 | ||
Walmart Inc. | 3.250% | 7/8/29 | 21,465 | 24,027 | ||
Walmart Inc. | 2.375% | 9/24/29 | 7,455 | 7,898 | ||
Walmart Inc. | 7.550% | 2/15/30 | 4,191 | 6,220 | ||
Walmart Inc. | 5.250% | 9/1/35 | 20,935 | 28,512 | ||
Walmart Inc. | 6.500% | 8/15/37 | 5,447 | 8,295 | ||
Walmart Inc. | 6.200% | 4/15/38 | 13,580 | 20,269 | ||
Walmart Inc. | 3.950% | �� 6/28/38 | 7,175 | 8,621 | ||
Walmart Inc. | 5.625% | 4/1/40 | 8,260 | 11,902 | ||
Walmart Inc. | 4.875% | 7/8/40 | 7,145 | 9,452 | ||
Walmart Inc. | 5.000% | 10/25/40 | 2,755 | 3,727 | ||
Walmart Inc. | 5.625% | 4/15/41 | 6,975 | 10,125 | ||
Walmart Inc. | 4.000% | 4/11/43 | 11,385 | 13,898 | ||
Walmart Inc. | 4.300% | 4/22/44 | 5,250 | 6,663 | ||
Walmart Inc. | 3.625% | 12/15/47 | 14,049 | 16,480 | ||
Walmart Inc. | 4.050% | 6/29/48 | 19,450 | 24,472 | ||
Walmart Inc. | 2.950% | 9/24/49 | 17,370 | 18,443 | ||
4,870,077 | ||||||
Energy (2.4%) | ||||||
Baker Hughes a GE Co. LLC | 2.773% | 12/15/22 | 16,280 | 16,815 | ||
Baker Hughes a GE Co. LLC | 3.337% | 12/15/27 | 27,275 | 29,833 | ||
Baker Hughes a GE Co. LLC | 3.138% | 11/7/29 | 5,100 | 5,496 | ||
Baker Hughes a GE Co. LLC | 4.486% | 5/1/30 | 9,498 | 11,220 | ||
Baker Hughes a GE Co. LLC | 4.080% | 12/15/47 | 14,800 | 16,959 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 7,540 | 9,667 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 2,240 | 2,312 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 575 | 643 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 14,910 | 17,670 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,695 | 3,042 | ||
3 | BP Capital Markets America Inc. | 2.520% | 9/19/22 | 5,500 | 5,639 | |
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 7,000 | 7,301 | ||
3 | BP Capital Markets America Inc. | 2.750% | 5/10/23 | 20,495 | 21,367 | |
3 | BP Capital Markets America Inc. | 3.216% | 11/28/23 | 5,800 | 6,143 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 14,542 | 15,685 | ||
3 | BP Capital Markets America Inc. | 3.224% | 4/14/24 | 6,697 | 7,137 | |
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 9,500 | 10,234 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 13,500 | 14,769 | ||
3 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 30,301 | 32,880 | |
3 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 7,247 | 7,817 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 8,471 | 9,351 | ||
3 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 3,000 | 3,321 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 7,750 | 8,827 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 21,680 | 25,144 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 22,910 | 25,705 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 11,466 | 11,193 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 16,310 | 16,471 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 18,464 | 17,934 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 16,990 | 15,811 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 23,600 | 22,633 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 20,300 | 20,400 | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 7,375 | 7,587 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 4,700 | 5,066 | ||
BP Capital Markets plc | 3.814% | 2/10/24 | 3,190 | 3,451 | ||
BP Capital Markets plc | 3.535% | ��� 11/4/24 | 12,326 | 13,421 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 6,314 | 6,911 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 22,573 | 24,715 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 12,825 | 14,459 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 7,062 | 10,210 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 3,875 | 5,713 | ||
Burlington Resources LLC | 5.950% | 10/15/36 | 6,071 | 8,414 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 8,000 | 8,289 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 20,765 | 22,319 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 2,286 | 2,489 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 12,848 | 13,214 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 16,325 | 17,981 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 9,000 | 9,335 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 3,875 | 5,264 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 3,845 | 5,070 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 3,212 | 4,104 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 7,965 | 10,753 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 11,643 | 15,567 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 9,035 | 12,681 | ||
3 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 7,500 | 9,355 | |
Cenovus Energy Inc. | 3.950% | 4/15/22 | 5,000 | 5,089 | ||
Cenovus Energy Inc. | 3.800% | 9/15/23 | 4,100 | 4,324 | ||
Cenovus Energy Inc. | 4.000% | 4/15/24 | 5,905 | 6,324 | ||
Cenovus Energy Inc. | 5.375% | 7/15/25 | 22,900 | 26,199 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 11,500 | 12,859 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 6,500 | 7,363 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 7,700 | 9,215 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 4,135 | 5,437 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 14,916 | 20,228 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 12,550 | 15,583 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 7,000 | 8,016 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 14,000 | 16,061 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 27,354 | 31,840 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 16,250 | 17,748 | ||
Chevron Corp. | 2.411% | 3/3/22 | 3,925 | 3,968 | ||
Chevron Corp. | 2.498% | 3/3/22 | 4,350 | 4,407 | ||
Chevron Corp. | 2.355% | 12/5/22 | 20,964 | 21,471 | ||
Chevron Corp. | 1.141% | 5/11/23 | 10,200 | 10,352 | ||
Chevron Corp. | 3.191% | 6/24/23 | 28,428 | 29,839 | ||
Chevron Corp. | 2.895% | 3/3/24 | 14,000 | 14,817 | ||
Chevron Corp. | 1.554% | 5/11/25 | 26,300 | 26,931 | ||
Chevron Corp. | 3.326% | 11/17/25 | 8,799 | 9,635 | ||
Chevron Corp. | 2.954% | 5/16/26 | 9,700 | 10,519 | ||
Chevron Corp. | 1.995% | 5/11/27 | 7,286 | 7,526 | ||
Chevron Corp. | 2.236% | 5/11/30 | 18,468 | 19,046 | ||
Chevron Corp. | 2.978% | 5/11/40 | 6,600 | 6,902 | ||
Chevron Corp. | 3.078% | 5/11/50 | 8,945 | 9,262 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 3,000 | 3,002 | ||
Chevron USA Inc. | 3.900% | 11/15/24 | 1,549 | 1,698 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 13,352 | 13,248 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 5,667 | 5,521 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chevron USA Inc. | 3.850% | 1/15/28 | 4,789 | 5,460 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 8,000 | 8,868 | ||
Chevron USA Inc. | 6.000% | 3/1/41 | 9,925 | 14,517 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 10,200 | 13,868 | ||
Chevron USA Inc. | 5.050% | 11/15/44 | 13,545 | 18,177 | ||
Chevron USA Inc. | 4.950% | 8/15/47 | 6,800 | 9,110 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 9,100 | 8,248 | ||
Cimarex Energy Co. | 4.375% | 6/1/24 | 7,900 | 8,599 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 6,055 | 6,680 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 3,280 | 3,729 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 10,448 | 11,744 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 5,385 | 7,345 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 3,440 | 5,027 | ||
3,7 | ConocoPhillips | 3.750% | 10/1/27 | 30,251 | 33,979 | |
3,7 | ConocoPhillips | 4.300% | 8/15/28 | 21,776 | 25,259 | |
3,7 | ConocoPhillips | 2.400% | 2/15/31 | 4,900 | 5,016 | |
ConocoPhillips | 5.900% | 10/15/32 | 2,825 | 3,774 | ||
ConocoPhillips | 5.900% | 5/15/38 | 10,161 | 14,207 | ||
ConocoPhillips | 6.500% | 2/1/39 | 25,463 | 37,662 | ||
3,7 | ConocoPhillips | 4.875% | 10/1/47 | 20,089 | 26,385 | |
ConocoPhillips Co. | 3.350% | 11/15/24 | 2,675 | 2,884 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 10,353 | 12,020 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 6,300 | 8,565 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 8,848 | 10,663 | ||
3,7 | Devon Energy Corp. | 5.250% | 9/15/24 | 4,700 | 5,238 | |
Devon Energy Corp. | 5.850% | 12/15/25 | 2,425 | 2,847 | ||
3,7 | Devon Energy Corp. | 5.250% | 10/15/27 | 2,792 | 3,001 | |
3,7 | Devon Energy Corp. | 5.875% | 6/15/28 | 5,128 | 5,699 | |
3,7 | Devon Energy Corp. | 4.500% | 1/15/30 | 5,648 | 6,214 | |
Devon Energy Corp. | 7.875% | 9/30/31 | 7,950 | 11,131 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 2,314 | 3,295 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 9,995 | 12,398 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 11,500 | 13,069 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 8,350 | 9,826 | ||
Diamondback Energy Inc. | 0.900% | 3/24/23 | 6,000 | 6,001 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 9,475 | 10,016 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 13,125 | 14,066 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 19,250 | 20,633 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 12,925 | 13,439 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 6,700 | 7,568 | ||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 7,100 | 7,561 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 11,100 | 12,272 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 12,200 | 13,971 | ||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 3,000 | 3,285 | ||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 3,275 | �� 3,565 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 8,825 | 10,427 | ||
3 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 4,725 | 6,956 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 3,573 | 4,604 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 5,880 | 9,280 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 8,200 | 8,393 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 8,425 | 9,051 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 4,500 | 4,720 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 20,400 | 23,022 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 6,675 | 7,376 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 19,295 | 20,664 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Enbridge Inc. | 2.500% | 8/1/33 | 9,500 | 9,504 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 6,495 | 7,646 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 2,000 | 2,682 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 5,750 | 6,388 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 5,300 | 5,321 | ||
Energy Transfer LP | 5.875% | 3/1/22 | 7,950 | 8,124 | ||
Energy Transfer LP | 5.000% | 10/1/22 | 14,300 | 14,905 | ||
Energy Transfer LP | 3.450% | 1/15/23 | 3,015 | 3,116 | ||
Energy Transfer LP | 3.600% | 2/1/23 | 6,888 | 7,147 | ||
3 | Energy Transfer LP | 4.250% | 3/15/23 | 18,860 | 19,794 | |
3 | Energy Transfer LP | 4.200% | 9/15/23 | 5,680 | 6,073 | |
Energy Transfer LP | 4.500% | 11/1/23 | 7,185 | 7,702 | ||
3 | Energy Transfer LP | 5.875% | 1/15/24 | 2,000 | 2,216 | |
Energy Transfer LP | 4.900% | 2/1/24 | 1,620 | 1,761 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 12,975 | 13,983 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 15,986 | 17,352 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 10,200 | 10,738 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 3,375 | 3,955 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 16,005 | 18,017 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 6,000 | 6,555 | ||
Energy Transfer LP | 4.200% | 4/15/27 | 6,900 | 7,635 | ||
3 | Energy Transfer LP | 5.500% | 6/1/27 | 10,800 | 12,687 | |
Energy Transfer LP | 4.000% | 10/1/27 | 6,000 | 6,614 | ||
Energy Transfer LP | 4.950% | 6/15/28 | 12,760 | 14,797 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 22,800 | 26,932 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 25,180 | 27,375 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 4,100 | 4,734 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 2,650 | 3,502 | ||
3 | Energy Transfer LP | 5.800% | 6/15/38 | 5,790 | 7,180 | |
Energy Transfer LP | 7.500% | 7/1/38 | 5,232 | 7,370 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 5,690 | 7,232 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 11,926 | 15,482 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 2,500 | 3,101 | ||
Energy Transfer LP | 4.950% | 1/15/43 | 2,050 | 2,244 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 5,900 | 6,672 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 2,300 | 2,858 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 10,675 | 12,365 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 2,780 | 3,204 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 8,275 | 9,577 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 14,450 | 18,395 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 9,890 | 11,542 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 11,897 | 14,082 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 11,300 | 14,289 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 17,300 | 22,750 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 22,700 | 26,224 | ||
Eni USA Inc. | 7.300% | 11/15/27 | 1,095 | 1,428 | ||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 6,075 | 6,188 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 10,929 | 11,381 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 12,220 | 13,154 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 7,925 | 8,640 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 12,682 | 14,046 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 1,400 | 1,567 | ||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 5,870 | 6,742 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 24,940 | 26,909 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 10,700 | 11,305 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 8,843 | 12,599 | |
3 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 235 | 330 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,330 | 5,113 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 5,845 | 8,195 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 7,465 | 10,268 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 4,065 | 5,484 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 12,293 | 15,052 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 15,212 | 17,980 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 22,326 | 27,392 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 10,370 | 13,158 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 10,385 | 12,851 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 18,492 | 21,270 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 14,798 | 18,224 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 22,000 | 25,462 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,245 | 1,338 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 8,525 | 8,447 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 4,025 | 5,020 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 12,900 | 14,341 | ||
3 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 2,100 | 2,200 | |
3 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 11,315 | 11,653 | |
EOG Resources Inc. | 2.625% | 3/15/23 | 15,165 | 15,659 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 800 | 862 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 6,750 | 7,601 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 11,695 | 13,862 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 10,000 | 13,360 | ||
Exxon Mobil Corp. | 2.397% | 3/6/22 | 31,850 | 32,208 | ||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 43,075 | 44,602 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 14,238 | 14,546 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 6,300 | 6,556 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 37,100 | 39,807 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 27,373 | 29,711 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 4,225 | 4,457 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 9,750 | 10,200 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 15,000 | 16,847 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 30,455 | 32,123 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 11,504 | 11,830 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 26,450 | 31,651 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 14,153 | 15,506 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 12,400 | 14,657 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 18,434 | 18,800 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 36,990 | 45,918 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 30,641 | 33,343 | ||
Halliburton Co. | 3.500% | 8/1/23 | 284 | 299 | ||
Halliburton Co. | 3.800% | 11/15/25 | 1,510 | 1,669 | ||
Halliburton Co. | 2.920% | 3/1/30 | 14,200 | 14,759 | ||
Halliburton Co. | 4.850% | 11/15/35 | 16,325 | 19,227 | ||
Halliburton Co. | 6.700% | 9/15/38 | 16,880 | 23,113 | ||
Halliburton Co. | 4.500% | 11/15/41 | 2,500 | 2,806 | ||
Halliburton Co. | 4.750% | 8/1/43 | 11,075 | 12,860 | ||
Halliburton Co. | 5.000% | 11/15/45 | 24,117 | 29,447 | ||
3 | Helmerich & Payne Inc. | 4.650% | 3/15/25 | 3,975 | 4,425 | |
Hess Corp. | 3.500% | 7/15/24 | 2,750 | 2,921 | ||
Hess Corp. | 4.300% | 4/1/27 | 8,460 | 9,424 | ||
Hess Corp. | 7.300% | 8/15/31 | 3,400 | 4,608 | ||
Hess Corp. | 7.125% | 3/15/33 | 2,780 | 3,764 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hess Corp. | 6.000% | 1/15/40 | 12,050 | 15,471 | ||
Hess Corp. | 5.600% | 2/15/41 | 15,672 | 19,600 | ||
Hess Corp. | 5.800% | 4/1/47 | 600 | 783 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 5,100 | 5,278 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,008 | 9,260 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 5,300 | 5,691 | ||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 4,411 | 4,520 | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 15,185 | 15,675 | ||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 8,645 | 8,994 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 12,000 | 12,668 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 2,695 | 2,906 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 7,990 | 8,711 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 11,783 | 12,934 | ||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,930 | 2,682 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 2,810 | 3,966 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 5,000 | 6,412 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 6,875 | 9,438 | ||
3 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | �� 8,771 | 12,526 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 9,675 | 13,473 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 4,900 | 6,857 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 1,750 | 2,584 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 5,100 | 7,052 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 9,504 | 12,166 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 4,380 | 5,244 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 6,690 | 7,782 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 5,137 | 6,176 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 9,400 | 11,823 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 2,629 | 3,286 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 1,620 | 1,682 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 5,295 | 5,898 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 5,000 | 5,711 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 13,800 | 13,285 | ||
3 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 2,730 | 3,908 | |
3 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 7,956 | 11,465 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 9,244 | 11,433 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 24,725 | 31,980 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 8,935 | 10,841 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 2,100 | 2,640 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 9,200 | 8,905 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 10,000 | 10,218 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 9,075 | 10,449 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 11,150 | 12,003 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 3,775 | 4,681 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 5,285 | 5,987 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 10,710 | 11,967 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 500 | 606 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 7,450 | 8,078 | ||
Marathon Oil Corp. | 3.850% | 6/1/25 | 8,000 | 8,714 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 15,100 | 17,098 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,755 | 8,872 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 8,457 | 11,262 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 3,148 | 3,777 | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 13,900 | 14,829 | ||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 5,605 | 6,115 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 7,400 | 7,962 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 12,000 | 13,533 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 10,000 | 11,773 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 3,825 | 4,261 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 13,232 | 18,394 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 7,095 | 8,405 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 7,685 | 8,789 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 4,425 | 5,291 | ||
MPLX LP | 3.500% | 12/1/22 | 5,050 | 5,246 | ||
MPLX LP | 3.375% | 3/15/23 | 4,000 | 4,181 | ||
MPLX LP | 4.500% | 7/15/23 | 18,455 | 19,752 | ||
MPLX LP | 4.875% | 12/1/24 | 20,408 | 22,858 | ||
MPLX LP | 4.000% | 2/15/25 | 6,000 | 6,548 | ||
MPLX LP | 4.875% | 6/1/25 | 13,424 | 15,156 | ||
MPLX LP | 1.750% | 3/1/26 | 15,519 | 15,696 | ||
MPLX LP | 4.125% | 3/1/27 | 10,525 | 11,752 | ||
MPLX LP | 4.250% | 12/1/27 | 13,960 | 15,797 | ||
MPLX LP | 4.000% | 3/15/28 | 13,650 | 15,264 | ||
MPLX LP | 4.800% | 2/15/29 | 7,643 | 8,960 | ||
MPLX LP | 2.650% | 8/15/30 | 27,341 | 27,636 | ||
MPLX LP | 4.500% | 4/15/38 | 11,050 | 12,633 | ||
MPLX LP | 5.200% | 3/1/47 | 14,335 | 17,597 | ||
MPLX LP | 5.200% | 12/1/47 | 11,225 | 13,702 | ||
MPLX LP | 4.700% | 4/15/48 | 14,495 | 16,853 | ||
MPLX LP | 5.500% | 2/15/49 | 11,690 | 15,126 | ||
MPLX LP | 4.900% | 4/15/58 | 4,500 | 5,376 | ||
NOV Inc. | 3.600% | 12/1/29 | 5,000 | 5,228 | ||
NOV Inc. | 3.950% | 12/1/42 | 2,700 | 2,665 | ||
ONEOK Inc. | 4.250% | 2/1/22 | 5,000 | 5,062 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 4,293 | 4,835 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 2,070 | 2,178 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 3,367 | 3,985 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 9,250 | 10,222 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 12,150 | 13,854 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 9,600 | 10,839 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 13,025 | 13,887 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 3,000 | 3,137 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 7,000 | 9,053 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 550 | 689 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 9,164 | 10,738 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 8,100 | 9,935 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 8,210 | 9,118 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 8,000 | 8,929 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 2,900 | 4,285 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 19,409 | 19,945 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 5,039 | 5,642 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 10,153 | 13,670 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 6,725 | 9,183 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 750 | 967 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 4,185 | 5,504 | ||
Phillips 66 | 4.300% | 4/1/22 | 14,230 | 14,646 | ||
Phillips 66 | 3.700% | 4/6/23 | 3,000 | 3,167 | ||
Phillips 66 | 0.900% | 2/15/24 | 4,000 | 4,004 | ||
Phillips 66 | 3.850% | 4/9/25 | 7,700 | 8,475 | ||
Phillips 66 | 1.300% | 2/15/26 | 2,800 | 2,801 | ||
Phillips 66 | 3.900% | 3/15/28 | 5,250 | 5,906 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phillips 66 | 2.150% | 12/15/30 | 19,000 | 18,692 | ||
��� | Phillips 66 | 4.650% | 11/15/34 | 9,650 | 11,507 | |
Phillips 66 | 5.875% | 5/1/42 | 16,587 | 22,616 | ||
Phillips 66 | 4.875% | 11/15/44 | 14,925 | 18,688 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 1,964 | 2,050 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 5,400 | 5,823 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 6,075 | 6,606 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 2,000 | 2,191 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 5,275 | 5,544 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 4,740 | 5,424 | ||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 6,680 | 7,945 | ||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 2,500 | 2,502 | ||
Pioneer Natural Resources Co. | 0.750% | 1/15/24 | 7,150 | 7,150 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 6,400 | 6,336 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 10,085 | 11,374 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 11,865 | 11,435 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 10,000 | 9,813 | ||
Plains All American Pipeline LP | 2.850% | 1/31/23 | 6,697 | 6,874 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 2,596 | 2,752 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 15,150 | 16,242 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 11,466 | 12,830 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 10,450 | 11,740 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 13,200 | 13,922 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 7,300 | 7,818 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 4,100 | 5,375 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 6,275 | 7,038 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 6,220 | 6,246 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 8,580 | 9,096 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 5,289 | 5,753 | ||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 12,110 | 12,424 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 14,309 | 15,379 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 26,178 | 29,395 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 21,505 | 24,583 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 12,000 | 14,201 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 16,000 | 18,476 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 21,100 | 23,833 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 19,795 | 22,839 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 5,000 | 5,062 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 12,338 | 13,172 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 17,060 | 17,944 | ||
Shell International Finance BV | 2.375% | 8/21/22 | 8,765 | 8,972 | ||
Shell International Finance BV | 2.250% | 1/6/23 | 4,505 | 4,637 | ||
Shell International Finance BV | 3.400% | 8/12/23 | 8,580 | 9,116 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 9,800 | 10,477 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 18,445 | 19,194 | ||
Shell International Finance BV | 2.375% | 4/6/25 | 29,650 | 31,203 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 29,400 | 31,923 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 9,980 | 10,787 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 7,897 | 8,409 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 15,425 | 17,706 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 47,174 | 49,027 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 23,705 | 25,272 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 23,141 | 27,484 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 22,523 | 33,405 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 12,227 | 13,745 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Shell International Finance BV | 4.550% | 8/12/43 | 16,125 | 20,127 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 28,387 | 34,812 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 26,925 | 31,493 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 6,325 | 7,154 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 9,195 | 9,517 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 15,515 | 16,516 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 25,305 | 27,783 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 9,100 | 9,821 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 5,145 | 5,594 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 3,140 | 4,255 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 10,925 | 12,832 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 17,020 | 17,690 | ||
Suncor Energy Inc. | 3.600% | 12/1/24 | 861 | 930 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 16,280 | 17,430 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 4,080 | 5,701 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 2,625 | 3,236 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,295 | 1,712 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 6,495 | 8,543 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 8,815 | 12,667 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 13,285 | 18,750 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 2,250 | 3,285 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 9,295 | 10,272 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 8,350 | 9,028 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 7,100 | 7,841 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 825 | 1,043 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 200 | 288 | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 3,205 | 4,449 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 11,342 | 11,880 | ||
TotalEnergies Capital International SA | 2.875% | 2/17/22 | 11,175 | 11,362 | ||
TotalEnergies Capital International SA | 2.700% | 1/25/23 | 11,340 | 11,755 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 12,666 | 13,654 | ||
TotalEnergies Capital International SA | 3.750% | 4/10/24 | 4,000 | 4,345 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 11,442 | 12,033 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 18,685 | 20,833 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 11,000 | 11,809 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 15,428 | 15,694 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 1,400 | 1,509 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 29,000 | 29,431 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 7,000 | 7,391 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 10,100 | 11,579 | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,205 | 6,349 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 4,575 | 4,869 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 6,000 | 6,897 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,100 | 11,615 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 31,700 | 36,390 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 20,031 | 23,760 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 3,115 | 3,950 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 4,125 | 5,462 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 23,675 | 32,522 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 13,700 | 16,475 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 5,000 | 7,525 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 12,134 | 16,687 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 7,700 | 9,568 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 19,525 | 24,692 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 10,000 | 12,705 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 4,200 | 4,756 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 14,546 | 15,683 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,050 | 1,356 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 2,723 | 3,252 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 3,250 | 3,954 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 7,000 | 7,861 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 20,627 | 21,389 | ||
Valero Energy Corp. | 1.200% | 3/15/24 | 3,000 | 3,024 | ||
Valero Energy Corp. | 3.650% | 3/15/25 | 100 | 109 | ||
Valero Energy Corp. | 2.850% | 4/15/25 | 6,000 | 6,362 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 20,926 | 22,663 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 11,000 | 11,185 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 16,488 | 18,787 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 6,000 | 6,699 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 7,131 | 10,032 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 18,035 | 24,704 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 4,900 | 6,115 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,850 | 6,630 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 3,090 | 3,521 | ||
Williams Cos. Inc. | 4.000% | 11/15/21 | 4,500 | 4,519 | ||
Williams Cos. Inc. | 3.600% | 3/15/22 | 10,530 | 10,710 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 6,300 | 6,457 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 6,950 | 7,235 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 5,650 | 6,122 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 11,400 | 12,393 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 14,050 | 15,477 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 22,560 | 24,665 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 7,275 | 8,059 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 12,000 | 13,324 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 22,510 | 24,570 | ||
3 | Williams Cos. Inc. | 7.500% | 1/15/31 | 550 | 757 | |
Williams Cos. Inc. | 2.600% | 3/15/31 | 14,000 | 14,192 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 12,920 | 17,703 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 8,000 | 10,565 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 9,250 | 11,707 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 7,700 | 10,109 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 6,678 | 8,076 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 11,038 | 13,704 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 3,000 | 3,651 | ||
5,889,664 | ||||||
Financials (7.8%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 725 | 1,094 | ||
3 | Aegon NV | 5.500% | 4/11/48 | 4,000 | 4,540 | |
AerCap Ireland Capital DAC | 4.625% | 7/1/22 | 6,850 | 7,125 | ||
AerCap Ireland Capital DAC | 3.300% | 1/23/23 | 5,045 | 5,228 | ||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 1,000 | 1,060 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 4,200 | 4,505 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 5,970 | 6,502 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 5,000 | 5,242 | ||
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 2,050 | 2,172 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 19,204 | 22,517 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 8,945 | 9,847 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 10,000 | 9,885 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 10,139 | 11,138 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 12,210 | 13,052 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 22,000 | 24,579 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 15,650 | 16,763 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,122 | 3,401 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 5,908 | 6,422 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 11,376 | 12,272 | ||
Aflac Inc. | 3.625% | 11/15/24 | 6,610 | 7,249 | ||
Aflac Inc. | 3.250% | 3/17/25 | 5,175 | 5,606 | ||
Aflac Inc. | 1.125% | 3/15/26 | 2,000 | 2,004 | ||
Aflac Inc. | 2.875% | 10/15/26 | 7,775 | 8,365 | ||
Aflac Inc. | 3.600% | 4/1/30 | 27,801 | 31,340 | ||
Aflac Inc. | 4.000% | 10/15/46 | 6,700 | 7,785 | ||
Aflac Inc. | 4.750% | 1/15/49 | 9,075 | 11,945 | ||
Air Lease Corp. | 3.750% | 2/1/22 | 5,625 | 5,702 | ||
Air Lease Corp. | 2.625% | 7/1/22 | 5,000 | 5,094 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 1,000 | 1,026 | ||
Air Lease Corp. | 2.750% | 1/15/23 | 4,000 | 4,126 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 4,350 | 4,616 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 3,825 | 4,002 | ||
3 | Air Lease Corp. | 4.250% | 2/1/24 | 10,350 | 11,211 | |
3 | Air Lease Corp. | 0.700% | 2/15/24 | 5,000 | 4,976 | |
Air Lease Corp. | 4.250% | 9/15/24 | 600 | 655 | ||
3 | Air Lease Corp. | 2.300% | 2/1/25 | 4,500 | 4,648 | |
Air Lease Corp. | 3.250% | 3/1/25 | 11,202 | 11,936 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 7,000 | 7,515 | ||
3 | Air Lease Corp. | 2.875% | 1/15/26 | 8,734 | 9,186 | |
3 | Air Lease Corp. | 3.750% | 6/1/26 | 2,680 | 2,931 | |
Air Lease Corp. | 1.875% | 8/15/26 | 10,000 | 10,009 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 11,569 | 12,455 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 6,800 | 7,311 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 6,300 | 7,120 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 4,265 | 4,437 | ||
3 | Air Lease Corp. | 3.000% | 2/1/30 | 10,300 | 10,435 | |
Air Lease Corp. | 3.125% | 12/1/30 | 5,000 | 5,084 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 5,800 | 6,211 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 18,771 | 20,375 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 4,575 | 5,739 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 5,400 | 5,920 | ||
Allstate Corp. | 3.150% | 6/15/23 | 9,742 | 10,253 | ||
Allstate Corp. | 0.750% | 12/15/25 | 4,000 | 3,965 | ||
Allstate Corp. | 3.280% | 12/15/26 | 7,950 | 8,779 | ||
Allstate Corp. | 1.450% | 12/15/30 | 14,000 | 13,383 | ||
Allstate Corp. | 5.350% | 6/1/33 | 1,700 | 2,198 | ||
Allstate Corp. | 5.550% | 5/9/35 | 975 | 1,334 | ||
Allstate Corp. | 5.950% | 4/1/36 | 925 | 1,289 | ||
Allstate Corp. | 4.500% | 6/15/43 | 5,950 | 7,494 | ||
Allstate Corp. | 4.200% | 12/15/46 | 2,265 | 2,787 | ||
Allstate Corp. | 3.850% | 8/10/49 | 6,280 | 7,462 | ||
3 | Allstate Corp. | 5.750% | 8/15/53 | 9,450 | 10,257 | |
3 | Allstate Corp. | 6.500% | 5/15/57 | 5,775 | 7,624 | |
Ally Financial Inc. | 4.125% | 2/13/22 | 15,030 | 15,370 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 30,020 | 30,493 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 19,700 | 21,234 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 18,218 | 20,536 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 2,075 | 2,322 | ||
3 | Ally Financial Inc. | 8.000% | 11/1/31 | 26,625 | 38,293 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ally Financial Inc. | 8.000% | 11/1/31 | 2,250 | 3,172 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 4,550 | 5,149 | ||
American Express Co. | 3.700% | 11/5/21 | 7,229 | 7,294 | ||
American Express Co. | 2.500% | 8/1/22 | 24,298 | 24,818 | ||
American Express Co. | 2.650% | 12/2/22 | 12,750 | 13,167 | ||
American Express Co. | 3.400% | 2/27/23 | 26,198 | 27,428 | ||
American Express Co. | 3.700% | 8/3/23 | 13,100 | 13,949 | ||
American Express Co. | 3.400% | 2/22/24 | 10,000 | 10,702 | ||
American Express Co. | 2.500% | 7/30/24 | 8,300 | 8,747 | ||
American Express Co. | 3.000% | 10/30/24 | 37,849 | 40,593 | ||
American Express Co. | 3.625% | 12/5/24 | 19,560 | 21,407 | ||
American Express Co. | 4.200% | 11/6/25 | 11,265 | 12,753 | ||
American Express Co. | 3.125% | 5/20/26 | 6,748 | 7,376 | ||
American Express Co. | 4.050% | ��� 12/3/42 | 11,223 | 13,431 | ||
3 | American Express Credit Corp. | 2.700% | 3/3/22 | 26,325 | 26,702 | |
3 | American Express Credit Corp. | 3.300% | 5/3/27 | 4,975 | 5,505 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 2,825 | 3,073 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 4,396 | 5,397 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 6,893 | 8,252 | ||
American International Group Inc. | 4.125% | 2/15/24 | 2,605 | 2,836 | ||
American International Group Inc. | 2.500% | 6/30/25 | 31,682 | 33,423 | ||
American International Group Inc. | 3.750% | 7/10/25 | 11,480 | 12,643 | ||
American International Group Inc. | 3.900% | 4/1/26 | 10,473 | 11,691 | ||
American International Group Inc. | 4.200% | 4/1/28 | 11,525 | 13,242 | ||
American International Group Inc. | 4.250% | 3/15/29 | 5,995 | 6,919 | ||
American International Group Inc. | 3.400% | 6/30/30 | 22,000 | 24,131 | ||
American International Group Inc. | 3.875% | 1/15/35 | 13,601 | 15,373 | ||
American International Group Inc. | 4.700% | 7/10/35 | 3,860 | 4,675 | ||
American International Group Inc. | 6.250% | 5/1/36 | 15,405 | 21,501 | ||
American International Group Inc. | 4.500% | 7/16/44 | 18,865 | 22,899 | ||
American International Group Inc. | 4.800% | 7/10/45 | 15,577 | 19,523 | ||
American International Group Inc. | 4.750% | 4/1/48 | 12,629 | 16,043 | ||
3 | American International Group Inc. | 5.750% | 4/1/48 | 7,950 | 9,049 | |
American International Group Inc. | 4.375% | 6/30/50 | 3,645 | 4,439 | ||
American International Group Inc. | 4.375% | 1/15/55 | 10,345 | 12,572 | ||
3 | American International Group Inc. | 8.175% | 5/15/58 | 2,975 | 4,293 | |
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 12,169 | 13,152 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 4,500 | 4,922 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 700 | 750 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 4,800 | 5,158 | ||
3 | Andrew W Mellon Foundation | 0.947% | 8/1/27 | 2,500 | 2,432 | |
3 | Aon Corp. | 8.205% | 1/1/27 | 3,000 | 3,935 | |
Aon Corp. | 4.500% | 12/15/28 | 10,500 | 12,277 | ||
Aon Corp. | 3.750% | 5/2/29 | 1,280 | 1,440 | ||
Aon Corp. | 2.800% | 5/15/30 | 16,672 | 17,540 | ||
Aon Corp. | 6.250% | 9/30/40 | 4,650 | 6,708 | ||
Aon plc | 4.000% | 11/27/23 | 2,675 | 2,870 | ||
Aon plc | 3.500% | 6/14/24 | 10,100 | 10,861 | ||
Aon plc | 3.875% | 12/15/25 | 5,774 | 6,419 | ||
Aon plc | 4.600% | 6/14/44 | 8,451 | 10,562 | ||
Aon plc | 4.750% | 5/15/45 | 1,104 | 1,423 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,725 | 5,344 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 4,725 | 6,159 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 1,100 | 1,627 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 8,110 | 8,758 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 8,337 | 10,974 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 21,245 | 22,052 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 6,610 | 7,105 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 1,554 | 1,680 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 23,468 | 24,693 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 5,300 | 5,681 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 6,000 | 5,970 | ||
Arthur J Gallagher & Co. | 2.500% | 5/20/31 | 6,000 | 6,064 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 10,000 | 10,486 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 11,780 | 12,803 | ||
Associated Banc-Corp | 4.250% | 1/15/25 | 500 | 543 | ||
3 | Associated Bank NA | 3.500% | 8/13/21 | 3,100 | 3,103 | |
Assurant Inc. | 4.000% | 3/15/23 | 6,975 | 7,377 | ||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,611 | ||
Assurant Inc. | 4.900% | 3/27/28 | 1,600 | 1,865 | ||
Assurant Inc. | 3.700% | 2/22/30 | 1,300 | 1,412 | ||
Assurant Inc. | 6.750% | 2/15/34 | 917 | 1,203 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 4,450 | 4,978 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 2,000 | 2,078 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 12,525 | 13,998 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 15,225 | 19,229 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 16,896 | 18,032 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 7,500 | 8,029 | ||
3 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 16,850 | 17,374 | |
3 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 1,197 | 1,335 | |
AXA SA | 8.600% | 12/15/30 | 13,320 | 20,227 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 2,600 | 2,865 | ||
3 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 2,930 | 3,095 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 10,000 | 11,081 | ||
Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | 3,000 | 3,073 | ||
Banco Santander SA | 3.125% | 2/23/23 | 10,000 | 10,411 | ||
Banco Santander SA | 3.848% | 4/12/23 | 14,850 | 15,698 | ||
Banco Santander SA | 2.706% | 6/27/24 | 4,393 | 4,624 | ||
Banco Santander SA | 2.746% | 5/28/25 | 5,000 | 5,269 | ||
Banco Santander SA | 5.179% | 11/19/25 | 12,510 | 14,312 | ||
Banco Santander SA | 1.849% | 3/25/26 | 27,116 | 27,428 | ||
Banco Santander SA | 4.250% | 4/11/27 | 18,975 | 21,389 | ||
Banco Santander SA | 3.800% | 2/23/28 | 12,800 | 14,147 | ||
Banco Santander SA | 4.379% | 4/12/28 | 7,800 | 8,910 | ||
Banco Santander SA | 3.490% | 5/28/30 | 6,000 | 6,478 | ||
Banco Santander SA | 2.749% | 12/3/30 | 15,000 | 14,866 | ||
Banco Santander SA | 2.958% | 3/25/31 | 15,700 | 16,184 | ||
Bancolombia SA | 3.000% | 1/29/25 | 2,700 | 2,768 | ||
3 | Bank of America Corp. | 2.503% | 10/21/22 | 41,925 | 42,204 | |
3 | Bank of America Corp. | 3.300% | 1/11/23 | 48,650 | 50,771 | |
3 | Bank of America Corp. | 2.816% | 7/21/23 | 32,850 | 33,667 | |
Bank of America Corp. | 4.100% | 7/24/23 | 22,253 | 23,913 | ||
3 | Bank of America Corp. | 3.004% | 12/20/23 | 86,081 | 89,222 | |
3 | Bank of America Corp. | 4.125% | 1/22/24 | 2,000 | 2,178 | |
3 | Bank of America Corp. | 3.550% | 3/5/24 | 63,855 | 67,082 | |
3 | Bank of America Corp. | 4.000% | 4/1/24 | 2,000 | 2,181 | |
3 | Bank of America Corp. | 0.523% | 6/14/24 | 20,000 | 19,994 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Bank of America Corp. | 3.864% | 7/23/24 | 43,445 | 46,301 | |
3 | Bank of America Corp. | 4.200% | 8/26/24 | 45,489 | 49,929 | |
3 | Bank of America Corp. | 0.810% | 10/24/24 | 50,901 | 51,072 | |
3 | Bank of America Corp. | 4.000% | 1/22/25 | 50,180 | 55,042 | |
3 | Bank of America Corp. | 3.458% | 3/15/25 | 20,250 | 21,644 | |
3 | Bank of America Corp. | 3.950% | 4/21/25 | 32,350 | 35,523 | |
Bank of America Corp. | 0.976% | 4/22/25 | 50,000 | 50,157 | ||
3 | Bank of America Corp. | 3.875% | 8/1/25 | 21,623 | 24,015 | |
3 | Bank of America Corp. | 3.093% | 10/1/25 | 30,925 | 32,937 | |
3 | Bank of America Corp. | 2.456% | 10/22/25 | 11,675 | 12,217 | |
3 | Bank of America Corp. | 3.366% | 1/23/26 | 37,994 | 40,950 | |
3 | Bank of America Corp. | 2.015% | 2/13/26 | 2,355 | 2,428 | |
3 | Bank of America Corp. | 4.450% | 3/3/26 | 22,051 | 25,013 | |
3 | Bank of America Corp. | 3.500% | 4/19/26 | 28,565 | 31,442 | |
3 | Bank of America Corp. | 1.319% | 6/19/26 | 17,500 | 17,542 | |
3 | Bank of America Corp. | 4.250% | 10/22/26 | 14,515 | 16,387 | |
3 | Bank of America Corp. | 1.197% | 10/24/26 | 15,000 | 14,878 | |
3 | Bank of America Corp. | 1.658% | 3/11/27 | 15,000 | 15,127 | |
3 | Bank of America Corp. | 3.559% | 4/23/27 | 49,330 | 54,009 | |
Bank of America Corp. | 1.734% | 7/22/27 | 41,550 | 41,893 | ||
3 | Bank of America Corp. | 3.248% | 10/21/27 | 53,700 | 58,250 | |
3 | Bank of America Corp. | 4.183% | 11/25/27 | 5,000 | 5,598 | |
3 | Bank of America Corp. | 3.824% | 1/20/28 | 22,992 | 25,535 | |
3 | Bank of America Corp. | 3.705% | 4/24/28 | 25,875 | 28,612 | |
3 | Bank of America Corp. | 3.593% | 7/21/28 | 45,625 | 50,187 | |
3 | Bank of America Corp. | 3.419% | 12/20/28 | 82,985 | 90,481 | |
3 | Bank of America Corp. | 3.970% | 3/5/29 | 10,000 | 11,274 | |
3 | Bank of America Corp. | 2.087% | 6/14/29 | 20,000 | 20,163 | |
3 | Bank of America Corp. | 4.271% | 7/23/29 | 30,000 | 34,477 | |
3 | Bank of America Corp. | 3.974% | 2/7/30 | 10,000 | 11,339 | |
3 | Bank of America Corp. | 3.194% | 7/23/30 | 2,865 | 3,084 | |
3 | Bank of America Corp. | 2.884% | 10/22/30 | 38,825 | 40,872 | |
3 | Bank of America Corp. | 2.496% | 2/13/31 | 40,955 | 41,874 | |
3 | Bank of America Corp. | 2.592% | 4/29/31 | 63,048 | 64,902 | |
3 | Bank of America Corp. | 1.898% | 7/23/31 | 18,000 | 17,466 | |
3 | Bank of America Corp. | 1.922% | 10/24/31 | 45,000 | 43,861 | |
3 | Bank of America Corp. | 2.651% | 3/11/32 | 13,300 | 13,653 | |
Bank of America Corp. | 2.687% | 4/22/32 | 57,010 | 58,725 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 21,337 | 29,282 | ||
3 | Bank of America Corp. | 4.244% | 4/24/38 | 19,571 | 23,260 | |
Bank of America Corp. | 7.750% | 5/14/38 | 19,790 | 31,352 | ||
3 | Bank of America Corp. | 4.078% | 4/23/40 | 23,405 | 27,370 | |
3 | Bank of America Corp. | 2.676% | 6/19/41 | 34,200 | 33,277 | |
3 | Bank of America Corp. | 5.875% | 2/7/42 | 13,775 | 19,804 | |
Bank of America Corp. | 3.311% | 4/22/42 | 43,400 | 45,901 | ||
3 | Bank of America Corp. | 5.000% | 1/21/44 | 23,437 | 31,213 | |
3 | Bank of America Corp. | 4.875% | 4/1/44 | 11,687 | 15,246 | |
3 | Bank of America Corp. | 4.750% | 4/21/45 | 4,425 | 5,656 | |
3 | Bank of America Corp. | 4.443% | 1/20/48 | 25,398 | 31,479 | |
3 | Bank of America Corp. | 3.946% | 1/23/49 | 10,575 | 12,235 | |
3 | Bank of America Corp. | 4.330% | 3/15/50 | 2,600 | 3,205 | |
3 | Bank of America Corp. | 4.083% | 3/20/51 | 94,135 | 112,351 | |
3 | Bank of America Corp. | 2.831% | 10/24/51 | 75 | 73 | |
3 | Bank of America Corp. | 3.483% | 3/13/52 | 12,350 | 13,513 | |
3 | Bank of America NA | 6.000% | 10/15/36 | 7,400 | 10,356 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Bank of Montreal | 2.900% | 3/26/22 | 27,150 | 27,688 | |
3 | Bank of Montreal | 2.350% | 9/11/22 | 1,503 | 1,541 | |
3 | Bank of Montreal | 2.550% | 11/6/22 | 928 | 954 | |
Bank of Montreal | 0.450% | 12/8/23 | 9,050 | 9,053 | ||
3 | Bank of Montreal | 3.300% | 2/5/24 | 8,220 | 8,803 | |
3 | Bank of Montreal | 2.500% | 6/28/24 | 8,700 | 9,183 | |
3 | Bank of Montreal | 1.850% | 5/1/25 | 24,110 | 24,913 | |
3 | Bank of Montreal | 4.338% | 10/5/28 | 3,850 | 4,131 | |
3 | Bank of Montreal | 3.803% | 12/15/32 | 18,390 | 20,274 | |
3 | Bank of New York Mellon Corp. | 2.600% | 2/7/22 | 9,150 | 9,262 | |
3 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 21,000 | 21,489 | |
3 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 40,570 | 42,179 | |
3 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 4,500 | 4,759 | |
3 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 8,000 | 8,520 | |
3 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 8,000 | 8,288 | |
3 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 5,100 | 5,497 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 2,875 | 3,098 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 12,422 | 13,427 | |
3 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 2,000 | 2,096 | |
3 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 4,702 | 5,055 | |
3 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 3,584 | 3,679 | |
3 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 422 | 473 | |
3 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 9,358 | 10,076 | |
3 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 4,500 | 4,779 | |
3 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 12,900 | 14,182 | |
3 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 6,200 | 6,904 | |
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 6,975 | 7,683 | |
3 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 3,700 | 4,040 | |
3 | Bank of New York Mellon Corp. | 1.650% | 1/28/31 | 3,113 | 3,073 | |
Bank of Nova Scotia | 2.000% | 11/15/22 | 3,750 | 3,835 | ||
Bank of Nova Scotia | 2.375% | 1/18/23 | 17,350 | 17,890 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 23,841 | 24,437 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | ��� 2,000 | 2,045 | ||
Bank of Nova Scotia | 0.700% | 4/15/24 | 10,300 | 10,310 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 28,180 | 29,421 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 26,000 | 26,249 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 19,100 | 21,666 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 38,496 | 41,115 | ||
Bank One Michigan | 8.250% | 11/1/24 | 6,000 | 7,374 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 1,284 | 1,463 | ||
Barclays plc | 3.200% | 8/10/21 | 3,500 | 3,511 | ||
Barclays plc | 3.684% | 1/10/23 | 18,925 | 19,246 | ||
3 | Barclays plc | 4.610% | 2/15/23 | 26,484 | 27,155 | |
3 | Barclays plc | 4.338% | 5/16/24 | 14,800 | 15,778 | |
Barclays plc | 1.007% | 12/10/24 | 16,400 | 16,461 | ||
Barclays plc | 3.650% | 3/16/25 | 15,176 | 16,457 | ||
3 | Barclays plc | 3.932% | 5/7/25 | 47,460 | 51,207 | |
Barclays plc | 4.375% | 1/12/26 | 17,200 | 19,271 | ||
3 | Barclays plc | 2.852% | 5/7/26 | 15,950 | 16,848 | |
Barclays plc | 5.200% | 5/12/26 | 19,105 | 21,869 | ||
Barclays plc | 4.337% | 1/10/28 | 13,206 | 14,760 | ||
Barclays plc | 4.836% | 5/9/28 | 26,410 | 29,640 | ||
3 | Barclays plc | 4.972% | 5/16/29 | 14,400 | 16,873 | |
3 | Barclays plc | 5.088% | 6/20/30 | 10,530 | 12,239 | |
Barclays plc | 2.645% | 6/24/31 | 24,800 | 25,101 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Barclays plc | 2.667% | 3/10/32 | 14,250 | 14,347 | ||
Barclays plc | 3.564% | 9/23/35 | 15,000 | 15,627 | ||
Barclays plc | 3.811% | 3/10/42 | 9,600 | 10,131 | ||
Barclays plc | 5.250% | 8/17/45 | 9,000 | 11,964 | ||
Barclays plc | 4.950% | 1/10/47 | 13,800 | 17,815 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 2,000 | 2,020 | ||
Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 5,000 | 4,887 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 3,575 | 4,490 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 11,979 | 14,906 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 25,450 | 31,422 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 21,555 | 26,770 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 22,000 | 21,932 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 10,000 | 9,357 | ||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 2,260 | 2,269 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 17,279 | 17,931 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 46,785 | 51,146 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 2,765 | 3,540 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 3,376 | 3,574 | ||
BGC Partners Inc. | 4.375% | 12/15/25 | 7,500 | 8,131 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 7,650 | 8,268 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 6,000 | 6,647 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 3,000 | 3,355 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 11,000 | 11,517 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 13,575 | 13,577 | ||
3,7 | Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 5,000 | 5,310 | |
3,7 | Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 5,000 | 5,068 | |
3 | BNP Paribas SA | 3.250% | 3/3/23 | 4,625 | 4,845 | |
3,7 | BNP Paribas SA | 3.800% | 1/10/24 | 500 | 537 | |
3 | BNP Paribas SA | 4.250% | 10/15/24 | 1,330 | 1,473 | |
3,7 | BNP Paribas SA | 3.052% | 1/13/31 | 7,955 | 8,381 | |
3,7 | BPCE SA | 3.000% | 5/22/22 | 5,700 | 5,836 | |
BPCE SA | 4.000% | 4/15/24 | 10,980 | 11,974 | ||
3 | BPCE SA | 3.375% | 12/2/26 | 4,000 | 4,409 | |
3,7 | BPCE SA | 3.250% | 1/11/28 | 275 | 300 | |
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 5,793 | 6,325 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 5,000 | 6,086 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 11,457 | 12,717 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 4,796 | 5,252 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 9,920 | 10,725 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 1,015 | 1,143 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 500 | 559 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 18,625 | 21,939 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 920 | 1,063 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 10,300 | 10,622 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 8,175 | 9,968 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 1,000 | 1,047 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 12,950 | 13,348 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 3,555 | 3,900 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 6,575 | 7,551 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 7,603 | 7,601 | ||
3,7 | Business Development Corp. of America | 3.250% | 3/30/26 | 3,000 | 3,040 | |
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 10,000 | 9,999 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 20,750 | 20,940 | ||
3 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 10,401 | 11,107 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 7,000 | 6,980 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 10,625 | 11,296 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 5,445 | 5,692 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 2,500 | 2,489 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 15,000 | 14,925 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 15,110 | 15,807 | ||
Capital One Financial Corp. | 3.050% | 3/9/22 | 7,350 | 7,472 | ||
Capital One Financial Corp. | 3.200% | 1/30/23 | 22,000 | 22,914 | ||
Capital One Financial Corp. | 2.600% | 5/11/23 | 5,000 | 5,192 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 1,378 | 1,457 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 4,000 | 4,316 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 8,070 | 8,728 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 29,194 | 31,454 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 7,000 | 7,523 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 1,530 | 1,705 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 13,037 | 14,554 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 16,700 | 18,422 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 26,750 | 29,753 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 18,040 | 20,059 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 20,375 | 22,996 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 4,910 | 5,473 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 5,830 | 5,625 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 4,464 | 4,610 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 7,225 | 7,470 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 10,180 | 10,954 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 5,000 | 5,583 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 2,000 | 2,212 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 3,225 | 3,554 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 16,475 | 16,358 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 10,000 | 9,990 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,500 | 3,831 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 5,350 | 5,899 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 10,000 | 10,266 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 5,550 | 6,398 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 5,990 | 6,609 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 30 | 36 | ||
Charles Schwab Corp. | 1.650% | 3/11/31 | 7,200 | 6,994 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 16,000 | 16,347 | ||
Chubb Corp. | 6.000% | 5/11/37 | 4,200 | 6,070 | ||
3 | Chubb Corp. | 6.500% | 5/15/38 | 7,955 | 12,043 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 21,344 | 21,980 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 5,060 | 5,263 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,900 | 8,518 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 7,654 | 8,271 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 30,696 | 33,743 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 19,400 | 18,456 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 1,810 | 2,732 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 6,100 | 7,409 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 27,337 | 34,567 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 7,000 | 7,187 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 8,000 | 8,335 | ||
3 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 6,363 | 8,331 | |
Citigroup Inc. | 4.050% | 7/30/22 | 9,500 | 9,870 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 5,000 | 5,143 | ||
3 | Citigroup Inc. | 2.312% | 11/4/22 | 8,025 | 8,076 | |
Citigroup Inc. | 3.375% | 3/1/23 | 1,925 | 2,019 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 3.500% | 5/15/23 | 22,865 | 24,101 | ||
3 | Citigroup Inc. | 2.876% | 7/24/23 | 7,650 | 7,845 | |
Citigroup Inc. | 3.875% | 10/25/23 | 41,844 | 45,160 | ||
3 | Citigroup Inc. | 1.678% | 5/15/24 | 5,750 | 5,872 | |
3 | Citigroup Inc. | 4.044% | 6/1/24 | 4,900 | 5,221 | |
Citigroup Inc. | 3.750% | 6/16/24 | 2,400 | 2,611 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 5,525 | 6,019 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 17,000 | 17,040 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 20,019 | 21,971 | ||
3 | Citigroup Inc. | 3.352% | 4/24/25 | 2,000 | 2,133 | |
Citigroup Inc. | 3.300% | 4/27/25 | 1,950 | 2,120 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 15,000 | 15,037 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 49,525 | 55,326 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 4,400 | 5,127 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 13,478 | 14,896 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 37,650 | 42,886 | ||
3 | Citigroup Inc. | 3.106% | 4/8/26 | 47,000 | 50,282 | |
Citigroup Inc. | 3.400% | 5/1/26 | 10,250 | 11,204 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 41,250 | 44,693 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 32,850 | 37,114 | ||
Citigroup Inc. | 1.122% | 1/28/27 | 18,425 | 18,166 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 30,500 | 34,834 | ||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 35,125 | 39,084 | |
Citigroup Inc. | 6.625% | 1/15/28 | 25 | 32 | ||
3 | Citigroup Inc. | 3.668% | 7/24/28 | 58,950 | 65,108 | |
Citigroup Inc. | 4.125% | 7/25/28 | 600 | 677 | ||
3 | Citigroup Inc. | 3.520% | 10/27/28 | 30,050 | 32,908 | |
3 | Citigroup Inc. | 3.980% | 3/20/30 | 8,075 | 9,164 | |
3 | Citigroup Inc. | 2.976% | 11/5/30 | 38,100 | 40,414 | |
3 | Citigroup Inc. | 2.666% | 1/29/31 | 3,680 | 3,804 | |
3 | Citigroup Inc. | 4.412% | 3/31/31 | 78,850 | 92,183 | |
3 | Citigroup Inc. | 2.572% | 6/3/31 | 5,000 | 5,138 | |
Citigroup Inc. | 6.625% | 6/15/32 | 3,535 | 4,810 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 3,000 | 3,931 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 5,485 | 7,286 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 10,318 | 14,261 | ||
3 | Citigroup Inc. | 3.878% | 1/24/39 | 13,125 | 15,064 | |
Citigroup Inc. | 8.125% | 7/15/39 | 14,836 | 25,624 | ||
3 | Citigroup Inc. | 5.316% | 3/26/41 | 69,175 | 92,777 | |
Citigroup Inc. | 5.875% | 1/30/42 | 13,339 | 19,205 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 1,780 | 2,737 | ||
Citigroup Inc. | 4.950% | 11/7/43 | 8,250 | 9,883 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 8,700 | 11,673 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 8,275 | 10,664 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 4,658 | 5,925 | ||
3 | Citigroup Inc. | 4.281% | 4/24/48 | 2,125 | 2,642 | |
Citigroup Inc. | 4.650% | 7/23/48 | 9,785 | 12,817 | ||
3 | Citizens Bank NA | 3.250% | 2/14/22 | 12,000 | 12,190 | |
3 | Citizens Bank NA | 3.700% | 3/29/23 | 9,000 | 9,473 | |
3 | Citizens Bank NA | 3.750% | 2/18/26 | 11,241 | 12,460 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 950 | 1,013 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 11,045 | 11,339 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 7,000 | 7,583 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 2,000 | 2,243 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 6,700 | 6,702 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CME Group Inc. | 3.000% | 9/15/22 | 20,055 | 20,695 | ||
CME Group Inc. | 3.750% | 6/15/28 | 2,671 | 3,045 | ||
CME Group Inc. | 5.300% | 9/15/43 | 7,140 | 10,253 | ||
CME Group Inc. | 4.150% | 6/15/48 | 9,762 | 12,714 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 7,955 | 8,620 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 2,650 | 3,004 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 5,000 | 5,478 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 11,450 | 12,877 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 2,445 | 2,404 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 2,000 | 2,269 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 4,500 | 5,360 | ||
3 | Comerica Bank | 4.000% | 7/27/25 | 3,332 | 3,683 | |
Comerica Inc. | 3.700% | 7/31/23 | 19,887 | 21,151 | ||
Comerica Inc. | 3.800% | 7/22/26 | 850 | 942 | ||
Comerica Inc. | 4.000% | 2/1/29 | 300 | 345 | ||
3,7 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 2,600 | 2,645 | |
3,7 | Commonwealth Bank of Australia | 2.625% | 9/6/26 | 500 | 536 | |
Cooperatieve Rabobank UA | 3.875% | 2/8/22 | 19,821 | 20,262 | ||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 43,693 | 45,735 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 550 | 570 | ||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 18,410 | 20,121 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 26,450 | 26,347 | ||
3 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 12,076 | 13,192 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 9,175 | 10,229 | ||
3 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 11,935 | 13,123 | |
3 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 663 | 915 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 20,449 | 28,899 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 29,173 | 39,111 | ||
Credit Suisse AG | 1.000% | 5/5/23 | 42,944 | 43,382 | ||
Credit Suisse AG | 0.495% | 2/2/24 | 2,500 | 2,491 | ||
3 | Credit Suisse AG | 3.625% | 9/9/24 | 7,847 | 8,522 | |
Credit Suisse AG | 2.950% | 4/9/25 | 2,072 | 2,220 | ||
3,7 | Credit Suisse Group AG | 3.574% | 1/9/23 | 1,470 | 1,493 | |
Credit Suisse Group AG | 3.800% | 6/9/23 | 21,815 | 23,103 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 32,302 | 35,035 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 27,406 | 31,015 | ||
3,7 | Credit Suisse Group AG | 4.282% | 1/9/28 | 5,700 | 6,343 | |
3,7 | Credit Suisse Group AG | 4.194% | 4/1/31 | 23,143 | 26,008 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 13,580 | 17,137 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 1,450 | 1,508 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 4,791 | 6,946 | ||
3 | Deutsche Bank AG | 5.000% | 2/14/22 | 3,425 | 3,517 | |
3 | Deutsche Bank AG | 3.300% | 11/16/22 | 5,900 | 6,105 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 17,000 | 17,846 | ||
3 | Deutsche Bank AG | 3.700% | 5/30/24 | 4,700 | 5,041 | |
3 | Deutsche Bank AG | 2.222% | 9/18/24 | 9,295 | 9,544 | |
Deutsche Bank AG | 1.447% | 4/1/25 | 3,550 | 3,569 | ||
3 | Deutsche Bank AG | 3.961% | 11/26/25 | 15,000 | 16,232 | |
3 | Deutsche Bank AG | 4.100% | 1/13/26 | 7,825 | 8,580 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 10,000 | 10,088 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 10,500 | 10,662 | ||
3 | Deutsche Bank AG | 3.547% | 9/18/31 | 6,000 | 6,385 | |
3 | Discover Bank | 3.200% | 8/9/21 | 1,400 | 1,401 | |
3 | Discover Bank | 3.350% | 2/6/23 | 9,300 | 9,697 | |
3 | Discover Bank | 4.200% | 8/8/23 | 9,475 | 10,204 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Discover Bank | 2.450% | 9/12/24 | 11,400 | 11,927 | ||
3 | Discover Bank | 4.250% | 3/13/26 | 6,203 | 6,968 | |
3 | Discover Bank | 3.450% | 7/27/26 | 25,250 | 27,552 | |
3 | Discover Bank | 4.682% | 8/9/28 | 3,190 | 3,388 | |
3 | Discover Bank | 2.700% | 2/6/30 | 8,000 | 8,376 | |
Discover Financial Services | 5.200% | 4/27/22 | 1,050 | 1,091 | ||
Discover Financial Services | 3.850% | 11/21/22 | 5,630 | 5,899 | ||
Discover Financial Services | 3.950% | 11/6/24 | 15,810 | 17,260 | ||
Discover Financial Services | 3.750% | 3/4/25 | 12,486 | 13,625 | ||
Discover Financial Services | 4.500% | 1/30/26 | 18,350 | 20,769 | ||
Discover Financial Services | 4.100% | 2/9/27 | 15,300 | 17,145 | ||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,262 | 4,376 | ||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 5,250 | 5,816 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 3,630 | 4,211 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,875 | 3,044 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 2,600 | 2,834 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 7,960 | 9,140 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 1,559 | 1,649 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 1,860 | 2,394 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 21,650 | 24,821 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 25,180 | 32,121 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 3,225 | 4,067 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 11,000 | 11,740 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 6,000 | 6,902 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 10,000 | 11,440 | ||
3,7 | Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 5,000 | 5,220 | |
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 4,311 | 4,643 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 7,000 | 6,981 | ||
Fifth Third Bancorp | 3.500% | 3/15/22 | 7,725 | 7,881 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 7,050 | 7,646 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 13,138 | 14,081 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 3,825 | 4,008 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 2,208 | 2,335 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 9,400 | 10,827 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 13,786 | 22,997 | ||
3 | Fifth Third Bank NA | 1.800% | ��� 1/30/23 | 5,285 | 5,401 | |
3 | Fifth Third Bank NA | 3.950% | 7/28/25 | 14,197 | 15,914 | |
3 | Fifth Third Bank NA | 3.850% | 3/15/26 | 22,432 | 24,899 | |
3 | Fifth Third Bank NA | 2.250% | 2/1/27 | 3,400 | 3,566 | |
First American Financial Corp. | 4.600% | 11/15/24 | 4,650 | 5,146 | ||
First American Financial Corp. | 4.000% | 5/15/30 | 3,130 | 3,478 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 3,000 | 3,309 | ||
3 | First Republic Bank | 1.912% | 2/12/24 | 3,000 | 3,062 | |
3 | First Republic Bank | 4.375% | 8/1/46 | 1,725 | 2,112 | |
3 | First Republic Bank | 4.625% | 2/13/47 | 2,675 | 3,415 | |
3 | FirstMerit Bank NA | 4.270% | 11/25/26 | 3,375 | 3,811 | |
Franklin Resources Inc. | 2.800% | 9/15/22 | 6,875 | 7,075 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,000 | 3,212 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 6,000 | 5,765 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 4,375 | 4,718 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,800 | 4,042 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 10,767 | 11,136 | ||
FS KKR Capital Corp. | 2.625% | 1/15/27 | 5,000 | 4,950 | ||
GATX Corp. | 3.250% | 3/30/25 | 2,300 | 2,462 | ||
GATX Corp. | 3.250% | 9/15/26 | 2,800 | 3,023 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
GATX Corp. | 3.850% | 3/30/27 | 4,000 | 4,419 | ||
GATX Corp. | 3.500% | 3/15/28 | 7,000 | 7,689 | ||
GATX Corp. | 4.550% | 11/7/28 | 2,585 | 3,018 | ||
GATX Corp. | 4.700% | 4/1/29 | 4,000 | 4,688 | ||
GATX Corp. | 4.000% | 6/30/30 | 13,315 | 15,025 | ||
GATX Corp. | 1.900% | 6/1/31 | 6,599 | 6,281 | ||
GATX Corp. | 5.200% | 3/15/44 | 325 | 417 | ||
GATX Corp. | 4.500% | 3/30/45 | 2,175 | 2,537 | ||
GATX Corp. | 3.100% | 6/1/51 | 6,000 | 5,735 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 17,350 | 18,864 | ||
GE Capital Funding LLC | 4.050% | 5/15/27 | 6,000 | 6,791 | ||
GE Capital Funding LLC | 4.400% | 5/15/30 | 46,155 | 53,799 | ||
5 | GE Capital Funding LLC | 4.550% | 5/15/32 | 8,130 | 9,700 | |
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 3,544 | 3,866 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 113,139 | 135,888 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 5,450 | 5,736 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 4,620 | 4,910 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 19,825 | 20,884 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 6,500 | 7,453 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 11,060 | 12,745 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 20,743 | 22,157 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 8,205 | 8,543 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 12,635 | 14,541 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 3,200 | 3,744 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 4,450 | 4,396 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 165 | 176 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 4,801 | 4,958 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 9,435 | 13,209 | ||
3 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 46,102 | 46,461 | |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 12,304 | 12,911 | ||
3 | Goldman Sachs Group Inc. | 0.481% | 1/27/23 | 51,925 | 51,927 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 31,470 | 32,824 | ||
3 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 23,844 | 24,441 | |
3 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 9,250 | 9,255 | |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 33,000 | 35,371 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 29,950 | 32,532 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 26,000 | 26,047 | ||
3 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 7,878 | 8,520 | |
3 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 20,000 | 19,964 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 19,600 | 21,189 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,330 | 1,442 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 9,456 | 10,347 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 4,388 | 4,909 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 41,600 | 46,022 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 53,115 | 57,748 | ||
3 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 20,000 | 19,694 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 3,845 | 4,686 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 41,026 | 45,245 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 34,500 | 34,399 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 20,000 | 19,939 | ||
3 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 34,575 | 38,185 | |
3 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 41,494 | 46,400 | |
3 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 53,875 | 61,507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 4,000 | 4,148 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 37,960 | 42,709 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 26,275 | 25,515 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 37,000 | 37,840 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 8,400 | 11,908 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 44,524 | 64,838 | ||
3 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 40,082 | 46,997 | |
3 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 31,354 | 38,186 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 14,791 | 21,907 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 24,440 | 25,574 | ||
3 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 33,720 | 44,013 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 30,892 | 41,199 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 3,700 | 4,832 | ||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 6,290 | 6,569 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 3,120 | 3,538 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 7,610 | 7,646 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 10,106 | 10,647 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 120 | 164 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 6,380 | 9,096 | ||
Hartford Financial Services Group Inc. | 6.625% | 4/15/42 | 1,793 | 2,545 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 490 | 582 | ||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 5,070 | 6,228 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 12,000 | 13,194 | ||
3 | HSBC Bank USA NA | 5.875% | 11/1/34 | 500 | 656 | |
3 | HSBC Bank USA NA | 7.000% | 1/15/39 | 7,726 | 12,012 | |
3 | HSBC Holdings plc | 3.262% | 3/13/23 | 32,815 | 33,477 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 15,300 | 16,199 | ||
3 | HSBC Holdings plc | 3.033% | 11/22/23 | 4,000 | 4,143 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 10,600 | 11,487 | ||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 49,700 | 52,779 | |
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 13,625 | 14,651 | |
HSBC Holdings plc | 0.976% | 5/24/25 | 20,000 | 19,989 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 7,500 | 8,297 | ||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 13,475 | 14,144 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 34,435 | 38,872 | ||
3 | HSBC Holdings plc | 1.645% | 4/18/26 | 30,000 | 30,401 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 68,300 | 75,913 | ||
3 | HSBC Holdings plc | 2.099% | 6/4/26 | 28,327 | 29,137 | |
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 41,045 | 45,681 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 23,330 | 26,327 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 25,000 | 25,033 | ||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 12,700 | 14,086 | |
3 | HSBC Holdings plc | 2.013% | 9/22/28 | 31,992 | 32,099 | |
3 | HSBC Holdings plc | 4.583% | 6/19/29 | 48,192 | 55,703 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 36,705 | 44,298 | ||
3 | HSBC Holdings plc | 3.973% | 5/22/30 | 13,815 | 15,455 | |
3 | HSBC Holdings plc | 2.848% | 6/4/31 | 35,100 | 36,424 | |
3 | HSBC Holdings plc | 2.357% | 8/18/31 | 16,500 | 16,509 | |
3 | HSBC Holdings plc | 7.625% | 5/17/32 | 575 | 808 | |
HSBC Holdings plc | 2.804% | 5/24/32 | 27,900 | 28,639 | ||
3 | HSBC Holdings plc | 7.350% | 11/27/32 | 600 | 829 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 18,965 | 26,126 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 27,201 | 37,888 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 5,908 | 8,501 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 5,325 | 7,748 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HSBC Holdings plc | 5.250% | 3/14/44 | 30,738 | 39,862 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 11,475 | 12,430 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 4,500 | 4,753 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 16,518 | 18,335 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,935 | 2,017 | ||
3 | Huntington National Bank | 3.125% | 4/1/22 | 4,500 | 4,588 | |
3 | Huntington National Bank | 2.500% | 8/7/22 | 10,000 | 10,225 | |
Huntington National Bank | 1.800% | 2/3/23 | 10,675 | 10,899 | ||
3 | Huntington National Bank | 3.550% | 10/6/23 | 5,700 | 6,076 | |
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 6,250 | 6,431 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 9,212 | 10,201 | ||
ING Groep NV | 4.100% | 10/2/23 | 21,000 | 22,633 | ||
ING Groep NV | 3.550% | 4/9/24 | 7,200 | 7,752 | ||
ING Groep NV | 3.950% | 3/29/27 | 10,500 | 11,790 | ||
ING Groep NV | 1.726% | 4/1/27 | 12,822 | 12,935 | ||
ING Groep NV | 4.550% | 10/2/28 | 4,000 | 4,695 | ||
ING Groep NV | 4.050% | 4/9/29 | 10,160 | 11,602 | ||
ING Groep NV | 2.727% | 4/1/32 | 3,000 | 3,090 | ||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 5,375 | 5,492 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 9,975 | 10,745 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 13,115 | 14,527 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 7,100 | 7,727 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,375 | 4,925 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 15,740 | 15,650 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 14,400 | 13,669 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 13,000 | 12,458 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,115 | 1,318 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 19,875 | 19,566 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 19,000 | 18,314 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 8,212 | 8,685 | ||
3,7 | Intesa Sanpaolo SpA | 4.700% | 9/23/49 | 2,000 | 2,351 | |
Invesco Finance plc | 3.125% | 11/30/22 | 16,300 | 16,909 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 14,250 | 15,448 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 10 | 11 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 7,125 | 9,343 | ||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 2,689 | 3,041 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 7,200 | 7,742 | ||
Jefferies Group LLC | 5.125% | 1/20/23 | 2,400 | 2,566 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 11,425 | 13,289 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,235 | 1,539 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 13,010 | 14,624 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 4,000 | 4,021 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,055 | 4,087 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 4,305 | 5,965 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 24,350 | 25,224 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 18,995 | 19,265 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 8,799 | 9,191 | ||
3 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 14,900 | 15,214 | |
3 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 15,450 | 15,747 | |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 6,000 | 6,316 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 15,475 | 16,085 | ||
JPMorgan Chase & Co. | 0.697% | 3/16/24 | 10,395 | 10,428 | ||
3 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 63,292 | 66,742 | |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 6,066 | 6,575 | ||
3 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 24,450 | 24,912 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 34,537 | 36,771 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 43,814 | 47,765 | ||
3 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 30,550 | 32,973 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 28,191 | 30,252 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 17,785 | 17,674 | ||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 50,010 | 53,118 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 34,700 | 34,625 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 25,000 | 25,029 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 25,341 | 28,024 | ||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 10,900 | 11,343 | |
3 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 30,000 | 30,976 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 37,704 | 41,233 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 36,100 | 39,311 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 61,625 | 66,399 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 875 | 1,142 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 47,130 | 46,544 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 28,750 | 32,537 | ||
3 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 6,929 | 7,715 | |
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 5,000 | 5,027 | ||
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 2,500 | 3,375 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 11,592 | 13,218 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 9,750 | 10,711 | ||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 39,075 | 43,364 | |
3 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 17,490 | 19,206 | |
3 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 24,300 | 24,870 | |
3 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 68,991 | 76,011 | |
3 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 43,930 | 49,758 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 25,000 | 25,193 | ||
3 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 23,425 | 26,898 | |
3 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 19,500 | 22,793 | |
3 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 21,864 | 24,453 | |
3 | JPMorgan Chase & Co. | 8.750% | 9/1/30 | 240 | 360 | |
3 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 6,000 | 6,291 | |
3 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 90,587 | 107,363 | |
3 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 22,000 | 22,610 | |
3 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 30,000 | 31,530 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 15,945 | 15,314 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 26,000 | 25,283 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 31,315 | 32,173 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 12,465 | 18,347 | ||
3 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 37,770 | 43,494 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 25,084 | 34,358 | ||
3 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 31,775 | 32,926 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 500 | 701 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 14,800 | 14,100 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 3,575 | 4,914 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 24,595 | 25,609 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 26,010 | 36,732 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 3,500 | 4,589 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 14,600 | 19,335 | ||
3 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 24,500 | 29,798 | |
3 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,000 | 4,712 | |
3 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 55,200 | 64,679 | |
3 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 11,870 | 13,793 | |
3 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 39,000 | 40,429 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 37,900 | 40,448 | ||
Kemper Corp. | 4.350% | 2/15/25 | 1,500 | 1,644 | ||
Kemper Corp. | 2.400% | 9/30/30 | 5,000 | 4,998 | ||
3 | KeyBank NA | 2.300% | 9/14/22 | 9,550 | 9,774 | |
3 | KeyBank NA | 3.375% | 3/7/23 | 4,000 | 4,200 | |
3 | KeyBank NA | 0.423% | 1/3/24 | 8,000 | 8,000 | |
3 | KeyBank NA | 3.300% | 6/1/25 | 5,283 | 5,773 | |
3 | KeyBank NA | 3.400% | 5/20/26 | 2,895 | 3,157 | |
3 | KeyBank NA | 6.950% | 2/1/28 | 500 | 633 | |
3 | KeyCorp | 4.150% | 10/29/25 | 6,750 | 7,612 | |
3 | KeyCorp | 4.100% | 4/30/28 | 18,000 | 20,777 | |
3 | KeyCorp | 2.550% | 10/1/29 | 6,400 | 6,703 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 109 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 5,075 | 5,531 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 9,350 | 10,806 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 4,501 | 5,242 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 5,486 | 7,675 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 3,200 | 3,436 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 225 | 244 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 9,925 | 10,987 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 9,750 | 10,919 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 9,625 | 10,264 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 4,217 | 4,641 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 4,150 | 5,825 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 1,070 | 1,643 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 4,100 | 4,899 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 2,267 | 2,732 | ||
3 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 43,585 | 44,320 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 34,800 | 37,300 | ||
3 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 18,670 | 19,253 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 28,500 | 30,876 | ||
Lloyds Banking Group plc | 0.695% | 5/11/24 | 8,000 | 8,021 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 7,067 | 7,927 | ||
3 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 14,000 | 15,171 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 24,433 | 27,455 | ||
3 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 19,785 | 20,651 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 25,864 | 29,257 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,750 | 10,760 | ||
Lloyds Banking Group plc | 1.627% | 5/11/27 | 10,000 | 10,014 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 20,510 | 23,554 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 4,150 | 4,836 | ||
3 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 21,225 | 23,184 | |
Lloyds Banking Group plc | 5.300% | 12/1/45 | 11,574 | 15,245 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 5,525 | 6,476 | ||
Loews Corp. | 2.625% | 5/15/23 | 9,675 | 10,023 | ||
Loews Corp. | 3.200% | 5/15/30 | 6,500 | 7,053 | ||
Loews Corp. | 6.000% | 2/1/35 | 7,025 | 9,563 | ||
Loews Corp. | 4.125% | 5/15/43 | 4,315 | 5,117 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 4,500 | 4,781 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 3,000 | 3,081 | ||
3 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 7,425 | 7,943 | |
3 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 7,000 | 7,720 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 8,850 | 9,996 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 6,000 | 6,336 | ||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 13,925 | 15,363 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Manulife Financial Corp. | 5.375% | 3/4/46 | 8,075 | 11,335 | ||
Markel Corp. | 4.900% | 7/1/22 | 4,665 | 4,859 | ||
Markel Corp. | 3.500% | 11/1/27 | 6,175 | 6,788 | ||
Markel Corp. | 3.350% | 9/17/29 | 2,555 | 2,810 | ||
Markel Corp. | 5.000% | 4/5/46 | 4,650 | 5,976 | ||
Markel Corp. | 4.300% | 11/1/47 | 2,200 | 2,588 | ||
Markel Corp. | 5.000% | 5/20/49 | 5,941 | 7,701 | ||
Markel Corp. | 4.150% | 9/17/50 | 620 | 716 | ||
Markel Corp. | 3.450% | 5/7/52 | 7,400 | 7,631 | ||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 8,212 | 8,573 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 17,595 | 19,088 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 5,600 | 6,024 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 4,225 | 4,593 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 5,150 | 5,724 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 18,390 | 21,571 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 13,910 | 14,094 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 4,025 | 5,449 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 13,400 | 17,198 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 3,225 | 4,041 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 1,350 | 1,670 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 16,924 | 23,125 | ||
Mastercard Inc. | 2.000% | 11/21/21 | 5,230 | 5,257 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 13,395 | 14,444 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 20,794 | 21,735 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 7,850 | 8,563 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 17,500 | 19,350 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 3,720 | 4,184 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 10,575 | 11,558 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 14,000 | ��15,760 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 3,575 | 3,612 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 5,700 | 6,794 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 5,110 | 6,219 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 3,030 | 3,527 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 18,706 | 22,658 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 7,000 | 7,338 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 3,265 | 3,686 | ||
MetLife Inc. | 3.048% | 12/15/22 | 8,950 | 9,248 | ||
3 | MetLife Inc. | 4.368% | 9/15/23 | 3,275 | 3,549 | |
MetLife Inc. | 3.600% | 4/10/24 | 15,943 | 17,244 | ||
MetLife Inc. | 3.000% | 3/1/25 | 8,475 | 9,108 | ||
MetLife Inc. | 3.600% | 11/13/25 | 7,891 | 8,719 | ||
MetLife Inc. | 4.550% | 3/23/30 | 22,524 | 27,049 | ||
MetLife Inc. | 6.375% | 6/15/34 | 3,445 | 4,930 | ||
3 | MetLife Inc. | 6.400% | 12/15/36 | 16,231 | 20,804 | |
3 | MetLife Inc. | 10.750% | 8/1/39 | 500 | 849 | |
MetLife Inc. | 5.875% | 2/6/41 | 12,142 | 17,518 | ||
MetLife Inc. | 4.125% | 8/13/42 | 10,475 | 12,522 | ||
MetLife Inc. | 4.875% | 11/13/43 | 10,919 | 14,395 | ||
MetLife Inc. | 4.721% | 12/15/44 | 9,535 | 12,391 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,835 | 2,203 | ||
3,7 | Metropolitan Life Global Funding I | 3.450% | 12/18/26 | 1,080 | 1,197 | |
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 11,625 | 11,832 | ||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 22,750 | 23,209 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 27,575 | 28,236 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 6,800 | 6,970 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 12,780 | 13,425 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 20,000 | 21,354 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,000 | 3,131 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 28,300 | 30,314 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 14,800 | 15,667 | ||
3 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 15,000 | 15,072 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 16,045 | 16,700 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 11,160 | 12,253 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 505 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 652 | 729 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 4,500 | 4,787 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 8,619 | 9,628 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 42,480 | 46,766 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 18,650 | 21,192 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 4,870 | 5,598 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 10,000 | 11,257 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 29,225 | 31,619 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 13,855 | 14,398 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 13,200 | 13,169 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 9,100 | 11,057 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 750 | 898 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 16,450 | 18,730 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 3,175 | 3,341 | ||
3 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 17,775 | 18,198 | |
3 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 200 | 201 | |
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 4,506 | 4,826 | |
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 17,775 | 18,761 | |
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 4,275 | 4,474 | |
3 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 5,586 | 5,779 | |
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 20,000 | 19,701 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 14,250 | 16,253 | ||
3 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 5,600 | 6,453 | |
3 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 17,200 | 18,531 | |
3 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 5,000 | 5,141 | |
3 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 21,902 | 21,414 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 20,000 | 19,875 | ||
Morgan Stanley | 4.875% | 11/1/22 | 16,525 | 17,483 | ||
3 | Morgan Stanley | 3.125% | 1/23/23 | 25,025 | 26,095 | |
3 | Morgan Stanley | 4.100% | 5/22/23 | 30,425 | 32,376 | |
3 | Morgan Stanley | 0.560% | 11/10/23 | 29,750 | 29,783 | |
3 | Morgan Stanley | 0.529% | 1/25/24 | 54,711 | 54,693 | |
Morgan Stanley | 0.731% | 4/5/24 | 18,075 | 18,114 | ||
3 | Morgan Stanley | 3.737% | 4/24/24 | 8,446 | 8,931 | |
3 | Morgan Stanley | 3.875% | 4/29/24 | 26,540 | 28,854 | |
3 | Morgan Stanley | 3.700% | 10/23/24 | 26,815 | 29,238 | |
Morgan Stanley | 0.790% | 5/30/25 | 10,000 | 9,961 | ||
3 | Morgan Stanley | 2.720% | 7/22/25 | 1,700 | 1,790 | |
3 | Morgan Stanley | 4.000% | 7/23/25 | 51,975 | 57,871 | |
Morgan Stanley | 5.000% | 11/24/25 | 50,940 | 58,754 | ||
3 | Morgan Stanley | 3.875% | 1/27/26 | 45,564 | 50,929 | |
3 | Morgan Stanley | 2.188% | 4/28/26 | 9,400 | 9,764 | |
3 | Morgan Stanley | 3.125% | 7/27/26 | 52,700 | 57,052 | |
3 | Morgan Stanley | 6.250% | 8/9/26 | 9,650 | 11,935 | |
3 | Morgan Stanley | 4.350% | 9/8/26 | 40,070 | 45,410 | |
Morgan Stanley | 0.985% | 12/10/26 | 12,225 | 12,044 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Morgan Stanley | 3.625% | 1/20/27 | 27,278 | 30,273 | ||
Morgan Stanley | 3.950% | 4/23/27 | 8,255 | 9,222 | ||
Morgan Stanley | 1.593% | 5/4/27 | 22,265 | 22,418 | ||
3 | Morgan Stanley | 3.591% | 7/22/28 | 44,833 | 49,675 | |
3 | Morgan Stanley | 3.772% | 1/24/29 | 2,725 | 3,060 | |
3 | Morgan Stanley | 4.431% | 1/23/30 | 11,000 | 12,899 | |
3 | Morgan Stanley | 2.699% | 1/22/31 | 14,555 | 15,246 | |
3 | Morgan Stanley | 3.622% | 4/1/31 | 131,400 | 146,765 | |
3 | Morgan Stanley | 1.794% | 2/13/32 | 40,000 | 38,477 | |
Morgan Stanley | 7.250% | 4/1/32 | 7,000 | 10,186 | ||
3 | Morgan Stanley | 1.928% | 4/28/32 | 13,850 | 13,470 | |
3 | Morgan Stanley | 3.971% | 7/22/38 | 4,600 | 5,397 | |
Morgan Stanley | 3.217% | 4/22/42 | 18,000 | 19,046 | ||
Morgan Stanley | 6.375% | 7/24/42 | 29,625 | 45,415 | ||
Morgan Stanley | 4.300% | 1/27/45 | 33,144 | 41,107 | ||
Morgan Stanley | 4.375% | 1/22/47 | 225 | 282 | ||
3 | Morgan Stanley | 5.597% | 3/24/51 | 33,386 | 49,724 | |
3 | Morgan Stanley | 2.802% | 1/25/52 | 20,000 | 19,644 | |
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 3,700 | 3,945 | ||
3 | MUFG Union Bank NA | 2.100% | 12/9/22 | 19,290 | 19,743 | |
3 | Munich Re America Corp. | 7.450% | 12/15/26 | 1,200 | 1,571 | |
Nasdaq Inc. | 4.250% | 6/1/24 | 4,325 | 4,731 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 4,350 | 4,845 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 6,450 | 6,091 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 9,500 | 8,823 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 3,288 | 3,299 | ||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 6,000 | 6,071 | ||
National Australia Bank Ltd. | 1.875% | 12/13/22 | 4,816 | 4,925 | ||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 3,200 | 3,331 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 3,350 | 3,689 | ||
3 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 12,175 | 12,947 | |
3 | National Bank of Canada | 2.100% | 2/1/23 | 13,165 | 13,507 | |
3 | National Bank of Canada | 0.550% | 11/15/24 | 7,000 | 6,969 | |
3,7 | Nationwide Building Society | 3.900% | 7/21/25 | 2,000 | 2,216 | |
3 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 750 | 927 | |
Natwest Group plc | 3.875% | 9/12/23 | 32,180 | 34,376 | ||
Natwest Group plc | 6.000% | 12/19/23 | 4,530 | 5,079 | ||
Natwest Group plc | 5.125% | 5/28/24 | 10,893 | 12,096 | ||
3 | Natwest Group plc | 4.519% | 6/25/24 | 22,000 | 23,618 | |
3 | Natwest Group plc | 4.269% | 3/22/25 | 16,500 | 17,904 | |
Natwest Group plc | 4.800% | 4/5/26 | 1,700 | 1,946 | ||
3 | Natwest Group plc | 3.073% | 5/22/28 | 27,871 | 29,405 | |
3 | Natwest Group plc | 4.892% | 5/18/29 | 15,800 | 18,507 | |
3 | Natwest Group plc | 3.754% | 11/1/29 | 2,825 | 3,006 | |
3 | Natwest Group plc | 5.076% | 1/27/30 | 30,500 | 36,163 | |
3 | Natwest Group plc | 4.445% | 5/8/30 | 2,155 | 2,470 | |
3 | Natwest Group plc | 3.032% | 11/28/35 | 5,000 | 5,002 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 400 | 420 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 13,300 | 13,581 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 22,365 | 23,471 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 5,480 | 5,607 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 8,750 | 9,875 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 3,425 | 3,877 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 4,200 | 4,621 | ||
3 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,950 | 5,380 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,000 | 2,097 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 4,900 | 4,906 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 5,266 | 5,883 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,560 | 5,099 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 9,000 | 9,560 | ||
ORIX Corp. | 2.900% | 7/18/22 | 2,950 | 3,026 | ||
ORIX Corp. | 3.250% | 12/4/24 | 2,000 | 2,155 | ||
ORIX Corp. | 3.700% | 7/18/27 | 8,150 | 9,102 | ||
ORIX Corp. | 2.250% | 3/9/31 | 9,000 | 9,073 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 1,000 | 1,093 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 4,725 | 5,038 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 10,347 | 10,953 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 6,816 | 7,361 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 8,000 | 8,343 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 9,900 | 9,929 | ||
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 3,000 | 2,962 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,600 | 5,116 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 2,000 | 2,088 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 11,200 | 11,470 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 5,000 | 5,090 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 8,104 | 8,542 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 5,575 | 5,725 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 10,300 | 11,047 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 16,109 | 17,395 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 6,750 | 6,995 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 13,000 | 14,140 | ||
People's United Bank NA | 4.000% | 7/15/24 | 3,000 | 3,210 | ||
People's United Financial Inc. | 3.650% | 12/6/22 | 5,695 | 5,895 | ||
3 | PNC Bank NA | 2.550% | 12/9/21 | 17,100 | 17,240 | |
3 | PNC Bank NA | 2.625% | 2/17/22 | 20,800 | 21,075 | |
3 | PNC Bank NA | 2.450% | 7/28/22 | 925 | 945 | |
3 | PNC Bank NA | 2.700% | 11/1/22 | 16,088 | 16,568 | |
3 | PNC Bank NA | 2.028% | 12/9/22 | 6,440 | 6,486 | |
3 | PNC Bank NA | 2.950% | 1/30/23 | 4,500 | 4,666 | |
3 | PNC Bank NA | 3.300% | 10/30/24 | 3,850 | 4,178 | |
3 | PNC Bank NA | 2.950% | 2/23/25 | 5,750 | 6,170 | |
3 | PNC Bank NA | 3.250% | 6/1/25 | 14,133 | 15,370 | |
3 | PNC Bank NA | 4.200% | 11/1/25 | 9,374 | 10,618 | |
3 | PNC Bank NA | 3.100% | 10/25/27 | 275 | 301 | |
3 | PNC Bank NA | 3.250% | 1/22/28 | 10,775 | 11,896 | |
3 | PNC Bank NA | 4.050% | 7/26/28 | 13,750 | 15,899 | |
3 | PNC Bank NA | 2.700% | 10/22/29 | 3,500 | 3,708 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 5,300 | 5,479 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 17,328 | 18,603 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 21,223 | 23,062 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 10,000 | 10,658 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 19,075 | 20,873 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 13,400 | 14,996 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 16,955 | 17,852 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 12,800 | 13,102 | ||
Primerica Inc. | 4.750% | 7/15/22 | 1,900 | 1,980 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 9,000 | 9,758 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 18,485 | 20,002 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,000 | 3,371 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 6,000 | 5,992 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 425 | 598 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 3,000 | 3,728 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 4,960 | 5,972 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 3,219 | 3,894 | ||
Progressive Corp. | 6.625% | 3/1/29 | 2,150 | 2,840 | ||
Progressive Corp. | 3.200% | 3/26/30 | 7,617 | 8,379 | ||
Progressive Corp. | 4.350% | 4/25/44 | 3,219 | 4,011 | ||
Progressive Corp. | 4.125% | 4/15/47 | 10,509 | 12,886 | ||
Progressive Corp. | 4.200% | 3/15/48 | 4,196 | 5,226 | ||
Progressive Corp. | 3.950% | 3/26/50 | 12,359 | 14,938 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 98 | 104 | ||
Prospect Capital Corp. | 3.706% | 1/22/26 | 10,000 | 10,275 | ||
3 | Prudential Financial Inc. | 3.500% | 5/15/24 | 1,175 | 1,272 | |
3 | Prudential Financial Inc. | 3.878% | 3/27/28 | 6,200 | 7,103 | |
3 | Prudential Financial Inc. | 2.100% | 3/10/30 | 2,000 | 2,037 | |
3 | Prudential Financial Inc. | 5.750% | 7/15/33 | 2,630 | 3,476 | |
3 | Prudential Financial Inc. | 5.700% | 12/14/36 | 4,720 | 6,498 | |
3 | Prudential Financial Inc. | 6.625% | 12/1/37 | 3,250 | 4,781 | |
3 | Prudential Financial Inc. | 3.000% | 3/10/40 | 10,830 | 11,102 | |
3 | Prudential Financial Inc. | 6.625% | 6/21/40 | 8,020 | 12,120 | |
3 | Prudential Financial Inc. | 6.200% | 11/15/40 | 1,065 | 1,465 | |
3 | Prudential Financial Inc. | 5.875% | 9/15/42 | 10,936 | 11,545 | |
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 15,725 | 16,927 | |
3 | Prudential Financial Inc. | 5.100% | 8/15/43 | 2,775 | 3,338 | |
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 7,875 | 8,490 | |
3 | Prudential Financial Inc. | 4.600% | 5/15/44 | 15,600 | 19,895 | |
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,850 | 5,367 | |
3 | Prudential Financial Inc. | 4.500% | 9/15/47 | 1,500 | 1,628 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 22,333 | 25,945 | ||
3 | Prudential Financial Inc. | 4.418% | 3/27/48 | 250 | 312 | |
3 | Prudential Financial Inc. | 5.700% | 9/15/48 | 3,000 | 3,513 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 14,404 | 16,903 | ||
3 | Prudential Financial Inc. | 3.700% | 10/1/50 | 7,000 | 7,318 | |
3 | Prudential Financial Inc. | 3.700% | 3/13/51 | 2,700 | 3,078 | |
Prudential plc | 3.125% | 4/14/30 | 13,340 | 14,369 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 19,795 | 23,685 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 11,055 | 14,297 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 13,000 | 14,284 | ||
3 | Regions Bank | 6.450% | 6/26/37 | 1,514 | 2,143 | |
Regions Financial Corp. | 3.800% | 8/14/23 | 7,000 | 7,465 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 8,100 | 8,439 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 7,000 | 10,658 | ||
3 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 1,500 | 1,630 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 1,500 | 1,670 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 8,350 | 9,356 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 4,300 | 4,595 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 2,500 | 2,722 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 3,525 | 3,850 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,020 | 1,124 | ||
3 | Royal Bank of Canada | 2.750% | 2/1/22 | 13,000 | 13,193 | |
3 | Royal Bank of Canada | 2.800% | 4/29/22 | 24,000 | 24,508 | |
3 | Royal Bank of Canada | 1.950% | 1/17/23 | 7,745 | 7,937 | |
3 | Royal Bank of Canada | 1.600% | 4/17/23 | 17,392 | 17,772 | |
3 | Royal Bank of Canada | 3.700% | 10/5/23 | 8,800 | 9,438 | |
3 | Royal Bank of Canada | 0.425% | 1/19/24 | 11,625 | 11,590 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Royal Bank of Canada | 2.550% | 7/16/24 | 7,800 | 8,230 | |
3 | Royal Bank of Canada | 2.250% | 11/1/24 | 35,000 | 36,679 | |
3 | Royal Bank of Canada | 1.150% | 6/10/25 | 18,645 | 18,748 | |
3 | Royal Bank of Canada | 0.875% | 1/20/26 | 12,800 | 12,631 | |
3 | Royal Bank of Canada | 4.650% | 1/27/26 | 6,400 | 7,334 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 10,000 | 9,989 | ||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 11,400 | 11,864 | ||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 5,000 | 5,351 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 18,500 | 20,527 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 24,818 | 26,516 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 37,150 | 41,679 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 7,000 | 7,112 | ||
3 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 7,300 | 7,598 | |
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 25,370 | 25,467 | ||
3 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 10,000 | 10,019 | |
3 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 4,000 | 4,396 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 8,000 | 8,251 | ||
Santander UK plc | 2.100% | 1/13/23 | 12,696 | 13,026 | ||
Santander UK plc | 4.000% | 3/13/24 | 14,850 | 16,180 | ||
Santander UK plc | 2.875% | 6/18/24 | 3,997 | 4,245 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 2,735 | 3,427 | ||
3 | Signature Bank | 4.000% | 10/15/30 | 2,000 | 2,117 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 2,800 | 2,978 | ||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 12,500 | 12,716 | ||
3,7 | Societe Generale SA | 3.000% | 1/22/30 | 2,000 | 2,079 | |
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 5,375 | 5,644 | ||
3,7 | Standard Chartered plc | 4.644% | 4/1/31 | 2,000 | 2,339 | |
State Street Corp. | 3.100% | 5/15/23 | 19,007 | 19,966 | ||
State Street Corp. | 3.700% | 11/20/23 | 373 | 402 | ||
3 | State Street Corp. | 3.776% | 12/3/24 | 5,800 | 6,250 | |
State Street Corp. | 3.300% | 12/16/24 | 5,000 | 5,449 | ||
State Street Corp. | 3.550% | 8/18/25 | 24,325 | 26,961 | ||
3 | State Street Corp. | 2.354% | 11/1/25 | 15,115 | 15,898 | |
State Street Corp. | 2.901% | 3/30/26 | 2,000 | 2,132 | ||
State Street Corp. | 2.650% | 5/19/26 | 14,355 | 15,373 | ||
3 | State Street Corp. | 4.141% | 12/3/29 | 2,250 | 2,636 | |
State Street Corp. | 2.400% | 1/24/30 | 16,130 | 16,831 | ||
State Street Corp. | 2.200% | 3/3/31 | 5,000 | 5,042 | ||
3 | State Street Corp. | 3.031% | 11/1/34 | 4,850 | 5,153 | |
Stifel Financial Corp. | 4.250% | 7/18/24 | 9,738 | 10,685 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 1,725 | 1,777 | ||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 550 | 572 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 5,350 | 5,730 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 5,875 | 6,360 | ||
3 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 9,400 | 10,126 | |
3 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 2,609 | 2,870 | |
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 8,950 | 9,010 | ||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 22,063 | 22,623 | ||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 8,000 | 8,245 | ||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 7,300 | 7,607 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 10,000 | 10,668 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 7,262 | 7,834 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 10,000 | 9,963 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 41,428 | 43,788 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 33,700 | 35,363 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 4,715 | 4,928 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 9,577 | 9,459 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 20,330 | 22,628 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 17,900 | 19,012 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 16,425 | 17,727 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 2,000 | 2,201 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 5,350 | 5,849 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,400 | 15,938 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 8,775 | 9,970 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 3,575 | 4,148 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 25,415 | 27,245 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 14,400 | 15,333 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 13,600 | 14,279 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 7,955 | 8,365 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 19,585 | 19,690 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 5,000 | 4,860 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 5,000 | 4,683 | ||
SVB Financial Group | 3.500% | 1/29/25 | 3,611 | 3,908 | ||
SVB Financial Group | 2.100% | 5/15/28 | 2,820 | 2,860 | ||
SVB Financial Group | 3.125% | 6/5/30 | 3,000 | 3,202 | ||
SVB Financial Group | 1.800% | 2/2/31 | 7,700 | 7,366 | ||
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 2,175 | 2,719 | ||
Synchrony Financial | 2.850% | 7/25/22 | 1,900 | 1,945 | ||
Synchrony Financial | 4.375% | 3/19/24 | 1,625 | 1,770 | ||
Synchrony Financial | 4.250% | 8/15/24 | 2,350 | 2,568 | ||
Synchrony Financial | 4.500% | 7/23/25 | 18,295 | 20,487 | ||
Synchrony Financial | 3.700% | 8/4/26 | 4,325 | 4,728 | ||
Synchrony Financial | 3.950% | 12/1/27 | 7,065 | 7,862 | ||
Synchrony Financial | 5.150% | 3/19/29 | 10,630 | 12,598 | ||
3 | Synovus Bank | 2.289% | 2/10/23 | 1,750 | 1,764 | |
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,775 | 2,854 | ||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 10,775 | 10,947 | ||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 6,231 | 6,814 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 13,850 | 15,204 | ||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 2,590 | 2,786 | ||
3 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 10,700 | 10,941 | |
3 | Toronto-Dominion Bank | 0.250% | 1/6/23 | 12,550 | 12,539 | |
3 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 27,545 | 27,743 | |
3 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 7,036 | 7,483 | |
Toronto-Dominion Bank | 0.550% | 3/4/24 | 15,000 | 14,988 | ||
3 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 19,900 | 21,314 | |
3 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 7,500 | 7,940 | |
3 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 12,000 | 12,089 | |
3 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 8,000 | 7,924 | |
3 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 8,350 | 8,237 | |
3 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 6,400 | 7,082 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,125 | 6,383 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,125 | 1,698 | ||
3 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 8,380 | 12,338 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 5,390 | 7,529 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 2,068 | 2,718 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,250 | 1,560 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 15,070 | 17,650 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 14,952 | 18,143 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,680 | 2,075 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 7,280 | 7,015 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 7,000 | 7,389 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 535 | 759 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 6,788 | 7,652 | ||
3 | Truist Bank | 2.450% | 8/1/22 | 8,583 | 8,769 | |
3 | Truist Bank | 3.502% | 8/2/22 | 4,400 | 4,412 | |
3 | Truist Bank | 3.000% | 2/2/23 | 6,675 | 6,944 | |
3 | Truist Bank | 2.750% | 5/1/23 | 2,150 | 2,241 | |
3 | Truist Bank | 3.200% | 4/1/24 | 49,615 | 53,083 | |
3 | Truist Bank | 3.689% | 8/2/24 | 8,900 | 9,494 | |
3 | Truist Bank | 2.150% | 12/6/24 | 10,310 | 10,783 | |
3 | Truist Bank | 1.500% | 3/10/25 | 400 | 409 | |
3 | Truist Bank | 3.625% | 9/16/25 | 9,909 | 10,906 | |
3 | Truist Bank | 4.050% | 11/3/25 | 14,588 | 16,395 | |
3 | Truist Bank | 3.300% | 5/15/26 | 8,024 | 8,798 | |
3 | Truist Bank | 3.800% | 10/30/26 | 3,450 | 3,861 | |
3 | Truist Bank | 2.636% | 9/17/29 | 250 | 262 | |
3 | Truist Bank | 2.250% | 3/11/30 | 16,444 | 16,678 | |
3 | Truist Financial Corp. | 2.750% | 4/1/22 | 7,000 | 7,118 | |
3 | Truist Financial Corp. | 3.750% | 12/6/23 | 4,100 | 4,409 | |
3 | Truist Financial Corp. | 2.500% | 8/1/24 | 12,525 | 13,206 | |
3 | Truist Financial Corp. | 2.850% | 10/26/24 | 19,544 | 20,906 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 9,092 | 10,099 | ||
3 | Truist Financial Corp. | 3.700% | 6/5/25 | 15,098 | 16,636 | |
3 | Truist Financial Corp. | 1.200% | 8/5/25 | 6,451 | 6,508 | |
3 | Truist Financial Corp. | 1.267% | 3/2/27 | 9,270 | 9,262 | |
3 | Truist Financial Corp. | 1.125% | 8/3/27 | 19,085 | 18,630 | |
3 | Truist Financial Corp. | 3.875% | 3/19/29 | 6,609 | 7,525 | |
3 | Truist Financial Corp. | 1.887% | 6/7/29 | 2,425 | 2,438 | |
3 | Truist Financial Corp. | 1.950% | 6/5/30 | 6,643 | 6,652 | |
3,7 | UBS Group AG | 3.126% | 8/13/30 | 3,955 | 4,239 | |
Unum Group | 4.000% | 3/15/24 | 3,300 | 3,564 | ||
Unum Group | 4.000% | 6/15/29 | 2,000 | 2,248 | ||
Unum Group | 5.750% | 8/15/42 | 6,143 | 7,666 | ||
Unum Group | 4.500% | 12/15/49 | 4,839 | 5,179 | ||
Unum Group | 4.125% | 6/15/51 | 7,000 | 7,064 | ||
3 | US Bancorp | 3.000% | 3/15/22 | 4,225 | 4,298 | |
3 | US Bancorp | 2.950% | 7/15/22 | 11,225 | 11,515 | |
3 | US Bancorp | 3.700% | 1/30/24 | 13,050 | 14,063 | |
US Bancorp | 3.375% | 2/5/24 | 11,500 | 12,306 | ||
US Bancorp | 2.400% | 7/30/24 | 13,750 | 14,476 | ||
3 | US Bancorp | 3.600% | 9/11/24 | 2,490 | 2,712 | |
US Bancorp | 1.450% | 5/12/25 | 8,400 | 8,587 | ||
3 | US Bancorp | 3.950% | 11/17/25 | 17,746 | 19,950 | |
3 | US Bancorp | 3.100% | 4/27/26 | 4,450 | 4,845 | |
3 | US Bancorp | 2.375% | 7/22/26 | 17,025 | 18,001 | |
3 | US Bancorp | 3.150% | 4/27/27 | 11,275 | 12,349 | |
3 | US Bancorp | 3.900% | 4/26/28 | 4,475 | 5,151 | |
3 | US Bancorp | 3.000% | 7/30/29 | 9,425 | 10,198 | |
3 | US Bancorp | 1.375% | 7/22/30 | 8,575 | 8,238 | |
3 | US Bank NA | 3.450% | 11/16/21 | 3,700 | 3,735 | |
US Bank NA | 1.950% | 1/9/23 | 10,950 | 11,216 | ||
3 | US Bank NA | 2.850% | 1/23/23 | 4,625 | 4,800 | |
3 | US Bank NA | 3.400% | 7/24/23 | 7,825 | �� 8,297 | |
3 | US Bank NA | 2.050% | 1/21/25 | 8,000 | 8,350 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | US Bank NA | 2.800% | 1/27/25 | 23,016 | 24,593 | |
Visa Inc. | 2.150% | 9/15/22 | 8,000 | 8,167 | ||
Visa Inc. | 2.800% | 12/14/22 | 16,775 | 17,323 | ||
Visa Inc. | 3.150% | 12/14/25 | 49,932 | 54,630 | ||
Visa Inc. | 1.900% | 4/15/27 | 10,925 | 11,288 | ||
Visa Inc. | 0.750% | 8/15/27 | 7,500 | 7,285 | ||
Visa Inc. | 2.750% | 9/15/27 | 10,550 | 11,408 | ||
Visa Inc. | 2.050% | 4/15/30 | 19,205 | 19,755 | ||
Visa Inc. | 1.100% | 2/15/31 | 8,200 | 7,755 | ||
Visa Inc. | 4.150% | 12/14/35 | 18,730 | 23,025 | ||
Visa Inc. | 2.700% | 4/15/40 | 11,951 | 12,362 | ||
Visa Inc. | 4.300% | 12/14/45 | 34,660 | 44,568 | ||
Visa Inc. | 3.650% | 9/15/47 | 6,950 | 8,186 | ||
Visa Inc. | 2.000% | 8/15/50 | 16,869 | 14,910 | ||
Voya Financial Inc. | 3.125% | 7/15/24 | 11,284 | 12,018 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 3,050 | 3,380 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 4,550 | 6,253 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 1,935 | 2,450 | ||
3 | Voya Financial Inc. | 4.700% | 1/23/48 | 12,000 | 12,631 | |
W R Berkley Corp. | 6.250% | 2/15/37 | 150 | 197 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 3,280 | 4,117 | ||
W R Berkley Corp. | 4.000% | 5/12/50 | 4,000 | 4,580 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 5,000 | 5,315 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,150 | 1,394 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 500 | 746 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 5,725 | 7,404 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 250 | 344 | ||
3 | Wells Fargo & Co. | 3.450% | 2/13/23 | 23,387 | 24,512 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 26,812 | 28,818 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 6,800 | 7,444 | ||
3 | Wells Fargo & Co. | 3.750% | 1/24/24 | 24,710 | 26,576 | |
3 | Wells Fargo & Co. | 1.654% | 6/2/24 | 52,875 | 54,013 | |
3 | Wells Fargo & Co. | 3.000% | 2/19/25 | 12,000 | 12,843 | |
3 | Wells Fargo & Co. | 3.550% | 9/29/25 | 12,672 | 13,934 | |
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 56,150 | 58,747 | |
3 | Wells Fargo & Co. | 2.164% | 2/11/26 | 40,526 | 42,047 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 54,060 | 58,142 | ||
3 | Wells Fargo & Co. | 2.188% | 4/30/26 | 10,000 | 10,382 | |
3 | Wells Fargo & Co. | 4.100% | 6/3/26 | 27,600 | 30,997 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 35,748 | 38,545 | ||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 20,000 | 21,604 | |
3 | Wells Fargo & Co. | 4.300% | 7/22/27 | 2,625 | 2,991 | |
3 | Wells Fargo & Co. | 3.584% | 5/22/28 | 879 | 968 | |
3 | Wells Fargo & Co. | 2.393% | 6/2/28 | 18,480 | 19,162 | |
3 | Wells Fargo & Co. | 4.150% | 1/24/29 | 2,705 | 3,113 | |
3 | Wells Fargo & Co. | 2.879% | 10/30/30 | 9,511 | 10,074 | |
3 | Wells Fargo & Co. | 2.572% | 2/11/31 | 8,855 | 9,166 | |
3 | Wells Fargo & Co. | 4.478% | 4/4/31 | 108,605 | 128,417 | |
3 | Wells Fargo & Co. | 5.950% | 12/15/36 | 2,025 | 2,746 | |
3 | Wells Fargo & Co. | 3.068% | 4/30/41 | 65,950 | 67,628 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 31,354 | 41,984 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 17,195 | 23,518 | ||
3 | Wells Fargo & Co. | 4.650% | 11/4/44 | 32,218 | 39,700 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 13,742 | 16,099 | ||
3 | Wells Fargo & Co. | 4.900% | 11/17/45 | 20,371 | 26,075 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Wells Fargo & Co. | 4.400% | 6/14/46 | 7,400 | 8,936 | |
3 | Wells Fargo & Co. | 4.750% | 12/7/46 | 17,941 | 22,675 | |
3 | Wells Fargo & Co. | 5.013% | 4/4/51 | 69,163 | 94,748 | |
3 | Wells Fargo Bank NA | 3.550% | 8/14/23 | 24,875 | 26,469 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 3,700 | 5,073 | ||
3 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 11,275 | 15,478 | |
3 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 10,645 | 15,711 | |
Western Union Co. | 2.850% | 1/10/25 | 5,025 | 5,320 | ||
Western Union Co. | 1.350% | 3/15/26 | 6,000 | 5,966 | ||
Western Union Co. | 2.750% | 3/15/31 | 4,000 | 4,000 | ||
Western Union Co. | 6.200% | 11/17/36 | 5,140 | 6,500 | ||
Western Union Co. | 6.200% | 6/21/40 | 1,430 | 1,811 | ||
Westpac Banking Corp. | 2.750% | 1/11/23 | 9,900 | 10,267 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 9,500 | 9,744 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 7,400 | 7,852 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 2,250 | 2,412 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 6,208 | 6,525 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 38,397 | 41,429 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 6,550 | 7,025 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 11,900 | 13,161 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 150 | 168 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 9,250 | 9,912 | ||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 31,225 | 32,392 | |
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 21,460 | 23,860 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 9,021 | 9,901 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 20,000 | 19,692 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 125 | 148 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 23,750 | 23,318 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 5,910 | 6,356 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 5,800 | 6,712 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 4,753 | 4,999 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 4,093 | 5,365 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 7,925 | 8,965 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 2,150 | 2,411 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 4,850 | 6,670 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 4,350 | 5,927 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 3,090 | 3,239 | ||
19,722,760 | ||||||
Health Care (3.2%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 19,185 | 20,449 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 13,868 | 14,899 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 12,146 | 13,554 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 15,486 | 17,517 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 6,500 | 6,371 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 4,000 | 3,869 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 22,460 | 28,926 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 3,830 | 5,643 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 450 | 659 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 1,951 | 2,707 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 4,425 | 5,859 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 42,572 | 58,098 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 31,214 | 32,086 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 36,362 | 37,569 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 26,491 | 27,354 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 26,825 | 27,535 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AbbVie Inc. | 2.800% | 3/15/23 | 650 | 672 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 13,825 | 14,394 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 13,300 | 14,272 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 17,975 | 19,490 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 31,465 | 33,191 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 33,973 | 37,154 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 34,698 | 37,879 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 17,230 | 18,675 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 32,215 | 34,632 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 5,945 | 6,894 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 70,593 | 76,618 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 15,987 | 19,376 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 30,825 | 37,235 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 16,275 | 19,307 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 56,357 | 65,422 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 7,810 | 9,654 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 20,693 | 25,150 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 18,816 | 23,913 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 9,083 | 11,382 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 40,293 | 50,272 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 25,578 | 30,982 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 5,041 | 6,536 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 68,604 | 82,255 | ||
Adventist Health System | 2.952% | 3/1/29 | 4,420 | 4,659 | ||
Adventist Health System | 3.630% | 3/1/49 | 4,745 | 5,187 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,300 | 2,604 | ||
3 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 775 | 785 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 4,050 | 5,107 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 3,275 | 3,614 | ||
3 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 3,100 | 3,197 | |
Aetna Inc. | 2.750% | 11/15/22 | 10,160 | 10,435 | ||
Aetna Inc. | 2.800% | 6/15/23 | 14,700 | 15,300 | ||
Aetna Inc. | 3.500% | 11/15/24 | 6,500 | 7,032 | ||
Aetna Inc. | 6.625% | 6/15/36 | 5,400 | 7,868 | ||
Aetna Inc. | 6.750% | 12/15/37 | 5,000 | 7,385 | ||
Aetna Inc. | 4.500% | 5/15/42 | 4,325 | 5,178 | ||
Aetna Inc. | 4.125% | 11/15/42 | 8,525 | 9,769 | ||
Aetna Inc. | 4.750% | 3/15/44 | 3,520 | 4,363 | ||
Aetna Inc. | 3.875% | 8/15/47 | 19,727 | 22,160 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 3,975 | 4,218 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 6,700 | 7,234 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 1,000 | 1,049 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 3,175 | 3,143 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 10,000 | 10,007 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 3,300 | 4,520 | ||
3 | AHS Hospital Corp. | 2.780% | 7/1/51 | 5,000 | 4,920 | |
3 | Allina Health System | 3.887% | 4/15/49 | 3,750 | 4,338 | |
AmerisourceBergen Corp. | 0.737% | 3/15/23 | 4,000 | 4,008 | ||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 17,375 | 18,572 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 5,725 | 6,148 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 6,525 | 7,120 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 7,250 | 7,561 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 10,700 | 10,988 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 7,132 | 8,255 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 7,675 | 8,953 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amgen Inc. | 2.250% | 8/19/23 | 7,100 | 7,352 | ||
Amgen Inc. | 3.625% | 5/22/24 | 17,688 | 19,044 | ||
Amgen Inc. | 1.900% | 2/21/25 | 4,125 | 4,267 | ||
Amgen Inc. | 3.125% | 5/1/25 | 3,100 | 3,335 | ||
Amgen Inc. | 2.600% | 8/19/26 | 21,425 | 22,745 | ||
Amgen Inc. | 2.200% | 2/21/27 | 16,307 | 16,934 | ||
Amgen Inc. | 3.200% | 11/2/27 | 4,430 | 4,834 | ||
Amgen Inc. | 2.450% | 2/21/30 | 10,955 | 11,293 | ||
Amgen Inc. | 2.300% | 2/25/31 | 19,172 | 19,416 | ||
Amgen Inc. | 3.150% | 2/21/40 | 24,544 | 25,526 | ||
Amgen Inc. | 4.950% | 10/1/41 | 10,860 | 14,045 | ||
Amgen Inc. | 5.150% | 11/15/41 | 3,478 | 4,569 | ||
Amgen Inc. | 4.400% | 5/1/45 | 28,705 | 34,809 | ||
Amgen Inc. | 4.563% | 6/15/48 | 11,167 | 14,040 | ||
Amgen Inc. | 3.375% | 2/21/50 | 26,625 | 28,057 | ||
Amgen Inc. | 4.663% | 6/15/51 | 45,193 | 58,366 | ||
Amgen Inc. | 2.770% | 9/1/53 | 10,693 | 10,163 | ||
Anthem Inc. | 2.950% | 12/1/22 | 6,500 | 6,721 | ||
Anthem Inc. | 3.300% | 1/15/23 | 11,621 | 12,125 | ||
Anthem Inc. | 3.500% | 8/15/24 | 15,182 | 16,346 | ||
Anthem Inc. | 3.350% | 12/1/24 | 8,272 | 8,923 | ||
Anthem Inc. | 2.375% | 1/15/25 | 6,000 | 6,282 | ||
Anthem Inc. | 3.650% | 12/1/27 | 31,571 | 35,322 | ||
Anthem Inc. | 4.101% | 3/1/28 | 13,000 | 14,876 | ||
Anthem Inc. | 2.875% | 9/15/29 | 6,955 | 7,400 | ||
Anthem Inc. | 2.250% | 5/15/30 | 24,531 | 24,744 | ||
Anthem Inc. | 2.550% | 3/15/31 | 8,500 | 8,768 | ||
Anthem Inc. | 5.950% | 12/15/34 | 1 | 1 | ||
Anthem Inc. | 5.850% | 1/15/36 | 1,200 | 1,621 | ||
Anthem Inc. | 6.375% | 6/15/37 | 5,865 | 8,299 | ||
Anthem Inc. | 4.625% | 5/15/42 | 9,815 | 12,214 | ||
Anthem Inc. | 4.650% | 1/15/43 | 10,195 | 12,724 | ||
Anthem Inc. | 5.100% | 1/15/44 | 10,855 | 14,292 | ||
Anthem Inc. | 4.650% | 8/15/44 | 9,592 | 12,013 | ||
Anthem Inc. | 4.375% | 12/1/47 | 14,777 | 18,027 | ||
Anthem Inc. | 4.550% | 3/1/48 | 5,240 | 6,568 | ||
Anthem Inc. | 3.125% | 5/15/50 | 17,675 | 18,080 | ||
Anthem Inc. | 3.600% | 3/15/51 | 10,500 | 11,539 | ||
Anthem Inc. | 4.850% | 8/15/54 | 2,720 | 3,461 | ||
3 | Ascension Health | 2.532% | 11/15/29 | 12,426 | 13,106 | |
3 | Ascension Health | 3.106% | 11/15/39 | 9,450 | 10,101 | |
Ascension Health | 3.945% | 11/15/46 | 8,010 | 9,774 | ||
3 | Ascension Health | 4.847% | 11/15/53 | 6,500 | 9,131 | |
Astrazeneca Finance LLC | 0.700% | 5/28/24 | 13,110 | 13,095 | ||
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 5,000 | 4,983 | ||
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 8,000 | 7,996 | ||
Astrazeneca Finance LLC | 2.250% | 5/28/31 | 15,000 | 15,209 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 10,125 | 10,097 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 12,260 | 13,022 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 21,737 | 23,804 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 13,105 | 12,768 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 5,400 | 6,207 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 16,361 | 15,503 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 24,447 | 36,440 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 11,275 | 13,452 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AstraZeneca plc | 4.375% | 11/16/45 | 10,900 | 13,560 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 4,800 | 6,054 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 5,700 | 4,975 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 17,090 | 17,570 | ||
Banner Health | 2.338% | 1/1/30 | 5,000 | 5,114 | ||
Banner Health | 1.897% | 1/1/31 | 1,000 | 985 | ||
3 | Banner Health | 3.181% | 1/1/50 | 2,900 | 3,075 | |
Banner Health | 2.913% | 1/1/51 | 3,150 | 3,189 | ||
3 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 5,250 | 5,670 | |
Baxalta Inc. | 3.600% | 6/23/22 | 3,605 | 3,695 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 8,678 | 9,592 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 4,188 | 5,600 | ||
Baxter International Inc. | 1.700% | 8/15/21 | 3,675 | 3,677 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 2,025 | 2,154 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 6,025 | 6,935 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 9,375 | 9,126 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 5,725 | 6,387 | ||
3 | BayCare Health System Inc. | 3.831% | 11/15/50 | 1,500 | 1,821 | |
3 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 3,310 | 3,244 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 4,355 | 5,365 | ||
3 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 10,475 | 10,508 | |
Becton Dickinson & Co. | 3.300% | 3/1/23 | 3,000 | 3,117 | ||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 1,231 | 1,322 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 16,062 | 17,208 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 13,479 | 14,681 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 20,860 | 23,187 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 13,840 | 14,495 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 10,000 | 9,757 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 940 | 1,111 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 9,915 | 12,364 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 13,895 | 17,316 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 5,000 | 5,581 | ||
Biogen Inc. | 3.625% | 9/15/22 | 11,316 | 11,750 | ||
Biogen Inc. | 4.050% | 9/15/25 | 24,320 | 27,079 | ||
Biogen Inc. | 2.250% | 5/1/30 | 24,575 | 24,640 | ||
Biogen Inc. | 3.150% | 5/1/50 | 10,909 | 10,727 | ||
3,7 | Biogen Inc. | 3.250% | 2/15/51 | 18,464 | 18,471 | |
3 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,443 | 3,789 | |
3 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 2,725 | 2,706 | |
3 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 3,250 | 3,369 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 8,370 | 8,938 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 5,075 | 5,604 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 5,700 | 5,881 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 26,753 | 29,702 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 15,115 | 17,201 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 9,425 | 9,744 | ||
Boston Scientific Corp. | 7.000% | 11/15/35 | 5,295 | 7,483 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 8,175 | 9,984 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,150 | 1,820 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 16,045 | 20,537 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 7,950 | 8,100 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 5,000 | 5,161 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 14,987 | 15,522 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 9,365 | 9,707 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 4,250 | 4,524 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 12,964 | 12,972 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 51,635 | 55,063 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 43,749 | 48,683 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 8,500 | 8,424 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 52,602 | 57,747 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 6,810 | 6,699 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 15,341 | 17,107 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 21,583 | 24,694 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 40,212 | 45,045 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 7,000 | 6,767 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 20,175 | 24,392 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 7,200 | 6,930 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 10,865 | 11,692 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 6,014 | 7,853 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 12,948 | 17,718 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 13,950 | 17,684 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 20,598 | 26,885 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 43,580 | 55,043 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 13,500 | 12,929 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 5,862 | 5,980 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 4,450 | 4,648 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 4,312 | 4,575 | ||
Cardinal Health Inc. | 3.500% | 11/15/24 | 4,000 | 4,310 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 1,975 | 2,172 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 4,520 | 4,938 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 4,150 | 4,829 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 3,275 | 3,748 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 4,080 | 4,905 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 4,950 | 5,585 | ||
3 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 5,900 | 6,032 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 4,150 | 3,855 | ||
3 | Children's Hospital | 2.928% | 7/15/50 | 4,575 | 4,507 | |
3 | Children's Hospital Corp. | 4.115% | 1/1/47 | 1,575 | 1,993 | |
3 | Children's Hospital Corp. | 2.585% | 2/1/50 | 2,000 | 1,900 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 1,050 | 1,320 | ||
3 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 4,125 | 4,081 | |
3 | CHRISTUS Health | 4.341% | 7/1/28 | 5,100 | 5,864 | |
3 | Cigna Corp. | 3.050% | 11/30/22 | 5,500 | 5,693 | |
3 | Cigna Corp. | 3.000% | 7/15/23 | 14,000 | 14,657 | |
Cigna Corp. | 3.750% | 7/15/23 | 8,438 | 8,984 | ||
3 | Cigna Corp. | 3.500% | 6/15/24 | 6,330 | 6,792 | |
3 | Cigna Corp. | 3.250% | 4/15/25 | 21,352 | 23,013 | |
Cigna Corp. | 4.125% | 11/15/25 | 2,510 | 2,813 | ||
3 | Cigna Corp. | 4.500% | 2/25/26 | 19,300 | 21,974 | |
Cigna Corp. | 1.250% | 3/15/26 | 7,500 | 7,523 | ||
3 | Cigna Corp. | 3.400% | 3/1/27 | 22,690 | 24,898 | |
3 | Cigna Corp. | 7.875% | 5/15/27 | 362 | 480 | |
Cigna Corp. | 4.375% | 10/15/28 | 24,071 | 28,017 | ||
Cigna Corp. | 2.400% | 3/15/30 | 32,670 | 33,357 | ||
Cigna Corp. | 2.375% | 3/15/31 | 11,750 | 11,914 | ||
Cigna Corp. | 4.800% | 8/15/38 | 26,555 | 33,075 | ||
Cigna Corp. | 3.200% | 3/15/40 | 10,600 | 11,003 | ||
3 | Cigna Corp. | 6.125% | 11/15/41 | 4,034 | 5,761 | |
3 | Cigna Corp. | 5.375% | 2/15/42 | 550 | 694 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Cigna Corp. | 4.800% | 7/15/46 | 13,715 | 17,361 | |
3 | Cigna Corp. | 3.875% | 10/15/47 | 8,154 | 9,117 | |
Cigna Corp. | 4.900% | 12/15/48 | 19,015 | 24,577 | ||
Cigna Corp. | 3.400% | 3/15/50 | 29,105 | 30,275 | ||
Cigna Corp. | 3.400% | 3/15/51 | 22,250 | 23,273 | ||
3 | City of Hope | 5.623% | 11/15/43 | 2,000 | 2,820 | |
3 | City of Hope | 4.378% | 8/15/48 | 7,375 | 9,186 | |
CommonSpirit Health | 2.950% | 11/1/22 | 3,225 | 3,329 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 5,000 | 5,263 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 3,285 | 3,314 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 7,925 | 8,588 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 3,375 | 3,512 | ||
3 | CommonSpirit Health | 4.350% | 11/1/42 | 9,635 | 11,260 | |
CommonSpirit Health | 3.817% | 10/1/49 | 6,270 | 7,000 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 10,300 | 11,829 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 4,615 | 5,097 | ||
3 | Community Health Network Inc. | 3.099% | 5/1/50 | 8,000 | 7,962 | |
3 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 5,210 | 5,647 | |
CVS Health Corp. | 3.500% | 7/20/22 | 12,345 | 12,690 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 10,490 | 10,782 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 9,000 | 9,442 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 35,063 | 36,914 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 16,365 | 17,593 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 39,564 | 43,684 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 18,860 | 20,261 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 7,000 | 7,549 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 6,100 | 6,749 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 27,339 | 26,839 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 77,095 | 88,567 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 34,630 | 37,659 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 18,347 | 20,568 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 26,925 | 25,912 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 10,000 | 9,707 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 8,475 | 10,333 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 60,600 | 74,540 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 4,950 | 6,906 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 18,475 | 21,417 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 11,350 | 11,006 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 11,043 | 14,603 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 28,835 | 37,426 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 96,730 | 125,794 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,900 | 2,258 | ||
Danaher Corp. | 3.350% | 9/15/25 | 4,300 | 4,704 | ||
Danaher Corp. | 4.375% | 9/15/45 | 5,975 | 7,469 | ||
Danaher Corp. | 2.600% | 10/1/50 | 7,850 | 7,497 | ||
3 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 3,100 | 3,651 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 6,500 | 6,956 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 11,115 | 11,372 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 9,727 | 10,157 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 12,000 | 12,565 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 9,480 | 10,169 | ||
Dignity Health | 3.125% | 11/1/22 | 950 | 982 | ||
Dignity Health | 3.812% | 11/1/24 | 5,150 | 5,630 | ||
Dignity Health | 4.500% | 11/1/42 | 6,000 | 7,215 | ||
Dignity Health | 5.267% | 11/1/64 | 1,075 | 1,486 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Duke University Health System Inc. | 3.920% | 6/1/47 | 4,800 | 5,760 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 4,750 | 5,509 | ||
Eli Lilly & Co. | 2.350% | 5/15/22 | 6,533 | 6,655 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 3,158 | 3,376 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 11,775 | 13,215 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 29,628 | 35,965 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 16,237 | 14,713 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 5,525 | 7,007 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 9,700 | 8,878 | ||
3 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 2,000 | 2,285 | |
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,635 | 8,882 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 17,775 | 18,490 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 8,000 | 8,006 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 6,216 | 6,680 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 3,809 | 4,127 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 24,046 | 26,521 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 15,100 | 16,251 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 4,500 | 4,386 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 6,000 | 5,802 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 9,394 | 11,491 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 6,425 | 7,443 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 4,000 | 3,853 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 8,810 | 12,124 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 18,011 | 22,804 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 10,825 | 13,219 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 28,034 | 35,547 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 23,979 | 28,217 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 15,150 | 14,554 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 4,956 | 5,161 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 11,925 | 12,590 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 21,892 | 24,153 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 24,150 | 27,673 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 3,400 | 4,583 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 24,939 | 37,340 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 4,250 | 5,289 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 7,750 | 7,762 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 5,500 | 5,866 | ||
3 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 4,900 | 4,793 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 4,000 | 4,918 | ||
3 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 5,125 | 5,066 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 2,100 | 2,752 | ||
3 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 3,205 | 3,367 | |
HCA Inc. | 4.750% | 5/1/23 | 11,816 | 12,666 | ||
HCA Inc. | 5.000% | 3/15/24 | 18,690 | 20,658 | ||
HCA Inc. | 5.250% | 4/15/25 | 18,743 | 21,464 | ||
HCA Inc. | 5.250% | 6/15/26 | 22,577 | 26,116 | ||
HCA Inc. | 4.500% | 2/15/27 | 3,975 | 4,494 | ||
HCA Inc. | 4.125% | 6/15/29 | 21,024 | 23,708 | ||
HCA Inc. | 2.375% | 7/15/31 | 10,000 | 9,897 | ||
HCA Inc. | 5.125% | 6/15/39 | 11,085 | 13,841 | ||
HCA Inc. | 5.500% | 6/15/47 | 30,650 | 39,914 | ||
HCA Inc. | 5.250% | 6/15/49 | 6,500 | 8,296 | ||
HCA Inc. | 3.500% | 7/15/51 | 19,670 | 19,675 | ||
Humana Inc. | 3.150% | 12/1/22 | 4,825 | 4,975 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Humana Inc. | 3.850% | 10/1/24 | 21,575 | 23,425 | ||
Humana Inc. | 4.500% | 4/1/25 | 4,105 | 4,598 | ||
Humana Inc. | 3.950% | 3/15/27 | 10,450 | 11,714 | ||
Humana Inc. | 3.125% | 8/15/29 | 4,600 | 4,953 | ||
Humana Inc. | 4.875% | 4/1/30 | 6,150 | 7,422 | ||
Humana Inc. | 4.625% | 12/1/42 | 4,730 | 5,813 | ||
Humana Inc. | 4.950% | 10/1/44 | 9,205 | 11,891 | ||
Humana Inc. | 4.800% | 3/15/47 | 120 | 152 | ||
Humana Inc. | 3.950% | 8/15/49 | 981 | 1,125 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 3,500 | 4,355 | ||
Illumina Inc. | 0.550% | 3/23/23 | 1,800 | 1,803 | ||
Illumina Inc. | 2.550% | 3/23/31 | 5,000 | 5,073 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 5,950 | 7,151 | ||
3,5 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 3,350 | 3,366 | |
3 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 6,000 | 6,756 | |
3 | Iowa Health System | 3.665% | 2/15/50 | 5,000 | 5,565 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 3,925 | 4,646 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 5,969 | 6,127 | ||
Johnson & Johnson | 6.730% | 11/15/23 | 1,203 | 1,385 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 6,875 | 7,384 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 12,418 | 13,221 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 10,325 | 10,222 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 37,425 | 39,859 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 8,550 | 9,347 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 6,475 | 6,360 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 12,537 | 13,714 | ||
Johnson & Johnson | 6.950% | 9/1/29 | �� 2,650 | 3,717 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 12,790 | 12,408 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 6,100 | 8,048 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 13,079 | 16,373 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 8,500 | 9,882 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 18,356 | 21,400 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 5,039 | 7,375 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 8,000 | 9,068 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 3,797 | 5,541 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 14,435 | 13,702 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 5,000 | 6,469 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 825 | 1,102 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 11,620 | 15,118 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 19,372 | 23,005 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 7,150 | 8,595 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 6,699 | 7,773 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 7,982 | 7,451 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 5,950 | 5,610 | ||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 1,835 | 1,877 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 4,900 | 5,366 | ||
3 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 7,000 | 7,152 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 5,300 | 7,133 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 12,400 | 15,445 | ||
3 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 9,150 | 9,940 | |
3 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 7,000 | 7,221 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 4,600 | 7,006 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 12,775 | 16,989 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,550 | 2,724 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 10,265 | 10,988 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 5,625 | 5,890 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 15,186 | 16,430 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 2,400 | 2,400 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 5,275 | 5,838 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 5,775 | 6,082 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 5,000 | 5,088 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 8,760 | 10,523 | ||
3 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 1,000 | 1,163 | |
3 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 3,275 | 3,456 | |
3 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 2,550 | 3,149 | |
3 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 10,400 | 11,438 | |
3 | Mayo Clinic | 3.774% | 11/15/43 | 5,150 | 6,042 | |
3 | Mayo Clinic | 4.000% | 11/15/47 | 1,875 | 2,326 | |
3 | Mayo Clinic | 4.128% | 11/15/52 | 1,150 | 1,447 | |
3 | Mayo Clinic | 3.196% | 11/15/61 | 6,000 | 6,460 | |
McKesson Corp. | 2.700% | 12/15/22 | 11,300 | 11,601 | ||
McKesson Corp. | 2.850% | 3/15/23 | 1,500 | 1,549 | ||
McKesson Corp. | 3.796% | 3/15/24 | 364 | 392 | ||
McKesson Corp. | 0.900% | 12/3/25 | 14,700 | 14,490 | ||
McKesson Corp. | 3.950% | 2/16/28 | 5,350 | 6,071 | ||
McKesson Corp. | 4.750% | 5/30/29 | 7,275 | 8,649 | ||
McKesson Corp. | 6.000% | 3/1/41 | 375 | 502 | ||
McKesson Corp. | 4.883% | 3/15/44 | 1,679 | 2,099 | ||
3 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 3,583 | 4,461 | |
3 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,000 | 4,440 | |
Medtronic Inc. | 3.500% | 3/15/25 | 9,651 | 10,593 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 37,819 | 47,069 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 13,242 | 17,370 | ||
Memorial Health Services | 3.447% | 11/1/49 | 5,000 | 5,403 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 700 | 953 | ||
3 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,000 | 2,045 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 12,605 | 15,927 | ||
3 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,700 | 2,169 | |
Merck & Co. Inc. | 2.350% | 2/10/22 | 11,034 | 11,177 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,820 | 11,043 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 15,925 | 16,658 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,750 | 7,171 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 23,921 | 25,487 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 14,970 | 14,855 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 15,470 | 17,338 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 7,282 | 7,094 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 5,650 | 8,326 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 14,469 | 17,127 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 16,054 | 15,544 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 8,670 | 9,950 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 14,489 | 17,883 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 27,584 | 31,897 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 6,248 | 7,641 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 11,075 | 10,440 | ||
3 | Mercy Health | 4.302% | 7/1/28 | 1,750 | 2,057 | |
3 | Methodist Hospital | 2.705% | 12/1/50 | 4,600 | 4,458 | |
3 | MidMichigan Health | 3.409% | 6/1/50 | 2,875 | 3,087 | |
3 | Montefiore Obligated Group | 5.246% | 11/1/48 | 6,800 | 8,215 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Montefiore Obligated Group | 4.287% | 9/1/50 | 60 | 64 | ||
3 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 2,650 | 2,961 | |
3 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 5,100 | 5,610 | |
3 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 6,200 | 6,404 | |
MultiCare Health System | 2.803% | 8/15/50 | 2,250 | 2,220 | ||
3,7 | Mylan Inc. | 3.125% | 1/15/23 | 325 | 337 | |
Mylan Inc. | 4.200% | 11/29/23 | 8,205 | 8,802 | ||
Mylan Inc. | 4.550% | 4/15/28 | 3,538 | 4,060 | ||
Mylan Inc. | 5.400% | 11/29/43 | 4,970 | 6,179 | ||
Mylan Inc. | 5.200% | ��� 4/15/48 | 5,775 | 7,091 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 1,225 | 1,153 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 4,390 | 5,416 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,575 | 5,712 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 1,925 | 1,790 | ||
3 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 5,685 | 6,706 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 7,270 | 8,249 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 8,325 | 9,846 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 4,195 | 4,666 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 7,000 | 7,134 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 11,000 | 11,552 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 8,425 | 8,936 | ||
Novartis Capital Corp. | 2.400% | 9/21/22 | 5,794 | 5,943 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 15,653 | 16,884 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 4,685 | 4,836 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 15,077 | 16,357 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 5,000 | 5,199 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 10,875 | 11,897 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 18,485 | 19,116 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 5,175 | 6,036 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 15,218 | 19,502 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 14,011 | 17,109 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 10,815 | 10,907 | ||
3 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 3,210 | 2,990 | |
3 | NYU Langone Hospitals | 5.750% | 7/1/43 | 3,100 | 4,383 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 3,425 | 4,395 | ||
3 | NYU Langone Hospitals | 4.368% | 7/1/47 | 4,775 | 5,683 | |
3 | NYU Langone Hospitals | 3.380% | 7/1/55 | 7,245 | 7,647 | |
Ochsner Clinic Foundation | 5.897% | 5/15/45 | 275 | 391 | ||
3 | OhioHealth Corp. | 3.042% | 11/15/50 | 3,025 | 3,150 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 2,200 | 2,664 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 2,750 | 2,938 | ||
3 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 1,830 | 1,846 | |
3 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 3,300 | 4,406 | |
3 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 5,400 | 5,607 | |
PerkinElmer Inc. | 3.300% | 9/15/29 | 16,350 | 17,691 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 6,000 | 6,158 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 3,500 | 3,797 | ||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 7,600 | 8,171 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 6,980 | 7,686 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 3,750 | 3,832 | ||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,011 | 3,170 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 5,760 | 6,056 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 6,225 | 6,590 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pfizer Inc. | 2.950% | 3/15/24 | 8,000 | 8,510 | ||
Pfizer Inc. | 3.400% | 5/15/24 | �� 650 | 704 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 4,700 | 4,713 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 26,608 | 28,789 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 13,225 | 14,520 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 8,025 | 9,089 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 20,537 | 23,104 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 11,105 | 11,842 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 16,843 | 16,753 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 10,550 | 12,748 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 9,275 | 11,278 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 6,505 | 7,753 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 19,540 | 32,005 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 8,500 | 8,526 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 1,700 | 2,450 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 8,010 | 10,068 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 13,075 | 16,770 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 11,900 | 14,768 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 13,152 | 16,568 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 5,660 | 6,953 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 11,775 | 11,740 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 5,248 | 7,058 | ||
3 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 1,250 | 1,334 | |
3 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 6,900 | 7,233 | |
3 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 3,125 | 3,570 | |
3 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 4,200 | 4,874 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 3,300 | 3,583 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 1,250 | 1,356 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 16,379 | 17,982 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 2,790 | 3,218 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 10,245 | 10,857 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 4,550 | 4,754 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 876 | 1,094 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 2,050 | 2,509 | ||
3 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 4,000 | 4,217 | |
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 11,875 | 11,265 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 8,755 | 7,981 | ||
3,7 | Royalty Pharma plc | 0.750% | 9/2/23 | 13,087 | 13,126 | |
3,7 | Royalty Pharma plc | 1.200% | 9/2/25 | 15,375 | 15,245 | |
3,7 | Royalty Pharma plc | 1.750% | 9/2/27 | 12,850 | 12,665 | |
3,7 | Royalty Pharma plc | 2.200% | 9/2/30 | 10,200 | 10,005 | |
3,7 | Royalty Pharma plc | 3.300% | 9/2/40 | 13,175 | 13,246 | |
3,7 | Royalty Pharma plc | 3.550% | 9/2/50 | 7,812 | 7,800 | |
3 | Rush Obligated Group | 3.922% | 11/15/29 | 2,875 | 3,284 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 3,500 | 4,107 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,400 | 1,558 | ||
Sanofi | 3.375% | 6/19/23 | 15,000 | 15,848 | ||
Sanofi | 3.625% | 6/19/28 | 10,775 | 12,299 | ||
3 | Seattle Children's Hospital | 2.719% | 10/1/50 | 5,000 | 4,905 | |
3 | Sharp HealthCare | 2.680% | 8/1/50 | 3,000 | 2,899 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 44,882 | 46,970 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 28,636 | 31,083 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Smith & Nephew plc | 2.032% | 10/14/30 | 9,235 | 9,049 | ||
3 | Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 2,855 | 3,161 | |
3 | SSM Health Care Corp. | 3.688% | 6/1/23 | 7,600 | 7,988 | |
3 | SSM Health Care Corp. | 3.823% | 6/1/27 | 3,600 | 4,022 | |
3 | Stanford Health Care | 3.795% | 11/15/48 | 5,075 | 5,978 | |
Stanford Health Care | 3.027% | 8/15/51 | 5,000 | 5,175 | ||
STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | 6,850 | 6,983 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 14,050 | 14,923 | ||
Stryker Corp. | 0.600% | 12/1/23 | 1,750 | 1,750 | ||
Stryker Corp. | 3.375% | 5/15/24 | 5,425 | 5,819 | ||
Stryker Corp. | 1.150% | 6/15/25 | 3,400 | 3,419 | ||
Stryker Corp. | 3.375% | 11/1/25 | 6,265 | 6,843 | ||
Stryker Corp. | 3.500% | 3/15/26 | 8,747 | 9,636 | ||
Stryker Corp. | 3.650% | 3/7/28 | 5,300 | 5,949 | ||
Stryker Corp. | 1.950% | 6/15/30 | 8,350 | 8,259 | ||
Stryker Corp. | 4.100% | 4/1/43 | 4,225 | 4,953 | ||
Stryker Corp. | 4.375% | 5/15/44 | 6,830 | 8,402 | ||
Stryker Corp. | 4.625% | 3/15/46 | 3,440 | 4,405 | ||
Stryker Corp. | 2.900% | 6/15/50 | 9,525 | 9,568 | ||
3 | Sutter Health | 1.321% | 8/15/25 | 3,035 | 3,062 | |
3 | Sutter Health | 3.695% | 8/15/28 | 3,025 | 3,385 | |
3 | Sutter Health | 2.294% | 8/15/30 | 6,325 | 6,384 | |
3 | Sutter Health | 3.161% | 8/15/40 | 3,625 | 3,797 | |
3 | Sutter Health | 4.091% | 8/15/48 | 4,400 | 5,244 | |
3 | Sutter Health | 3.361% | 8/15/50 | 5,500 | 5,843 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 25,050 | 27,193 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 33,800 | 40,710 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 30,382 | 30,119 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 14,000 | 14,148 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 25,925 | 26,159 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 16,579 | 17,003 | ||
Texas Health Resources | 2.328% | 11/15/50 | 3,454 | 3,134 | ||
3 | Texas Health Resources | 4.330% | 11/15/55 | 925 | 1,206 | |
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 10,573 | 11,722 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 6,075 | 6,696 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 10,070 | 10,872 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 7,600 | 8,298 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 8,906 | 9,354 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 10,095 | 12,021 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 4,390 | 6,102 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 4,600 | 5,600 | ||
3 | Toledo Hospital | 5.325% | 11/15/28 | 2,935 | 3,424 | |
Toledo Hospital | 5.750% | 11/15/38 | 3,350 | 4,043 | ||
Toledo Hospital | 6.015% | 11/15/48 | ���3,450 | 4,261 | ||
3 | Trinity Health Corp. | 2.632% | 12/1/40 | 2,500 | 2,464 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 5,120 | 6,311 | ||
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 4,400 | 4,454 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 8,575 | 8,848 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 4,000 | 4,106 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 3,990 | 4,122 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 8,005 | 8,350 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 4,000 | 4,243 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 4,730 | 4,976 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 41,104 | 45,601 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 11,143 | 12,407 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 13,195 | 13,308 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 26,094 | 28,452 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 2,000 | 2,001 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 13,000 | 14,429 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 3,325 | 3,829 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 17,965 | 19,377 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 22,115 | 22,298 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 26,625 | 27,267 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 4,000 | 5,644 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 1,085 | 1,628 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 5,100 | 7,763 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 13,845 | 21,481 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 17,505 | 19,541 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 10,110 | 10,231 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 2,700 | 3,921 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 14,000 | 14,669 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,775 | 2,190 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 4,900 | 5,813 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 10,557 | 12,941 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 22,738 | 29,809 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 24,950 | 30,493 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 11,935 | 14,677 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 3,860 | 4,449 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 17,053 | 21,107 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 5,075 | 6,495 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 8,000 | 9,178 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 9,565 | 9,646 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 20,500 | 21,916 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 16,931 | 20,054 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 11,490 | 11,843 | ||
3,7 | Universal Health Services Inc. | 2.650% | 10/15/30 | 8,200 | 8,240 | |
3 | UPMC | 3.600% | 4/3/25 | 5,000 | 5,433 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 19,103 | 21,045 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 15,450 | 18,919 | ||
3,7 | Viatris Inc. | 1.650% | 6/22/25 | 6,500 | ��� 6,586 | |
3,7 | Viatris Inc. | 2.300% | 6/22/27 | 14,000 | 14,282 | |
3,7 | Viatris Inc. | 2.700% | 6/22/30 | 20,500 | 20,716 | |
3,7 | Viatris Inc. | 3.850% | 6/22/40 | 23,600 | 25,189 | |
3,7 | Viatris Inc. | 4.000% | 6/22/50 | 35,408 | 37,521 | |
3 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 3,900 | 3,907 | |
3 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 2,925 | 3,756 | |
3 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 7,400 | 7,301 | |
Wyeth LLC | 7.250% | 3/1/23 | 2,000 | 2,223 | ||
Wyeth LLC | 6.450% | 2/1/24 | 10,991 | 12,665 | ||
Wyeth LLC | 6.500% | 2/1/34 | 14,080 | 20,508 | ||
Wyeth LLC | 6.000% | 2/15/36 | 6,845 | 9,789 | ||
Wyeth LLC | 5.950% | 4/1/37 | 17,010 | 24,407 | ||
3 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 4,075 | 3,762 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 5,100 | 5,844 | ||
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 8,400 | 8,534 | ||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 2,425 | 2,549 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 16,070 | 17,438 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 2,250 | 3,004 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 6,710 | 7,943 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Zoetis Inc. | 3.250% | 2/1/23 | 16,023 | 16,641 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 8,925 | 10,126 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 11,040 | 11,921 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 4,950 | 5,637 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 14,870 | 14,772 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 10,790 | 13,891 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 4,375 | 5,179 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 6,700 | 8,536 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 2,775 | 2,868 | ||
8,134,181 | ||||||
Industrials (2.2%) | ||||||
3M Co. | 1.750% | 2/14/23 | 5,300 | 5,419 | ||
3 | 3M Co. | 2.250% | 3/15/23 | 2,050 | 2,114 | |
3 | 3M Co. | 3.250% | 2/14/24 | 3,075 | 3,286 | |
3M Co. | 2.000% | 2/14/25 | 6,425 | 6,694 | ||
3M Co. | 2.650% | 4/15/25 | 11,674 | 12,434 | ||
3M Co. | 2.875% | 10/15/27 | 5,150 | 5,595 | ||
3 | 3M Co. | 3.625% | 9/14/28 | 9,136 | 10,397 | |
3 | 3M Co. | 3.375% | 3/1/29 | 8,725 | 9,775 | |
3M Co. | 2.375% | 8/26/29 | 10,425 | 10,926 | ||
3M Co. | 3.050% | 4/15/30 | 5,000 | 5,504 | ||
3 | 3M Co. | 3.875% | 6/15/44 | 1,000 | 1,181 | |
3 | 3M Co. | 3.125% | 9/19/46 | 11,425 | 12,107 | |
3 | 3M Co. | 3.625% | 10/15/47 | 8,625 | 9,984 | |
3 | 3M Co. | 4.000% | 9/14/48 | 7,550 | 9,235 | |
3M Co. | 3.250% | 8/26/49 | 3,000 | 3,278 | ||
3M Co. | 3.700% | 4/15/50 | 11,465 | 13,486 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 3,875 | 3,842 | ||
Allegion plc | 3.500% | 10/1/29 | 3,455 | 3,754 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,053 | 2,184 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,100 | 3,364 | ||
3 | American Airlines Pass-Through Trust Class A Series 2016-3 | 3.250% | 10/15/28 | 1,774 | 1,717 | |
3 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 801 | 826 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 2,475 | 2,541 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 4,218 | 4,274 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 5,584 | 5,625 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 2,254 | 2,315 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 4,607 | 4,682 | |
3 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 3,050 | 3,124 | |
Amphenol Corp. | 2.050% | 3/1/25 | 6,244 | 6,476 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 4,000 | 4,692 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 2,405 | 2,545 | ||
Boeing Co. | 2.125% | 3/1/22 | 5,075 | 5,124 | ||
Boeing Co. | 1.167% | 2/4/23 | 13,000 | 13,049 | ||
Boeing Co. | 2.800% | 3/1/23 | 7,820 | 8,084 | ||
Boeing Co. | 4.508% | 5/1/23 | 30,095 | 32,077 | ||
Boeing Co. | 1.875% | 6/15/23 | 6,100 | 6,219 | ||
Boeing Co. | 1.950% | 2/1/24 | 8,500 | 8,711 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boeing Co. | 1.433% | 2/4/24 | 23,000 | 23,059 | ||
Boeing Co. | 2.800% | 3/1/24 | 2,000 | 2,087 | ||
Boeing Co. | 2.850% | 10/30/24 | 4,740 | 4,979 | ||
Boeing Co. | 2.500% | 3/1/25 | 1,672 | 1,731 | ||
Boeing Co. | 4.875% | 5/1/25 | 48,385 | 54,230 | ||
Boeing Co. | 7.250% | 6/15/25 | 325 | 394 | ||
Boeing Co. | 2.750% | 2/1/26 | 6,000 | 6,263 | ||
Boeing Co. | 2.196% | 2/4/26 | 58,600 | 59,154 | ||
Boeing Co. | 3.100% | 5/1/26 | 8,375 | 8,866 | ||
Boeing Co. | 2.250% | 6/15/26 | 7,995 | 8,163 | ||
Boeing Co. | 2.700% | 2/1/27 | 7,965 | 8,230 | ||
Boeing Co. | 2.800% | 3/1/27 | 8,800 | 9,137 | ||
Boeing Co. | 5.040% | 5/1/27 | 25,800 | 29,785 | ||
Boeing Co. | 3.250% | 2/1/28 | 9,250 | 9,809 | ||
Boeing Co. | 3.250% | 3/1/28 | 2,926 | 3,087 | ||
Boeing Co. | 3.450% | 11/1/28 | 3,092 | 3,299 | ||
Boeing Co. | 2.950% | 2/1/30 | ��� 4,905 | 5,023 | ||
Boeing Co. | 5.150% | 5/1/30 | 51,690 | 61,255 | ||
Boeing Co. | 3.625% | 2/1/31 | 14,475 | 15,570 | ||
Boeing Co. | 6.125% | 2/15/33 | 5,775 | 7,333 | ||
Boeing Co. | 3.600% | 5/1/34 | 18,041 | 19,010 | ||
Boeing Co. | 3.250% | 2/1/35 | 13,725 | 13,952 | ||
Boeing Co. | 6.625% | 2/15/38 | 1,000 | 1,349 | ||
Boeing Co. | 3.550% | 3/1/38 | 2,322 | 2,379 | ||
Boeing Co. | 3.500% | 3/1/39 | 8,415 | 8,482 | ||
Boeing Co. | 6.875% | 3/15/39 | 5,430 | 7,607 | ||
Boeing Co. | 5.875% | 2/15/40 | 3,905 | 5,018 | ||
Boeing Co. | 5.705% | 5/1/40 | 35,635 | 45,978 | ||
Boeing Co. | 3.375% | 6/15/46 | 7,000 | 6,743 | ||
Boeing Co. | 3.650% | 3/1/47 | 6,800 | 6,783 | ||
Boeing Co. | 3.850% | 11/1/48 | 2,903 | 2,995 | ||
Boeing Co. | 3.900% | 5/1/49 | 8,345 | 8,770 | ||
Boeing Co. | 3.750% | 2/1/50 | 10,900 | 11,244 | ||
Boeing Co. | 5.805% | 5/1/50 | 58,520 | 78,960 | ||
Boeing Co. | 3.825% | 3/1/59 | 2,300 | 2,316 | ||
Boeing Co. | 3.950% | 8/1/59 | 3,000 | 3,135 | ||
Boeing Co. | 5.930% | 5/1/60 | 39,030 | 53,836 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 6,360 | 6,517 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 6,190 | 6,433 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 9,785 | 10,442 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 9,983 | 10,778 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 8,460 | 9,154 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 12,300 | 13,257 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 3,200 | 3,530 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 4,132 | 5,165 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 14,050 | 15,478 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 1,650 | 2,358 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 8,775 | 12,439 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 5,600 | 7,433 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 5,225 | 7,179 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 3,680 | 4,835 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 7,304 | 9,027 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 9,591 | 11,864 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 9,803 | 12,288 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 7,337 | 10,004 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 7,380 | 9,836 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 6,305 | 8,036 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 11,241 | 13,619 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 7,722 | 10,054 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 8,975 | 10,539 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 3,135 | 3,810 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 11,915 | 14,399 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 14,195 | 17,414 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 10,075 | 10,501 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 15,325 | 16,721 | ||
Canadian National Railway Co. | 2.850% | 12/15/21 | 13,385 | 13,458 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 1,319 | 1,406 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 1,800 | 1,932 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 300 | 399 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,370 | 1,940 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,425 | 7,655 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 145 | 209 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 9,400 | 9,741 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 15,785 | 17,516 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 860 | 1,070 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 16,661 | 15,078 | ||
Canadian Pacific Railway Co. | 4.500% | 1/15/22 | 3,291 | 3,362 | ||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 4,630 | 4,893 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,625 | 5,972 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 4,000 | 4,548 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 12,625 | 12,581 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 2,431 | 3,463 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 100 | 131 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 2,900 | 3,601 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 11,860 | 16,411 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 6,100 | 7,879 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 8,850 | 13,753 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 17,395 | 18,097 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 11,725 | 12,270 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 32,834 | 34,041 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 21,210 | 22,319 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 21,652 | 22,983 | ||
3 | Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 8,050 | 8,194 | |
3 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 15,520 | 15,865 | |
3 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 8,000 | 8,255 | |
Caterpillar Financial Services Corp. | 0.250% | 3/1/23 | 10,000 | 9,991 | ||
3 | Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 1,100 | 1,142 | |
3 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,350 | 5,661 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 4,625 | 4,650 | ||
3 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 13,000 | 13,017 | |
3 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 3,000 | 3,232 | |
3 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,100 | 4,362 | |
3 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 7,175 | 7,737 | |
3 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 2,749 | 2,879 | |
3 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 6,320 | 6,870 | |
3 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 4,550 | 4,658 | |
3 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 16,945 | 16,846 | |
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 10,100 | 10,070 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 6,800 | 7,225 | ||
3 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 3,900 | 3,852 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Caterpillar Inc. | 3.400% | 5/15/24 | 3,500 | 3,759 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 19,806 | 21,140 | ||
Caterpillar Inc. | 1.900% | 3/12/31 | 5,000 | 5,010 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 7,100 | 9,480 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 9,241 | 13,310 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 5,147 | 7,114 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 11,854 | 14,099 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 2,830 | 3,585 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 17,771 | 19,594 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 10,100 | 11,194 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 2,575 | 3,710 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 4,175 | 4,767 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 3,075 | 3,152 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 11,865 | 12,845 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 10,200 | 10,388 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 2,500 | 2,487 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 5,025 | 5,418 | ||
3 | CNH Industrial NV | 3.850% | 11/15/27 | 4,500 | 4,990 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 4,722 | 5,015 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 860 | 909 | |
Crane Co. | 4.450% | 12/15/23 | 5,690 | 6,136 | ||
Crane Co. | 4.200% | 3/15/48 | 3,925 | 4,353 | ||
CSX Corp. | 3.400% | 8/1/24 | 4,000 | 4,306 | ||
CSX Corp. | 3.350% | 11/1/25 | 5,400 | 5,905 | ||
CSX Corp. | 2.600% | 11/1/26 | 6,400 | 6,815 | ||
CSX Corp. | 3.250% | 6/1/27 | 12,250 | 13,434 | ||
CSX Corp. | 3.800% | 3/1/28 | 18,350 | 20,687 | ||
CSX Corp. | 4.250% | 3/15/29 | 15,539 | 18,064 | ||
CSX Corp. | 2.400% | 2/15/30 | 11,965 | 12,322 | ||
CSX Corp. | 6.000% | 10/1/36 | 150 | 208 | ||
CSX Corp. | 6.150% | 5/1/37 | 4,600 | 6,494 | ||
CSX Corp. | 6.220% | 4/30/40 | 7,279 | 10,678 | ||
CSX Corp. | 5.500% | 4/15/41 | 5,700 | 7,726 | ||
CSX Corp. | 4.750% | 5/30/42 | 790 | 998 | ||
CSX Corp. | 4.100% | 3/15/44 | 8,325 | 9,743 | ||
CSX Corp. | 3.800% | 11/1/46 | 5,240 | 5,929 | ||
CSX Corp. | 4.300% | 3/1/48 | 10,325 | 12,536 | ||
CSX Corp. | 4.750% | 11/15/48 | 3,500 | 4,529 | ||
CSX Corp. | 4.500% | 3/15/49 | 16,133 | 20,168 | ||
CSX Corp. | 3.800% | 4/15/50 | 12,625 | 14,475 | ||
CSX Corp. | 2.500% | 5/15/51 | 9,500 | 8,646 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,300 | 1,648 | ||
CSX Corp. | 4.250% | 11/1/66 | 6,625 | 8,198 | ||
CSX Corp. | 4.650% | 3/1/68 | 3,145 | 4,128 | ||
Cummins Inc. | 3.650% | 10/1/23 | 2,790 | 2,970 | ||
Cummins Inc. | 0.750% | 9/1/25 | 2,500 | 2,484 | ||
Cummins Inc. | 1.500% | 9/1/30 | 6,600 | 6,368 | ||
Cummins Inc. | 4.875% | 10/1/43 | 7,390 | 9,771 | ||
Cummins Inc. | 2.600% | 9/1/50 | 4,050 | 3,857 | ||
Deere & Co. | 2.750% | 4/15/25 | 1,263 | 1,348 | ||
Deere & Co. | 5.375% | 10/16/29 | 6,170 | 7,865 | ||
Deere & Co. | 3.100% | 4/15/30 | 4,138 | 4,571 | ||
Deere & Co. | 3.900% | 6/9/42 | 7,237 | 8,899 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Deere & Co. | 2.875% | 9/7/49 | 5,000 | 5,230 | ||
Deere & Co. | 3.750% | 4/15/50 | 10,906 | 13,167 | ||
3,7 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 11,000 | 12,836 | |
3,7 | Delta Air Lines Inc. | 4.500% | 10/20/25 | 6,400 | 6,890 | |
3,7 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 1,100 | 1,224 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2015-1 | 3.625% | 7/30/27 | 799 | 861 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 4,000 | 4,230 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 7,522 | 7,589 | |
Dover Corp. | 3.150% | 11/15/25 | 5,900 | 6,346 | ||
Dover Corp. | 2.950% | 11/4/29 | 2,600 | 2,795 | ||
Dover Corp. | 5.375% | 10/15/35 | 300 | 384 | ||
Dover Corp. | 5.375% | 3/1/41 | 2,220 | 2,881 | ||
Eaton Corp. | 2.750% | 11/2/22 | 12,994 | 13,415 | ||
Eaton Corp. | 3.103% | 9/15/27 | 7,765 | 8,449 | ||
Eaton Corp. | 4.000% | 11/2/32 | 7,729 | 9,004 | ||
Eaton Corp. | 4.150% | 11/2/42 | 3,011 | 3,593 | ||
Eaton Corp. | 3.915% | 9/15/47 | 4,950 | 5,691 | ||
Emerson Electric Co. | 2.625% | 12/1/21 | 11,025 | 11,112 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 3,500 | 3,611 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 1,800 | 1,948 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 12,820 | 12,640 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 9,550 | 9,779 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 4,250 | 4,298 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 440 | 593 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 6,175 | 6,175 | ||
FedEx Corp. | 3.250% | 4/1/26 | 7,759 | 8,496 | ||
FedEx Corp. | 3.400% | 2/15/28 | 5,000 | 5,555 | ||
FedEx Corp. | 3.100% | 8/5/29 | 16,125 | 17,484 | ||
FedEx Corp. | 4.250% | 5/15/30 | 13,550 | 15,792 | ||
FedEx Corp. | 2.400% | 5/15/31 | 6,700 | 6,825 | ||
FedEx Corp. | 4.900% | 1/15/34 | 1,700 | 2,122 | ||
FedEx Corp. | 3.900% | 2/1/35 | 4,100 | 4,693 | ||
FedEx Corp. | 3.250% | 5/15/41 | 6,700 | 6,899 | ||
FedEx Corp. | 3.875% | 8/1/42 | 275 | 306 | ||
FedEx Corp. | 4.100% | 4/15/43 | 2,275 | 2,597 | ||
FedEx Corp. | 5.100% | 1/15/44 | 15,107 | 19,397 | ||
FedEx Corp. | 4.750% | 11/15/45 | 13,900 | 17,325 | ||
FedEx Corp. | 4.550% | 4/1/46 | 16,199 | 19,610 | ||
FedEx Corp. | 4.400% | 1/15/47 | 9,400 | 11,226 | ||
FedEx Corp. | 4.050% | 2/15/48 | 10,500 | 12,061 | ||
FedEx Corp. | 4.950% | 10/17/48 | 9,578 | 12,360 | ||
FedEx Corp. | 5.250% | 5/15/50 | 12,281 | 16,660 | ||
FedEx Corp. | 4.500% | 2/1/65 | 785 | 902 | ||
3 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 16,108 | 15,951 | |
Flowserve Corp. | 3.500% | 9/15/22 | 12,705 | 13,039 | ||
Flowserve Corp. | 4.000% | 11/15/23 | 4,575 | 4,881 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 3,920 | 4,137 | ||
Fortive Corp. | 3.150% | 6/15/26 | 7,547 | 8,200 | ||
Fortive Corp. | 4.300% | 6/15/46 | 6,250 | 7,458 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 4,722 | 4,824 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 8,500 | 8,960 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 18,200 | 18,736 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Dynamics Corp. | 2.375% | 11/15/24 | 5,019 | 5,292 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 8,314 | 9,011 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 9,993 | 10,953 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 8,000 | 8,363 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 3,815 | 4,240 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 10,440 | 11,155 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 7,135 | 8,114 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 11,994 | 13,568 | ||
General Dynamics Corp. | 2.250% | 6/1/31 | 3,500 | 3,592 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 6,400 | 7,828 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 3,689 | 4,249 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 5,980 | 7,659 | ||
3 | General Electric Co. | 3.150% | 9/7/22 | 7,206 | 7,441 | |
3 | General Electric Co. | 3.100% | 1/9/23 | 3,973 | 4,130 | |
3 | General Electric Co. | 3.450% | 5/15/24 | 4,892 | 5,238 | |
General Electric Co. | 3.450% | 5/1/27 | 12,450 | 13,696 | ||
General Electric Co. | 3.625% | 5/1/30 | 25,455 | 28,415 | ||
3 | General Electric Co. | 6.750% | 3/15/32 | 24,809 | 34,406 | |
3 | General Electric Co. | 6.150% | 8/7/37 | 7,000 | 9,746 | |
3 | General Electric Co. | 5.875% | 1/14/38 | 24,000 | 32,686 | |
3 | General Electric Co. | 6.875% | 1/10/39 | 15,440 | 23,172 | |
General Electric Co. | 4.250% | 5/1/40 | 20,000 | 23,400 | ||
General Electric Co. | 4.125% | 10/9/42 | 5,000 | 5,779 | ||
General Electric Co. | 4.350% | 5/1/50 | 30,500 | 36,922 | ||
3,5,7 | GXO Logistics Inc. | 1.650% | 7/15/26 | 4,000 | 3,980 | |
3,5,7 | GXO Logistics Inc. | 2.650% | 7/15/31 | 2,000 | 1,990 | |
Honeywell International Inc. | 2.150% | 8/8/22 | 3,500 | 3,567 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 6,000 | 6,001 | ||
Honeywell International Inc. | 3.350% | 12/1/23 | 10,140 | 10,839 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 7,425 | 7,798 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 16,993 | 17,321 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 14,375 | 15,319 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 4,901 | 5,258 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 24,660 | 25,055 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 4,705 | 6,481 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 4,945 | 6,863 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 6,045 | 8,409 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 2,500 | 2,987 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 6,000 | 6,186 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,500 | 3,820 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 4,608 | 5,026 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 7,100 | 8,127 | ||
IDEX Corp. | 3.000% | 5/1/30 | 2,995 | 3,166 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 7,912 | 8,475 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 14,550 | 15,606 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 350 | 467 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 10,803 | 12,899 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 6,000 | 6,160 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 9,500 | 10,579 | ||
3 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 4,716 | 5,192 | |
3 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 9,390 | 9,555 | |
3 | John Deere Capital Corp. | 3.900% | 7/12/21 | 8,268 | 8,277 | |
3 | John Deere Capital Corp. | 2.650% | 1/6/22 | 7,350 | 7,442 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | John Deere Capital Corp. | 2.750% | 3/15/22 | 2,250 | 2,291 | |
3 | John Deere Capital Corp. | 2.150% | 9/8/22 | 10,350 | 10,581 | |
3 | John Deere Capital Corp. | 2.700% | 1/6/23 | 300 | 311 | |
3 | John Deere Capital Corp. | 0.250% | 1/17/23 | 4,900 | 4,898 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 7,615 | 7,913 | ||
3 | John Deere Capital Corp. | 2.800% | 3/6/23 | 10,950 | 11,409 | |
3 | John Deere Capital Corp. | 3.450% | 6/7/23 | 800 | 848 | |
3 | John Deere Capital Corp. | 0.700% | 7/5/23 | 8,550 | 8,609 | |
3 | John Deere Capital Corp. | 0.400% | 10/10/23 | 3,500 | 3,503 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 6,341 | 6,814 | ||
3 | John Deere Capital Corp. | 0.450% | 1/17/24 | 10,000 | 9,982 | |
3 | John Deere Capital Corp. | 2.600% | 3/7/24 | 3,000 | 3,163 | |
3 | John Deere Capital Corp. | 3.350% | 6/12/24 | 9,931 | 10,733 | |
3 | John Deere Capital Corp. | 2.650% | 6/24/24 | 4,421 | 4,704 | |
3 | John Deere Capital Corp. | 2.050% | 1/9/25 | 11,150 | 11,652 | |
3 | John Deere Capital Corp. | 3.450% | 3/13/25 | 10,705 | 11,738 | |
3 | John Deere Capital Corp. | 3.400% | 9/11/25 | 1,750 | 1,932 | |
3 | John Deere Capital Corp. | 0.700% | 1/15/26 | 10,000 | 9,898 | |
3 | John Deere Capital Corp. | 2.650% | 6/10/26 | 4,200 | 4,523 | |
3 | John Deere Capital Corp. | 1.050% | 6/17/26 | 5,800 | 5,786 | |
3 | John Deere Capital Corp. | 2.250% | 9/14/26 | 7,865 | 8,283 | |
3 | John Deere Capital Corp. | 1.750% | 3/9/27 | 4,300 | 4,405 | |
3 | John Deere Capital Corp. | 2.800% | 9/8/27 | 8,100 | 8,766 | |
3 | John Deere Capital Corp. | 3.050% | 1/6/28 | 7,700 | 8,442 | |
3 | John Deere Capital Corp. | 1.500% | 3/6/28 | 5,500 | 5,472 | |
3 | John Deere Capital Corp. | 3.450% | 3/7/29 | 4,475 | 5,036 | |
3 | John Deere Capital Corp. | 2.800% | 7/18/29 | 5,575 | 6,025 | |
3 | John Deere Capital Corp. | 2.450% | 1/9/30 | 8,380 | 8,819 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 9,200 | 8,895 | ||
3 | John Deere Capital Corp. | 2.000% | 6/17/31 | 3,700 | 3,732 | |
3 | Johnson Controls International plc | 3.625% | 7/2/24 | 4,302 | 4,622 | |
3 | Johnson Controls International plc | 3.900% | 2/14/26 | 4,082 | 4,523 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 9,575 | 9,228 | ||
3 | Johnson Controls International plc | 6.000% | 1/15/36 | 954 | 1,336 | |
3 | Johnson Controls International plc | 4.625% | 7/2/44 | 7,850 | 9,753 | |
3 | Johnson Controls International plc | 5.125% | 9/14/45 | 2,045 | 2,708 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 5,495 | 6,893 | ||
3 | Johnson Controls International plc | 4.950% | 7/2/64 | 4,158 | 5,617 | |
3 | Kansas City Southern | 3.000% | 5/15/23 | 3,949 | 4,094 | |
Kansas City Southern | 2.875% | 11/15/29 | 4,000 | 4,211 | ||
3 | Kansas City Southern | 4.300% | 5/15/43 | 4,140 | 4,753 | |
3 | Kansas City Southern | 4.950% | 8/15/45 | 10,525 | 13,447 | |
Kansas City Southern | 4.700% | 5/1/48 | 5,730 | 7,140 | ||
Kansas City Southern | 3.500% | 5/1/50 | 8,745 | 9,250 | ||
Kansas City Southern | 4.200% | 11/15/69 | 6,886 | 7,963 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 6,620 | 7,518 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 9,145 | 10,186 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 5,600 | 6,504 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 4,750 | 5,024 | ||
Kirby Corp. | 4.200% | 3/1/28 | 9,217 | 10,304 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 10,366 | 11,022 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 1,040 | 1,126 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 12,600 | 13,819 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,500 | 6,175 | ||
3 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 9,605 | 11,149 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 5,630 | 5,974 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 19,275 | 18,735 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 3,350 | 4,198 | ||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 5,325 | 7,653 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 5,970 | 7,865 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,000 | 1,049 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 7,366 | 7,414 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 2,300 | 2,302 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 9,780 | 10,148 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 6,252 | 6,703 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 18,749 | 20,726 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 8,986 | 9,018 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 12,240 | 14,044 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 5,475 | 6,883 | ||
3 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 11,685 | 16,804 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 3,376 | 4,731 | ||
Lockheed Martin Corp. | 4.850% | 9/15/41 | 622 | 801 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 14,965 | 18,166 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 11,365 | 13,252 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 12,833 | 16,981 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 9,355 | 9,382 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 13,861 | 17,324 | ||
3,7 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 2,000 | 2,202 | |
Norfolk Southern Corp. | 3.250% | 12/1/21 | 4,000 | 4,019 | ||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 5,180 | 5,250 | ||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 9,180 | 9,487 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 3,341 | 3,582 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 3,525 | 3,875 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 250 | 270 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 1,345 | 1,807 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 4,793 | 5,211 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 8,058 | 9,127 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 13,009 | 13,680 | ||
Norfolk Southern Corp. | 2.300% | 5/15/31 | 5,000 | 5,067 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 539 | 772 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 11,598 | 14,895 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 3,125 | 3,595 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 6,620 | 8,093 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 9,150 | 11,464 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 1,156 | 1,327 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 7,400 | 8,716 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 4,050 | 4,759 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,500 | 1,593 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 14,025 | 14,060 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 6,222 | 7,348 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 9,192 | 9,295 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 7,800 | 8,535 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 11,375 | 12,035 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 15,076 | 16,074 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 8,000 | 8,711 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 15,349 | 16,752 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 9,817 | 11,610 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 10,165 | 13,346 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 9,525 | 12,445 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 9,890 | 12,735 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 5,275 | 6,071 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 32,882 | 39,058 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 10,395 | 14,617 | ||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 3,120 | 4,547 | ||
nVent Finance Sarl | 3.950% | 4/15/23 | 2,100 | 2,194 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 3,850 | 4,235 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 7,375 | 8,516 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 600 | 636 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 8,933 | 9,285 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 14,000 | 14,547 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 41,877 | 43,396 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 14,798 | 15,300 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 9,555 | 10,063 | ||
3 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 2,300 | 2,352 | |
3 | PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,000 | 1,020 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 7,000 | 7,434 | ||
3 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 4,000 | 3,997 | |
3 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 4,000 | 3,983 | |
3 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 3,500 | 3,660 | |
3 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 6,156 | 6,342 | |
3 | Parker-Hannifin Corp. | 3.500% | 9/15/22 | 5,646 | 5,854 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 4,840 | 5,102 | ||
3 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 11,650 | 12,517 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 13,825 | 15,119 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 6,875 | 7,520 | ||
3 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 4,600 | 5,412 | |
3 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 4,050 | 5,749 | |
3 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 4,870 | 6,021 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 5,825 | 6,971 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 7,100 | 8,425 | ||
Precision Castparts Corp. | 2.500% | 1/15/23 | 13,970 | 14,364 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 9,300 | 10,088 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 6,650 | 7,533 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 3,512 | 4,262 | ||
Raytheon Technologies Corp. | 2.800% | 3/15/22 | 8,550 | 8,684 | ||
Raytheon Technologies Corp. | 2.500% | 12/15/22 | 18,875 | 19,370 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,775 | 2,968 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 12,107 | 12,881 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 15,518 | 17,256 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 15,360 | 16,950 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 11,479 | 12,483 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 1,010 | 1,322 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 400 | 525 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 39,383 | 45,360 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 4,125 | 5,767 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 9,125 | 9,278 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 3,225 | 4,225 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 7,390 | 10,331 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 8,750 | 12,489 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 14,235 | 17,229 | ||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 13,350 | 18,536 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 450 | 573 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 7,075 | 8,908 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 37,798 | 47,047 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 2,325 | 2,936 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 12,650 | 15,002 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 17,252 | 19,456 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 10,625 | 13,014 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 15,950 | 18,747 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 11,400 | 11,722 | ||
Republic Services Inc. | 4.750% | 5/15/23 | 1,323 | 1,416 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 4,500 | 4,727 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 7,059 | 7,592 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 5,000 | 4,958 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 4,275 | 4,584 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 75 | 82 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 9,075 | 9,219 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 11,000 | 10,313 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 13,925 | 13,268 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 3,790 | 5,444 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 5,865 | 8,092 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 3,917 | 3,999 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 3,975 | 4,456 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 5,150 | 6,447 | ||
3 | Ryder System Inc. | 3.400% | 3/1/23 | 5,400 | 5,645 | |
3 | Ryder System Inc. | 3.750% | 6/9/23 | 12,000 | 12,706 | |
3 | Ryder System Inc. | 3.650% | 3/18/24 | 7,775 | 8,357 | |
3 | Ryder System Inc. | 2.500% | 9/1/24 | 4,375 | 4,580 | |
3 | Ryder System Inc. | 4.625% | 6/1/25 | 5,051 | 5,698 | |
3 | Ryder System Inc. | 2.900% | 12/1/26 | 7,000 | 7,498 | |
Southwest Airlines Co. | 2.750% | 11/16/22 | 1,000 | 1,027 | ||
Southwest Airlines Co. | 4.750% | 5/4/23 | 20,196 | 21,676 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 21,300 | 24,331 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 3,475 | 3,707 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 21,646 | 25,490 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,650 | 2,874 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 6,000 | 6,154 | ||
3 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 975 | 1,003 | |
3 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,778 | 1,852 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 5,100 | 5,098 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 5,100 | 5,107 | ||
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 6,000 | 6,018 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 9,000 | 9,170 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 12,000 | 12,337 | ||
Textron Inc. | 4.300% | 3/1/24 | 2,625 | 2,842 | ||
Textron Inc. | 3.875% | 3/1/25 | 7,665 | 8,364 | ||
Textron Inc. | 4.000% | 3/15/26 | 6,200 | 6,927 | ||
Textron Inc. | 3.650% | 3/15/27 | 11,961 | 13,243 | ||
Textron Inc. | 3.375% | 3/1/28 | 5,500 | 5,959 | ||
Textron Inc. | 2.450% | 3/15/31 | 3,145 | 3,161 | ||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,071 | ||
Timken Co. | 4.500% | 12/15/28 | 7,320 | 8,178 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 7,625 | 8,177 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 10,050 | 11,292 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 715 | 1,033 | ||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 1,750 | 2,122 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 9,605 | 10,372 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 3,170 | 3,471 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 12,915 | 14,579 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 3,050 | 3,862 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 3,475 | 4,366 | ||
Trimble Inc. | 4.150% | 6/15/23 | 1,025 | 1,089 | ||
Trimble Inc. | 4.750% | 12/1/24 | 3,826 | 4,255 | ||
Trimble Inc. | 4.900% | 6/15/28 | 4,000 | 4,690 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,425 | 1,526 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 3,100 | 3,399 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 2,950 | 3,182 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,145 | 10,939 | ||
Union Pacific Corp. | 2.950% | 3/1/22 | 2,700 | 2,749 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 9,996 | 10,299 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 7,240 | 7,496 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 10,025 | 10,609 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 6,303 | 6,758 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 4,300 | 4,588 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 4,200 | 4,525 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 10,950 | 12,156 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 4,652 | 5,048 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 7,208 | 7,705 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 2,390 | 2,481 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 2,275 | 2,461 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 5,000 | 5,741 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 5,000 | 5,629 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 9,655 | 9,967 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 8,211 | 8,389 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 4,400 | 4,823 | ||
3,7 | Union Pacific Corp. | 2.891% | 4/6/36 | 14,429 | 15,010 | |
Union Pacific Corp. | 3.600% | 9/15/37 | 9,429 | 10,556 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 6,000 | 6,344 | ||
Union Pacific Corp. | 4.050% | 11/15/45 | 4,000 | 4,616 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 6,900 | 7,310 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 25,649 | 27,019 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 16,224 | 18,541 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 2,069 | 2,342 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 4,650 | 5,403 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 12,132 | 13,772 | ||
Union Pacific Corp. | 3.550% | 5/20/61 | 6,000 | 6,437 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 17,396 | 16,705 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 4,445 | 5,180 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 3,000 | 3,300 | ||
3,7 | Union Pacific Corp. | 3.799% | 4/6/71 | 15,935 | 17,651 | |
3 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 258 | 307 | |
3 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 1,779 | 1,873 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 2,520 | 2,650 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 1,795 | 1,896 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 1,750 | 1,799 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 2,038 | 2,064 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 1,039 | 1,033 | |
3 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 31,152 | 34,652 | |
3 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 3,166 | 3,320 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 19,262 | 20,320 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 3,602 | 3,660 | |
3 | United Airlines Pass-Through Trust Class AA Series 2018-1 | 3.500% | 3/1/30 | 287 | 300 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 5,056 | 5,544 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 4,613 | 4,607 | |
3 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 9,802 | 10,395 | |
United Parcel Service Inc. | 2.450% | 10/1/22 | 14,776 | 15,170 | ||
United Parcel Service Inc. | 2.500% | 4/1/23 | 15,756 | 16,322 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 4,500 | 4,809 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 14,360 | 15,900 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 10,550 | 11,224 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 7,550 | 8,480 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 4,450 | 4,731 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 2,000 | 2,421 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 5,975 | 8,814 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 13,700 | 18,658 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 5,002 | 6,586 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 6,400 | 7,377 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 4,725 | 5,252 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 375 | 441 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 2,420 | 3,058 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 7,485 | 8,392 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 19,600 | 28,702 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 500 | 711 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 5,944 | 7,181 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 3,275 | 4,055 | ||
3,7 | Vontier Corp. | 1.800% | 4/1/26 | 3,500 | 3,489 | |
3,7 | Vontier Corp. | 2.400% | 4/1/28 | 5,000 | 4,964 | |
3,7 | Vontier Corp. | 2.950% | 4/1/31 | 6,000 | 6,023 | |
Waste Connections Inc. | 4.250% | 12/1/28 | 4,400 | 5,091 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 9,370 | 10,322 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 7,400 | 7,654 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 2,075 | 2,112 | ||
Waste Management Inc. | 2.900% | 9/15/22 | 100 | 102 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 9,676 | 10,012 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 8,862 | 8,784 | ||
Waste Management Inc. | 3.150% | �� 11/15/27 | 2,021 | 2,212 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 5,000 | 4,842 | ||
Waste Management Inc. | 2.000% | 6/1/29 | 2,000 | 2,019 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 12,595 | 11,920 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Waste Management Inc. | 2.950% | 6/1/41 | 6,300 | 6,495 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 8,095 | 7,548 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 8,205 | 8,898 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 5,730 | 6,106 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 7,800 | 8,386 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 10,675 | 12,399 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 4,040 | 4,183 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 9,268 | 11,969 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 3,707 | 4,261 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 3,075 | 3,769 | ||
Xylem Inc. | 3.250% | 11/1/26 | 5,950 | 6,513 | ||
Xylem Inc. | 1.950% | 1/30/28 | 8,000 | 8,094 | ||
Xylem Inc. | 2.250% | 1/30/31 | 4,275 | 4,313 | ||
Xylem Inc. | 4.375% | 11/1/46 | 4,480 | 5,340 | ||
5,546,162 | ||||||
Materials (0.8%) | ||||||
Air Products and Chemicals Inc. | 2.750% | 2/3/23 | 75 | 78 | ||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 11,545 | 12,418 | ||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 8,003 | 8,188 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 5,000 | 5,134 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 8,150 | 8,308 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 10,542 | 10,669 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 14,550 | 14,580 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 6,265 | 6,860 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 3,240 | 4,091 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 4,450 | 5,168 | ||
3 | Amcor Flexibles North America Inc. | 4.500% | 10/15/21 | 2,597 | 2,597 | |
3 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 2,450 | 2,621 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 6,500 | 6,658 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 6,300 | 6,423 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 6,481 | 6,728 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 1,050 | 1,449 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 9,727 | 12,808 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 14,250 | 19,608 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 1,600 | 2,252 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 10,964 | 15,174 | ||
3,7 | Berry Global Inc. | 0.950% | 2/15/24 | 8,400 | 8,417 | |
3,7 | Berry Global Inc. | 1.570% | 1/15/26 | 21,000 | 21,027 | |
3,7 | Berry Global Inc. | 1.650% | 1/15/27 | 8,000 | 7,932 | |
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 7,525 | 8,089 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 100 | 123 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 10,090 | 12,177 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 29,140 | 39,590 | ||
Cabot Corp. | 3.700% | 7/15/22 | 400 | 410 | ||
Cabot Corp. | 4.000% | 7/1/29 | 2,800 | 3,025 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 1,605 | 1,662 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,623 | 3,909 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 3,050 | 3,391 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 10,955 | 11,429 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 5,866 | 6,317 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 8,500 | 10,172 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 11,830 | 13,492 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 5,610 | 6,207 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 4,000 | 4,798 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 8,426 | 11,695 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dow Chemical Co. | 2.100% | 11/15/30 | 21,383 | 21,176 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 9,180 | 10,618 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 9,960 | 17,538 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 6,060 | 7,895 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 17,789 | 21,202 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 6,019 | 7,356 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 7,975 | 11,195 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 5,200 | 6,659 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 12,100 | 13,045 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 26,200 | 28,365 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 14,000 | 15,916 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 20,925 | 24,938 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 17,953 | 23,728 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 22,540 | 31,302 | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 4,700 | 4,813 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 7,095 | 7,291 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 11,142 | 12,172 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 2,989 | 3,486 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 5,150 | 6,321 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 8,926 | 10,845 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 7,285 | 7,437 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 2,325 | 2,416 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 8,100 | 8,678 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 4,225 | 4,652 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 6,500 | 7,970 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 5,500 | 5,199 | ||
Ecolab Inc. | 5.500% | 12/8/41 | 2,156 | 3,005 | ||
Ecolab Inc. | 3.950% | 12/1/47 | 11,446 | 13,817 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 2,500 | 2,222 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 9,165 | 9,395 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 5,000 | 5,127 | ||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 4,725 | 5,287 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 3,800 | 4,105 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 4,325 | 5,030 | ||
FMC Corp. | 3.950% | 2/1/22 | 3,000 | 3,035 | ||
FMC Corp. | 4.100% | 2/1/24 | 6,500 | 6,959 | ||
FMC Corp. | 3.200% | 10/1/26 | 2,521 | 2,717 | ||
FMC Corp. | 3.450% | 10/1/29 | 11,277 | 12,301 | ||
FMC Corp. | 4.500% | 10/1/49 | 4,000 | 4,855 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 8,030 | 9,508 | ||
3,7 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 2,992 | |
3,7 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 2,800 | 2,870 | |
Georgia-Pacific LLC | 7.375% | 12/1/25 | 2,500 | 3,167 | ||
3,7 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 3,000 | 2,952 | |
Georgia-Pacific LLC | 7.250% | 6/1/28 | 1,000 | 1,321 | ||
Georgia-Pacific LLC | 7.750% | 11/15/29 | 1,750 | 2,522 | ||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 4,460 | 7,039 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 6,479 | 7,373 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 1,500 | 1,526 | ||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 1,475 | 1,535 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 4,050 | 4,687 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 4,300 | 5,065 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 5,300 | 6,865 | ||
International Paper Co. | 3.800% | 1/15/26 | 488 | 542 | ||
International Paper Co. | 5.000% | 9/15/35 | 4,094 | 5,152 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Paper Co. | 7.300% | 11/15/39 | 3,787 | 5,914 | ||
International Paper Co. | 6.000% | 11/15/41 | 3,232 | 4,609 | ||
International Paper Co. | 4.800% | 6/15/44 | 15,873 | 20,238 | ||
International Paper Co. | 5.150% | 5/15/46 | 9,293 | 12,442 | ||
International Paper Co. | 4.350% | 8/15/48 | 6,100 | 7,594 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 3,091 | 3,457 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 467 | 534 | ||
Linde Inc. | 2.450% | 2/15/22 | 15,971 | 16,103 | ||
Linde Inc. | 2.200% | 8/15/22 | 10,243 | 10,412 | ||
Linde Inc. | 2.650% | 2/5/25 | 3,589 | 3,802 | ||
Linde Inc. | 3.200% | 1/30/26 | 5,000 | 5,471 | ||
Linde Inc. | 1.100% | 8/10/30 | 5,700 | 5,359 | ||
Linde Inc. | 3.550% | 11/7/42 | 3,800 | 4,378 | ||
Linde Inc. | 2.000% | 8/10/50 | 5,000 | 4,271 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 420 | 608 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 7,268 | 7,760 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 9,574 | 12,376 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 7,000 | 8,722 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 11,000 | 12,004 | ||
LYB International Finance III LLC | 2.875% | 5/1/25 | 5,750 | 6,109 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 2,650 | 2,647 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 6,615 | 7,187 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 5,100 | 5,095 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 3,900 | 4,043 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 6,460 | 7,400 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 11,060 | 12,686 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 24,018 | 25,431 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 4,650 | 4,910 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 8,658 | 9,698 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 7,050 | 8,569 | ||
5 | Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 2,000 | 2,004 | |
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,985 | 3,258 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,225 | 3,525 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 3,707 | 4,083 | ||
3 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 4,200 | 4,271 | |
5 | Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 6,000 | 6,025 | |
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 7,950 | 9,288 | ||
5 | Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 8,800 | 8,789 | |
Mosaic Co. | 3.750% | 11/15/21 | 3,875 | 3,890 | ||
Mosaic Co. | 3.250% | 11/15/22 | 10,450 | 10,817 | ||
Mosaic Co. | 4.250% | 11/15/23 | 12,507 | 13,430 | ||
Mosaic Co. | 4.050% | 11/15/27 | 3,260 | 3,654 | ||
Mosaic Co. | 5.450% | 11/15/33 | 1,805 | 2,269 | ||
Mosaic Co. | 4.875% | 11/15/41 | 4,945 | 5,816 | ||
Mosaic Co. | 5.625% | 11/15/43 | 4,400 | 5,760 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 5,000 | 5,008 | ||
Newmont Corp. | 3.700% | 3/15/23 | 2,872 | 3,000 | ||
Newmont Corp. | 2.800% | 10/1/29 | 15,830 | 16,615 | ||
Newmont Corp. | 2.250% | 10/1/30 | 11,300 | 11,293 | ||
3 | Newmont Corp. | 5.875% | 4/1/35 | 1,080 | 1,458 | |
Newmont Corp. | 6.250% | 10/1/39 | 7,126 | 10,301 | ||
Newmont Corp. | 4.875% | 3/15/42 | 12,739 | 16,185 | ||
Newmont Corp. | 5.450% | 6/9/44 | 5,894 | 8,053 | ||
Nucor Corp. | 4.125% | 9/15/22 | 3,426 | 3,548 | ||
Nucor Corp. | 4.000% | 8/1/23 | 8,027 | 8,548 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nucor Corp. | 2.000% | 6/1/25 | 12,204 | 12,623 | ||
Nucor Corp. | 3.950% | 5/1/28 | 2,700 | 3,077 | ||
Nucor Corp. | 2.700% | 6/1/30 | 7,200 | 7,522 | ||
3,7 | Nucor Corp. | 2.979% | 12/15/55 | 16,337 | 15,799 | |
Nutrien Ltd. | 3.150% | 10/1/22 | 4,135 | 4,245 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 4,300 | 4,405 | ||
Nutrien Ltd. | 3.500% | 6/1/23 | 6,664 | 6,980 | ||
Nutrien Ltd. | 3.625% | 3/15/24 | 500 | 534 | ||
Nutrien Ltd. | 3.375% | 3/15/25 | 5,500 | 5,931 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,000 | 4,259 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 4,800 | 5,409 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 13,542 | 14,295 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 5,525 | 6,317 | ||
Nutrien Ltd. | 7.125% | 5/23/36 | 200 | 294 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,875 | 6,649 | ||
Nutrien Ltd. | 6.125% | 1/15/41 | 5,455 | 7,806 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 6,810 | �� 8,606 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 4,520 | 6,017 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 11,246 | 14,825 | ||
Nutrien Ltd. | 3.950% | 5/13/50 | 6,000 | 6,905 | ||
Packaging Corp. of America | 4.500% | 11/1/23 | 8,345 | 9,021 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 6,570 | 7,111 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,700 | 4,067 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 12,703 | 13,502 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 2,400 | 2,815 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 10,920 | 11,425 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 6,500 | 6,486 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,000 | 5,193 | ||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 4,225 | 4,475 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 1,500 | 1,503 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 14,511 | 14,324 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 3,229 | 4,545 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 3,935 | 5,441 | ||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 33,719 | 37,363 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 375 | 508 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 5,485 | 7,518 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 5,975 | 7,820 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 6,941 | 8,459 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 5,275 | 7,292 | ||
RPM International Inc. | 3.450% | 11/15/22 | 3,275 | 3,377 | ||
RPM International Inc. | 3.750% | 3/15/27 | 5,890 | 6,466 | ||
RPM International Inc. | 4.550% | 3/1/29 | 2,575 | 2,962 | ||
RPM International Inc. | 5.250% | 6/1/45 | 3,892 | 4,867 | ||
RPM International Inc. | 4.250% | 1/15/48 | 10,630 | 11,694 | ||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 796 | 812 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 4,375 | 4,672 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 5,425 | 5,901 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 11,644 | 12,932 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 20,800 | 22,921 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 22,000 | 23,631 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 1,000 | 1,149 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 1,590 | 1,970 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 15,367 | 19,252 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 8,138 | 9,347 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 8,000 | 8,489 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sonoco Products Co. | 3.125% | 5/1/30 | 4,175 | 4,461 | ||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,400 | 2,490 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 3,600 | 3,923 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 3,725 | 5,405 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 8,550 | 12,209 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 14,845 | 18,974 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 19,912 | 27,832 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 8,598 | 9,074 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 3,000 | 3,142 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 3,200 | 3,190 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 16,595 | 18,082 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 7,000 | 7,523 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 8,513 | 8,495 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 18,350 | 21,844 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 7,450 | 8,436 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 11,400 | 11,936 | ||
5 | Suzano Austria GmbH | 3.125% | 1/15/32 | 16,000 | 15,833 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 2,000 | 2,160 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 10,541 | 13,605 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 4,730 | 6,026 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 10,800 | 14,197 | ||
Vale Canada Ltd. | 7.200% | 9/15/32 | 2,712 | 3,553 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 20,860 | 25,070 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 19,400 | 20,633 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 500 | 728 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 17,269 | 23,666 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 15,015 | 20,956 | ||
Vale SA | 5.625% | 9/11/42 | 6,897 | 8,628 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 2,750 | 3,070 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 7,954 | 8,767 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 9,737 | 11,808 | ||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 2,804 | 3,060 | ||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 3,000 | 3,231 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 13,510 | 17,090 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 975 | 1,143 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 5,804 | 8,212 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,000 | 4,289 | ||
WestRock RKT LLC | 4.000% | 3/1/23 | 2,865 | 3,003 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 10,620 | 11,263 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 4,789 | 5,231 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 10,545 | 12,095 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 9,950 | 10,860 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 5,375 | 6,073 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 2,300 | 2,599 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 7,040 | 8,443 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 4,550 | 5,273 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 4,000 | 4,195 | ||
2,095,159 | ||||||
Real Estate (1.1%) | ||||||
Agree LP | 2.000% | 6/15/28 | 7,475 | 7,414 | ||
Agree LP | 2.600% | 6/15/33 | 3,650 | 3,638 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 17,199 | 18,760 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 9,089 | 10,206 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 11,430 | 12,738 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 4,030 | 4,560 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 2,375 | 2,789 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,046 | 1,094 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 6,725 | 8,014 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 6,213 | 7,602 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 13,500 | 14,815 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 5,900 | 5,751 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 24,555 | 23,241 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 2,525 | 3,247 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 5,500 | 6,344 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 7,000 | 6,870 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 4,996 | 5,163 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,575 | 3,896 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 1,000 | 1,075 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 3,075 | 3,353 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 8,030 | 8,271 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 2,750 | 3,057 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 1,220 | 1,371 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 3,625 | 4,225 | ||
5 | American Homes 4 Rent LP | 3.375% | 7/15/51 | 2,000 | 1,959 | |
American Tower Corp. | 4.700% | 3/15/22 | 5,000 | 5,149 | ||
American Tower Corp. | 3.500% | 1/31/23 | 27,228 | 28,524 | ||
American Tower Corp. | 0.600% | 1/15/24 | 5,515 | 5,505 | ||
American Tower Corp. | 5.000% | 2/15/24 | 14,707 | 16,309 | ||
American Tower Corp. | 3.375% | 5/15/24 | 9,545 | 10,212 | ||
American Tower Corp. | 2.950% | 1/15/25 | 2,700 | 2,868 | ||
American Tower Corp. | 2.400% | 3/15/25 | 7,485 | 7,823 | ||
American Tower Corp. | 4.000% | 6/1/25 | 3,822 | 4,208 | ||
American Tower Corp. | 1.300% | 9/15/25 | 4,375 | 4,385 | ||
American Tower Corp. | 1.600% | 4/15/26 | 7,300 | 7,379 | ||
American Tower Corp. | 3.375% | 10/15/26 | 18,670 | 20,317 | ||
American Tower Corp. | 3.125% | 1/15/27 | 10,590 | 11,345 | ||
American Tower Corp. | 3.550% | 7/15/27 | 7,860 | 8,630 | ||
American Tower Corp. | 3.600% | 1/15/28 | 2,219 | 2,444 | ||
American Tower Corp. | 1.500% | 1/31/28 | 6,680 | 6,507 | ||
American Tower Corp. | 3.950% | 3/15/29 | 10,750 | 12,082 | ||
American Tower Corp. | 3.800% | 8/15/29 | 14,210 | 15,849 | ||
American Tower Corp. | 2.900% | 1/15/30 | 7,000 | 7,359 | ||
American Tower Corp. | 2.100% | 6/15/30 | 7,000 | 6,886 | ||
American Tower Corp. | 1.875% | 10/15/30 | 7,500 | 7,252 | ||
American Tower Corp. | 2.700% | 4/15/31 | 7,450 | 7,697 | ||
American Tower Corp. | 3.700% | 10/15/49 | 7,082 | 7,675 | ||
American Tower Corp. | 3.100% | 6/15/50 | 13,075 | 12,784 | ||
American Tower Corp. | 2.950% | 1/15/51 | 5,500 | 5,238 | ||
3 | AvalonBay Communities Inc. | 2.950% | 9/15/22 | 75 | 77 | |
3 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 4,890 | 5,058 | |
3 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,680 | 1,814 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 2,447 | 2,650 | |
3 | AvalonBay Communities Inc. | 3.450% | �� 6/1/25 | 4,295 | 4,691 | |
3 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 10,330 | 11,133 | |
3 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 4,750 | 5,099 | |
3 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 5,000 | 5,492 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 4,175 | 4,530 | |
3 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 11,600 | 11,886 | |
3 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 2,360 | 2,429 | |
3 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 2,755 | 3,220 | |
3 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 1,000 | 1,214 | |
Boston Properties LP | 3.850% | 2/1/23 | 8,325 | 8,694 | ||
Boston Properties LP | 3.125% | 9/1/23 | 1,771 | 1,857 | ||
Boston Properties LP | 3.800% | 2/1/24 | 4,551 | 4,871 | ||
Boston Properties LP | 3.200% | 1/15/25 | 15,121 | 16,188 | ||
Boston Properties LP | 3.650% | 2/1/26 | 7,250 | 7,992 | ||
Boston Properties LP | 2.750% | 10/1/26 | 2,300 | 2,456 | ||
Boston Properties LP | 4.500% | 12/1/28 | 4,700 | 5,484 | ||
Boston Properties LP | 3.400% | 6/21/29 | 5,940 | 6,459 | ||
Boston Properties LP | 2.900% | 3/15/30 | 10,914 | 11,368 | ||
Boston Properties LP | 3.250% | 1/30/31 | 8,430 | 9,024 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,475 | 5,720 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 20,952 | 22,774 | ||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 1,475 | 1,550 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 12,425 | 13,498 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 15,188 | 16,933 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 7,225 | 7,941 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 3,394 | 3,396 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 5,000 | 5,607 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 18,093 | 20,286 | ||
Camden Property Trust | 2.950% | 12/15/22 | 5,575 | 5,744 | ||
Camden Property Trust | 4.100% | 10/15/28 | 5,475 | 6,294 | ||
Camden Property Trust | 3.150% | 7/1/29 | 10,165 | 11,072 | ||
Camden Property Trust | 2.800% | 5/15/30 | 27,145 | 28,764 | ||
Camden Property Trust | 3.350% | 11/1/49 | 1,550 | 1,693 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 8,208 | 9,503 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 5,000 | 5,067 | ||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 9,550 | 10,116 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 5,535 | 5,971 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 5,675 | 5,989 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 1,500 | 1,542 | ||
Corporate Office Properties LP | 2.750% | 4/15/31 | 5,100 | 5,140 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 5,525 | 5,805 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 7,750 | 8,283 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 4,000 | 4,028 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 12,670 | 14,303 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 19,130 | 21,050 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 10,000 | 9,783 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 2,275 | 2,547 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 10,000 | 11,026 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 16,200 | 18,001 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 5,827 | 6,707 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 5,175 | 5,492 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 7,780 | 8,356 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 7,371 | 7,273 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 12,000 | 11,704 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 8,000 | 8,058 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 14,500 | 14,084 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 4,200 | 5,131 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Crown Castle International Corp. | 5.200% | 2/15/49 | 7,750 | 10,070 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 4,671 | 5,331 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 7,900 | 7,869 | ||
CubeSmart LP | 4.375% | 12/15/23 | 6,650 | 7,187 | ||
CubeSmart LP | 4.000% | 11/15/25 | 1,375 | 1,519 | ||
CubeSmart LP | 3.125% | 9/1/26 | 5,425 | 5,810 | ||
CubeSmart LP | 4.375% | 2/15/29 | 1,925 | 2,202 | ||
CubeSmart LP | 3.000% | 2/15/30 | 1,850 | 1,941 | ||
CubeSmart LP | 2.000% | 2/15/31 | 1,250 | 1,215 | ||
CyrusOne LP | 2.900% | 11/15/24 | 5,370 | 5,669 | ||
CyrusOne LP | 3.450% | 11/15/29 | 5,625 | 5,991 | ||
CyrusOne LP | 2.150% | 11/1/30 | 3,790 | 3,617 | ||
Digital Realty Trust LP | 4.750% | 10/1/25 | 5,102 | 5,801 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 5,350 | 5,995 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 8,283 | 9,606 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 18,375 | 20,429 | ||
Duke Realty LP | 3.625% | 4/15/23 | 1,740 | 1,820 | ||
Duke Realty LP | 3.750% | 12/1/24 | 2,179 | 2,367 | ||
Duke Realty LP | 3.250% | 6/30/26 | 4,050 | 4,395 | ||
Duke Realty LP | 4.000% | 9/15/28 | 2,025 | 2,308 | ||
Duke Realty LP | 2.875% | 11/15/29 | 1,000 | 1,055 | ||
Duke Realty LP | 1.750% | 7/1/30 | 9,000 | 8,663 | ||
Duke Realty LP | 1.750% | 2/1/31 | 2,000 | 1,924 | ||
Duke Realty LP | 3.050% | 3/1/50 | 4,800 | 4,739 | ||
Equinix Inc. | 2.625% | 11/18/24 | 13,750 | 14,475 | ||
Equinix Inc. | 1.250% | 7/15/25 | 4,000 | 4,011 | ||
Equinix Inc. | 1.000% | 9/15/25 | 3,000 | 2,977 | ||
Equinix Inc. | 1.450% | 5/15/26 | 3,000 | 3,015 | ||
Equinix Inc. | 2.900% | 11/18/26 | 10,000 | 10,706 | ||
Equinix Inc. | 1.800% | 7/15/27 | 13,000 | 13,160 | ||
Equinix Inc. | 1.550% | 3/15/28 | 3,000 | 2,946 | ||
Equinix Inc. | 2.000% | 5/15/28 | 4,000 | 4,012 | ||
Equinix Inc. | 3.200% | 11/18/29 | 11,025 | 11,847 | ||
Equinix Inc. | 2.150% | 7/15/30 | 12,000 | 11,921 | ||
Equinix Inc. | 2.500% | 5/15/31 | 7,950 | 8,089 | ||
Equinix Inc. | 3.000% | 7/15/50 | 5,500 | 5,274 | ||
Equinix Inc. | 2.950% | 9/15/51 | 5,485 | 5,252 | ||
Equinix Inc. | 3.400% | 2/15/52 | 4,000 | 4,111 | ||
ERP Operating LP | 3.000% | 4/15/23 | 1,675 | 1,741 | ||
ERP Operating LP | 3.375% | 6/1/25 | 300 | 325 | ||
ERP Operating LP | 2.850% | 11/1/26 | 13,030 | 13,938 | ||
ERP Operating LP | 3.500% | 3/1/28 | 7,000 | 7,740 | ||
ERP Operating LP | 4.150% | 12/1/28 | 8,100 | 9,308 | ||
ERP Operating LP | 3.000% | 7/1/29 | 11,195 | 12,043 | ||
ERP Operating LP | 2.500% | 2/15/30 | 10,000 | 10,360 | ||
ERP Operating LP | 4.500% | 7/1/44 | 4,700 | 5,922 | ||
ERP Operating LP | 4.500% | 6/1/45 | 3,750 | 4,685 | ||
ERP Operating LP | 4.000% | 8/1/47 | 2,775 | 3,281 | ||
Essential Properties LP | 2.950% | 7/15/31 | 3,900 | 3,898 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 1,425 | 1,486 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 1,575 | 1,696 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 8,950 | 9,691 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 9,915 | 10,779 | ||
Essex Portfolio LP | 1.700% | 3/1/28 | 4,000 | 3,935 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 5,795 | 6,545 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Essex Portfolio LP | 3.000% | 1/15/30 | 9,630 | 10,132 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 2,500 | 2,349 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 7,260 | 7,368 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 6,839 | 8,311 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 5,089 | 4,559 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 4,250 | 4,279 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 2,650 | 2,746 | ||
Federal Realty Investment Trust | 3.950% | 1/15/24 | 5,000 | 5,365 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 4,725 | 5,095 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 3,350 | 3,600 | ||
Federal Realty Investment Trust | 3.500% | 6/1/30 | 2,000 | 2,196 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 6,600 | 7,817 | ||
GLP Capital LP | 5.375% | 11/1/23 | 5,000 | 5,456 | ||
GLP Capital LP | 5.250% | 6/1/25 | 9,354 | 10,538 | ||
GLP Capital LP | 5.375% | 4/15/26 | 10,406 | 11,975 | ||
GLP Capital LP | 5.750% | 6/1/28 | 4,750 | 5,654 | ||
GLP Capital LP | 5.300% | 1/15/29 | 11,225 | 13,107 | ||
GLP Capital LP | 4.000% | 1/15/30 | 6,750 | 7,273 | ||
GLP Capital LP | 4.000% | 1/15/31 | 6,000 | 6,471 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,810 | 5,273 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,000 | 4,026 | ||
Healthcare Realty Trust Inc. | 2.050% | 3/15/31 | 2,500 | 2,424 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 3,300 | 3,626 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,475 | 4,992 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,405 | 3,615 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 14,900 | 14,427 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 2,596 | 2,789 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 388 | 428 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 5,000 | 5,435 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 11,270 | 12,470 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 10,300 | 10,925 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 5,000 | 5,251 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,496 | 2,234 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 3,850 | 4,231 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,000 | 3,364 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 11,000 | 11,514 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 11,053 | 11,134 | ||
3 | Host Hotels & Resorts LP | 3.750% | 10/15/23 | 6,034 | 6,359 | |
3 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 6,328 | 6,857 | |
3 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 5,270 | 5,535 | |
3 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 14,000 | 14,693 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 2,500 | 2,739 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 1,500 | 1,728 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 2,585 | 2,729 | ||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 1,150 | 1,196 | ||
Kilroy Realty LP | 3.800% | 1/15/23 | 9,250 | 9,623 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 2,000 | 2,137 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 800 | 888 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 2,150 | 2,497 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 2,975 | 3,357 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 10,025 | 10,473 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 6,350 | 6,251 | ||
Kimco Realty Corp. | 3.400% | 11/1/22 | 7,275 | 7,526 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 875 | 913 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,125 | 3,367 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,893 | 2,009 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 16,200 | 16,214 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 4,000 | 4,120 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 325 | 377 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 400 | 457 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 3,050 | 3,651 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 6,021 | 6,503 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 7,900 | 8,520 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 2,500 | 2,547 | ||
Life Storage LP | 3.500% | 7/1/26 | 9,625 | 10,533 | ||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,118 | ||
Life Storage LP | 4.000% | 6/15/29 | 1,950 | 2,185 | ||
Life Storage LP | 2.200% | 10/15/30 | 2,500 | 2,469 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,400 | 2,576 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,725 | 2,944 | ||
Mid-America Apartments LP | 4.000% | 11/15/25 | 75 | 83 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 7,770 | 8,656 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 4,535 | 5,150 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 5,245 | 5,479 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 5,000 | 4,746 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 8,500 | 8,235 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 2,750 | 2,971 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 3,145 | 3,486 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,475 | 2,704 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 1,050 | 1,137 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 2,500 | 2,843 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 8,375 | 8,528 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 2,275 | 2,829 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 8,375 | 8,149 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 12,200 | 12,749 | ||
Office Properties Income Trust | 4.150% | 2/1/22 | 1,975 | 2,004 | ||
Office Properties Income Trust | 4.000% | 7/15/22 | 2,725 | 2,814 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 1,325 | 1,411 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 7,051 | 7,665 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 3,663 | 3,714 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 13,023 | 13,889 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 3,325 | 3,619 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 6,765 | 7,398 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 5,250 | 5,991 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 11,875 | 13,271 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 3,984 | 4,502 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 17,270 | 18,474 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 22,979 | 23,610 | ||
Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 4,500 | 4,488 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 6,400 | 7,223 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 3,000 | 3,294 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,950 | 5,145 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 1,750 | 1,888 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 4,637 | 4,718 | ||
Prologis LP | 2.125% | 4/15/27 | 3,395 | 3,538 | ||
Prologis LP | 3.875% | 9/15/28 | 2,500 | 2,860 | ||
Prologis LP | 4.375% | 2/1/29 | 4,000 | 4,705 | ||
Prologis LP | 2.250% | 4/15/30 | 14,009 | 14,298 | ||
Prologis LP | 1.250% | 10/15/30 | 8,000 | 7,532 | ||
Prologis LP | 1.625% | 3/15/31 | 8,377 | 8,072 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Prologis LP | 4.375% | 9/15/48 | 3,500 | 4,414 | ||
Prologis LP | 3.000% | 4/15/50 | 7,089 | 7,286 | ||
Prologis LP | 2.125% | 10/15/50 | 11,618 | 9,914 | ||
Public Storage | 2.370% | 9/15/22 | 5,510 | 5,634 | ||
Public Storage | 0.875% | 2/15/26 | 2,600 | 2,584 | ||
Public Storage | 3.094% | 9/15/27 | 6,600 | 7,247 | ||
Public Storage | 1.850% | 5/1/28 | 7,000 | 7,054 | ||
Public Storage | 3.385% | 5/1/29 | 4,855 | 5,392 | ||
Public Storage | 2.300% | 5/1/31 | 7,600 | 7,756 | ||
Rayonier LP | 2.750% | 5/17/31 | 2,000 | 2,022 | ||
Realty Income Corp. | 4.650% | 8/1/23 | 1,825 | 1,963 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 1,950 | 2,112 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 6,840 | 7,551 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 3,811 | 3,738 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 10,420 | 11,813 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 5,200 | 5,617 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 7,725 | 8,633 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 4,053 | 4,416 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 15,696 | 17,129 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 13,000 | 12,413 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 7,155 | 9,295 | ||
Regency Centers LP | 3.600% | 2/1/27 | 2,010 | 2,225 | ||
Regency Centers LP | 4.125% | 3/15/28 | 1,375 | 1,545 | ||
Regency Centers LP | 2.950% | 9/15/29 | 1,500 | 1,580 | ||
Regency Centers LP | 3.700% | 6/15/30 | 5,000 | 5,541 | ||
Regency Centers LP | 4.400% | 2/1/47 | 5,650 | 6,567 | ||
Regency Centers LP | 4.650% | 3/15/49 | 4,225 | 5,120 | ||
Retail Properties of America Inc. | 4.750% | 9/15/30 | 3,000 | 3,316 | ||
Rexford Industrial Realty LP | 2.125% | 12/1/30 | 3,000 | 2,894 | ||
Sabra Health Care LP | 4.800% | 6/1/24 | 1,840 | 2,012 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 12,500 | 14,069 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 8,975 | 9,481 | ||
Safehold Operating Partnership LP | 2.800% | 6/15/31 | 7,000 | 7,001 | ||
Simon Property Group LP | 2.750% | 2/1/23 | 3,625 | 3,738 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 6,000 | 6,229 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 5,000 | 5,360 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 2,170 | 2,248 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 4,212 | 4,534 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 8,639 | 9,461 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 12,941 | 14,083 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 2,800 | 3,056 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 17,557 | 19,125 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 4,700 | 5,123 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 7,750 | 7,721 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 22,561 | 23,211 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 11,500 | 11,931 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 6,800 | 6,717 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 7,250 | 10,822 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 5,448 | 6,755 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 2,613 | 3,018 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 4,700 | 5,477 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 13,135 | 13,300 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 5,300 | 5,857 | ||
SITE Centers Corp. | 3.900% | 8/15/24 | 9,955 | 10,478 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 5,900 | 6,225 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
SITE Centers Corp. | 4.250% | 2/1/26 | 1,700 | 1,849 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 11,350 | 12,595 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 3,300 | 3,396 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 445 | 474 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 5,000 | 4,982 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 2,650 | 2,945 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 2,450 | 2,553 | ||
Spirit Realty LP | 2.700% | 2/15/32 | 4,050 | 4,016 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 2,195 | 2,484 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 5,000 | 5,701 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 1,500 | 1,515 | ||
Tanger Properties LP | 3.750% | 12/1/24 | 2,550 | 2,711 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 4,710 | 4,936 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 2,600 | 2,815 | ||
3 | UDR Inc. | 2.950% | 9/1/26 | 4,400 | 4,706 | |
3 | UDR Inc. | 3.500% | 7/1/27 | 5,250 | 5,749 | |
3 | UDR Inc. | 3.500% | 1/15/28 | 5,075 | 5,552 | |
UDR Inc. | 3.000% | 8/15/31 | 3,500 | 3,678 | ||
3 | UDR Inc. | 2.100% | 8/1/32 | 4,000 | 3,844 | |
3 | UDR Inc. | 1.900% | 3/15/33 | 7,500 | 7,029 | |
3 | UDR Inc. | 2.100% | 6/15/33 | 3,950 | 3,778 | |
UDR Inc. | 3.100% | 11/1/34 | 3,335 | 3,503 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 7,060 | 7,359 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,075 | 3,293 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 2,325 | 2,495 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 3,610 | 3,800 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 8,000 | 8,643 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 1,825 | 2,042 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 9,075 | 9,874 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 2,075 | 2,320 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 12,985 | 14,600 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 1,865 | 2,143 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 3,865 | 4,041 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 765 | 911 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 1,000 | 1,323 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 5,740 | 6,519 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 1,200 | 1,487 | ||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 2,550 | 2,781 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 5,883 | 6,668 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 2,925 | 3,376 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 4,350 | 4,901 | ||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 6,000 | 6,541 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 3,500 | 3,559 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 16,600 | 17,778 | ||
VEREIT Operating Partnership LP | 2.850% | 12/15/32 | 7,000 | 7,321 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 3,524 | 3,751 | ||
Vornado Realty LP | 2.150% | 6/1/26 | 1,900 | 1,927 | ||
Washington REIT | 3.950% | 10/15/22 | 1,050 | 1,085 | ||
3,7 | WEA Finance LLC | 3.750% | 9/17/24 | 500 | 535 | |
Weingarten Realty Investors | 3.375% | 10/15/22 | 8,375 | 8,613 | ||
Weingarten Realty Investors | 3.500% | 4/15/23 | 2,200 | 2,295 | ||
Weingarten Realty Investors | 4.450% | 1/15/24 | 600 | 645 | ||
Weingarten Realty Investors | 3.850% | 6/1/25 | 900 | 973 | ||
Welltower Inc. | 4.500% | 1/15/24 | 5,500 | 5,960 | ||
Welltower Inc. | 3.625% | 3/15/24 | 10,990 | 11,802 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Welltower Inc. | 4.000% | 6/1/25 | 18,665 | 20,602 | ||
Welltower Inc. | 4.250% | 4/1/26 | 16,567 | 18,685 | ||
Welltower Inc. | 2.700% | 2/15/27 | 9,262 | 9,828 | ||
Welltower Inc. | 4.250% | 4/15/28 | 1,525 | 1,748 | ||
Welltower Inc. | 4.125% | 3/15/29 | 3,145 | 3,570 | ||
Welltower Inc. | 2.750% | 1/15/31 | 16,750 | 17,288 | ||
Welltower Inc. | 2.800% | 6/1/31 | 4,800 | 4,960 | ||
Welltower Inc. | 6.500% | 3/15/41 | 2,000 | 2,855 | ||
Welltower Inc. | 5.125% | 3/15/43 | 950 | 1,170 | ||
Welltower Inc. | 4.950% | 9/1/48 | 4,450 | 5,697 | ||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 800 | 999 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,200 | 12,783 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 8,000 | 9,108 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 8,605 | 12,404 | ||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 2,250 | 3,119 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 7,705 | 8,427 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,250 | 1,363 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 2,350 | 2,642 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 2,200 | 2,441 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 13,242 | 12,741 | ||
2,656,302 | ||||||
Technology (2.5%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 8,200 | 8,384 | ||
Adobe Inc. | 1.900% | 2/1/25 | 4,113 | 4,275 | ||
Adobe Inc. | 3.250% | 2/1/25 | 11,108 | 12,031 | ||
Adobe Inc. | 2.150% | 2/1/27 | 10,800 | 11,313 | ||
Adobe Inc. | 2.300% | 2/1/30 | 15,650 | 16,294 | ||
Altera Corp. | 4.100% | 11/15/23 | 6,100 | 6,620 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 6,100 | 6,114 | ||
Analog Devices Inc. | 2.875% | 6/1/23 | 6,700 | 6,973 | ||
Analog Devices Inc. | 3.125% | 12/5/23 | 7,475 | 7,912 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 3,050 | 3,263 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 200 | 223 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 5,965 | 6,610 | ||
Analog Devices Inc. | 5.300% | 12/15/45 | 1,140 | 1,535 | ||
Apple Inc. | 2.150% | 2/9/22 | 11,515 | 11,652 | ||
Apple Inc. | 2.500% | 2/9/22 | 22,935 | 23,212 | ||
Apple Inc. | 2.850% | 2/23/23 | 19,217 | 19,956 | ||
Apple Inc. | 2.400% | 5/3/23 | 49,823 | 51,693 | ||
Apple Inc. | 0.750% | 5/11/23 | 17,425 | 17,569 | ||
Apple Inc. | 3.000% | 2/9/24 | 15,735 | 16,695 | ||
Apple Inc. | 3.450% | 5/6/24 | 9,375 | 10,148 | ||
Apple Inc. | 2.850% | 5/11/24 | 24,251 | 25,745 | ||
Apple Inc. | 1.800% | 9/11/24 | 3,000 | 3,114 | ||
Apple Inc. | 2.750% | 1/13/25 | 15,698 | 16,783 | ||
Apple Inc. | 2.500% | 2/9/25 | 17,788 | 18,871 | ||
Apple Inc. | 1.125% | 5/11/25 | 26,505 | 26,822 | ||
Apple Inc. | 3.200% | 5/13/25 | 18,350 | 20,009 | ||
Apple Inc. | 0.550% | 8/20/25 | 11,500 | 11,373 | ||
Apple Inc. | 0.700% | 2/8/26 | 21,300 | 21,066 | ||
Apple Inc. | 3.250% | 2/23/26 | 62,101 | 68,194 | ||
Apple Inc. | 2.450% | 8/4/26 | 24,982 | 26,573 | ||
Apple Inc. | 2.050% | 9/11/26 | 14,086 | 14,737 | ||
Apple Inc. | 3.350% | 2/9/27 | 23,601 | 26,198 | ||
Apple Inc. | 3.200% | 5/11/27 | 36,000 | 39,767 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Apple Inc. | 2.900% | 9/12/27 | 43,855 | 47,806 | ||
Apple Inc. | 1.200% | 2/8/28 | 28,800 | 28,371 | ||
Apple Inc. | 2.200% | 9/11/29 | 12,580 | 13,088 | ||
Apple Inc. | 1.650% | 5/11/30 | 18,500 | 18,338 | ||
Apple Inc. | 1.250% | 8/20/30 | 11,000 | 10,548 | ||
Apple Inc. | 1.650% | 2/8/31 | 35,000 | 34,443 | ||
Apple Inc. | 4.500% | 2/23/36 | 9,180 | 11,592 | ||
Apple Inc. | 2.375% | 2/8/41 | 17,025 | 16,563 | ||
Apple Inc. | 3.850% | 5/4/43 | 29,963 | 35,663 | ||
Apple Inc. | 4.450% | 5/6/44 | 11,675 | 15,048 | ||
Apple Inc. | 3.450% | 2/9/45 | 22,578 | 25,322 | ||
Apple Inc. | 4.375% | 5/13/45 | 28,889 | 36,826 | ||
Apple Inc. | 4.650% | 2/23/46 | 46,300 | 61,435 | ||
Apple Inc. | 3.850% | 8/4/46 | 21,680 | 25,751 | ||
Apple Inc. | 4.250% | 2/9/47 | 12,676 | 15,963 | ||
Apple Inc. | 3.750% | 9/12/47 | 12,324 | 14,462 | ||
Apple Inc. | 3.750% | 11/13/47 | 14,160 | 16,591 | ||
Apple Inc. | 2.950% | 9/11/49 | 16,768 | 17,386 | ||
Apple Inc. | 2.650% | 5/11/50 | 27,820 | 27,267 | ||
Apple Inc. | 2.400% | 8/20/50 | 12,653 | 11,925 | ||
Apple Inc. | 2.650% | 2/8/51 | 30,700 | 30,117 | ||
Apple Inc. | 2.550% | 8/20/60 | 18,802 | 17,534 | ||
Apple Inc. | 2.800% | 2/8/61 | 18,800 | 18,389 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 17,905 | 19,986 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 9,200 | 10,173 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 6,080 | 6,018 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 6,475 | 8,554 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 5,905 | 8,693 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 11,000 | 14,016 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 8,117 | 8,093 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 3,350 | 3,524 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 7,444 | 7,924 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 3,070 | 3,332 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 3,525 | 3,948 | ||
Autodesk Inc. | 3.600% | 12/15/22 | 825 | 854 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 4,600 | 5,143 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 4,150 | 4,572 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 5,300 | 5,588 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 9,025 | 9,896 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 10,000 | 10,082 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 8,300 | 7,929 | ||
Avnet Inc. | 4.875% | 12/1/22 | 3,845 | 4,066 | ||
Avnet Inc. | 4.625% | 4/15/26 | 4,625 | 5,210 | ||
Avnet Inc. | 3.000% | 5/15/31 | 2,800 | 2,794 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 42,704 | 47,197 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 8,600 | 9,435 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 8,100 | 8,380 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 7,000 | 7,584 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 25,000 | 28,136 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 17,203 | 18,452 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 23,450 | 26,297 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 28,778 | 31,321 | ||
3,7 | Broadcom Inc. | 1.950% | 2/15/28 | 8,000 | 8,004 | |
Broadcom Inc. | 4.110% | 9/15/28 | 23,382 | 26,287 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 26,480 | 30,803 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Broadcom Inc. | 5.000% | 4/15/30 | 24,000 | 28,368 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 24,000 | 26,932 | ||
3,7 | Broadcom Inc. | 2.450% | 2/15/31 | 24,500 | 24,111 | |
Broadcom Inc. | 4.300% | 11/15/32 | 19,000 | 21,634 | ||
3,7 | Broadcom Inc. | 2.600% | 2/15/33 | 18,000 | 17,646 | |
3,7 | Broadcom Inc. | 3.419% | 4/15/33 | 24,697 | 26,040 | |
3,7 | Broadcom Inc. | 3.469% | 4/15/34 | 27,006 | 28,583 | |
3,7 | Broadcom Inc. | 3.500% | 2/15/41 | 30,300 | 31,094 | |
3,7 | Broadcom Inc. | 3.750% | 2/15/51 | 18,000 | 18,810 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 2,800 | 3,075 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 4,200 | 4,439 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 10,800 | 11,007 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 3,263 | 3,589 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 8,475 | 9,487 | ||
Cintas Corp. No. 2 | 6.150% | 8/15/36 | 259 | 364 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 11,250 | 11,680 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 5,000 | 5,189 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 8,482 | 9,179 | ||
Cisco Systems Inc. | 3.500% | 6/15/25 | 4,271 | 4,716 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 10,105 | 10,996 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 3,240 | 3,476 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 12,866 | 18,726 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 20,242 | 28,639 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 7,500 | 7,415 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 3,250 | 3,690 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 5,650 | 5,947 | ||
Corning Inc. | 4.700% | 3/15/37 | 4,475 | 5,337 | ||
Corning Inc. | 5.750% | 8/15/40 | 8,460 | 11,487 | ||
Corning Inc. | 4.750% | 3/15/42 | 2,195 | 2,746 | ||
Corning Inc. | 5.350% | 11/15/48 | 1,500 | 2,023 | ||
Corning Inc. | 4.375% | 11/15/57 | 7,050 | 8,402 | ||
Corning Inc. | 5.850% | 11/15/68 | 3,200 | 4,615 | ||
Corning Inc. | 5.450% | 11/15/79 | 10,600 | 14,807 | ||
Dell International LLC | 5.450% | 6/15/23 | 39,700 | 43,064 | ||
Dell International LLC | 4.000% | 7/15/24 | 5,000 | 5,435 | ||
Dell International LLC | 5.850% | 7/15/25 | 9,000 | 10,563 | ||
Dell International LLC | 6.020% | 6/15/26 | 46,818 | 56,151 | ||
Dell International LLC | 4.900% | 10/1/26 | 22,585 | 26,062 | ||
Dell International LLC | 6.100% | 7/15/27 | 16,000 | 19,603 | ||
Dell International LLC | 5.300% | 10/1/29 | 18,333 | 22,111 | ||
Dell International LLC | 6.200% | 7/15/30 | 7,955 | 10,228 | ||
Dell International LLC | 8.100% | 7/15/36 | 20,600 | 31,507 | ||
Dell International LLC | 8.350% | 7/15/46 | 28,522 | 46,663 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 9,375 | 10,148 | ||
DXC Technology Co. | 4.125% | 4/15/25 | 19,217 | 21,119 | ||
DXC Technology Co. | 4.750% | 4/15/27 | 2,170 | 2,488 | ||
Equifax Inc. | 3.950% | 6/15/23 | 2,000 | 2,125 | ||
Equifax Inc. | 2.600% | 12/1/24 | 2,250 | 2,372 | ||
Equifax Inc. | 2.600% | 12/15/25 | 6,037 | 6,361 | ||
Equifax Inc. | 3.100% | 5/15/30 | 6,310 | 6,791 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 8,000 | 7,993 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 8,000 | 7,987 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 13,000 | 12,897 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 7,500 | 7,455 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 6,500 | 7,325 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 12,000 | 11,981 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 9,000 | 9,246 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 300 | 367 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 11,393 | 12,193 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 20,808 | 21,942 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 14,971 | 16,470 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 21,000 | 22,750 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 13,700 | 14,217 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 11,000 | 12,653 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 31,776 | 34,980 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 11,000 | 11,388 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 20,950 | 25,237 | ||
Flex Ltd. | 5.000% | 2/15/23 | 2,730 | 2,910 | ||
Flex Ltd. | 4.750% | 6/15/25 | 75 | 84 | ||
Flex Ltd. | 3.750% | 2/1/26 | 6,000 | 6,538 | ||
Flex Ltd. | 4.875% | 6/15/29 | 8,500 | 9,818 | ||
Flex Ltd. | 4.875% | 5/12/30 | 4,000 | 4,641 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 4,500 | 4,523 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 5,000 | 4,949 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 5,000 | 4,992 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 3,475 | 3,844 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 18,100 | 18,891 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 2,000 | 2,058 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 11,255 | 12,178 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 7,867 | 7,999 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 8,450 | 9,393 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 18,954 | 21,583 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 8,160 | 8,255 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 7,959 | 10,801 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 16,831 | 22,728 | ||
HP Inc. | 2.200% | 6/17/25 | 14,025 | 14,560 | ||
3,7 | HP Inc. | 1.450% | 6/17/26 | 10,000 | 9,947 | |
HP Inc. | 3.000% | 6/17/27 | 21,110 | 22,624 | ||
HP Inc. | 3.400% | 6/17/30 | 16,000 | 17,143 | ||
3,7 | HP Inc. | 2.650% | 6/17/31 | 11,000 | 11,011 | |
HP Inc. | 6.000% | 9/15/41 | 12,970 | 17,058 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 2,800 | 3,027 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 3,425 | 3,675 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 4,645 | 5,093 | ||
Hubbell Inc. | 2.300% | 3/15/31 | 3,000 | 3,012 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 7,000 | 7,515 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 8,865 | 10,441 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 4,200 | 4,856 | ||
Intel Corp. | 3.100% | 7/29/22 | 6,100 | 6,291 | ||
Intel Corp. | 2.700% | 12/15/22 | 19,982 | 20,701 | ||
Intel Corp. | 2.875% | 5/11/24 | 11,781 | 12,525 | ||
Intel Corp. | 3.400% | 3/25/25 | 27,620 | 30,151 | ||
Intel Corp. | 3.700% | 7/29/25 | 23,775 | 26,272 | ||
Intel Corp. | 2.600% | 5/19/26 | 11,340 | 12,127 | ||
Intel Corp. | 3.750% | 3/25/27 | 14,400 | 16,265 | ||
Intel Corp. | 2.450% | 11/15/29 | 25,500 | 26,858 | ||
Intel Corp. | 3.900% | 3/25/30 | 19,005 | 22,098 | ||
Intel Corp. | 4.000% | 12/15/32 | 6,700 | 8,070 | ||
Intel Corp. | 4.600% | 3/25/40 | 8,000 | 10,124 | ||
Intel Corp. | 4.800% | 10/1/41 | 12,072 | 15,724 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intel Corp. | 4.250% | 12/15/42 | 1,000 | 1,227 | ||
Intel Corp. | 4.100% | 5/19/46 | 13,225 | 15,889 | ||
Intel Corp. | 4.100% | 5/11/47 | 11,100 | 13,317 | ||
Intel Corp. | 3.734% | 12/8/47 | 19,850 | 22,651 | ||
Intel Corp. | 3.250% | 11/15/49 | 16,650 | 17,745 | ||
Intel Corp. | 4.750% | 3/25/50 | 23,759 | 31,546 | ||
Intel Corp. | 3.100% | 2/15/60 | 10,600 | 10,829 | ||
Intel Corp. | 4.950% | 3/25/60 | 8,930 | 12,618 | ||
International Business Machines Corp. | 2.500% | 1/27/22 | 6,575 | 6,661 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 7,485 | 7,610 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 33,085 | 34,234 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 14,075 | 14,942 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 18,338 | 19,750 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 25,100 | 26,749 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 7,850 | 9,834 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 12,464 | 13,759 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 37,800 | 41,569 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 15,092 | 15,288 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 1,975 | 2,501 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 50 | 65 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 29,255 | 32,752 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 18,600 | 18,583 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,075 | 8,323 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 21,200 | 25,190 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 6,623 | 9,262 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 12,710 | 12,851 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 9,000 | 10,545 | ||
International Business Machines Corp. | 4.700% | 2/19/46 | 1,200 | 1,565 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 30,865 | 38,177 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 16,790 | 16,841 | ||
Intuit Inc. | 0.650% | 7/15/23 | 2,100 | 2,111 | ||
Intuit Inc. | 0.950% | 7/15/25 | 4,500 | 4,509 | ||
Intuit Inc. | 1.350% | 7/15/27 | 4,500 | 4,496 | ||
Intuit Inc. | 1.650% | 7/15/30 | 4,500 | 4,431 | ||
Jabil Inc. | 4.700% | 9/15/22 | 1,500 | 1,574 | ||
Jabil Inc. | 1.700% | 4/15/26 | 5,000 | 5,036 | ||
Jabil Inc. | 3.950% | 1/12/28 | 6,000 | 6,672 | ||
Jabil Inc. | 3.600% | 1/15/30 | 6,070 | 6,572 | ||
Jabil Inc. | 3.000% | 1/15/31 | 5,500 | 5,658 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 2,475 | 2,472 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 9,025 | 10,046 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 5,600 | 5,375 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 3,680 | 4,899 | ||
KLA Corp. | 4.650% | 11/1/24 | 10,775 | 12,032 | ||
KLA Corp. | 4.100% | 3/15/29 | 11,041 | 12,730 | ||
KLA Corp. | 5.000% | 3/15/49 | 4,325 | 5,841 | ||
KLA Corp. | 3.300% | 3/1/50 | 8,025 | 8,526 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 4,901 | 5,393 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 11,500 | 12,885 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 15,425 | 17,940 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 6,884 | 6,910 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 5,850 | 7,917 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 6,000 | 6,071 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 4,900 | 5,109 | ||
Legrand France SA | 8.500% | 2/15/25 | 3,350 | 4,234 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Leidos Inc. | 2.950% | 5/15/23 | 8,283 | 8,612 | ||
Leidos Inc. | 3.625% | 5/15/25 | 6,905 | 7,499 | ||
Leidos Inc. | 4.375% | 5/15/30 | 6,500 | 7,375 | ||
Leidos Inc. | 2.300% | 2/15/31 | 9,150 | 8,965 | ||
3,7 | Marvell Technology Inc. | 4.200% | 6/22/23 | 4,950 | 5,265 | |
3,7 | Marvell Technology Inc. | 1.650% | 4/15/26 | 5,000 | 4,998 | |
3,7 | Marvell Technology Inc. | 2.450% | 4/15/28 | 7,000 | 7,134 | |
3,7 | Marvell Technology Inc. | 4.875% | 6/22/28 | 3,758 | 4,341 | |
3,7 | Marvell Technology Inc. | 2.950% | 4/15/31 | 7,065 | 7,325 | |
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 4,275 | 4,454 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 625 | 690 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 5,000 | 5,331 | ||
Micron Technology Inc. | 2.497% | 4/24/23 | 5,414 | 5,595 | ||
Micron Technology Inc. | 4.640% | 2/6/24 | 3,000 | 3,286 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,350 | 5,001 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 8,000 | 9,033 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,950 | 7,196 | ||
Microsoft Corp. | 2.400% | 2/6/22 | 25,959 | 26,254 | ||
Microsoft Corp. | 2.375% | 2/12/22 | 12,700 | 12,847 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 30,986 | 31,840 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 18,050 | 18,641 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 21,229 | 22,464 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 6,746 | 7,224 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 29,450 | 32,134 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 36,960 | 39,387 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 39,538 | 44,004 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 16,825 | 19,503 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 20,069 | 23,194 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 12,172 | 15,014 | ||
Microsoft Corp. | 5.300% | 2/8/41 | 7,000 | 9,957 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 42,925 | 51,832 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 74,159 | 72,874 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 80,454 | 85,341 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 38,222 | 38,056 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 44,066 | 47,117 | ||
Moody's Corp. | 4.500% | 9/1/22 | 4,908 | 5,091 | ||
Moody's Corp. | 4.875% | 2/15/24 | 8,339 | 9,155 | ||
Moody's Corp. | 3.750% | 3/24/25 | 6,000 | 6,584 | ||
Moody's Corp. | 3.250% | 1/15/28 | 5,500 | 6,024 | ||
Moody's Corp. | 5.250% | 7/15/44 | 5,515 | 7,439 | ||
Moody's Corp. | 4.875% | 12/17/48 | 4,000 | 5,263 | ||
Moody's Corp. | 3.250% | 5/20/50 | 2,625 | 2,746 | ||
Moody's Corp. | 2.550% | 8/18/60 | 4,400 | 3,908 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 5,094 | 5,577 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 6,000 | 6,992 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 6,000 | 6,997 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 8,500 | 8,361 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 5,700 | 5,817 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 2,995 | 3,912 | ||
NetApp Inc. | 3.300% | 9/29/24 | 4,475 | 4,792 | ||
NetApp Inc. | 1.875% | 6/22/25 | 4,000 | 4,115 | ||
NetApp Inc. | 2.375% | 6/22/27 | 4,000 | 4,199 | ||
NetApp Inc. | 2.700% | 6/22/30 | 8,176 | 8,528 | ||
NVIDIA Corp. | 0.309% | 6/15/23 | 13,000 | 13,002 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 13,000 | 13,007 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NVIDIA Corp. | 3.200% | 9/16/26 | 12,155 | 13,377 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 13,000 | 12,952 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 14,018 | 15,177 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 13,000 | 13,014 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 30,000 | 34,001 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 24,760 | 28,001 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 8,507 | 10,078 | ||
3,7 | NXP BV | 4.875% | 3/1/24 | 9,250 | 10,184 | |
3,7 | NXP BV | 5.350% | 3/1/26 | 3,500 | 4,082 | |
3,7 | NXP BV | 3.875% | 6/18/26 | 2,000 | 2,214 | |
3,7 | NXP BV | 3.150% | 5/1/27 | 6,000 | 6,428 | |
3,7 | NXP BV | 5.550% | 12/1/28 | 2,000 | 2,452 | |
3,7 | NXP BV | 4.300% | 6/18/29 | 18,000 | 20,657 | |
3,7 | NXP BV | 3.400% | 5/1/30 | 11,240 | 12,253 | |
3,7 | NXP BV | 2.500% | 5/11/31 | 11,000 | 11,153 | |
3,7 | NXP BV | 3.250% | 5/11/41 | 11,600 | 11,894 | |
Oracle Corp. | 2.500% | 10/15/22 | 22,810 | 23,419 | ||
Oracle Corp. | 2.625% | 2/15/23 | 8,200 | 8,480 | ||
Oracle Corp. | 2.400% | 9/15/23 | 25,208 | 26,150 | ||
Oracle Corp. | 3.400% | 7/8/24 | 18,599 | 19,942 | ||
Oracle Corp. | 2.950% | 11/15/24 | 42,430 | 45,205 | ||
Oracle Corp. | 2.500% | 4/1/25 | 36,210 | 38,036 | ||
Oracle Corp. | 2.950% | 5/15/25 | 16,582 | 17,659 | ||
Oracle Corp. | 1.650% | 3/25/26 | 29,375 | 29,782 | ||
Oracle Corp. | 2.650% | 7/15/26 | 38,460 | 40,592 | ||
Oracle Corp. | 2.800% | 4/1/27 | 31,890 | 33,813 | ||
Oracle Corp. | 3.250% | 11/15/27 | 11,876 | 12,899 | ||
Oracle Corp. | 2.300% | 3/25/28 | 21,175 | 21,743 | ||
Oracle Corp. | 2.950% | 4/1/30 | 36,865 | 38,855 | ||
Oracle Corp. | 2.875% | 3/25/31 | 36,000 | 37,486 | ||
Oracle Corp. | 4.300% | 7/8/34 | 20,283 | 23,556 | ||
Oracle Corp. | 3.900% | 5/15/35 | 15,600 | 17,457 | ||
Oracle Corp. | 3.850% | 7/15/36 | 16,490 | 18,219 | ||
Oracle Corp. | 3.800% | 11/15/37 | 10,400 | 11,402 | ||
Oracle Corp. | 6.500% | 4/15/38 | 10,000 | 14,178 | ||
Oracle Corp. | 6.125% | 7/8/39 | 10,000 | 13,848 | ||
Oracle Corp. | 3.600% | 4/1/40 | 49,120 | 51,817 | ||
Oracle Corp. | 5.375% | 7/15/40 | 23,657 | 30,661 | ||
Oracle Corp. | 3.650% | 3/25/41 | 24,000 | 25,491 | ||
Oracle Corp. | 4.500% | 7/8/44 | 9,527 | 11,129 | ||
Oracle Corp. | 4.125% | 5/15/45 | 22,375 | 24,914 | ||
Oracle Corp. | 4.000% | 7/15/46 | 32,761 | 35,598 | ||
Oracle Corp. | 4.000% | 11/15/47 | 23,765 | 25,908 | ||
Oracle Corp. | 3.600% | 4/1/50 | 50,300 | 51,681 | ||
Oracle Corp. | 3.950% | 3/25/51 | 38,000 | 41,523 | ||
Oracle Corp. | 4.375% | 5/15/55 | 13,325 | 15,456 | ||
Oracle Corp. | 3.850% | 4/1/60 | 36,140 | 38,266 | ||
Oracle Corp. | 4.100% | 3/25/61 | 15,225 | 16,873 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 7,747 | 8,022 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 9,707 | 10,314 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 9,042 | 9,922 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 12,500 | 13,804 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 28,368 | 27,766 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 14,485 | 14,825 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 17,048 | 16,301 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
QUALCOMM Inc. | 4.650% | 5/20/35 | 9,700 | 12,307 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 12,870 | 17,104 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 17,420 | 21,933 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 6,840 | 7,375 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 9,025 | 9,362 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 6,300 | 6,609 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 9,350 | 10,620 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 5,598 | 5,982 | ||
Roper Technologies Inc. | 2.800% | 12/15/21 | 10,575 | 10,673 | ||
Roper Technologies Inc. | 0.450% | 8/15/22 | 1,000 | 1,001 | ||
Roper Technologies Inc. | 3.125% | 11/15/22 | 1,750 | 1,803 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 11,730 | 12,508 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 8,450 | 8,852 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 4,500 | 4,472 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 9,157 | 10,151 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 11,559 | 12,901 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 17,709 | 17,435 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 7,225 | 8,313 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 10,295 | 11,010 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 13,776 | 13,583 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 12,742 | 12,249 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 6,225 | 6,924 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 5,300 | 5,565 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 7,400 | 7,012 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 6,500 | 7,003 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 9,950 | 8,544 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 9,927 | 10,414 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 12,050 | 13,719 | ||
5 | salesforce.com Inc. | 1.500% | 7/15/28 | 5,000 | 4,999 | |
5 | salesforce.com Inc. | 1.950% | 7/15/31 | 16,000 | 16,025 | |
5 | salesforce.com Inc. | 2.700% | 7/15/41 | 10,930 | 10,999 | |
5 | salesforce.com Inc. | 2.900% | 7/15/51 | 20,000 | 20,209 | |
5 | salesforce.com Inc. | 3.050% | 7/15/61 | 11,730 | 11,920 | |
ServiceNow Inc. | 1.400% | 9/1/30 | 15,600 | 14,637 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 5,800 | 5,882 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 5,000 | 5,123 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 4,297 | 4,534 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 7,863 | 8,030 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 7,497 | 8,165 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 12,329 | 12,837 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,300 | 6,263 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 11,500 | 13,807 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 15,533 | 19,689 | ||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 8,500 | 8,862 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 6,250 | 6,915 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 10,090 | 11,467 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 8,300 | 11,197 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 5,000 | 5,349 | ||
VMware Inc. | 2.950% | 8/21/22 | 17,040 | 17,485 | ||
VMware Inc. | 4.500% | 5/15/25 | 10,654 | 11,908 | ||
VMware Inc. | 4.650% | 5/15/27 | 7,000 | 8,032 | ||
VMware Inc. | 3.900% | 8/21/27 | 27,579 | 30,650 | ||
VMware Inc. | 4.700% | 5/15/30 | 11,254 | 13,322 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Xilinx Inc. | 2.950% | 6/1/24 | 6,483 | 6,862 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 8,300 | 8,431 | ||
6,215,453 | ||||||
Utilities (2.4%) | ||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,400 | 2,454 | ||
AEP Texas Inc. | 3.950% | 6/1/28 | 9,350 | 10,537 | ||
3 | AEP Texas Inc. | 2.100% | 7/1/30 | 7,857 | 7,714 | |
AEP Texas Inc. | 3.800% | 10/1/47 | 3,000 | 3,277 | ||
3 | AEP Texas Inc. | 3.450% | 1/15/50 | 2,943 | 3,052 | |
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 4,071 | 4,801 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 4,750 | 5,437 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 4,350 | 5,360 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 3,925 | 4,543 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 8,985 | 9,368 | ||
3 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 5,750 | 6,542 | |
3,7 | AES Corp. | 1.375% | 1/15/26 | 9,400 | 9,306 | |
3,7 | AES Corp. | 2.450% | 1/15/31 | 9,500 | 9,408 | |
3 | Alabama Power Co. | 2.450% | 3/30/22 | 9,500 | 9,638 | |
3 | Alabama Power Co. | 3.550% | 12/1/23 | 8,800 | 9,440 | |
3 | Alabama Power Co. | 1.450% | 9/15/30 | 12,800 | 12,229 | |
Alabama Power Co. | 6.125% | 5/15/38 | 1,900 | 2,719 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 6,974 | 9,906 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 1,850 | 2,121 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 4,900 | 5,917 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 6,825 | 7,784 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 4,950 | 6,062 | ||
3 | Alabama Power Co. | 3.700% | �� 12/1/47 | 5,075 | 5,754 | |
Alabama Power Co. | 3.450% | 10/1/49 | 12,300 | 13,440 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 10,000 | 10,257 | ||
Ameren Corp. | 2.500% | 9/15/24 | 2,000 | 2,107 | ||
Ameren Corp. | 3.650% | 2/15/26 | 2,775 | 3,043 | ||
Ameren Corp. | 1.750% | 3/15/28 | 5,000 | 4,958 | ||
Ameren Corp. | 3.500% | 1/15/31 | 8,387 | 9,187 | ||
Ameren Illinois Co. | 2.700% | 9/1/22 | 3,170 | 3,239 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,065 | 2,221 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 4,875 | 5,515 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 5,000 | 4,812 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 775 | 942 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 6,386 | 7,305 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 3,950 | 5,078 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 5,995 | 6,457 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 3,500 | 3,535 | ||
3 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 2,000 | 2,001 | |
3 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 2,000 | 1,985 | |
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 2,925 | 3,162 | ||
3 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 6,229 | 7,172 | |
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 4,700 | 4,728 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 3,550 | 3,545 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 5,075 | 5,466 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 4,500 | 4,889 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 11,000 | 11,881 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 7,120 | 7,901 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 3,000 | 3,180 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 8,000 | 8,133 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 6,820 | 10,104 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,000 | 1,227 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,025 | 1,235 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,025 | 1,198 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 10,835 | 12,231 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 10,500 | 12,760 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 4,800 | 5,796 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 8,599 | 9,299 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 4,500 | 4,709 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 2,500 | 2,705 | ||
3 | Appalachian Power Co. | 2.700% | 4/1/31 | 4,000 | 4,136 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 1,880 | 2,811 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 8,395 | 9,946 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 3,125 | 3,750 | ||
3 | Appalachian Power Co. | 4.500% | 3/1/49 | 10,420 | 12,773 | |
3 | Appalachian Power Co. | 3.700% | 5/1/50 | 19,445 | 21,422 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 4,265 | 4,582 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 5,300 | 5,735 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,000 | 3,143 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,505 | 1,960 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 4,875 | 5,971 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 3,600 | 4,377 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 8,250 | 9,315 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 4,000 | 4,829 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 3,590 | 3,833 | ||
Arizona Public Service Co. | 2.650% | 9/15/50 | 2,000 | 1,893 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 3,500 | 3,549 | ||
Atmos Energy Corp. | 0.625% | 3/9/23 | 7,500 | 7,502 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 5,800 | 6,271 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 1,500 | 1,570 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 5,500 | 5,215 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 4,660 | 6,252 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 3,435 | 4,022 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,615 | 4,256 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 7,938 | 9,564 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 3,570 | 3,842 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 10,495 | 11,240 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 6,900 | 7,792 | ||
Avista Corp. | 4.350% | 6/1/48 | 3,200 | 4,013 | ||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 4,825 | 4,843 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,150 | 3,307 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 8,600 | 9,056 | ||
Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | 4,100 | 4,149 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 3,551 | 5,111 | ||
3 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 4,450 | 5,135 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 4,600 | 4,596 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 6,775 | 7,010 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 7,161 | 7,655 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,975 | 8,624 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 16,582 | 18,412 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 775 | 852 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 22,700 | 25,727 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 7,498 | 7,216 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 14,300 | 20,150 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 3,292 | 4,536 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 6,875 | 9,083 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 4,475 | 5,481 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 8,148 | 9,255 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 10,006 | 12,510 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 25,738 | 31,584 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 19,545 | 18,977 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 4,300 | 4,735 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 3,375 | 3,596 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 2,905 | 3,098 | ||
Black Hills Corp. | 2.500% | 6/15/30 | 5,000 | 5,100 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 4,745 | 5,534 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 3,200 | 3,595 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 1,865 | 2,011 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 700 | 711 | ||
3 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 9,900 | 10,417 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 200 | 216 | |
3 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 6,100 | 6,261 | |
3 | CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 100 | 142 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 4,950 | 5,570 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 450 | 582 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 3,775 | 4,506 | ||
3 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 3,050 | 3,807 | |
3 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 4,700 | 4,749 | |
3 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 7,000 | 7,707 | |
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 8,525 | 8,715 | ||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 5,924 | 6,364 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 7,500 | 7,848 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 4,472 | 4,479 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 3,700 | 4,239 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 7,230 | 7,624 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 3,000 | 3,061 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 4,075 | 4,376 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 2,500 | 2,626 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 7,040 | 7,922 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 5,000 | 4,801 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 2,775 | 3,795 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 3,300 | 3,818 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,100 | 6,671 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 3,025 | 3,610 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 2,275 | 2,590 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 4,539 | 5,773 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 3,231 | 3,470 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 2,975 | 3,293 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 8,205 | 10,486 | ||
3 | CMS Energy Corp. | 4.750% | 6/1/50 | 4,100 | 4,571 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 2,000 | 2,031 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 2,625 | 2,793 | ||
3 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,075 | 3,321 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 11,173 | 12,712 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 4,020 | 5,691 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 3,770 | 5,521 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 7,761 | 8,934 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 2,500 | 3,161 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 5,650 | 6,455 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,495 | 8,067 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 6,595 | 7,474 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 6,000 | 6,942 | |
Commonwealth Edison Co. | 4.000% | 3/1/49 | 10,274 | 12,313 | ||
3 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 7,525 | 7,960 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 12,000 | 12,344 | ||
3 | Commonwealth Edison Co. | 3.125% | 3/15/51 | 7,000 | 7,321 | |
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 10,748 | 11,038 | ||
3 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 3,700 | 3,655 | |
3 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,200 | 5,714 | |
3 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 2,700 | 2,721 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 5,430 | 6,734 | ||
3 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 2,650 | 3,243 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 8,355 | 10,114 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 3,175 | 3,445 | |
3 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 8,500 | 9,358 | |
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 17,792 | 18,139 | ||
3 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 2,050 | 2,596 | |
3 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 9,765 | 13,052 | |
3 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,728 | 2,400 | |
3 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 810 | 1,137 | |
3 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 9,525 | 14,023 | |
3 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 8,525 | 11,309 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 5,535 | 7,495 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 118 | 137 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 7,077 | 7,954 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 11,646 | 14,007 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 7,732 | 9,354 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 7,500 | 8,322 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 17,025 | 19,106 | |
3 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 2,175 | 2,540 | |
3 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 8,025 | 9,127 | |
3 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 7,430 | 8,761 | |
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 2,800 | 3,162 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 9,375 | 11,376 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 1,500 | 1,599 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 11,000 | 10,179 | |
Consolidated Edison Co. of New York Inc. | 3.600% | 6/15/61 | 8,000 | 8,325 | ||
3 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 6,000 | 5,999 | |
Consumers Energy Co. | 0.350% | 6/1/23 | 5,000 | 4,992 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 925 | 977 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 3,000 | 3,410 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 13,680 | 16,133 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 3,325 | 3,584 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 2,950 | 3,525 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 5,500 | 6,718 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 2,400 | 3,067 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 10,250 | 10,854 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 14,200 | 16,105 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 5,300 | 4,807 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 2,175 | 2,317 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,425 | 6,469 | ||
3 | Dominion Energy Inc. | 2.750% | 9/15/22 | 450 | 460 | |
Dominion Energy Inc. | 3.071% | 8/15/24 | 2,100 | 2,228 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 3,550 | 3,926 | ||
3 | Dominion Energy Inc. | 1.450% | 4/15/26 | 5,100 | 5,138 | |
3 | Dominion Energy Inc. | 2.850% | 8/15/26 | 9,650 | 10,284 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dominion Energy Inc. | 4.250% | 6/1/28 | 2,494 | 2,866 | ||
3 | Dominion Energy Inc. | 3.375% | 4/1/30 | 21,424 | 23,358 | |
3 | Dominion Energy Inc. | 6.300% | 3/15/33 | 2,675 | 3,593 | |
3 | Dominion Energy Inc. | 5.250% | 8/1/33 | 6,000 | 7,517 | |
3 | Dominion Energy Inc. | 5.950% | 6/15/35 | 7,360 | 9,945 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 3,600 | 5,341 | ||
3 | Dominion Energy Inc. | 3.300% | 4/15/41 | 6,100 | 6,401 | |
3 | Dominion Energy Inc. | 4.900% | 8/1/41 | 10,135 | 12,827 | |
3 | Dominion Energy Inc. | 4.050% | 9/15/42 | 5,214 | 5,961 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 3,375 | 4,212 | ||
3 | Dominion Energy Inc. | 4.600% | 3/15/49 | 8,100 | 10,185 | |
3 | Dominion Energy Inc. | 5.750% | 10/1/54 | 625 | 681 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 2,525 | 3,526 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 5,692 | 8,075 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,525 | 2,090 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 6,458 | 8,290 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 4,550 | 6,595 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 5,485 | 5,888 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 162 | ||
3 | DTE Electric Co. | 1.900% | 4/1/28 | 6,400 | 6,509 | |
DTE Electric Co. | 2.250% | 3/1/30 | 6,800 | 6,985 | ||
3 | DTE Electric Co. | 2.625% | 3/1/31 | 7,985 | 8,415 | |
3 | DTE Electric Co. | 4.000% | 4/1/43 | 1,971 | 2,336 | |
DTE Electric Co. | 3.700% | 3/15/45 | 5,750 | 6,569 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 2,000 | 2,288 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 6,927 | 8,005 | ||
DTE Electric Co. | 3.950% | 3/1/49 | 8,800 | 10,592 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 4,450 | 4,564 | ||
3 | DTE Electric Co. | 3.250% | 4/1/51 | 5,000 | 5,410 | |
3 | DTE Energy Co. | 2.600% | 6/15/22 | 2,000 | 2,044 | |
3 | DTE Energy Co. | 3.300% | 6/15/22 | 3,883 | 3,973 | |
3 | DTE Energy Co. | 0.550% | 11/1/22 | 3,000 | 3,006 | |
DTE Energy Co. | 2.250% | 11/1/22 | 3,290 | 3,368 | ||
3 | DTE Energy Co. | 3.700% | 8/1/23 | 5,325 | 5,656 | |
3 | DTE Energy Co. | 3.500% | 6/1/24 | 13,900 | 14,854 | |
3 | DTE Energy Co. | 2.529% | 10/1/24 | 4,000 | 4,202 | |
3 | DTE Energy Co. | 1.050% | 6/1/25 | 8,400 | 8,386 | |
DTE Energy Co. | 2.850% | 10/1/26 | 22,200 | 23,666 | ||
DTE Energy Co. | 3.800% | 3/15/27 | 15,450 | 17,183 | ||
3 | DTE Energy Co. | 3.400% | 6/15/29 | 9,778 | 10,686 | |
DTE Energy Co. | 2.950% | 3/1/30 | 2,625 | 2,777 | ||
DTE Energy Co. | 6.375% | 4/15/33 | 975 | 1,327 | ||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 550 | 568 | ||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,000 | 9,395 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 625 | 677 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 7,000 | 8,028 | ||
3 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 3,694 | 4,721 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,000 | 6,241 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 6,100 | 6,324 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 7,150 | 7,435 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 6,575 | 9,044 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 5,525 | 7,695 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 3,975 | 5,633 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 6,175 | 8,775 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 9,590 | 13,032 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 6,825 | 8,266 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 6,470 | 7,619 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 4,925 | 5,579 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 11,224 | 12,965 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 6,135 | 6,913 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 9,613 | 11,281 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 11,715 | 12,313 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 8,500 | 9,426 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 11,385 | 11,623 | ||
Duke Energy Corp. | 3.050% | 8/15/22 | 5,090 | 5,205 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,850 | 4,112 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 7,025 | 7,565 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 6,548 | 6,483 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 12,480 | 13,201 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 7,775 | 8,411 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 5,000 | 5,478 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 15,000 | 15,182 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 7,400 | 7,503 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 8,966 | 10,991 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 19,234 | 20,507 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 13,187 | 14,547 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 7,234 | 8,293 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 7,100 | 7,341 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 11,425 | 12,480 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 4,825 | 5,465 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 9,057 | 9,505 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 7,100 | 6,961 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 3,275 | 4,836 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 5,150 | 7,602 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 6,300 | 8,789 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,000 | 1,154 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 6,665 | 7,233 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 3,550 | 4,353 | ||
3 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 942 | 949 | |
3 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 3,312 | 3,497 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 2,740 | 3,766 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 3,725 | 5,442 | ||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 968 | 1,424 | ||
3 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 4,960 | 6,332 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 15,440 | 17,394 | ||
3 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 8,235 | 8,695 | |
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 4,630 | 4,486 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 100 | 106 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 7,265 | 8,095 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 2,700 | 2,713 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 4,600 | 5,142 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 5,800 | 7,161 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 1,750 | 1,857 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 10,966 | 11,917 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,650 | 6,361 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 11,912 | 13,199 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 4,220 | 6,131 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 6,425 | 7,601 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 6,345 | 7,552 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 6,175 | 7,616 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 3,825 | 4,619 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 3,425 | 4,129 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 4,200 | 4,758 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 2,825 | 3,151 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 2,400 | 2,213 | ||
3,7 | East Ohio Gas Co. | 2.000% | 6/15/30 | 1,000 | 990 | |
3,7 | East Ohio Gas Co. | 3.000% | 6/15/50 | 2,500 | 2,496 | |
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 10,529 | 11,148 | ||
3 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 4,500 | 4,722 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 1,700 | 1,839 | ||
3 | Eastern Energy Gas Holdings LLC | 3.000% | 11/15/29 | 5,000 | 5,268 | |
Eastern Energy Gas Holdings LLC | 4.800% | 11/1/43 | 4,000 | 4,725 | ||
Eastern Energy Gas Holdings LLC | 4.600% | 12/15/44 | 5,478 | 6,414 | ||
Edison International | 2.400% | 9/15/22 | 6,200 | 6,308 | ||
Edison International | 2.950% | 3/15/23 | 7,875 | 8,131 | ||
Edison International | 5.750% | 6/15/27 | 3,000 | 3,418 | ||
Edison International | 4.125% | 3/15/28 | 5,197 | 5,532 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 800 | 1,068 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 3,200 | 3,880 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 1,049 | 1,147 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 11,925 | 14,233 | ||
Enel Americas SA | 4.000% | 10/25/26 | 4,115 | 4,483 | ||
Enel Chile SA | 4.875% | 6/12/28 | 7,075 | 8,171 | ||
Entergy Arkansas LLC | 3.700% | 6/1/24 | 100 | 108 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 4,125 | 4,534 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 2,900 | 3,534 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 6,000 | 5,720 | ||
Entergy Corp. | 4.000% | 7/15/22 | 6,075 | 6,265 | ||
Entergy Corp. | 0.900% | 9/15/25 | 7,500 | 7,411 | ||
Entergy Corp. | 2.950% | 9/1/26 | 8,900 | 9,508 | ||
Entergy Corp. | 1.900% | 6/15/28 | 7,000 | 6,989 | ||
Entergy Corp. | 2.800% | 6/15/30 | 9,541 | 9,922 | ||
Entergy Corp. | 2.400% | 6/15/31 | 6,000 | 5,996 | ||
Entergy Corp. | 3.750% | 6/15/50 | 9,319 | 10,212 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,130 | 2,448 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 5,850 | 6,242 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 5,000 | 5,006 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 3,077 | 3,532 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,235 | 4,436 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 5,600 | 6,111 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,700 | 5,144 | ||
Entergy Louisiana LLC | 1.600% | 12/15/30 | 3,200 | 3,065 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 7,055 | 7,635 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 10,000 | 10,142 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 9,845 | 11,535 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 5,000 | 5,284 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 5,325 | 5,831 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 14,306 | 17,457 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 4,600 | 5,653 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 9,738 | 9,685 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 8,225 | 8,785 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 3,800 | 4,399 | ||
Entergy Texas Inc. | 4.000% | 3/30/29 | 2,000 | 2,256 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 6,000 | 5,743 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 7,585 | 8,148 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Essential Utilities Inc. | 3.566% | 5/1/29 | 4,000 | 4,425 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 6,000 | 6,233 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 4,000 | 4,768 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 5,000 | 5,170 | ||
Evergy Inc. | 2.450% | 9/15/24 | 9,000 | 9,426 | ||
Evergy Inc. | 2.900% | 9/15/29 | 10,500 | 11,115 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 6,250 | 6,610 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 4,500 | 4,875 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 6,421 | 7,559 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 4,055 | 4,788 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 3,910 | 4,729 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 2,700 | 2,847 | ||
Evergy Metro Inc. | 3.150% | 3/15/23 | 2,600 | 2,701 | ||
3 | Evergy Metro Inc. | 2.250% | 6/1/30 | 3,300 | 3,360 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 5,355 | 7,091 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 5,255 | 6,339 | ||
3 | Eversource Energy | 3.800% | 12/1/23 | 3,600 | 3,865 | |
3 | Eversource Energy | 2.900% | 10/1/24 | 4,151 | 4,397 | |
3 | Eversource Energy | 0.800% | 8/15/25 | 5,600 | 5,527 | |
3 | Eversource Energy | 3.300% | 1/15/28 | 8,850 | 9,663 | |
3 | Eversource Energy | 4.250% | 4/1/29 | 6,205 | 7,235 | |
3 | Eversource Energy | 1.650% | 8/15/30 | 9,510 | 9,101 | |
Eversource Energy | 2.550% | 3/15/31 | 3,500 | 3,588 | ||
Eversource Energy | 3.450% | 1/15/50 | 5,850 | 6,181 | ||
3 | Exelon Corp. | 3.950% | 6/15/25 | 22,790 | 25,078 | |
Exelon Corp. | 3.400% | 4/15/26 | 7,075 | 7,706 | ||
Exelon Corp. | 4.050% | 4/15/30 | 15,150 | 17,249 | ||
3 | Exelon Corp. | 4.950% | 6/15/35 | 7,235 | 8,884 | |
Exelon Corp. | 5.625% | 6/15/35 | 3,775 | 4,968 | ||
Exelon Corp. | 5.100% | 6/15/45 | 6,725 | 8,810 | ||
Exelon Corp. | 4.450% | 4/15/46 | 12,626 | 15,317 | ||
Exelon Corp. | 4.700% | 4/15/50 | 12,200 | 15,405 | ||
Exelon Generation Co. LLC | 3.400% | 3/15/22 | 6,400 | 6,518 | ||
Exelon Generation Co. LLC | 3.250% | 6/1/25 | 2,000 | 2,156 | ||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 4,321 | 5,323 | ||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 7,650 | 9,040 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 10,048 | 11,792 | ||
Florida Power & Light Co. | 2.750% | 6/1/23 | 2,400 | 2,484 | ||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,800 | 2,991 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 23,717 | 25,345 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 6,000 | 6,517 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 1,950 | 2,645 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 3,379 | 4,632 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 3,250 | 4,687 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 11,319 | 16,557 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 975 | 1,336 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 5,425 | 6,611 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 4,600 | 5,588 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 3,535 | 4,168 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 2,973 | 3,619 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 18,054 | 21,939 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 3,550 | 4,416 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 13,981 | 17,190 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 9,675 | 10,506 | ||
Fortis Inc. | 3.055% | 10/4/26 | 13,973 | 15,023 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Georgia Power Co. | 2.100% | 7/30/23 | 5,200 | 5,371 | |
Georgia Power Co. | 3.250% | 4/1/26 | 8,250 | 8,906 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 3,500 | 3,791 | ||
3 | Georgia Power Co. | 2.650% | 9/15/29 | 10,000 | 10,506 | |
3 | Georgia Power Co. | 4.750% | 9/1/40 | 5,425 | 6,702 | |
Georgia Power Co. | 4.300% | 3/15/42 | 11,290 | 13,374 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 6,555 | 7,760 | ||
3 | Georgia Power Co. | 3.700% | 1/30/50 | 2,400 | 2,613 | |
3 | Georgia Power Co. | 3.250% | 3/15/51 | 7,500 | 7,611 | |
3 | Gulf Power Co. | 3.300% | 5/30/27 | 2,325 | 2,551 | |
Iberdrola International BV | 6.750% | 7/15/36 | 3,835 | 5,819 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 3,000 | 3,375 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 3,890 | 5,388 | ||
3 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 11,055 | 13,823 | |
3 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 5,654 | 6,338 | |
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 2,100 | 2,556 | ||
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 5,000 | 5,235 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 10,730 | 11,545 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 4,570 | 5,249 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 8,774 | 9,760 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 8,000 | 8,106 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 2,475 | 3,522 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 2,925 | 3,263 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 4,400 | 4,938 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 4,445 | 4,570 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 3,589 | 3,853 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 4,865 | 5,268 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,505 | 7,099 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 6,226 | 8,156 | ||
3 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,688 | 3,279 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 8,765 | 11,467 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 6,900 | 8,409 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 6,000 | 6,339 | ||
3 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,653 | 5,055 | |
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 9,900 | 12,228 | ||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,000 | 10,833 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 3,050 | 3,332 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 4,150 | 5,883 | ||
3 | MidAmerican Energy Co. | 5.750% | 11/1/35 | 2,630 | 3,619 | |
3 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 3,250 | 4,488 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 5,110 | 6,621 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 4,870 | 6,034 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 5,205 | 6,432 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 3,199 | 3,792 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 8,075 | 9,217 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 8,524 | 10,708 | ||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 5,000 | 5,345 | ||
3 | Mississippi Power Co. | 4.250% | 3/15/42 | 4,400 | 5,200 | |
National Fuel Gas Co. | 5.200% | 7/15/25 | 1,921 | 2,164 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 4,498 | 5,209 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 1,900 | 2,045 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 11,000 | 12,416 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 1,500 | 1,513 | ||
National Grid USA | 5.803% | 4/1/35 | 2,817 | 3,507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 6,306 | 6,406 | ||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 3,150 | 3,257 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 3,350 | 3,559 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 8,200 | 8,656 | ||
National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | 3,000 | 2,992 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 4,500 | 4,785 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 7,300 | 7,933 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 16,657 | 16,524 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 2,150 | 2,344 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 11,525 | 12,689 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 3,000 | 3,408 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 7,730 | 8,669 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 4,700 | 4,848 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 4,000 | 3,716 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 3,500 | 3,334 | |
3 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,513 | 2,284 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 10,552 | 12,375 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 5,050 | 5,289 | |
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 2,900 | 3,170 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 8,976 | 11,381 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 8,365 | 10,457 | ||
3 | Nevada Power Co. | 3.700% | 5/1/29 | 5,575 | 6,278 | |
3 | Nevada Power Co. | 2.400% | 5/1/30 | 10,044 | 10,355 | |
3 | Nevada Power Co. | 6.650% | 4/1/36 | 965 | 1,407 | |
3 | Nevada Power Co. | 6.750% | 7/1/37 | 1,575 | 2,290 | |
3 | Nevada Power Co. | 3.125% | 8/1/50 | 4,850 | 5,012 | |
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 3,500 | 3,569 | ||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 12,845 | 13,277 | ||
NextEra Energy Capital Holdings Inc. | 0.650% | 3/1/23 | 18,000 | 18,062 | ||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 2,935 | 3,122 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 11,489 | 12,208 | ||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 6,226 | 6,752 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 12,485 | 13,811 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 16,000 | 16,181 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 13,469 | 14,904 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 335 | 354 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 48,021 | 48,467 | ||
3 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 4,962 | 5,566 | |
3 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,100 | 3,612 | |
NiSource Inc. | 0.950% | 8/15/25 | 13,258 | 13,158 | ||
NiSource Inc. | 3.490% | 5/15/27 | 10,500 | 11,551 | ||
NiSource Inc. | 2.950% | 9/1/29 | 8,020 | 8,489 | ||
NiSource Inc. | 3.600% | 5/1/30 | 5,000 | 5,536 | ||
NiSource Inc. | 1.700% | 2/15/31 | 14,545 | 13,775 | ||
NiSource Inc. | 5.950% | 6/15/41 | 8,021 | 11,211 | ||
NiSource Inc. | 5.250% | 2/15/43 | 5,120 | 6,670 | ||
NiSource Inc. | 4.800% | 2/15/44 | 4,698 | 5,826 | ||
NiSource Inc. | 5.650% | 2/1/45 | 767 | 1,051 | ||
NiSource Inc. | 4.375% | 5/15/47 | 14,975 | 17,913 | ||
NiSource Inc. | 3.950% | 3/30/48 | 5,000 | 5,714 | ||
Northern States Power Co. | 2.150% | 8/15/22 | 75 | 76 | ||
Northern States Power Co. | 2.600% | 5/15/23 | 1,280 | 1,319 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 4,000 | 4,115 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 840 | 1,203 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 2,705 | 3,965 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 3,295 | 4,526 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 2,100 | 2,509 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 4,475 | 5,093 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 1,000 | 1,139 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 7,305 | 7,476 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 5,300 | 5,105 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 4,000 | 4,326 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 2,425 | 2,848 | ||
NSTAR Electric Co. | 2.375% | 10/15/22 | 5,475 | 5,585 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 6,000 | 6,562 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 1,430 | 1,573 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 5,005 | 6,849 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 2,300 | 2,855 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 2,500 | 3,336 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 6,720 | 8,501 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 2,355 | 2,965 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 4,180 | 5,873 | ||
3 | Ohio Power Co. | 1.625% | 1/15/31 | 5,000 | 4,808 | |
Ohio Power Co. | 4.000% | 6/1/49 | 4,178 | 4,945 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,500 | 3,934 | ||
Oklahoma Gas & Electric Co. | 3.300% | 3/15/30 | 3,936 | 4,299 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 2,000 | 2,176 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 2,215 | 2,636 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,975 | 4,534 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 5,000 | 5,306 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 3,050 | 3,259 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,000 | 1,952 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 3,000 | 3,395 | ||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 2,610 | 3,291 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 3,000 | 3,197 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 4,420 | 6,348 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 150 | 223 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 2,405 | 3,914 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 3,500 | 4,743 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 7,725 | 9,830 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 4,404 | 6,066 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 7,393 | 8,532 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 2,650 | 3,101 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 4,185 | 5,107 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 8,530 | 10,124 | ||
3 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 5,112 | 5,400 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 6,864 | 8,029 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 3,458 | 5,037 | ||
ONE Gas Inc. | 0.850% | 3/11/23 | 5,000 | 5,003 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 5,000 | 5,006 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 2,500 | 2,468 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 4,525 | 5,527 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 3,000 | 3,593 | ||
Pacific Gas & Electric Co. | 1.367% | 3/10/23 | 7,500 | 7,501 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 8,100 | 8,497 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 2,000 | 2,099 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 6,212 | 6,520 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 1,000 | 1,048 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 25,389 | 26,198 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 5,000 | 4,857 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 20,800 | 21,341 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 1,000 | 1,004 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 17,500 | 18,461 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 34,000 | 36,371 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 19,000 | 17,827 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 4,500 | 4,428 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 27,631 | 27,632 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 13,200 | 12,005 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 5,000 | 4,921 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 10,500 | 10,601 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 7,000 | 6,738 | ||
Pacific Gas & Electric Co. | 4.250% | 3/15/46 | 5,000 | 4,785 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 13,300 | 12,357 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 38,977 | 40,149 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 17,400 | 15,486 | ||
PacifiCorp | 2.950% | 2/1/22 | 6,625 | 6,685 | ||
PacifiCorp | 2.950% | 6/1/23 | 6,077 | 6,327 | ||
PacifiCorp | 3.600% | 4/1/24 | 4,910 | 5,270 | ||
PacifiCorp | 3.500% | 6/15/29 | 8,000 | 8,887 | ||
PacifiCorp | 2.700% | 9/15/30 | 7,473 | 7,849 | ||
PacifiCorp | 7.700% | 11/15/31 | 985 | 1,453 | ||
PacifiCorp | 5.250% | 6/15/35 | 2,875 | 3,743 | ||
PacifiCorp | 6.100% | 8/1/36 | 3,925 | 5,491 | ||
PacifiCorp | 5.750% | 4/1/37 | 5,853 | 8,021 | ||
PacifiCorp | 6.250% | 10/15/37 | 9,410 | 13,415 | ||
PacifiCorp | 6.350% | 7/15/38 | 2,650 | 3,842 | ||
PacifiCorp | 6.000% | 1/15/39 | 1,135 | 1,607 | ||
PacifiCorp | 4.100% | 2/1/42 | 1,760 | 2,071 | ||
PacifiCorp | 4.125% | 1/15/49 | 8,900 | 10,676 | ||
PacifiCorp | 4.150% | 2/15/50 | 4,000 | 4,857 | ||
PacifiCorp | 3.300% | 3/15/51 | 20,089 | 21,400 | ||
PECO Energy Co. | 2.375% | 9/15/22 | 6,354 | 6,472 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 2,500 | 3,563 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 2,732 | 3,306 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 3,740 | 3,881 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 10,900 | 10,867 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PECO Energy Co. | 3.050% | 3/15/51 | 4,000 | 4,176 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 8,327 | 9,169 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 3,700 | 3,749 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 1,225 | 1,497 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 6,223 | 6,715 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 4,400 | 4,535 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 6,000 | 6,045 | ||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 6,983 | 7,490 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 4,118 | 6,042 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 4,200 | 5,049 | ||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 6,646 | 6,809 | ||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 2,415 | 2,499 | ||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 11,120 | 11,654 | ||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 275 | 298 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 7,779 | 8,366 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 2,275 | 3,307 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 1,825 | 2,180 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 4,030 | 4,872 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 4,450 | 5,283 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 2,795 | 3,437 | ||
Progress Energy Inc. | 3.150% | 4/1/22 | 12,800 | 12,983 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 250 | 357 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 3,650 | 5,042 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | ��� 6,382 | 8,804 | ||
PSEG Power LLC | 3.850% | 6/1/23 | 11,050 | 11,725 | ||
PSEG Power LLC | 8.625% | 4/15/31 | 3,295 | 5,068 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 4,245 | 4,796 | ||
3 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 3,500 | 3,474 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 15,425 | 15,341 | ||
Public Service Co. of Colorado | 6.500% | 8/1/38 | 75 | 113 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 5,116 | 5,779 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 3,475 | 4,242 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,100 | 1,285 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 3,695 | 4,511 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 4,800 | 5,918 | ||
3 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 7,200 | 7,786 | |
3 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 13,022 | 12,830 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 875 | 930 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 2,900 | 3,291 | ||
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 1,170 | 1,254 | |
3 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 4,500 | 4,480 | |
3 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 3,055 | 3,206 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 3,000 | 3,245 | |
3 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 7,230 | 7,949 | |
3 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,500 | 2,607 | |
3 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 875 | 1,212 | |
3 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 4,295 | 5,070 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 650 | 736 | |
3 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 9,100 | 10,703 | |
3 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 3,075 | 3,501 | |
3 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 6,500 | 7,713 | |
3 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 7,300 | 7,787 | |
3 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 8,950 | 8,807 | |
3 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 5,000 | 4,328 | |
3 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 4,500 | 4,666 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 4,775 | 4,912 | ||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 3,000 | 3,182 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 5,000 | 4,942 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 16,864 | 15,978 | ||
Puget Energy Inc. | 6.000% | 9/1/21 | 3,825 | 3,860 | ||
Puget Energy Inc. | 5.625% | 7/15/22 | 9,501 | 9,872 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 4,280 | 4,613 | ||
3,7 | Puget Energy Inc. | 2.379% | 6/15/28 | 2,899 | 2,928 | |
Puget Energy Inc. | 4.100% | 6/15/30 | 5,200 | 5,832 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,840 | 5,396 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 5,540 | 7,640 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,510 | 2,102 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 925 | 1,275 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 6,005 | 7,370 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 5,225 | 6,407 | ||
3 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 8,800 | 8,507 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 4,461 | 6,273 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 5,670 | 7,027 | ||
3 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 5,750 | 6,572 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 5,100 | 6,178 | ||
3 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 5,675 | 6,033 | |
Sempra Energy | 2.900% | 2/1/23 | 2,625 | 2,718 | ||
Sempra Energy | 4.050% | 12/1/23 | 11,835 | 12,695 | ||
Sempra Energy | 3.750% | 11/15/25 | 12,905 | 14,185 | ||
Sempra Energy | 3.250% | 6/15/27 | 7,595 | 8,238 | ||
Sempra Energy | 3.400% | 2/1/28 | 14,958 | 16,436 | ||
Sempra Energy | 3.800% | 2/1/38 | 13,250 | 14,780 | ||
Sempra Energy | 6.000% | 10/15/39 | 8,125 | 11,305 | ||
Sempra Energy | 4.000% | 2/1/48 | 4,570 | 5,125 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 5,175 | 5,500 | ||
3 | Southern California Edison Co. | 1.845% | 2/1/22 | 521 | 521 | |
Southern California Edison Co. | 0.700% | 4/3/23 | 4,700 | 4,706 | ||
3 | Southern California Edison Co. | 3.400% | 6/1/23 | 6,250 | 6,565 | |
3 | Southern California Edison Co. | 3.500% | 10/1/23 | 10,600 | 11,202 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 7,200 | 7,252 | ||
3 | Southern California Edison Co. | 3.700% | 8/1/25 | 12,075 | 13,159 | |
3 | Southern California Edison Co. | 1.200% | 2/1/26 | 3,000 | 2,975 | |
3 | Southern California Edison Co. | 3.650% | 3/1/28 | 6,875 | 7,559 | |
3 | Southern California Edison Co. | 4.200% | 3/1/29 | 8,000 | 9,037 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 1,053 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 10,405 | 10,804 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 7,000 | 6,908 | ||
3 | Southern California Edison Co. | 2.500% | 6/1/31 | 5,275 | 5,293 | |
Southern California Edison Co. | 6.000% | 1/15/34 | 5,655 | 7,349 | ||
3 | Southern California Edison Co. | 5.750% | 4/1/35 | 800 | 1,031 | |
3 | Southern California Edison Co. | 5.350% | 7/15/35 | 4,085 | 5,103 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 2,445 | 3,116 | ||
3 | Southern California Edison Co. | 5.950% | 2/1/38 | 2,800 | 3,628 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 1,460 | 1,945 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 5,472 | 6,852 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 6,882 | 7,915 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 16,496 | 17,770 | ||
3 | Southern California Edison Co. | 3.900% | 3/15/43 | 3,025 | 3,172 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 8,575 | 9,861 | ||
3 | Southern California Edison Co. | 3.600% | 2/1/45 | 3,900 | 3,912 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southern California Edison Co. | 4.000% | 4/1/47 | 13,531 | 14,248 | ||
3 | Southern California Edison Co. | 4.125% | 3/1/48 | 16,870 | 18,045 | |
3 | Southern California Edison Co. | 4.875% | 3/1/49 | 6,400 | 7,614 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 15,452 | 15,491 | ||
3 | Southern California Edison Co. | 2.950% | 2/1/51 | 7,000 | 6,380 | |
3 | Southern California Edison Co. | 3.650% | 6/1/51 | 5,300 | 5,318 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 4,200 | 4,496 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 560 | 604 | ||
3 | Southern California Gas Co. | 2.600% | 6/15/26 | 12,015 | 12,778 | |
3 | Southern California Gas Co. | 2.550% | 2/1/30 | 10,020 | 10,368 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 4,075 | 4,585 | ||
3 | Southern California Gas Co. | 4.125% | 6/1/48 | 5,800 | 6,967 | |
3 | Southern California Gas Co. | 4.300% | 1/15/49 | 4,500 | 5,620 | |
3 | Southern California Gas Co. | 3.950% | 2/15/50 | 4,500 | 5,335 | |
Southern Co. | 2.950% | 7/1/23 | 3,375 | 3,524 | ||
3 | Southern Co. | 0.600% | 2/26/24 | 7,000 | 6,986 | |
Southern Co. | 3.250% | 7/1/26 | 17,941 | 19,463 | ||
3 | Southern Co. | 1.750% | 3/15/28 | 5,000 | 4,950 | |
3 | Southern Co. | 3.700% | 4/30/30 | 7,200 | 7,948 | |
Southern Co. | 4.250% | 7/1/36 | 11,245 | 13,044 | ||
Southern Co. | 4.400% | 7/1/46 | 21,910 | 25,705 | ||
3 | Southern Co. | 4.000% | 1/15/51 | 5,000 | 5,303 | |
3 | Southern Co. | 3.750% | 9/15/51 | 10,000 | 10,123 | |
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 10,875 | 11,804 | ||
3 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 5,500 | 5,228 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 6,325 | 8,760 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,500 | 1,789 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 4,725 | 5,257 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 13,495 | 15,896 | ||
3 | Southern Power Co. | 2.500% | 12/15/21 | 5,125 | 5,167 | |
Southern Power Co. | 4.150% | 12/1/25 | 4,525 | 5,069 | ||
Southern Power Co. | 0.900% | 1/15/26 | 1,000 | 983 | ||
Southern Power Co. | 5.150% | 9/15/41 | 4,990 | 6,076 | ||
Southern Power Co. | 5.250% | 7/15/43 | 2,635 | 3,233 | ||
3 | Southern Power Co. | 4.950% | 12/15/46 | 3,965 | 4,756 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,500 | 2,780 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 5,000 | 5,002 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 2,600 | 2,791 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 2,300 | 2,621 | ||
3 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 5,300 | 5,370 | |
3 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 4,800 | 5,091 | |
3 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 8,962 | 10,223 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 5,475 | 7,655 | ||
3 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 6,491 | 7,129 | |
3 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 10,024 | 11,022 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 200 | 213 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 4,164 | 5,136 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 8,460 | 9,092 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 7,200 | 8,111 | ||
3 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 3,610 | 4,526 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 6,000 | 6,935 | ||
3 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 11,750 | 12,334 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 4,500 | 4,610 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 2,250 | 2,627 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 2,300 | 2,774 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,065 | 4,983 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 2,000 | 2,238 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 4,500 | 4,939 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 2,769 | 3,775 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,000 | 2,143 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 2,500 | 2,378 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 800 | 1,045 | ||
Union Electric Co. | 3.500% | 4/15/24 | 4,990 | 5,346 | ||
Union Electric Co. | 2.950% | 6/15/27 | 17,194 | 18,577 | ||
Union Electric Co. | 3.500% | 3/15/29 | 3,650 | 4,065 | ||
Union Electric Co. | 2.950% | 3/15/30 | 4,525 | 4,857 | ||
Union Electric Co. | 2.150% | 3/15/32 | 5,600 | 5,615 | ||
Union Electric Co. | 5.300% | 8/1/37 | 3,882 | 5,032 | ||
Union Electric Co. | 8.450% | 3/15/39 | 2,365 | 4,051 | ||
Union Electric Co. | 3.900% | 9/15/42 | 175 | 201 | ||
Union Electric Co. | 3.650% | 4/15/45 | 3,625 | 4,094 | ||
Union Electric Co. | 4.000% | 4/1/48 | 8,500 | 10,084 | ||
Union Electric Co. | 3.250% | 10/1/49 | 4,840 | 5,161 | ||
Union Electric Co. | 2.625% | 3/15/51 | 7,500 | 7,180 | ||
United Utilities plc | 6.875% | 8/15/28 | 175 | 225 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 2,643 | 3,879 | ||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 14,234 | 14,629 | ||
3 | Virginia Electric & Power Co. | 2.750% | 3/15/23 | 6,075 | 6,285 | |
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 4,489 | 4,786 | ||
3 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 3,450 | 3,692 | |
3 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 14,820 | 16,133 | |
3 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 3,532 | 3,816 | |
3 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 6,850 | 7,599 | |
3 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 11,552 | 13,062 | |
3 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 2,882 | 3,105 | |
3 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 2,940 | 4,076 | |
3 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 6,835 | 9,509 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 3,150 | 4,571 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 4,945 | 8,787 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 16,955 | 19,793 | ||
3 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 5,505 | 6,973 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 7,656 | 9,485 | ||
3 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 7,384 | 8,840 | |
3 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 9,250 | 10,875 | |
3 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 7,604 | 8,717 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 10,700 | 13,833 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 2,406 | 2,586 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 11,500 | 10,592 | ||
3 | Washington Gas Light Co. | 3.796% | 9/15/46 | 3,550 | 4,038 | |
3 | Washington Gas Light Co. | 3.650% | 9/15/49 | 4,285 | 4,812 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 4,400 | 4,402 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 5,475 | 5,489 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,300 | 3,598 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 11,500 | 11,241 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 5,000 | 4,787 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 2,000 | 2,092 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 2,500 | 2,508 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 150 | 197 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 100 | 136 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 2,725 | 3,410 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,300 | 2,489 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 2,150 | 3,073 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 4,000 | 4,531 | ||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 3,500 | 3,542 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 2,650 | 3,008 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 4,375 | 5,615 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 5,000 | 4,999 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 12,900 | 13,904 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 13,245 | 15,070 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 7,005 | 7,306 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 14,679 | 16,129 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 1,646 | 2,392 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 6,440 | 6,962 | ||
5,902,449 | ||||||
Total Corporate Bonds (Cost $67,416,937) | 72,137,344 | |||||
Sovereign Bonds (3.8%) | ||||||
3 | African Development Bank | 1.625% | 9/16/22 | 14,500 | 14,747 | |
3 | African Development Bank | 2.125% | 11/16/22 | 31,950 | 32,786 | |
African Development Bank | 0.750% | 4/3/23 | 10,347 | 10,430 | ||
African Development Bank | 3.000% | 9/20/23 | 12,900 | 13,648 | ||
African Development Bank | 0.875% | 3/23/26 | 36,000 | 35,967 | ||
3 | Asian Development Bank | 1.875% | 7/19/22 | 43,920 | 44,705 | |
Asian Development Bank | 1.875% | 8/10/22 | 6,000 | 6,113 | ||
3 | Asian Development Bank | 1.750% | 9/13/22 | 30,315 | 30,878 | |
Asian Development Bank | 1.625% | 1/24/23 | 23,100 | 23,601 | ||
3 | Asian Development Bank | 2.750% | 3/17/23 | 26,500 | 27,623 | |
3 | Asian Development Bank | 0.250% | 7/14/23 | 49,000 | 48,938 | |
3 | Asian Development Bank | 0.250% | 10/6/23 | 47,800 | 47,678 | |
Asian Development Bank | 2.625% | 1/30/24 | 16,550 | 17,482 | ||
3 | Asian Development Bank | 0.375% | 6/11/24 | 54,745 | �� 54,554 | |
Asian Development Bank | 1.500% | 10/18/24 | 27,500 | 28,318 | ||
3 | Asian Development Bank | 2.000% | 1/22/25 | 13,225 | 13,850 | |
3 | Asian Development Bank | 2.125% | 3/19/25 | 13,404 | 14,108 | |
Asian Development Bank | 0.625% | 4/29/25 | 13,400 | 13,354 | ||
3 | Asian Development Bank | 0.375% | 9/3/25 | 75,611 | 74,397 | |
3 | Asian Development Bank | 0.500% | 2/4/26 | 67,225 | 66,148 | |
3 | Asian Development Bank | 1.000% | 4/14/26 | 40,000 | 40,221 | |
3 | Asian Development Bank | 2.000% | 4/24/26 | 1,700 | 1,788 | |
3 | Asian Development Bank | 2.625% | 1/12/27 | 7,250 | 7,867 | |
3 | Asian Development Bank | 2.375% | 8/10/27 | 5,265 | 5,652 | |
Asian Development Bank | 6.220% | 8/15/27 | 2,175 | 2,777 | ||
3 | Asian Development Bank | 2.500% | 11/2/27 | 46,115 | 49,849 | |
3 | Asian Development Bank | 2.750% | 1/19/28 | 450 | 494 | |
3 | Asian Development Bank | 1.250% | 6/9/28 | 5,000 | 4,996 | |
3 | Asian Development Bank | 3.125% | 9/26/28 | 15,188 | 17,093 | |
3 | Asian Development Bank | 1.750% | 9/19/29 | 6,340 | 6,518 | |
3 | Asian Development Bank | 1.875% | 1/24/30 | 10,865 | 11,258 | |
3 | Asian Development Bank | 0.750% | 10/8/30 | 19,000 | 17,790 | |
3 | Asian Development Bank | 1.500% | 3/4/31 | 34,200 | 34,250 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 20,000 | 19,959 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 12,785 | 13,412 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 14,200 | 14,059 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 33,000 | 32,449 | ||
Canadian Government Bond | 2.000% | 11/15/22 | 25,890 | 26,512 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Canadian Government Bond | 1.625% | 1/22/25 | 26,500 | 27,410 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 45,000 | 44,725 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 23,269 | 24,116 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 11,350 | 11,706 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 1,500 | 1,546 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 9,500 | 10,129 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 3,500 | 3,532 | ||
Council of Europe Development Bank | 1.750% | 9/26/22 | 8,300 | 8,457 | ||
Council of Europe Development Bank | 2.625% | 2/13/23 | 18,475 | 19,165 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 10,875 | 10,845 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 1,825 | 1,923 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 12,775 | 12,725 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 11,435 | 11,719 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 15,725 | 17,031 | ||
Ecopetrol SA | 4.125% | 1/16/25 | 16,775 | 17,657 | ||
Ecopetrol SA | 5.375% | 6/26/26 | 14,000 | 15,437 | ||
Ecopetrol SA | 6.875% | 4/29/30 | 14,844 | 17,913 | ||
Ecopetrol SA | 7.375% | 9/18/43 | 8,700 | 10,725 | ||
Ecopetrol SA | 5.875% | 5/28/45 | 21,180 | 22,658 | ||
3,7 | Electricite de France SA | 4.750% | 10/13/35 | 2,059 | 2,497 | |
Equinor ASA | 2.450% | 1/17/23 | 17,667 | 18,233 | ||
Equinor ASA | 2.650% | 1/15/24 | 18,747 | 19,710 | ||
Equinor ASA | 3.700% | 3/1/24 | 9,856 | 10,654 | ||
Equinor ASA | 3.250% | 11/10/24 | 10,194 | 11,028 | ||
Equinor ASA | 2.875% | 4/6/25 | 500 | 534 | ||
Equinor ASA | 1.750% | 1/22/26 | 10,247 | 10,550 | ||
Equinor ASA | 7.250% | 9/23/27 | 4,350 | 5,774 | ||
Equinor ASA | 3.625% | 9/10/28 | 9,652 | 10,850 | ||
7 | Equinor ASA | 6.500% | 12/1/28 | 225 | 297 | |
Equinor ASA | 3.125% | 4/6/30 | 17,391 | 18,942 | ||
Equinor ASA | 2.375% | 5/22/30 | 8,400 | 8,663 | ||
Equinor ASA | 5.100% | 8/17/40 | 11,100 | 14,766 | ||
Equinor ASA | 4.250% | 11/23/41 | 3,100 | 3,774 | ||
Equinor ASA | 3.950% | 5/15/43 | 3,025 | 3,534 | ||
Equinor ASA | 4.800% | 11/8/43 | 12,295 | 16,017 | ||
Equinor ASA | 3.250% | 11/18/49 | 9,521 | 10,080 | ||
Equinor ASA | 3.700% | 4/6/50 | 18,200 | 20,925 | ||
3 | European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 24,750 | 25,778 | |
3 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 18,700 | 18,675 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 2,000 | 2,066 | ||
3 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 2,265 | 2,332 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 20,900 | 20,721 | ||
3 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 22,100 | 21,796 | |
3 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 26,175 | 25,758 | |
European Investment Bank | 2.250% | 8/15/22 | 14,470 | 14,805 | ||
European Investment Bank | 1.375% | 9/6/22 | 33,000 | 33,465 | ||
European Investment Bank | 2.000% | 12/15/22 | 867 | 889 | ||
European Investment Bank | 2.500% | 3/15/23 | 63,300 | 65,700 | ||
European Investment Bank | 1.375% | 5/15/23 | 34,190 | 34,889 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | European Investment Bank | 2.875% | 8/15/23 | 32,200 | 33,929 | |
European Investment Bank | 0.250% | 9/15/23 | 67,000 | 66,864 | ||
3 | European Investment Bank | 3.125% | 12/14/23 | 12,000 | 12,800 | |
European Investment Bank | 3.250% | 1/29/24 | 59,480 | 63,779 | ||
European Investment Bank | 2.625% | 3/15/24 | 52,370 | 55,433 | ||
European Investment Bank | 2.250% | 6/24/24 | 28,195 | 29,648 | ||
European Investment Bank | 0.375% | 7/24/24 | 41,800 | 41,630 | ||
European Investment Bank | 2.500% | 10/15/24 | 9,922 | 10,545 | ||
European Investment Bank | 1.875% | 2/10/25 | 15,100 | 15,763 | ||
European Investment Bank | 1.625% | 3/14/25 | 47,900 | 49,581 | ||
European Investment Bank | 0.625% | 7/25/25 | 52,600 | 52,390 | ||
European Investment Bank | 0.375% | 12/15/25 | 57,200 | 56,131 | ||
European Investment Bank | 0.375% | 3/26/26 | 65,800 | 64,322 | ||
European Investment Bank | 2.125% | 4/13/26 | 23,000 | 24,343 | ||
European Investment Bank | 2.375% | 5/24/27 | 8,000 | 8,583 | ||
European Investment Bank | 0.625% | 10/21/27 | 4,000 | 3,872 | ||
European Investment Bank | 1.625% | 10/9/29 | 3,060 | 3,125 | ||
European Investment Bank | 0.875% | �� 5/17/30 | 3,000 | 2,862 | ||
European Investment Bank | 0.750% | 9/23/30 | 17,010 | 15,965 | ||
European Investment Bank | 1.250% | 2/14/31 | 23,015 | 22,516 | ||
European Investment Bank | 4.875% | 2/15/36 | 14,460 | 19,942 | ||
8 | Export Development Canada | 1.750% | 7/18/22 | 18,110 | 18,406 | |
8 | Export Development Canada | 2.500% | 1/24/23 | 5,250 | 5,434 | |
8 | Export Development Canada | 1.375% | 2/24/23 | 35,000 | 35,655 | |
8 | Export Development Canada | 2.750% | 3/15/23 | 8,850 | 9,222 | |
8 | Export Development Canada | 2.625% | 2/21/24 | 5,000 | 5,283 | |
Export-Import Bank of Korea | 3.000% | 11/1/22 | 750 | 775 | ||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 10,000 | 10,737 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 17,850 | 19,398 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 10,000 | 9,953 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 13,400 | 14,273 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,000 | 1,030 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 6,200 | 6,775 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 5,000 | 4,892 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 6,000 | 6,428 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 425 | 469 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 4,080 | 4,309 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 19,450 | 18,540 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 3,400 | 3,266 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 9,825 | 9,767 | ||
9 | FMS Wertmanagement | 2.000% | 8/1/22 | 46,500 | 47,374 | |
3 | Hydro-Quebec | 8.050% | 7/7/24 | 7,240 | 8,778 | |
3 | Hydro-Quebec | 8.500% | 12/1/29 | 3,940 | 5,894 | |
3 | Inter-American Development Bank | 1.750% | 9/14/22 | 20,850 | 21,242 | |
3 | Inter-American Development Bank | 3.000% | 9/26/22 | 24,000 | 24,831 | |
Inter-American Development Bank | 2.500% | 1/18/23 | 57,275 | 59,280 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 28,600 | 28,722 | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 34,050 | 36,061 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 52,375 | 52,214 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 28,201 | 29,767 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 13,000 | 13,869 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 21,000 | 22,066 | ||
3 | Inter-American Development Bank | 1.750% | 3/14/25 | 25,500 | 26,493 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 6,114 | 6,152 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 6,750 | 8,350 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Inter-American Development Bank | 0.625% | 7/15/25 | 35,475 | 35,326 | ||
3 | Inter-American Development Bank | 0.875% | 4/20/26 | 40,000 | 39,988 | |
3 | Inter-American Development Bank | 2.000% | 6/2/26 | 29,907 | 31,452 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 5,600 | 5,888 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 28,500 | 30,557 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 33,700 | 32,643 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 25,000 | 28,123 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 23,200 | 24,686 | ||
3 | Inter-American Development Bank | 1.125% | 1/13/31 | 70,825 | 68,443 | |
3 | Inter-American Development Bank | 3.875% | 10/28/41 | 350 | 446 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 6,875 | 7,928 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 4,600 | 6,297 | ||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 43,075 | 43,915 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 19,955 | 22,228 | ||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,020 | 6,178 | ||
International Bank for Reconstruction & Development | 0.125% | 4/20/23 | 45,500 | 45,390 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 64,975 | 66,993 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 62,868 | 66,550 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 60,000 | 59,818 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 34,720 | 36,631 | ||
3 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 27,910 | 28,742 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 47,197 | 50,205 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 17,960 | 18,578 | ||
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 32,150 | 32,235 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 83,940 | 83,738 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 60,000 | 59,135 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 37,450 | 40,099 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 52,000 | 51,369 | ||
3 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 19,620 | 21,590 | |
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 450 | 603 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 26,500 | 26,440 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 15,000 | 16,237 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 35,000 | 34,095 | ||
3 | International Bank for Reconstruction & Development | 1.375% | 4/20/28 | 22,500 | 22,697 | |
3 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 12,680 | 13,043 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 15,000 | 14,303 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 36,870 | 34,610 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 79,765 | 77,933 | ||
3 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 2,500 | 3,337 | |
3 | International Finance Corp. | 2.000% | 10/24/22 | 21,204 | 21,701 | |
International Finance Corp. | 0.500% | 3/20/23 | 400 | 402 | ||
3 | International Finance Corp. | 2.875% | 7/31/23 | 21,765 | 22,912 | |
3 | International Finance Corp. | 1.375% | 10/16/24 | 12,260 | 12,570 | |
3 | International Finance Corp. | 0.375% | 7/16/25 | 7,000 | 6,901 | |
3 | International Finance Corp. | 2.125% | 4/7/26 | 15,290 | 16,170 | |
International Finance Corp. | 0.750% | 8/27/30 | 8,965 | 8,414 | ||
10 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 7,225 | 7,236 | |
10 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 7,502 | 7,656 | |
10 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 9,340 | 9,549 | |
3,10 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 5,900 | �� 6,001 | |
10 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 22,180 | 22,807 | |
10 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 20,000 | 20,443 | |
10 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 46,000 | 46,231 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 18,223 | 19,256 | |
3,10 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 225 | 239 | |
10 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 27,000 | 26,946 | |
10 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 18,900 | 20,159 | |
3,10 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 10,000 | 9,978 | |
3,10 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 14,000 | 14,758 | |
3,10 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 16,250 | 17,366 | |
3,10 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 8,400 | 8,682 | |
3,10 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 14,500 | 15,176 | |
10 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 17,000 | 16,808 | |
3,10 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 2,286 | 2,462 | |
3,10 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 1,600 | 1,697 | |
3,10 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 18,000 | 18,995 | |
10 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 19,000 | 20,719 | |
10 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 12,775 | 13,939 | |
10 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 21,850 | 23,729 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 12,150 | 13,632 | |
10 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 16,150 | 18,440 | |
10 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 7,000 | 7,246 | |
10 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 11,150 | 10,749 | |
10 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 19,500 | 19,854 | |
10 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 8,400 | 9,083 | |
10 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,500 | 5,068 | |
10 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 4,000 | 3,788 | |
10 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 3,700 | 3,723 | |
9 | KFW | 1.750% | 8/22/22 | 25,675 | 26,139 | |
9 | KFW | 2.000% | 10/4/22 | 24,875 | 25,441 | |
9 | KFW | 2.375% | 12/29/22 | 54,000 | 55,738 | |
9 | KFW | 2.125% | 1/17/23 | 63,700 | 65,559 | |
9 | KFW | 1.625% | 2/15/23 | 42,370 | 43,322 | |
9 | KFW | 0.250% | 4/25/23 | 35,000 | 34,998 | |
9 | KFW | 0.250% | 10/19/23 | 55,000 | 54,860 | |
9 | KFW | 2.625% | 2/28/24 | 47,800 | 50,558 | |
9 | KFW | 0.250% | 3/8/24 | 65,000 | 64,668 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
9 | KFW | 1.375% | 8/5/24 | 21,200 | 21,744 | |
9 | KFW | 2.500% | 11/20/24 | 49,500 | 52,635 | |
9 | KFW | 2.000% | 5/2/25 | 16,640 | 17,456 | |
9 | KFW | 0.375% | 7/18/25 | 78,450 | 77,386 | |
9 | KFW | 0.625% | 1/22/26 | 65,400 | 64,783 | |
9 | KFW | 2.875% | 4/3/28 | 18,635 | 20,643 | |
9 | KFW | 1.750% | 9/14/29 | 7,225 | 7,444 | |
9 | KFW | 0.750% | 9/30/30 | 34,750 | 32,633 | |
9 | KFW | 0.000% | 4/18/36 | 13,280 | 10,030 | |
9 | KFW | 0.000% | 6/29/37 | 27,892 | 20,552 | |
Korea Development Bank | 3.000% | 9/14/22 | 31,150 | 32,100 | ||
Korea Development Bank | 3.375% | 3/12/23 | 24,200 | 25,362 | ||
Korea Development Bank | 2.750% | 3/19/23 | 3,100 | 3,219 | ||
Korea Development Bank | 3.750% | 1/22/24 | 14,400 | 15,564 | ||
Korea Development Bank | 3.250% | 2/19/24 | 1,000 | 1,069 | ||
Korea Development Bank | 2.125% | 10/1/24 | 4,300 | 4,509 | ||
Korea Development Bank | 3.000% | 1/13/26 | 1,100 | 1,193 | ||
Korea Development Bank | 1.625% | 1/19/31 | 9,500 | 9,338 | ||
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 5,000 | 5,321 | |
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 16,300 | 17,052 | |
3,9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 6,175 | 6,120 | |
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 14,575 | 15,496 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 26,400 | 26,387 | |
3,9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 9,095 | 9,455 | |
3,9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 23,105 | 24,974 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 21,700 | 20,522 | |
Nordic Investment Bank | 1.375% | 10/17/22 | 6,100 | 6,190 | ||
Nordic Investment Bank | 0.375% | 5/19/23 | 17,000 | 17,025 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 8,750 | 9,199 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 6,300 | 6,614 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 22,100 | 21,720 | ||
3 | Nordic Investment Bank | 0.500% | 1/21/26 | 15,650 | 15,407 | |
North American Development Bank | 2.400% | 10/26/22 | 909 | 926 | ||
11 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 1,000 | 1,017 | |
3,11 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 6,000 | 6,263 | |
11 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,000 | 5,315 | |
11 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 13,175 | 13,553 | |
11 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 21,150 | 20,765 | |
3,11 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 29,400 | 28,899 | |
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 10,193 | 11,059 | |
3 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,195 | 10,575 | |
3 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 26,597 | 31,002 | |
Oriental Republic of Uruguay | 7.875% | 1/15/33 | 200 | 301 | ||
3 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 5,233 | 7,987 | |
3 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 7,029 | 8,286 | |
3 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 38,310 | 50,177 | |
3 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 33,391 | 43,163 | |
3,12 | Petroleos Mexicanos | 2.290% | 2/15/24 | 450 | 456 | |
12 | Petroleos Mexicanos | 2.378% | 4/15/25 | 760 | 779 | |
Province of Alberta | 2.200% | 7/26/22 | 20,105 | 20,523 | ||
Province of Alberta | 3.350% | 11/1/23 | 17,910 | 19,108 | ||
Province of Alberta | 2.950% | 1/23/24 | 12,350 | 13,112 | ||
Province of Alberta | 1.875% | 11/13/24 | 15,000 | 15,588 | ||
Province of Alberta | 1.000% | 5/20/25 | 12,395 | 12,479 | ||
Province of Alberta | 3.300% | 3/15/28 | 14,000 | 15,662 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Province of Alberta | 1.300% | 7/22/30 | 25,282 | 24,298 | ||
Province of British Columbia | 2.000% | 10/23/22 | 17,150 | 17,547 | ||
3 | Province of British Columbia | 6.500% | 1/15/26 | 622 | 766 | |
Province of British Columbia | 2.250% | 6/2/26 | 6,647 | 7,041 | ||
Province of British Columbia | 1.300% | 1/29/31 | 8,300 | 8,052 | ||
Province of British Columbia | 7.250% | 9/1/36 | 2,681 | 4,292 | ||
Province of Manitoba | 2.100% | 9/6/22 | 7,100 | 7,252 | ||
3 | Province of Manitoba | 2.600% | 4/16/24 | 9,700 | 10,239 | |
Province of Manitoba | 3.050% | 5/14/24 | 4,800 | 5,127 | ||
Province of Manitoba | 2.125% | 6/22/26 | 9,782 | 10,264 | ||
Province of New Brunswick | 2.500% | 12/12/22 | 4,005 | 4,118 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 5,300 | 6,053 | ||
Province of Ontario | 2.200% | 10/3/22 | 16,725 | 17,128 | ||
Province of Ontario | 1.750% | 1/24/23 | 16,335 | 16,705 | ||
Province of Ontario | 3.400% | 10/17/23 | 35,765 | 38,171 | ||
Province of Ontario | 3.050% | 1/29/24 | 20,050 | 21,355 | ||
Province of Ontario | 3.200% | 5/16/24 | 10,000 | 10,743 | ||
Province of Ontario | 1.050% | 4/14/26 | 9,950 | 9,980 | ||
Province of Ontario | 2.500% | 4/27/26 | 8,000 | 8,556 | ||
Province of Ontario | 2.300% | 6/15/26 | 20,000 | 21,199 | ||
Province of Ontario | 2.000% | 10/2/29 | 17,000 | 17,558 | ||
Province of Ontario | 1.125% | 10/7/30 | 14,200 | 13,504 | ||
Province of Ontario | 1.600% | 2/25/31 | 59,500 | 58,746 | ||
Province of Quebec | 2.625% | 2/13/23 | 34,919 | 36,231 | ||
3 | Province of Quebec | 7.125% | 2/9/24 | 8,950 | 10,433 | |
3 | Province of Quebec | 2.875% | 10/16/24 | 10,000 | 10,722 | |
3 | Province of Quebec | 1.500% | 2/11/25 | 16,354 | 16,808 | |
Province of Quebec | 0.600% | 7/23/25 | 22,600 | 22,414 | ||
Province of Quebec | 2.500% | 4/20/26 | 500 | 535 | ||
Province of Quebec | 2.750% | 4/12/27 | 43,050 | 46,727 | ||
3 | Province of Quebec | 7.500% | 9/15/29 | 11,407 | 16,411 | |
Province of Quebec | 1.350% | 5/28/30 | 14,200 | 13,889 | ||
Province of Quebec | 1.900% | 4/21/31 | 88,000 | 89,635 | ||
Province of Saskatchewan | 8.500% | 7/15/22 | 2,707 | 2,923 | ||
Republic of Chile | 2.250% | 10/30/22 | 1,000 | 1,024 | ||
Republic of Chile | 3.125% | 3/27/25 | 7,330 | 7,877 | ||
Republic of Chile | 3.125% | 1/21/26 | 8,894 | 9,635 | ||
3 | Republic of Chile | 3.240% | 2/6/28 | 16,810 | 18,301 | |
3 | Republic of Chile | 2.450% | 1/31/31 | 18,100 | 18,440 | |
3 | Republic of Chile | 2.550% | 1/27/32 | 12,000 | 12,263 | |
3 | Republic of Chile | 3.100% | 5/7/41 | 17,900 | 17,967 | |
Republic of Chile | 3.625% | 10/30/42 | 1,250 | 1,330 | ||
Republic of Chile | 3.860% | 6/21/47 | 12,200 | 13,465 | ||
3 | Republic of Chile | 3.500% | 1/25/50 | 26,000 | 27,310 | |
3 | Republic of Chile | 3.100% | 1/22/61 | 15,700 | 15,029 | |
3 | Republic of Colombia | 2.625% | 3/15/23 | 14,503 | 14,817 | |
3 | Republic of Colombia | 4.000% | 2/26/24 | 13,633 | 14,441 | |
Republic of Colombia | 8.125% | 5/21/24 | 1,800 | 2,131 | ||
3 | Republic of Colombia | 4.500% | 1/28/26 | 16,644 | 18,174 | |
3 | Republic of Colombia | 3.875% | 4/25/27 | 9,450 | 10,028 | |
3 | Republic of Colombia | 4.500% | 3/15/29 | 14,500 | 15,816 | |
3 | Republic of Colombia | 3.000% | 1/30/30 | 15,995 | 15,673 | |
3 | Republic of Colombia | 3.125% | 4/15/31 | 13,300 | 13,013 | |
3 | Republic of Colombia | 3.250% | 4/22/32 | 21,100 | 20,646 | |
Republic of Colombia | 10.375% | 1/28/33 | 1,147 | 1,716 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Colombia | 7.375% | 9/18/37 | 9,850 | 12,951 | ||
Republic of Colombia | 6.125% | 1/18/41 | 23,200 | 27,454 | ||
3 | Republic of Colombia | 4.125% | 2/22/42 | 11,100 | 10,780 | |
3 | Republic of Colombia | 5.625% | 2/26/44 | 22,550 | 25,512 | |
3 | Republic of Colombia | 5.000% | 6/15/45 | 41,820 | 44,436 | |
3 | Republic of Colombia | 5.200% | 5/15/49 | 14,200 | 15,524 | |
3 | Republic of Colombia | 4.125% | 5/15/51 | 15,500 | 14,687 | |
3 | Republic of Colombia | 3.875% | 2/15/61 | 11,687 | 10,451 | |
Republic of Finland | 6.950% | 2/15/26 | 1,000 | 1,249 | ||
Republic of Hungary | 5.375% | 2/21/23 | 27,100 | 29,299 | ||
Republic of Hungary | 5.750% | 11/22/23 | 175 | 197 | ||
Republic of Hungary | 5.375% | 3/25/24 | 10,000 | 11,281 | ||
Republic of Hungary | 7.625% | 3/29/41 | 11,665 | 19,139 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 4,975 | 5,155 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 6,900 | 7,555 | ||
Republic of Indonesia | 3.500% | 1/11/28 | 19,400 | 21,181 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 7,850 | 8,881 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 16,150 | 18,981 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 3,650 | 3,949 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 6,800 | 7,058 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 17,800 | 19,827 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 15,800 | 15,465 | ||
3,7 | Republic of Indonesia | 4.750% | 7/18/47 | 4,400 | 5,241 | |
Republic of Indonesia | 4.350% | 1/11/48 | 19,695 | 22,354 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 16,550 | 21,499 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 11,725 | 12,293 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 3,000 | 3,111 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 15,700 | 17,872 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 14,000 | 13,880 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 11,035 | 13,036 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 5,300 | 5,305 | ||
Republic of Italy | 6.875% | 9/27/23 | 24,693 | 27,958 | ||
Republic of Italy | 0.875% | 5/6/24 | 19,500 | 19,439 | ||
Republic of Italy | 2.375% | 10/17/24 | 24,000 | 24,957 | ||
Republic of Italy | 1.250% | 2/17/26 | 32,100 | 31,674 | ||
Republic of Italy | 2.875% | 10/17/29 | 20,600 | 21,446 | ||
Republic of Italy | 5.375% | 6/15/33 | 21,495 | 27,072 | ||
Republic of Italy | 4.000% | 10/17/49 | 21,600 | 23,754 | ||
Republic of Italy | 3.875% | 5/6/51 | 35,000 | 37,678 | ||
Republic of Korea | 3.875% | 9/11/23 | 1,200 | 1,288 | ||
Republic of Korea | 5.625% | 11/3/25 | 1,511 | 1,799 | ||
Republic of Korea | 2.750% | 1/19/27 | 33,400 | 36,106 | ||
Republic of Korea | 1.000% | 9/16/30 | 7,500 | 7,110 | ||
Republic of Korea | 4.125% | 6/10/44 | 5,835 | 7,447 | ||
Republic of Korea | 3.875% | 9/20/48 | 5,693 | 7,197 | ||
3 | Republic of Panama | 4.000% | 9/22/24 | 12,867 | 14,026 | |
3 | Republic of Panama | 3.750% | 3/16/25 | 12,636 | 13,753 | |
Republic of Panama | 7.125% | 1/29/26 | 10,702 | 13,283 | ||
Republic of Panama | 8.875% | 9/30/27 | 7,896 | 10,920 | ||
3 | Republic of Panama | 3.875% | 3/17/28 | 10,390 | 11,425 | |
Republic of Panama | 9.375% | 4/1/29 | 8,380 | 12,410 | ||
3 | Republic of Panama | 3.160% | 1/23/30 | 6,500 | 6,810 | |
3 | Republic of Panama | 2.252% | 9/29/32 | 24,500 | 23,516 | |
3 | Republic of Panama | 6.700% | 1/26/36 | 21,063 | 28,636 | |
3 | Republic of Panama | 4.500% | 5/15/47 | 6,643 | 7,548 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Republic of Panama | 4.500% | 4/16/50 | 31,218 | 35,528 | |
3 | Republic of Panama | 4.300% | 4/29/53 | 16,050 | 17,793 | |
3 | Republic of Panama | 4.500% | 4/1/56 | 29,356 | 33,300 | |
3 | Republic of Panama | 3.870% | 7/23/60 | 38,175 | 38,995 | |
Republic of Peru | 7.350% | 7/21/25 | 900 | 1,104 | ||
3 | Republic of Peru | 2.392% | 1/23/26 | 3,500 | 3,613 | |
Republic of Peru | 4.125% | 8/25/27 | 4,800 | 5,373 | ||
Republic of Peru | 2.844% | 6/20/30 | 7,925 | 8,164 | ||
3 | Republic of Peru | 2.783% | 1/23/31 | 48,050 | 48,900 | |
3 | Republic of Peru | 1.862% | 12/1/32 | 14,900 | 13,841 | |
Republic of Peru | 8.750% | 11/21/33 | 27,093 | 42,488 | ||
3 | Republic of Peru | 6.550% | 3/14/37 | 10,180 | 14,004 | |
3 | Republic of Peru | 3.300% | 3/11/41 | 9,300 | 9,404 | |
Republic of Peru | 5.625% | 11/18/50 | 24,033 | 33,125 | ||
3 | Republic of Peru | 3.550% | 3/10/51 | 11,100 | 11,533 | |
3 | Republic of Peru | 2.780% | 12/1/60 | 16,250 | 14,479 | |
3 | Republic of Peru | 3.230% | 7/28/21 | 19,425 | 17,099 | |
Republic of Poland | 5.000% | 3/23/22 | 2,472 | 2,558 | ||
Republic of Poland | 3.000% | 3/17/23 | 24,675 | 25,783 | ||
Republic of Poland | 4.000% | 1/22/24 | 17,000 | 18,507 | ||
Republic of Poland | 3.250% | 4/6/26 | 14,350 | 15,825 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 8,400 | 9,194 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 2,170 | 2,793 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 8,525 | 11,590 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 9,350 | 11,312 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 46,550 | 50,233 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 14,000 | 15,896 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 12,800 | 20,260 | ||
��� | Republic of the Philippines | 2.457% | 5/5/30 | 11,800 | 12,287 | |
Republic of the Philippines | 7.750% | 1/14/31 | 13,750 | 20,316 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 4,684 | 4,521 | ||
5 | Republic of the Philippines | 1.950% | 1/6/32 | 9,075 | 8,950 | |
Republic of the Philippines | 6.375% | 1/15/32 | 11,504 | 15,822 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 30,540 | 43,062 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 9,150 | 11,523 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 25,690 | 28,538 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 17,108 | 18,466 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 21,838 | 23,569 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 21,130 | 20,416 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 17,528 | 16,235 | ||
5 | Republic of the Philippines | 3.200% | 7/6/46 | 21,900 | 21,967 | |
3,7 | Sinopec Group Overseas Development 2012 Ltd. | 4.875% | 5/17/42 | 450 | 558 | |
State of Israel | 3.150% | 6/30/23 | 2,400 | 2,530 | ||
State of Israel | 2.875% | 3/16/26 | 26,713 | 28,810 | ||
State of Israel | 3.250% | 1/17/28 | 6,795 | 7,486 | ||
State of Israel | 2.500% | 1/15/30 | 2,125 | 2,229 | ||
State of Israel | 2.750% | 7/3/30 | 20,127 | 21,520 | ||
State of Israel | 4.500% | 1/30/43 | 10,330 | 12,878 | ||
State of Israel | 4.125% | 1/17/48 | 9,725 | 11,728 | ||
State of Israel | 3.375% | 1/15/50 | 33,825 | 36,217 | ||
State of Israel | 3.875% | 7/3/50 | 19,450 | 22,519 | ||
State of Israel | 4.500% | 4/3/20 | 11,950 | 15,111 | ||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 18,520 | 18,900 | ||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 8,800 | 8,965 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Svensk Exportkredit AB | 2.875% | 3/14/23 | 8,395 | 8,761 | |
3 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 15,000 | 14,943 | |
3 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 13,200 | 13,150 | |
3 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 5,200 | 5,164 | |
3 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 14,300 | 14,211 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 20,750 | 20,466 | ||
3 | United Mexican States | 8.000% | 9/24/22 | 360 | 396 | |
United Mexican States | 4.000% | 10/2/23 | 1,093 | 1,184 | ||
United Mexican States | 3.600% | 1/30/25 | 21,771 | 23,898 | ||
3 | United Mexican States | 3.900% | 4/27/25 | 10,750 | 11,918 | |
United Mexican States | 4.125% | 1/21/26 | 25,790 | 29,083 | ||
United Mexican States | 4.150% | 3/28/27 | 35,155 | 39,765 | ||
United Mexican States | 3.750% | 1/11/28 | 27,600 | 30,138 | ||
United Mexican States | 4.500% | 4/22/29 | 25,900 | 29,308 | ||
3 | United Mexican States | 3.250% | 4/16/30 | 45,600 | 47,133 | |
3 | United Mexican States | 2.659% | 5/24/31 | 26,500 | 25,912 | |
3 | United Mexican States | 8.300% | 8/15/31 | 4,390 | 6,528 | |
3 | United Mexican States | 4.750% | 4/27/32 | 40,900 | 46,827 | |
3 | United Mexican States | 7.500% | 4/8/33 | 4,200 | 5,909 | |
3 | United Mexican States | 6.750% | 9/27/34 | 7,810 | 10,387 | |
United Mexican States | 6.050% | 1/11/40 | 29,032 | 36,442 | ||
3 | United Mexican States | 4.280% | 8/14/41 | 34,040 | 35,774 | |
3 | United Mexican States | 4.750% | 3/8/44 | 52,483 | 58,021 | |
United Mexican States | 5.550% | 1/21/45 | 12,625 | 15,263 | ||
United Mexican States | 4.600% | 1/23/46 | 23,191 | 24,960 | ||
United Mexican States | 4.350% | 1/15/47 | 26,459 | 27,649 | ||
United Mexican States | 4.600% | 2/10/48 | 30,696 | 32,988 | ||
3 | United Mexican States | 4.500% | 1/31/50 | 26,600 | 28,305 | |
3 | United Mexican States | 5.000% | 4/27/51 | 25,500 | 29,027 | |
3 | United Mexican States | 3.771% | 5/24/61 | 38,850 | 36,201 | |
3 | United Mexican States | 5.750% | 10/12/10 | 34,107 | 40,698 | |
Total Sovereign Bonds (Cost $9,211,037) | 9,552,091 | |||||
Taxable Municipal Bonds (0.7%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,855 | 1,957 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,105 | 3,412 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 3,625 | 5,999 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 400 | 580 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 6,245 | 9,186 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 2,635 | 3,714 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.499% | 2/15/50 | 750 | 1,222 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 10,275 | 19,313 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,385 | 4,625 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 3,315 | 4,983 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 15,498 | 25,143 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 5,025 | 8,722 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 6,940 | 12,113 | ||
California GO | 5.700% | 11/1/21 | 14,805 | 15,074 | ||
California GO | 3.375% | 4/1/25 | 8,500 | 9,306 | ||
California GO | 2.650% | 4/1/26 | 5,000 | 5,380 | ||
California GO | 1.700% | 2/1/28 | 4,125 | 4,179 | ||
California GO | 3.500% | 4/1/28 | 5,500 | 6,198 | ||
California GO | 2.500% | 10/1/29 | 7,630 | 8,089 | ||
California GO | 1.750% | 11/1/30 | 9,464 | 9,418 | ||
California GO | 4.500% | 4/1/33 | 8,800 | 10,395 | ||
California GO | 7.500% | 4/1/34 | 26,580 | 41,885 | ||
California GO | 4.600% | 4/1/38 | 11,425 | 13,357 | ||
California GO | 7.550% | 4/1/39 | 30,295 | 51,653 | ||
California GO | 7.300% | 10/1/39 | 18,115 | 28,991 | ||
California GO | 7.350% | 11/1/39 | 9,050 | 14,572 | ||
California GO | 7.625% | 3/1/40 | 10,015 | 16,871 | ||
California GO | 7.600% | 11/1/40 | 20,835 | 36,387 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 4,275 | 4,991 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 1,550 | 1,549 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 6,395 | 6,548 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 660 | 921 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 5,300 | 5,651 | ||
Chicago IL GO | 7.045% | 1/1/29 | 4,255 | 4,951 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 5,135 | 7,226 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 8,525 | 12,818 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 6,655 | 8,539 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 6,835 | 9,722 | ||
City of Riverside CA Pension Obligation Bonds | 3.857% | 6/1/45 | 3,820 | 4,142 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,375 | 5,254 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 5,100 | 5,832 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 7,450 | 8,626 | ||
Connecticut GO | 5.090% | 10/1/30 | 800 | 945 | ||
Connecticut GO | 5.850% | 3/15/32 | 9,890 | 13,177 | ||
Cook County IL GO | 6.229% | 11/15/34 | 2,695 | 3,671 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,166 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,945 | 4,471 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 3,485 | 4,907 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 3,150 | 4,399 | ||
13 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,500 | 1,567 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 12,575 | 13,247 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 3,575 | 3,769 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 11,090 | 14,342 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 3,750 | 5,315 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 7,015 | 10,179 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 14,675 | 14,816 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 9,775 | 9,933 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 13,700 | 13,967 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 3,524 | 3,731 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 9,450 | 14,319 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,505 | 10,017 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 5,270 | 7,792 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 6,700 | 6,818 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 4,500 | 4,668 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 190 | 261 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 25,720 | 26,298 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 3,030 | 3,238 | ||
Houston TX GO | 6.290% | 3/1/32 | 10,820 | 13,638 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,270 | 1,523 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 1,900 | 1,957 | ||
Illinois GO | 4.950% | 6/1/23 | 1,082 | 1,156 | ||
Illinois GO | 5.100% | 6/1/33 | 68,605 | 80,669 | ||
Illinois GO | 6.630% | 2/1/35 | 1,675 | 2,092 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,220 | 5,871 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 5,090 | 5,794 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 5,930 | 7,375 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 3,165 | 3,358 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 3,250 | 4,026 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 135 | 176 | ||
14 | Kansas Development Finance Authority Revenue (Employees Retirement System) | 5.501% | 5/1/34 | 2,025 | 2,582 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 6,400 | 6,415 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 3,100 | 3,108 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 9,600 | 9,740 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 5,125 | 8,701 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 1,650 | 2,379 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 8,500 | 13,766 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 1,265 | 2,155 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 3,530 | 4,423 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 17,655 | 23,840 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 7,825 | 11,232 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 6,680 | 8,883 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 895 | 1,456 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 2,625 | 2,735 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 2,875 | 2,961 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 840 | 1,146 | ||
Massachusetts GO | 4.200% | 12/1/21 | 4,475 | 4,550 | ||
Massachusetts GO | 4.500% | 8/1/31 | 350 | 428 | ||
Massachusetts GO | 2.663% | 9/1/39 | 3,975 | 4,188 | ||
Massachusetts GO | 5.456% | 12/1/39 | 5,250 | 7,250 | ||
Massachusetts GO | 2.514% | 7/1/41 | 6,825 | 6,884 | ||
Massachusetts GO | 2.813% | 9/1/43 | 7,000 | 7,406 | ||
Massachusetts GO | 2.900% | 9/1/49 | 5,495 | 5,807 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 2,240 | 2,240 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 3,180 | 4,496 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 6,370 | 6,843 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 8,820 | 9,081 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 3,750 | 5,266 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,540 | 2,266 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 4,625 | 7,874 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,155 | 6,853 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 865 | 932 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 13,050 | 14,114 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,105 | 6,673 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan State Building Authority Revenue Refunding taxable BDS 2020 II | 2.705% | 10/15/40 | 4,450 | 4,422 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,025 | 2,336 | ||
Mississippi GO | 5.245% | 11/1/34 | 3,220 | 4,163 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 5,730 | 6,309 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 3,500 | 4,176 | ||
15 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 10,800 | 14,006 | |
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 4,145 | 4,677 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 6.561% | 12/15/40 | 4,285 | 6,392 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,905 | 6,723 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 7,680 | 9,151 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 17,067 | 28,023 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 18,451 | 29,522 | ||
New York City NY GO | 5.517% | 10/1/37 | 3,525 | 4,785 | ||
New York City NY GO | 6.271% | 12/1/37 | 5,425 | 7,826 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 5,625 | 8,398 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 795 | 1,192 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 1,000 | 1,529 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 350 | 539 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 5,935 | 8,746 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 13,105 | 20,291 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 3,825 | 4,919 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 3,800 | 5,084 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 3,080 | 4,073 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 975 | 1,301 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 9,215 | 13,411 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 585 | 857 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 12,575 | 16,976 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,135 | 1,845 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 7,035 | 7,273 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 9,000 | 9,089 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 3,240 | 3,562 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,705 | 3,539 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 3,170 | 4,282 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 2,100 | 2,297 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 5,245 | 5,619 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 1,500 | 1,585 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 3,040 | 3,450 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 2,375 | 2,963 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 2,225 | 2,263 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 7,825 | 12,922 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 2,745 | 3,684 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 4,500 | 5,357 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 5,481 | 7,772 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 3,075 | 3,160 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,100 | 1,316 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 2,900 | 4,046 | ||
Oregon GO | 5.762% | 6/1/23 | 283 | 306 | ||
Oregon GO | 5.892% | 6/1/27 | 8,130 | 9,825 | ||
16 | Oregon GO | 3.424% | 3/1/60 | 5,270 | 5,422 | |
14 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 375 | 444 | |
Pennsylvania State University | 2.790% | 9/1/43 | 5,025 | 5,114 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 5,190 | 5,234 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 3,720 | 5,387 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 3,050 | 3,066 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,060 | 2,706 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 14,510 | 20,445 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 4,900 | 6,904 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 5,025 | 6,825 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 3,370 | 3,779 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 1,800 | 2,179 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 2,555 | 3,541 | ||
Port Authority of New York & New Jersey Revenue | 4.229% | 10/15/57 | 1,000 | 1,257 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 3,900 | 3,918 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 23,055 | 30,246 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 7,385 | 10,101 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 4,300 | 4,538 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.987% | 9/1/36 | 105 | 115 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 3,275 | 3,255 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 2,050 | 3,308 | ||
Riverside County CA Pension Obligation Bonds | 3.818% | 2/15/38 | 700 | 784 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 2,900 | 3,958 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,050 | 1,120 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 4,395 | 5,019 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,400 | 9,192 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,000 | 3,340 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,235 | 4,281 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 1,650 | 2,346 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 7,000 | 10,019 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,410 | 1,725 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 2,725 | 2,700 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.248% | 4/1/48 | 1,225 | 1,275 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,760 | 2,663 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 6,180 | 9,337 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 5,020 | 5,093 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,795 | 9,709 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 3,600 | 3,927 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 3,390 | 4,254 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,760 | 2,860 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 7,000 | 11,039 | ||
State of Florida Board of administration Finance Corp. | 2.638% | 7/1/21 | 5,000 | 5,000 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 1,947 | 2,325 | ||
Texas GO | 5.517% | 4/1/39 | 11,570 | 16,664 | ||
Texas GO | 3.211% | 4/1/44 | 4,370 | 4,610 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 10,325 | 11,502 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 7,770 | 7,876 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 7,775 | 7,682 | ||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 12,620 | 15,575 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 1,645 | 2,156 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 3,840 | 4,722 | ||
14 | Tucson City AZ COP | 2.856% | 7/1/47 | 3,330 | 3,285 | |
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 19,050 | 29,738 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 1,180 | 1,845 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 1,505 | 1,549 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 4,310 | 4,579 | ||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 175 | 189 | ||
University of California Revenue | 0.883% | 5/15/25 | 2,600 | 2,608 | ||
University of California Revenue | 3.063% | 7/1/25 | 14,321 | 15,481 | ||
University of California Revenue | 1.316% | 5/15/27 | 7,550 | 7,573 | ||
University of California Revenue | 1.614% | 5/15/30 | 5,805 | 5,750 | ||
University of California Revenue | 4.601% | 5/15/31 | 8,330 | 9,881 | ||
University of California Revenue | 5.946% | 5/15/45 | 5,510 | 7,801 | ||
University of California Revenue | 3.071% | 5/15/51 | 5,900 | 5,960 | ||
University of California Revenue | 4.858% | 5/15/12 | 12,189 | 17,161 | ||
University of California Revenue | 4.767% | 5/15/15 | 4,925 | 6,762 | ||
University of Michigan | 2.437% | 4/1/40 | 9,978 | 10,017 | ||
University of Michigan | 2.562% | 4/1/50 | 2,550 | 2,522 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 3,660 | 3,949 | ||
University of North Carolina University System Revenue | 3.327% | 12/1/36 | 90 | 102 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 11,465 | 12,063 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 2,200 | 2,917 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 2,575 | 2,941 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 2,375 | 2,283 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 6,800 | 7,846 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 4,725 | 4,937 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 11,890 | 11,211 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,565 | 4,470 | ||
Utah GO | 4.554% | 7/1/24 | 6,070 | 6,429 | ||
Utah GO | 3.539% | 7/1/25 | 5,420 | 5,784 | ||
Washington GO | 5.140% | 8/1/40 | 3,720 | 5,125 | ||
14 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 2,305 | 2,683 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,050 | 3,373 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 9,400 | 10,561 | ||
Total Taxable Municipal Bonds (Cost $1,623,028) | 1,828,709 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (3.0%) | ||||||
Money Market Fund (3.0%) | ||||||
17 | Vanguard Market Liquidity Fund (Cost $7,439,551) | 0.056% | 74,426,082 | 7,442,608 | ||
Total Investments (102.5%) (Cost $249,281,630) | 257,841,453 | |||||
Other Assets and Liabilities—Net (-2.5%) | (6,188,640) | |||||
Net Assets (100%) | 251,652,813 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $1,197,000 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 June 30, 2021. |
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 June 30, 2021, the aggregate value was $1,228,401,000, representing 0.5% 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. | |
COP—Certificate of Participation. | |
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. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $241,842,079) | 250,398,845 |
Affiliated Issuers (Cost $7,439,551) | 7,442,608 |
Total Investments in Securities | 257,841,453 |
Investment in Vanguard | 8,574 |
Receivables for Investment Securities Sold | 1,286,405 |
Receivables for Accrued Income | 1,146,363 |
Receivables for Capital Shares Issued | 54,358 |
Total Assets | 260,337,153 |
Liabilities | |
Due to Custodian | 14,299 |
Payables for Investment Securities Purchased | 8,624,569 |
Payables for Capital Shares Redeemed | 39,300 |
Payables to Vanguard | 6,172 |
Total Liabilities | 8,684,340 |
Net Assets | 251,652,813 |
At June 30, 2021, net assets consisted of: | |
Paid-in Capital | 243,341,993 |
Total Distributable Earnings (Loss) | 8,310,820 |
Net Assets | 251,652,813 |
Investor Shares—Net Assets | |
Applicable to 12,877,298,430 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 143,746,694 |
Net Asset Value Per Share—Investor Shares | $11.16 |
Institutional Shares—Net Assets | |
Applicable to 9,666,564,527 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 107,906,119 |
Net Asset Value Per Share—Institutional Shares | $11.16 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 2,167,145 |
Total Income | 2,167,145 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 2,704 |
Management and Administrative—Investor Shares | 54,508 |
Management and Administrative—Institutional Shares | 7,272 |
Marketing and Distribution—Investor Shares | 4,536 |
Marketing and Distribution—Institutional Shares | 1,378 |
Custodian Fees | 240 |
Shareholders’ Reports—Investor Shares | 145 |
Shareholders’ Reports—Institutional Shares | — |
Trustees’ Fees and Expenses | 31 |
Total Expenses | 70,814 |
Net Investment Income | 2,096,331 |
Realized Net Gain (Loss) on Investment Securities Sold1 | 1,337 |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | (5,614,624) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,516,956) |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $3,021,000, $23,000, and ($23,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 2,096,331 | 4,352,341 | |
Realized Net Gain (Loss) | 1,337 | 2,486,175 | |
Change in Unrealized Appreciation (Depreciation) | (5,614,624) | 7,160,442 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | (3,516,956) | 13,998,958 | |
Distributions | |||
Investor Shares | (1,236,625) | (3,624,846) | |
Institutional Shares | (939,013) | (2,650,682) | |
Total Distributions | (2,175,638) | (6,275,528) | |
Capital Share Transactions | |||
Investor Shares | 18,014,202 | 7,979,303 | |
Institutional Shares | 17,566,105 | 7,628,003 | |
Net Increase (Decrease) from Capital Share Transactions | 35,580,307 | 15,607,306 | |
Total Increase (Decrease) | 29,887,713 | 23,330,736 | |
Net Assets | |||
Beginning of Period | 221,765,100 | 198,434,364 | |
End of Period | 251,652,813 | 221,765,100 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 |
Investment Operations | ||||||
Net Investment Income | .0971 | .2491 | .2991 | .2851 | .2591 | .251 |
Net Realized and Unrealized Gain (Loss) on Investments | (.296) | .551 | .590 | (.301) | .112 | .022 |
Total from Investment Operations | (.199) | .800 | .889 | (.016) | .371 | .273 |
Distributions | ||||||
Dividends from Net Investment Income | (.098) | (.249) | (.299) | (.284) | (.259) | (.252) |
Distributions from Realized Capital Gains | (.003) | (.101) | — | (.000)2 | (.002) | (.011) |
Total Distributions | (.101) | (.350) | (.299) | (.284) | (.261) | (.263) |
Net Asset Value, End of Period | $11.16 | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 |
Total Return3 | -1.73% | 7.31% | 8.62% | -0.10% | 3.53% | 2.55% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $143,747 | $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% | 0.09% |
Ratio of Net Investment Income to Average Net Assets | 1.76% | 2.17% | 2.76% | 2.74% | 2.42% | 2.31% |
Portfolio Turnover Rate4 | 42% | 119% | 66% | 90% | 80% | 88% |
The expense ratio and net investment income ratio for the current period have been annualized. |
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 23%, 32%, 12%, 22%, 26%, and 24%, respectively, attributable to mortgage-dollar-roll activity. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 | $10.60 |
Investment Operations | ||||||
Net Investment Income | .1011 | .2561 | .3061 | .2921 | .2671 | .259 |
Net Realized and Unrealized Gain (Loss) on Investments | (.297) | .552 | .591 | (.300) | .112 | .022 |
Total from Investment Operations | (.196) | .808 | .897 | (.008) | .379 | .281 |
Distributions | ||||||
Dividends from Net Investment Income | (.101) | (.257) | (.307) | (.292) | (.267) | (.260) |
Distributions from Realized Capital Gains | (.003) | (.101) | — | (.000)2 | (.002) | (.011) |
Total Distributions | (.104) | (.358) | (.307) | (.292) | (.269) | (.271) |
Net Asset Value, End of Period | $11.16 | $11.46 | $11.01 | $10.42 | $10.72 | $10.61 |
Total Return | -1.70% | 7.38% | 8.69% | -0.03% | 3.60% | 2.62% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $107,906 | $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% | 0.02% |
Ratio of Net Investment Income to Average Net Assets | 1.83% | 2.24% | 2.83% | 2.81% | 2.49% | 2.38% |
Portfolio Turnover Rate3 | 42% | 119% | 66% | 90% | 80% | 88% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 23%, 32%, 12%, 22%, 26%, and 24%, respectively, 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 | — | 160,652,700 | — | 160,652,700 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 6,228,001 | — | 6,228,001 |
Corporate Bonds | — | 72,137,344 | — | 72,137,344 |
Sovereign Bonds | — | 9,552,091 | — | 9,552,091 |
Taxable Municipal Bonds | — | 1,828,709 | — | 1,828,709 |
Temporary Cash Investments | 7,442,608 | — | — | 7,442,608 |
Total | 7,442,608 | 250,398,845 | — | 257,841,453 |
Amount ($000) | |
Tax Cost | 249,636,552 |
Gross Unrealized Appreciation | 10,276,847 |
Gross Unrealized Depreciation | (2,071,946) |
Net Unrealized Appreciation (Depreciation) | 8,204,901 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 22,714,535 | 2,038,862 | 38,648,650 | 3,399,007 | |
Issued in Lieu of Cash Distributions | 1,234,023 | 110,876 | 3,624,846 | 316,829 | |
Redeemed | (5,934,356) | (534,934) | (34,294,193) | (3,037,482) | |
Net Increase (Decrease)—Investor Shares | 18,014,202 | 1,614,804 | 7,979,303 | 678,354 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Institutional Shares | |||||
Issued | 18,515,875 | 1,657,219 | 31,956,671 | 2,805,387 | |
Issued in Lieu of Cash Distributions | 936,560 | 84,149 | 2,646,740 | 231,157 | |
Redeemed | (1,886,330) | (169,874) | (26,975,408) | (2,384,571) | |
Net Increase (Decrease)—Institutional Shares | 17,566,105 | 1,571,494 | 7,628,003 | 651,973 |
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• | 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 June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Inflation-Protected Securities Fund | |||
Investor Shares | $1,000.00 | $1,016.10 | $1.00 |
AdmiralTM Shares | 1,000.00 | 1,017.00 | 0.50 |
Institutional Shares | 1,000.00 | 1,017.00 | 0.35 |
Based on Hypothetical 5% Yearly Return | |||
Inflation-Protected Securities Fund | |||
Investor Shares | $1,000.00 | $1,023.80 | $1.00 |
Admiral Shares | 1,000.00 | 1,024.30 | 0.50 |
Institutional Shares | 1,000.00 | 1,024.45 | 0.35 |
0 - 5 Years | 46.9% |
5 - 10 Years | 36.1 |
10 - 15 Years | 0.6 |
15 - 20 Years | 2.2 |
20 - 25 Years | 8.3 |
Over 25 Years | 5.9 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (99.4%) | ||||||
U.S. Government Securities (99.4%) | ||||||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/22 | 920,019 | 1,106,805 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/23 | 1,116,330 | 1,348,874 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 4/15/23 | 1,032,000 | 1,172,986 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/23 | 1,147,936 | 1,400,663 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 1,103,256 | 1,359,780 | ||
United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | 663,000 | 756,541 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 1,014,771 | 1,227,079 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | 962,000 | 1,079,242 | ||
United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 1,049,300 | 1,280,690 | ||
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | 533,651 | 878,323 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/25 | 891,400 | 994,906 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 1,010,844 | 1,250,219 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/25 | 958,500 | 1,073,916 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | 881,522 | 1,100,508 | ||
United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | 383,727 | 607,550 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/26 | 550,000 | 609,433 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/26 | 831,304 | 1,014,439 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 1/15/27 | 777,139 | 951,249 | ||
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/27 | 338,047 | 548,313 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/27 | 866,000 | 1,054,597 | ||
United States Treasury Inflation Indexed Bonds | 0.500% | 1/15/28 | 919,000 | 1,115,293 | ||
United States Treasury Inflation Indexed Bonds | 1.750% | 1/15/28 | 308,866 | 475,729 | ||
United States Treasury Inflation Indexed Bonds | 3.625% | 4/15/28 | 257,575 | 573,211 | ||
United States Treasury Inflation Indexed Bonds | 0.750% | 7/15/28 | 775,000 | 946,002 | ||
United States Treasury Inflation Indexed Bonds | 0.875% | 1/15/29 | 680,000 | 832,348 | ||
United States Treasury Inflation Indexed Bonds | 2.500% | 1/15/29 | 306,170 | 490,437 | ||
United States Treasury Inflation Indexed Bonds | 3.875% | 4/15/29 | 299,242 | 683,596 | ||
United States Treasury Inflation Indexed Bonds | 0.250% | 7/15/29 | 839,000 | 974,338 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/30 | 940,000 | 1,070,974 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/30 | 1,012,000 | 1,162,957 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 1/15/31 | 1,175,000 | 1,326,703 | ||
United States Treasury Inflation Indexed Bonds | 3.375% | 4/15/32 | 106,029 | 235,372 | ||
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/40 | 188,656 | 347,057 | ||
United States Treasury Inflation Indexed Bonds | 2.125% | 2/15/41 | 259,258 | 475,916 | ||
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/42 | 445,145 | 639,621 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 2/15/43 | 345,755 | 478,734 | ||
United States Treasury Inflation Indexed Bonds | 1.375% | 2/15/44 | 487,735 | 769,765 | ||
United States Treasury Inflation Indexed Bonds | 0.750% | 2/15/45 | 538,400 | 751,692 | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/46 | 281,302 | 413,796 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Inflation Indexed Bonds | 0.875% | 2/15/47 | 357,100 | 507,348 | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/48 | 292,000 | 420,974 | ||
United States Treasury Inflation Indexed Bonds | 1.000% | 2/15/49 | 287,000 | 409,143 | ||
1 | United States Treasury Inflation Indexed Bonds | 0.250% | 2/15/50 | 392,000 | 459,802 | |
United States Treasury Inflation Indexed Bonds | 0.125% | 2/15/51 | 338,500 | 380,361 | ||
Total U.S. Government and Agency Obligations (Cost $33,268,793) | 36,757,282 | |||||
Shares | ||||||
Temporary Cash Investments (0.1%) | ||||||
Money Market Fund (0.1%) | ||||||
2 | Vanguard Market Liquidity Fund (Cost $31,984) | 0.056% | 319,904 | 31,990 | ||
Expiration Date | Contracts | Exercise Price | Notional Amount ($000) | |||
Options Purchased (0.0%) | ||||||
Exchange-Traded Options (0.0%) | ||||||
Put Options | ||||||
10-Year U.S. Treasury Note Futures Contracts (Cost $2,751) | 7/23/21 | 4,393 | $130.50 | 573,287 | 275 | |
Total Investments (99.5%) (Cost $33,303,528) | 36,789,547 | |||||
Other Assets and Liabilities—Net (0.5%) | 201,850 | |||||
Net Assets (100%) | 36,991,397 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $32,273,000 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. |
Options Written | |||||
Expiration Date | Contracts | Excercise Price | Notional Amount ($000) | Market Value ($000) | |
Exchange-Traded Options | |||||
Call Options | |||||
10-Year U.S. Treasury Note Futures Contracts (Premiums Received $3,544) | 7/23/21 | 8,786 | $132.50 | 1,164,145 | (4,668) |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
2-Year U.S. Treasury Note | September 2021 | 8,048 | 1,773,138 | (1,511) |
Short Futures Contracts | ||||
10-Year U.S. Treasury Note | September 2021 | (10,933) | (1,448,623) | (3,674) |
Ultra 10-Year U.S. Treasury Note | September 2021 | (2,703) | (397,890) | (2,882) |
(6,556) | ||||
(8,067) |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $33,271,544) | 36,757,557 |
Affiliated Issuers (Cost $31,984) | 31,990 |
Total Investments in Securities | 36,789,547 |
Investment in Vanguard | 1,261 |
Receivables for Investment Securities Sold | 168,634 |
Receivables for Accrued Income | 83,043 |
Receivables for Capital Shares Issued | 73,041 |
Other Assets | 117 |
Total Assets | 37,115,643 |
Liabilities | |
Payables for Investment Securities Purchased | 3 |
Payables for Capital Shares Redeemed | 82,614 |
Payables for Distributions | 32,364 |
Payables to Vanguard | 1,504 |
Options Written, at Value (Premiums Received $3,544) | 4,668 |
Variation Margin Payable—Futures Contracts | 3,093 |
Total Liabilities | 124,246 |
Net Assets | 36,991,397 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 33,155,646 |
Total Distributable Earnings (Loss) | 3,835,751 |
Net Assets | 36,991,397 |
Investor Shares—Net Assets | |
Applicable to 262,437,327 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,803,266 |
Net Asset Value Per Share—Investor Shares | $14.49 |
Admiral Shares—Net Assets | |
Applicable to 699,620,717 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 19,904,758 |
Net Asset Value Per Share—Admiral Shares | $28.45 |
Institutional Shares—Net Assets | |
Applicable to 1,146,142,203 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 13,283,373 |
Net Asset Value Per Share—Institutional Shares | $11.59 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 829,641 |
Total Income | 829,641 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,609 |
Management and Administrative—Investor Shares | 3,256 |
Management and Administrative—Admiral Shares | 8,036 |
Management and Administrative—Institutional Shares | 3,588 |
Marketing and Distribution—Investor Shares | 106 |
Marketing and Distribution—Admiral Shares | 328 |
Marketing and Distribution—Institutional Shares | 175 |
Custodian Fees | 13 |
Shareholders’ Reports—Investor Shares | 94 |
Shareholders’ Reports—Admiral Shares | 138 |
Shareholders’ Reports—Institutional Shares | 86 |
Trustees’ Fees and Expenses | 5 |
Total Expenses | 17,434 |
Net Investment Income | 812,207 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | 37,930 |
Futures Contracts | (35,035) |
Options Purchased | (589) |
Options Written | (5,790) |
Realized Net Gain (Loss) | (3,484) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | (193,806) |
Futures Contracts | (7,835) |
Options Purchased | (2,508) |
Options Written | (1,862) |
Change in Unrealized Appreciation (Depreciation) | (206,011) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 602,712 |
1 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $80,000, $7,000, and ($7,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 812,207 | 470,531 | |
Realized Net Gain (Loss) | (3,484) | 234,361 | |
Change in Unrealized Appreciation (Depreciation) | (206,011) | 2,422,877 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 602,712 | 3,127,769 | |
Distributions | |||
Investor Shares | (44,398) | (45,437) | |
Admiral Shares | (241,810) | (245,572) | |
Institutional Shares | (163,611) | (173,955) | |
Total Distributions | (449,819) | (464,964) | |
Capital Share Transactions | |||
Investor Shares | 216,746 | (145,675) | |
Admiral Shares | 1,676,124 | 2,453,068 | |
Institutional Shares | 645,891 | 1,367,267 | |
Net Increase (Decrease) from Capital Share Transactions | 2,538,761 | 3,674,660 | |
Total Increase (Decrease) | 2,691,654 | 6,337,465 | |
Net Assets | |||
Beginning of Period | 34,299,743 | 27,962,278 | |
End of Period | 36,991,397 | 34,299,743 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $14.43 | $13.18 | $12.47 | $13.04 | $12.98 | $12.84 |
Investment Operations | ||||||
Net Investment Income | .3231 | .1931 | .2901 | .3791 | .3101 | .263 |
Net Realized and Unrealized Gain (Loss) on Investments | (.091) | 1.242 | .713 | (.572) | .053 | .315 |
Total from Investment Operations | .232 | 1.435 | 1.003 | (.193) | .363 | .578 |
Distributions | ||||||
Dividends from Net Investment Income | (.171) | (.185) | (.293) | (.377) | (.303) | (.266) |
Distributions from Realized Capital Gains | (.001) | — | — | — | — | (.017) |
Return of Capital | — | — | — | — | — | (.155) |
Total Distributions | (.172) | (.185) | (.293) | (.377) | (.303) | (.438) |
Net Asset Value, End of Period | $14.49 | $14.43 | $13.18 | $12.47 | $13.04 | $12.98 |
Total Return2 | 1.61% | 10.90% | 8.06% | -1.49% | 2.81% | 4.52% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $3,803 | $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% | 0.20% |
Ratio of Net Investment Income to Average Net Assets | 4.53% | 1.38% | 2.24% | 2.96% | 2.38% | 1.99% |
Portfolio Turnover Rate | 13% | 48% | 26% | 27% | 22% | 27%3 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $28.32 | $25.88 | $24.48 | $25.60 | $25.48 | $25.21 |
Investment Operations | ||||||
Net Investment Income | .6521 | .4211 | .6001 | .7671 | .6401 | .544 |
Net Realized and Unrealized Gain (Loss) on Investments | (.171) | 2.411 | 1.394 | (1.122) | .097 | .615 |
Total from Investment Operations | .481 | 2.832 | 1.994 | (.355) | .737 | 1.159 |
Distributions | ||||||
Dividends from Net Investment Income | (.350) | (.392) | (.594) | (.765) | (.617) | (.541) |
Distributions from Realized Capital Gains | (.001) | — | — | — | — | (.034) |
Return of Capital | — | — | — | — | — | (.314) |
Total Distributions | (.351) | (.392) | (.594) | (.765) | (.617) | (.889) |
Net Asset Value, End of Period | $28.45 | $28.32 | $25.88 | $24.48 | $25.60 | $25.48 |
Total Return2 | 1.70% | 10.96% | 8.16% | -1.39% | 2.91% | 4.62% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $19,905 | $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% | 0.10% |
Ratio of Net Investment Income to Average Net Assets | 4.65% | 1.54% | 2.34% | 3.06% | 2.48% | 2.09% |
Portfolio Turnover Rate | 13% | 48% | 26% | 27% | 22% | 27%3 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $11.54 | $10.54 | $9.97 | $10.43 | $10.38 | $10.27 |
Investment Operations | ||||||
Net Investment Income | .2651 | .1741 | .2491 | .3171 | .2631 | .224 |
Net Realized and Unrealized Gain (Loss) on Investments | (.071) | .989 | .565 | (.462) | .043 | .250 |
Total from Investment Operations | .194 | 1.163 | .814 | (.145) | .306 | .474 |
Distributions | ||||||
Dividends from Net Investment Income | (.144) | (.163) | (.244) | (.315) | (.256) | (.221) |
Distributions from Realized Capital Gains | (.000)2 | — | — | — | — | (.014) |
Return of Capital | — | — | — | — | — | (.129) |
Total Distributions | (.144) | (.163) | (.244) | (.315) | (.256) | (.364) |
Net Asset Value, End of Period | $11.59 | $11.54 | $10.54 | $9.97 | $10.43 | $10.38 |
Total Return | 1.70% | 11.05% | 8.18% | -1.40% | 2.97% | 4.63% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $13,283 | $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% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 4.64% | 1.56% | 2.37% | 3.09% | 2.51% | 2.12% |
Portfolio Turnover Rate | 13% | 48% | 26% | 27% | 22% | 27%3 |
The expense ratio and net investment income ratio for the current period have been annualized. |
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. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 36,757,282 | — | 36,757,282 |
Temporary Cash Investments | 31,990 | — | — | 31,990 |
Options Purchased | 275 | — | — | 275 |
Total | 32,265 | 36,757,282 | — | 36,789,547 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 8,067 | — | — | 8,067 |
Options Written | 4,668 | — | — | 4,668 |
Total | 12,735 | — | — | 12,735 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Amount ($000) | |
Tax Cost | 33,317,152 |
Gross Unrealized Appreciation | 3,485,163 |
Gross Unrealized Depreciation | (25,503) |
Net Unrealized Appreciation (Depreciation) | 3,459,660 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 646,025 | 44,831 | 888,092 | 63,559 | |
Issued in Lieu of Cash Distributions | 41,376 | 2,865 | 42,474 | 2,958 | |
Redeemed | (470,655) | (32,735) | (1,076,241) | (77,169) | |
Net Increase (Decrease)—Investor Shares | 216,746 | 14,961 | (145,675) | (10,652) | |
Admiral Shares | |||||
Issued | 3,906,416 | 138,062 | 6,308,232 | 229,659 | |
Issued in Lieu of Cash Distributions | 214,082 | 7,553 | 218,954 | 7,775 | |
Redeemed | (2,444,374) | (86,591) | (4,074,118) | (149,885) | |
Net Increase (Decrease)—Admiral Shares | 1,676,124 | 59,024 | 2,453,068 | 87,549 | |
Institutional Shares | |||||
Issued | 2,187,112 | 189,960 | 5,129,610 | 457,391 | |
Issued in Lieu of Cash Distributions | 155,122 | 13,436 | 164,735 | 14,371 | |
Redeemed | (1,696,343) | (148,184) | (3,927,078) | (353,215) | |
Net Increase (Decrease)—Institutional Shares | 645,891 | 55,212 | 1,367,267 | 118,547 |
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About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Trustees Approve Advisory Arrangement | 27 |
Liquidity Risk Management | 28 |
• | 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. |
Period Ended June 30, 2021 | |||
Ultra-Short Bond ETF | Beginning Account Value 4/5/2021 | Ending Account Value 6/30/2021 | Expenses Paid During Period |
Based on Actual Fund Return | $1,000.00 | $1,002.08 | $0.24 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,011.55 | 0.24 |
Asset-Backed/Commercial Mortgage-Backed Securities | 18.7% |
Corporate Bonds | 78.0 |
Short-Term Reserves | 2.7 |
Sovereign Bonds | 0.6 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Asset-Backed/Commercial Mortgage-Backed Securities (18.6%) | ||||||
1 | Ally Auto Receivables Trust Class A3 Series 2019-3 | 1.930% | 5/15/24 | 660 | 666 | |
1,2 | American Credit Acceptance Receivables Trust Class A Series 2021-2 | 0.370% | 10/15/24 | 4,566 | 4,568 | |
1,2 | American Credit Acceptance Receivables Trust Class B Series 2021-2 | 0.680% | 5/13/25 | 2,500 | 2,501 | |
1 | American Express Credit Account Master Trust Class B Series 2019-2 | 2.860% | 11/15/24 | 1,000 | 1,020 | |
1 | Americredit Automobile Receivables Trust Class A2 Series 2021-2 | 0.260% | 11/18/24 | 5,000 | 5,004 | |
1 | Americredit Automobile Receivables Trust Class A3 Series 2021-2 | 0.340% | 12/18/26 | 3,000 | 3,006 | |
1 | Americredit Automobile Receivables Trust Class C Series 2018-1 | 3.500% | 1/18/24 | 2,580 | 2,635 | |
1 | Americredit Automobile Receivables Trust Class C Series 2018-2 | 3.590% | 6/18/24 | 3,000 | 3,099 | |
1,2 | ARI Fleet Lease Trust Class A2 Seies 2021-A | 0.370% | 3/15/30 | 6,000 | 5,997 | |
1,2 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2017-1A | 3.070% | 9/20/23 | 1,300 | 1,336 | |
1,2 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2017-2A | 2.970% | 3/20/24 | 3,500 | 3,632 | |
1 | BMW Vehicle Owner Trust Class A3 Series 2020-A | 0.480% | 10/25/24 | 225 | 226 | |
1 | CarMax Auto Owner Trust Class A2A Series 2021-2 | 0.270% | 6/17/24 | 5,000 | 5,002 | |
1 | CNH Equipment Trust Class A3 Series 2020-A | 1.160% | 6/16/25 | 350 | 353 | |
1,2 | DLL LLC Class A4 Series 2019-MT3 | 2.150% | 9/21/26 | 2,060 | 2,099 | |
1,2 | DLLAA LLC Class A2 Series 2021-1A | 0.360% | 5/17/24 | 5,000 | 5,001 | |
1,2 | Donlen Fleet Lease Funding 2 LLC Class A2 Series 2021-2 | 0.560% | 12/11/34 | 2,000 | 2,002 | |
1 | Drive Auto Receivables Trust Class A3 Series 2021-1 | 0.440% | 11/15/24 | 5,000 | 5,010 | |
1 | Drive Auto Receivables Trust Class B Series 2021-1 | 0.650% | 7/15/25 | 2,500 | 2,504 | |
1 | Drive Auto Receivables Trust Class C Series 2019-4 | 2.510% | 11/17/25 | 2,550 | 2,586 | |
1 | Drive Auto Receivables Trust Class D Series 2019-1 | 4.090% | 6/15/26 | 300 | 312 | |
1,2 | DT Auto Owner Trust Class A Series 2021-1A | 0.350% | 1/15/25 | 280 | 280 | |
1,2 | DT Auto Owner Trust Class A Series 2021-2A | 0.410% | 3/17/25 | 4,416 | 4,420 | |
1,2 | Enterprise Fleet Financing LLC Class A2 Series 2019-3 | 2.060% | 5/20/25 | 684 | 693 | |
1 | Exeter Automobile Receivables Trust Class A3 Series 2021-2A | 0.300% | 10/15/24 | 7,000 | 6,998 | |
1,2 | Flagship Credit Auto Trust Class A Series 2021-2 | 0.370% | 12/15/26 | 4,809 | 4,807 | |
1 | Ford Credit Auto Lease Trust Class A3 Series 2020-B | 0.620% | 8/15/23 | 300 | 301 | |
1,2 | Ford Credit Auto Owner Trust Class A Series 2017-2 | 2.360% | 3/15/29 | 5,000 | 5,075 | |
1 | Ford Credit Floorplan Master Owner Trust Class A Series 2017-3 | 2.480% | 9/15/24 | 5,000 | 5,134 | |
1 | Ford Credit Floorplan Master Owner Trust Class A1 Series 2019-3 | 2.230% | 9/15/24 | 1,000 | 1,023 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | GLS Auto Receivables Trust Class A Series 2021-2A | 0.310% | 11/15/24 | 10,000 | 9,998 | |
1 | GM Financial Automobile Leasing Trust Class D Series 2020-1 | 2.280% | 6/20/24 | 150 | 153 | |
1 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2018-3 | 3.160% | 1/16/24 | 2,500 | 2,560 | |
1,2 | GMF Floorplan Owner Revolving Trust Class A Series 2019-1 | 2.700% | 4/15/24 | 505 | 515 | |
1 | Honda Auto Receivables Owner Trust Class A3 Series 2019-4 | 1.830% | 1/18/24 | 2,000 | 2,024 | |
1,2 | HPEFS Equipment Trust Class A2 Series 2021-2A | 0.300% | 9/20/28 | 4,500 | 4,496 | |
1,2 | HPEFS Equipment Trust Class A3 Series 2021-2A | 0.360% | 9/20/28 | 2,500 | 2,495 | |
1,2 | Hyundai Auto Lease Securitization Trust Class A3 Series 2021-B | 0.330% | 6/17/24 | 1,500 | 1,497 | |
1 | Mercedes-Benz Auto Lease Trust Class A3 Series 2021-B | 0.400% | 11/15/24 | 5,000 | 4,998 | |
1 | Nissan Auto Lease Trust Class A4 Series 2020-A | 1.880% | 4/15/25 | 6,160 | 6,248 | |
1 | Santander Drive Auto Receivables Trust Class A2 Series 2021-2 | 0.280% | 4/15/24 | 10,000 | 10,000 | |
1 | Santander Drive Auto Receivables Trust Class A3 Series 2021-2 | 0.340% | 2/18/25 | 10,000 | 9,997 | |
1 | Santander Drive Auto Receivables Trust Class B Series 2021-2 | 0.590% | 9/15/25 | 6,000 | 6,003 | |
1,2 | Santander Retail Auto Lease Trust Class A2 Series 2021-B | 0.310% | 1/22/24 | 5,000 | 4,997 | |
1,2 | Santander Retail Auto Lease Trust Class A3 Series 2021-B | 0.510% | 8/20/24 | 3,000 | 2,993 | |
1,2 | Santander Retail Auto Lease Trust Class A4 Series 2019-A | 2.820% | 5/22/23 | 1,215 | 1,226 | |
1,2 | Santander Retail Auto Lease Trust Class A4 Series 2020-A | 1.760% | 3/20/24 | 1,000 | 1,021 | |
1,2 | Tesla Auto Lease Trust Class A3 Series 2020-A | 0.680% | 12/20/23 | 8,140 | 8,179 | |
1 | Toyota Auto Receivables Owner Trust Class A4 Series 2018-B | 3.110% | 11/15/23 | 280 | 285 | |
1,2 | Toyota Lease Owner Trust Class A2 Series 2021-A | 0.270% | 9/20/23 | 5,000 | 5,001 | |
1,2 | Transportation Finance Equipment Trust Class A3 Series 2019-1 | 1.850% | 4/24/23 | 3,100 | 3,129 | |
1 | Verizon Owner Trust Class B Series 2018-A | 3.380% | 4/20/23 | 590 | 601 | |
1 | Verizon Owner Trust Class C Series 2018-A | 3.550% | 4/20/23 | 3,000 | 3,075 | |
1 | Verizon Owner Trust Class C Series 2019-C | 2.160% | 4/22/24 | 3,000 | 3,075 | |
1,2 | Westlake Automobile Receivables Trust Class A2A Series 2021-1A | 0.390% | 10/15/24 | 1,250 | 1,251 | |
1,2 | Westlake Automobile Receivables Trust Class A2A Series 2021-2A | 0.320% | 4/15/25 | 5,000 | 5,000 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $188,238) | 188,107 | |||||
Corporate Bonds (77.4%) | ||||||
Communications (2.3%) | ||||||
AT&T Inc. | 3.000% | 6/30/22 | 445 | 455 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.464% | 7/23/22 | 70 | 73 | ||
2 | Deutsche Telekom International Finance BV | 2.485% | 9/19/23 | 150 | 156 | |
Discovery Communications LLC | 2.950% | 3/20/23 | 2,435 | 2,533 | ||
Interpublic Group of Cos. Inc. | 3.750% | 10/1/21 | 1,040 | 1,049 | ||
2 | NTT Finance Corp. | 0.373% | 3/3/23 | 7,810 | 7,808 | |
2 | Sky Ltd. | 3.125% | 11/26/22 | 1,100 | 1,142 | |
TWDC Enterprises 18 Corp. | 2.550% | 2/15/22 | 2,106 | 2,136 | ||
TWDC Enterprises 18 Corp. | 2.450% | 3/4/22 | 1,849 | 1,877 | ||
3 | Verizon Communications Inc. | 3.500% | 2/17/23 | 1,570 | 1,230 | |
Vodafone Group plc | 2.500% | 9/26/22 | 673 | 690 | ||
3 | Vodafone Group plc | 3.250% | 12/13/22 | 470 | 366 | |
Walt Disney Co. | 1.650% | 9/1/22 | 985 | 1,000 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 2,500 | 2,579 | ||
23,094 | ||||||
Consumer Discretionary (7.7%) | ||||||
American Honda Finance Corp. | 1.950% | 5/20/22 | 4,201 | 4,264 | ||
4 | American Honda Finance Corp. | 2.200% | 6/27/22 | 390 | 397 | |
American Honda Finance Corp. | 2.600% | 11/16/22 | 385 | 397 | ||
American Honda Finance Corp. | 0.875% | 7/7/23 | 2,000 | 2,018 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AutoZone Inc. | 3.700% | 4/15/22 | 70 | 71 | ||
2 | BMW Finance NV | 2.250% | 8/12/22 | 1,615 | 1,649 | |
2 | BMW U.S. Capital LLC | 2.700% | 4/6/22 | 1,000 | 1,016 | |
2 | BMW U.S. Capital LLC | 2.950% | 4/14/22 | 2,823 | 2,882 | |
2 | BMW U.S. Capital LLC | 3.450% | 4/12/23 | 1,000 | 1,050 | |
2 | Daimler Finance North America LLC | 2.850% | 1/6/22 | 3,640 | 3,687 | |
2 | Daimler Finance North America LLC | 3.400% | 2/22/22 | 1,400 | 1,428 | |
2 | Daimler Finance North America LLC | 2.550% | 8/15/22 | 1,428 | 1,462 | |
eBay Inc. | 2.600% | 7/15/22 | 3,331 | 3,389 | ||
2 | ERAC USA Finance LLC | 3.300% | 10/15/22 | 1,256 | 1,301 | |
2 | ERAC USA Finance LLC | 2.700% | 11/1/23 | 3,018 | 3,154 | |
General Motors Financial Co. Inc. | 3.450% | 1/14/22 | 630 | 639 | ||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 810 | 825 | ||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 3,022 | 3,096 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 955 | 985 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 500 | 525 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 900 | 991 | ||
2 | Harley-Davidson Financial Services Inc. | 4.050% | 2/4/22 | 418 | 427 | |
2 | Harley-Davidson Financial Services Inc. | 2.550% | 6/9/22 | 1,009 | 1,025 | |
Home Depot Inc. | 2.625% | 6/1/22 | 239 | 244 | ||
Lennar Corp. | 4.125% | 1/15/22 | 2,000 | 2,020 | ||
Lennar Corp. | 4.750% | 11/15/22 | 2,000 | 2,092 | ||
Lowe's Cos. Inc. | 3.120% | 4/15/22 | 200 | 203 | ||
Marriott International Inc. | 2.300% | 1/15/22 | 520 | 524 | ||
Marriott International Inc. | 3.250% | 9/15/22 | 121 | 124 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 451 | 458 | ||
2 | Nissan Motor Acceptance Corp. | 1.900% | 9/14/21 | 70 | 70 | |
2 | Nissan Motor Acceptance Corp. | 2.800% | 1/13/22 | 192 | 194 | |
2 | Nissan Motor Acceptance Corp. | 2.650% | 7/13/22 | 1,053 | 1,071 | |
2 | Nissan Motor Acceptance Corp. | 2.600% | 9/28/22 | 389 | 397 | |
2 | Nissan Motor Acceptance Corp. | 3.450% | 3/15/23 | 1,062 | 1,106 | |
2 | Nissan Motor Co. Ltd. | 3.043% | 9/15/23 | 2,787 | 2,907 | |
Ralph Lauren Corp. | 1.700% | 6/15/22 | 12,307 | 12,465 | ||
Starbucks Corp. | 2.700% | 6/15/22 | 1,820 | 1,855 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 2,000 | 2,003 | ||
Toyota Motor Credit Corp. | 2.600% | 1/11/22 | 1,500 | 1,519 | ||
Toyota Motor Credit Corp. | 3.300% | 1/12/22 | 610 | 620 | ||
Toyota Motor Credit Corp. | 2.650% | 4/12/22 | 2,447 | 2,493 | ||
Toyota Motor Credit Corp. | 1.150% | 5/26/22 | 473 | 477 | ||
Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 1,381 | 1,417 | ||
3 | Volkswagen Financial Services Australia Pty Ltd. | 3.300% | 2/28/22 | 130 | 99 | |
2 | Volkswagen Group of America Finance LLC | 4.000% | 11/12/21 | 665 | 674 | |
2 | Volkswagen Group of America Finance LLC | 2.700% | 9/26/22 | 2,454 | 2,521 | |
2 | Volkswagen Group of America Finance LLC | 0.750% | 11/23/22 | 154 | 155 | |
2 | Volkswagen Group of America Finance LLC | 3.125% | 5/12/23 | 2,250 | 2,350 | |
2 | Volkswagen Group of America Finance LLC | 0.875% | 11/22/23 | 1,250 | 1,254 | |
77,990 | ||||||
Consumer Staples (3.8%) | ||||||
2 | 7-Eleven Inc. | 0.625% | 2/10/23 | 4,805 | 4,808 | |
3,5 | Anheuser-Busch InBev Worldwide Inc., 3M Australian Bank Bill Rate + 0.970% | 0.995% | 9/6/22 | 160 | 121 | |
BAT Capital Corp. | 2.764% | 8/15/22 | 171 | 175 | ||
2 | BAT International Finance plc | 3.250% | 6/7/22 | 100 | 102 | |
Campbell Soup Co. | 2.500% | 8/2/22 | 329 | 336 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 180 | 189 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Coca-Cola European Partners plc | 0.500% | 5/5/23 | 1,500 | 1,497 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 634 | 654 | ||
Constellation Brands Inc. | 2.700% | 5/9/22 | 1,647 | 1,677 | ||
Diageo Investment Corp. | 2.875% | 5/11/22 | 1,710 | 1,748 | ||
Diageo Investment Corp. | 8.000% | 9/15/22 | 201 | 219 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 5,000 | 5,010 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 1,000 | 1,066 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 20 | 20 | ||
Kimberly-Clark Corp. | 2.400% | 3/1/22 | 339 | 344 | ||
Kroger Co. | 3.400% | 4/15/22 | 2,243 | 2,279 | ||
Kroger Co. | 2.800% | 8/1/22 | 473 | 484 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 943 | 965 | ||
Molson Coors Beverage Co. | 3.500% | 5/1/22 | 190 | 195 | ||
2 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 4,304 | 4,394 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 1,150 | 1,154 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 1,334 | 1,363 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 688 | 706 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 257 | 264 | ||
Procter & Gamble Co. | 2.150% | 8/11/22 | 1,583 | 1,617 | ||
2 | Reckitt Benckiser Treasury Services plc | 2.375% | 6/24/22 | 6,909 | 7,041 | |
Tyson Foods Inc. | 4.500% | 6/15/22 | 110 | 113 | ||
38,541 | ||||||
Energy (6.8%) | ||||||
Baker Hughes a GE Co. LLC / Baker Hughes Co-Obligor Inc. | 2.773% | 12/15/22 | 8,400 | 8,676 | ||
BP Capital Markets America Inc. | 3.245% | 5/6/22 | 4,875 | 4,993 | ||
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 1,000 | 1,043 | ||
BP Capital Markets America Inc. | 2.750% | 5/10/23 | 925 | 964 | ||
BP Capital Markets plc | 3.245% | 5/6/22 | 535 | 548 | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 354 | 364 | ||
Chevron Corp. | 2.411% | 3/3/22 | 263 | 266 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 2,041 | 2,042 | ||
ConocoPhillips Co. | 2.400% | 12/15/22 | 4,000 | 4,096 | ||
Diamondback Energy Inc. | 0.900% | 3/24/23 | 70 | 70 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 522 | 565 | ||
El Paso Natural Gas Co. LLC | 8.625% | 1/15/22 | 871 | 909 | ||
Empresa Nacional del Petroleo | 4.750% | 12/6/21 | 2,095 | 2,130 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 1,060 | 1,085 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 5,250 | 5,606 | ||
Energy Transfer LP | 4.650% | 2/15/22 | 1,000 | 1,025 | ||
Energy Transfer LP | 4.250% | 3/15/23 | 4,500 | 4,723 | ||
Energy Transfer LP / Regency Energy Finance Corp. | 5.000% | 10/1/22 | 210 | 219 | ||
Enterprise Products Operating LLC | 3.500% | 2/1/22 | 1,100 | 1,121 | ||
EOG Resources Inc. | 2.625% | 3/15/23 | 2,000 | 2,065 | ||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 344 | 350 | ||
Kinder Morgan Energy Partners LP | 4.150% | 3/1/22 | 433 | 444 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 3,396 | 3,585 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 610 | 633 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 1,757 | 1,805 | ||
Phillips 66 | 4.300% | 4/1/22 | 3,000 | 3,088 | ||
Phillips 66 | 0.900% | 2/15/24 | 1,975 | 1,977 | ||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 4,000 | 4,003 | ||
Sabine Pass Liquefaction LLC | 6.250% | 3/15/22 | 725 | 744 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 1,500 | 1,612 | ||
2 | Schlumberger Finance Canada Ltd. | 2.650% | 11/20/22 | 2,060 | 2,117 | |
2 | Schlumberger Investment SA | 2.400% | 8/1/22 | 389 | 395 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sinopec Group Overseas Development 2012 Ltd. | 3.900% | 5/17/22 | 543 | 558 | ||
Sinopec Group Overseas Development 2017 Ltd. | 3.000% | 4/12/22 | 200 | 204 | ||
Sinopec Group Overseas Development 2017 Ltd. | 2.500% | 9/13/22 | 628 | 641 | ||
2 | Southern Natural Gas Co. LLC | 0.625% | 4/28/23 | 1,500 | 1,500 | |
Williams Cos. Inc. | 4.000% | 11/15/21 | 395 | 397 | ||
Williams Cos. Inc. | 3.600% | 3/15/22 | 755 | 768 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 125 | 128 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 950 | 989 | ||
68,448 | ||||||
Financials (33.7%) | ||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.950% | 2/1/22 | 574 | 584 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 5/26/22 | 2,507 | 2,566 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 7/1/22 | 100 | 104 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.500% | 9/15/23 | 2,000 | 2,145 | ||
2 | AIG Global Funding | 2.300% | 7/1/22 | 374 | 381 | |
2 | AIG Global Funding | 0.450% | 12/8/23 | 5,500 | 5,491 | |
Air Lease Corp. | 3.750% | 2/1/22 | 1,778 | 1,802 | ||
Air Lease Corp. | 2.625% | 7/1/22 | 1,133 | 1,154 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 2,000 | 2,092 | ||
Allstate Corp. | 3.150% | 6/15/23 | 4,573 | 4,813 | ||
Ally Financial Inc. | 4.125% | 2/13/22 | 1,825 | 1,866 | ||
Ally Financial Inc. | 4.625% | 5/19/22 | 1,235 | 1,281 | ||
Ally Financial Inc. | 3.050% | 6/5/23 | 1,000 | 1,043 | ||
American Express Co. | 2.750% | 5/20/22 | 2,531 | 2,581 | ||
4 | American Express Co. | 2.500% | 8/1/22 | 3,250 | 3,319 | |
American Express Credit Corp. | 2.700% | 3/3/22 | 798 | 809 | ||
Ameriprise Financial Inc. | 3.000% | 3/22/22 | 3,528 | 3,598 | ||
2 | ANZ New Zealand International Ltd. | 2.875% | 1/25/22 | 200 | 203 | |
2 | ANZ New Zealand International Ltd. | 1.900% | 2/13/23 | 1,010 | 1,035 | |
Aon Corp. | 2.200% | 11/15/22 | 100 | 102 | ||
Aon plc | 4.000% | 11/27/23 | 1,320 | 1,416 | ||
Ares Capital Corp. | 3.625% | 1/19/22 | 535 | 542 | ||
2 | Athene Global Funding | 4.000% | 1/25/22 | 825 | 842 | |
2 | Athene Global Funding | 3.000% | 7/1/22 | 6,057 | 6,209 | |
Banco Santander SA | 3.500% | 4/11/22 | 3,744 | 3,836 | ||
Banco Santander SA | 0.701% | 6/30/24 | 3,500 | 3,506 | ||
Bank of America Corp. | 2.503% | 10/21/22 | 2,000 | 2,013 | ||
Bank of America Corp. | 3.124% | 1/20/23 | 2,965 | 3,010 | ||
Bank of America Corp. | 2.881% | 4/24/23 | 1,600 | 1,633 | ||
Bank of America Corp. | 2.816% | 7/21/23 | 2,178 | 2,232 | ||
Bank of America Corp. | 3.004% | 12/20/23 | 2,500 | 2,591 | ||
Bank of America Corp. | 0.523% | 6/14/24 | 500 | 500 | ||
Bank of Montreal | 2.050% | 11/1/22 | 411 | 421 | ||
Bank of Nova Scotia | 2.700% | 3/7/22 | 1,308 | 1,330 | ||
Bank of Nova Scotia | 2.375% | 1/18/23 | 300 | 309 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 2,640 | 2,699 | ||
2 | Banque Federative du Credit Mutuel SA | 2.700% | 7/20/22 | 879 | 901 | |
2 | Banque Federative du Credit Mutuel SA | 2.125% | 11/21/22 | 10,407 | 10,659 | |
Barclays Bank plc | 1.700% | 5/12/22 | 310 | 314 | ||
Barclays plc | 4.610% | 2/15/23 | 625 | 641 | ||
Berkshire Hathaway Finance Corp. | 3.000% | 5/15/22 | 1,278 | 1,308 | ||
2 | BNP Paribas SA | 2.950% | 5/23/22 | 3,434 | 3,513 | |
2 | BNP Paribas SA | 3.500% | 3/1/23 | 1,000 | 1,049 | |
2 | BPCE SA | 2.750% | 1/11/23 | 1,945 | 2,015 | |
2 | BPCE SA | 5.700% | 10/22/23 | 2,300 | 2,549 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,5 | BPCE SA, 3M Australian Bank Bill Rate + 1.100% | 1.140% | 4/26/23 | 410 | 312 | |
2 | Brighthouse Financial Global Funding | 0.600% | 6/28/23 | 8,200 | 8,200 | |
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 1,750 | 1,750 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 2,000 | 2,018 | ||
Canadian Imperial Bank of Commerce | 2.606% | 7/22/23 | 2,200 | 2,251 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 252 | 260 | ||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 4,790 | 4,933 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 605 | 629 | ||
Citigroup Inc. | 2.750% | 4/25/22 | 100 | 102 | ||
Citigroup Inc. | 4.050% | 7/30/22 | 2,203 | 2,289 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 466 | 479 | ||
Citigroup Inc. | 2.312% | 11/4/22 | 5,485 | 5,520 | ||
Citigroup Inc. | 3.142% | 1/24/23 | 1,200 | 1,218 | ||
Citigroup Inc. | 2.876% | 7/24/23 | 1,173 | 1,203 | ||
2 | Citizens Financial Group Inc. | 4.150% | 9/28/22 | 396 | 411 | |
2 | Commonwealth Bank of Australia | 2.500% | 9/18/22 | 108 | 111 | |
2 | Credit Agricole SA | 3.375% | 1/10/22 | 950 | 965 | |
2 | Credit Agricole SA | 3.750% | 4/24/23 | 3,749 | 3,969 | |
2 | Daiwa Securities Group Inc. | 3.129% | 4/19/22 | 500 | 511 | |
2 | Danske Bank A/S | 5.000% | 1/12/22 | 455 | 465 | |
2 | Danske Bank A/S | 2.700% | 3/2/22 | 2,825 | 2,869 | |
2 | Danske Bank A/S | 3.001% | 9/20/22 | 2,906 | 2,920 | |
2 | Danske Bank A/S | 5.000% | 1/12/23 | 1,050 | 1,074 | |
Deutsche Bank AG | 5.000% | 2/14/22 | 2,126 | 2,183 | ||
Deutsche Bank AG | 3.300% | 11/16/22 | 1,600 | 1,656 | ||
Discover Bank | 3.350% | 2/6/23 | 1,000 | 1,043 | ||
Discover Financial Services | 5.200% | 4/27/22 | 570 | 592 | ||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 185 | 190 | ||
Enstar Group Ltd. | 4.500% | 3/10/22 | 2,282 | 2,330 | ||
2 | Equitable Financial Life Global Funding | 0.500% | 4/6/23 | 2,939 | 2,943 | |
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 326 | 344 | ||
2 | Five Corners Funding Trust | 4.419% | 11/15/23 | 4,399 | 4,793 | |
Franklin Resources Inc. | 2.800% | 9/15/22 | 252 | 259 | ||
GATX Corp. | 4.750% | 6/15/22 | 162 | 168 | ||
Goldman Sachs Group Inc. | 5.750% | 1/24/22 | 763 | 787 | ||
Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 6,340 | 6,389 | ||
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 386 | 405 | ||
Goldman Sachs Group Inc. | 0.481% | 1/27/23 | 1,715 | 1,715 | ||
Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 2,075 | 2,076 | ||
Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 500 | 499 | ||
HSBC Holdings plc | 2.650% | 1/5/22 | 350 | 354 | ||
HSBC Holdings plc | 4.875% | 1/14/22 | 249 | 255 | ||
HSBC Holdings plc | 3.262% | 3/13/23 | 3,993 | 4,074 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 2,400 | 2,541 | ||
HSBC Holdings plc | 3.950% | 5/18/24 | 4,150 | 4,407 | ||
Infinity Property and Casualty Corp. | 5.000% | 9/19/22 | 371 | 389 | ||
2 | ING Bank NV | 5.800% | 9/25/23 | 2,000 | 2,217 | |
ING Groep NV | 3.150% | 3/29/22 | 1,300 | 1,327 | ||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 785 | 802 | ||
Intercontinental Exchange Inc. | 0.700% | 6/15/23 | 575 | 578 | ||
Invesco Finance plc | 3.125% | 11/30/22 | 770 | 799 | ||
2 | Jackson National Life Global Funding | 2.500% | 6/27/22 | 63 | 64 | |
2 | Jackson National Life Global Funding | 2.375% | 9/15/22 | 200 | 205 | |
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 3,000 | 3,043 | ||
JPMorgan Chase & Co. | 3.207% | 4/1/23 | 2,093 | 2,137 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 2.776% | 4/25/23 | 2,400 | 2,446 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 590 | 621 | ||
JPMorgan Chase & Co. | 0.697% | 3/16/24 | 2,280 | 2,287 | ||
JPMorgan Chase & Co. | 3.559% | 4/23/24 | 97 | 102 | ||
JPMorgan Chase & Co. | 3.797% | 7/23/24 | 1,200 | 1,278 | ||
KeyBank NA | 2.400% | 6/9/22 | 850 | 867 | ||
2 | Liberty Mutual Group Inc. | 4.950% | 5/1/22 | 445 | 461 | |
2 | Liberty Mutual Group Inc. | 4.250% | 6/15/23 | 526 | 563 | |
Lincoln National Corp. | 4.200% | 3/15/22 | 1,536 | 1,577 | ||
Lloyds Banking Group plc | 3.000% | 1/11/22 | 1,171 | 1,188 | ||
Lloyds Banking Group plc | 2.858% | 3/17/23 | 2,300 | 2,339 | ||
Lloyds Banking Group plc | 1.326% | 6/15/23 | 3,000 | 3,024 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 1,000 | 1,072 | ||
Lloyds Banking Group plc | 2.907% | 11/7/23 | 2,175 | 2,243 | ||
2 | Macquarie Bank Ltd. | 2.100% | 10/17/22 | 572 | 585 | |
2 | Macquarie Bank Ltd. | 0.441% | 12/16/22 | 3,625 | 3,627 | |
3 | Macquarie Group Ltd. | 3.250% | 12/15/22 | 1,100 | 834 | |
2 | Macquarie Group Ltd. | 3.189% | 11/28/23 | 2,200 | 2,279 | |
Marsh & McLennan Cos. Inc. | 2.750% | 1/30/22 | 1,395 | 1,413 | ||
2 | MassMutual Global Funding II | 2.250% | 7/1/22 | 300 | 306 | |
2 | Met Tower Global Funding | 0.550% | 7/13/22 | 1,520 | 1,524 | |
2 | Metropolitan Life Global Funding I | 2.650% | 4/8/22 | 150 | 153 | |
2 | Metropolitan Life Global Funding I | 2.400% | 6/17/22 | 635 | 648 | |
2 | Metropolitan Life Global Funding I | 1.950% | 1/13/23 | 5,765 | 5,904 | |
Mitsubishi UFJ Financial Group Inc. | 2.998% | 2/22/22 | 1,010 | 1,028 | ||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 610 | 622 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 1,745 | 1,787 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 3,585 | 3,675 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 200 | 210 | ||
Mizuho Financial Group Inc. | 2.953% | 2/28/22 | 500 | 509 | ||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 592 | 608 | ||
Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 705 | 722 | ||
Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 1,400 | 1,419 | ||
Morgan Stanley | 2.750% | 5/19/22 | 1,624 | 1,660 | ||
Morgan Stanley | 4.875% | 11/1/22 | 2,586 | 2,736 | ||
Morgan Stanley | 0.529% | 1/25/24 | 1,381 | 1,381 | ||
Morgan Stanley | 0.731% | 4/5/24 | 5,050 | 5,061 | ||
MUFG Union Bank NA | 3.150% | 4/1/22 | 1,000 | 1,019 | ||
Nasdaq Inc. | 0.445% | 12/21/22 | 800 | 800 | ||
National Australia Bank Ltd. | 2.500% | 5/22/22 | 140 | 143 | ||
2 | National Bank of Canada | 2.150% | 10/7/22 | 8,721 | 8,911 | |
National Bank of Canada | 0.900% | 8/15/23 | 2,500 | 2,513 | ||
2 | Nationwide Building Society | 2.000% | 1/27/23 | 300 | 308 | |
2 | Nationwide Building Society | 3.622% | 4/26/23 | 6,987 | 7,164 | |
Natwest Group plc | 3.498% | 5/15/23 | 1,585 | 1,626 | ||
2 | NatWest Markets plc | 2.375% | 5/21/23 | 2,795 | 2,894 | |
2 | New York Life Global Funding | 2.250% | 7/12/22 | 785 | 801 | |
2 | Nordea Bank Abp | 4.250% | 9/21/22 | 1,765 | 1,844 | |
2 | Nordea Bank Abp | 3.750% | 8/30/23 | 3,700 | 3,948 | |
Nordea Bank Abp | 3.750% | 8/30/23 | 5,000 | 5,335 | ||
ORIX Corp. | 2.900% | 7/18/22 | 618 | 634 | ||
PNC Bank NA | 2.232% | 7/22/22 | 156 | 156 | ||
PNC Bank NA | 2.450% | 7/28/22 | 300 | 307 | ||
2 | Pricoa Global Funding I | 2.450% | 9/21/22 | 936 | 960 | |
Principal Financial Group Inc. | 3.300% | 9/15/22 | 2,269 | 2,347 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 1,906 | 2,001 | ||
2 | Protective Life Global Funding | 2.924% | 4/15/22 | 217 | 222 | |
2 | Protective Life Global Funding | 2.615% | 8/22/22 | 1,725 | 1,769 | |
2 | Protective Life Global Funding | 0.502% | 4/12/23 | 200 | 200 | |
2 | Protective Life Global Funding | 0.391% | 7/7/23 | 2,500 | 2,494 | |
2 | Protective Life Global Funding | 0.631% | 10/13/23 | 775 | 777 | |
Protective Life Global Funding | 0.631% | 10/13/23 | 300 | 301 | ||
2 | Reliance Standard Life Global Funding II | 2.625% | 7/22/22 | 2,436 | 2,492 | |
2 | Reliance Standard Life Global Funding II | 2.150% | 1/21/23 | 600 | 614 | |
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 1,000 | 1,041 | ||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 661 | 672 | ||
2 | Standard Chartered plc | 2.744% | 9/10/22 | 4,276 | 4,293 | |
2 | Standard Chartered plc | 4.247% | 1/20/23 | 1,550 | 1,581 | |
Standard Chartered plc | 1.319% | 10/14/23 | 200 | 202 | ||
State Street Corp. | 2.825% | 3/30/23 | 180 | 183 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 1,936 | 1,995 | ||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 2,336 | 2,395 | ||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 734 | 756 | ||
3,5 | Sumitomo Mitsui Financial Group Inc., 3M Australian Bank Bill Rate + 1.270% | 1.300% | 3/29/22 | 200 | 151 | |
2 | Swedbank AB | 2.800% | 3/14/22 | 152 | 155 | |
Synchrony Financial | 2.850% | 7/25/22 | 445 | 455 | ||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 1,000 | 1,016 | ||
2 | Toronto-Dominion Bank | 2.500% | 1/18/23 | 790 | 800 | |
Truist Bank | 2.800% | 5/17/22 | 980 | 1,000 | ||
Truist Financial Corp. | 3.950% | 3/22/22 | 2,793 | 2,859 | ||
Truist Financial Corp. | 2.750% | 4/1/22 | 209 | 212 | ||
U.S. Bancorp | 3.000% | 3/15/22 | 722 | 734 | ||
U.S. Bancorp | 2.950% | 7/15/22 | 460 | 472 | ||
2 | UBS Group AG | 2.650% | 2/1/22 | 1,000 | 1,014 | |
2 | UBS Group AG | 3.491% | 5/23/23 | 3,451 | 3,544 | |
2 | UBS Group AG | 2.859% | 8/15/23 | 6,594 | 6,764 | |
W R Berkley Corp. | 4.625% | 3/15/22 | 332 | 342 | ||
Wells Fargo & Co. | 3.500% | 3/8/22 | 969 | 991 | ||
Wells Fargo & Co. | 2.625% | 7/22/22 | 1,813 | 1,858 | ||
3 | Wells Fargo & Co. | 5.250% | 9/7/22 | 80 | 63 | |
Wells Fargo & Co. | 3.069% | 1/24/23 | 300 | 305 | ||
Wells Fargo & Co. | 4.125% | 8/15/23 | 925 | 994 | ||
Wells Fargo & Co. | 1.654% | 6/2/24 | 2,000 | 2,043 | ||
Wells Fargo Bank NA | 2.082% | 9/9/22 | 1,900 | 1,906 | ||
3,5 | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.800% | 1.824% | 6/22/28 | 200 | 153 | |
341,318 | ||||||
Health Care (6.5%) | ||||||
AbbVie Inc. | 3.450% | 3/15/22 | 2,320 | 2,359 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 2,790 | 2,868 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 1,110 | 1,139 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 1,500 | 1,562 | ||
Aetna Inc. | 2.750% | 11/15/22 | 1,760 | 1,808 | ||
AmerisourceBergen Corp. | 0.737% | 3/15/23 | 6,200 | 6,212 | ||
Amgen Inc. | 2.700% | 5/1/22 | 2,100 | 2,134 | ||
Amgen Inc. | 2.650% | 5/11/22 | 2,255 | 2,297 | ||
Amgen Inc. | 3.625% | 5/15/22 | 1,250 | 1,275 | ||
Anthem Inc. | 3.125% | 5/15/22 | 280 | 287 | ||
Astrazeneca Finance LLC | 0.700% | 5/28/24 | 4,000 | 3,995 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AstraZeneca plc | 2.375% | 6/12/22 | 180 | 183 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 2,000 | 1,994 | ||
Baxalta Inc. | 3.600% | 6/23/22 | 308 | 316 | ||
Becton Dickinson and Co. | 2.894% | 6/6/22 | 1,650 | 1,686 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 4,000 | 4,003 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 939 | 958 | ||
Cigna Corp. | 3.050% | 11/30/22 | 610 | 631 | ||
Cigna Corp. | 3.750% | 7/15/23 | 3,000 | 3,194 | ||
CommonSpirit Health | 2.950% | 11/1/22 | 857 | 885 | ||
CVS Health Corp. | 3.500% | 7/20/22 | 125 | 129 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 110 | 113 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 1,000 | 1,049 | ||
Eli Lilly & Co. | 2.350% | 5/15/22 | 885 | 902 | ||
Gilead Sciences Inc. | 4.400% | 12/1/21 | 341 | 343 | ||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 3,680 | 3,785 | ||
GlaxoSmithKline Capital plc | 2.875% | 6/1/22 | 190 | 194 | ||
Humana Inc. | 0.304% | 7/20/21 | 400 | 400 | ||
Humana Inc. | 2.900% | 12/15/22 | 1,651 | 1,705 | ||
Illumina Inc. | 0.550% | 3/23/23 | 1,000 | 1,002 | ||
Kaiser Foundation Hospitals | 3.500% | 4/1/22 | 309 | 316 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 394 | 402 | ||
Novartis Capital Corp. | 2.400% | 5/17/22 | 280 | 285 | ||
UnitedHealth Group Inc. | 3.375% | 11/15/21 | 83 | 83 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 1,000 | 1,032 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 2,150 | 2,207 | ||
Viatris Inc | 0.477% | 10/15/21 | 1,000 | 999 | ||
2 | Viatris Inc. | 1.125% | 6/22/22 | 5,051 | 5,087 | |
Zimmer Biomet Holdings Inc. | 3.150% | 4/1/22 | 4,861 | 4,939 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 610 | 634 | ||
65,392 | ||||||
Industrials (2.4%) | ||||||
Boeing Co. | 2.125% | 3/1/22 | 2,080 | 2,100 | ||
Boeing Co. | 2.700% | 5/1/22 | 230 | 234 | ||
Boeing Co. | 2.200% | 10/30/22 | 309 | 314 | ||
Boeing Co. | 1.167% | 2/4/23 | 1,505 | 1,511 | ||
Boeing Co. | 1.433% | 2/4/24 | 115 | 115 | ||
Burlington Northern Santa Fe LLC | 3.050% | 3/15/22 | 1,525 | 1,544 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 3,657 | 3,747 | ||
Caterpillar Financial Services Corp. | 2.950% | 2/26/22 | 211 | 215 | ||
Caterpillar Financial Services Corp. | 2.400% | 6/6/22 | 200 | 204 | ||
Cintas Corp. No. 2 | 3.250% | 6/1/22 | 210 | 214 | ||
CNH Industrial Capital LLC | 4.375% | 4/5/22 | 250 | 257 | ||
3 | ConnectEast Finance Pty Ltd. | 4.250% | 2/25/22 | 640 | 487 | |
Deere & Co. | 2.600% | 6/8/22 | 1,192 | 1,212 | ||
General Electric Co. | 3.150% | 9/7/22 | 321 | 331 | ||
Honeywell International Inc. | 2.150% | 8/8/22 | 1,558 | 1,588 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 489 | 489 | ||
John Deere Capital Corp. | 2.950% | 4/1/22 | 340 | 347 | ||
John Deere Capital Corp. | 1.950% | 6/13/22 | 895 | 911 | ||
Norfolk Southern Corp. | 3.000% | 4/1/22 | 380 | 385 | ||
PACCAR Financial Corp. | 2.000% | 9/26/22 | 230 | 235 | ||
2 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 3.375% | 2/1/22 | 180 | 182 | |
2 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 4.875% | 7/11/22 | 480 | 501 | |
3 | QPH Finance Co. Pty Ltd. | 3.750% | 6/7/23 | 50 | 39 | |
Raytheon Technologies Corp. | 2.800% | 3/15/22 | 200 | 203 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ryder System Inc. | 2.875% | 6/1/22 | 180 | 184 | ||
Southwest Airlines Co. | 2.750% | 11/16/22 | 110 | 113 | ||
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 1,700 | 1,699 | ||
Tyco Electronics Group SA | 3.500% | 2/3/22 | 462 | 467 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 1,973 | 2,033 | ||
United Parcel Service Inc. | 2.350% | 5/16/22 | 502 | 511 | ||
Waste Management Inc. | 2.900% | 9/15/22 | 1,458 | 1,493 | ||
23,865 | ||||||
Materials (1.4%) | ||||||
BHP Billiton Finance USA Ltd. | 2.875% | 2/24/22 | 1,600 | 1,627 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 344 | ��� 353 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 1,630 | 1,664 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 170 | 176 | ||
2 | International Flavors & Fragrances Inc. | 0.697% | 9/15/22 | 803 | 804 | |
Linde Inc. | 2.450% | 2/15/22 | 200 | 202 | ||
Linde Inc. | 2.200% | 8/15/22 | 310 | 315 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 40 | 43 | ||
Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 4,000 | 4,008 | ||
Newmont Corp. | 3.500% | 3/15/22 | 218 | 221 | ||
Nucor Corp. | 4.125% | 9/15/22 | 2,904 | 3,007 | ||
Nutrien Ltd. | 3.150% | 10/1/22 | 739 | 759 | ||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 654 | 667 | ||
13,846 | ||||||
Real Estate (4.2%) | ||||||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 1,275 | 1,337 | ||
American Tower Corp. | 2.250% | 1/15/22 | 1,070 | 1,081 | ||
American Tower Corp. | 3.500% | 1/31/23 | 70 | 73 | ||
AvalonBay Communities Inc. | 2.950% | 9/15/22 | 1,312 | 1,345 | ||
AvalonBay Communities Inc. | 4.200% | 12/15/23 | 6,000 | 6,478 | ||
Boston Properties LP | 3.850% | 2/1/23 | 1,773 | 1,852 | ||
Boston Properties LP | 3.125% | 9/1/23 | 300 | 315 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 707 | 743 | ||
Duke Realty LP | 3.625% | 4/15/23 | 689 | 721 | ||
ERP Operating LP | 0.303% | 9/8/21 | 810 | 810 | ||
ERP Operating LP | 3.000% | 4/15/23 | 2,125 | 2,209 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 2,250 | 2,348 | ||
Office Properties Income Trust | 4.150% | 2/1/22 | 510 | 518 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 742 | 791 | ||
2 | Ontario Teachers' Cadillac Fairview Properties Trust | 3.125% | 3/20/22 | 1,235 | 1,257 | |
Post Apartment Homes LP | 3.375% | 12/1/22 | 217 | 224 | ||
Public Storage | 2.370% | 9/15/22 | 4,187 | 4,281 | ||
Realty Income Corp. | 4.650% | 8/1/23 | 407 | 438 | ||
Simon Property Group LP | 2.350% | 1/30/22 | 642 | 646 | ||
Simon Property Group LP | 2.625% | 6/15/22 | 2,731 | 2,776 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 5,088 | 5,282 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 1,789 | 1,841 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 3,811 | 3,972 | ||
2 | WEA Finance LLC | 3.150% | 4/5/22 | 1,534 | 1,557 | |
42,895 | ||||||
Technology (2.8%) | ||||||
Arrow Electronics Inc. | 3.500% | 4/1/22 | 200 | 203 | ||
Dell International LLC / EMC Corp. | 5.450% | 6/15/23 | 1,000 | 1,085 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 110 | 110 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 100 | 104 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intel Corp. | 2.350% | 5/11/22 | 440 | 447 | ||
3 | Intel Corp. | 4.000% | 12/1/22 | 1,020 | 804 | |
International Business Machines Corp. | 1.875% | 8/1/22 | 1,016 | 1,033 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 915 | 947 | ||
NVIDIA Corp. | 0.309% | 6/15/23 | 7,450 | 7,451 | ||
Oracle Corp. | 2.500% | 5/15/22 | 450 | 457 | ||
Oracle Corp. | 2.625% | 2/15/23 | 500 | 517 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 6,100 | 6,247 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 3,544 | 3,608 | ||
Skyworks Solutions Inc. | 0.900% | 6/1/23 | 80 | 80 | ||
Texas Instruments Inc. | 1.850% | 5/15/22 | 1,122 | 1,137 | ||
VMware Inc. | 2.950% | 8/21/22 | 4,554 | 4,673 | ||
28,903 | ||||||
Utilities (5.8%) | ||||||
Atmos Energy Corp. | 0.625% | 3/9/23 | 210 | 210 | ||
3 | AusNet Services Holdings Pty Ltd. | 5.750% | 6/28/22 | 770 | 607 | |
Baltimore Gas and Electric Co. | 3.350% | 7/1/23 | 190 | 199 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 675 | 685 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 920 | 941 | ||
CenterPoint Energy Resources Corp. | 0.700% | 3/2/23 | 210 | 210 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 1,000 | 1,050 | ||
2 | Dominion Energy Inc. | 2.450% | 1/15/23 | 110 | 113 | |
DTE Energy Co. | 2.600% | 6/15/22 | 110 | 112 | ||
DTE Energy Co. | 3.300% | 6/15/22 | 193 | 197 | ||
DTE Energy Co. | 0.550% | 11/1/22 | 1,000 | 1,002 | ||
DTE Energy Co. | 2.250% | 11/1/22 | 550 | 563 | ||
DTE Energy Co. | 3.850% | 12/1/23 | 640 | 685 | ||
Duke Energy Corp. | 1.800% | 9/1/21 | 70 | 70 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 2,815 | 2,874 | ||
Duke Energy Corp. | 3.050% | 8/15/22 | 2,040 | 2,086 | ||
Duke Energy Progress LLC | 2.800% | 5/15/22 | 720 | 731 | ||
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 2,360 | 2,499 | ||
Edison International | 2.400% | 9/15/22 | 2,309 | 2,349 | ||
Edison International | 3.125% | 11/15/22 | 1,610 | 1,658 | ||
Enel Finance America LLC | 0.356% | 5/12/22 | 660 | 658 | ||
Enel Finance America LLC | 0.351% | 5/18/22 | 1,000 | 997 | ||
Enel Finance America LLC | 0.356% | 5/19/22 | 700 | 698 | ||
Enel Finance America LLC | 0.321% | 6/14/22 | 1,970 | 1,963 | ||
Enel Finance America LLC | 0.322% | 6/17/22 | 2,070 | 2,063 | ||
2 | Engie SA | 2.875% | 10/10/22 | 160 | 165 | |
Entergy Louisiana LLC | 0.620% | 11/17/23 | 1,180 | 1,182 | ||
Eversource Energy | 2.750% | 3/15/22 | 2,740 | 2,781 | ||
Eversource Energy | 2.800% | 5/1/23 | 650 | 673 | ||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 1,110 | 1,140 | ||
Georgia Power Co. | 2.850% | 5/15/22 | 3,565 | 3,646 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 2/15/22 | 1,383 | 1,397 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 4/25/22 | 2,596 | 2,637 | ||
National Rural Utilities Cooperative Finance Corp. | 2.300% | 9/15/22 | 183 | 187 | ||
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 155 | 158 | ||
NextEra Energy Capital Holdings Inc. | 1.950% | 9/1/22 | 799 | 814 | ||
NextEra Energy Capital Holdings Inc. | 0.650% | 3/1/23 | 4,500 | 4,516 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 6/1/22 | 1,405 | 1,440 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 9/1/22 | 395 | 425 | ||
PacifiCorp | 2.950% | 2/1/22 | 674 | 680 | ||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | 5.500% | 11/22/21 | 1,500 | 1,526 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Progress Energy Inc. | 3.150% | 4/1/22 | 315 | 319 | ||
Sempra Energy | 2.875% | 10/1/22 | 2,859 | 2,927 | ||
Sempra Energy | 2.900% | 2/1/23 | 1,850 | 1,916 | ||
Southern California Edison Co. | 2.400% | 2/1/22 | 470 | 474 | ||
Southern California Edison Co. | 0.700% | 4/3/23 | 210 | 210 | ||
5 | Southern California Edison Co., SOFR + 0.350% | 0.398% | 6/13/22 | 980 | 981 | |
State Grid Overseas Investment 2013 Ltd. | 3.125% | 5/22/23 | 200 | 209 | ||
Tampa Electric Co. | 2.600% | 9/15/22 | 589 | 601 | ||
3 | United Energy Distribution Pty Ltd. | 3.500% | 9/12/23 | 800 | 629 | |
Virginia Electric and Power Co. | 2.950% | 1/15/22 | 165 | 166 | ||
Virginia Electric and Power Co. | 3.450% | 9/1/22 | 1,148 | 1,180 | ||
Virginia Electric and Power Co. | 2.750% | 3/15/23 | 170 | 176 | ||
58,375 | ||||||
Total Corporate Bonds (Cost $782,887) | 782,667 | |||||
Sovereign Bonds (0.5%) | ||||||
Export-Import Bank of India | 4.000% | 1/14/23 | 219 | 229 | ||
Fondo MIVIVIENDA SA | 3.500% | 1/31/23 | 450 | 463 | ||
Kingdom of Saudi Arabia | 2.375% | 10/26/21 | 1,650 | 1,661 | ||
Perusahaan Penerbit SBSN Indonesia III | 3.400% | 3/29/22 | 2,000 | 2,041 | ||
Perusahaan Penerbit SBSN Indonesia III | 3.300% | 11/21/22 | 591 | 614 | ||
Republic of Indonesia | 3.750% | 4/25/22 | 500 | 514 | ||
Total Sovereign Bonds (Cost $5,521) | 5,522 | |||||
Shares | ||||||
Temporary Cash Investments (2.7%) | ||||||
Money Market Fund (2.7%) | ||||||
6 | Vanguard Market Liquidity Fund (Cost $27,028) | 0.056% | 270,280 | 27,028 | ||
Total Investments (99.2%) (Cost $1,003,674) | 1,003,324 | |||||
Other Assets and Liabilities—Net (0.8%) | 8,372 | |||||
Net Assets (100%) | 1,011,696 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
2 | 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 June 30, 2021, the aggregate value was $302,778,000, representing 29.9% of net assets. |
3 | Face amount denominated in Australian dollars. |
4 | Securities with a value of $438,000 have been segregated as initial margin for open futures contracts. |
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 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
3M—3-month. | |
SOFR—Secured Overnight Financing Rate. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Short Futures Contracts | ||||
2-Year U.S. Treasury Note | September 2021 | (253) | (55,741) | 51 |
5-Year U.S. Treasury Note | September 2021 | (102) | (12,590) | 33 |
84 |
Forward Currency Contracts | |||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | ||||
Counterparty | Receive | Deliver | |||||
JPMorgan Chase Bank, N.A. | 7/27/21 | USD | 5,831 | AUD | 7,662 | 83 | — |
AUD—Australian dollar. |
USD—U.S. dollar. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $976,646) | 976,296 |
Affiliated Issuers (Cost $27,028) | 27,028 |
Total Investments in Securities | 1,003,324 |
Investment in Vanguard | 25 |
Cash | 1 |
Receivables for Accrued Income | 5,069 |
Receivables for Capital Shares Issued | 52,604 |
Unrealized Appreciation—Forward Currency Contracts | 83 |
Total Assets | 1,061,106 |
Liabilities | |
Payables for Investment Securities Purchased | 49,355 |
Payables to Vanguard | 38 |
Variation Margin Payable—Futures Contracts | 17 |
Total Liabilities | 49,410 |
Net Assets | 1,011,696 |
At June 30, 2021, net assets consisted of: | |
Paid-in Capital | 1,011,451 |
Total Distributable Earnings (Loss) | 245 |
Net Assets | 1,011,696 |
Net Assets | |
Applicable to 20,200,000 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,011,696 |
Net Asset Value Per Share | $50.08 |
April 05, 20211 to June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Interest2 | 693 |
Total Income | 693 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 16 |
Management and Administrative | 113 |
Marketing and Distribution | 5 |
Custodian Fees | — |
Trustees’ Fees and Expenses | — |
Total Expenses | 134 |
Net Investment Income | 559 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 54 |
Futures Contracts | 24 |
Forward Currency Contracts | 162 |
Foreign Currencies | (82) |
Realized Net Gain (Loss) | 158 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | (350) |
Futures Contracts | 84 |
Forward Currency Contracts | 83 |
Foreign Currencies | (1) |
Change in Unrealized Appreciation (Depreciation) | (184) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 533 |
1 | Inception. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $5,000, less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
April 05, 20211 to June 30, 2021 | |
($000) | |
Increase (Decrease) in Net Assets | |
Operations | |
Net Investment Income | 559 |
Realized Net Gain (Loss) | 158 |
Change in Unrealized Appreciation (Depreciation) | (184) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 533 |
Distributions | |
Total Distributions | (288) |
Capital Share Transactions | |
Issued | 1,021,470 |
Issued in Lieu of Cash Distributions | — |
Redeemed | (10,019) |
Net Increase (Decrease) from Capital Share Transactions | 1,011,451 |
Total Increase (Decrease) | 1,011,696 |
Net Assets | |
Beginning of Period | — |
End of Period | 1,011,696 |
1 | Inception. |
For a Share Outstanding Throughout Each Period | April 05, 20211 to June 30, 2021 |
Net Asset Value, Beginning of Period | $50.00 |
Investment Operations | |
Net Investment Income2 | .049 |
Net Realized and Unrealized Gain (Loss) on Investments | .055 |
Total from Investment Operations | .104 |
Distributions | |
Dividends from Net Investment Income | (.024) |
Distributions from Realized Capital Gains | — |
Total Distributions | (.024) |
Net Asset Value, End of Period | $50.08 |
Total Return | 0.21% |
Ratios/Supplemental Data | |
Net Assets, End of Period (Millions) | $1,012 |
Ratio of Total Expenses to Average Net Assets | 0.10% |
Ratio of Net Investment Income to Average Net Assets | 0.42% |
Portfolio Turnover Rate3 | 47% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Inception. |
2 | Calculated based on average shares outstanding. |
3 | 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 and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Asset-Backed/Commercial Mortgage-Backed Securities | — | 188,107 | — | 188,107 |
Corporate Bonds | — | 782,667 | — | 782,667 |
Sovereign Bonds | — | 5,522 | — | 5,522 |
Temporary Cash Investments | 27,028 | — | — | 27,028 |
Total | 27,028 | 976,296 | — | 1,003,324 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 84 | — | — | 84 |
Forward Currency Contracts | — | 83 | — | 83 |
Total | 84 | 83 | — | 167 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
D. | At June 30, 2021, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Unrealized Appreciation—Futures Contracts1 | 84 | — | 84 |
Unrealized Appreciation—Forward Currency Contracts | — | 83 | 83 |
Total Assets | 84 | 83 | 167 |
1Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Total ($000) |
Futures Contracts | 24 | — | 24 |
Forward Currency Contracts | — | 162 | 162 |
Realized Net Gain (Loss) on Derivatives | 24 | 162 | 186 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | 84 | — | 84 |
Forward Currency Contracts | — | 83 | 83 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | 84 | 83 | 167 |
E. | As of June 30, 2021, 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 | 1,003,674 |
Gross Unrealized Appreciation | 451 |
Gross Unrealized Depreciation | (634) |
Net Unrealized Appreciation (Depreciation) | (183) |
F. | During the period ended June 30, 2021, the fund purchased $1,150,396,000 of investment securities and sold $288,497,000 of investment securities, other than temporary cash investments. Purchases and sales include $277,242,000 and $0, respectively, in connection with in-kind purchases and redemptions of the fund's capital shares. |
G. | Capital shares issued and redeemed were: |
April 05, 20211 to June 30, 2021 | |
Shares (000) | |
Issued | 20,400 |
Issued in Lieu of Cash Distributions | — |
Redeemed | (200) |
Net Increase (Decrease) in Shares Outstanding | 20,200 |
1 | Inception. |
H. | Management has determined that no events or transactions occurred subsequent to June 30, 2021, that would require recognition or disclosure in these financial statements. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (66.72%) | ||||||
U.S. Government Securities (64.15%) | ||||||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 337,582 | 337,687 | ||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 96,605 | 98,265 | ||
United States Treasury Note/Bond | 0.125% | 7/31/22 | 556,042 | 556,129 | ||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 229,394 | 233,767 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 212,520 | 216,870 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 217,455 | 220,819 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 131,447 | 133,686 | ||
United States Treasury Note/Bond | 0.125% | 8/31/22 | 318,090 | 318,090 | ||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 767,851 | 781,288 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 228,867 | 233,552 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 233,725 | 237,596 | ||
United States Treasury Note/Bond | 0.125% | 9/30/22 | 334,736 | 334,684 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 103,585 | 105,673 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 193,712 | 197,919 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 242,515 | 246,342 | ||
United States Treasury Note/Bond | 0.125% | 10/31/22 | 314,825 | 314,727 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 10,915 | 11,166 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 203,144 | 208,159 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 310,263 | 316,516 | ||
United States Treasury Note/Bond | 0.125% | 11/30/22 | 23,540 | 23,529 | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 486,670 | 499,293 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 112,375 | 114,763 | ||
United States Treasury Note/Bond | 0.125% | 12/31/22 | 311,546 | 311,303 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 777,347 | 800,060 | ||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 242,855 | 247,788 | ||
United States Treasury Note/Bond | 0.125% | 1/31/23 | 244,412 | 244,183 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 39,330 | 40,301 | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 295,243 | 305,438 | ||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 141,475 | 144,194 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 35,000 | 36,023 | ||
United States Treasury Note/Bond | 0.125% | 2/28/23 | 79,571 | 79,484 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 285,326 | 291,478 | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 863,733 | 898,552 | ||
United States Treasury Note/Bond | 0.125% | 3/31/23 | 147,552 | 147,344 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 176,205 | 180,170 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 196,875 | 204,719 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 1,250,214 | 1,250,995 | ||
United States Treasury Note/Bond | 0.125% | 4/30/23 | 132,435 | 132,207 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 70,895 | 72,701 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 20,990 | 21,957 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 106,014 | 105,799 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 382,650 | 393,472 | ||
United States Treasury Note/Bond | 0.125% | 5/31/23 | 169,120 | 168,776 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 210,100 | 215,648 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 213,123 | 223,346 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 150,040 | 150,063 | ||
United States Treasury Note/Bond | 0.125% | 6/30/23 | 299,850 | 299,101 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 130,000 | 132,925 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 321,252 | 336,461 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 996,646 | 993,999 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 69,648 | 71,074 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 165,108 | 173,647 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 233,135 | 232,406 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 339,900 | 355,939 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 204,880 | 209,714 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 244,140 | 257,148 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 399,685 | 398,249 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 118,075 | 120,916 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 358,829 | 379,518 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 235,725 | 234,730 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 10,000 | 10,303 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 150,867 | 159,825 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 413,762 | 437,424 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 851,850 | 888,586 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 117,469 | 124,664 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 433,960 | 431,655 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 53,392 | 55,912 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 167,648 | 177,131 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 496,850 | 493,900 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 154,680 | 162,172 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 319,655 | 337,236 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 531,940 | 528,532 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 299,077 | 317,629 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 303,995 | 318,055 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 333,228 | 350,774 | ||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 350,030 | 348,663 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 1,091,225 | 1,142,547 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 209,790 | 209,528 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 95,635 | 99,879 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 316,585 | 332,859 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 392,935 | 390,848 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 405,309 | 429,311 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 478,278 | 499,800 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 484,480 | 481,528 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 238,738 | 247,952 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 227,460 | 237,873 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 237,309 | 246,616 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 192,650 | 202,373 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 460,333 | 487,378 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 215,108 | 220,183 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 160,978 | 167,920 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 220,815 | 227,853 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 322,595 | 339,330 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 257,844 | 266,063 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 287,110 | 303,350 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 511,920 | 541,115 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 149,822 | 154,598 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 215,565 | 227,051 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 139,095 | 144,746 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 220,395 | 233,205 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 198,815 | 204,282 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 441,295 | 471,220 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 298,865 | 313,715 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 140,914 | 143,468 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 174,840 | 188,390 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 124,516 | 133,738 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 95,118 | 94,092 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 222,775 | 241,572 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 744,630 | 786,050 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 217,886 | 214,209 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 346,735 | 376,424 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 103,035 | 101,200 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 119,750 | 129,517 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 209,968 | 205,966 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 127,915 | 139,047 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 1,203,162 | 1,265,952 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 265,785 | 260,428 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 199,795 | 216,372 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 166,345 | 162,836 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 173,516 | 189,946 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 196,995 | 192,593 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 151,522 | 165,988 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 507,400 | 539,747 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 419,630 | 412,024 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 183,217 | 199,878 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 170,415 | 167,166 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 222,585 | 240,600 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 310,895 | 304,677 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 170,870 | 184,860 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 772,589 | 800,837 | ||
United States Treasury Note/Bond | 6.000% | 2/15/26 | 12,240 | 15,113 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 798,367 | 786,142 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 271,040 | 291,834 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 297,255 | 295,908 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 239,650 | 255,377 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 238,013 | 236,786 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 251,875 | 270,057 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 577,918 | 598,958 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 474,095 | 471,354 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 244,036 | 258,831 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 494,400 | 494,168 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 202,205 | 212,031 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 187,095 | 196,245 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 431,205 | 444,006 | ||
43,452,319 | ||||||
Agency Bonds and Notes (2.57%) | ||||||
1 | AID-Israel | 5.500% | 9/18/23 | 4,300 | 4,781 | |
1 | AID-Israel | 5.500% | 12/4/23 | 8,000 | 8,966 | |
1 | AID-Israel | 5.500% | 4/26/24 | 12,058 | 13,733 | |
Federal Farm Credit Banks | 0.125% | 11/23/22 | 20,000 | 19,987 | ||
Federal Farm Credit Banks | 0.125% | 2/3/23 | 13,000 | 12,985 | ||
Federal Farm Credit Banks | 0.125% | 4/13/23 | 35,000 | 34,941 | ||
Federal Farm Credit Banks | 0.125% | 5/10/23 | 13,500 | 13,474 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 4,600 | 4,739 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 4,250 | 4,581 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 20,000 | 19,938 | ||
Federal Home Loan Banks | 0.125% | 8/12/22 | 45,000 | 44,997 | ||
Federal Home Loan Banks | 0.125% | 10/21/22 | 25,000 | 24,992 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 24,140 | 24,601 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 8,950 | 9,239 | ||
Federal Home Loan Banks | 0.125% | 3/17/23 | 15,000 | 14,978 | ||
Federal Home Loan Banks | 0.125% | 6/2/23 | 17,000 | 16,962 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 97,310 | 102,708 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 20,000 | 21,422 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 9,970 | 10,282 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 100 | 115 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 20,000 | 21,501 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 35,000 | 34,794 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 15,000 | 14,760 | ||
2,3 | Federal Home Loan Mortgage Corp. | 0.125% | 7/25/22 | 46,000 | 45,999 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 98,040 | 98,312 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 25,000 | 25,067 | |
2,3 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 20,000 | 20,984 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 46,000 | 46,009 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 51,175 | 51,156 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 40,000 | 39,976 | |
3 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 60,000 | 59,777 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 43,000 | 42,942 | |
3 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 32,000 | 31,940 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 20,000 | 20,637 | |
2,3 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 55,000 | 54,276 | |
3 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 60,000 | 59,128 | |
3 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 10,875 | 11,033 | |
3 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 26,250 | 26,861 | |
3 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 19,149 | 19,796 | |
3 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 66,575 | 66,600 | |
3 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 56,000 | 55,991 | |
3 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 4,590 | 4,851 | |
3 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 53,000 | 52,927 | |
3 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 14,133 | 14,910 | |
3 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 15,414 | 16,003 | |
3 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 141,865 | 151,608 | |
3 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 50,130 | 51,919 | |
3 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 35,700 | 35,656 | |
3 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 25,000 | 24,807 | |
3 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 45,000 | 44,376 | |
3 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 45,000 | 44,511 | |
2 | Private Export Funding Corp. | 2.050% | 11/15/22 | 10,276 | 10,490 | |
2 | Private Export Funding Corp. | 3.550% | 1/15/24 | 3,500 | 3,757 | |
2 | Private Export Funding Corp. | 2.450% | 7/15/24 | 3,350 | 3,520 | |
Private Export Funding Corp. | 1.750% | 11/15/24 | 2,130 | 2,191 | ||
Tennessee Valley Authority | 1.875% | 8/15/22 | 8,175 | 8,330 | ||
Tennessee Valley Authority | 2.875% | 9/15/24 | 7,875 | 8,454 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 7,000 | 7,007 | ||
1,741,277 | ||||||
Total U.S. Government and Agency Obligations (Cost $44,734,845) | 45,193,596 | |||||
Corporate Bonds (26.14%) | ||||||
Communications (1.25%) | ||||||
Alphabet Inc. | 3.375% | 2/25/24 | 7,180 | 7,720 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 4,975 | 4,922 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 11,528 | 11,842 | ||
AT&T Inc. | 4.050% | 12/15/23 | 4,150 | 4,501 | ||
AT&T Inc. | 0.900% | 3/25/24 | 14,000 | 14,030 | ||
AT&T Inc. | 4.450% | 4/1/24 | 8,988 | 9,821 | ||
AT&T Inc. | 3.950% | 1/15/25 | 12,158 | 13,426 | ||
AT&T Inc. | 3.400% | 5/15/25 | 25,950 | 28,276 | ||
AT&T Inc. | 3.600% | 7/15/25 | 4,000 | 4,387 | ||
AT&T Inc. | 4.125% | 2/17/26 | 15,596 | 17,527 | ||
AT&T Inc. | 1.700% | 3/25/26 | 23,700 | 23,955 | ||
Baidu Inc. | 2.875% | 7/6/22 | 5,200 | 5,311 | ||
Baidu Inc. | 3.500% | 11/28/22 | 7,195 | 7,467 | ||
Baidu Inc. | 3.875% | 9/29/23 | 4,900 | 5,209 | ||
Baidu Inc. | 4.375% | 5/14/24 | 5,838 | 6,373 | ||
Baidu Inc. | 3.075% | 4/7/25 | 8,662 | 9,173 | ||
Baidu Inc. | 4.125% | 6/30/25 | 3,500 | 3,865 | ||
Booking Holdings Inc. | 2.750% | 3/15/23 | 8,453 | 8,776 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 6,275 | 6,863 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 9,990 | 11,075 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 5,193 | 5,651 | ||
Charter Communications Operating LLC | 4.464% | 7/23/22 | 23,459 | 24,283 | ||
2 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 10,826 | 11,792 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 42,137 | 47,778 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 10,745 | 12,089 | ||
Comcast Corp. | 3.600% | 3/1/24 | 10,497 | 11,335 | ||
Comcast Corp. | 3.700% | 4/15/24 | 16,828 | 18,239 | ||
Comcast Corp. | 3.375% | 2/15/25 | 7,011 | 7,608 | ||
Comcast Corp. | 3.100% | 4/1/25 | 11,275 | 12,163 | ||
Comcast Corp. | 3.375% | 8/15/25 | 9,309 | 10,161 | ||
Comcast Corp. | 3.950% | 10/15/25 | 22,749 | 25,461 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 3.150% | 3/1/26 | 12,778 | 13,904 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 6,015 | 6,258 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 2,485 | 2,664 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 4,799 | 5,207 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 3,652 | 3,921 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 3,498 | 3,836 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 6,700 | 7,655 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 3,100 | 3,571 | ||
Expedia Group Inc. | 3.600% | 12/15/23 | 2,673 | 2,840 | ||
Expedia Group Inc. | 4.500% | 8/15/24 | 6,329 | 6,932 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 7,253 | 8,277 | ||
Fox Corp. | 4.030% | 1/25/24 | 11,740 | 12,719 | ||
Fox Corp. | 3.050% | 4/7/25 | 7,326 | 7,843 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 2,160 | 2,562 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,435 | 2,706 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 3,826 | 4,166 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 10,565 | 11,470 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 11,892 | 13,127 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 750 | 777 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 7,352 | 7,859 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 4,650 | 5,136 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 4,350 | 5,616 | ||
Telefonica Emisiones SA | 4.570% | 4/27/23 | 5,025 | 5,382 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 5,910 | 6,372 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 3,250 | 3,538 | ||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 10,621 | 12,001 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 27,251 | 29,553 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 8,414 | 8,473 | ||
2 | TWDC Enterprises 18 Corp. | 2.350% | 12/1/22 | 4,990 | 5,127 | |
2 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 7,546 | 8,208 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 7,471 | 8,114 | ||
Verizon Communications Inc. | 4.150% | 3/15/24 | 1,200 | 1,306 | ||
Verizon Communications Inc. | 0.750% | 3/22/24 | 14,300 | 14,362 | ||
Verizon Communications Inc. | 3.500% | 11/1/24 | 6,636 | 7,181 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 22,455 | 24,396 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 12,850 | 12,693 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 14,675 | 14,811 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,619 | 6,041 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 5,772 | 6,231 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 5,362 | 5,766 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 11,632 | 13,160 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 7,200 | 8,009 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 10,773 | 11,664 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 11,462 | 12,795 | ||
Walt Disney Co. | 1.650% | 9/1/22 | 2,935 | 2,981 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 11,954 | 12,334 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 10,400 | 10,746 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 5,722 | 6,226 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 13,910 | 15,127 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 6,773 | 7,483 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 15,059 | 15,484 | ||
Weibo Corp. | 3.500% | 7/5/24 | 6,250 | 6,589 | ||
WPP Finance 2010 | 3.625% | 9/7/22 | 4,266 | 4,420 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 5,873 | 6,395 | ||
843,093 | ||||||
Consumer Discretionary (1.74%) | ||||||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 3,250 | 3,375 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 19,676 | 21,385 | ||
Amazon.com Inc. | 3.300% | 12/5/21 | 9,069 | 9,141 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 8,453 | 8,676 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 8,245 | 8,515 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amazon.com Inc. | 0.250% | 5/12/23 | 9,121 | 9,124 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 6,825 | 6,840 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 19,000 | 18,963 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 19,955 | 21,238 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 3,687 | 4,056 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 9,850 | 9,869 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 4,054 | 4,757 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 21,800 | 21,808 | ||
2 | American Honda Finance Corp. | 0.400% | 10/21/22 | 3,125 | 3,130 | |
2 | American Honda Finance Corp. | 2.600% | 11/16/22 | 8,441 | 8,708 | |
2 | American Honda Finance Corp. | 2.050% | 1/10/23 | 6,999 | 7,180 | |
2 | American Honda Finance Corp. | 1.950% | 5/10/23 | 6,414 | 6,597 | |
2 | American Honda Finance Corp. | 0.875% | 7/7/23 | 11,440 | 11,542 | |
2 | American Honda Finance Corp. | 3.450% | 7/14/23 | 4,568 | 4,848 | |
2 | American Honda Finance Corp. | 0.650% | 9/8/23 | 5,750 | 5,776 | |
2 | American Honda Finance Corp. | 3.625% | 10/10/23 | 2,720 | 2,914 | |
2 | American Honda Finance Corp. | 3.550% | 1/12/24 | 2,350 | 2,526 | |
2 | American Honda Finance Corp. | 2.900% | 2/16/24 | 8,165 | 8,649 | |
2 | American Honda Finance Corp. | 2.400% | 6/27/24 | 10,865 | 11,419 | |
2 | American Honda Finance Corp. | 0.550% | 7/12/24 | 8,025 | 7,997 | |
2 | American Honda Finance Corp. | 2.150% | 9/10/24 | 6,003 | 6,275 | |
2 | American Honda Finance Corp. | 1.200% | 7/8/25 | 4,300 | 4,334 | |
2 | American Honda Finance Corp. | 1.000% | 9/10/25 | 4,425 | 4,425 | |
Aptiv Corp. | 4.150% | 3/15/24 | 4,142 | 4,491 | ||
Aptiv plc | 4.250% | 1/15/26 | 3,821 | 4,317 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 3,422 | 3,683 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 3,229 | 3,588 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 8,739 | 9,007 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 250 | 262 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 6,850 | 7,293 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 1,772 | 1,907 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 4,518 | 4,942 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 3,576 | 3,883 | ||
Block Financial LLC | 5.500% | 11/1/22 | 3,325 | 3,458 | ||
Block Financial LLC | 5.250% | 10/1/25 | 1,272 | 1,445 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 3,930 | 4,251 | ||
2,4 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 3,000 | 2,999 | |
DR Horton Inc. | 4.375% | 9/15/22 | 1,667 | 1,728 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 4,025 | 4,255 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 100 | 109 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 5,350 | 5,611 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 6,450 | 6,798 | ||
eBay Inc. | 2.750% | 1/30/23 | 6,259 | 6,482 | ||
eBay Inc. | 3.450% | 8/1/24 | 5,267 | 5,656 | ||
eBay Inc. | 1.900% | 3/11/25 | 7,925 | 8,195 | ||
eBay Inc. | 1.400% | 5/10/26 | 5,850 | 5,865 | ||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 4,450 | 4,771 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 4,217 | 4,648 | ||
General Motors Co. | 4.875% | 10/2/23 | 8,352 | 9,091 | ||
General Motors Co. | 5.400% | 10/2/23 | 2,616 | 2,880 | ||
General Motors Co. | 4.000% | 4/1/25 | 4,017 | 4,414 | ||
General Motors Co. | 6.125% | 10/1/25 | 21,147 | 25,034 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 12,936 | 13,346 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 4,075 | 4,229 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 18,205 | 19,602 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 11,846 | 12,440 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 6,611 | 7,027 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 19,125 | 20,316 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 7,900 | 8,060 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 8,927 | 9,832 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 3,000 | 3,018 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 9,550 | 10,289 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 6,996 | 7,506 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 12,561 | 13,685 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 16,650 | 17,624 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,550 | 1,714 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 11,240 | 11,837 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 3,878 | 4,287 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 5,900 | 5,861 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 10,000 | 11,553 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 7,900 | 7,858 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 7,350 | 7,288 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 3,649 | 3,936 | ||
Hasbro Inc. | 2.600% | 11/19/22 | 625 | 643 | ||
Hasbro Inc. | 3.000% | 11/19/24 | 1,541 | 1,639 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 8,268 | 8,571 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 6,422 | 6,920 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 10,000 | 10,953 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 11,580 | 12,607 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 2,500 | 2,603 | ||
Hyatt Hotels Corp. | 5.375% | 4/23/25 | 3,877 | 4,381 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 3,077 | 3,440 | ||
JD.com Inc. | 3.875% | 4/29/26 | 2,539 | 2,797 | ||
Kohl's Corp. | 4.250% | 7/17/25 | 123 | 134 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 13,590 | 14,262 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 4,127 | 4,301 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 1,007 | 1,086 | ||
Lennar Corp. | 4.750% | 11/15/22 | 4,800 | 5,022 | ||
Lennar Corp. | 4.875% | 12/15/23 | 5,140 | 5,591 | ||
Lennar Corp. | 4.500% | 4/30/24 | 9,763 | 10,683 | ||
Lennar Corp. | 5.875% | 11/15/24 | 575 | 654 | ||
Lennar Corp. | 4.750% | 5/30/25 | 6,835 | 7,673 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 3,879 | 4,140 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 3,741 | 4,007 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 4,228 | 4,680 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 7,971 | 8,725 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 9,377 | 9,952 | ||
Magna International Inc. | 3.625% | 6/15/24 | 6,830 | 7,368 | ||
Magna International Inc. | 4.150% | 10/1/25 | 1,427 | 1,596 | ||
Marriott International Inc. | 3.250% | 9/15/22 | 3,804 | 3,887 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 2,450 | 2,485 | ||
2 | Marriott International Inc. | 4.150% | 12/1/23 | 2,050 | 2,198 | |
Marriott International Inc. | 3.600% | 4/15/24 | 7,232 | 7,706 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 2,193 | 2,357 | ||
2 | Marriott International Inc. | 5.750% | 5/1/25 | 8,525 | 9,844 | |
Marriott International Inc. | 3.750% | 10/1/25 | 5,377 | 5,814 | ||
2 | Marriott International Inc. | 3.125% | 6/15/26 | 2,945 | 3,134 | |
2 | McDonald's Corp. | 3.350% | 4/1/23 | 8,851 | 9,284 | |
2 | McDonald's Corp. | 3.375% | 5/26/25 | 5,135 | 5,575 | |
2 | McDonald's Corp. | 3.300% | 7/1/25 | 11,035 | 11,982 | |
2 | McDonald's Corp. | 1.450% | 9/1/25 | 6,156 | 6,280 | |
2 | McDonald's Corp. | 3.700% | 1/30/26 | 6,086 | 6,765 | |
Mohawk Industries Inc. | 3.850% | 2/1/23 | 4,700 | 4,907 | ||
NIKE Inc. | 2.250% | 5/1/23 | 700 | 722 | ||
NIKE Inc. | 2.400% | 3/27/25 | 9,175 | 9,699 | ||
NVR Inc. | 3.950% | 9/15/22 | 4,600 | 4,751 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 6,933 | 7,329 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 3,385 | 3,744 | ||
Owens Corning | 4.200% | 12/1/24 | 2,244 | 2,456 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 3,989 | 4,673 | ||
PVH Corp. | 4.625% | 7/10/25 | 3,865 | 4,313 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 3,381 | 3,728 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ross Stores Inc. | 4.600% | 4/15/25 | 5,485 | 6,191 | ||
Ross Stores Inc. | 0.875% | 4/15/26 | 4,001 | 3,919 | ||
Sands China Ltd. | 4.600% | 8/8/23 | 12,288 | 13,049 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 14,416 | 16,139 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 5,651 | 6,028 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 6,428 | 7,070 | ||
2 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 2,871 | 3,059 | |
Starbucks Corp. | 3.100% | 3/1/23 | 8,329 | 8,694 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 6,093 | 6,504 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 10,297 | 11,400 | ||
Stellantis NV | 5.250% | 4/15/23 | 11,110 | 11,979 | ||
Tapestry Inc. | 3.000% | 7/15/22 | 3,000 | 3,060 | ||
Tapestry Inc. | 4.250% | 4/1/25 | 4,910 | 5,340 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 6,244 | 6,460 | ||
Toyota Motor Corp. | 2.157% | 7/2/22 | 9,222 | 9,399 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 10,459 | 11,103 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 10,365 | 10,381 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 3,660 | 3,849 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 8,690 | 8,791 | ||
2 | Toyota Motor Credit Corp. | 0.450% | 7/22/22 | 3,600 | 3,608 | |
2 | Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 12,725 | 12,998 | |
2 | Toyota Motor Credit Corp. | 0.350% | 10/14/22 | 7,750 | 7,758 | |
2 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 2,592 | 2,682 | |
2 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 7,640 | 7,916 | |
2 | Toyota Motor Credit Corp. | 2.900% | 3/30/23 | 3,448 | 3,601 | |
2 | Toyota Motor Credit Corp. | 0.400% | 4/6/23 | 8,050 | 8,055 | |
2 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 7,465 | 7,480 | |
2 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 6,490 | 6,617 | |
2 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 1,580 | 1,686 | |
2 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 4,732 | 4,925 | |
2 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 8,361 | 8,336 | |
2 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 3,619 | 3,844 | |
2 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 7,000 | 6,971 | |
2 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 28,565 | 29,466 | |
2 | Toyota Motor Credit Corp. | 3.000% | 4/1/25 | 12,098 | 13,001 | |
2 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 5,925 | 5,880 | |
2 | Toyota Motor Credit Corp. | 0.800% | 1/9/26 | 5,675 | 5,610 | |
2 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 5,000 | 4,985 | |
VF Corp. | 2.400% | 4/23/25 | 5,791 | 6,073 | ||
Whirlpool Corp. | 4.700% | 6/1/22 | 2,248 | 2,334 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 2,175 | 2,364 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 2,450 | 2,680 | ||
2 | Yale University | 0.873% | 4/15/25 | 3,966 | 3,989 | |
1,179,773 | ||||||
Consumer Staples (1.39%) | ||||||
Altria Group Inc. | 2.850% | 8/9/22 | 5,073 | 5,210 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 10,131 | 10,979 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 11,040 | 11,863 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 6,600 | 6,904 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 11,343 | 12,831 | ||
2 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 33,682 | 37,236 | |
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 5,600 | 6,178 | ||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 3,300 | 3,516 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 1,119 | 1,145 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 14,414 | 15,312 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 11,958 | 12,573 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 14,282 | 14,300 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 1,565 | 1,707 | ||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 3,150 | 3,236 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 6,400 | 6,967 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 2,920 | 2,953 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 5,000 | 5,385 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 3,194 | 3,356 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 8,460 | 9,326 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 2,600 | 2,802 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 2,320 | 2,369 | ||
Church & Dwight Co. Inc. | 2.875% | 10/1/22 | 3,000 | 3,091 | ||
Clorox Co. | 3.050% | 9/15/22 | 4,475 | 4,588 | ||
Clorox Co. | 3.500% | 12/15/24 | 3,952 | 4,296 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 8,823 | 9,168 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 3,570 | 3,956 | ||
2 | Colgate-Palmolive Co. | 2.250% | 11/15/22 | 7,954 | 8,167 | |
2 | Colgate-Palmolive Co. | 2.100% | 5/1/23 | 1,150 | 1,187 | |
2 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 4,140 | 4,444 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 4,000 | 4,128 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 11,561 | 12,686 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 8,123 | 9,233 | ||
Constellation Brands Inc. | 2.650% | 11/7/22 | 10,723 | 11,015 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 7,677 | 7,996 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 9,489 | 10,119 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 6,316 | 7,094 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 3,950 | 4,461 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 3,797 | 4,366 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 5,952 | 6,309 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 11,724 | 12,149 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 1,200 | 1,277 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 7,650 | 7,992 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 6,650 | 6,759 | ||
Diageo Investment Corp. | 8.000% | 9/15/22 | 108 | 118 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 9,361 | 9,768 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 5,904 | 6,613 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 9,007 | 9,515 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 6,904 | 7,619 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 3,958 | 4,137 | ||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 1,970 | 2,046 | ||
General Mills Inc. | 2.600% | 10/12/22 | 5,770 | 5,920 | ||
General Mills Inc. | 3.700% | 10/17/23 | 14,966 | 16,013 | ||
General Mills Inc. | 3.650% | 2/15/24 | 478 | 512 | ||
General Mills Inc. | 4.000% | 4/17/25 | 195 | 216 | ||
Hershey Co. | 2.625% | 5/1/23 | 1,250 | 1,294 | ||
Hershey Co. | 3.375% | 5/15/23 | 3,543 | 3,728 | ||
Hershey Co. | 2.050% | 11/15/24 | 3,832 | 4,001 | ||
Hershey Co. | 0.900% | 6/1/25 | 500 | 502 | ||
Hershey Co. | 3.200% | 8/21/25 | 3,525 | 3,829 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 5,725 | 5,736 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 9,065 | 9,875 | ||
Kellogg Co. | 2.650% | 12/1/23 | 4,284 | 4,498 | ||
Kellogg Co. | 3.250% | 4/1/26 | 2,560 | 2,795 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 4,281 | 4,563 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 7,544 | 8,003 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 10,000 | 10,010 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 9,075 | 10,189 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 2,459 | 2,689 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 1,675 | 1,740 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 2,290 | 2,477 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 2,186 | 2,372 | ||
Kroger Co. | 2.800% | 8/1/22 | 7,025 | 7,192 | ||
Kroger Co. | 3.850% | 8/1/23 | 7,000 | 7,429 | ||
Kroger Co. | 4.000% | 2/1/24 | 2,500 | 2,692 | ||
Kroger Co. | 3.500% | 2/1/26 | 2,027 | 2,226 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 4,913 | 5,029 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 6,380 | 6,805 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
McCormick & Co. Inc. | 0.900% | 2/15/26 | 5,485 | 5,390 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 10,455 | 11,758 | ||
2,4 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 7,925 | 8,090 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 5,200 | 5,217 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 6,877 | 6,993 | ||
PepsiCo Inc. | 3.100% | 7/17/22 | 5,165 | 5,294 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 10,548 | 10,974 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 13,361 | 13,472 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 4,765 | 5,121 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 19,641 | 20,646 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 6,607 | 7,066 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 5,788 | 6,357 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 4,954 | 5,351 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 9,842 | 10,052 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 9,141 | 9,376 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 8,548 | 8,780 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 2,300 | 2,388 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 5,630 | 5,704 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 4,029 | 4,150 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 4,450 | 4,790 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 3,975 | 4,227 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 2,398 | 2,595 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 6,268 | 6,395 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 5,052 | 5,511 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 6,163 | 6,577 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 2,513 | 2,481 | ||
Procter & Gamble Co. | 2.150% | 8/11/22 | 5,744 | 5,866 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 8,144 | 8,634 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 6,195 | 6,119 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 6,676 | 7,207 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 3,280 | 3,577 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 22,986 | 25,484 | ||
Sysco Corp. | 3.550% | 3/15/25 | 2,274 | 2,475 | ||
Sysco Corp. | 5.650% | 4/1/25 | 7,121 | 8,259 | ||
Sysco Corp. | 3.750% | 10/1/25 | 5,506 | 6,057 | ||
Target Corp. | 3.500% | 7/1/24 | 2,625 | 2,848 | ||
Target Corp. | 2.250% | 4/15/25 | 15,098 | 15,844 | ||
Target Corp. | 2.500% | 4/15/26 | 8,896 | 9,568 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 2,873 | 3,078 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 14,944 | 16,258 | ||
Unilever Capital Corp. | 3.125% | 3/22/23 | 2,015 | 2,108 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 2,271 | 2,273 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 7,878 | 8,420 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 4,700 | 4,957 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 3,593 | 3,914 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 4,625 | 5,026 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 6,810 | 7,421 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 11,024 | 11,994 | ||
Walmart Inc. | 2.350% | 12/15/22 | 12,020 | 12,360 | ||
Walmart Inc. | 2.550% | 4/11/23 | 6,664 | 6,905 | ||
Walmart Inc. | 3.400% | 6/26/23 | 15,738 | 16,666 | ||
Walmart Inc. | 3.300% | 4/22/24 | 11,800 | 12,645 | ||
Walmart Inc. | 2.850% | 7/8/24 | 12,775 | 13,617 | ||
Walmart Inc. | 2.650% | 12/15/24 | 12,430 | 13,241 | ||
Walmart Inc. | 3.550% | 6/26/25 | 16,828 | 18,559 | ||
938,915 | ||||||
Energy (2.06%) | ||||||
Baker Hughes a GE Co. LLC | 2.773% | 12/15/22 | 16,489 | 17,031 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,428 | 3,538 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 3,193 | 3,571 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 4,000 | 4,740 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | BP Capital Markets America Inc. | 2.520% | 9/19/22 | 6,497 | 6,662 | |
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 7,392 | 7,710 | ||
2 | BP Capital Markets America Inc. | 2.750% | 5/10/23 | 13,814 | 14,402 | |
2 | BP Capital Markets America Inc. | 3.216% | 11/28/23 | 8,287 | 8,777 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 2,100 | 2,265 | ||
2 | BP Capital Markets America Inc. | 3.224% | 4/14/24 | 7,074 | 7,538 | |
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 5,975 | 6,437 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 8,286 | 9,182 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 6,025 | 6,592 | ||
2 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 14,229 | 15,440 | |
BP Capital Markets plc | 2.500% | 11/6/22 | 20,420 | 21,007 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 2,301 | 2,480 | ||
BP Capital Markets plc | 3.814% | 2/10/24 | 4,061 | 4,394 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 12,311 | 13,404 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 4,275 | 4,679 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 12,581 | 13,035 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 1,010 | 1,086 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 3,978 | 4,331 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 6,224 | 6,401 | ||
Cenovus Energy Inc. | 3.950% | 4/15/22 | 3,600 | 3,664 | ||
Cenovus Energy Inc. | 3.000% | 8/15/22 | 3,800 | 3,878 | ||
Cenovus Energy Inc. | 3.800% | 9/15/23 | 3,400 | 3,586 | ||
Cenovus Energy Inc. | 4.000% | 4/15/24 | 4,870 | 5,215 | ||
Cenovus Energy Inc. | 5.375% | 7/15/25 | 12,850 | 14,701 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 14,899 | 17,062 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 12,323 | 14,137 | ||
Chevron Corp. | 2.355% | 12/5/22 | 15,087 | 15,452 | ||
Chevron Corp. | 1.141% | 5/11/23 | 10,700 | 10,859 | ||
Chevron Corp. | 2.566% | 5/16/23 | 6,392 | 6,634 | ||
Chevron Corp. | 3.191% | 6/24/23 | 13,042 | 13,689 | ||
Chevron Corp. | 2.895% | 3/3/24 | 8,889 | 9,408 | ||
Chevron Corp. | 1.554% | 5/11/25 | 21,841 | 22,365 | ||
Chevron Corp. | 2.954% | 5/16/26 | 10,336 | 11,208 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 5,200 | 5,203 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 6,150 | 6,157 | ||
Chevron USA Inc. | 3.900% | 11/15/24 | 4,480 | 4,912 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 8,000 | 7,937 | ||
Cimarex Energy Co. | 4.375% | 6/1/24 | 6,002 | 6,533 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 6,998 | 7,866 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 1,500 | 1,617 | ||
ConocoPhillips Co. | 3.350% | 5/15/25 | 1,388 | 1,495 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 7,444 | 8,642 | ||
2,4 | Devon Energy Corp. | 5.250% | 9/15/24 | 5,675 | 6,325 | |
Devon Energy Corp. | 5.850% | 12/15/25 | 2,210 | 2,595 | ||
Diamondback Energy Inc. | 0.900% | 3/24/23 | 5,000 | 5,001 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 8,635 | 9,128 | ||
Diamondback Energy Inc. | 4.750% | 5/31/25 | 5,530 | 6,234 | ||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 4,500 | 4,792 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 5,272 | 6,229 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 5,970 | 6,111 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 5,197 | 5,550 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 5,400 | 5,801 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 2,616 | 2,744 | ||
Energy Transfer LP | 5.000% | 10/1/22 | 4,800 | 5,003 | ||
Energy Transfer LP | 3.450% | 1/15/23 | 1,645 | 1,700 | ||
Energy Transfer LP | 3.600% | 2/1/23 | 9,761 | 10,127 | ||
2 | Energy Transfer LP | 4.250% | 3/15/23 | 3,778 | 3,965 | |
2 | Energy Transfer LP | 4.200% | 9/15/23 | 3,450 | 3,689 | |
Energy Transfer LP | 4.500% | 11/1/23 | 8,589 | 9,207 | ||
2 | Energy Transfer LP | 5.875% | 1/15/24 | 13,668 | 15,142 | |
Energy Transfer LP | 4.900% | 2/1/24 | 3,590 | 3,903 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Energy Transfer LP | 4.250% | 4/1/24 | 2,799 | 3,016 | ||
Energy Transfer LP | 4.500% | 4/15/24 | 6,545 | 7,128 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 5,859 | 6,360 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 8,518 | 8,967 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 5,983 | 7,011 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 6,968 | 7,844 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 13,462 | 14,019 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 6,805 | 7,325 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 17,745 | 19,345 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 250 | 277 | ||
2 | Enterprise Products Operating LLC | 4.875% | 8/16/77 | 3,900 | 3,823 | |
EOG Resources Inc. | 2.625% | 3/15/23 | 9,592 | 9,905 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 4,795 | 5,167 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 5,950 | 6,700 | ||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 8,553 | 8,712 | ||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 13,513 | 13,992 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 17,100 | 17,470 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 6,175 | 6,578 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 8,195 | 8,528 | ||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 7,260 | 7,722 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 35,465 | 38,053 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 17,287 | 18,764 | ||
Halliburton Co. | 3.500% | 8/1/23 | 3,276 | 3,452 | ||
Halliburton Co. | 3.800% | 11/15/25 | 6,104 | 6,746 | ||
2 | Helmerich & Payne Inc. | 4.650% | 3/15/25 | 4,360 | 4,853 | |
Hess Corp. | 3.500% | 7/15/24 | 2,450 | 2,602 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 1,515 | 1,568 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 8,233 | 9,520 | ||
Kinder Morgan Energy Partners LP | 5.000% | 10/1/21 | 9,109 | 9,109 | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 1,946 | 2,009 | ||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 8,354 | 8,691 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 3,706 | 3,912 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 5,075 | 5,472 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 7,051 | 7,687 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 5,225 | 5,735 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 6,350 | 6,594 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 5,279 | 5,880 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 5,225 | 6,016 | ||
Marathon Oil Corp. | 3.850% | 6/1/25 | 6,621 | 7,212 | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 8,850 | 9,441 | ||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 7,522 | 8,207 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 4,057 | 4,365 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 18,220 | 20,548 | ||
MPLX LP | 3.500% | 12/1/22 | 6,518 | 6,772 | ||
MPLX LP | 3.375% | 3/15/23 | 6,249 | 6,532 | ||
MPLX LP | 4.500% | 7/15/23 | 13,495 | 14,443 | ||
MPLX LP | 4.875% | 12/1/24 | 10,826 | 12,126 | ||
MPLX LP | 4.000% | 2/15/25 | 7,255 | 7,918 | ||
MPLX LP | 4.875% | 6/1/25 | 8,701 | 9,824 | ||
MPLX LP | 1.750% | 3/1/26 | 6,436 | 6,509 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 3,699 | 4,166 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 2,468 | 2,597 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 6,459 | 6,637 | ||
ONEOK Partners LP | 5.000% | 9/15/23 | 4,095 | 4,425 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 10,500 | 11,756 | ||
Phillips 66 | 3.700% | 4/6/23 | 3,250 | 3,431 | ||
Phillips 66 | 0.900% | 2/15/24 | 3,000 | 3,003 | ||
Phillips 66 | 3.850% | 4/9/25 | 15,625 | 17,197 | ||
Phillips 66 | 1.300% | 2/15/26 | 1,335 | 1,335 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 3,000 | 3,131 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 3,300 | 3,559 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 1,500 | 1,501 | ||
Pioneer Natural Resources Co. | 0.750% | 1/15/24 | 5,700 | 5,700 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 6,265 | 6,202 | ||
Plains All American Pipeline LP | 2.850% | 1/31/23 | 7,750 | 7,955 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 5,971 | 6,330 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 8,139 | 8,726 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 10,888 | 12,183 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 8,475 | 9,109 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 19,625 | 22,036 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 13,063 | 14,933 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 10,868 | 12,861 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 4,652 | 4,710 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 12,610 | 13,463 | ||
Shell International Finance BV | 2.375% | 8/21/22 | 10,874 | 11,131 | ||
Shell International Finance BV | 2.250% | 1/6/23 | 4,290 | 4,416 | ||
Shell International Finance BV | 3.400% | 8/12/23 | 8,054 | 8,557 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 5,075 | 5,075 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 975 | 1,042 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 8,860 | 9,220 | ||
Shell International Finance BV | 2.375% | 4/6/25 | 12,900 | 13,576 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 20,200 | 21,933 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 5,699 | 6,160 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 7,425 | 8,152 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 5,572 | 6,014 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 5,200 | 5,405 | ||
Suncor Energy Inc. | 3.600% | 12/1/24 | 7,703 | 8,322 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 3,950 | 4,229 | ||
TC PipeLines LP | 4.375% | 3/13/25 | 500 | 551 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 12,903 | 13,515 | ||
TotalEnergies Capital International SA | 2.700% | 1/25/23 | 7,150 | 7,411 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 11,748 | 12,665 | ||
TotalEnergies Capital International SA | 3.750% | 4/10/24 | 3,988 | 4,332 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 4,889 | 5,142 | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 6,950 | 7,112 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 10,911 | 11,612 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 1,864 | 2,143 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 3,648 | 4,635 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 10,100 | 10,473 | ||
Valero Energy Corp. | 1.200% | 3/15/24 | 4,730 | 4,768 | ||
Valero Energy Corp. | 3.650% | 3/15/25 | 7,020 | 7,651 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 4,820 | 5,220 | ||
Williams Cos. Inc. | 4.000% | 11/15/21 | 5,715 | 5,739 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 7,384 | 7,568 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 7,628 | 7,941 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 4,498 | 4,874 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 8,602 | 9,351 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 8,106 | 8,929 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 5,043 | 5,514 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 12,542 | 13,894 | ||
1,391,835 | ||||||
Financials (10.47%) | ||||||
AerCap Ireland Capital DAC | 4.625% | 7/1/22 | 4,080 | 4,244 | ||
AerCap Ireland Capital DAC | 3.300% | 1/23/23 | 11,980 | 12,415 | ||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 4,650 | 4,931 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 12,746 | 13,671 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 5,125 | 5,581 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 11,900 | 12,476 | ||
AerCap Ireland Capital DAC | 2.875% | 8/14/24 | 4,150 | 4,340 | ||
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 4,193 | 4,443 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 12,323 | 14,449 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 6,438 | 7,088 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 10,685 | 10,562 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 3,250 | 3,540 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 3,651 | 3,969 | ||
Aflac Inc. | 3.625% | 11/15/24 | 8,926 | 9,787 | ||
Aflac Inc. | 3.250% | 3/17/25 | 3,975 | 4,306 | ||
Aflac Inc. | 1.125% | 3/15/26 | 2,275 | 2,280 | ||
Air Lease Corp. | 2.625% | 7/1/22 | 3,334 | 3,397 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 3,910 | 4,012 | ||
Air Lease Corp. | 2.750% | 1/15/23 | 4,614 | 4,759 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 8,470 | 8,989 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 3,812 | 3,988 | ||
2 | Air Lease Corp. | 4.250% | 2/1/24 | 9,115 | 9,873 | |
2 | Air Lease Corp. | 0.700% | 2/15/24 | 4,050 | 4,031 | |
Air Lease Corp. | 4.250% | 9/15/24 | 3,385 | 3,695 | ||
2 | Air Lease Corp. | 2.300% | 2/1/25 | 5,275 | 5,449 | |
Air Lease Corp. | 3.250% | 3/1/25 | 9,238 | 9,844 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 5,625 | 6,039 | ||
2 | Air Lease Corp. | 2.875% | 1/15/26 | 6,639 | 6,983 | |
2 | Air Lease Corp. | 3.750% | 6/1/26 | 4,365 | 4,774 | |
Aircastle Ltd. | 5.000% | 4/1/23 | 4,924 | 5,267 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 7,785 | 8,337 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 450 | 481 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 5,095 | 5,530 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 4,163 | 4,564 | ||
Allstate Corp. | 3.150% | 6/15/23 | 1,050 | 1,105 | ||
Allstate Corp. | 0.750% | 12/15/25 | 3,607 | 3,576 | ||
2 | Allstate Corp. | 5.750% | 8/15/53 | 10,514 | 11,412 | |
Ally Financial Inc. | 3.050% | 6/5/23 | 5,792 | 6,043 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 12,413 | 12,608 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 12,227 | 13,179 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 11,477 | 12,937 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 7,449 | 8,334 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 2,905 | 3,377 | ||
American Express Co. | 2.500% | 8/1/22 | 9,736 | 9,944 | ||
American Express Co. | 2.650% | 12/2/22 | 11,698 | 12,081 | ||
American Express Co. | 3.400% | 2/27/23 | 19,516 | 20,432 | ||
American Express Co. | 3.700% | 8/3/23 | 10,172 | 10,831 | ||
American Express Co. | 3.400% | 2/22/24 | 9,524 | 10,193 | ||
American Express Co. | 2.500% | 7/30/24 | 21,045 | 22,179 | ||
American Express Co. | 3.000% | 10/30/24 | 12,860 | 13,792 | ||
American Express Co. | 3.625% | 12/5/24 | 4,778 | 5,229 | ||
American Express Co. | 4.200% | 11/6/25 | 5,008 | 5,670 | ||
American Express Co. | 3.125% | 5/20/26 | 1,127 | 1,232 | ||
American International Group Inc. | 4.125% | 2/15/24 | 10,841 | 11,804 | ||
American International Group Inc. | 2.500% | 6/30/25 | 16,258 | 17,151 | ||
American International Group Inc. | 3.750% | 7/10/25 | 5,960 | 6,564 | ||
American International Group Inc. | 3.900% | 4/1/26 | 11,520 | 12,860 | ||
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 8,953 | 9,676 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 5,014 | 5,484 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 6,676 | 7,151 | ||
Aon plc | 4.000% | 11/27/23 | 6,680 | 7,166 | ||
Aon plc | 3.500% | 6/14/24 | 6,670 | 7,173 | ||
Aon plc | 3.875% | 12/15/25 | 3,959 | 4,401 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 5,140 | 5,335 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 7,891 | 8,482 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 4,677 | 5,055 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 7,177 | 7,552 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 11,535 | 12,365 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 2,600 | 2,826 | ||
Assurant Inc. | 4.000% | 3/15/23 | 3,600 | 3,807 | ||
Assurant Inc. | 4.200% | 9/27/23 | 1,500 | 1,611 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 2,575 | 2,881 | ||
2 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 10,492 | 10,818 | |
2 | Australia & New Zealand Banking Group Ltd. | 2.050% | 11/21/22 | 2,962 | 3,034 | |
2 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 1,255 | 1,400 | |
Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | 2,850 | 2,919 | ||
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 9/18/23 | 4,250 | 4,264 | ||
Banco Bilbao Vizcaya Argentaria SA | 1.125% | 9/18/25 | 3,453 | 3,425 | ||
Banco Santander SA | 3.125% | 2/23/23 | 8,776 | 9,137 | ||
Banco Santander SA | 3.848% | 4/12/23 | 13,553 | 14,327 | ||
Banco Santander SA | 2.706% | 6/27/24 | 7,078 | 7,450 | ||
Banco Santander SA | 0.701% | 6/30/24 | 2,800 | 2,805 | ||
Banco Santander SA | 2.746% | 5/28/25 | 11,950 | 12,592 | ||
Banco Santander SA | 5.179% | 11/19/25 | 7,241 | 8,284 | ||
Banco Santander SA | 1.849% | 3/25/26 | 5,350 | 5,411 | ||
Bancolombia SA | 3.000% | 1/29/25 | 4,220 | 4,327 | ||
2 | Bank of America Corp. | 2.503% | 10/21/22 | 20,637 | 20,774 | |
2 | Bank of America Corp. | 3.300% | 1/11/23 | 34,257 | 35,750 | |
2 | Bank of America Corp. | 2.816% | 7/21/23 | 20,233 | 20,736 | |
Bank of America Corp. | 4.100% | 7/24/23 | 14,075 | 15,125 | ||
2 | Bank of America Corp. | 3.004% | 12/20/23 | 40,290 | 41,760 | |
2 | Bank of America Corp. | 4.125% | 1/22/24 | 3,970 | 4,323 | |
2 | Bank of America Corp. | 3.550% | 3/5/24 | 34,853 | 36,614 | |
2 | Bank of America Corp. | 4.000% | 4/1/24 | 5,614 | 6,121 | |
2 | Bank of America Corp. | 1.486% | 5/19/24 | 6,400 | 6,513 | |
2 | Bank of America Corp. | 0.523% | 6/14/24 | 15,000 | 14,996 | |
2 | Bank of America Corp. | 3.864% | 7/23/24 | 18,498 | 19,714 | |
2 | Bank of America Corp. | 4.200% | 8/26/24 | 22,192 | 24,358 | |
2 | Bank of America Corp. | 0.810% | 10/24/24 | 27,350 | 27,442 | |
2 | Bank of America Corp. | 4.000% | 1/22/25 | 16,531 | 18,133 | |
2 | Bank of America Corp. | 3.458% | 3/15/25 | 2,448 | 2,617 | |
2 | Bank of America Corp. | 3.950% | 4/21/25 | 24,416 | 26,811 | |
Bank of America Corp. | 0.976% | 4/22/25 | 16,207 | 16,258 | ||
2 | Bank of America Corp. | 3.875% | 8/1/25 | 11,950 | 13,272 | |
2 | Bank of America Corp. | 0.981% | 9/25/25 | 13,045 | 13,030 | |
2 | Bank of America Corp. | 3.093% | 10/1/25 | 21,909 | 23,335 | |
2 | Bank of America Corp. | 2.456% | 10/22/25 | 25,730 | 26,925 | |
2 | Bank of America Corp. | 3.366% | 1/23/26 | 14,875 | 16,032 | |
2 | Bank of America Corp. | 2.015% | 2/13/26 | 33,825 | 34,874 | |
2 | Bank of America Corp. | 4.450% | 3/3/26 | 500 | 567 | |
2 | Bank of America Corp. | 3.500% | 4/19/26 | 200 | 220 | |
2 | Bank of America Corp. | 1.319% | 6/19/26 | 56,750 | 56,886 | |
2 | Bank of America Corp. | 1.197% | 10/24/26 | 16,126 | 15,995 | |
2 | Bank of America Corp. | 1.658% | 3/11/27 | 41,541 | 41,891 | |
2 | Bank of America Corp. | 3.559% | 4/23/27 | 30,857 | 33,784 | |
2 | Bank of Montreal | 2.050% | 11/1/22 | 1,994 | 2,041 | |
2 | Bank of Montreal | 2.550% | 11/6/22 | 200 | 206 | |
Bank of Montreal | 0.450% | 12/8/23 | 9,660 | 9,664 | ||
2 | Bank of Montreal | 3.300% | 2/5/24 | 9,406 | 10,073 | |
2 | Bank of Montreal | 2.500% | 6/28/24 | 8,048 | 8,494 | |
2 | Bank of Montreal | 1.850% | 5/1/25 | 27,028 | 27,928 | |
2 | Bank of Montreal | 0.949% | 1/22/27 | 16,260 | 15,975 | |
2 | Bank of Montreal | 4.338% | 10/5/28 | 4,270 | 4,582 | |
2 | Bank of Montreal | 4.800% | 2/25/70 | 117 | 125 | |
2 | Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 5,232 | 5,333 | |
2 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 9,000 | 9,209 | |
2 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 11,568 | 12,027 | |
2 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 6,850 | 7,245 | |
2 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 9,775 | 10,410 | |
2 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 10,090 | 10,453 | |
2 | Bank of New York Mellon Corp. | 0.350% | 12/7/23 | 6,200 | 6,191 | |
2 | Bank of New York Mellon Corp. | 0.500% | 4/26/24 | 5,422 | 5,415 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 4,080 | 4,396 | ||
2 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 10,719 | 11,586 | |
2 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 4,200 | 4,402 | |
2 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 3,412 | 3,668 | |
2 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 5,150 | 5,287 | |
2 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 4,376 | 4,712 | |
2 | Bank of Nova Scotia | 2.450% | 9/19/22 | 4,696 | 4,819 | |
Bank of Nova Scotia | 2.000% | 11/15/22 | 7,261 | 7,426 | ||
Bank of Nova Scotia | 2.375% | 1/18/23 | 1,975 | 2,036 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 13,660 | 14,002 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 2,050 | 2,096 | ||
Bank of Nova Scotia | 0.550% | 9/15/23 | 5,550 | 5,563 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 15,755 | 16,872 | ||
Bank of Nova Scotia | 0.700% | 4/15/24 | 11,500 | 11,511 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 17,914 | 18,703 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 1,600 | 1,615 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 9,841 | 11,163 | ||
Bank of Nova Scotia | 1.050% | 3/2/26 | 8,670 | 8,584 | ||
Bank of Nova Scotia | 1.350% | 6/24/26 | 4,000 | 4,000 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 2,757 | 3,142 | ||
2 | Barclays Bank plc | 3.750% | 5/15/24 | 500 | 543 | |
Barclays plc | 3.684% | 1/10/23 | 9,265 | 9,422 | ||
2 | Barclays plc | 4.338% | 5/16/24 | 30,154 | 32,147 | |
Barclays plc | 4.375% | 9/11/24 | 3,568 | 3,894 | ||
Barclays plc | 1.007% | 12/10/24 | 500 | 502 | ||
Barclays plc | 3.650% | 3/16/25 | 11,042 | 11,974 | ||
2 | Barclays plc | 3.932% | 5/7/25 | 7,868 | 8,489 | |
Barclays plc | 4.375% | 1/12/26 | 21,161 | 23,709 | ||
2 | Barclays plc | 2.852% | 5/7/26 | 15,116 | 15,967 | |
Barclays plc | 5.200% | 5/12/26 | 16,777 | 19,204 | ||
2 | BBVA USA | 3.875% | 4/10/25 | 2,250 | 2,479 | |
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 3,280 | 3,422 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 17,597 | 18,261 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 20,743 | 22,677 | ||
BGC Partners Inc. | 5.375% | 7/24/23 | 5,314 | 5,743 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 1,367 | 1,447 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 5,673 | 6,132 | ||
2,4 | Blackstone Secured Lending Fund | 3.650% | 7/14/23 | 562 | 586 | |
2,4 | Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 3,248 | 3,449 | |
2 | BNP Paribas SA | 3.250% | 3/3/23 | 8,306 | 8,700 | |
2 | BNP Paribas SA | 4.250% | 10/15/24 | 6,940 | 7,684 | |
2,4 | BPCE SA | 3.000% | 5/22/22 | 6,000 | 6,143 | |
BPCE SA | 4.000% | 4/15/24 | 6,993 | 7,626 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 3,863 | 4,230 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 6,035 | 6,525 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 496 | 559 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 4,161 | 4,565 | ||
2,4 | Business Development Corp. of America | 3.250% | 3/30/26 | 2,750 | 2,787 | |
Canadian Imperial Bank of Commerce | 2.550% | 6/16/22 | 8,375 | 8,565 | ||
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 5,600 | 5,599 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 11,500 | 11,605 | ||
2 | Canadian Imperial Bank of Commerce | 2.606% | 7/22/23 | 5,420 | 5,546 | |
2 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 8,150 | 8,703 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 9,150 | 9,124 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 5,805 | 6,171 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 6,325 | 6,612 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 3,900 | 3,883 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 7,750 | 7,711 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 18,195 | 19,034 | ||
2 | Capital One Bank USA NA | 2.280% | 1/28/26 | 400 | 415 | |
Capital One Financial Corp. | 3.200% | 1/30/23 | 4,425 | 4,609 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Capital One Financial Corp. | 2.600% | 5/11/23 | 11,995 | 12,456 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 4,665 | 4,933 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 6,283 | 6,780 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 5,045 | 5,456 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 12,797 | 13,787 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 7,335 | 7,883 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 18,500 | 20,616 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 12,708 | 14,186 | ||
2 | Capital One NA | 2.150% | 9/6/22 | 1,600 | 1,631 | |
Charles Schwab Corp. | 3.225% | 9/1/22 | 2,550 | 2,633 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 8,329 | 8,611 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 3,197 | 3,440 | ||
Charles Schwab Corp. | 0.750% | 3/18/24 | 14,029 | 14,107 | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 1,826 | 1,957 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 6,125 | 6,839 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 5,025 | 5,557 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 25,050 | 25,026 | ||
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 4,961 | 5,109 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 6,809 | 7,081 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 6,119 | 6,598 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 17,537 | 18,950 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 4,655 | 5,117 | ||
2 | CIT Bank NA | 2.969% | 9/27/25 | 2,450 | 2,572 | |
2 | Citibank NA | 3.650% | 1/23/24 | 9,470 | 10,191 | |
Citigroup Inc. | 4.050% | 7/30/22 | 9,197 | 9,555 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 11,615 | 11,947 | ||
Citigroup Inc. | 3.375% | 3/1/23 | 625 | 655 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 16,320 | 17,202 | ||
2 | Citigroup Inc. | 2.876% | 7/24/23 | 16,599 | 17,022 | |
Citigroup Inc. | 3.875% | 10/25/23 | 14,367 | 15,506 | ||
2 | Citigroup Inc. | 1.678% | 5/15/24 | 20,647 | 21,084 | |
2 | Citigroup Inc. | 4.044% | 6/1/24 | 22,373 | 23,839 | |
Citigroup Inc. | 3.750% | 6/16/24 | 11,250 | 12,240 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 650 | 708 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 16,800 | 16,840 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 1,965 | 2,157 | ||
2 | Citigroup Inc. | 3.352% | 4/24/25 | 16,166 | 17,242 | |
Citigroup Inc. | 3.300% | 4/27/25 | 1,621 | 1,763 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 5,875 | 5,890 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 19,434 | 21,710 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 10,345 | 12,055 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 15,337 | 16,950 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 8,381 | 9,547 | ||
2 | Citigroup Inc. | 3.106% | 4/8/26 | 43,819 | 46,879 | |
Citigroup Inc. | 3.400% | 5/1/26 | 5,404 | 5,907 | ||
Citigroup Inc. | 1.122% | 1/28/27 | 10,150 | 10,008 | ||
2 | Citizens Bank NA | 3.700% | 3/29/23 | 5,618 | 5,913 | |
2 | Citizens Bank NA | 2.250% | 4/28/25 | 3,062 | 3,199 | |
2 | Citizens Bank NA | 3.750% | 2/18/26 | 5,271 | 5,843 | |
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 3,964 | 4,445 | ||
CME Group Inc. | 3.000% | 9/15/22 | 3,392 | 3,500 | ||
CME Group Inc. | 3.000% | 3/15/25 | 8,883 | 9,522 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 3,849 | 4,171 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 558 | 633 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 7,700 | 8,735 | ||
2 | Comerica Bank | 2.500% | 7/23/24 | 3,355 | 3,533 | |
Comerica Inc. | 3.700% | 7/31/23 | 10,771 | 11,455 | ||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 14,915 | 15,612 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 3,950 | 4,093 | ||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 10,073 | 11,009 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 2,405 | 2,396 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 17,010 | 18,582 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 11,499 | 12,820 | ||
Credit Suisse AG | 1.000% | 5/5/23 | 11,510 | 11,627 | ||
Credit Suisse AG | 0.495% | 2/2/24 | 6,675 | 6,651 | ||
2 | Credit Suisse AG | 3.625% | 9/9/24 | 18,644 | 20,247 | |
Credit Suisse AG | 2.950% | 4/9/25 | 43,644 | 46,767 | ||
Credit Suisse Group AG | 3.800% | 6/9/23 | 8,588 | 9,095 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 15,890 | 17,234 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 7,166 | 8,110 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 14,583 | 15,164 | ||
2 | Deutsche Bank AG | 3.300% | 11/16/22 | 12,129 | 12,551 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 22,779 | 23,912 | ||
2 | Deutsche Bank AG | 3.700% | 5/30/24 | 19,305 | 20,704 | |
Deutsche Bank AG | 3.700% | 5/30/24 | 1,950 | 2,093 | ||
2 | Deutsche Bank AG | 2.222% | 9/18/24 | 14,425 | 14,812 | |
Deutsche Bank AG | 1.447% | 4/1/25 | 4,555 | 4,579 | ||
2 | Deutsche Bank AG | 3.961% | 11/26/25 | 1,600 | 1,731 | |
Deutsche Bank AG | 4.100% | 1/13/26 | 100 | 110 | ||
2 | Deutsche Bank AG | 4.100% | 1/13/26 | 3,300 | 3,618 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 6,354 | 6,410 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 5,850 | 5,940 | ||
2 | Discover Bank | 3.350% | 2/6/23 | 5,866 | 6,116 | |
2 | Discover Bank | 4.200% | 8/8/23 | 13,325 | 14,351 | |
Discover Bank | 2.450% | 9/12/24 | 11,835 | 12,382 | ||
2 | Discover Bank | 4.250% | 3/13/26 | 2,731 | 3,068 | |
2 | Discover Bank | 4.682% | 8/9/28 | 10,570 | 11,225 | |
Discover Financial Services | 3.850% | 11/21/22 | 12,324 | 12,912 | ||
Discover Financial Services | 3.950% | 11/6/24 | 786 | 858 | ||
Discover Financial Services | 3.750% | 3/4/25 | 1,720 | 1,877 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,092 | 3,500 | ||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 4,675 | 4,800 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 2,750 | 2,911 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 4,436 | 4,692 | ||
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 3,085 | 3,253 | ||
Fifth Third Bancorp | 1.625% | 5/5/23 | 2,700 | 2,754 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 10,385 | 11,263 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 16,822 | 18,029 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 2,144 | 2,247 | ||
2 | Fifth Third Bank NA | 1.800% | 1/30/23 | 4,788 | 4,893 | |
2 | Fifth Third Bank NA | 3.850% | 3/15/26 | 11,932 | 13,244 | |
First American Financial Corp. | 4.600% | 11/15/24 | 1,349 | 1,493 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 1,350 | 1,489 | ||
2 | First Republic Bank | 1.912% | 2/12/24 | 1,750 | 1,786 | |
FNB Corp. | 2.200% | 2/24/23 | 1,650 | 1,676 | ||
Franklin Resources Inc. | 2.800% | 9/15/22 | 1,160 | 1,194 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 3,979 | 4,260 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 5,732 | 6,182 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 3,499 | 3,722 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 5,711 | 5,907 | ||
GATX Corp. | 3.900% | 3/30/23 | 2,825 | 2,979 | ||
GATX Corp. | 3.250% | 3/30/25 | 2,338 | 2,503 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 13,145 | 14,292 | ||
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 13,561 | 14,795 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 5,570 | 5,862 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 7,117 | 7,564 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 10,925 | 11,508 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 5,666 | 6,497 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 2,890 | 3,090 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 4,069 | 4,202 | ||
2 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 19,869 | 20,024 | |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 11,991 | 12,582 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Goldman Sachs Group Inc. | 0.481% | 1/27/23 | 19,000 | 19,001 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 5,525 | 5,763 | ||
Goldman Sachs Group Inc. | 0.523% | 3/8/23 | 5,000 | 5,003 | ||
2 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 14,789 | 15,159 | |
2 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 28,931 | 28,947 | |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 19,650 | 21,062 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 11,741 | 12,753 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 14,281 | 14,307 | ||
2 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 16,281 | 17,608 | |
2 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 10,000 | 9,982 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 6,264 | 6,772 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 33,486 | 36,318 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 19,037 | 20,830 | ||
2 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 36,536 | 39,078 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 24,511 | 27,423 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 12,306 | 13,614 | ||
2 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 10,212 | 10,056 | |
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 23,594 | 23,525 | ||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 1,850 | 1,932 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 1,635 | 1,854 | ||
HSBC Holdings plc | 3.600% | 5/25/23 | 15,080 | 15,966 | ||
2 | HSBC Holdings plc | 3.033% | 11/22/23 | 15,100 | 15,641 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 15,640 | 16,949 | ||
2 | HSBC Holdings plc | 3.950% | 5/18/24 | 15,428 | 16,384 | |
2 | HSBC Holdings plc | 3.803% | 3/11/25 | 38,675 | 41,586 | |
HSBC Holdings plc | 4.250% | 8/18/25 | 6,400 | 7,080 | ||
2 | HSBC Holdings plc | 2.633% | 11/7/25 | 30,409 | 31,918 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 28,595 | 32,280 | ||
2 | HSBC Holdings plc | 1.645% | 4/18/26 | 23,237 | 23,548 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 30,299 | 33,676 | ||
2 | HSBC Holdings plc | 2.099% | 6/4/26 | 34,030 | 35,002 | |
2 | HSBC Holdings plc | 4.292% | 9/12/26 | 11,077 | 12,328 | |
HSBC Holdings plc | 1.589% | 5/24/27 | 14,600 | 14,619 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 7,491 | 8,114 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 6,435 | 6,796 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 7,326 | 8,132 | ||
2 | Huntington National Bank | 2.500% | 8/7/22 | 11,931 | 12,199 | |
Huntington National Bank | 1.800% | 2/3/23 | 4,535 | 4,630 | ||
2 | Huntington National Bank | 3.550% | 10/6/23 | 1,900 | 2,025 | |
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 7,050 | 7,254 | ||
ING Groep NV | 4.100% | 10/2/23 | 11,665 | 12,572 | ||
ING Groep NV | 3.550% | 4/9/24 | 5,813 | 6,259 | ||
ING Groep NV | 1.726% | 4/1/27 | 1,353 | 1,365 | ||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 2,775 | 2,835 | ||
Intercontinental Exchange Inc. | 0.700% | 6/15/23 | 10,320 | 10,365 | ||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 3,752 | 3,985 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 6,635 | 7,147 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 6,720 | 7,443 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 9,345 | 9,883 | ||
Invesco Finance plc | 3.125% | 11/30/22 | 5,675 | 5,887 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 4,799 | 5,203 | ||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 2,311 | 2,614 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 6,392 | 6,873 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 24,864 | 25,756 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 15,948 | 16,175 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 20,536 | 21,451 | ||
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 19,998 | 21,052 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 16,105 | 16,740 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 14,950 | 16,203 | ||
JPMorgan Chase & Co. | 0.697% | 3/16/24 | 800 | 803 | ||
2 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 32,769 | 34,555 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 13,698 | 14,847 | ||
2 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 9,908 | 10,095 | |
2 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 17,790 | 18,941 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 12,544 | 13,675 | ||
2 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 18,125 | 18,135 | |
2 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 5,518 | 5,956 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 1,356 | 1,455 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 200 | 199 | ||
2 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 18,150 | 19,278 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 20,000 | 19,957 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 5,000 | 5,006 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,834 | 3,134 | ||
2 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 22,047 | 22,944 | |
2 | JPMorgan Chase & Co. | 2.005% | 3/13/26 | 31,078 | 32,089 | |
2 | JPMorgan Chase & Co. | 2.083% | 4/22/26 | 75,250 | 77,816 | |
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 23,820 | 23,524 | ||
2 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 15,275 | 17,008 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 46,150 | 45,361 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 62,050 | 62,383 | ||
Kemper Corp. | 4.350% | 2/15/25 | 2,898 | 3,177 | ||
2 | KeyBank NA | 2.300% | 9/14/22 | 8,107 | 8,297 | |
2 | KeyBank NA | 3.375% | 3/7/23 | 5,020 | 5,271 | |
2 | KeyBank NA | 1.250% | 3/10/23 | 1,108 | 1,125 | |
2 | KeyBank NA | 0.423% | 1/3/24 | 9,700 | 9,700 | |
2 | KeyBank NA | 0.433% | 6/14/24 | 8,000 | 8,003 | |
2 | KeyBank NA | 3.300% | 6/1/25 | 1,787 | 1,953 | |
2 | KeyCorp | 4.150% | 10/29/25 | 5,051 | 5,696 | |
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 573 | 636 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 3,015 | 3,291 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 3,364 | 3,918 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 2,632 | 2,826 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 4,375 | 4,738 | ||
2 | Lloyds Banking Group plc | 1.326% | 6/15/23 | 22,300 | 22,481 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 16,290 | 17,460 | ||
2 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 11,253 | 11,604 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 1,210 | 1,311 | ||
Lloyds Banking Group plc | 0.695% | 5/11/24 | 7,125 | 7,143 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 5,687 | 6,286 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 3,842 | 4,310 | ||
2 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 33,294 | 36,078 | |
2 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 6,550 | 6,837 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 9,028 | 10,212 | ||
Lloyds Banking Group plc | 1.627% | 5/11/27 | 250 | 250 | ||
Loews Corp. | 2.625% | 5/15/23 | 4,985 | 5,164 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 11,950 | 12,696 | ||
Main Street Capital Corp. | 5.200% | 5/1/24 | 3,000 | 3,266 | ||
2 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 3,471 | 3,713 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 7,743 | 8,746 | ||
Markel Corp. | 4.900% | 7/1/22 | 2,700 | 2,812 | ||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 3,086 | 3,222 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 2,000 | 2,141 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 9,865 | 10,702 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 4,580 | 4,927 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 5,330 | 5,795 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 4,536 | 5,042 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 6,293 | 6,786 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 5,051 | 5,280 | ||
MetLife Inc. | 3.048% | 12/15/22 | 6,345 | 6,556 | ||
2 | MetLife Inc. | 4.368% | 9/15/23 | 9,814 | 10,635 | |
MetLife Inc. | 3.600% | 4/10/24 | 6,722 | 7,271 | ||
MetLife Inc. | 3.000% | 3/1/25 | 3,045 | 3,272 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MetLife Inc. | 3.600% | 11/13/25 | 4,613 | 5,097 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 14,602 | 14,952 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 16,768 | 17,187 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 12,201 | 12,817 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 21,490 | 22,944 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,966 | 4,140 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 12,425 | 13,309 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 7,225 | 7,648 | ||
2 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 13,850 | 13,917 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 25,425 | 26,462 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 13,675 | 13,822 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 5,200 | 5,812 | ||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 5,100 | 5,235 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 9,366 | 9,856 | ||
2 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 12,930 | 13,238 | |
2 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 4,925 | 4,991 | |
2 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 5,275 | 5,299 | |
2 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 7,995 | 8,562 | |
2 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 5,158 | 5,444 | |
2 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 3,225 | 3,375 | |
2 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 5,783 | 5,983 | |
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 200 | 197 | ||
Morgan Stanley | 4.875% | 11/1/22 | 9,921 | 10,496 | ||
2 | Morgan Stanley | 3.125% | 1/23/23 | 14,159 | 14,765 | |
2 | Morgan Stanley | 3.750% | 2/25/23 | 19,167 | 20,200 | |
2 | Morgan Stanley | 4.100% | 5/22/23 | 18,735 | 19,936 | |
2 | Morgan Stanley | 0.560% | 11/10/23 | 15,475 | 15,492 | |
2 | Morgan Stanley | 0.529% | 1/25/24 | 17,000 | 16,995 | |
Morgan Stanley | 0.731% | 4/5/24 | 21,450 | 21,497 | ||
2 | Morgan Stanley | 3.737% | 4/24/24 | 18,655 | 19,725 | |
2 | Morgan Stanley | 3.875% | 4/29/24 | 37,324 | 40,578 | |
2 | Morgan Stanley | 3.700% | 10/23/24 | 17,965 | 19,588 | |
Morgan Stanley | 0.790% | 5/30/25 | 42,615 | 42,447 | ||
2 | Morgan Stanley | 2.720% | 7/22/25 | 5,612 | 5,908 | |
2 | Morgan Stanley | 4.000% | 7/23/25 | 11,224 | 12,497 | |
2 | Morgan Stanley | 0.864% | 10/21/25 | 4,942 | 4,942 | |
Morgan Stanley | 5.000% | 11/24/25 | 8,949 | 10,322 | ||
2 | Morgan Stanley | 3.875% | 1/27/26 | 21,255 | 23,758 | |
2 | Morgan Stanley | 2.188% | 4/28/26 | 64,100 | 66,583 | |
Morgan Stanley | 0.985% | 12/10/26 | 18,650 | 18,374 | ||
Morgan Stanley | 1.593% | 5/4/27 | 21,982 | 22,133 | ||
MUFG Americas Holdings Corp. | 3.500% | 6/18/22 | 7,975 | 8,222 | ||
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 420 | 448 | ||
2 | MUFG Union Bank NA | 2.100% | 12/9/22 | 3,085 | 3,157 | |
Nasdaq Inc. | 0.445% | 12/21/22 | 1,400 | 1,400 | ||
Nasdaq Inc. | 4.250% | 6/1/24 | 2,853 | 3,121 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 1,416 | 1,577 | ||
National Australia Bank Ltd. | 1.875% | 12/13/22 | 2,516 | 2,573 | ||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 6,731 | 7,006 | ||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 350 | 365 | ||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 5,100 | 5,425 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 223 | 246 | ||
2 | National Bank of Canada | 2.100% | 2/1/23 | 9,481 | 9,728 | |
2 | National Bank of Canada | 0.900% | 8/15/23 | 4,750 | 4,775 | |
2 | National Bank of Canada | 0.550% | 11/15/24 | 3,400 | 3,385 | |
Natwest Group plc | 3.875% | 9/12/23 | 21,001 | 22,434 | ||
Natwest Group plc | 6.000% | 12/19/23 | 6,144 | 6,889 | ||
2 | Natwest Group plc | 2.359% | 5/22/24 | 17,201 | 17,725 | |
Natwest Group plc | 5.125% | 5/28/24 | 15,972 | 17,736 | ||
2 | Natwest Group plc | 4.519% | 6/25/24 | 15,825 | 16,989 | |
2 | Natwest Group plc | 4.269% | 3/22/25 | 4,071 | 4,417 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Natwest Group plc | 4.800% | 4/5/26 | 9,113 | 10,434 | ||
2 | Natwest Group plc | 3.754% | 11/1/29 | 900 | 958 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 10,045 | 10,550 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 15,250 | 15,573 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 2,045 | 2,093 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 4,960 | 5,598 | ||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 2,700 | 2,831 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 3,080 | 3,441 | ||
ORIX Corp. | 2.900% | 7/18/22 | 4,395 | 4,508 | ||
ORIX Corp. | 3.250% | 12/4/24 | 2,327 | 2,507 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 3,180 | 3,476 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 5,463 | 5,824 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 3,698 | 3,914 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 2,265 | 2,446 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 10,078 | 10,321 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 4,875 | 4,963 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 8,986 | 9,472 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 6,900 | 7,085 | ||
People's United Bank NA | 4.000% | 7/15/24 | 550 | 589 | ||
People's United Financial Inc. | 3.650% | 12/6/22 | 6,985 | 7,230 | ||
2 | PNC Bank NA | 2.450% | 7/28/22 | 1,450 | 1,482 | |
2 | PNC Bank NA | 2.700% | 11/1/22 | 11,637 | 11,984 | |
2 | PNC Bank NA | 2.028% | 12/9/22 | 4,370 | 4,401 | |
2 | PNC Bank NA | 2.950% | 1/30/23 | 9,600 | 9,954 | |
2 | PNC Bank NA | 3.500% | 6/8/23 | 5,450 | 5,769 | |
PNC Bank NA | 3.800% | 7/25/23 | 4,275 | 4,554 | ||
2 | PNC Bank NA | 3.300% | 10/30/24 | 15,638 | 16,970 | |
2 | PNC Bank NA | 2.950% | 2/23/25 | 4,750 | 5,097 | |
2 | PNC Bank NA | 3.250% | 6/1/25 | 587 | 638 | |
2 | PNC Bank NA | 4.200% | 11/1/25 | 4,741 | 5,370 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 7,812 | 8,077 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 8,085 | 8,680 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 9,797 | 10,646 | ||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 1,768 | 1,854 | ||
Primerica Inc. | 4.750% | 7/15/22 | 2,900 | 3,023 | ||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 1,865 | 1,929 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,724 | 4,959 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 2,411 | 2,614 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 376 | 399 | ||
Prospect Capital Corp. | 3.706% | 1/22/26 | 3,203 | 3,291 | ||
2 | Prudential Financial Inc. | 3.500% | 5/15/24 | 4,600 | 4,980 | |
2 | Prudential Financial Inc. | 5.875% | 9/15/42 | 5,339 | 5,636 | |
2 | Prudential Financial Inc. | 5.625% | 6/15/43 | 7,610 | 8,192 | |
2 | Prudential Financial Inc. | 5.200% | 3/15/44 | 6,485 | 6,992 | |
2 | Prudential Financial Inc. | 5.375% | 5/15/45 | 4,901 | 5,423 | |
Regions Financial Corp. | 3.800% | 8/14/23 | 7,207 | 7,685 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 3,484 | 3,630 | ||
2 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,670 | 3,987 | |
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 3,476 | 3,784 | ||
2 | Royal Bank of Canada | 1.950% | 1/17/23 | 9,134 | 9,360 | |
2 | Royal Bank of Canada | 1.600% | 4/17/23 | 9,050 | 9,248 | |
2 | Royal Bank of Canada | 3.700% | 10/5/23 | 14,164 | 15,190 | |
2 | Royal Bank of Canada | 0.500% | 10/26/23 | 10,580 | 10,591 | |
2 | Royal Bank of Canada | 0.425% | 1/19/24 | 6,750 | 6,730 | |
2 | Royal Bank of Canada | 2.550% | 7/16/24 | 9,878 | 10,422 | |
2 | Royal Bank of Canada | 2.250% | 11/1/24 | 22,433 | 23,509 | |
2 | Royal Bank of Canada | 1.150% | 6/10/25 | 10,242 | 10,299 | |
2 | Royal Bank of Canada | 0.875% | 1/20/26 | 10,750 | 10,608 | |
2 | Royal Bank of Canada | 4.650% | 1/27/26 | 13,387 | 15,342 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 14,055 | 14,040 | ||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 11,850 | 12,332 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 10,188 | 10,903 | ||
Santander Holdings USA Inc. | 3.450% | 6/2/25 | 509 | 547 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 10,705 | 11,878 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 11,149 | 11,912 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 4,800 | 4,877 | ||
2 | Santander UK Group Holdings plc | 3.373% | 1/5/24 | 11,950 | 12,438 | |
2 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 7,025 | 7,683 | |
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 8,000 | 8,031 | ||
2 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 6,400 | 6,412 | |
Santander UK Group Holdings plc | 1.673% | 6/14/27 | 10,000 | 9,981 | ||
Santander UK plc | 2.100% | 1/13/23 | 6,345 | 6,510 | ||
Santander UK plc | 4.000% | 3/13/24 | 11,198 | 12,201 | ||
Santander UK plc | 2.875% | 6/18/24 | 4,682 | 4,973 | ||
2 | Signature Bank | 4.000% | 10/15/30 | 2,600 | 2,752 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 1,787 | 1,901 | ||
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 330 | 347 | ||
State Street Corp. | 3.100% | 5/15/23 | 5,214 | 5,477 | ||
State Street Corp. | 3.700% | 11/20/23 | 11,651 | 12,571 | ||
2 | State Street Corp. | 3.776% | 12/3/24 | 6,395 | 6,891 | |
State Street Corp. | 3.300% | 12/16/24 | 12,683 | 13,821 | ||
State Street Corp. | 3.550% | 8/18/25 | 9,232 | 10,232 | ||
2 | State Street Corp. | 2.354% | 11/1/25 | 5,350 | 5,627 | |
State Street Corp. | 2.901% | 3/30/26 | 6,584 | 7,018 | ||
State Street Corp. | 2.650% | 5/19/26 | 473 | 507 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 2,135 | 2,343 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 3,360 | 3,462 | ||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 1,200 | 1,248 | ||
2 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 1,000 | 1,077 | |
2 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 5,205 | 5,725 | |
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 16,207 | 16,618 | ||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 6,936 | 7,148 | ||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 13,850 | 14,433 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 5,671 | 6,050 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 8,719 | 9,405 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 4,165 | 4,150 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 15,023 | 15,879 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 4,400 | 4,617 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 6,325 | 6,610 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 34,621 | 35,019 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 7,762 | 7,667 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 8,813 | 9,809 | ||
SVB Financial Group | 3.500% | 1/29/25 | 2,270 | 2,457 | ||
2 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 7,943 | 8,607 | |
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 4,673 | 5,841 | ||
Synchrony Financial | 2.850% | 7/25/22 | 5,429 | 5,557 | ||
Synchrony Financial | 4.375% | 3/19/24 | 5,645 | 6,148 | ||
Synchrony Financial | 4.250% | 8/15/24 | 10,040 | 10,973 | ||
Synchrony Financial | 4.500% | 7/23/25 | 4,900 | 5,487 | ||
Synovus Financial Corp. | 3.125% | 11/1/22 | 2,550 | 2,622 | ||
TD Ameritrade Holding Corp. | 3.750% | 4/1/24 | 3,500 | 3,794 | ||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 1,009 | 1,103 | ||
2 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 15,589 | 15,940 | |
2 | Toronto-Dominion Bank | 0.250% | 1/6/23 | 9,601 | 9,592 | |
2 | Toronto-Dominion Bank | 0.300% | 6/2/23 | 10,000 | 9,987 | |
2 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 111 | 112 | |
2 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 18,608 | 19,789 | |
2 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 8,530 | 8,535 | |
Toronto-Dominion Bank | 0.550% | 3/4/24 | 115 | 115 | ||
2 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 8,212 | 8,796 | |
2 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 26,335 | 27,880 | |
2 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 5,107 | 5,145 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 22,066 | 21,856 | |
2 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 4,165 | 4,109 | |
2 | Toronto-Dominion Bank | 1.200% | 6/3/26 | 1,000 | 1,002 | |
Trinity Acquisition plc | 4.400% | 3/15/26 | 4,563 | 5,144 | ||
2 | Truist Bank | 2.450% | 8/1/22 | 15,791 | 16,132 | |
2 | Truist Bank | 3.000% | 2/2/23 | 5,935 | 6,174 | |
2 | Truist Bank | 1.250% | 3/9/23 | 16,543 | 16,790 | |
2 | Truist Bank | 2.750% | 5/1/23 | 3,142 | 3,275 | |
2 | Truist Bank | 3.200% | 4/1/24 | 11,575 | 12,384 | |
2 | Truist Bank | 3.689% | 8/2/24 | 15,462 | 16,494 | |
2 | Truist Bank | 2.150% | 12/6/24 | 9,125 | 9,544 | |
2 | Truist Bank | 1.500% | 3/10/25 | 9,494 | 9,708 | |
2 | Truist Bank | 3.625% | 9/16/25 | 13,309 | 14,648 | |
2 | Truist Financial Corp. | 2.200% | 3/16/23 | 5,468 | 5,629 | |
2 | Truist Financial Corp. | 3.750% | 12/6/23 | 7,166 | 7,707 | |
2 | Truist Financial Corp. | 2.500% | 8/1/24 | 3,345 | 3,527 | |
2 | Truist Financial Corp. | 2.850% | 10/26/24 | 11,722 | 12,539 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 15,413 | 17,119 | ||
2 | Truist Financial Corp. | 3.700% | 6/5/25 | 1,050 | 1,157 | |
2 | Truist Financial Corp. | 1.267% | 3/2/27 | 9,729 | 9,720 | |
Unum Group | 4.000% | 3/15/24 | 3,405 | 3,677 | ||
2 | US Bancorp | 2.950% | 7/15/22 | 12,381 | 12,701 | |
2 | US Bancorp | 3.700% | 1/30/24 | 8,785 | 9,467 | |
US Bancorp | 3.375% | 2/5/24 | 8,800 | 9,417 | ||
US Bancorp | 2.400% | 7/30/24 | 8,805 | 9,270 | ||
2 | US Bancorp | 3.600% | 9/11/24 | 3,542 | 3,857 | |
US Bancorp | 1.450% | 5/12/25 | 10,300 | 10,530 | ||
2 | US Bancorp | 3.950% | 11/17/25 | 2,370 | 2,664 | |
2 | US Bancorp | 3.100% | 4/27/26 | 12,509 | 13,620 | |
US Bank NA | 1.950% | 1/9/23 | 10,719 | 10,979 | ||
2 | US Bank NA | 2.850% | 1/23/23 | 6,585 | 6,834 | |
2 | US Bank NA | 3.400% | 7/24/23 | 8,005 | 8,488 | |
2 | US Bank NA | 2.050% | 1/21/25 | 6,600 | 6,889 | |
2 | US Bank NA | 2.800% | 1/27/25 | 6,505 | 6,951 | |
Visa Inc. | 2.150% | 9/15/22 | 6,895 | 7,039 | ||
Visa Inc. | 2.800% | 12/14/22 | 17,986 | 18,573 | ||
Visa Inc. | 3.150% | 12/14/25 | 35,766 | 39,131 | ||
Voya Financial Inc. | 3.125% | 7/15/24 | 3,950 | 4,207 | ||
2 | Voya Financial Inc. | 5.650% | 5/15/53 | 5,000 | 5,353 | |
2 | Wells Fargo & Co. | 2.625% | 7/22/22 | 400 | 410 | |
2 | Wells Fargo & Co. | 3.450% | 2/13/23 | 10,510 | 11,016 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 9,631 | 10,351 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 3,168 | 3,468 | ||
2 | Wells Fargo & Co. | 3.750% | 1/24/24 | 14,550 | 15,648 | |
2 | Wells Fargo & Co. | 1.654% | 6/2/24 | 24,325 | 24,849 | |
2 | Wells Fargo & Co. | 3.300% | 9/9/24 | 2,480 | 2,673 | |
2 | Wells Fargo & Co. | 3.000% | 2/19/25 | 18,550 | 19,854 | |
2 | Wells Fargo & Co. | 3.550% | 9/29/25 | 22,018 | 24,210 | |
2 | Wells Fargo & Co. | 2.406% | 10/30/25 | 37,227 | 38,949 | |
2 | Wells Fargo & Co. | 2.164% | 2/11/26 | 48,090 | 49,895 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 28,322 | 30,460 | ||
2 | Wells Fargo & Co. | 2.188% | 4/30/26 | 35,266 | 36,613 | |
2 | Wells Fargo & Co. | 4.100% | 6/3/26 | 10,144 | 11,392 | |
2 | Wells Fargo Bank NA | 3.550% | 8/14/23 | 18,196 | 19,362 | |
Western Union Co. | 4.250% | 6/9/23 | 1,193 | 1,272 | ||
Western Union Co. | 2.850% | 1/10/25 | 5,559 | 5,885 | ||
Western Union Co. | 1.350% | 3/15/26 | 4,650 | 4,623 | ||
Westpac Banking Corp. | 2.750% | 1/11/23 | 8,151 | 8,453 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 8,036 | 8,242 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 12,282 | 13,032 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 9,256 | 9,923 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Westpac Banking Corp. | 2.350% | 2/19/25 | 17,550 | 18,447 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 20,788 | 22,430 | ||
2 | Westpac Banking Corp. | 2.894% | 2/4/30 | 9,565 | 9,922 | |
Willis North America Inc. | 3.600% | 5/15/24 | 5,803 | 6,241 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 5,681 | 6,371 | ||
7,092,921 | ||||||
Health Care (2.46%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 10,282 | 10,959 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 475 | 510 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 7,606 | 8,488 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 22,165 | 22,784 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 22,604 | 23,354 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 21,483 | 22,183 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 16,770 | 17,214 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 11,526 | 12,000 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 11,484 | 12,323 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 10,097 | 10,948 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 34,282 | 36,162 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 23,907 | 26,146 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 33,404 | 36,466 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 1,325 | 1,436 | ||
Aetna Inc. | 2.750% | 11/15/22 | 7,458 | 7,660 | ||
Aetna Inc. | 2.800% | 6/15/23 | 5,938 | 6,181 | ||
Aetna Inc. | 3.500% | 11/15/24 | 1,745 | 1,888 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 1,870 | 1,984 | ||
AmerisourceBergen Corp. | 0.737% | 3/15/23 | 5,000 | 5,010 | ||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 9,451 | 10,102 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 3,792 | 4,072 | ||
Amgen Inc. | 2.250% | 8/19/23 | 5,915 | 6,125 | ||
Amgen Inc. | 3.625% | 5/22/24 | 7,380 | 7,946 | ||
Amgen Inc. | 1.900% | 2/21/25 | 7,233 | 7,482 | ||
Amgen Inc. | 3.125% | 5/1/25 | 2,100 | 2,259 | ||
Anthem Inc. | 2.950% | 12/1/22 | 8,831 | 9,131 | ||
Anthem Inc. | 3.300% | 1/15/23 | 10,767 | 11,234 | ||
Anthem Inc. | 0.450% | 3/15/23 | 1,900 | 1,902 | ||
Anthem Inc. | 3.500% | 8/15/24 | 18,373 | 19,782 | ||
Anthem Inc. | 3.350% | 12/1/24 | 10,564 | 11,396 | ||
Anthem Inc. | 2.375% | 1/15/25 | 7,487 | 7,839 | ||
Anthem Inc. | 1.500% | 3/15/26 | 6,625 | 6,706 | ||
Astrazeneca Finance LLC | 0.700% | 5/28/24 | 10,000 | 9,989 | ||
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 9,850 | 9,816 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 5,000 | 4,986 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 5,839 | 6,202 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 15,384 | 16,847 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 9,138 | 8,903 | ||
Baxalta Inc. | 3.600% | 6/23/22 | 1,146 | 1,175 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 9,900 | 10,943 | ||
Becton Dickinson & Co. | 3.875% | 5/15/24 | 2,200 | 2,362 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 15,808 | 16,936 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 10,008 | 10,901 | ||
Biogen Inc. | 3.625% | 9/15/22 | 6,083 | 6,316 | ||
Biogen Inc. | 4.050% | 9/15/25 | 11,632 | 12,952 | ||
Boston Scientific Corp. | 3.450% | 3/1/24 | 10,004 | 10,683 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 1,979 | 2,185 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 10,451 | 10,784 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 6,798 | 7,547 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 5,335 | 5,436 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 13,182 | 13,607 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 12,193 | 12,628 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 8,885 | 9,209 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 5,367 | 5,607 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 3,125 | 3,326 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 5,000 | 5,003 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 30,660 | 32,696 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 22,321 | 24,838 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 9,768 | 9,680 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 9,528 | 10,460 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 3,212 | 3,276 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 4,569 | 4,772 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 8,652 | 9,180 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 2,213 | 2,433 | ||
2 | Cigna Corp. | 3.050% | 11/30/22 | 5,400 | 5,589 | |
2 | Cigna Corp. | 3.000% | 7/15/23 | 8,597 | 9,000 | |
Cigna Corp. | 3.750% | 7/15/23 | 2,979 | 3,172 | ||
Cigna Corp. | 0.613% | 3/15/24 | 4,450 | 4,450 | ||
2 | Cigna Corp. | 3.500% | 6/15/24 | 5,856 | 6,283 | |
2 | Cigna Corp. | 3.250% | 4/15/25 | 12,024 | 12,959 | |
Cigna Corp. | 4.125% | 11/15/25 | 21,920 | 24,570 | ||
2 | Cigna Corp. | 4.500% | 2/25/26 | 12,614 | 14,362 | |
Cigna Corp. | 1.250% | 3/15/26 | 10,425 | 10,456 | ||
CommonSpirit Health | 2.950% | 11/1/22 | 4,325 | 4,464 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 2,537 | 2,671 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 5,931 | 5,983 | ||
CVS Health Corp. | 3.500% | 7/20/22 | 9,374 | 9,636 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 13,071 | 13,434 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 4,545 | 4,768 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 37,904 | 39,905 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 6,144 | 6,605 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 10,410 | 10,992 | ||
CVS Health Corp. | 4.100% | 3/25/25 | 200 | 222 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 30,606 | 33,793 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 6,388 | 6,862 | ||
Danaher Corp. | 3.350% | 9/15/25 | 2,246 | 2,457 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 7,468 | 7,641 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 5,160 | 5,388 | ||
Dignity Health | 3.125% | 11/1/22 | 920 | 951 | ||
Eli Lilly & Co. | 2.350% | 5/15/22 | 2,605 | 2,654 | ||
Gilead Sciences Inc. | 3.250% | 9/1/22 | 8,747 | 8,997 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 10,340 | 10,756 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 8,050 | 8,056 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 9,117 | 9,797 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 9,763 | 10,579 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 23,644 | 26,077 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 9,340 | 9,726 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 11,229 | 11,856 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 8,234 | 9,084 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 6,800 | 6,811 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 9,514 | 10,146 | ||
HCA Inc. | 4.750% | 5/1/23 | 12,528 | 13,429 | ||
HCA Inc. | 5.000% | 3/15/24 | 15,263 | 16,870 | ||
HCA Inc. | 5.250% | 4/15/25 | 13,688 | 15,675 | ||
HCA Inc. | 5.250% | 6/15/26 | 7,221 | 8,353 | ||
Humana Inc. | 3.150% | 12/1/22 | 1,823 | 1,880 | ||
Humana Inc. | 2.900% | 12/15/22 | 8,649 | 8,933 | ||
Humana Inc. | 3.850% | 10/1/24 | 5,791 | 6,288 | ||
Humana Inc. | 4.500% | 4/1/25 | 4,390 | 4,917 | ||
Illumina Inc. | 0.550% | 3/23/23 | 4,000 | 4,006 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 4,230 | 4,342 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 9,379 | 10,074 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 1,752 | 1,865 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 12,400 | 12,276 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 10,250 | 10,917 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,000 | 2,136 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 6,824 | 7,305 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 8,632 | 9,039 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 3,804 | 4,116 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 9,000 | 9,001 | ||
McKesson Corp. | 2.700% | 12/15/22 | 2,770 | 2,844 | ||
McKesson Corp. | 2.850% | 3/15/23 | 5,215 | 5,385 | ||
McKesson Corp. | 3.796% | 3/15/24 | 5,811 | 6,252 | ||
McKesson Corp. | 0.900% | 12/3/25 | 4,429 | 4,366 | ||
Medtronic Inc. | 3.500% | 3/15/25 | 13,060 | 14,335 | ||
Merck & Co. Inc. | 2.400% | 9/15/22 | 10,860 | 11,084 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 11,757 | 12,298 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,000 | 6,374 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 15,069 | 16,056 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 9,991 | 9,914 | ||
Mylan Inc. | 4.200% | 11/29/23 | 6,100 | 6,544 | ||
Novartis Capital Corp. | 2.400% | 9/21/22 | 9,055 | 9,287 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 17,726 | 19,120 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 6,825 | 7,044 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 7,412 | 8,041 | ||
2 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 2,000 | 2,018 | |
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 5,075 | 5,456 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 2,538 | 2,795 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 10,247 | 10,773 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 5,500 | 5,822 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 4,458 | 4,742 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 7,743 | 8,383 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 3,700 | 3,710 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 8,126 | 8,792 | ||
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 175 | 190 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 3,947 | 4,283 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 7,973 | 8,753 | ||
2,4 | Royalty Pharma plc | 0.750% | 9/2/23 | 7,783 | 7,806 | |
2,4 | Royalty Pharma plc | 1.200% | 9/2/25 | 14,750 | 14,625 | |
Sanofi | 3.375% | 6/19/23 | 10,258 | 10,838 | ||
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 19,752 | 20,671 | ||
2 | SSM Health Care Corp. | 3.688% | 6/1/23 | 4,250 | 4,467 | |
Stryker Corp. | 0.600% | 12/1/23 | 2,850 | 2,849 | ||
Stryker Corp. | 3.375% | 5/15/24 | 4,600 | 4,934 | ||
Stryker Corp. | 1.150% | 6/15/25 | 808 | 812 | ||
Stryker Corp. | 3.375% | 11/1/25 | 6,767 | 7,392 | ||
2 | Sutter Health | 1.321% | 8/15/25 | 2,330 | 2,351 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 20,377 | 22,120 | ||
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 10,800 | 11,974 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 3,714 | 4,094 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 8,235 | 8,497 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 11,084 | 11,378 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 6,492 | 6,706 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 9,156 | 9,551 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 6,307 | 6,691 | ||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 4,137 | 4,456 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 4,154 | 4,370 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 14,860 | 16,486 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 6,025 | 6,708 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 1,871 | 2,040 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 12,300 | 12,308 | ||
2 | UPMC | 3.600% | 4/3/25 | 3,850 | 4,184 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 21,028 | 23,166 | ||
2,4 | Viatris Inc. | 1.650% | 6/22/25 | 6,702 | 6,791 | |
Wyeth LLC | 7.250% | 3/1/23 | 1,000 | 1,111 | ||
Wyeth LLC | 6.450% | 2/1/24 | 3,937 | 4,537 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 3,390 | 3,564 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 9,100 | 9,875 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 327 | 352 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 8,540 | 8,869 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 1,278 | 1,450 | ||
1,666,608 | ||||||
Industrials (1.76%) | ||||||
3M Co. | 1.750% | 2/14/23 | 3,315 | 3,389 | ||
2 | 3M Co. | 2.250% | 3/15/23 | 4,200 | 4,331 | |
2 | 3M Co. | 3.250% | 2/14/24 | 3,600 | 3,847 | |
3M Co. | 2.000% | 2/14/25 | 6,070 | 6,324 | ||
3M Co. | 2.650% | 4/15/25 | 4,850 | 5,166 | ||
2 | 3M Co. | 3.000% | 8/7/25 | 7,675 | 8,316 | |
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 2,849 | 3,031 | ||
Amphenol Corp. | 3.200% | 4/1/24 | 3,030 | 3,212 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 2,300 | 2,385 | ||
2 | BNSF Funding Trust I | 6.613% | 12/15/55 | 3,689 | 4,224 | |
Boeing Co. | 1.167% | 2/4/23 | 10,000 | 10,037 | ||
Boeing Co. | 2.800% | 3/1/23 | 6,796 | 7,026 | ||
Boeing Co. | 4.508% | 5/1/23 | 30,290 | 32,285 | ||
Boeing Co. | 1.875% | 6/15/23 | 8,012 | 8,168 | ||
Boeing Co. | 1.950% | 2/1/24 | 8,490 | 8,701 | ||
Boeing Co. | 1.433% | 2/4/24 | 22,200 | 22,257 | ||
Boeing Co. | 2.800% | 3/1/24 | 1,400 | 1,461 | ||
Boeing Co. | 2.850% | 10/30/24 | 3,975 | 4,175 | ||
Boeing Co. | 4.875% | 5/1/25 | 26,912 | 30,163 | ||
Boeing Co. | 2.600% | 10/30/25 | 3,200 | 3,331 | ||
Boeing Co. | 2.750% | 2/1/26 | 8,125 | 8,481 | ||
Boeing Co. | 2.196% | 2/4/26 | 43,850 | 44,264 | ||
Boeing Co. | 3.100% | 5/1/26 | 8,000 | 8,469 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 11,574 | 11,859 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 10,462 | 10,873 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 7,083 | 7,558 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 5,020 | 5,420 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 900 | 974 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 7,006 | 7,551 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 4,144 | 4,572 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 2,272 | 2,439 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 5,056 | 5,368 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 15,849 | 16,489 | ||
2 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 8,486 | 8,675 | |
2 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 6,927 | 7,148 | |
2 | Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 1,000 | 1,038 | |
2 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 5,518 | 5,838 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 6,575 | 6,611 | ||
2 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 2,675 | 2,679 | |
2 | Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 6,965 | 7,520 | |
2 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 6,527 | 7,033 | |
2 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 4,050 | 4,309 | |
2 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 3,425 | 3,693 | |
2 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 12,116 | 12,690 | |
2 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 8,203 | 8,917 | |
2 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 3,100 | 3,174 | |
2 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 5,505 | 5,473 | |
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 8,056 | 8,032 | ||
Caterpillar Inc. | 3.400% | 5/15/24 | 4,076 | 4,378 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 4,005 | 4,106 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 6,759 | 7,317 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 4,150 | 4,227 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 6,094 | 6,570 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Continental Airlines Pass-Through Trust Class A Series 2007-1 | 5.983% | 4/19/22 | 906 | 925 | |
2 | Continental Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 3,501 | 3,718 | |
2 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 4,393 | 4,646 | |
Crane Co. | 4.450% | 12/15/23 | 2,500 | 2,696 | ||
CSX Corp. | 3.400% | 8/1/24 | 5,512 | 5,933 | ||
CSX Corp. | 3.350% | 11/1/25 | 8,235 | 9,006 | ||
Cummins Inc. | 3.650% | 10/1/23 | 3,846 | 4,094 | ||
Cummins Inc. | 0.750% | 9/1/25 | 2,321 | 2,306 | ||
Deere & Co. | 2.750% | 4/15/25 | 8,264 | 8,821 | ||
2,4 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 10,000 | 11,669 | |
2,4 | Delta Air Lines Inc. | 4.500% | 10/20/25 | 3,600 | 3,876 | |
2 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 2,900 | 3,066 | |
Dover Corp. | 3.150% | 11/15/25 | 3,871 | 4,164 | ||
Eaton Corp. | 2.750% | 11/2/22 | 11,018 | 11,375 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 1,625 | 1,677 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 604 | 654 | ||
FedEx Corp. | 3.250% | 4/1/26 | 590 | 646 | ||
Flowserve Corp. | 3.500% | 9/15/22 | 5,475 | 5,619 | ||
Fortive Corp. | 3.150% | 6/15/26 | 3,850 | 4,183 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 1,447 | 1,478 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 8,609 | 9,074 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 5,856 | 6,028 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 5,000 | 5,272 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 5,000 | 5,419 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 9,455 | 10,363 | ||
General Electric Co. | 2.700% | 10/9/22 | 1,075 | 1,105 | ||
2 | General Electric Co. | 3.100% | 1/9/23 | 8,525 | 8,862 | |
General Electric Co. | 3.375% | 3/11/24 | 850 | 912 | ||
2 | General Electric Co. | 3.450% | 5/15/24 | 9,648 | 10,331 | |
2 | General Electric Co. | 5.550% | 1/5/26 | 5,235 | 6,209 | |
2,4,5 | GXO Logistics Inc. | 1.650% | 7/15/26 | 4,600 | 4,577 | |
Honeywell International Inc. | 2.150% | 8/8/22 | 6,524 | 6,648 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 6,000 | 6,001 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 9,170 | 9,630 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 12,536 | 12,778 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 3,900 | 4,257 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 9,953 | 10,661 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 250 | 257 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 5,611 | 6,248 | ||
2 | John Deere Capital Corp. | 2.150% | 9/8/22 | 3,834 | 3,919 | |
2 | John Deere Capital Corp. | 2.700% | 1/6/23 | 7,600 | 7,872 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 5,850 | 6,079 | ||
2 | John Deere Capital Corp. | 2.800% | 3/6/23 | 8,323 | 8,671 | |
2 | John Deere Capital Corp. | 1.200% | 4/6/23 | 1,711 | 1,737 | |
2 | John Deere Capital Corp. | 3.450% | 6/7/23 | 4,515 | 4,785 | |
2 | John Deere Capital Corp. | 0.700% | 7/5/23 | 5,600 | 5,639 | |
2 | John Deere Capital Corp. | 0.400% | 10/10/23 | 4,675 | 4,679 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 5,157 | 5,542 | ||
2 | John Deere Capital Corp. | 3.450% | 1/10/24 | 1,675 | 1,799 | |
2 | John Deere Capital Corp. | 0.450% | 1/17/24 | 5,425 | 5,415 | |
2 | John Deere Capital Corp. | 2.600% | 3/7/24 | 4,787 | 5,048 | |
2 | John Deere Capital Corp. | 0.450% | 6/7/24 | 5,700 | 5,684 | |
2 | John Deere Capital Corp. | 3.350% | 6/12/24 | 547 | 591 | |
2 | John Deere Capital Corp. | 2.650% | 6/24/24 | 7,284 | 7,751 | |
2 | John Deere Capital Corp. | 2.050% | 1/9/25 | 7,774 | 8,124 | |
2 | John Deere Capital Corp. | 0.700% | 1/15/26 | 7,500 | 7,424 | |
2 | John Deere Capital Corp. | 1.050% | 6/17/26 | 4,400 | 4,390 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Johnson Controls International plc | 3.900% | 2/14/26 | 2,902 | 3,216 | |
2 | Kansas City Southern | 3.000% | 5/15/23 | 2,485 | 2,576 | |
Keysight Technologies Inc. | 4.550% | 10/30/24 | 4,409 | 4,911 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 9,439 | 10,036 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 3,305 | 3,579 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 5,500 | 6,032 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 2,000 | 2,098 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 3,479 | 3,502 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 5,949 | 6,173 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 7,856 | 8,423 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 18,419 | 20,361 | ||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 5,234 | 5,409 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 2,036 | 2,183 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 772 | 849 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 5,409 | 5,833 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 11,644 | 12,320 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 10,736 | 11,446 | ||
nVent Finance Sarl | 3.950% | 4/15/23 | 1,262 | 1,319 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 15,262 | 15,863 | ||
2 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 200 | 205 | |
2 | PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,657 | 1,691 | |
2 | PACCAR Financial Corp. | 2.650% | 4/6/23 | 1,475 | 1,535 | |
2 | PACCAR Financial Corp. | 0.800% | 6/8/23 | 3,575 | 3,606 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 3,778 | 4,012 | ||
2 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 2,225 | 2,223 | |
2 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 3,050 | 3,037 | |
2 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 2,150 | 2,248 | |
2 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 3,630 | 3,740 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 8,479 | 8,938 | ||
2 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 9,045 | 9,718 | |
Precision Castparts Corp. | 2.500% | 1/15/23 | 8,298 | 8,532 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 2,073 | 2,249 | ||
Raytheon Technologies Corp. | 2.500% | 12/15/22 | 4,127 | 4,235 | ||
Raytheon Technologies Corp. | 3.700% | 12/15/23 | 2,727 | 2,916 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 8,550 | 9,097 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 14,238 | 15,833 | ||
Republic Services Inc. | 4.750% | 5/15/23 | 3,135 | 3,356 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 3,065 | 3,219 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 5,204 | 5,597 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 3,050 | 3,024 | ||
Rockwell Automation Inc. | 2.875% | 3/1/25 | 151 | 160 | ||
2 | Ryder System Inc. | 3.400% | 3/1/23 | 9,557 | 9,991 | |
2 | Ryder System Inc. | 3.750% | 6/9/23 | 5,550 | 5,877 | |
2 | Ryder System Inc. | 3.875% | 12/1/23 | 645 | 693 | |
2 | Ryder System Inc. | 3.650% | 3/18/24 | 4,202 | 4,517 | |
2 | Ryder System Inc. | 2.500% | 9/1/24 | 4,328 | 4,530 | |
2 | Ryder System Inc. | 4.625% | 6/1/25 | 5,100 | 5,753 | |
2 | Ryder System Inc. | 3.350% | 9/1/25 | 65 | 70 | |
Southwest Airlines Co. | 2.750% | 11/16/22 | 2,400 | 2,465 | ||
Southwest Airlines Co. | 4.750% | 5/4/23 | 8,125 | 8,720 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 18,908 | 21,599 | ||
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 4,355 | 4,354 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 4,500 | 4,506 | ||
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 6,150 | 6,169 | ||
Textron Inc. | 4.300% | 3/1/24 | 1,650 | 1,786 | ||
Textron Inc. | 3.875% | 3/1/25 | 3,534 | 3,856 | ||
Textron Inc. | 4.000% | 3/15/26 | 2,600 | 2,905 | ||
Timken Co. | 3.875% | 9/1/24 | 275 | 295 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 8,701 | 9,331 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 4,798 | 5,181 | ||
Trimble Inc. | 4.150% | 6/15/23 | 2,275 | 2,417 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Trimble Inc. | 4.750% | 12/1/24 | 3,432 | 3,817 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 2,200 | 2,356 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 2,700 | 2,961 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 3,625 | 3,735 | ||
Union Pacific Corp. | 2.950% | 1/15/23 | 2,250 | 2,324 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 1,525 | 1,579 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 4,287 | 4,537 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 2,800 | 3,002 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 8,838 | 9,429 | ||
Union Pacific Corp. | 3.750% | 3/15/24 | 2,945 | 3,167 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 5,864 | 6,317 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 2,258 | 2,507 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 3,693 | 4,007 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 3,002 | 3,209 | ||
2 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 545 | 574 | |
2 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 3,003 | 3,158 | |
2 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 7,182 | 7,616 | |
United Parcel Service Inc. | 2.450% | 10/1/22 | 6,261 | 6,428 | ||
United Parcel Service Inc. | 2.500% | 4/1/23 | 9,284 | 9,618 | ||
United Parcel Service Inc. | 2.200% | 9/1/24 | 2,798 | 2,933 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 2,749 | 2,938 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 8,411 | 9,313 | ||
2,4 | Vontier Corp. | 1.800% | 4/1/26 | 3,947 | 3,934 | |
Waste Management Inc. | 2.900% | 9/15/22 | 5,112 | 5,235 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 5,604 | 5,799 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 3,050 | 3,023 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 5,625 | 6,100 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 4,403 | 4,692 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 4,050 | 4,193 | ||
1,194,723 | ||||||
Materials (0.54%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 3,910 | 4,206 | ||
Air Products and Chemicals Inc. | 1.500% | 10/15/25 | 5,197 | 5,317 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 3,098 | 3,392 | ||
2,4 | Berry Global Inc. | 0.950% | 2/15/24 | 7,050 | 7,065 | |
2,4 | Berry Global Inc. | 1.570% | 1/15/26 | 11,326 | 11,341 | |
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 6,515 | 7,003 | ||
Cabot Corp. | 3.700% | 7/15/22 | 2,840 | 2,911 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 2,650 | 2,744 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 1,022 | 1,103 | ||
Celanese US Holdings LLC | 4.625% | 11/15/22 | 850 | 896 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 3,700 | 3,961 | ||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 3,700 | 3,989 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 9,905 | 11,297 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 4,000 | 4,426 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 19,571 | 21,188 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 12,450 | 14,154 | ||
Eastman Chemical Co. | 3.500% | 12/1/21 | 6,962 | 7,053 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 4,934 | 5,070 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 4,787 | 5,229 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 12,352 | 12,610 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 2,900 | 3,013 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 3,941 | 4,040 | ||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 3,135 | 3,508 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 2,512 | 2,713 | ||
FMC Corp. | 4.100% | 2/1/24 | 150 | 161 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 4,750 | 5,624 | ||
2,4 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 2,992 | |
2,4 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 5,000 | 5,125 | |
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 150 | 156 | ||
International Paper Co. | 3.800% | 1/15/26 | 475 | 528 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kinross Gold Corp. | 5.950% | 3/15/24 | 3,650 | 4,082 | ||
Linde Inc. | 2.200% | 8/15/22 | 4,395 | 4,468 | ||
Linde Inc. | 2.700% | 2/21/23 | 2,660 | 2,746 | ||
Linde Inc. | 2.650% | 2/5/25 | 1,761 | 1,866 | ||
Linde Inc. | 3.200% | 1/30/26 | 5,129 | 5,612 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 564 | 602 | ||
LYB International Finance III LLC | 2.875% | 5/1/25 | 5,395 | 5,732 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 4,150 | 4,145 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 8,781 | 9,836 | ||
5 | Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 1,500 | 1,503 | |
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,650 | 1,801 | ||
Mosaic Co. | 3.250% | 11/15/22 | 6,804 | 7,043 | ||
Mosaic Co. | 4.250% | 11/15/23 | 5,950 | 6,389 | ||
NewMarket Corp. | 4.100% | 12/15/22 | 1,975 | 2,069 | ||
Newmont Corp. | 3.700% | 3/15/23 | 1,185 | 1,238 | ||
Nucor Corp. | 4.125% | 9/15/22 | 3,760 | 3,894 | ||
Nucor Corp. | 4.000% | 8/1/23 | 10,814 | 11,516 | ||
Nucor Corp. | 2.000% | 6/1/25 | 5,092 | 5,267 | ||
Nutrien Ltd. | 3.150% | 10/1/22 | 5,741 | 5,894 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 2,250 | 2,305 | ||
Nutrien Ltd. | 3.500% | 6/1/23 | 7,848 | 8,220 | ||
Nutrien Ltd. | 3.625% | 3/15/24 | 950 | 1,014 | ||
Nutrien Ltd. | 3.375% | 3/15/25 | 6,250 | 6,740 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 4,453 | 4,742 | ||
Packaging Corp. of America | 4.500% | 11/1/23 | 6,806 | 7,357 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 68 | 74 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 2,100 | 2,197 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 2,810 | 2,804 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 2,500 | 2,506 | ||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 8,762 | 9,709 | ||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 1,316 | 1,342 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 8,541 | 9,120 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 4,037 | 4,391 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 3,649 | 4,053 | ||
Southern Copper Corp. | 3.500% | 11/8/22 | 2,025 | 2,101 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 4,500 | 4,904 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 8,085 | 8,533 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 6,876 | 7,202 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 1,602 | 1,788 | ||
WestRock RKT LLC | 4.000% | 3/1/23 | 400 | 419 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 5,902 | 6,259 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 12,109 | 13,226 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 7,084 | 8,125 | ||
367,649 | ||||||
Real Estate (0.85%) | ||||||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 10,332 | 11,270 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 1,329 | 1,481 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,584 | 2,710 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 3,950 | 4,305 | ||
American Tower Corp. | 3.500% | 1/31/23 | 9,208 | 9,646 | ||
American Tower Corp. | 3.000% | 6/15/23 | 7,092 | 7,428 | ||
American Tower Corp. | 0.600% | 1/15/24 | 2,125 | 2,121 | ||
American Tower Corp. | 5.000% | 2/15/24 | 8,307 | 9,212 | ||
American Tower Corp. | 3.375% | 5/15/24 | 8,850 | 9,469 | ||
American Tower Corp. | 2.950% | 1/15/25 | 3,668 | 3,897 | ||
American Tower Corp. | 2.400% | 3/15/25 | 6,639 | 6,939 | ||
American Tower Corp. | 4.000% | 6/1/25 | 7,035 | 7,745 | ||
American Tower Corp. | 4.400% | 2/15/26 | 5,265 | 5,946 | ||
American Tower Corp. | 1.600% | 4/15/26 | 4,980 | 5,034 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | AvalonBay Communities Inc. | 2.950% | 9/15/22 | 2,469 | 2,531 | |
2 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 3,050 | 3,293 | |
2 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 923 | 1,000 | |
2 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 4,394 | 4,799 | |
2 | AvalonBay Communities Inc. | 3.500% | 11/15/25 | 3,909 | 4,285 | |
Boston Properties LP | 3.850% | 2/1/23 | 5,341 | 5,578 | ||
Boston Properties LP | 3.125% | 9/1/23 | 4,095 | 4,293 | ||
Boston Properties LP | 3.800% | 2/1/24 | 6,417 | 6,868 | ||
Boston Properties LP | 3.200% | 1/15/25 | 7,000 | 7,494 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 4,475 | 4,675 | ||
Brandywine Operating Partnership LP | 4.100% | 10/1/24 | 1,225 | 1,328 | ||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 4,050 | 4,256 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 4,450 | 4,796 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 5,481 | 5,954 | ||
Camden Property Trust | 2.950% | 12/15/22 | 4,325 | 4,456 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 4,750 | 5,499 | ||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 5,246 | 5,557 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,761 | 4,057 | ||
Corporate Office Properties LP | 5.000% | 7/1/25 | 500 | 564 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 1,759 | 1,808 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 9,345 | 9,988 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 7,737 | 7,790 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 7,903 | 8,922 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 6,530 | 7,185 | ||
CubeSmart LP | 4.375% | 12/15/23 | 2,275 | 2,459 | ||
CubeSmart LP | 4.000% | 11/15/25 | 300 | 331 | ||
CyrusOne LP | 2.900% | 11/15/24 | 4,845 | 5,115 | ||
Digital Realty Trust LP | 4.750% | 10/1/25 | 3,259 | 3,705 | ||
Duke Realty LP | 3.625% | 4/15/23 | 1,907 | 1,995 | ||
Duke Realty LP | 3.750% | 12/1/24 | 855 | 929 | ||
Equinix Inc. | 2.625% | 11/18/24 | 11,057 | 11,640 | ||
Equinix Inc. | 1.250% | 7/15/25 | 2,550 | 2,557 | ||
Equinix Inc. | 1.000% | 9/15/25 | 5,450 | 5,408 | ||
Equinix Inc. | 1.450% | 5/15/26 | 4,300 | 4,321 | ||
ERP Operating LP | 4.625% | 12/15/21 | 5,351 | 5,398 | ||
ERP Operating LP | 3.000% | 4/15/23 | 4,973 | 5,170 | ||
ERP Operating LP | 3.375% | 6/1/25 | 3,300 | 3,572 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 2,706 | 2,823 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 5,670 | 6,105 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 7,962 | 8,621 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 3,500 | 3,805 | ||
Federal Realty Investment Trust | 3.950% | 1/15/24 | 3,875 | 4,158 | ||
GLP Capital LP | 5.375% | 11/1/23 | 2,700 | 2,946 | ||
GLP Capital LP | 3.350% | 9/1/24 | 4,010 | 4,249 | ||
GLP Capital LP | 5.250% | 6/1/25 | 7,074 | 7,969 | ||
GLP Capital LP | 5.375% | 4/15/26 | 6,950 | 7,998 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 3,088 | 3,317 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 2,625 | 2,898 | ||
2 | Host Hotels & Resorts LP | 3.750% | 10/15/23 | 7,640 | 8,051 | |
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 1,725 | 1,842 | ||
2 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 1,908 | 2,068 | |
2 | Host Hotels & Resorts LP | 4.500% | 2/1/26 | 3,081 | 3,383 | |
Kilroy Realty LP | 3.800% | 1/15/23 | 1,300 | 1,352 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 4,588 | 4,901 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 2,328 | 2,583 | ||
Kimco Realty Corp. | 3.400% | 11/1/22 | 6,445 | 6,667 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 2,660 | 2,775 | ||
Kimco Realty Corp. | 2.700% | 3/1/24 | 404 | 423 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 4,376 | 4,715 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 2,805 | 3,011 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 2,100 | 2,269 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mid-America Apartments LP | 4.000% | 11/15/25 | 1,359 | 1,510 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 1,775 | 1,918 | ||
Office Properties Income Trust | 4.000% | 7/15/22 | 4,575 | 4,724 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 4,233 | 4,509 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 4,868 | 5,292 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 1,160 | 1,176 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 4,522 | 4,823 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,755 | 5,175 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 3,436 | 3,757 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 8,827 | 10,073 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 5,305 | 5,514 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 2,660 | 2,870 | ||
Public Storage | 2.370% | 9/15/22 | 4,177 | 4,271 | ||
Realty Income Corp. | 4.650% | 8/1/23 | 8,179 | 8,799 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 3,125 | 3,385 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 1,870 | 2,064 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 6,189 | 6,070 | ||
Retail Properties of America Inc. | 4.000% | 3/15/25 | 500 | 533 | ||
Sabra Health Care LP | 4.800% | 6/1/24 | 2,958 | 3,234 | ||
Simon Property Group LP | 2.750% | 2/1/23 | 375 | 387 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 5,398 | 5,604 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 9,838 | 10,192 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 16,418 | 17,674 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 8,585 | 9,402 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 2,509 | 2,731 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 3,402 | 3,590 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 4,753 | 4,892 | ||
SL Green Realty Corp. | 4.500% | 12/1/22 | 1,525 | 1,588 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 4,866 | 5,072 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,730 | 3,994 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 925 | 993 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 4,053 | 4,266 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 7,988 | 8,630 | ||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 7,491 | 8,170 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 1,224 | 1,387 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 2,926 | 3,377 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 3,159 | 3,363 | ||
Vornado Realty LP | 2.150% | 6/1/26 | 249 | 253 | ||
Weingarten Realty Investors | 3.500% | 4/15/23 | 1,250 | 1,304 | ||
Weingarten Realty Investors | 3.850% | 6/1/25 | 2,500 | 2,702 | ||
Welltower Inc. | 4.500% | 1/15/24 | 4,325 | 4,687 | ||
Welltower Inc. | 3.625% | 3/15/24 | 9,414 | 10,110 | ||
Welltower Inc. | 4.000% | 6/1/25 | 23,054 | 25,447 | ||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 350 | 437 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 1,433 | 1,567 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 474 | 517 | ||
577,741 | ||||||
Technology (2.27%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 7,233 | 7,396 | ||
Adobe Inc. | 1.900% | 2/1/25 | 10,054 | 10,451 | ||
Adobe Inc. | 3.250% | 2/1/25 | 6,728 | 7,287 | ||
Altera Corp. | 4.100% | 11/15/23 | 3,947 | 4,284 | ||
Analog Devices Inc. | 2.875% | 6/1/23 | 4,350 | 4,527 | ||
Analog Devices Inc. | 3.125% | 12/5/23 | 5,417 | 5,734 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 330 | 353 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 4,793 | 5,333 | ||
Apple Inc. | 1.700% | 9/11/22 | 920 | 936 | ||
Apple Inc. | 2.100% | 9/12/22 | 858 | 876 | ||
Apple Inc. | 2.400% | 1/13/23 | 1,450 | 1,496 | ||
Apple Inc. | 2.850% | 2/23/23 | 15,081 | 15,661 | ||
Apple Inc. | 2.400% | 5/3/23 | 37,115 | 38,508 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Apple Inc. | 0.750% | 5/11/23 | 18,745 | 18,900 | ||
Apple Inc. | 3.000% | 2/9/24 | 15,946 | 16,919 | ||
Apple Inc. | 3.450% | 5/6/24 | 20,862 | 22,582 | ||
Apple Inc. | 2.850% | 5/11/24 | 18,683 | 19,834 | ||
Apple Inc. | 1.800% | 9/11/24 | 6,842 | 7,101 | ||
Apple Inc. | 2.750% | 1/13/25 | 13,436 | 14,365 | ||
Apple Inc. | 2.500% | 2/9/25 | 14,873 | 15,779 | ||
Apple Inc. | 1.125% | 5/11/25 | 20,821 | 21,070 | ||
Apple Inc. | 3.200% | 5/13/25 | 4,408 | 4,807 | ||
Apple Inc. | 0.550% | 8/20/25 | 12,150 | 12,016 | ||
Apple Inc. | 0.700% | 2/8/26 | 19,673 | 19,457 | ||
Apple Inc. | 3.250% | 2/23/26 | 34,491 | 37,875 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 4,948 | 5,523 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 1,649 | 1,735 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 4,165 | 4,433 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 2,788 | 3,025 | ||
Autodesk Inc. | 3.600% | 12/15/22 | 200 | 207 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 2,236 | 2,500 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 6,490 | 7,116 | ||
Avnet Inc. | 4.875% | 12/1/22 | 2,825 | 2,987 | ||
Avnet Inc. | 4.625% | 4/15/26 | 4,800 | 5,407 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 4,000 | 4,138 | ||
Broadcom Inc. | 3.625% | 10/15/24 | 12,710 | 13,771 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 10,000 | 11,255 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 17,696 | 18,981 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 9,000 | 10,093 | ||
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 4,470 | 4,909 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 2,626 | 2,888 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 5,920 | 6,146 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 1,310 | 1,360 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 7,282 | 7,880 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 5,390 | 5,865 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 7,000 | 6,920 | ||
Dell International LLC | 5.450% | 6/15/23 | 25,375 | 27,525 | ||
Dell International LLC | 4.000% | 7/15/24 | 6,370 | 6,924 | ||
Dell International LLC | 5.850% | 7/15/25 | 13,963 | 16,388 | ||
Dell International LLC | 6.020% | 6/15/26 | 35,016 | 41,996 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 9,583 | 10,373 | ||
DXC Technology Co. | 4.125% | 4/15/25 | 13,776 | 15,139 | ||
Equifax Inc. | 3.300% | 12/15/22 | 6,252 | 6,466 | ||
Equifax Inc. | 3.950% | 6/15/23 | 400 | 425 | ||
Equifax Inc. | 2.600% | 12/1/24 | 4,263 | 4,493 | ||
Equifax Inc. | 2.600% | 12/15/25 | 5,438 | 5,730 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 6,400 | 6,395 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 5,925 | 5,916 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 10,604 | 10,520 | ||
Fiserv Inc. | 3.500% | 10/1/22 | 9,338 | 9,621 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 15,440 | 16,524 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 20,003 | 21,093 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 3,644 | 4,009 | ||
Flex Ltd. | 5.000% | 2/15/23 | 3,613 | 3,852 | ||
Flex Ltd. | 4.750% | 6/15/25 | 1,450 | 1,617 | ||
Flex Ltd. | 3.750% | 2/1/26 | 3,450 | 3,759 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 4,000 | 3,959 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 2,616 | 2,894 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 4,933 | 5,148 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 6,425 | 6,611 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 13,824 | 14,958 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 5,280 | 5,369 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 9,017 | 10,023 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 17,531 | 19,963 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 6,673 | 6,751 | ||
HP Inc. | 4.050% | 9/15/22 | 4,705 | 4,906 | ||
HP Inc. | 2.200% | 6/17/25 | 12,333 | 12,803 | ||
2,4 | HP Inc. | 1.450% | 6/17/26 | 8,000 | 7,958 | |
Hubbell Inc. | 3.350% | 3/1/26 | 1,526 | 1,650 | ||
IHS Markit Ltd. | 4.125% | 8/1/23 | 1,565 | 1,673 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 2,500 | 2,684 | ||
Intel Corp. | 3.100% | 7/29/22 | 8,005 | 8,256 | ||
Intel Corp. | 2.700% | 12/15/22 | 10,503 | 10,881 | ||
Intel Corp. | 2.875% | 5/11/24 | 5,795 | 6,161 | ||
Intel Corp. | 3.400% | 3/25/25 | 12,050 | 13,154 | ||
Intel Corp. | 3.700% | 7/29/25 | 18,206 | 20,118 | ||
Intel Corp. | 2.600% | 5/19/26 | 8,250 | 8,823 | ||
International Business Machines Corp. | 2.500% | 1/27/22 | 9,935 | 10,065 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 6,352 | 6,458 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 7,015 | 7,259 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 10,489 | 11,135 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 11,350 | 12,224 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 25,061 | 26,707 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 4,200 | 5,261 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 11,917 | 13,155 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 20,583 | 22,636 | ||
Intuit Inc. | 0.650% | 7/15/23 | 5,300 | 5,327 | ||
Intuit Inc. | 0.950% | 7/15/25 | 1,531 | 1,534 | ||
2 | J Paul Getty Trust | 0.391% | 1/1/24 | 375 | 373 | |
Jabil Inc. | 4.700% | 9/15/22 | 3,590 | 3,766 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 3,600 | 3,595 | ||
KLA Corp. | 4.650% | 11/1/24 | 10,768 | 12,024 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 3,277 | 3,606 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 6,416 | 7,189 | ||
Legrand France SA | 8.500% | 2/15/25 | 3,118 | 3,941 | ||
Leidos Inc. | 2.950% | 5/15/23 | 3,850 | 4,003 | ||
Leidos Inc. | 3.625% | 5/15/25 | 4,100 | 4,453 | ||
2,4 | Marvell Technology Inc. | 4.200% | 6/22/23 | 5,000 | 5,318 | |
2,4 | Marvell Technology Inc. | 1.650% | 4/15/26 | 1,729 | 1,728 | |
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 3,919 | 4,083 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 7,787 | 8,303 | ||
Micron Technology Inc. | 2.497% | 4/24/23 | 14,077 | 14,547 | ||
Micron Technology Inc. | 4.640% | 2/6/24 | 1,214 | 1,330 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 300 | 345 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 17,500 | 17,982 | ||
Microsoft Corp. | 2.125% | 11/15/22 | 6,583 | 6,751 | ||
Microsoft Corp. | 2.375% | 5/1/23 | 8,797 | 9,088 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 11,314 | 11,684 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 4,940 | 5,299 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 21,007 | 22,229 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 20,696 | 22,163 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 24,786 | 27,045 | ||
Moody's Corp. | 4.500% | 9/1/22 | 4,437 | 4,603 | ||
Moody's Corp. | 2.625% | 1/15/23 | 3,994 | 4,123 | ||
Moody's Corp. | 4.875% | 2/15/24 | 2,164 | 2,376 | ||
Moody's Corp. | 3.750% | 3/24/25 | 5,875 | 6,447 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 5,469 | 5,988 | ||
NetApp Inc. | 3.300% | 9/29/24 | 4,300 | 4,605 | ||
NetApp Inc. | 1.875% | 6/22/25 | 4,928 | 5,070 | ||
NVIDIA Corp. | 0.309% | 6/15/23 | 10,000 | 10,002 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 10,000 | 10,005 | ||
2,4 | NXP BV | 4.875% | 3/1/24 | 6,506 | 7,163 | |
2,4 | NXP BV | 2.700% | 5/1/25 | 1,301 | 1,372 | |
2,4 | NXP BV | 5.350% | 3/1/26 | 4,350 | 5,074 | |
2,4 | NXP BV | 3.875% | 6/18/26 | 6,199 | 6,864 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oracle Corp. | 2.500% | 10/15/22 | 20,390 | 20,934 | ||
Oracle Corp. | 2.625% | 2/15/23 | 10,045 | 10,387 | ||
Oracle Corp. | 3.625% | 7/15/23 | 4,537 | 4,821 | ||
Oracle Corp. | 2.400% | 9/15/23 | 15,834 | 16,426 | ||
Oracle Corp. | 3.400% | 7/8/24 | 15,387 | 16,498 | ||
Oracle Corp. | 2.950% | 11/15/24 | 18,040 | 19,220 | ||
Oracle Corp. | 2.500% | 4/1/25 | 21,850 | 22,952 | ||
Oracle Corp. | 2.950% | 5/15/25 | 20,911 | 22,269 | ||
Oracle Corp. | 1.650% | 3/25/26 | 22,679 | 22,993 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 4,132 | 4,279 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 5,208 | 5,534 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 11,736 | 12,879 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 5,095 | 5,345 | ||
Roper Technologies Inc. | 2.800% | 12/15/21 | 4,051 | 4,089 | ||
Roper Technologies Inc. | 0.450% | 8/15/22 | 3,593 | 3,595 | ||
Roper Technologies Inc. | 3.125% | 11/15/22 | 4,812 | 4,958 | ||
Roper Technologies Inc. | 3.650% | 9/15/23 | 2,816 | 3,003 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 4,165 | 4,363 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 9,334 | 9,276 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 1,350 | 1,497 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 4,281 | 4,762 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 7,944 | 8,334 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 4,100 | 4,158 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 2,450 | 2,585 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 16,331 | 16,677 | ||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 5,083 | 5,299 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 7,617 | 8,428 | ||
VMware Inc. | 2.950% | 8/21/22 | 27,220 | 27,931 | ||
VMware Inc. | 4.500% | 5/15/25 | 7,191 | 8,037 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 5,952 | 6,300 | ||
1,538,321 | ||||||
Utilities (1.35%) | ||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 2,550 | 2,608 | ||
2,4 | AES Corp. | 1.375% | 1/15/26 | 8,323 | 8,240 | |
2 | Alabama Power Co. | 3.550% | 12/1/23 | 2,450 | 2,628 | |
Ameren Corp. | 2.500% | 9/15/24 | 4,617 | 4,863 | ||
Ameren Corp. | 3.650% | 2/15/26 | 4,245 | 4,655 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 3,200 | 3,442 | ||
2 | American Electric Power Co. Inc. | 2.950% | 12/15/22 | 6,770 | 6,972 | |
2 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 2,000 | 2,001 | |
2 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 2,750 | 2,729 | |
American Water Capital Corp. | 3.850% | 3/1/24 | 3,525 | 3,796 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 7,500 | 8,148 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 250 | 270 | ||
Arizona Public Service Co. | 3.150% | 5/15/25 | 2,407 | 2,586 | ||
Atmos Energy Corp. | 0.625% | 3/9/23 | 6,000 | 6,002 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 7,105 | 7,609 | ||
Avangrid Inc. | 3.200% | 4/15/25 | 3,500 | 3,763 | ||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 2,950 | 2,961 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 3,292 | 3,456 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 4,681 | 4,843 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 5,351 | 5,720 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 11,688 | 12,978 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 2,945 | 3,243 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 1,631 | 1,656 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 4,632 | 4,735 | ||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 1,787 | 1,920 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 4,382 | 4,586 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 336 | 337 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 3,257 | 3,421 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 4,965 | 5,430 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CMS Energy Corp. | 3.000% | 5/15/26 | 3,000 | 3,222 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 5,692 | 6,056 | ||
2 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 6,850 | 6,767 | |
2 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 5,000 | 4,999 | |
Consumers Energy Co. | 0.350% | 6/1/23 | 2,000 | 1,997 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 2,525 | 2,666 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 3,375 | 3,595 | ||
2 | Dominion Energy Inc. | 2.750% | 9/15/22 | 6,328 | 6,462 | |
Dominion Energy Inc. | 3.071% | 8/15/24 | 4,111 | 4,361 | ||
2 | Dominion Energy Inc. | 3.300% | 3/15/25 | 3,850 | 4,170 | |
Dominion Energy Inc. | 3.900% | 10/1/25 | 5,500 | 6,082 | ||
2 | Dominion Energy Inc. | 1.450% | 4/15/26 | 4,650 | 4,685 | |
DTE Electric Co. | 3.650% | 3/15/24 | 3,134 | 3,364 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 5,350 | 5,785 | ||
2 | DTE Energy Co. | 2.600% | 6/15/22 | 1,500 | 1,533 | |
2 | DTE Energy Co. | 3.300% | 6/15/22 | 2,935 | 3,003 | |
2 | DTE Energy Co. | 0.550% | 11/1/22 | 6,306 | 6,319 | |
DTE Energy Co. | 2.250% | 11/1/22 | 4,520 | 4,627 | ||
2 | DTE Energy Co. | 3.700% | 8/1/23 | 6,250 | 6,639 | |
2 | DTE Energy Co. | 3.850% | 12/1/23 | 3,750 | 4,012 | |
2 | DTE Energy Co. | 3.500% | 6/1/24 | 5,283 | 5,646 | |
2 | DTE Energy Co. | 2.529% | 10/1/24 | 4,279 | 4,495 | |
2 | DTE Energy Co. | 1.050% | 6/1/25 | 5,200 | 5,192 | |
DTE Energy Co. | 2.850% | 10/1/26 | 2,500 | 2,665 | ||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 3,361 | 3,472 | ||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 5,400 | 5,637 | ||
Duke Energy Corp. | 1.800% | 9/1/21 | 4,530 | 4,535 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 2,850 | 2,910 | ||
Duke Energy Corp. | 3.050% | 8/15/22 | 2,359 | 2,412 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 3,862 | 4,124 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 13,009 | 14,009 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 3,200 | 3,168 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 5,000 | 5,289 | ||
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 3,700 | 3,938 | ||
Duke Energy Progress LLC | 3.000% | 9/15/21 | 4,130 | 4,139 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,000 | 2,122 | ||
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 2,741 | 2,902 | ||
2 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 9,943 | 10,434 | |
Edison International | 2.400% | 9/15/22 | 4,225 | 4,299 | ||
Edison International | 3.125% | 11/15/22 | 410 | 422 | ||
Edison International | 2.950% | 3/15/23 | 2,961 | 3,057 | ||
Edison International | 3.550% | 11/15/24 | 7,055 | 7,515 | ||
Edison International | 4.950% | 4/15/25 | 1,552 | 1,720 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 3,598 | 3,935 | ||
Entergy Arkansas LLC | 3.700% | 6/1/24 | 4,425 | 4,778 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 4,212 | 4,630 | ||
Entergy Corp. | 4.000% | 7/15/22 | 6,434 | 6,636 | ||
Entergy Corp. | 0.900% | 9/15/25 | 3,850 | 3,804 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 2,617 | 3,007 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 2,900 | 3,094 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 8,000 | 8,010 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 1,983 | 2,276 | ||
Evergy Inc. | 2.450% | 9/15/24 | 6,682 | 6,998 | ||
Evergy Metro Inc. | 3.150% | 3/15/23 | 2,425 | 2,519 | ||
2 | Eversource Energy | 3.800% | 12/1/23 | 4,982 | 5,348 | |
2 | Eversource Energy | 2.900% | 10/1/24 | 4,645 | 4,920 | |
2 | Eversource Energy | 3.150% | 1/15/25 | 2,167 | 2,314 | |
2 | Eversource Energy | 0.800% | 8/15/25 | 2,500 | 2,467 | |
2 | Exelon Corp. | 3.950% | 6/15/25 | 7,803 | 8,586 | |
Exelon Corp. | 3.400% | 4/15/26 | 5,896 | 6,422 | ||
Exelon Generation Co. LLC | 3.250% | 6/1/25 | 5,380 | 5,800 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Florida Power & Light Co. | 2.750% | 6/1/23 | 4,545 | 4,703 | ||
Florida Power & Light Co. | 3.250% | 6/1/24 | 2,700 | 2,884 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 8,609 | 9,200 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 4,970 | 5,398 | ||
2 | Georgia Power Co. | 2.100% | 7/30/23 | 7,931 | 8,192 | |
2 | Georgia Power Co. | 2.200% | 9/15/24 | 9,175 | 9,555 | |
Georgia Power Co. | 3.250% | 4/1/26 | 2,886 | 3,116 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 3,869 | 4,163 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 6,674 | 6,862 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 2,033 | 2,201 | ||
2 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 459 | 499 | |
MidAmerican Energy Co. | 3.500% | 10/15/24 | 8,482 | 9,189 | ||
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,066 | 3,198 | ||
National Fuel Gas Co. | 5.200% | 7/15/25 | 4,044 | 4,556 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 3,195 | 3,700 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 2.300% | 9/15/22 | 3,100 | 3,166 | |
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 4,752 | 4,914 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 3,642 | 3,869 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 5,185 | 5,473 | ||
National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | 4,400 | 4,389 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 4,405 | 4,684 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 7,437 | 8,082 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 751 | 745 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 5,365 | 5,619 | |
2 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 3,050 | 3,333 | |
NextEra Energy Capital Holdings Inc. | 1.950% | 9/1/22 | 1,793 | 1,826 | ||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 5,505 | 5,690 | ||
NextEra Energy Capital Holdings Inc. | 0.650% | 3/1/23 | 15,725 | 15,779 | ||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 7,486 | 7,963 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 14,265 | 15,157 | ||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 3,062 | 3,321 | ||
NiSource Inc. | 0.950% | 8/15/25 | 9,365 | 9,294 | ||
Northern States Power Co. | 2.600% | 5/15/23 | 1,950 | 2,010 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 6,635 | 7,041 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 2,310 | 2,468 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,900 | 2,831 | ||
ONE Gas Inc. | 0.850% | 3/11/23 | 4,000 | 4,002 | ||
ONE Gas Inc. | 3.610% | 2/1/24 | 2,370 | 2,511 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 4,000 | 4,005 | ||
Pacific Gas & Electric Co. | 1.367% | 3/10/23 | 6,000 | 6,001 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 7,856 | 8,241 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 4,552 | 4,777 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 11,800 | 12,385 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 7,994 | 8,377 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 17,200 | 17,748 | ||
Pacific Gas & Electric Co. | 2.950% | 3/1/26 | 3,800 | 3,885 | ||
PacifiCorp | 2.950% | 6/1/23 | 650 | 677 | ||
PacifiCorp | 3.600% | 4/1/24 | 2,985 | 3,204 | ||
PECO Energy Co. | 2.375% | 9/15/22 | 400 | 407 | ||
PECO Energy Co. | 3.150% | 10/15/25 | 3,171 | 3,393 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 4,850 | 4,886 | ||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 4,381 | 4,488 | ||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 6,914 | 7,246 | ||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 1,063 | 1,150 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 6,000 | 6,453 | ||
PSEG Power LLC | 3.850% | 6/1/23 | 7,453 | 7,908 | ||
2 | Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 4,000 | 4,132 | |
2 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 2,800 | 3,002 | |
2 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 1,625 | 1,618 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 5,458 | 5,615 | ||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 6,043 | 6,410 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 6,757 | 6,679 | ||
Puget Energy Inc. | 6.000% | 9/1/21 | 4,717 | 4,760 | ||
Puget Energy Inc. | 5.625% | 7/15/22 | 3,315 | 3,445 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 5,000 | 5,389 | ||
2 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 1,998 | 2,116 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,800 | 1,905 | ||
Sempra Energy | 2.875% | 10/1/22 | 5,029 | 5,148 | ||
Sempra Energy | 2.900% | 2/1/23 | 5,898 | 6,107 | ||
Sempra Energy | 4.050% | 12/1/23 | 3,916 | 4,201 | ||
Sempra Energy | 3.750% | 11/15/25 | 8,442 | 9,279 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 3,679 | 3,910 | ||
2 | Southern California Edison Co. | 1.845% | 2/1/22 | 579 | 579 | |
Southern California Edison Co. | 0.700% | 4/3/23 | 2,700 | 2,703 | ||
2 | Southern California Edison Co. | 3.400% | 6/1/23 | 2,550 | 2,679 | |
2 | Southern California Edison Co. | 3.500% | 10/1/23 | 4,709 | 4,977 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 5,500 | 5,540 | ||
2 | Southern California Edison Co. | 3.700% | 8/1/25 | 7,150 | 7,792 | |
2 | Southern California Edison Co. | 1.200% | 2/1/26 | 2,150 | 2,132 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 566 | 606 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 3,390 | 3,656 | ||
2 | Southern California Gas Co. | 2.600% | 6/15/26 | 4,500 | 4,786 | |
Southern Co. | 2.950% | 7/1/23 | 2,100 | 2,193 | ||
2 | Southern Co. | 0.600% | 2/26/24 | 4,100 | 4,092 | |
2 | Southern Co. | 4.000% | 1/15/51 | 11,032 | 11,700 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 7,860 | 8,170 | ||
2 | Southern Power Co. | 2.500% | 12/15/21 | 1,900 | 1,916 | |
Southern Power Co. | 4.150% | 12/1/25 | 2,380 | 2,666 | ||
Southern Power Co. | 0.900% | 1/15/26 | 1,000 | 983 | ||
2 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 4,275 | 4,332 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 3,078 | 3,273 | ||
Union Electric Co. | 3.500% | 4/15/24 | 2,700 | 2,893 | ||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 100 | 103 | ||
2 | Virginia Electric & Power Co. | 2.750% | 3/15/23 | 8,052 | 8,330 | |
2 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,433 | 5,814 | |
2 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 9,660 | 10,516 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 3,300 | 3,301 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 4,000 | 4,010 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,617 | 3,943 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 700 | 732 | ||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 5,613 | 5,681 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 2,540 | 2,540 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 6,506 | 7,012 | ||
915,768 | ||||||
Total Corporate Bonds (Cost $17,325,090) | 17,707,347 | |||||
Sovereign Bonds (6.62%) | ||||||
2 | African Development Bank | 1.625% | 9/16/22 | 11,125 | 11,314 | |
2 | African Development Bank | 2.125% | 11/16/22 | 22,895 | 23,494 | |
African Development Bank | 0.750% | 4/3/23 | 22,150 | 22,327 | ||
African Development Bank | 3.000% | 9/20/23 | 16,086 | 17,018 | ||
African Development Bank | 0.875% | 3/23/26 | 15,190 | 15,176 | ||
2 | Asian Development Bank | 1.875% | 7/19/22 | 15,921 | 16,206 | |
Asian Development Bank | 1.875% | 8/10/22 | 13,671 | 13,928 | ||
2 | Asian Development Bank | 1.750% | 9/13/22 | 31,287 | 31,868 | |
Asian Development Bank | 1.625% | 1/24/23 | 11,650 | 11,903 | ||
2 | Asian Development Bank | 2.750% | 3/17/23 | 31,167 | 32,488 | |
2 | Asian Development Bank | 0.250% | 7/14/23 | 50,358 | 50,294 | |
2 | Asian Development Bank | 0.250% | 10/6/23 | 35,000 | 34,911 | |
Asian Development Bank | 2.625% | 1/30/24 | 19,350 | 20,440 | ||
2 | Asian Development Bank | 0.375% | 6/11/24 | 34,000 | 33,881 | |
Asian Development Bank | 1.500% | 10/18/24 | 25,525 | 26,284 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Asian Development Bank | 2.000% | 1/22/25 | 4,058 | 4,250 | |
Asian Development Bank | 0.625% | 4/29/25 | 47,140 | 46,979 | ||
2 | Asian Development Bank | 0.375% | 9/3/25 | 18,660 | 18,360 | |
2 | Asian Development Bank | 0.500% | 2/4/26 | 15,409 | 15,162 | |
2 | Asian Development Bank | 1.000% | 4/14/26 | 13,900 | 13,977 | |
2 | Asian Development Bank | 2.000% | 4/24/26 | 21,983 | 23,117 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 26,425 | 26,371 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 21,035 | 22,067 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 18,250 | 18,069 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 25,670 | 25,241 | ||
Canadian Government Bond | 2.000% | 11/15/22 | 28,731 | 29,421 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 9,680 | 10,012 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 33,350 | 33,146 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 6,301 | 6,530 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 9,600 | 9,901 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 4,650 | 4,792 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 8,717 | 9,294 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 5,450 | 5,500 | ||
Council of Europe Development Bank | 1.750% | 9/26/22 | 7,180 | 7,316 | ||
Council of Europe Development Bank | 2.625% | 2/13/23 | 9,837 | 10,204 | ||
Council of Europe Development Bank | 0.250% | 6/10/23 | 5,000 | 4,996 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 12,200 | 12,167 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 4,915 | 4,896 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 10,430 | 10,689 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 15,027 | 16,275 | ||
Ecopetrol SA | 4.125% | 1/16/25 | 8,827 | 9,291 | ||
Ecopetrol SA | 5.375% | 6/26/26 | 8,845 | 9,753 | ||
Equinor ASA | 2.450% | 1/17/23 | 16,419 | 16,945 | ||
Equinor ASA | 2.650% | 1/15/24 | 20,383 | 21,430 | ||
Equinor ASA | 3.700% | 3/1/24 | 14,939 | 16,149 | ||
Equinor ASA | 3.250% | 11/10/24 | 9,123 | 9,870 | ||
Equinor ASA | 2.875% | 4/6/25 | 13,752 | 14,693 | ||
Equinor ASA | 1.750% | 1/22/26 | 3,279 | 3,376 | ||
2 | European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 20,020 | 20,852 | |
2 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 14,700 | 14,680 | |
2 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 4,850 | 4,994 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 37,851 | 37,526 | ||
2 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 10,775 | 10,627 | |
2 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 14,850 | 14,613 | |
European Investment Bank | 2.250% | 8/15/22 | 34,515 | 35,314 | ||
European Investment Bank | 1.375% | 9/6/22 | 33,799 | 34,275 | ||
European Investment Bank | 2.000% | 12/15/22 | 25,870 | 26,539 | ||
European Investment Bank | 2.500% | 3/15/23 | 41,273 | 42,838 | ||
European Investment Bank | 1.375% | 5/15/23 | 14,078 | 14,366 | ||
2 | European Investment Bank | 2.875% | 8/15/23 | 28,715 | 30,257 | |
European Investment Bank | 0.250% | 9/15/23 | 57,705 | 57,588 | ||
2 | European Investment Bank | 3.125% | 12/14/23 | 32,073 | 34,210 | |
European Investment Bank | 3.250% | 1/29/24 | 44,004 | 47,184 | ||
European Investment Bank | 2.625% | 3/15/24 | 24,865 | 26,319 | ||
European Investment Bank | 2.250% | 6/24/24 | 8,066 | 8,482 | ||
European Investment Bank | 0.375% | 7/24/24 | 34,500 | 34,359 | ||
European Investment Bank | 1.875% | 2/10/25 | 24,940 | 26,035 | ||
European Investment Bank | 1.625% | 3/14/25 | 52,064 | 53,891 | ||
European Investment Bank | 0.625% | 7/25/25 | 34,635 | 34,497 | ||
European Investment Bank | 0.375% | 12/15/25 | 11,900 | 11,678 | ||
European Investment Bank | 0.375% | 3/26/26 | 4,840 | 4,731 | ||
European Investment Bank | 2.125% | 4/13/26 | 18,495 | 19,575 | ||
6 | Export Development Canada | 1.750% | 7/18/22 | 17,490 | 17,776 | |
6 | Export Development Canada | 2.500% | 1/24/23 | 11,040 | 11,426 | |
6 | Export Development Canada | 1.375% | 2/24/23 | 17,925 | 18,261 | |
6 | Export Development Canada | 2.750% | 3/15/23 | 10,375 | 10,811 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
6 | Export Development Canada | 2.625% | 2/21/24 | 12,650 | 13,366 | |
Export-Import Bank of Korea | 3.000% | 11/1/22 | 9,350 | 9,666 | ||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 3,370 | 3,618 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 5,210 | 5,662 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 3,500 | 3,483 | ||
Export-Import Bank of Korea | 2.375% | 6/25/24 | 15,000 | 15,798 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 6,545 | 6,972 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 1,300 | 1,339 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 3,000 | 2,935 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 9,955 | 10,665 | ||
7 | FMS Wertmanagement | 2.000% | 8/1/22 | 18,285 | 18,629 | |
7 | FMS Wertmanagement | 2.750% | 3/6/23 | 12,925 | 13,461 | |
7 | FMS Wertmanagement | 2.750% | 1/30/24 | 645 | 683 | |
2 | Hydro-Quebec | 8.050% | 7/7/24 | 4,025 | 4,880 | |
2 | Inter-American Development Bank | 1.750% | 9/14/22 | 17,825 | 18,160 | |
2 | Inter-American Development Bank | 3.000% | 9/26/22 | 10,610 | 10,977 | |
Inter-American Development Bank | 2.500% | 1/18/23 | 31,683 | 32,792 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 37,350 | 37,510 | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 17,580 | 18,618 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 44,525 | 44,388 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 22,300 | 23,538 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 32,850 | 35,046 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 13,720 | 14,416 | ||
2 | Inter-American Development Bank | 1.750% | 3/14/25 | 25,171 | 26,151 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 28,150 | 28,325 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 21,150 | 21,061 | ||
2 | Inter-American Development Bank | 0.875% | 4/20/26 | 25,550 | 25,542 | |
2 | Inter-American Development Bank | 2.000% | 6/2/26 | 11,897 | 12,512 | |
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 42,250 | 43,074 | ||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 5,254 | 5,366 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 7,796 | 8,684 | ||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 6,875 | 7,056 | ||
International Bank for Reconstruction & Development | 0.125% | 4/20/23 | 28,350 | 28,282 | ||
2 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 35,550 | 36,654 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 24,150 | 25,565 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 32,700 | 32,601 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 20,450 | 21,576 | ||
2 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 23,800 | 24,510 | |
2 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 31,090 | 33,071 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 26,825 | 27,748 | ||
2 | International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 3,844 | 4,044 | |
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 38,050 | 38,151 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 66,040 | 65,881 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 42,310 | 41,700 | ||
2 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 36,170 | 38,729 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 48,150 | 47,565 | ||
2 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 700 | 770 | |
2 | International Finance Corp. | 2.000% | 10/24/22 | 8,625 | 8,827 | |
International Finance Corp. | 0.500% | 3/20/23 | 125 | 126 | ||
2 | International Finance Corp. | 2.875% | 7/31/23 | 23,300 | 24,528 | |
2 | International Finance Corp. | 1.375% | 10/16/24 | 15,275 | 15,661 | |
2 | International Finance Corp. | 0.375% | 7/16/25 | 13,800 | 13,604 | |
2 | International Finance Corp. | 2.125% | 4/7/26 | 4,117 | 4,354 | |
8 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 7,070 | 7,080 | |
8 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 7,155 | 7,302 | |
8 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 9,450 | 9,662 | |
2,8 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 2,750 | 2,797 | |
8 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 14,160 | 14,560 | |
8 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 16,200 | 16,559 | |
8 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 15,135 | 15,211 | |
8 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 15,100 | 15,956 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2,8 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,475 | 1,565 | |
8 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 22,300 | 22,255 | |
8 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 11,250 | 11,999 | |
2,8 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 7,000 | 6,984 | |
2,8 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 19,000 | 20,029 | |
2,8 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 10,865 | 11,611 | |
2,8 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 4,750 | 4,909 | |
2,8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 1,031 | 1,079 | |
2,8 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 5,350 | 5,683 | |
8 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 25,575 | 25,286 | |
2,8 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 5,335 | 5,745 | |
2,8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 6,250 | 6,629 | |
7 | KFW | 1.750% | 8/22/22 | 46,620 | 47,462 | |
7 | KFW | 2.000% | 10/4/22 | 19,565 | 20,010 | |
7 | KFW | 2.375% | 12/29/22 | 44,096 | 45,515 | |
7 | KFW | 2.125% | 1/17/23 | 36,985 | 38,064 | |
7 | KFW | 1.625% | 2/15/23 | 40,950 | 41,871 | |
7 | KFW | 0.250% | 4/25/23 | 23,300 | 23,299 | |
7 | KFW | 0.250% | 10/19/23 | 41,525 | 41,419 | |
7 | KFW | 2.625% | 2/28/24 | 30,300 | 32,048 | |
7 | KFW | 0.250% | 3/8/24 | 45,600 | 45,367 | |
7 | KFW | 1.375% | 8/5/24 | 27,954 | 28,671 | |
7 | KFW | 2.500% | 11/20/24 | 40,135 | 42,677 | |
7 | KFW | 2.000% | 5/2/25 | 16,299 | 17,099 | |
7 | KFW | 0.375% | 7/18/25 | 48,925 | 48,261 | |
7 | KFW | 0.625% | 1/22/26 | 29,705 | 29,425 | |
Korea Development Bank | 3.000% | 9/14/22 | 3,426 | 3,531 | ||
Korea Development Bank | 3.375% | 3/12/23 | 2,500 | 2,620 | ||
Korea Development Bank | 2.750% | 3/19/23 | 6,820 | 7,081 | ||
Korea Development Bank | 3.750% | 1/22/24 | 5,628 | 6,083 | ||
Korea Development Bank | 3.250% | 2/19/24 | 3,200 | 3,422 | ||
Korea Development Bank | 0.400% | 3/9/24 | 5,200 | 5,176 | ||
Korea Development Bank | 2.125% | 10/1/24 | 5,060 | 5,306 | ||
Korea Development Bank | 3.000% | 1/13/26 | 10,400 | 11,279 | ||
7 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 10,680 | 11,365 | |
7 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 9,755 | 10,205 | |
2,7 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 20,475 | 20,291 | |
7 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 14,068 | 14,957 | |
7 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 12,650 | 12,644 | |
Nordic Investment Bank | 1.375% | 10/17/22 | 6,042 | 6,132 | ||
Nordic Investment Bank | 0.375% | 5/19/23 | 15,250 | 15,273 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 5,750 | 6,045 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 1,117 | 1,173 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 14,550 | 14,300 | ||
2 | Nordic Investment Bank | 0.500% | 1/21/26 | 12,200 | 12,011 | |
North American Development Bank | 2.400% | 10/26/22 | 838 | 854 | ||
9 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 2,665 | 2,710 | |
2,9 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 13,115 | 13,689 | |
9 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 5,215 | 5,544 | |
9 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 9,905 | 10,189 | |
9 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 21,985 | 21,585 | |
2,9 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 5,223 | 5,134 | |
2 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 4,051 | 4,395 | |
2,10 | Petroleos Mexicanos | 2.290% | 2/15/24 | 570 | 578 | |
Province of Alberta | 2.200% | 7/26/22 | 18,914 | 19,307 | ||
Province of Alberta | 3.350% | 11/1/23 | 14,475 | 15,443 | ||
Province of Alberta | 2.950% | 1/23/24 | 12,100 | 12,846 | ||
Province of Alberta | 1.875% | 11/13/24 | 18,900 | 19,641 | ||
Province of Alberta | 1.000% | 5/20/25 | 13,585 | 13,677 | ||
Province of British Columbia | 2.000% | 10/23/22 | 8,954 | 9,161 | ||
2 | Province of British Columbia | 1.750% | 9/27/24 | 14,050 | 14,562 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Province of British Columbia | 6.500% | 1/15/26 | 1,313 | 1,618 | |
Province of Manitoba | 2.100% | 9/6/22 | 4,050 | 4,137 | ||
2 | Province of Manitoba | 2.600% | 4/16/24 | 6,750 | 7,125 | |
Province of Manitoba | 3.050% | 5/14/24 | 5,716 | 6,106 | ||
Province of Manitoba | 2.125% | 6/22/26 | 4,989 | 5,235 | ||
Province of New Brunswick | 2.500% | 12/12/22 | 4,500 | 4,627 | ||
Province of Ontario | 2.200% | 10/3/22 | 1,883 | 1,928 | ||
Province of Ontario | 1.750% | 1/24/23 | 22,450 | 22,959 | ||
Province of Ontario | 3.400% | 10/17/23 | 25,645 | 27,370 | ||
Province of Ontario | 3.050% | 1/29/24 | 10,925 | 11,636 | ||
Province of Ontario | 3.200% | 5/16/24 | 11,285 | 12,124 | ||
Province of Ontario | 0.625% | 1/21/26 | 25,400 | 25,048 | ||
Province of Ontario | 1.050% | 4/14/26 | 14,100 | 14,142 | ||
Province of Ontario | 2.500% | 4/27/26 | 13,905 | 14,872 | ||
Province of Quebec | 2.625% | 2/13/23 | 19,967 | 20,717 | ||
2 | Province of Quebec | 2.500% | 4/9/24 | 13,770 | 14,514 | |
2 | Province of Quebec | 2.875% | 10/16/24 | 15,145 | 16,239 | |
2 | Province of Quebec | 1.500% | 2/11/25 | 12,860 | 13,217 | |
Province of Quebec | 0.600% | 7/23/25 | 45,655 | 45,279 | ||
Province of Quebec | 2.500% | 4/20/26 | 11,925 | 12,771 | ||
Province of Saskatchewan | 8.500% | 7/15/22 | 2,398 | 2,590 | ||
Republic of Chile | 2.250% | 10/30/22 | 2,860 | 2,928 | ||
Republic of Chile | 3.125% | 3/27/25 | 3,050 | 3,278 | ||
Republic of Chile | 3.125% | 1/21/26 | 9,738 | 10,549 | ||
2 | Republic of Colombia | 2.625% | 3/15/23 | 2,200 | 2,248 | |
2 | Republic of Colombia | 4.000% | 2/26/24 | 9,117 | 9,658 | |
Republic of Colombia | 8.125% | 5/21/24 | 4,440 | 5,256 | ||
2 | Republic of Colombia | 4.500% | 1/28/26 | 10,149 | 11,082 | |
Republic of Hungary | 5.375% | 2/21/23 | 12,125 | 13,109 | ||
Republic of Hungary | 5.750% | 11/22/23 | 13,732 | 15,424 | ||
Republic of Hungary | 5.375% | 3/25/24 | 18,998 | 21,432 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 9,545 | 9,891 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 7,546 | 8,262 | ||
Republic of Italy | 6.875% | 9/27/23 | 23,600 | 26,721 | ||
�� | Republic of Italy | 0.875% | 5/6/24 | 14,225 | 14,180 | |
Republic of Italy | 2.375% | 10/17/24 | 21,900 | 22,773 | ||
Republic of Italy | 1.250% | 2/17/26 | 21,480 | 21,195 | ||
Republic of Korea | 3.875% | 9/11/23 | 12,313 | 13,217 | ||
Republic of Korea | 5.625% | 11/3/25 | 939 | 1,118 | ||
2 | Republic of Panama | 4.000% | 9/22/24 | 12,668 | 13,809 | |
2 | Republic of Panama | 3.750% | 3/16/25 | 9,354 | 10,181 | |
Republic of Panama | 7.125% | 1/29/26 | 9,541 | 11,842 | ||
Republic of Peru | 7.350% | 7/21/25 | 11,790 | 14,459 | ||
2 | Republic of Peru | 2.392% | 1/23/26 | 14,100 | 14,553 | |
Republic of Poland | 5.000% | 3/23/22 | 1,849 | 1,914 | ||
Republic of Poland | 3.000% | 3/17/23 | 16,357 | 17,091 | ||
Republic of Poland | 4.000% | 1/22/24 | 14,600 | 15,894 | ||
Republic of Poland | 3.250% | 4/6/26 | 12,067 | 13,308 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 8,864 | 9,702 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 4,251 | 5,471 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 9,799 | 13,323 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 5,363 | 6,489 | ||
State of Israel | 3.150% | 6/30/23 | 7,400 | 7,801 | ||
State of Israel | 2.875% | 3/16/26 | 7,969 | 8,595 | ||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 7,500 | 7,654 | ||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 12,913 | 13,155 | ||
2 | Svensk Exportkredit AB | 2.875% | 3/14/23 | 18,200 | 18,993 | |
2 | Svensk Exportkredit AB | 0.750% | 4/6/23 | 4,450 | 4,481 | |
2 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 9,604 | 9,567 | |
2 | Svensk Exportkredit AB | 1.750% | 12/12/23 | 4,850 | 5,002 | |
2 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 14,375 | 14,276 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 19,580 | 19,458 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 10,050 | 9,912 | ||
2 | United Mexican States | 8.000% | 9/24/22 | 1,100 | 1,211 | |
United Mexican States | 4.000% | 10/2/23 | 4,449 | 4,817 | ||
United Mexican States | 3.600% | 1/30/25 | 11,389 | 12,502 | ||
2 | United Mexican States | 3.900% | 4/27/25 | 10,173 | 11,278 | |
United Mexican States | 4.125% | 1/21/26 | 20,660 | 23,298 | ||
Total Sovereign Bonds (Cost $4,431,483) | 4,482,704 | |||||
Taxable Municipal Bonds (0.07%) | ||||||
California GO | 5.700% | 11/1/21 | 3,330 | 3,390 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 11,525 | 11,636 | ||
Illinois GO | 4.950% | 6/1/23 | 4,602 | 4,918 | ||
Massachusetts GO | 4.200% | 12/1/21 | 1,245 | 1,266 | ||
11 | New Jersey Economic Development Authority Revenue | 0.000% | 2/15/22 | 5,000 | 4,992 | |
New York State Urban Development Corp. Revenue (Personal Income Tax) | 2.100% | 3/15/22 | 330 | 334 | ||
Oregon GO | 5.762% | 6/1/23 | 736 | 795 | ||
State of Florida Board of administration Finance Corp. | 2.638% | 7/1/21 | 4,500 | 4,500 | ||
University of California Revenue | 0.883% | 5/15/25 | 2,000 | 2,006 | ||
University of California Revenue | 3.063% | 7/1/25 | 2,677 | 2,894 | ||
Utah GO | 4.554% | 7/1/24 | 7,815 | 8,277 | ||
Total Taxable Municipal Bonds (Cost $44,338) | 45,008 | |||||
Shares | ||||||
Temporary Cash Investments (0.93%) | ||||||
Money Market Fund (0.93%) | ||||||
12 | Vanguard Market Liquidity Fund (Cost $630,442) | 0.056% | 6,304,419 | 630,442 | ||
Total Investments (100.48%) (Cost $67,166,198) | 68,059,097 | |||||
Other Assets and Liabilities—Net (-0.48%) | (325,250) | |||||
Net Assets (100%) | 67,733,847 |
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 June 30, 2021, the aggregate value was $153,897,000, representing 0.2% of net assets. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
6 | Guaranteed by the Government of Canada. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Republic of Austria. |
10 | Guaranteed by the Government of Mexico. |
11 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
12 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
GO—General Obligation Bond. |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (52.05%) | ||||||
U.S. Government Securities (50.74%) | ||||||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 11,329 | 14,152 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 230 | 229 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 232,751 | 239,661 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 375,825 | 384,633 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 189,430 | 196,238 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 175,245 | 181,488 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 344,712 | 363,779 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 23,500 | 30,315 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 448,479 | 464,316 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 111,750 | 116,447 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 134,445 | 138,184 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 754,225 | 806,078 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 48,655 | 48,997 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 7,627 | 7,461 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 679,612 | 731,645 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 369,270 | 357,500 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 213,640 | 206,630 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 517,750 | 496,312 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 575,586 | 615,517 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 503,440 | 485,426 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 287,465 | 274,709 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 288,055 | 276,983 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 530,965 | 567,967 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 571,840 | 553,523 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 382,780 | 370,041 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 217,425 | 211,684 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 539,955 | 594,963 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 519,885 | 518,342 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 349,000 | 350,418 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 368,784 | 369,936 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 553,253 | 614,629 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 534,030 | 535,365 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 336,190 | 336,715 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 604,945 | 672,623 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 12,735 | 16,462 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 661,703 | 748,551 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 10,000 | 12,822 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 623,611 | 683,731 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 15,235 | 19,622 | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 576,926 | 622,540 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 614,494 | 628,512 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 6,500 | 8,925 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 418,914 | 432,398 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 163,671 | 165,282 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 757,051 | 707,606 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 43,200 | 60,898 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 930,357 | 866,977 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 960,467 | 913,494 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 1,058,488 | 1,027,726 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 751,710 | 763,338 | ||
19,811,790 | ||||||
Agency Bonds and Notes (1.31%) | ||||||
1 | AID-Jordan | 3.000% | 6/30/25 | 4,675 | 5,046 | |
Federal Home Loan Banks | 3.250% | 6/9/28 | 24,100 | 27,317 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 40,625 | 46,219 | ||
2,3 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 8,235 | 11,871 | |
3 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 9,514 | 13,992 | |
3 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 33,500 | 35,503 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 36,785 | 38,604 | |
3 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 49,890 | 48,756 | |
3 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 35,504 | 48,370 | |
3 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 28,000 | 40,785 | |
3 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 41,160 | 61,070 | |
3 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 53,200 | 50,444 | |
3 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 35,114 | 50,807 | |
Private Export Funding Corp. | 1.400% | 7/15/28 | 7,425 | 7,415 | ||
2 | Tennessee Valley Authority | 6.750% | 11/1/25 | 6,830 | 8,554 | |
2 | Tennessee Valley Authority | 2.875% | 2/1/27 | 12,000 | 13,127 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 3,970 | 5,784 | ||
513,664 | ||||||
Total U.S. Government and Agency Obligations (Cost $20,015,846) | 20,325,454 | |||||
Corporate Bonds (42.38%) | ||||||
Communications (3.53%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 6,185 | 6,809 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,374 | 3,717 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 6,305 | 5,905 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 13,455 | 14,079 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 7,866 | 7,640 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 20,740 | 19,701 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 11,112 | 12,267 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 6,683 | 7,044 | ||
AT&T Inc. | 3.800% | 2/15/27 | 6,417 | 7,158 | ||
AT&T Inc. | 4.250% | 3/1/27 | 8,550 | 9,705 | ||
AT&T Inc. | 2.300% | 6/1/27 | 20,903 | 21,632 | ||
AT&T Inc. | 1.650% | 2/1/28 | 21,225 | 21,067 | ||
2 | AT&T Inc. | 4.100% | 2/15/28 | 11,435 | 13,041 | |
AT&T Inc. | 4.350% | 3/1/29 | 29,055 | 33,632 | ||
2 | AT&T Inc. | 4.300% | 2/15/30 | 29,253 | 33,822 | |
AT&T Inc. | 2.750% | 6/1/31 | 5,000 | 5,198 | ||
2,4 | AT&T Inc. | 2.550% | 12/1/33 | 5,700 | 5,649 | |
Baidu Inc. | 1.720% | 4/9/26 | 57 | 58 | ||
Baidu Inc. | 3.625% | 7/6/27 | 5,575 | 6,153 | ||
Baidu Inc. | 4.375% | 3/29/28 | 3,790 | 4,310 | ||
Baidu Inc. | 4.875% | 11/14/28 | 4,450 | 5,264 | ||
Baidu Inc. | 3.425% | 4/7/30 | 6,230 | 6,758 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 3,513 | 3,917 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 10,386 | 12,424 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 5,413 | 6,456 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 22,285 | 34,557 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 8,342 | 9,208 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 12,453 | 14,087 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 11,768 | 13,911 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 10,720 | 10,966 | ||
Comcast Corp. | 2.350% | 1/15/27 | 13,380 | 14,042 | ||
Comcast Corp. | 3.300% | 2/1/27 | 13,254 | 14,552 | ||
Comcast Corp. | 3.300% | 4/1/27 | 8,815 | 9,719 | ||
Comcast Corp. | 3.150% | 2/15/28 | 14,622 | 16,034 | ||
Comcast Corp. | 4.150% | 10/15/28 | 37,522 | 43,448 | ||
Comcast Corp. | 2.650% | 2/1/30 | 13,963 | 14,692 | ||
Comcast Corp. | 3.400% | 4/1/30 | 16,785 | 18,539 | ||
Comcast Corp. | 4.250% | 10/15/30 | 12,950 | 15,229 | ||
Comcast Corp. | 1.950% | 1/15/31 | 9,950 | 9,807 | ||
Comcast Corp. | 1.500% | 2/15/31 | 12,025 | 11,394 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 29,283 | 43,857 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 13,927 | 15,506 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 6,259 | 7,029 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 8,726 | 9,526 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 6,050 | 5,850 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Expedia Group Inc. | 4.625% | 8/1/27 | 6,380 | 7,209 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 9,514 | 10,364 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 12,021 | 12,558 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 5,147 | 5,237 | ||
Fox Corp. | 4.709% | 1/25/29 | 17,481 | 20,539 | ||
Fox Corp. | 3.500% | 4/8/30 | 4,700 | 5,180 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 3,665 | 4,303 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 5,154 | 6,103 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 5,350 | 5,366 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 5,825 | 8,248 | ||
�� | Omnicom Group Inc. | 2.450% | 4/30/30 | 3,841 | 3,901 | |
Omnicom Group Inc. | 4.200% | 6/1/30 | 4,225 | 4,879 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 2,000 | 2,034 | ||
Orange SA | 9.000% | 3/1/31 | 21,062 | 33,180 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 2,875 | 3,076 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 1,666 | 2,226 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 15,068 | 16,962 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 9,228 | 13,511 | ||
TELUS Corp. | 2.800% | 2/16/27 | 5,600 | 5,981 | ||
TELUS Corp. | 3.700% | 9/15/27 | 1,846 | 2,073 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 3,775 | 3,639 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 35,578 | 39,317 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 16,793 | 17,017 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 75,880 | 84,697 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 10,070 | 10,185 | ||
2 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 8,421 | 8,672 | |
VeriSign Inc. | 2.700% | 6/15/31 | 6,000 | 6,089 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 18,334 | 19,478 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 25,291 | 28,784 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 6,237 | 6,707 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 27,007 | 27,579 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 35,256 | 40,978 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 3,111 | 3,540 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 39,894 | 45,762 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 16,687 | 17,998 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 2,800 | 2,672 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 16,325 | 15,596 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 19,888 | 19,059 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 34,600 | 35,401 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 9,890 | 10,516 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 4,750 | 5,199 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 5,820 | 6,477 | ||
ViacomCBS Inc. | 4.200% | 6/1/29 | 6,354 | 7,310 | ||
ViacomCBS Inc. | 7.875% | 7/30/30 | 2,950 | 4,212 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 10,342 | 12,484 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 26,074 | 30,331 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 5,450 | 7,796 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 6,700 | 7,389 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 5,878 | 6,602 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 15,174 | 15,724 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 15,386 | 15,537 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 11,379 | 13,003 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 18,183 | 19,096 | ||
Weibo Corp. | 3.375% | 7/8/30 | 4,610 | 4,739 | ||
1,377,874 | ||||||
Consumer Discretionary (2.75%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 7,650 | 8,553 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 24,461 | 26,723 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 10,499 | 10,322 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 9,050 | 9,003 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 32,937 | 36,389 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amazon.com Inc. | 1.650% | 5/12/28 | 19,585 | 19,743 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 19,333 | 18,944 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 26,300 | 26,743 | ||
2 | American Honda Finance Corp. | 2.300% | 9/9/26 | 4,025 | 4,241 | |
2 | American Honda Finance Corp. | 2.350% | 1/8/27 | 6,773 | 7,155 | |
2 | American Honda Finance Corp. | 2.000% | 3/24/28 | 9,115 | 9,352 | |
2 | American Honda Finance Corp. | 1.800% | 1/13/31 | 4,975 | 4,909 | |
Aptiv plc | 4.350% | 3/15/29 | 2,050 | 2,363 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 5,375 | 5,891 | ||
AutoNation Inc. | 4.750% | 6/1/30 | 2,478 | 2,934 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 5,154 | 5,763 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 4,775 | 5,326 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 8,172 | 9,296 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 5,250 | 4,996 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 3,885 | 4,503 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 2,268 | 2,197 | ||
Block Financial LLC | 2.500% | 7/15/28 | 4,000 | 4,015 | ||
Block Financial LLC | 3.875% | 8/15/30 | 6,130 | 6,628 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 10,000 | 10,605 | ||
2,4 | Daimler Finance North America LLC | 3.100% | 8/15/29 | 12,500 | 13,458 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 3,750 | 5,679 | ||
2,4 | Daimler Finance North America LLC | 2.450% | 3/2/31 | 3,000 | 3,071 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 4,225 | 4,692 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 5,000 | 4,898 | ||
eBay Inc. | 3.600% | 6/5/27 | 6,821 | 7,582 | ||
eBay Inc. | 2.700% | 3/11/30 | 8,518 | 8,861 | ||
eBay Inc. | 2.600% | 5/10/31 | 6,500 | 6,615 | ||
2 | Emory University | 2.143% | 9/1/30 | 3,675 | 3,756 | |
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 5,325 | 5,735 | ||
General Motors Co. | 4.200% | 10/1/27 | 6,679 | 7,453 | ||
General Motors Co. | 6.800% | 10/1/27 | 9,225 | 11,613 | ||
General Motors Co. | 5.000% | 10/1/28 | 9,355 | 10,967 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 6,856 | 7,573 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 9,900 | 11,134 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 7,650 | 7,952 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 5,505 | 6,064 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 5,250 | 5,328 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 9,050 | 11,030 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 9,150 | 9,918 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 550 | 543 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 8,000 | 8,055 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 6,000 | 5,788 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 5,166 | 5,662 | ||
Hasbro Inc. | 3.500% | 9/15/27 | 3,425 | 3,742 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 7,961 | 8,854 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 8,492 | 8,936 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 7,675 | 8,184 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 8,100 | 8,779 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 1,750 | 1,706 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 6,300 | 7,322 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 13,941 | 15,236 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 14,010 | 14,990 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 10,425 | 9,979 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 5,430 | 5,990 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 3,950 | 4,794 | ||
JD.com Inc. | 3.875% | 4/29/26 | 104 | 115 | ||
JD.com Inc. | 3.375% | 1/14/30 | 6,300 | 6,729 | ||
Kohl's Corp. | 3.375% | 5/1/31 | 3,750 | 3,885 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 8,600 | 9,142 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 7,823 | 8,336 | ||
Lear Corp. | 3.800% | 9/15/27 | 6,674 | 7,358 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lear Corp. | 4.250% | 5/15/29 | 3,000 | 3,388 | ||
Lear Corp. | 3.500% | 5/30/30 | 3,600 | 3,871 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 4,100 | 4,464 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 4,852 | 5,553 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 4,328 | 4,335 | ||
Lennar Corp. | 5.250% | 6/1/26 | 107 | 123 | ||
Lennar Corp. | 5.000% | 6/15/27 | 809 | 936 | ||
Lennar Corp. | 4.750% | 11/29/27 | 11,650 | 13,462 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 9,539 | 10,410 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 7,725 | 7,535 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 18,664 | 20,887 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 6,975 | 8,253 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 10,875 | 10,432 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 13,000 | 13,462 | ||
Magna International Inc. | 2.450% | 6/15/30 | 3,250 | 3,328 | ||
2 | Marriott International Inc. | 3.125% | 6/15/26 | 273 | 291 | |
2 | Marriott International Inc. | 4.000% | 4/15/28 | 5,250 | 5,773 | |
2 | Marriott International Inc. | 4.625% | 6/15/30 | 12,028 | 13,850 | |
2 | Marriott International Inc. | 2.850% | 4/15/31 | 10,597 | 10,769 | |
Masco Corp. | 3.500% | 11/15/27 | 3,550 | 3,901 | ||
Masco Corp. | 1.500% | 2/15/28 | 5,195 | 5,066 | ||
Masco Corp. | 2.000% | 10/1/30 | 2,600 | 2,537 | ||
Masco Corp. | 2.000% | 2/15/31 | 6,880 | 6,710 | ||
2 | McDonald's Corp. | 3.500% | 3/1/27 | 8,183 | 9,040 | |
2 | McDonald's Corp. | 3.500% | 7/1/27 | 9,520 | 10,555 | |
2 | McDonald's Corp. | 3.800% | 4/1/28 | 7,169 | 8,118 | |
2 | McDonald's Corp. | 2.625% | 9/1/29 | 8,199 | 8,632 | |
2 | McDonald's Corp. | 2.125% | 3/1/30 | 6,023 | 6,089 | |
2 | McDonald's Corp. | 3.600% | 7/1/30 | 9,850 | 11,076 | |
MDC Holdings Inc. | 2.500% | 1/15/31 | 3,300 | 3,215 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 4,475 | 4,915 | ||
NIKE Inc. | 2.375% | 11/1/26 | 5,050 | 5,372 | ||
NIKE Inc. | 2.750% | 3/27/27 | 10,800 | 11,649 | ||
NIKE Inc. | 2.850% | 3/27/30 | 12,150 | 13,201 | ||
Nordstrom Inc. | 4.000% | 3/15/27 | 429 | 446 | ||
2,4 | Nordstrom Inc. | 4.250% | 8/1/31 | 6,000 | 6,265 | |
NVR Inc. | 3.000% | 5/15/30 | 4,979 | 5,276 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 7,690 | 8,616 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 500 | 580 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 3,998 | 4,519 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 8,110 | 9,358 | ||
Owens Corning | 3.400% | 8/15/26 | 4,210 | 4,567 | ||
Owens Corning | 3.950% | 8/15/29 | 4,175 | 4,719 | ||
Owens Corning | 3.875% | 6/1/30 | 1,815 | 2,028 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 4,975 | 5,814 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 6,875 | 7,315 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 3,000 | 2,908 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 14,235 | 16,543 | ||
Sands China Ltd. | 4.375% | 6/18/30 | 5,883 | 6,383 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 2,575 | 2,801 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 5,519 | 6,436 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 4,580 | 4,754 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 84 | 89 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 5,507 | 5,663 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 5,950 | 6,652 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 5,928 | 6,822 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 1,777 | 1,989 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 8,874 | 9,000 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 11,595 | 12,012 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 4,075 | 4,730 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 5,387 | 5,890 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
TJX Cos. Inc. | 2.250% | 9/15/26 | 9,581 | 10,075 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 4,800 | 4,635 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 5,525 | 6,324 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 2,000 | 1,928 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 1,678 | 1,903 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 4,075 | 4,391 | ||
2 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 9,470 | 10,408 | |
2 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 5,370 | 5,287 | |
2 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 5,450 | 5,981 | |
2 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 3,425 | 3,488 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 3,810 | 4,348 | ||
2 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 6,400 | 6,569 | |
2 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 10,175 | 11,410 | |
2 | Toyota Motor Credit Corp. | 1.650% | 1/10/31 | 5,450 | 5,336 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 5,500 | 5,248 | ||
VF Corp. | 2.800% | 4/23/27 | 4,600 | 4,913 | ||
VF Corp. | 2.950% | 4/23/30 | 7,565 | 8,006 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 6,590 | 7,813 | ||
Whirlpool Corp. | 2.400% | 5/15/31 | 1,188 | 1,199 | ||
2 | Yale University | 1.482% | 4/15/30 | 7,560 | 7,465 | |
1,074,198 | ||||||
Consumer Staples (3.01%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 4,550 | 6,126 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 7,134 | 7,507 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 13,064 | 15,150 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 8,692 | 9,210 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 16,730 | 19,048 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 38,194 | 45,494 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 17,500 | 19,450 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 7,323 | 9,006 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 7,455 | 7,929 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 8,725 | 9,661 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 4,225 | 5,036 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 5,789 | 5,958 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 14,515 | 15,401 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 7,399 | 8,359 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 27,634 | 29,570 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 15,364 | 15,277 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 3,718 | 3,931 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 7,974 | 9,164 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 8,750 | 8,619 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 6,141 | 6,614 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 4,617 | 5,091 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 8,509 | 8,607 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 7,835 | 8,931 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 6,815 | 6,865 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 3,375 | 3,683 | ||
Clorox Co. | 3.100% | 10/1/27 | 5,450 | 5,940 | ||
Clorox Co. | 1.800% | 5/15/30 | 6,100 | 5,999 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 13,325 | 14,831 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 2,850 | 3,114 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 5,850 | 5,906 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 7,000 | 7,016 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 15,760 | 15,290 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 13,701 | 14,124 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 5,427 | 6,118 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 8,794 | 8,645 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 7,825 | 7,903 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 9,282 | 8,866 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 11,450 | 11,969 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 9,075 | 8,856 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Conagra Brands Inc. | 4.850% | 11/1/28 | 12,808 | 15,256 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 8,694 | 9,671 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 7,583 | 8,367 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 3,809 | 4,224 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 5,290 | 6,228 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 8,695 | 9,346 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 540 | 567 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 13,663 | 14,995 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 5,312 | 5,349 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 24,975 | 24,611 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 4,078 | 4,658 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 8,450 | 8,756 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 5,960 | 5,971 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 7,551 | 8,494 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 3,700 | 4,240 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 12,655 | 13,918 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 8,025 | 9,155 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 3,950 | 4,346 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 5,476 | 5,721 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 7,777 | 8,221 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 4,405 | 4,402 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 1,650 | 1,798 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 5,350 | 5,360 | ||
General Mills Inc. | 3.200% | 2/10/27 | 5,725 | 6,239 | ||
General Mills Inc. | 4.200% | 4/17/28 | 10,946 | 12,621 | ||
General Mills Inc. | 2.875% | 4/15/30 | 7,515 | 7,969 | ||
Hershey Co. | 2.300% | 8/15/26 | 5,873 | 6,231 | ||
Hershey Co. | 2.450% | 11/15/29 | 2,365 | 2,490 | ||
Hershey Co. | 1.700% | 6/1/30 | 4,560 | 4,535 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 9,250 | 9,301 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 4,684 | 4,650 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 4,480 | 4,867 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 5,666 | 5,939 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 2,049 | 2,247 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 6,055 | 6,173 | ||
Kellogg Co. | 3.250% | 4/1/26 | 176 | 192 | ||
Kellogg Co. | 3.400% | 11/15/27 | 5,320 | 5,857 | ||
Kellogg Co. | 4.300% | 5/15/28 | 3,825 | 4,427 | ||
Kellogg Co. | 2.100% | 6/1/30 | 2,750 | 2,765 | ||
2 | Kellogg Co. | 7.450% | 4/1/31 | 1,712 | 2,482 | |
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 5,000 | 5,308 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 3,985 | 4,393 | ||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 13,320 | 15,643 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 9,450 | 10,239 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 5,100 | 5,142 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 5,600 | 5,479 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 4,840 | 5,601 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 5,700 | 6,314 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 6,261 | 6,909 | ||
Kroger Co. | 3.500% | 2/1/26 | 471 | 517 | ||
Kroger Co. | 2.650% | 10/15/26 | 7,214 | 7,657 | ||
Kroger Co. | 3.700% | 8/1/27 | 5,345 | 5,950 | ||
Kroger Co. | 4.500% | 1/15/29 | 3,039 | 3,592 | ||
2 | Kroger Co. | 7.700% | 6/1/29 | 1,000 | 1,376 | |
Kroger Co. | 2.200% | 5/1/30 | 9,518 | 9,573 | ||
Kroger Co. | 1.700% | 1/15/31 | 4,500 | 4,315 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 10,100 | 11,130 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 4,125 | 4,237 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 1,775 | 1,716 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 18,172 | 19,489 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 15,920 | 16,758 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mondelez International Inc. | 1.500% | 2/4/31 | 5,027 | 4,762 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 117 | 126 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 12,808 | 13,642 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 6,250 | 6,713 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 11,673 | 12,827 | ||
PepsiCo Inc. | 7.000% | 3/1/29 | 600 | 834 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 13,750 | 14,723 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 14,445 | 15,568 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 11,875 | 11,719 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 962 | 1,027 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 487 | 481 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 3,110 | 3,399 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 4,525 | 4,930 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 5,592 | 6,181 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 8,300 | 8,279 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 3,100 | 3,005 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 9,325 | 9,979 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 7,592 | 8,221 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 13,750 | 15,164 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 9,650 | 9,196 | ||
Procter & Gamble Co. | 1.950% | 4/23/31 | 6,940 | 7,056 | ||
Sysco Corp. | 3.300% | 7/15/26 | 7,535 | 8,193 | ||
Sysco Corp. | 3.250% | 7/15/27 | 9,150 | 9,922 | ||
Sysco Corp. | 2.400% | 2/15/30 | 6,475 | 6,591 | ||
Sysco Corp. | 5.950% | 4/1/30 | 6,376 | 8,192 | ||
Target Corp. | 3.375% | 4/15/29 | 6,865 | 7,711 | ||
Target Corp. | 2.350% | 2/15/30 | 4,710 | 4,917 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 11,324 | 12,531 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 9,001 | 10,484 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 9,150 | 9,539 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 7,345 | 7,959 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 7,150 | 8,037 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 13,234 | 13,620 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 4,898 | 4,736 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 4,050 | 4,322 | ||
Walmart Inc. | 3.050% | 7/8/26 | 15,225 | 16,667 | ||
Walmart Inc. | 3.700% | 6/26/28 | 21,897 | 24,927 | ||
Walmart Inc. | 3.250% | 7/8/29 | 10,046 | 11,245 | ||
Walmart Inc. | 2.375% | 9/24/29 | 11,000 | 11,654 | ||
1,177,320 | ||||||
Energy (2.81%) | ||||||
Baker Hughes a GE Co. LLC | 3.337% | 12/15/27 | 9,241 | 10,108 | ||
Baker Hughes a GE Co. LLC | 3.138% | 11/7/29 | 5,100 | 5,496 | ||
Baker Hughes a GE Co. LLC | 4.486% | 5/1/30 | 7,375 | 8,712 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 2,965 | 3,347 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 3,135 | 3,636 | ||
Boardwalk Pipelines LP | 3.400% | 2/15/31 | 2,441 | 2,590 | ||
2 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 9,192 | 9,916 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 9,494 | 10,480 | ||
2 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 6,826 | 7,557 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 10,116 | 11,522 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 14,408 | 16,710 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 11,725 | 13,155 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 4,700 | 4,588 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 14,158 | 15,502 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 4,650 | 5,243 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 12,866 | 14,171 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 6,266 | 6,499 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 9,920 | 11,092 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 7,065 | 8,003 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 17,265 | 20,096 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 12,000 | 13,106 | ||
Chevron Corp. | 1.995% | 5/11/27 | 6,175 | 6,378 | ||
Chevron Corp. | 2.236% | 5/11/30 | 15,075 | 15,546 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 6,600 | 6,430 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 5,462 | 6,227 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 6,175 | 6,845 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 8,316 | 9,174 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 4,250 | 4,832 | ||
2,4 | ConocoPhillips | 3.750% | 10/1/27 | 10,595 | 11,901 | |
2,4 | ConocoPhillips | 4.300% | 8/15/28 | 12,500 | 14,499 | |
2,4 | ConocoPhillips | 2.400% | 2/15/31 | 4,495 | 4,602 | |
ConocoPhillips Co. | 6.950% | 4/15/29 | 10,664 | 14,498 | ||
2,4 | Devon Energy Corp. | 5.250% | 10/15/27 | 3,506 | 3,769 | |
2,4 | Devon Energy Corp. | 5.875% | 6/15/28 | 3,114 | 3,461 | |
2,4 | Devon Energy Corp. | 4.500% | 1/15/30 | 4,992 | 5,493 | |
Diamondback Energy Inc. | 3.250% | 12/1/26 | 7,400 | 7,931 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 9,753 | 10,454 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 7,950 | 8,266 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 5,932 | 6,558 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 8,275 | 9,476 | ||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 3,613 | 3,956 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 6,273 | 7,079 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 5,270 | 5,824 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 6,225 | 6,667 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 5,000 | 5,463 | ||
Energy Transfer LP | 4.200% | 4/15/27 | 5,750 | 6,362 | ||
2 | Energy Transfer LP | 5.500% | 6/1/27 | 8,012 | 9,412 | |
Energy Transfer LP | 4.000% | 10/1/27 | 6,425 | 7,083 | ||
Energy Transfer LP | 4.950% | 6/15/28 | 11,000 | 12,756 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 12,282 | 14,508 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 11,475 | 12,475 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 775 | 868 | ||
Enterprise Products Operating LLC | 4.150% | 10/16/28 | 9,025 | 10,366 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 15,257 | 16,462 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 8,175 | 8,637 | ||
2 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 4,650 | 4,870 | |
2 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 9,300 | 9,578 | |
EOG Resources Inc. | 4.375% | 4/15/30 | 5,690 | 6,744 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 20,591 | 21,721 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 2,210 | 2,444 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 8,258 | 8,639 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 20,620 | 23,159 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 13,765 | 14,519 | ||
Halliburton Co. | 2.920% | 3/1/30 | 7,719 | 8,023 | ||
Hess Corp. | 4.300% | 4/1/27 | 13,564 | 15,110 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 2,935 | 3,151 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 15,575 | 17,790 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 7,125 | 6,859 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 4,161 | 4,479 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 8,590 | 9,727 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 6,955 | 8,188 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 7,065 | 7,870 | ||
MPLX LP | 4.125% | 3/1/27 | 10,005 | 11,171 | ||
MPLX LP | 4.250% | 12/1/27 | 6,263 | 7,087 | ||
MPLX LP | 4.000% | 3/15/28 | 10,498 | 11,739 | ||
MPLX LP | 4.800% | 2/15/29 | 7,002 | 8,208 | ||
MPLX LP | 2.650% | 8/15/30 | 13,421 | 13,566 | ||
NOV Inc. | 3.600% | 12/1/29 | 2,495 | 2,609 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 4,150 | 4,586 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 7,328 | 8,356 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 7,355 | 8,305 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ONEOK Inc. | 3.400% | 9/1/29 | 15,474 | 16,498 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 3,400 | 3,555 | ||
Phillips 66 | 3.900% | 3/15/28 | 1,804 | 2,029 | ||
Phillips 66 | 2.150% | 12/15/30 | 7,815 | 7,688 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 5,246 | 5,704 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 4,595 | 5,033 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 4,225 | 4,441 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 9,122 | 8,791 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 8,257 | 8,103 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 6,739 | 7,571 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 10,975 | 11,575 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 4,310 | 4,616 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 10,622 | 12,266 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 14,403 | 16,269 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 17,708 | 20,431 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 11,580 | 12,180 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 9,028 | 9,613 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 4,935 | 5,665 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 12,516 | 13,008 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 14,975 | 15,965 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 8,092 | 8,797 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 4,670 | 5,157 | ||
Tosco Corp. | 8.125% | 2/15/30 | 2,469 | 3,550 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 7,325 | 8,167 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 12,543 | 13,466 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 5,977 | 6,852 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 10,457 | 12,026 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 12,875 | 14,780 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 4,054 | 4,591 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 10,238 | 11,038 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 8,952 | 9,695 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 4,900 | 4,983 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 10,165 | 11,582 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 8,525 | 9,519 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 5,150 | 5,837 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 4,675 | 5,326 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 12,846 | 14,263 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 9,200 | 10,042 | ||
2 | Williams Cos. Inc. | 7.500% | 1/15/31 | 1,636 | 2,253 | |
Williams Cos. Inc. | 2.600% | 3/15/31 | 8,250 | 8,363 | ||
1,095,573 | ||||||
Financials (12.36%) | ||||||
2 | Aegon NV | 5.500% | 4/11/48 | 5,695 | 6,464 | |
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 402 | 442 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 12,331 | 13,181 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 4,765 | 5,324 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 6,735 | 7,214 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 6,462 | 6,971 | ||
Aflac Inc. | 2.875% | 10/15/26 | 2,075 | 2,232 | ||
Aflac Inc. | 3.600% | 4/1/30 | 9,398 | 10,594 | ||
2 | Air Lease Corp. | 3.750% | 6/1/26 | 58 | 63 | |
Air Lease Corp. | 1.875% | 8/15/26 | 6,500 | 6,506 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 4,238 | 4,562 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 5,850 | 6,290 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 2,775 | 3,136 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 6,225 | 6,476 | ||
2 | Air Lease Corp. | 3.000% | 2/1/30 | 5,243 | 5,312 | |
Air Lease Corp. | 3.125% | 12/1/30 | 4,550 | 4,626 | ||
Alleghany Corp. | 3.625% | 5/15/30 | 4,810 | 5,307 | ||
Allstate Corp. | 3.280% | 12/15/26 | 5,030 | 5,555 | ||
Allstate Corp. | 1.450% | 12/15/30 | 4,100 | 3,919 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 5,035 | 5,697 | ||
2 | American Express Credit Corp. | 3.300% | 5/3/27 | 18,692 | 20,682 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 3,325 | 3,617 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 3,062 | 3,759 | ||
American International Group Inc. | 4.200% | 4/1/28 | 3,670 | 4,217 | ||
American International Group Inc. | 4.250% | 3/15/29 | 5,060 | 5,840 | ||
American International Group Inc. | 3.400% | 6/30/30 | 14,269 | 15,651 | ||
2 | American International Group Inc. | 5.750% | 4/1/48 | 5,165 | 5,879 | |
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 5,125 | 5,507 | ||
2 | Andrew W Mellon Foundation | 0.947% | 8/1/27 | 2,525 | 2,457 | |
2 | Aon Corp. | 8.205% | 1/1/27 | 3,000 | 3,935 | |
Aon Corp. | 4.500% | 12/15/28 | 2,051 | 2,398 | ||
Aon Corp. | 3.750% | 5/2/29 | 7,705 | 8,671 | ||
Aon Corp. | 2.800% | 5/15/30 | 11,237 | 11,822 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 4,290 | 4,852 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 8,875 | 8,830 | ||
Ares Capital Corp. | 2.875% | 6/15/28 | 7,000 | 7,099 | ||
Arthur J Gallagher & Co. | 2.500% | 5/20/31 | 7,000 | 7,075 | ||
Assurant Inc. | 4.900% | 3/27/28 | 3,600 | 4,196 | ||
Assurant Inc. | 3.700% | 2/22/30 | 2,350 | 2,553 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 4,000 | 4,155 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 3,825 | 4,275 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 8,535 | 10,780 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 5,705 | 6,088 | ||
AXA SA | 8.600% | 12/15/30 | 8,855 | 13,447 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,350 | 3,692 | ||
2 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,345 | 3,534 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 3,255 | 3,607 | ||
Banco Santander SA | 4.250% | 4/11/27 | 13,519 | 15,239 | ||
Banco Santander SA | 3.800% | 2/23/28 | 4,250 | 4,697 | ||
Banco Santander SA | 4.379% | 4/12/28 | 5,250 | 5,997 | ||
Banco Santander SA | 3.306% | 6/27/29 | 6,791 | 7,376 | ||
Banco Santander SA | 3.490% | 5/28/30 | 16,955 | 18,306 | ||
Banco Santander SA | 2.749% | 12/3/30 | 10,155 | 10,064 | ||
Banco Santander SA | 2.958% | 3/25/31 | 5,985 | 6,169 | ||
2 | Bank of America Corp. | 4.250% | 10/22/26 | 16,493 | 18,621 | |
2 | Bank of America Corp. | 3.248% | 10/21/27 | 22,984 | 24,932 | |
2 | Bank of America Corp. | 4.183% | 11/25/27 | 23,874 | 26,731 | |
2 | Bank of America Corp. | 3.824% | 1/20/28 | 29,541 | 32,809 | |
2 | Bank of America Corp. | 3.705% | 4/24/28 | 16,541 | 18,291 | |
2 | Bank of America Corp. | 3.593% | 7/21/28 | 24,620 | 27,082 | |
2 | Bank of America Corp. | 3.419% | 12/20/28 | 68,016 | 74,160 | |
2 | Bank of America Corp. | 3.970% | 3/5/29 | 15,450 | 17,418 | |
2 | Bank of America Corp. | 2.087% | 6/14/29 | 15,000 | 15,123 | |
2 | Bank of America Corp. | 4.271% | 7/23/29 | 45,900 | 52,750 | |
2 | Bank of America Corp. | 3.974% | 2/7/30 | 20,895 | 23,692 | |
2 | Bank of America Corp. | 3.194% | 7/23/30 | 5,008 | 5,391 | |
2 | Bank of America Corp. | 2.884% | 10/22/30 | 10,956 | 11,533 | |
2 | Bank of America Corp. | 2.496% | 2/13/31 | 50,920 | 52,063 | |
2 | Bank of America Corp. | 2.592% | 4/29/31 | 17,900 | 18,426 | |
2 | Bank of America Corp. | 1.898% | 7/23/31 | 20,315 | 19,712 | |
2 | Bank of America Corp. | 1.922% | 10/24/31 | 15,967 | 15,563 | |
2 | Bank of America Corp. | 2.651% | 3/11/32 | 18,763 | 19,262 | |
Bank of America Corp. | 2.687% | 4/22/32 | 50,650 | 52,174 | ||
2 | Bank of Montreal | 3.803% | 12/15/32 | 10,290 | 11,344 | |
2 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 11,427 | 12,135 | |
2 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 11,009 | 12,103 | |
2 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 9,525 | 10,607 | |
2 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 2,105 | 2,319 | |
2 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 10,286 | 11,402 | |
Bank of Nova Scotia | 2.700% | 8/3/26 | 11,260 | 12,026 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
BankUnited Inc. | 5.125% | 6/11/30 | 4,400 | 5,128 | ||
Barclays plc | 4.337% | 1/10/28 | 8,270 | 9,243 | ||
Barclays plc | 4.836% | 5/9/28 | 19,208 | 21,557 | ||
2 | Barclays plc | 4.972% | 5/16/29 | 14,033 | 16,443 | |
2 | Barclays plc | 5.088% | 6/20/30 | 9,000 | 10,461 | |
Barclays plc | 2.645% | 6/24/31 | 7,973 | 8,070 | ||
Barclays plc | 2.667% | 3/10/32 | 6,200 | 6,242 | ||
Barclays plc | 3.564% | 9/23/35 | 16,166 | 16,841 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 6,075 | 6,136 | ||
Berkshire Hathaway Finance Corp. | 1.450% | 10/15/30 | 4,150 | 4,056 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 2,392 | 2,650 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 9,250 | 10,345 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 7,620 | 7,978 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 4,430 | 4,431 | ||
2,4 | Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 6,305 | 6,391 | |
2 | BPCE SA | 3.375% | 12/2/26 | 3,500 | 3,858 | |
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 5,178 | 5,653 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 9,990 | 12,159 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 6,450 | 7,208 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 8,025 | 9,453 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 8,612 | 9,951 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 4,000 | 4,125 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 3,075 | 3,532 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 5,094 | 5,093 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 14,396 | 15,881 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 10,414 | 11,583 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 7,860 | 8,740 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 15,643 | 17,655 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 6,138 | 6,842 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 4,700 | 4,535 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 300 | 331 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 3,370 | 3,689 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 6,126 | 6,755 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 10,395 | 10,671 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 7,147 | 8,239 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 6,551 | 7,228 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 1,300 | 1,580 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 15,000 | 15,326 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 155 | 170 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 12,300 | 11,701 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 9,850 | 10,113 | ||
2 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 3,225 | 4,222 | |
Citigroup Inc. | 3.200% | 10/21/26 | 28,091 | 30,436 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 9,019 | 10,190 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 40,967 | 46,788 | ||
2 | Citigroup Inc. | 3.887% | 1/10/28 | 33,429 | 37,197 | |
Citigroup Inc. | 6.625% | 1/15/28 | 875 | 1,124 | ||
2 | Citigroup Inc. | 3.668% | 7/24/28 | 20,331 | 22,455 | |
Citigroup Inc. | 4.125% | 7/25/28 | 6,420 | 7,240 | ||
2 | Citigroup Inc. | 3.520% | 10/27/28 | 23,281 | 25,495 | |
2 | Citigroup Inc. | 4.075% | 4/23/29 | 6,401 | 7,266 | |
2 | Citigroup Inc. | 3.980% | 3/20/30 | 26,185 | 29,715 | |
2 | Citigroup Inc. | 2.976% | 11/5/30 | 13,850 | 14,691 | |
2 | Citigroup Inc. | 2.666% | 1/29/31 | 16,284 | 16,834 | |
2 | Citigroup Inc. | 4.412% | 3/31/31 | 45,913 | 53,677 | |
2 | Citigroup Inc. | 2.572% | 6/3/31 | 21,800 | 22,404 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 5,428 | 5,788 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 3,994 | 4,100 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 5,497 | 5,955 | ||
CME Group Inc. | 3.750% | 6/15/28 | 4,750 | 5,416 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 136 | 154 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CNA Financial Corp. | 3.450% | 8/15/27 | 4,083 | 4,474 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 5,348 | 6,014 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 2,500 | 2,458 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 5,050 | 6,015 | ||
Comerica Inc. | 4.000% | 2/1/29 | 133 | 153 | ||
2 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 12,348 | 13,577 | |
2 | Deutsche Bank AG | 3.547% | 9/18/31 | 13,150 | 13,994 | |
2 | Discover Bank | 3.450% | 7/27/26 | 8,649 | 9,438 | |
2 | Discover Bank | 4.650% | 9/13/28 | 9,077 | 10,650 | |
2 | Discover Bank | 2.700% | 2/6/30 | 5,355 | 5,607 | |
Discover Financial Services | 4.100% | 2/9/27 | 11,039 | 12,370 | ||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 4,641 | 5,141 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 3,285 | 3,810 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 3,470 | 3,782 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 10,630 | 12,206 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 2,650 | 3,411 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 11,837 | 13,571 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 6,184 | 7,113 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 5,700 | 6,521 | ||
2,4 | Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 4,000 | 4,176 | |
Fidelity National Financial Inc. | 4.500% | 8/15/28 | 4,899 | 5,636 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 5,750 | 6,193 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 3,950 | 4,177 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 6,223 | 7,168 | ||
2 | Fifth Third Bank NA | 2.250% | 2/1/27 | 6,850 | 7,185 | |
First American Financial Corp. | 4.000% | 5/15/30 | 3,940 | 4,378 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 6,100 | 5,862 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 87 | 90 | ||
FS KKR Capital Corp. | 2.625% | 1/15/27 | 3,000 | 2,970 | ||
GATX Corp. | 3.250% | 9/15/26 | 3,176 | 3,428 | ||
GATX Corp. | 3.850% | 3/30/27 | 4,225 | 4,667 | ||
GATX Corp. | 3.500% | 3/15/28 | 4,177 | 4,588 | ||
GATX Corp. | 4.550% | 11/7/28 | 2,650 | 3,094 | ||
GATX Corp. | 4.700% | 4/1/29 | 1,700 | 1,992 | ||
GATX Corp. | 4.000% | 6/30/30 | 5,032 | 5,678 | ||
GE Capital Funding LLC | 4.050% | 5/15/27 | 7,905 | 8,947 | ||
GE Capital Funding LLC | 4.400% | 5/15/30 | 27,671 | 32,253 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 3,650 | 4,206 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 10,921 | 11,665 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 9,251 | 9,632 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 5,546 | 6,488 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 3,125 | 3,087 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 51 | 53 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 23,633 | 25,695 | ||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 7,182 | 8,753 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 28,827 | 31,792 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 25,000 | 24,923 | ||
2 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 24,310 | 26,848 | |
2 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 27,548 | 30,805 | |
2 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 25,430 | 29,033 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 1,500 | 1,556 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 30,725 | 34,569 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 21,535 | 20,912 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 29,198 | 29,861 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 3,784 | 3,803 | ||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 2,958 | 2,972 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 6,610 | 6,964 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 18,846 | 21,267 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 275 | 275 | ||
2 | HSBC Holdings plc | 4.041% | 3/13/28 | 20,390 | 22,616 | |
2 | HSBC Holdings plc | 2.013% | 9/22/28 | 15,847 | 15,900 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | HSBC Holdings plc | 4.583% | 6/19/29 | 30,047 | 34,730 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 23,441 | 28,290 | ||
2 | HSBC Holdings plc | 3.973% | 5/22/30 | 34,412 | 38,498 | |
2 | HSBC Holdings plc | 2.848% | 6/4/31 | 12,085 | 12,541 | |
2 | HSBC Holdings plc | 2.357% | 8/18/31 | 13,275 | 13,283 | |
HSBC Holdings plc | 2.804% | 5/24/32 | 20,000 | 20,530 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 7,864 | 8,197 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 5,900 | 6,533 | ||
ING Groep NV | 3.950% | 3/29/27 | 7,445 | 8,360 | ||
ING Groep NV | 4.550% | 10/2/28 | 9,140 | 10,727 | ||
ING Groep NV | 4.050% | 4/9/29 | 8,785 | 10,032 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 3,363 | 3,660 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 4,038 | 4,546 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 11,520 | 11,454 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 5,192 | 6,039 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 1,050 | 1,309 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 7,261 | 8,162 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,279 | 1,393 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 30,789 | 33,174 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 4,100 | 5,353 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 26,767 | 30,293 | ||
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 5,397 | 7,287 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 9,252 | 10,550 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 3,528 | 3,876 | ||
2 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 27,723 | 30,766 | |
2 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 18,743 | 20,582 | |
2 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 13,408 | 13,722 | |
2 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 17,699 | 19,500 | |
2 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 27,480 | 31,126 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 10,000 | 10,077 | ||
2 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 25,216 | 28,955 | |
2 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 30,439 | 35,579 | |
2 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 21,886 | 24,477 | |
2 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 19,721 | 20,678 | |
2 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 30,219 | 35,815 | |
2 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 18,925 | 19,450 | |
2 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 24,711 | 25,971 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 15,852 | 15,225 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 33,333 | 32,414 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 38,355 | 39,406 | ||
Kemper Corp. | 2.400% | 9/30/30 | 3,650 | 3,649 | ||
2 | KeyBank NA | 6.950% | 2/1/28 | 500 | 633 | |
2 | KeyCorp | 2.250% | 4/6/27 | 8,345 | 8,656 | |
2 | KeyCorp | 4.100% | 4/30/28 | 5,235 | 6,043 | |
2 | KeyCorp | 2.550% | 10/1/29 | 7,837 | 8,208 | |
Lazard Group LLC | 3.625% | 3/1/27 | 2,495 | 2,719 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 4,417 | 5,105 | ||
Lazard Group LLC | 4.375% | 3/11/29 | 5,676 | 6,458 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 4,283 | 4,741 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 3,425 | 3,836 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 5,848 | 6,237 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 2,800 | 3,081 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 103 | 116 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 10,460 | 11,544 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 13,675 | 15,705 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 7,653 | 8,918 | ||
2 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 15,920 | 17,390 | |
Loews Corp. | 3.750% | 4/1/26 | 100 | 111 | ||
Loews Corp. | 3.200% | 5/15/30 | 3,088 | 3,351 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 2,900 | 2,978 | ||
2 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 7,340 | 8,095 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Manulife Financial Corp. | 4.150% | 3/4/26 | 274 | 309 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 2,937 | 3,101 | ||
2 | Manulife Financial Corp. | 4.061% | 2/24/32 | 5,910 | 6,520 | |
Markel Corp. | 3.500% | 11/1/27 | 3,200 | 3,518 | ||
Markel Corp. | 3.350% | 9/17/29 | 2,500 | 2,750 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 170 | 189 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 12,742 | 14,946 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 6,225 | 6,308 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 6,912 | 7,540 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 9,242 | 10,219 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 6,380 | 7,176 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 10,328 | 11,288 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 10,538 | 11,863 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 1,150 | 1,162 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 3,160 | 3,568 | ||
MetLife Inc. | 4.550% | 3/23/30 | 7,008 | 8,416 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,300 | 9,894 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 9,469 | 10,577 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 11,350 | 12,495 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 11,855 | 13,471 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,425 | 6,236 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 12,033 | 13,546 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 17,975 | 19,447 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 7,001 | 7,275 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 7,500 | 7,482 | ||
Mizuho Financial Group Inc. | 2.839% | 9/13/26 | 6,000 | 6,425 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 2,850 | 3,160 | ||
Mizuho Financial Group Inc. | 3.170% | 9/11/27 | 11,190 | 12,180 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 6,185 | 7,054 | ||
2 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 5,595 | 6,447 | |
2 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 6,100 | 6,572 | |
2 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 4,960 | 5,209 | |
2 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 950 | 977 | |
2 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 10,181 | 10,166 | |
2 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 8,705 | 8,511 | |
2 | Morgan Stanley | 3.125% | 7/27/26 | 21,681 | 23,472 | |
2 | Morgan Stanley | 6.250% | 8/9/26 | 5,309 | 6,566 | |
2 | Morgan Stanley | 4.350% | 9/8/26 | 22,042 | 24,980 | |
Morgan Stanley | 3.625% | 1/20/27 | 25,473 | 28,270 | ||
Morgan Stanley | 3.950% | 4/23/27 | 18,679 | 20,866 | ||
2 | Morgan Stanley | 3.591% | 7/22/28 | 27,555 | 30,531 | |
2 | Morgan Stanley | 3.772% | 1/24/29 | 27,803 | 31,222 | |
2 | Morgan Stanley | 4.431% | 1/23/30 | 24,708 | 28,974 | |
2 | Morgan Stanley | 2.699% | 1/22/31 | 35,193 | 36,865 | |
2 | Morgan Stanley | 3.622% | 4/1/31 | 28,740 | 32,101 | |
2 | Morgan Stanley | 1.794% | 2/13/32 | 14,405 | 13,857 | |
2 | Morgan Stanley | 1.928% | 4/28/32 | 20,300 | 19,743 | |
Nasdaq Inc. | 1.650% | 1/15/31 | 1,066 | 1,007 | ||
2 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 10,815 | 11,501 | |
2 | Natwest Group plc | 3.073% | 5/22/28 | 14,290 | 15,077 | |
2 | Natwest Group plc | 4.892% | 5/18/29 | 15,165 | 17,763 | |
2 | Natwest Group plc | 5.076% | 1/27/30 | 14,800 | 17,548 | |
2 | Natwest Group plc | 4.445% | 5/8/30 | 9,115 | 10,446 | |
2 | Natwest Group plc | 3.032% | 11/28/35 | 7,000 | 7,003 | |
Nomura Holdings Inc. | 3.103% | 1/16/30 | 17,480 | 18,344 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 4,100 | 4,165 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 5,306 | 6,006 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 7,450 | 8,197 | ||
2 | Northern Trust Corp. | 3.375% | 5/8/32 | 4,650 | 5,054 | |
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 3,000 | 3,004 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 4,748 | 5,310 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ORIX Corp. | 3.700% | 7/18/27 | 4,000 | 4,467 | ||
ORIX Corp. | 2.250% | 3/9/31 | 5,025 | 5,066 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 7,295 | 7,608 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 4,545 | 4,558 | ||
Owl Rock Capital Corp. | 2.875% | 6/11/28 | 4,000 | 3,973 | ||
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 2,175 | 2,148 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 4,815 | 5,355 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 3,750 | 3,916 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 12,620 | 13,535 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 8,425 | 9,098 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 9,500 | 9,844 | ||
2 | PNC Bank NA | 3.100% | 10/25/27 | 6,444 | 7,056 | |
2 | PNC Bank NA | 3.250% | 1/22/28 | 4,025 | 4,444 | |
2 | PNC Bank NA | 4.050% | 7/26/28 | 11,660 | 13,482 | |
2 | PNC Bank NA | 2.700% | 10/22/29 | 10,655 | 11,288 | |
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 8,424 | 8,978 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 8,639 | 9,453 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 16,861 | 18,869 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 17,178 | 18,086 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 5,210 | 5,638 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 3,296 | 3,703 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 6,300 | 6,292 | ||
Progressive Corp. | 2.450% | 1/15/27 | 6,115 | 6,489 | ||
Progressive Corp. | 3.200% | 3/26/30 | 8,912 | 9,803 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 2,050 | 2,054 | ||
2 | Prudential Financial Inc. | 1.500% | 3/10/26 | 472 | 480 | |
2 | Prudential Financial Inc. | 3.878% | 3/27/28 | 3,000 | 3,437 | |
2 | Prudential Financial Inc. | 2.100% | 3/10/30 | 2,000 | 2,037 | |
2 | Prudential Financial Inc. | 4.500% | 9/15/47 | 6,413 | 6,962 | |
2 | Prudential Financial Inc. | 5.700% | 9/15/48 | 5,442 | 6,372 | |
2 | Prudential Financial Inc. | 3.700% | 10/1/50 | 9,410 | 9,838 | |
Prudential plc | 3.125% | 4/14/30 | 8,165 | 8,795 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 9,813 | 11,741 | ||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 3,290 | 3,663 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 6,209 | 6,957 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 5,100 | 5,450 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 2,000 | 2,185 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,250 | 1,378 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 9,087 | 9,709 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 12,397 | 13,908 | ||
2 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,200 | 7,912 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 7,800 | 8,045 | ||
Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | 2,900 | 2,925 | ||
2 | State Street Corp. | 4.141% | 12/3/29 | 4,850 | 5,683 | |
State Street Corp. | 2.400% | 1/24/30 | 11,417 | 11,913 | ||
State Street Corp. | 2.200% | 3/3/31 | 6,800 | 6,857 | ||
State Street Corp. | 3.152% | 3/30/31 | 1,200 | 1,315 | ||
2 | State Street Corp. | 3.031% | 11/1/34 | 3,900 | 4,144 | |
Stifel Financial Corp. | 4.000% | 5/15/30 | 3,365 | 3,747 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 16,370 | 17,387 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 9,402 | 10,147 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 16,200 | 17,831 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 11,396 | 12,459 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 5,199 | 5,754 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 7,355 | 8,356 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 2,505 | 2,906 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 15,964 | 17,114 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 5,334 | 5,680 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 9,175 | 9,633 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 21,036 | 22,120 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 10,584 | 10,641 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 12,583 | 12,305 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 4,050 | 3,936 | ||
SVB Financial Group | 2.100% | 5/15/28 | 3,000 | 3,042 | ||
SVB Financial Group | 3.125% | 6/5/30 | 4,510 | 4,814 | ||
SVB Financial Group | 1.800% | 2/2/31 | 2,687 | 2,570 | ||
Synchrony Financial | 3.700% | 8/4/26 | 6,694 | 7,318 | ||
Synchrony Financial | 3.950% | 12/1/27 | 5,604 | 6,236 | ||
Synchrony Financial | 5.150% | 3/19/29 | 5,860 | 6,945 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 6,742 | 7,401 | ||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 5,550 | 5,970 | ||
2 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 14,715 | 16,282 | |
2 | Truist Bank | 3.800% | 10/30/26 | 2,333 | 2,611 | |
2 | Truist Bank | 2.250% | 3/11/30 | 16,675 | 16,912 | |
2 | Truist Financial Corp. | 1.125% | 8/3/27 | 8,725 | 8,517 | |
2 | Truist Financial Corp. | 3.875% | 3/19/29 | 5,732 | 6,526 | |
2 | Truist Financial Corp. | 1.950% | 6/5/30 | 8,600 | 8,612 | |
Unum Group | 4.000% | 6/15/29 | 2,000 | 2,248 | ||
2 | US Bancorp | 2.375% | 7/22/26 | 13,750 | 14,538 | |
2 | US Bancorp | 3.150% | 4/27/27 | 13,363 | 14,636 | |
2 | US Bancorp | 3.900% | 4/26/28 | 4,058 | 4,671 | |
2 | US Bancorp | 3.000% | 7/30/29 | 6,250 | 6,762 | |
2 | US Bancorp | 1.375% | 7/22/30 | 7,250 | 6,965 | |
Visa Inc. | 1.900% | 4/15/27 | 14,110 | 14,579 | ||
Visa Inc. | 0.750% | 8/15/27 | 2,075 | 2,016 | ||
Visa Inc. | 2.750% | 9/15/27 | 8,675 | 9,380 | ||
Visa Inc. | 2.050% | 4/15/30 | 10,275 | 10,569 | ||
Visa Inc. | 1.100% | 2/15/31 | 8,950 | 8,464 | ||
2 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,180 | 4,400 | |
Wachovia Corp. | 7.574% | 8/1/26 | 1,250 | 1,604 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 2,575 | 2,840 | ||
2 | Wells Fargo & Co. | 4.100% | 6/3/26 | 2,228 | 2,502 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 31,538 | 34,005 | ||
2 | Wells Fargo & Co. | 3.196% | 6/17/27 | 268 | 289 | |
2 | Wells Fargo & Co. | 4.300% | 7/22/27 | 13,040 | 14,859 | |
2 | Wells Fargo & Co. | 3.584% | 5/22/28 | 24,557 | 27,037 | |
2 | Wells Fargo & Co. | 2.393% | 6/2/28 | 14,556 | 15,093 | |
2 | Wells Fargo & Co. | 4.150% | 1/24/29 | 13,548 | 15,592 | |
2 | Wells Fargo & Co. | 2.879% | 10/30/30 | 23,943 | 25,361 | |
2 | Wells Fargo & Co. | 2.572% | 2/11/31 | 22,550 | 23,343 | |
2 | Wells Fargo & Co. | 4.478% | 4/4/31 | 47,119 | 55,714 | |
Western Union Co. | 2.750% | 3/15/31 | 3,000 | 3,000 | ||
Westpac Banking Corp. | 1.150% | 6/3/26 | 83 | 83 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 8,710 | 9,341 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 6,674 | 7,381 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 1,386 | 1,551 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 2,625 | 2,813 | ||
2 | Westpac Banking Corp. | 4.322% | 11/23/31 | 19,825 | 22,042 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 13,122 | 14,403 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 14,250 | 14,030 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 4,197 | 4,857 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 6,727 | 7,075 | ||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,000 | 2,165 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 4,227 | 4,430 | ||
4,824,980 | ||||||
Health Care (3.84%) | ||||||
Abbott Laboratories | 3.750% | 11/30/26 | 15,265 | 17,267 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 8,140 | 7,979 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 4,300 | 4,159 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 33,583 | 36,103 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 16,191 | 18,775 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 52,860 | 57,372 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Adventist Health System | 2.952% | 3/1/29 | 2,250 | 2,372 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,600 | 2,944 | ||
2 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,610 | 1,632 | |
Agilent Technologies Inc. | 3.050% | 9/22/26 | 2,850 | 3,077 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 4,925 | 5,166 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 4,325 | 4,282 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 6,800 | 6,805 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 4,708 | 5,137 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 3,425 | 3,572 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 10,000 | 10,269 | ||
Amgen Inc. | 2.600% | 8/19/26 | 4,951 | 5,256 | ||
Amgen Inc. | 2.200% | 2/21/27 | 13,787 | 14,317 | ||
Amgen Inc. | 3.200% | 11/2/27 | 7,431 | 8,108 | ||
Amgen Inc. | 2.450% | 2/21/30 | 11,975 | 12,345 | ||
Amgen Inc. | 2.300% | 2/25/31 | 4,608 | 4,667 | ||
Anthem Inc. | 3.650% | 12/1/27 | 18,401 | 20,587 | ||
Anthem Inc. | 4.101% | 3/1/28 | 4,786 | 5,477 | ||
Anthem Inc. | 2.875% | 9/15/29 | 9,291 | 9,885 | ||
Anthem Inc. | 2.250% | 5/15/30 | 15,827 | 15,964 | ||
Anthem Inc. | 2.550% | 3/15/31 | 5,250 | 5,415 | ||
2 | Ascension Health | 2.532% | 11/15/29 | 7,505 | 7,915 | |
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 7,100 | 7,097 | ||
Astrazeneca Finance LLC | 2.250% | 5/28/31 | 7,200 | 7,300 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 210 | 205 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 7,579 | 8,256 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 10,533 | 12,107 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 10,110 | 9,580 | ||
Banner Health | 2.338% | 1/1/30 | 2,725 | 2,787 | ||
Banner Health | 1.897% | 1/1/31 | 2,250 | 2,217 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 7,417 | 7,891 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 4,500 | 5,180 | ||
2 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 1,000 | 980 | |
Becton Dickinson & Co. | 3.700% | 6/6/27 | 21,850 | 24,288 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,580 | 1,655 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 6,825 | 6,659 | ||
Biogen Inc. | 2.250% | 5/1/30 | 14,295 | 14,333 | ||
2 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 3,514 | 3,867 | |
Boston Scientific Corp. | 4.000% | 3/1/29 | 17,571 | 19,996 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 12,060 | 12,468 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 4,350 | 4,279 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 11,361 | 12,669 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 14,210 | 16,258 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 39,461 | 44,204 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 17,575 | 16,990 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 9,580 | 10,465 | ||
2 | CHRISTUS Health | 4.341% | 7/1/28 | 3,085 | 3,547 | |
2 | Cigna Corp. | 4.500% | 2/25/26 | 247 | 281 | |
2 | Cigna Corp. | 3.400% | 3/1/27 | 10,212 | 11,206 | |
2 | Cigna Corp. | 3.050% | 10/15/27 | 3,367 | 3,636 | |
Cigna Corp. | 4.375% | 10/15/28 | 20,750 | 24,152 | ||
Cigna Corp. | 2.400% | 3/15/30 | 17,285 | 17,649 | ||
Cigna Corp. | 2.375% | 3/15/31 | 20,525 | 20,812 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 8,179 | 8,864 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 2,200 | 2,289 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 179 | 192 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 6,519 | 7,030 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 4,308 | 4,767 | ||
CVS Health Corp. | 6.250% | 6/1/27 | 1,390 | 1,731 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 17,275 | 16,959 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 57,712 | 66,300 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 25,319 | 27,533 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CVS Health Corp. | 3.750% | 4/1/30 | 12,190 | 13,666 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 13,545 | 13,036 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 5,020 | 4,873 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 6,434 | 6,886 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 4,425 | 4,633 | ||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 4,847 | 5,621 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 9,507 | 10,669 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 3,007 | 3,236 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 3,375 | 3,289 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 4,425 | 4,279 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 11,315 | 12,966 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 6,670 | 7,414 | ||
HCA Inc. | 5.250% | 6/15/26 | 80 | 93 | ||
HCA Inc. | 4.500% | 2/15/27 | 10,407 | 11,767 | ||
HCA Inc. | 4.125% | 6/15/29 | 16,856 | 19,008 | ||
HCA Inc. | 2.375% | 7/15/31 | 8,000 | 7,918 | ||
Humana Inc. | 3.950% | 3/15/27 | 3,771 | 4,227 | ||
Humana Inc. | 3.125% | 8/15/29 | 6,106 | 6,575 | ||
Humana Inc. | 4.875% | 4/1/30 | 2,435 | 2,939 | ||
Illumina Inc. | 2.550% | 3/23/31 | 4,000 | 4,059 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 8,792 | 9,611 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 14,025 | 13,775 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 10,966 | 11,995 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 1,925 | 2,700 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 15,033 | 14,584 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 4,471 | 4,896 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 3,985 | 4,410 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 6,745 | 7,103 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 4,000 | 4,070 | ||
McKesson Corp. | 3.950% | 2/16/28 | 6,349 | 7,205 | ||
McKesson Corp. | 4.750% | 5/30/29 | 3,366 | 4,002 | ||
Medtronic Global Holdings SCA | 3.350% | 4/1/27 | 2,950 | 3,249 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 549 | 545 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 16,342 | 18,315 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 12,350 | 12,032 | ||
2 | Mercy Health | 4.302% | 7/1/28 | 2,450 | 2,880 | |
Mylan Inc. | 4.550% | 4/15/28 | 5,900 | 6,771 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 8,313 | 8,644 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 10,461 | 11,444 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 3,650 | 3,775 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 7,675 | 8,305 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 3,500 | 3,592 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 107 | 118 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 5,246 | 5,360 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 257 | 278 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 7,471 | 8,203 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 6,132 | 6,945 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 19,929 | 22,420 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 10,100 | 10,770 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 12,950 | 12,881 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 3,400 | 4,572 | ||
2 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 3,025 | 3,227 | |
2 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 2,991 | 3,135 | |
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 149 | 164 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 4,475 | 5,162 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 7,225 | 7,657 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 1,750 | 1,828 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 9,939 | 9,428 | ||
2,4 | Royalty Pharma plc | 1.750% | 9/2/27 | 9,841 | 9,700 | |
2,4 | Royalty Pharma plc | 2.200% | 9/2/30 | 9,359 | 9,180 | |
2 | Rush Obligated Group | 3.922% | 11/15/29 | 3,000 | 3,426 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sanofi | 3.625% | 6/19/28 | 7,025 | 8,019 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 30,904 | 33,545 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 7,700 | 7,545 | ||
2 | SSM Health Care Corp. | 3.823% | 6/1/27 | 4,270 | 4,771 | |
2 | Stanford Health Care | 3.310% | 8/15/30 | 2,687 | 2,974 | |
STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | 4,850 | 4,944 | ||
Stryker Corp. | 3.650% | 3/7/28 | 4,975 | 5,584 | ||
Stryker Corp. | 1.950% | 6/15/30 | 6,446 | 6,376 | ||
2 | Sutter Health | 3.695% | 8/15/28 | 3,125 | 3,496 | |
2 | Sutter Health | 2.294% | 8/15/30 | 6,025 | 6,082 | |
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 15,175 | 18,277 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 22,270 | 22,077 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 13,520 | 14,597 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 7,743 | 8,454 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 5,639 | 5,923 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 4,305 | 5,126 | ||
2 | Toledo Hospital | 5.325% | 11/15/28 | 2,800 | 3,266 | |
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 419 | 423 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 422 | 460 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 4,239 | 4,705 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 5,015 | 5,568 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 7,915 | 8,616 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 6,811 | 7,825 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 9,940 | 11,446 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 5,730 | 6,180 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 7,361 | 7,422 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 19,000 | 19,458 | ||
2,4 | Universal Health Services Inc. | 2.650% | 10/15/30 | 8,005 | 8,044 | |
2,4 | Viatris Inc. | 2.300% | 6/22/27 | 10,183 | 10,388 | |
2,4 | Viatris Inc. | 2.700% | 6/22/30 | 15,800 | 15,966 | |
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 189 | 204 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 9,260 | 10,140 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 7,627 | 8,235 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 6,922 | 7,882 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 3,570 | 3,546 | ||
1,498,601 | ||||||
Industrials (3.01%) | ||||||
2 | 3M Co. | 2.250% | 9/19/26 | 7,006 | 7,413 | |
3M Co. | 2.875% | 10/15/27 | 8,200 | 8,908 | ||
2 | 3M Co. | 3.625% | 9/14/28 | 6,156 | 7,006 | |
2 | 3M Co. | 3.375% | 3/1/29 | 6,600 | 7,394 | |
3M Co. | 2.375% | 8/26/29 | 9,737 | 10,205 | ||
3M Co. | 3.050% | 4/15/30 | 3,790 | 4,172 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 4,573 | 4,534 | ||
Allegion plc | 3.500% | 10/1/29 | 3,550 | 3,857 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 3,200 | 3,472 | ||
2 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 1,607 | 1,650 | |
2 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 3,935 | 3,987 | |
2 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 3,448 | 3,473 | |
2 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 765 | 786 | |
2 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 4,607 | 4,682 | |
Amphenol Corp. | 4.350% | 6/1/29 | 2,100 | 2,463 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 10,175 | 10,769 | ||
2 | BNSF Funding Trust I | 6.613% | 12/15/55 | 100 | 115 | |
Boeing Co. | 2.250% | 6/15/26 | 4,733 | 4,832 | ||
Boeing Co. | 2.700% | 2/1/27 | 7,365 | 7,611 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Boeing Co. | 2.800% | 3/1/27 | 3,498 | 3,632 | ||
Boeing Co. | 5.040% | 5/1/27 | 17,095 | 19,735 | ||
Boeing Co. | 3.250% | 2/1/28 | 8,041 | 8,527 | ||
Boeing Co. | 3.250% | 3/1/28 | 4,000 | 4,220 | ||
Boeing Co. | 3.450% | 11/1/28 | 4,986 | 5,320 | ||
Boeing Co. | 3.200% | 3/1/29 | 7,900 | 8,298 | ||
Boeing Co. | 2.950% | 2/1/30 | 6,798 | 6,961 | ||
Boeing Co. | 5.150% | 5/1/30 | 40,617 | 48,133 | ||
Boeing Co. | 3.625% | 2/1/31 | 9,650 | 10,380 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 6,998 | 7,709 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 3,350 | 4,453 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 4,620 | 5,252 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 4,925 | 4,908 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 15,695 | 16,424 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 23,340 | 24,198 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 6,011 | 6,203 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 4,485 | 4,765 | ||
2 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 4,725 | 4,667 | |
Caterpillar Inc. | 2.600% | 9/19/29 | 3,725 | 3,976 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 10,455 | 11,159 | ||
Caterpillar Inc. | 1.900% | 3/12/31 | 2,200 | 2,204 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 5,750 | 6,565 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 2,000 | 1,989 | ||
2 | CNH Industrial NV | 3.850% | 11/15/27 | 4,775 | 5,295 | |
CSX Corp. | 2.600% | 11/1/26 | 6,000 | 6,389 | ||
CSX Corp. | 3.250% | 6/1/27 | 9,546 | 10,469 | ||
CSX Corp. | 3.800% | 3/1/28 | 5,139 | 5,794 | ||
CSX Corp. | 4.250% | 3/15/29 | 11,373 | 13,221 | ||
Cummins Inc. | 1.500% | 9/1/30 | 5,658 | 5,459 | ||
Deere & Co. | 5.375% | 10/16/29 | 1,558 | 1,986 | ||
Deere & Co. | 3.100% | 4/15/30 | 3,631 | 4,011 | ||
2,4 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 6,000 | 6,677 | |
2 | Delta Air Lines Pass-Through Trust Class AA Series 2015-1 | 3.625% | 7/30/27 | 875 | 943 | |
2 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 6,581 | 6,640 | |
Dover Corp. | 2.950% | 11/4/29 | 1,750 | 1,881 | ||
Eaton Corp. | 3.103% | 9/15/27 | 6,250 | 6,800 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 6,900 | 6,803 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 6,200 | 6,349 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 2,445 | 2,472 | ||
FedEx Corp. | 3.400% | 2/15/28 | 5,148 | 5,719 | ||
FedEx Corp. | 4.200% | 10/17/28 | 2,015 | 2,346 | ||
FedEx Corp. | 3.100% | 8/5/29 | 9,400 | 10,192 | ||
FedEx Corp. | 4.250% | 5/15/30 | 6,525 | 7,605 | ||
FedEx Corp. | 2.400% | 5/15/31 | 6,170 | 6,285 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 4,510 | 4,760 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 6,785 | 7,093 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 5,211 | 5,791 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 5,705 | 6,096 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 5,880 | 6,687 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 8,563 | 9,687 | ||
General Electric Co. | 3.450% | 5/1/27 | 9,737 | 10,711 | ||
General Electric Co. | 3.625% | 5/1/30 | 13,593 | 15,174 | ||
2,4,5 | GXO Logistics Inc. | 2.650% | 7/15/31 | 4,250 | 4,229 | |
Honeywell International Inc. | 2.500% | 11/1/26 | 13,968 | 14,885 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 5,905 | 6,335 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 10,150 | 10,313 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 4,345 | 4,739 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 5,000 | 5,723 | ||
IDEX Corp. | 3.000% | 5/1/30 | 4,568 | 4,829 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 4,194 | 4,498 | ||
2 | John Deere Capital Corp. | 2.250% | 9/14/26 | 5,495 | 5,787 | |
2 | John Deere Capital Corp. | 1.750% | 3/9/27 | 4,750 | 4,866 | |
2 | John Deere Capital Corp. | 2.800% | 9/8/27 | 5,650 | 6,115 | |
2 | John Deere Capital Corp. | 3.050% | 1/6/28 | 3,935 | 4,314 | |
2 | John Deere Capital Corp. | 3.450% | 3/7/29 | 6,666 | 7,501 | |
2 | John Deere Capital Corp. | 2.800% | 7/18/29 | 4,614 | 4,987 | |
2 | John Deere Capital Corp. | 2.450% | 1/9/30 | 7,065 | 7,435 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 3,600 | 3,481 | ||
2 | John Deere Capital Corp. | 2.000% | 6/17/31 | 3,150 | 3,177 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 2,325 | 2,241 | ||
Kansas City Southern | 2.875% | 11/15/29 | 5,050 | 5,316 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 1,989 | 2,259 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 5,625 | 6,533 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 4,790 | 5,067 | ||
Kirby Corp. | 4.200% | 3/1/28 | 5,070 | 5,668 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 5,000 | 5,614 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 3,325 | 3,861 | ||
2 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 12,613 | 14,640 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 3,332 | 3,536 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 5,250 | 5,103 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 2,910 | 2,913 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 7,272 | 7,298 | ||
2,4 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 2,000 | 2,202 | |
Norfolk Southern Corp. | 3.150% | 6/1/27 | 3,668 | 3,988 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 4,958 | 5,616 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 4,000 | 4,207 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 7,550 | 8,221 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 20,011 | 21,840 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 11,079 | 13,103 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 4,099 | 4,509 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 3,100 | 3,580 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 2,050 | 2,172 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 4,214 | 4,379 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 14,266 | 14,784 | ||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 6,278 | 6,865 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 9,422 | 10,307 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 16,814 | 18,554 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 17,970 | 19,542 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 1,300 | 1,706 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 25,983 | 29,927 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 3,880 | 5,424 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 7,356 | 7,479 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 6,605 | 7,082 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 8,341 | 9,166 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 1,036 | 1,178 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 11,218 | 11,396 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 4,655 | 5,219 | ||
2 | Ryder System Inc. | 2.900% | 12/1/26 | 3,800 | 4,070 | |
Southwest Airlines Co. | 3.000% | 11/15/26 | 4,145 | 4,422 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 14,540 | 17,122 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 2,440 | 2,646 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 5,500 | 5,641 | ||
2 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,173 | 1,221 | |
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 6,000 | 6,113 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 10,615 | 10,913 | ||
Textron Inc. | 3.650% | 3/15/27 | 5,318 | 5,888 | ||
Textron Inc. | 3.375% | 3/1/28 | 1,250 | 1,354 | ||
Textron Inc. | 3.900% | 9/17/29 | 1,905 | 2,131 | ||
Textron Inc. | 3.000% | 6/1/30 | 550 | 579 | ||
Timken Co. | 4.500% | 12/15/28 | 3,000 | 3,352 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 3,400 | 3,820 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 7,050 | 7,958 | ||
Trimble Inc. | 4.900% | 6/15/28 | 5,242 | 6,146 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 5,970 | 6,440 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 5,332 | 5,535 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 3,467 | 3,750 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 8,100 | 9,300 | ||
Union Pacific Corp. | 3.700% | 3/1/29 | 5,000 | 5,629 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 6,041 | 6,236 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 3,200 | 3,269 | ||
2,4 | Union Pacific Corp. | 2.891% | 4/6/36 | 5,000 | 5,201 | |
2 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 5,013 | 5,295 | |
2 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 2,446 | 2,477 | |
2 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 672 | 668 | |
2 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 29,311 | 32,604 | |
2 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 1,516 | 1,590 | |
2 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 2,528 | 2,666 | |
2 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 5,379 | 5,466 | |
United Parcel Service Inc. | 2.400% | 11/15/26 | 3,910 | 4,160 | ||
United Parcel Service Inc. | 3.050% | 11/15/27 | 7,612 | 8,432 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 5,583 | 6,271 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 3,850 | 4,093 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 5,925 | 7,172 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 550 | 783 | ||
2 | US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | 277 | 291 | |
2,4 | Vontier Corp. | 2.400% | 4/1/28 | 4,500 | 4,467 | |
2,4 | Vontier Corp. | 2.950% | 4/1/31 | 2,300 | 2,309 | |
Waste Connections Inc. | 3.500% | 5/1/29 | 4,625 | 5,095 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 6,035 | 6,242 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 6,974 | 7,632 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 2,425 | 2,348 | ||
Waste Management Inc. | 2.000% | 6/1/29 | 2,000 | 2,020 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 2,350 | 2,224 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 9,672 | 10,399 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 6,310 | 7,329 | ||
Xylem Inc. | 3.250% | 11/1/26 | 4,685 | 5,129 | ||
Xylem Inc. | 1.950% | 1/30/28 | 5,145 | 5,205 | ||
Xylem Inc. | 2.250% | 1/30/31 | 1,750 | 1,765 | ||
1,174,919 | ||||||
Materials (1.29%) | ||||||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 5,227 | 5,367 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 8,643 | 8,810 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 2,900 | 3,368 | ||
2 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 2,700 | 2,888 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 4,675 | 4,788 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 4,500 | 4,588 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 6,125 | 6,359 | ||
2,4 | Berry Global Inc. | 1.650% | 1/15/27 | 4,500 | 4,462 | |
Cabot Corp. | 4.000% | 7/1/29 | 2,900 | 3,133 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 5,183 | 5,763 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 6,920 | 7,219 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 6,245 | 6,725 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 7,450 | 8,936 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 1,575 | 2,186 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 5,835 | 5,778 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 16,877 | 20,114 | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 2,300 | 2,355 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 690 | 805 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ecolab Inc. | 2.700% | 11/1/26 | 7,298 | 7,819 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 1,760 | 1,938 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 8,055 | 9,876 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 6,750 | 6,381 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 5,000 | 5,127 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 6,050 | 7,036 | ||
FMC Corp. | 3.200% | 10/1/26 | 4,650 | 5,012 | ||
FMC Corp. | 3.450% | 10/1/29 | 5,225 | 5,699 | ||
2,4 | Georgia-Pacific LLC | 2.100% | 4/30/27 | 2,000 | 2,062 | |
2,4 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,000 | 3,069 | |
Huntsman International LLC | 4.500% | 5/1/29 | 6,898 | 7,850 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 3,500 | 3,560 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,980 | 3,449 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 5,992 | 6,848 | ||
Linde Inc. | 1.100% | 8/10/30 | 5,875 | 5,523 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 9,038 | 9,863 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 4,849 | 5,268 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 4,575 | 4,571 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 3,975 | 4,344 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 2,775 | 3,057 | ||
2 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 5,263 | 5,352 | |
5 | Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 4,725 | 4,745 | |
Mosaic Co. | 4.050% | 11/15/27 | 5,851 | 6,557 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 4,000 | 4,007 | ||
Newmont Corp. | 2.800% | 10/1/29 | 10,533 | 11,055 | ||
Newmont Corp. | 2.250% | 10/1/30 | 8,325 | 8,320 | ||
Nucor Corp. | 3.950% | 5/1/28 | 4,743 | 5,406 | ||
Nucor Corp. | 2.700% | 6/1/30 | 4,500 | 4,701 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 5,163 | 5,818 | ||
Nutrien Ltd. | 4.200% | 4/1/29 | 3,575 | 4,110 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 5,675 | 5,990 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 3,520 | 3,869 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 3,565 | 3,789 | ||
PPG Industries Inc. | 3.750% | 3/15/28 | 1,175 | 1,341 | ||
PPG Industries Inc. | 2.800% | 8/15/29 | 600 | 637 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 5,200 | 5,401 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 4,000 | 3,949 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 1,150 | 1,559 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 11,920 | 16,478 | ||
RPM International Inc. | 3.750% | 3/15/27 | 3,700 | 4,062 | ||
RPM International Inc. | 4.550% | 3/1/29 | 4,456 | 5,127 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 13,472 | 14,846 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 8,450 | 9,077 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 2,485 | 2,520 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 5,051 | 5,397 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 1,900 | 1,894 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 5,932 | 6,463 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 8,709 | 9,359 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 17,166 | 20,434 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 9,758 | 11,050 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 6,800 | 7,120 | ||
Teck Resources Ltd. | 3.900% | 7/15/30 | 5,200 | 5,616 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 17,304 | 20,796 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 9,950 | 10,582 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 2,120 | 2,389 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 7,790 | 8,586 | ||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 8,253 | 9,007 | ||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 2,275 | 2,450 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 8,811 | 9,617 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 3,938 | 4,449 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 4,500 | 5,084 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
WRKCo Inc. | 4.900% | 3/15/29 | 10,243 | 12,285 | ||
503,290 | ||||||
Real Estate (2.84%) | ||||||
Agree LP | 2.000% | 6/15/28 | 4,100 | 4,067 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 150 | 167 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 925 | 1,034 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,425 | 6,138 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 1,216 | 1,428 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 5,293 | 5,534 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 617 | 735 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 8,250 | 10,094 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 4,397 | 4,544 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 5,905 | 6,349 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 1,530 | 1,668 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 4,081 | 4,204 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 1,125 | 1,251 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 4,875 | 5,480 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 3,375 | 3,933 | ||
American Tower Corp. | 3.375% | 10/15/26 | 10,222 | 11,124 | ||
American Tower Corp. | 2.750% | 1/15/27 | 1,300 | 1,375 | ||
American Tower Corp. | 3.125% | 1/15/27 | 4,884 | 5,232 | ||
American Tower Corp. | 3.550% | 7/15/27 | 6,175 | 6,780 | ||
American Tower Corp. | 3.600% | 1/15/28 | 7,570 | 8,337 | ||
American Tower Corp. | 1.500% | 1/31/28 | 3,110 | 3,029 | ||
American Tower Corp. | 3.950% | 3/15/29 | 7,275 | 8,177 | ||
American Tower Corp. | 3.800% | 8/15/29 | 13,692 | 15,271 | ||
American Tower Corp. | 2.900% | 1/15/30 | 7,866 | 8,269 | ||
American Tower Corp. | 2.100% | 6/15/30 | 6,431 | 6,327 | ||
American Tower Corp. | 1.875% | 10/15/30 | 6,216 | 6,011 | ||
American Tower Corp. | 2.700% | 4/15/31 | 6,775 | 6,999 | ||
2 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 3,835 | 4,212 | |
2 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 1,985 | 2,154 | |
2 | AvalonBay Communities Inc. | 3.300% | 6/1/29 | 5,020 | 5,483 | |
2 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 5,350 | 5,482 | |
2 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 450 | 463 | |
Boston Properties LP | 2.750% | 10/1/26 | 12,122 | 12,944 | ||
Boston Properties LP | 4.500% | 12/1/28 | 6,201 | 7,235 | ||
Boston Properties LP | 3.400% | 6/21/29 | 8,644 | 9,399 | ||
Boston Properties LP | 2.900% | 3/15/30 | 1,100 | 1,146 | ||
Boston Properties LP | 3.250% | 1/30/31 | 10,866 | 11,632 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 3,803 | 4,134 | ||
Brandywine Operating Partnership LP | 4.550% | 10/1/29 | 2,600 | 2,912 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 3,065 | 3,369 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 546 | 546 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 7,253 | 8,133 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 6,876 | 7,710 | ||
Camden Property Trust | 4.100% | 10/15/28 | 4,300 | 4,943 | ||
Camden Property Trust | 3.150% | 7/1/29 | 13,656 | 14,874 | ||
Camden Property Trust | 2.800% | 5/15/30 | 4,612 | 4,887 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 4,300 | 4,358 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 4,075 | 4,301 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 141 | 145 | ||
Corporate Office Properties LP | 2.750% | 4/15/31 | 3,162 | 3,187 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 8,200 | 8,022 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 6,260 | 7,009 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 5,784 | 6,377 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 11,581 | 12,868 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Crown Castle International Corp. | 4.300% | 2/15/29 | 1,575 | 1,813 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 5,975 | 6,341 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 9,271 | 9,958 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 7,500 | 7,401 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 8,850 | 8,632 | ||
CubeSmart LP | 3.125% | 9/1/26 | 1,600 | 1,714 | ||
CubeSmart LP | 4.375% | 2/15/29 | 5,678 | 6,495 | ||
CubeSmart LP | 3.000% | 2/15/30 | 5,504 | 5,774 | ||
CyrusOne LP | 3.450% | 11/15/29 | 6,185 | 6,587 | ||
CyrusOne LP | 2.150% | 11/1/30 | 2,417 | 2,306 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 6,024 | 6,751 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 6,870 | 7,967 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 11,760 | 13,075 | ||
Duke Realty LP | 3.250% | 6/30/26 | 171 | 186 | ||
Duke Realty LP | 3.375% | 12/15/27 | 5,980 | 6,578 | ||
Duke Realty LP | 4.000% | 9/15/28 | 3,155 | 3,596 | ||
Duke Realty LP | 2.875% | 11/15/29 | 3,300 | 3,480 | ||
Duke Realty LP | 1.750% | 7/1/30 | 4,650 | 4,476 | ||
Equinix Inc. | 2.900% | 11/18/26 | 4,853 | 5,196 | ||
Equinix Inc. | 1.800% | 7/15/27 | 4,825 | 4,884 | ||
Equinix Inc. | 1.550% | 3/15/28 | 5,500 | 5,402 | ||
Equinix Inc. | 2.000% | 5/15/28 | 2,000 | 2,006 | ||
Equinix Inc. | 3.200% | 11/18/29 | 10,526 | 11,311 | ||
Equinix Inc. | 2.150% | 7/15/30 | 7,310 | 7,262 | ||
Equinix Inc. | 2.500% | 5/15/31 | 8,000 | 8,140 | ||
ERP Operating LP | 2.850% | 11/1/26 | 4,225 | 4,519 | ||
ERP Operating LP | 3.250% | 8/1/27 | 1,661 | 1,812 | ||
ERP Operating LP | 3.500% | 3/1/28 | 5,882 | 6,504 | ||
ERP Operating LP | 4.150% | 12/1/28 | 3,625 | 4,166 | ||
ERP Operating LP | 3.000% | 7/1/29 | 6,393 | 6,877 | ||
ERP Operating LP | 2.500% | 2/15/30 | 3,080 | 3,191 | ||
Essential Properties LP | 2.950% | 7/15/31 | 2,000 | 1,999 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 2,535 | 2,794 | ||
Essex Portfolio LP | 1.700% | 3/1/28 | 3,975 | 3,910 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 6,055 | 6,839 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 8,188 | 8,615 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 710 | 667 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 3,123 | 3,367 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 4,750 | 5,104 | ||
Federal Realty Investment Trust | 3.500% | 6/1/30 | 5,300 | 5,818 | ||
GLP Capital LP | 5.750% | 6/1/28 | 5,475 | 6,517 | ||
GLP Capital LP | 5.300% | 1/15/29 | 7,218 | 8,428 | ||
GLP Capital LP | 4.000% | 1/15/30 | 5,175 | 5,576 | ||
GLP Capital LP | 4.000% | 1/15/31 | 4,453 | 4,802 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 3,256 | 3,570 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 4,670 | 4,700 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 6,147 | 6,754 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 4,650 | 5,187 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 275 | 292 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 6,950 | 6,729 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 6,376 | 6,931 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 6,103 | 6,753 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 7,595 | 8,056 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 2,755 | 3,027 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 4,200 | 4,710 | ||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,318 | 4,859 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 3,045 | 3,187 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 2,487 | 2,505 | ||
2 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 6,749 | 7,088 | |
2 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 7,288 | 7,649 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 3,916 | 4,290 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 4,648 | 5,355 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 3,371 | 3,558 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 2,183 | 2,535 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 3,397 | 3,834 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 3,749 | 3,917 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 5,070 | 5,380 | ||
Kimco Realty Corp. | 3.800% | 4/1/27 | 2,750 | 3,045 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 4,400 | 4,404 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 3,200 | 3,296 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 2,750 | 2,966 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 1,575 | 1,604 | ||
Life Storage LP | 3.500% | 7/1/26 | 4,975 | 5,444 | ||
Life Storage LP | 3.875% | 12/15/27 | 2,945 | 3,291 | ||
Life Storage LP | 4.000% | 6/15/29 | 4,550 | 5,099 | ||
Life Storage LP | 2.200% | 10/15/30 | 3,100 | 3,062 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 7,858 | 8,754 | ||
Mid-America Apartments LP | 4.200% | 6/15/28 | 4,499 | 5,157 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 4,780 | 5,428 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 845 | 883 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 4,467 | 4,328 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 4,030 | 4,403 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 5,025 | 5,714 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 6,000 | 6,109 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 96 | 97 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 4,271 | 4,773 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 4,445 | 5,023 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 4,908 | 5,250 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 10,675 | 10,968 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 4,033 | 4,551 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 3,127 | 3,434 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 2,800 | 2,849 | ||
Prologis LP | 3.250% | 10/1/26 | 4,393 | 4,824 | ||
Prologis LP | 2.125% | 4/15/27 | 4,493 | 4,683 | ||
Prologis LP | 3.875% | 9/15/28 | 4,153 | 4,752 | ||
Prologis LP | 4.375% | 2/1/29 | 5,239 | 6,163 | ||
Prologis LP | 2.250% | 4/15/30 | 11,030 | 11,258 | ||
Prologis LP | 1.250% | 10/15/30 | 4,550 | 4,284 | ||
Public Storage | 3.094% | 9/15/27 | 5,550 | 6,094 | ||
Public Storage | 3.385% | 5/1/29 | 4,675 | 5,192 | ||
Rayonier LP | 2.750% | 5/17/31 | 4,000 | 4,044 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 4,940 | 5,600 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 6,449 | 6,966 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 5,884 | 6,576 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 4,165 | 4,538 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 10,150 | 11,077 | ||
Regency Centers LP | 3.600% | 2/1/27 | 4,075 | 4,511 | ||
Regency Centers LP | 4.125% | 3/15/28 | 2,800 | 3,146 | ||
Regency Centers LP | 2.950% | 9/15/29 | 3,900 | 4,108 | ||
Regency Centers LP | 3.700% | 6/15/30 | 4,325 | 4,793 | ||
Retail Properties of America Inc. | 4.750% | 9/15/30 | 2,000 | 2,211 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 4,475 | 5,037 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 5,130 | 5,419 | ||
Safehold Operating Partnership LP | 2.800% | 6/15/31 | 3,250 | 3,250 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 6,209 | 6,777 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 7,481 | 8,149 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 8,370 | 9,123 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 7,875 | 7,846 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 13,906 | 14,307 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 6,050 | 6,277 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 5,000 | 4,939 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 4,950 | 5,493 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Spirit Realty LP | 3.200% | 1/15/27 | 4,610 | 4,913 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 6,363 | 6,340 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 5,755 | 6,396 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 2,500 | 2,664 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 1,200 | 1,250 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 3,425 | 3,876 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 2,600 | 2,965 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 3,200 | 3,232 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 1,750 | 1,757 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 3,160 | 3,312 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 2,071 | 2,242 | ||
2 | UDR Inc. | 2.950% | 9/1/26 | 5,425 | 5,802 | |
2 | UDR Inc. | 3.500% | 7/1/27 | 1,560 | 1,708 | |
2 | UDR Inc. | 3.500% | 1/15/28 | 2,283 | 2,498 | |
2 | UDR Inc. | 4.400% | 1/26/29 | 3,499 | 4,038 | |
2 | UDR Inc. | 3.200% | 1/15/30 | 3,390 | 3,668 | |
Ventas Realty LP | 3.250% | 10/15/26 | 6,867 | 7,472 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 6,100 | 6,859 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 4,446 | 5,108 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 3,786 | 3,959 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 4,470 | 5,322 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 5,784 | 6,517 | ||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 6,600 | 7,196 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 1,050 | 1,068 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 5,620 | 6,019 | ||
Vornado Realty LP | 2.150% | 6/1/26 | 102 | 103 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 2,000 | 2,062 | ||
Welltower Inc. | 2.700% | 2/15/27 | 8,081 | 8,574 | ||
Welltower Inc. | 4.250% | 4/15/28 | 5,810 | 6,658 | ||
Welltower Inc. | 4.125% | 3/15/29 | 6,117 | 6,944 | ||
Welltower Inc. | 3.100% | 1/15/30 | 7,052 | 7,515 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 5,714 | 6,522 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 8,490 | 9,665 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 1,700 | 1,911 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 4,400 | 4,882 | ||
WP Carey Inc. | 2.400% | 2/1/31 | 4,693 | 4,676 | ||
1,108,246 | ||||||
Technology (4.00%) | ||||||
Adobe Inc. | 2.150% | 2/1/27 | 7,910 | 8,286 | ||
Adobe Inc. | 2.300% | 2/1/30 | 12,030 | 12,525 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 6,125 | 6,139 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 6,439 | 7,135 | ||
Apple Inc. | 2.450% | 8/4/26 | 19,895 | 21,162 | ||
Apple Inc. | 2.050% | 9/11/26 | 16,100 | 16,844 | ||
Apple Inc. | 3.350% | 2/9/27 | 15,162 | 16,830 | ||
Apple Inc. | 3.200% | 5/11/27 | 23,709 | 26,190 | ||
Apple Inc. | 3.000% | 6/20/27 | 5,947 | 6,534 | ||
Apple Inc. | 2.900% | 9/12/27 | 17,974 | 19,593 | ||
Apple Inc. | 3.000% | 11/13/27 | 3,826 | 4,188 | ||
Apple Inc. | 1.200% | 2/8/28 | 22,850 | 22,510 | ||
Apple Inc. | 2.200% | 9/11/29 | 17,405 | 18,107 | ||
Apple Inc. | 1.650% | 5/11/30 | 15,020 | 14,889 | ||
Apple Inc. | 1.250% | 8/20/30 | 10,725 | 10,284 | ||
Apple Inc. | 1.650% | 2/8/31 | 24,831 | 24,436 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 13,250 | 14,652 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 5,000 | 4,949 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 4,275 | 4,789 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 4,360 | 4,804 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 5,775 | 6,089 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 8,345 | 8,414 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 8,100 | 7,738 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Broadcom Corp. | 3.875% | 1/15/27 | 32,620 | 36,052 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 13,365 | 14,662 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 11,651 | 12,681 | ||
2,4 | Broadcom Inc. | 1.950% | 2/15/28 | 4,600 | 4,602 | |
Broadcom Inc. | 4.110% | 9/15/28 | 19,748 | 22,201 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 24,964 | 29,040 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 19,200 | 22,694 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 21,920 | 24,598 | ||
2,4 | Broadcom Inc. | 2.450% | 2/15/31 | 23,243 | 22,874 | |
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 6,875 | 7,267 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 8,200 | 8,357 | ||
CA Inc. | 4.700% | 3/15/27 | 3,225 | 3,618 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 7,104 | 7,952 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 7,490 | 8,036 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 8,328 | 9,455 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 5,220 | 5,495 | ||
Dell International LLC | 4.900% | 10/1/26 | 13,507 | 15,587 | ||
Dell International LLC | 6.100% | 7/15/27 | 6,250 | 7,657 | ||
Dell International LLC | 5.300% | 10/1/29 | 20,083 | 24,222 | ||
Dell International LLC | 6.200% | 7/15/30 | 5,950 | 7,650 | ||
DXC Technology Co. | 4.750% | 4/15/27 | 6,036 | 6,920 | ||
Equifax Inc. | 3.100% | 5/15/30 | 9,043 | 9,732 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 7,000 | 6,958 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 4,575 | 5,156 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 11,195 | 11,178 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 17,239 | 18,675 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 8,678 | 9,005 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 8,550 | 9,835 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 24,993 | 27,513 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 9,895 | 10,244 | ||
Flex Ltd. | 4.875% | 6/15/29 | 4,986 | 5,759 | ||
Flex Ltd. | 4.875% | 5/12/30 | 6,500 | 7,542 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 5,391 | 5,419 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 5,000 | 4,992 | ||
HP Inc. | 3.000% | 6/17/27 | 9,750 | 10,449 | ||
HP Inc. | 3.400% | 6/17/30 | 6,750 | 7,232 | ||
2,4 | HP Inc. | 2.650% | 6/17/31 | 8,250 | 8,258 | |
Hubbell Inc. | 3.150% | 8/15/27 | 2,200 | 2,361 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 4,150 | 4,550 | ||
Hubbell Inc. | 2.300% | 3/15/31 | 2,000 | 2,008 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 5,500 | 6,478 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 5,609 | 6,485 | ||
Intel Corp. | 3.750% | 3/25/27 | 12,300 | 13,893 | ||
Intel Corp. | 3.150% | 5/11/27 | 3,900 | 4,288 | ||
Intel Corp. | 2.450% | 11/15/29 | 16,046 | 16,901 | ||
Intel Corp. | 3.900% | 3/25/30 | 8,850 | 10,290 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 1,775 | 1,949 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 13,731 | 13,909 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 3,150 | 3,989 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 23,633 | 26,458 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 11,850 | 11,839 | ||
Intuit Inc. | 1.350% | 7/15/27 | 4,550 | 4,546 | ||
Intuit Inc. | 1.650% | 7/15/30 | 4,200 | 4,136 | ||
Jabil Inc. | 3.950% | 1/12/28 | 5,835 | 6,488 | ||
Jabil Inc. | 3.600% | 1/15/30 | 4,900 | 5,305 | ||
Jabil Inc. | 3.000% | 1/15/31 | 4,000 | 4,115 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 4,352 | 4,844 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 3,350 | 3,215 | ||
KLA Corp. | 4.100% | 3/15/29 | 5,718 | 6,593 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 8,225 | 9,566 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 6,370 | 6,394 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Leidos Inc. | 4.375% | 5/15/30 | 6,075 | 6,893 | ||
Leidos Inc. | 2.300% | 2/15/31 | 8,800 | 8,622 | ||
2,4 | Marvell Technology Inc. | 2.450% | 4/15/28 | 3,700 | 3,771 | |
2,4 | Marvell Technology Inc. | 4.875% | 6/22/28 | 4,568 | 5,276 | |
2,4 | Marvell Technology Inc. | 2.950% | 4/15/31 | 2,300 | 2,385 | |
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 4,033 | 4,450 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 9,507 | 10,735 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 5,625 | 6,803 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 5,875 | 6,840 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 37,174 | 39,615 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 34,575 | 38,480 | ||
Moody's Corp. | 3.250% | 1/15/28 | 2,250 | 2,464 | ||
Moody's Corp. | 4.250% | 2/1/29 | 1,100 | 1,274 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 8,738 | 10,182 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 3,997 | 4,661 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 7,150 | 7,033 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 3,000 | 3,062 | ||
NetApp Inc. | 2.375% | 6/22/27 | 5,225 | 5,484 | ||
NetApp Inc. | 2.700% | 6/22/30 | 6,100 | 6,362 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 8,127 | 8,944 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 10,000 | 9,963 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 15,250 | 16,511 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 11,050 | 11,062 | ||
2,4 | NXP BV | 3.150% | 5/1/27 | 6,150 | 6,589 | |
2,4 | NXP BV | 5.550% | 12/1/28 | 4,275 | 5,242 | |
2,4 | NXP BV | 4.300% | 6/18/29 | 8,265 | 9,485 | |
2,4 | NXP BV | 3.400% | 5/1/30 | 8,110 | 8,841 | |
2,4 | NXP BV | 2.500% | 5/11/31 | 9,550 | 9,683 | |
Oracle Corp. | 2.650% | 7/15/26 | 21,394 | 22,580 | ||
Oracle Corp. | 2.800% | 4/1/27 | 27,999 | 29,688 | ||
Oracle Corp. | 3.250% | 11/15/27 | 16,792 | 18,238 | ||
Oracle Corp. | 2.300% | 3/25/28 | 15,729 | 16,151 | ||
Oracle Corp. | 2.950% | 4/1/30 | 31,840 | 33,558 | ||
Oracle Corp. | 3.250% | 5/15/30 | 4,723 | 5,094 | ||
Oracle Corp. | 2.875% | 3/25/31 | 25,975 | 27,047 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 17,790 | 19,646 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 9,850 | 9,641 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 12,075 | 12,358 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 2,300 | 2,386 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 7,150 | 8,121 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 8,050 | 8,602 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 8,703 | 9,714 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 8,873 | 8,736 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 4,801 | 5,524 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 6,153 | 6,580 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 6,250 | 6,162 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 8,550 | 8,219 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 4,522 | 4,884 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 5,915 | 6,211 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 4,800 | 4,548 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 9,100 | 10,361 | ||
5 | salesforce.com Inc. | 1.500% | 7/15/28 | 8,000 | 7,999 | |
5 | salesforce.com Inc. | 1.950% | 7/15/31 | 12,565 | 12,584 | |
ServiceNow Inc. | 1.400% | 9/1/30 | 11,520 | 10,809 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 2,558 | 2,621 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 4,965 | 5,408 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 6,311 | 6,571 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 6,811 | 6,770 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 4,578 | 5,203 | ||
VMware Inc. | 4.650% | 5/15/27 | 4,915 | 5,639 | ||
VMware Inc. | 3.900% | 8/21/27 | 12,235 | 13,597 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
VMware Inc. | 4.700% | 5/15/30 | 6,634 | 7,853 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 6,811 | 6,919 | ||
1,563,988 | ||||||
Utilities (2.94%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 10,040 | 11,315 | ||
2 | AEP Texas Inc. | 2.100% | 7/1/30 | 4,145 | 4,070 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 4,845 | 5,264 | ||
2,4 | AES Corp. | 2.450% | 1/15/31 | 8,433 | 8,352 | |
2 | Alabama Power Co. | 1.450% | 9/15/30 | 3,525 | 3,368 | |
Ameren Corp. | 1.750% | 3/15/28 | 4,300 | 4,264 | ||
Ameren Corp. | 3.500% | 1/15/31 | 4,594 | 5,032 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 3,900 | 4,412 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 2,100 | 2,021 | ||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 3,603 | 3,895 | ||
2 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 8,744 | 10,067 | |
American Water Capital Corp. | 2.950% | 9/1/27 | 5,750 | 6,211 | ||
American Water Capital Corp. | 3.750% | 9/1/28 | 4,460 | 5,055 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 6,080 | 6,747 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 5,100 | 5,406 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 2,000 | 2,033 | ||
2 | Appalachian Power Co. | 3.300% | 6/1/27 | 769 | 833 | |
2 | Appalachian Power Co. | 2.700% | 4/1/31 | 4,450 | 4,602 | |
Arizona Public Service Co. | 2.950% | 9/15/27 | 2,725 | 2,949 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,000 | 3,143 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 3,410 | 3,458 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 5,125 | 5,541 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 3,100 | 3,246 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 2,875 | 2,726 | ||
�� | Avangrid Inc. | 3.800% | 6/1/29 | 4,436 | 5,010 | |
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 4,210 | 4,433 | ||
Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | 3,000 | 3,036 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 7,632 | 8,387 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 8,436 | 9,561 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 4,370 | 4,205 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 3,700 | 3,943 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 3,381 | 3,605 | ||
2 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 2,755 | 2,899 | |
2 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 2,900 | 3,127 | |
2 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 3,500 | 3,592 | |
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 234 | 234 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 5,045 | 5,780 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 2,964 | 3,125 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 2,000 | 2,041 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 1,635 | 1,840 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 6,267 | 6,018 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 1,000 | 1,035 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 4,500 | 4,981 | ||
2 | CMS Energy Corp. | 4.750% | 6/1/50 | 6,300 | 7,024 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 2,000 | 2,031 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 473 | 503 | ||
2 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 3,960 | 4,277 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 5,228 | 5,948 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 1,650 | 1,682 | ||
2 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 5,242 | 5,760 | |
2 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 2,160 | 2,177 | |
2 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 5,383 | 5,840 | |
2 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 4,200 | 4,624 | |
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 9,717 | 9,907 | ||
2 | Dominion Energy Inc. | 2.850% | 8/15/26 | 5,428 | 5,785 | |
2 | Dominion Energy Inc. | 3.600% | 3/15/27 | 1,800 | 1,990 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 2,959 | 3,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
2 | Dominion Energy Inc. | 3.375% | 4/1/30 | 15,016 | 16,371 | |
2 | DTE Electric Co. | 1.900% | 4/1/28 | 4,335 | 4,409 | |
DTE Electric Co. | 2.250% | 3/1/30 | 4,125 | 4,237 | ||
2 | DTE Electric Co. | 2.625% | 3/1/31 | 5,260 | 5,543 | |
DTE Energy Co. | 2.850% | 10/1/26 | 11,856 | 12,639 | ||
DTE Energy Co. | 3.800% | 3/15/27 | 5,769 | 6,416 | ||
2 | DTE Energy Co. | 3.400% | 6/15/29 | 5,765 | 6,301 | |
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 5,473 | 5,925 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 5,550 | 6,365 | ||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 4,533 | 4,715 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 10,527 | 10,913 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 7,316 | 7,608 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 5,163 | 5,461 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 5,301 | 5,735 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 9,289 | 10,177 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 8,034 | 8,132 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 13,900 | 14,094 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 5,125 | 5,598 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 4,083 | 4,625 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 2,433 | 2,553 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 2,000 | 1,961 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 6,846 | 7,628 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 2,700 | 2,713 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 5,300 | 5,967 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 6,125 | 6,787 | ||
2,4 | East Ohio Gas Co. | 2.000% | 6/15/30 | 3,000 | 2,970 | |
2 | Eastern Energy Gas Holdings LLC | 3.000% | 11/15/29 | 4,000 | 4,214 | |
Edison International | 5.750% | 6/15/27 | 3,588 | 4,087 | ||
Edison International | 4.125% | 3/15/28 | 4,490 | 4,779 | ||
Enel Americas SA | 4.000% | 10/25/26 | 3,400 | 3,704 | ||
Enel Chile SA | 4.875% | 6/12/28 | 4,900 | 5,659 | ||
Entergy Corp. | 2.950% | 9/1/26 | 6,449 | 6,890 | ||
Entergy Corp. | 1.900% | 6/15/28 | 5,000 | 4,992 | ||
Entergy Corp. | 2.800% | 6/15/30 | 5,150 | 5,356 | ||
Entergy Corp. | 2.400% | 6/15/31 | 7,000 | 6,995 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 4,680 | 4,902 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 5,130 | 5,598 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,900 | 5,363 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 2,185 | 2,334 | ||
Entergy Texas Inc. | 4.000% | 3/30/29 | 6,791 | 7,660 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 2,000 | 1,914 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 3,450 | 3,816 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 4,200 | 4,363 | ||
Evergy Inc. | 2.900% | 9/15/29 | 4,093 | 4,333 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 4,035 | 4,268 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 4,737 | 5,132 | ||
2 | Evergy Metro Inc. | 2.250% | 6/1/30 | 5,863 | 5,969 | |
2 | Eversource Energy | 3.300% | 1/15/28 | 4,300 | 4,695 | |
2 | Eversource Energy | 4.250% | 4/1/29 | 5,400 | 6,296 | |
2 | Eversource Energy | 1.650% | 8/15/30 | 4,200 | 4,019 | |
Eversource Energy | 2.550% | 3/15/31 | 3,000 | 3,076 | ||
Exelon Corp. | 4.050% | 4/15/30 | 12,741 | 14,506 | ||
Fortis Inc. | 3.055% | 10/4/26 | 6,351 | 6,829 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 3,814 | 4,131 | ||
2 | Georgia Power Co. | 2.650% | 9/15/29 | 5,711 | 6,000 | |
2 | Gulf Power Co. | 3.300% | 5/30/27 | 3,075 | 3,374 | |
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 3,500 | 3,937 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 6,831 | 7,846 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 900 | 1,001 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 3,405 | 3,450 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 3,741 | 4,198 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ITC Holdings Corp. | 3.250% | 6/30/26 | 177 | 192 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 6,500 | 7,094 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 4,487 | 5,081 | ||
Mississippi Power Co. | 3.950% | 3/30/28 | 3,000 | 3,380 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 2,450 | 2,638 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 3,715 | 4,193 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 1,875 | 1,891 | ||
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 348 | 345 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 5,305 | 5,784 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 6,610 | 7,278 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 3,150 | 3,578 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 6,110 | 6,852 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 4,727 | 4,875 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 3,485 | 3,237 | ||
2 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 734 | 699 | |
2 | Nevada Power Co. | 3.700% | 5/1/29 | 4,620 | 5,203 | |
2 | Nevada Power Co. | 2.400% | 5/1/30 | 3,338 | 3,441 | |
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 5,046 | 5,582 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 4,160 | 4,207 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 5,566 | 6,159 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 10,056 | 10,626 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 21,571 | 21,771 | ||
2 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 6,425 | 7,207 | |
2 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 3,625 | 4,223 | |
NiSource Inc. | 3.490% | 5/15/27 | 7,941 | 8,736 | ||
NiSource Inc. | 2.950% | 9/1/29 | 6,025 | 6,377 | ||
NiSource Inc. | 3.600% | 5/1/30 | 7,493 | 8,296 | ||
NiSource Inc. | 1.700% | 2/15/31 | 6,300 | 5,967 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 2,070 | 2,129 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 4,734 | 5,177 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 2,570 | 2,827 | ||
NSTAR Electric Co. | 3.950% | 4/1/30 | 5,213 | 6,008 | ||
2 | Ohio Power Co. | 2.600% | 4/1/30 | 950 | 994 | |
2 | Ohio Power Co. | 1.625% | 1/15/31 | 6,150 | 5,914 | |
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 3,625 | 4,074 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 4,184 | 4,551 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 8,449 | 9,560 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 3,850 | 4,102 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 2,675 | 2,641 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 16,625 | 17,058 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 3,000 | 3,013 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 13,426 | 14,163 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 29,852 | 31,934 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 16,525 | 15,505 | ||
PacifiCorp | 3.500% | 6/15/29 | 6,375 | 7,082 | ||
PacifiCorp | 2.700% | 9/15/30 | 4,438 | 4,661 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 2,755 | 3,034 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 3,600 | 3,647 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 3,806 | 4,093 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 2,525 | 2,852 | ||
2 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 3,200 | 3,176 | |
2 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 4,339 | 4,554 | |
2 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 2,482 | 2,685 | |
2 | Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 3,537 | 4,013 | |
2 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 2,675 | 2,941 | |
2 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 2,694 | 2,809 | |
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 12,450 | 11,796 | ||
2,4 | Puget Energy Inc. | 2.379% | 6/15/28 | 2,000 | 2,020 | |
Puget Energy Inc. | 4.100% | 6/15/30 | 5,063 | 5,679 | ||
2 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 5,950 | 5,752 | |
Sempra Energy | 3.250% | 6/15/27 | 7,413 | 8,041 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sempra Energy | 3.400% | 2/1/28 | 10,525 | 11,565 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 7,380 | 7,844 | ||
2 | Southern California Edison Co. | 3.650% | 3/1/28 | 5,050 | 5,553 | |
2 | Southern California Edison Co. | 4.200% | 3/1/29 | 5,191 | 5,864 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 4,425 | 5,480 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 3,665 | 3,806 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 3,500 | 3,454 | ||
2 | Southern California Edison Co. | 2.500% | 6/1/31 | 2,000 | 2,007 | |
2 | Southern California Gas Co. | 2.600% | 6/15/26 | 333 | 354 | |
2 | Southern California Gas Co. | 2.550% | 2/1/30 | 4,450 | 4,604 | |
Southern Co. | 3.250% | 7/1/26 | 4,220 | 4,578 | ||
2 | Southern Co. | 1.750% | 3/15/28 | 3,570 | 3,535 | |
2 | Southern Co. | 3.700% | 4/30/30 | 8,175 | 9,024 | |
2 | Southern Co. | 3.750% | 9/15/51 | 9,000 | 9,110 | |
2 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 6,920 | 6,578 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 2,570 | 2,858 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 4,000 | 4,001 | ||
2 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 2,202 | 2,335 | |
2 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 4,120 | 4,700 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 2,974 | 3,047 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 2,963 | 2,819 | ||
Union Electric Co. | 2.950% | 6/15/27 | 5,037 | 5,442 | ||
Union Electric Co. | 3.500% | 3/15/29 | 3,787 | 4,218 | ||
Union Electric Co. | 2.950% | 3/15/30 | 3,450 | 3,703 | ||
2 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 5,014 | 5,417 | |
2 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 7,665 | 8,503 | |
2 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 5,500 | 6,219 | |
2 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 5,735 | 6,179 | |
WEC Energy Group Inc. | 1.375% | 10/15/27 | 4,000 | 3,910 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 6,000 | 5,744 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 2,500 | 2,508 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,950 | 3,192 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 5,075 | 5,531 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 5,800 | 6,599 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 4,630 | 4,829 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 7,369 | 8,097 | ||
1,149,943 | ||||||
Total Corporate Bonds (Cost $15,865,068) | 16,548,932 | |||||
Sovereign Bonds (4.49%) | ||||||
2 | Asian Development Bank | 1.750% | 8/14/26 | 9,750 | 10,131 | |
2 | Asian Development Bank | 2.625% | 1/12/27 | 9,625 | 10,444 | |
2 | Asian Development Bank | 2.375% | 8/10/27 | 2,820 | 3,027 | |
2 | Asian Development Bank | 2.500% | 11/2/27 | 23,731 | 25,653 | |
2 | Asian Development Bank | 2.750% | 1/19/28 | 8,417 | 9,237 | |
2 | Asian Development Bank | 1.250% | 6/9/28 | 11,080 | 11,071 | |
Asian Development Bank | 5.820% | 6/16/28 | 4,833 | 6,275 | ||
2 | Asian Development Bank | 3.125% | 9/26/28 | 9,025 | 10,157 | |
2 | Asian Development Bank | 1.750% | 9/19/29 | 20,890 | 21,476 | |
2 | Asian Development Bank | 1.875% | 1/24/30 | 17,444 | 18,075 | |
2 | Asian Development Bank | 0.750% | 10/8/30 | 2,580 | 2,416 | |
2 | Asian Development Bank | 1.500% | 3/4/31 | 5,518 | 5,526 | |
Ecopetrol SA | 5.375% | 6/26/26 | 896 | 988 | ||
Ecopetrol SA | 6.875% | 4/29/30 | 17,080 | 20,611 | ||
Equinor ASA | 3.250% | 11/10/24 | 6 | 7 | ||
Equinor ASA | 3.000% | 4/6/27 | 3,185 | 3,456 | ||
Equinor ASA | 7.250% | 9/23/27 | 6,555 | 8,701 | ||
Equinor ASA | 3.625% | 9/10/28 | 7,680 | 8,633 | ||
Equinor ASA | 3.125% | 4/6/30 | 8,322 | 9,064 | ||
Equinor ASA | 2.375% | 5/22/30 | 11,308 | 11,662 | ||
European Investment Bank | 2.375% | 5/24/27 | 17,775 | 19,070 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
European Investment Bank | 0.625% | 10/21/27 | 12,945 | 12,532 | ||
European Investment Bank | 1.625% | 10/9/29 | 16,335 | 16,681 | ||
European Investment Bank | 0.875% | 5/17/30 | 15,750 | 15,026 | ||
European Investment Bank | 0.750% | 9/23/30 | 6,850 | 6,429 | ||
European Investment Bank | 1.250% | 2/14/31 | 29,275 | 28,640 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 5 | 5 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 9,750 | 10,655 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 170 | 182 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 5,925 | 6,538 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 3,400 | 3,591 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 8,450 | 8,055 | ||
2 | Hydro-Quebec | 8.500% | 12/1/29 | 1,400 | 2,094 | |
2 | Hydro-Quebec | 9.375% | 4/15/30 | 1,572 | 2,476 | |
2 | Inter-American Development Bank | 2.000% | 6/2/26 | 663 | 697 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 12,435 | 13,075 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 24,862 | 26,656 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 16,011 | 15,509 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 17,900 | 20,136 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 25,870 | 27,527 | ||
2 | Inter-American Development Bank | 1.125% | 1/13/31 | 39,910 | 38,568 | |
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,000 | 1,340 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 21,200 | 21,152 | ||
2 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 27,350 | 28,575 | |
2 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 23,245 | 25,162 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 57,875 | 56,378 | ||
2 | International Bank for Reconstruction & Development | 1.375% | 4/20/28 | 11,525 | 11,626 | |
2 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 30,410 | 31,280 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 11,000 | 10,489 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 15,875 | 14,902 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 28,790 | 28,129 | ||
2 | International Finance Corp. | 2.125% | 4/7/26 | 389 | 411 | |
International Finance Corp. | 0.750% | 8/27/30 | 6,150 | 5,772 | ||
6 | Japan Bank for International Cooperation | 1.875% | 7/21/26 | 2,706 | 2,806 | |
2,6 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 12,650 | 13,350 | |
6 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 21,250 | 23,172 | |
6 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,450 | 10,311 | |
6 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 17,165 | 18,641 | |
6 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 10,650 | 11,949 | |
6 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 11,325 | 12,931 | |
6 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 5,300 | 5,486 | |
6 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 12,000 | 11,569 | |
6 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 15,175 | 15,450 | |
6 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 5,780 | 6,250 | |
6 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 4,700 | 5,293 | |
6 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 4,300 | 4,072 | |
6 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 4,000 | 4,024 | |
7 | KFW | 2.875% | 4/3/28 | 36,096 | 39,986 | |
7 | KFW | 1.750% | 9/14/29 | 16,085 | 16,572 | |
7 | KFW | 0.750% | 9/30/30 | 12,083 | 11,347 | |
Korea Development Bank | 2.000% | 9/12/26 | 7,200 | 7,511 | ||
Korea Development Bank | 1.625% | 1/19/31 | 3,500 | 3,440 | ||
2,7 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 13,975 | 14,528 | |
2,7 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 8,190 | 8,852 | |
7 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 14,175 | 13,406 | |
2,8 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 4,777 | 4,696 | |
2 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 9,490 | 10,914 | |
2 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 19,050 | 22,205 | |
Province of Alberta | 3.300% | 3/15/28 | 10,105 | 11,305 | ||
Province of Alberta | 1.300% | 7/22/30 | 18,234 | 17,525 | ||
Province of British Columbia | 2.250% | 6/2/26 | 219 | 232 | ||
Province of British Columbia | 1.300% | 1/29/31 | 8,700 | 8,440 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Province of Manitoba | 2.125% | 6/22/26 | 682 | 716 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 4,200 | 4,796 | ||
Province of Ontario | 2.300% | 6/15/26 | 23,512 | 24,922 | ||
Province of Ontario | 1.050% | 5/21/27 | 1,103 | 1,090 | ||
Province of Ontario | 2.000% | 10/2/29 | 14,020 | 14,480 | ||
Province of Ontario | 1.125% | 10/7/30 | 11,060 | 10,518 | ||
Province of Ontario | 1.600% | 2/25/31 | 7,020 | 6,931 | ||
Province of Quebec | 2.500% | 4/20/26 | 372 | 398 | ||
Province of Quebec | 2.750% | 4/12/27 | 14,970 | 16,248 | ||
2 | Province of Quebec | 7.500% | 9/15/29 | 4,290 | 6,172 | |
Province of Quebec | 1.350% | 5/28/30 | 37,410 | 36,592 | ||
Province of Quebec | 1.900% | 4/21/31 | 4,325 | 4,405 | ||
2 | Republic of Chile | 3.240% | 2/6/28 | 19,730 | 21,480 | |
2 | Republic of Chile | 2.450% | 1/31/31 | 11,925 | 12,149 | |
2 | Republic of Colombia | 3.875% | 4/25/27 | 13,343 | 14,159 | |
2 | Republic of Colombia | 4.500% | 3/15/29 | 14,175 | 15,461 | |
2 | Republic of Colombia | 3.000% | 1/30/30 | 8,809 | 8,632 | |
2 | Republic of Colombia | 3.125% | 4/15/31 | 15,975 | 15,630 | |
Republic of Indonesia | 3.500% | 1/11/28 | 16,315 | 17,813 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 13,320 | 15,069 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 20,203 | 23,744 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 5,900 | 6,383 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 11,335 | 11,765 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 5,625 | 6,266 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 600 | 587 | ||
Republic of Italy | 1.250% | 2/17/26 | 492 | 486 | ||
Republic of Italy | 2.875% | 10/17/29 | 18,925 | 19,703 | ||
Republic of Korea | 2.750% | 1/19/27 | 11,475 | 12,405 | ||
Republic of Korea | 3.500% | 9/20/28 | 4,475 | 5,055 | ||
Republic of Korea | 2.500% | 6/19/29 | 5,640 | 6,006 | ||
Republic of Korea | 1.000% | 9/16/30 | 6,200 | 5,877 | ||
Republic of Panama | 8.875% | 9/30/27 | 10,497 | 14,518 | ||
2 | Republic of Panama | 3.875% | 3/17/28 | 9,383 | 10,317 | |
Republic of Panama | 9.375% | 4/1/29 | 5,885 | 8,715 | ||
2 | Republic of Panama | 3.160% | 1/23/30 | 18,100 | 18,964 | |
Republic of Peru | 4.125% | 8/25/27 | 8,610 | 9,638 | ||
Republic of Peru | 2.844% | 6/20/30 | 5,850 | 6,026 | ||
2 | Republic of Peru | 2.783% | 1/23/31 | 31,782 | 32,345 | |
Republic of Poland | 3.250% | 4/6/26 | 1,197 | 1,320 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 19,110 | 20,622 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 11,125 | 12,631 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 15,117 | 23,928 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 15,050 | 15,671 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 11,654 | 17,219 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 1,088 | 1,050 | ||
State of Israel | 3.250% | 1/17/28 | 7,215 | 7,949 | ||
State of Israel | 2.500% | 1/15/30 | 12,025 | 12,614 | ||
State of Israel | 2.750% | 7/3/30 | 18,265 | 19,529 | ||
United Mexican States | 4.150% | 3/28/27 | 25,641 | 29,004 | ||
United Mexican States | 3.750% | 1/11/28 | 19,280 | 21,053 | ||
United Mexican States | 4.500% | 4/22/29 | 29,990 | 33,936 | ||
2 | United Mexican States | 3.250% | 4/16/30 | 22,799 | 23,566 | |
2 | United Mexican States | 2.659% | 5/24/31 | 25,708 | 25,137 | |
Total Sovereign Bonds (Cost $1,719,373) | 1,753,921 | |||||
Taxable Municipal Bonds (0.39%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 1,525 | 1,609 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 1,025 | 1,081 | ||
California GO | 6.650% | 3/1/22 | 1,750 | 1,825 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
California GO | 1.700% | 2/1/28 | 3,400 | 3,445 | ||
California GO | 3.500% | 4/1/28 | 3,600 | 4,057 | ||
California GO | 3.050% | 4/1/29 | 3,450 | 3,794 | ||
California GO | 2.500% | 10/1/29 | 11,250 | 11,927 | ||
California GO | 1.750% | 11/1/30 | 5,000 | 4,976 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 190 | 196 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 9,600 | 9,755 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 12,000 | 12,234 | ||
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 | 3,609 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 2,750 | 2,757 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 2,830 | 3,546 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 2,600 | 2,600 | ||
Metropolitan Government of Nashville & Davidson County TN Health & Educational Facilities Board Revenue (Vanderbilt University Medical Center) | 4.053% | 7/1/26 | 1,095 | 1,213 | ||
9 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 16,475 | 21,365 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 2,425 | 2,889 | ||
Oregon GO | 5.892% | 6/1/27 | 13,750 | 16,617 | ||
10 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,500 | 1,777 | |
9 | Oregon School Boards Association GO | 5.550% | 6/30/28 | 875 | 1,051 | |
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 1,260 | 1,655 | ||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 7,225 | 8,917 | ||
University of California Revenue | 1.316% | 5/15/27 | 13,500 | 13,541 | ||
University of California Revenue | 3.349% | 7/1/29 | 100 | 113 | ||
University of California Revenue | 1.614% | 5/15/30 | 7,125 | 7,058 | ||
Utah GO | 3.539% | 7/1/25 | 748 | 798 | ||
10 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 2,480 | 2,887 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,300 | 3,650 | ||
Total Taxable Municipal Bonds (Cost $146,576) | 150,999 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (0.53%) | ||||||
Money Market Fund (0.53%) | ||||||
11 | Vanguard Market Liquidity Fund (Cost $206,014) | 0.056% | 2,060,226 | 206,023 | ||
Total Investments (99.84%) (Cost $37,952,877) | 38,985,329 | |||||
Other Assets and Liabilities—Net (0.16%) | 62,147 | |||||
Net Assets (100%) | 39,047,476 |
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 June 30, 2021, the aggregate value was $271,039,000, representing 0.7% of net assets. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
6 | Guaranteed by the Government of Japan. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Guaranteed by the Republic of Austria. |
9 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
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—General Obligation Bond. |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (40.01%) | ||||||
U.S. Government Securities (39.37%) | ||||||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 150 | 204 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 16,121 | 22,114 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 10,900 | 15,461 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 13,404 | 19,524 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 15,328 | 21,075 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 15,925 | 22,215 | ||
1 | United States Treasury Note/Bond | 3.500% | 2/15/39 | 17,988 | 22,470 | |
United States Treasury Note/Bond | 4.250% | 5/15/39 | 30,170 | 41,235 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 10,866 | 15,301 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 21,210 | 29,465 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 11,250 | 16,130 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 81,365 | 70,241 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 41,738 | 58,264 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 78,190 | 67,268 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 16,065 | 21,100 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 139,115 | 124,964 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 34,800 | 47,959 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 154,768 | 151,528 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 30,705 | 44,988 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 79,901 | 83,147 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 37,045 | 51,996 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 29,470 | 38,251 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 36,977 | 44,037 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 49,452 | 58,956 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 30,025 | 35,120 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 56,023 | 63,087 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 68,703 | 77,312 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 62,515 | 74,637 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 88,875 | 102,123 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 71,315 | 91,762 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 72,290 | 94,835 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 80,944 | 104,544 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 73,077 | 91,061 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 71,978 | 86,329 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 20,181 | 23,744 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 42,431 | 45,879 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 32,492 | 37,548 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 22,810 | 26,951 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 60,618 | 65,638 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 78,356 | 84,845 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 83,608 | 86,417 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 73,964 | 85,775 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 47,344 | 56,214 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 68,461 | 81,351 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 79,621 | 90,519 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 89,296 | 101,588 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 84,480 | 100,637 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 110,786 | 135,073 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 123,435 | 147,273 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 118,541 | 151,288 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 81,831 | 97,929 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 129,653 | 151,755 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 97,160 | 100,621 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 41,011 | 43,651 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 88,639 | 87,061 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 177,020 | 144,520 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 147,559 | 124,365 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 169,269 | 151,998 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 150,510 | 143,572 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 96,823 | 103,373 | ||
4,378,288 | ||||||
Agency Bonds and Notes (0.64%) | ||||||
2 | AID-Israel | 5.500% | 9/18/33 | 1,000 | 1,411 | |
Federal Home Loan Banks | 5.625% | 3/14/36 | 1,000 | 1,476 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 4,055 | 5,976 | ||
3 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 12,142 | 17,840 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.000% | 11/15/38 | 40 | 27 | |
3 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 4,055 | 6,163 | |
3 | Federal National Mortgage Assn. | 6.210% | 8/6/38 | 770 | 1,237 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 2,510 | 3,295 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 4,535 | 6,733 | ||
Tennessee Valley Authority | 5.980% | 4/1/36 | 1,000 | 1,490 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 2,450 | 3,736 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 1,175 | 1,703 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 7,590 | 10,818 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 2,650 | 3,809 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 950 | 1,520 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 400 | 588 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 2,500 | 3,498 | ||
71,320 | ||||||
Total U.S. Government and Agency Obligations (Cost $4,189,737) | 4,449,608 | |||||
Corporate Bonds (52.45%) | ||||||
Communications (7.21%) | ||||||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 1,925 | 2,402 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 3,308 | 2,974 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,825 | 1,661 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 4,975 | 4,403 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 2,955 | 2,617 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 1,338 | 1,916 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 1,100 | 1,526 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 4,847 | 6,871 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 3,806 | 4,584 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 3,241 | 4,004 | ||
AT&T Inc. | 2.250% | 2/1/32 | 5,775 | 5,676 | ||
4,5 | AT&T Inc. | 2.550% | 12/1/33 | 10,550 | 10,456 | |
AT&T Inc. | 6.150% | 9/15/34 | 640 | 846 | ||
AT&T Inc. | 4.500% | 5/15/35 | 5,859 | 6,876 | ||
AT&T Inc. | 5.250% | 3/1/37 | 3,750 | 4,730 | ||
AT&T Inc. | 4.900% | 8/15/37 | 2,260 | 2,781 | ||
AT&T Inc. | 4.850% | 3/1/39 | 3,116 | 3,788 | ||
AT&T Inc. | 6.000% | 8/15/40 | 500 | 684 | ||
AT&T Inc. | 5.350% | 9/1/40 | 2,575 | 3,317 | ||
AT&T Inc. | 3.500% | 6/1/41 | 5,675 | 5,907 | ||
AT&T Inc. | 5.550% | 8/15/41 | 2,464 | 3,248 | ||
AT&T Inc. | 5.150% | 3/15/42 | 1,740 | 2,182 | ||
AT&T Inc. | 4.900% | 6/15/42 | 2,245 | 2,735 | ||
AT&T Inc. | 4.300% | 12/15/42 | 3,196 | 3,640 | ||
AT&T Inc. | 3.100% | 2/1/43 | 4,385 | 4,299 | ||
AT&T Inc. | 4.650% | 6/1/44 | 2,075 | 2,442 | ||
AT&T Inc. | 4.350% | 6/15/45 | 2,608 | 2,980 | ||
AT&T Inc. | 4.750% | 5/15/46 | 5,306 | 6,446 | ||
4 | AT&T Inc. | 5.150% | 11/15/46 | 3,147 | 4,031 | |
AT&T Inc. | 5.650% | 2/15/47 | 260 | 352 | ||
AT&T Inc. | 5.450% | 3/1/47 | 1,125 | 1,485 | ||
AT&T Inc. | 4.500% | 3/9/48 | 3,643 | 4,291 | ||
AT&T Inc. | 4.550% | 3/9/49 | 2,109 | 2,475 | ||
AT&T Inc. | 5.150% | 2/15/50 | 570 | 737 | ||
AT&T Inc. | 3.650% | 6/1/51 | 7,675 | 8,021 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AT&T Inc. | 3.300% | 2/1/52 | 5,685 | 5,537 | ||
4,5 | AT&T Inc. | 3.500% | 9/15/53 | 18,605 | 18,659 | |
4,5 | AT&T Inc. | 3.550% | 9/15/55 | 17,496 | 17,531 | |
4,5 | AT&T Inc. | 3.800% | 12/1/57 | 13,253 | 13,849 | |
4,5 | AT&T Inc. | 3.650% | 9/15/59 | 15,455 | 15,658 | |
AT&T Inc. | 3.850% | 6/1/60 | 3,650 | 3,850 | ||
AT&T Inc. | 3.500% | 2/1/61 | 2,675 | 2,622 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.464% | 4/1/48 | 666 | 826 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 2,590 | 3,142 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 925 | 891 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 6,202 | 8,311 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 1,125 | 1,386 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 2,175 | 2,190 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 8,822 | 12,176 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 5,312 | 6,514 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 6,180 | 7,887 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 2,442 | 2,917 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 6,112 | 7,042 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 3,948 | 3,929 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 6,787 | 6,906 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 1,958 | 2,887 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 3,825 | 3,760 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 3,200 | 3,442 | ||
Comcast Corp. | 4.250% | 1/15/33 | 5,064 | 6,029 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,625 | 2,361 | ||
Comcast Corp. | 4.200% | 8/15/34 | 1,525 | 1,803 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,200 | 1,624 | ||
Comcast Corp. | 4.400% | 8/15/35 | 3,100 | 3,734 | ||
Comcast Corp. | 6.500% | 11/15/35 | 2,108 | 3,067 | ||
Comcast Corp. | 3.200% | 7/15/36 | 1,376 | 1,473 | ||
Comcast Corp. | 6.450% | 3/15/37 | 2,972 | 4,319 | ||
Comcast Corp. | 6.950% | 8/15/37 | 2,238 | 3,410 | ||
Comcast Corp. | 3.900% | 3/1/38 | 3,455 | 3,962 | ||
Comcast Corp. | 6.400% | 5/15/38 | 1,506 | 2,218 | ||
Comcast Corp. | 4.600% | 10/15/38 | 2,897 | 3,591 | ||
Comcast Corp. | 6.550% | 7/1/39 | 100 | 149 | ||
Comcast Corp. | 3.250% | 11/1/39 | 4,340 | 4,618 | ||
Comcast Corp. | 6.400% | 3/1/40 | 1,406 | 2,087 | ||
Comcast Corp. | 3.750% | 4/1/40 | 1,535 | 1,736 | ||
Comcast Corp. | 4.650% | 7/15/42 | 3,480 | 4,398 | ||
Comcast Corp. | 4.500% | 1/15/43 | 1,964 | 2,434 | ||
Comcast Corp. | 4.750% | 3/1/44 | 1,551 | 1,986 | ||
Comcast Corp. | 4.600% | 8/15/45 | 2,675 | 3,361 | ||
Comcast Corp. | 3.400% | 7/15/46 | 3,872 | 4,137 | ||
Comcast Corp. | 4.000% | 8/15/47 | 2,550 | 2,965 | ||
Comcast Corp. | 3.969% | 11/1/47 | 7,165 | 8,359 | ||
Comcast Corp. | 4.000% | 3/1/48 | 2,350 | 2,750 | ||
Comcast Corp. | 4.700% | 10/15/48 | 5,200 | 6,742 | ||
Comcast Corp. | 3.999% | 11/1/49 | 5,492 | 6,468 | ||
Comcast Corp. | 3.450% | 2/1/50 | 2,975 | 3,223 | ||
Comcast Corp. | 2.800% | 1/15/51 | 6,570 | 6,323 | ||
Comcast Corp. | 2.450% | 8/15/52 | 4,250 | 3,837 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,268 | 1,509 | ||
Comcast Corp. | 4.950% | 10/15/58 | 5,108 | 7,067 | ||
Comcast Corp. | 2.650% | 8/15/62 | 2,775 | 2,533 | ||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 400 | 649 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 1,417 | 1,716 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 990 | 1,369 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 1,241 | 1,487 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 3,047 | 3,796 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 1,354 | 1,707 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Discovery Communications LLC | 4.650% | 5/15/50 | 2,560 | 2,996 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 4,214 | 4,457 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 1,105 | 1,082 | ||
Fox Corp. | 5.476% | 1/25/39 | 1,875 | 2,424 | ||
Fox Corp. | 5.576% | 1/25/49 | 4,451 | 6,011 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 685 | 1,014 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 978 | 1,350 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,450 | 1,729 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 1,650 | 2,264 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 2,650 | 3,329 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 700 | 724 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 1,461 | 1,957 | ||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 2,465 | 3,679 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 2,071 | 2,989 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 4,550 | 5,584 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 2,000 | 2,034 | ||
Orange SA | 5.375% | 1/13/42 | 1,100 | 1,485 | ||
Orange SA | 5.500% | 2/6/44 | 1,916 | 2,667 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 1,100 | 1,672 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 1,625 | 1,893 | ||
Rogers Communications Inc. | 5.450% | 10/1/43 | 249 | 328 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 1,774 | 2,219 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 675 | 781 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 4,372 | 5,146 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 1,350 | 1,437 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 3,980 | 5,729 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 2,816 | 3,313 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 4,727 | 5,918 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 3,401 | 4,068 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 3,550 | 4,613 | ||
TELUS Corp. | 4.600% | 11/16/48 | 1,125 | 1,413 | ||
TELUS Corp. | 4.300% | 6/15/49 | 1,581 | 1,908 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 599 | 791 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 1,405 | 1,941 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 600 | 806 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 1,525 | 2,074 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 4,663 | 6,785 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 3,291 | 4,607 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 2,912 | 3,758 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 3,031 | 3,769 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 3,390 | 3,780 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 2,596 | 3,940 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 971 | 956 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 6,600 | 7,736 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 4,155 | 4,109 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 7,370 | 8,767 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 6,550 | 6,527 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 2,610 | 2,665 | ||
4 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 1,033 | 1,483 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 1,114 | 1,373 | ||
4 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 1,405 | 1,679 | |
4 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 1,382 | 1,568 | |
4 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 1,400 | 1,686 | |
4 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 150 | 154 | |
Verizon Communications Inc. | 4.500% | 8/10/33 | 6,876 | 8,228 | ||
Verizon Communications Inc. | 6.400% | 9/15/33 | 610 | 839 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 5,877 | 7,008 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 6,888 | 8,216 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 2,903 | 3,829 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 4,641 | 5,885 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 6,875 | 6,633 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Verizon Communications Inc. | 3.400% | 3/22/41 | 9,000 | 9,533 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 3,491 | 4,100 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 8,435 | 10,896 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 10,877 | 13,427 | ||
Verizon Communications Inc. | 5.012% | 4/15/49 | 2,350 | 3,109 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 3,300 | 3,798 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 5,690 | 5,434 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 8,350 | 8,922 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 5,200 | 6,719 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 10,837 | 10,189 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 3,875 | 3,638 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 7,885 | 8,457 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 3,067 | 3,539 | ||
ViacomCBS Inc. | 5.500% | 5/15/33 | 1,000 | 1,273 | ||
ViacomCBS Inc. | 6.875% | 4/30/36 | 2,655 | 3,811 | ||
ViacomCBS Inc. | 5.900% | 10/15/40 | 863 | 1,150 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 2,036 | 2,498 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 3,835 | 4,427 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 1,494 | 2,046 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 779 | 996 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 1,186 | 1,441 | ||
ViacomCBS Inc. | 4.600% | 1/15/45 | 1,614 | 1,920 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 2,704 | 3,417 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 1,850 | 2,497 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 4,288 | 5,940 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 2,087 | 2,629 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 2,341 | 2,732 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 6,734 | 8,827 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 4,175 | 5,264 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 3,025 | 3,521 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 600 | 783 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 996 | 1,414 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 2,902 | 4,089 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 2,803 | 4,105 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 1,298 | 1,851 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 1,400 | 2,116 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 1,115 | 1,417 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,350 | 2,618 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 1,180 | 1,745 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 2,835 | 3,958 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 3,029 | 3,944 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 1,812 | 2,359 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 4,825 | 4,752 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 3,375 | 4,505 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 6,147 | 6,967 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 3,825 | 4,496 | ||
801,366 | ||||||
Consumer Discretionary (2.93%) | ||||||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 725 | 846 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 3,000 | 3,365 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 700 | 671 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 4,550 | 5,250 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 3,700 | 3,640 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 1,680 | 2,020 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 2,275 | 2,203 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 3,100 | 3,993 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 7,941 | 9,453 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 4,300 | 4,439 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,650 | 2,240 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 7,575 | 9,236 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 6,600 | 6,234 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amazon.com Inc. | 3.100% | 5/12/51 | 7,100 | 7,464 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 4,900 | 6,270 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 5,431 | 5,175 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 3,475 | 3,679 | ||
4 | American University | 3.672% | 4/1/49 | 1,350 | 1,548 | |
Aptiv plc | 4.400% | 10/1/46 | 275 | 321 | ||
Aptiv plc | 5.400% | 3/15/49 | 1,050 | 1,425 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 1,100 | 1,274 | ||
4 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 1,275 | 1,368 | |
4 | California Endowment | 2.498% | 4/1/51 | 590 | 566 | |
California Institute of Technology | 4.321% | 8/1/45 | 1,150 | 1,467 | ||
California Institute of Technology | 4.700% | 11/1/11 | 430 | 609 | ||
California Institute of Technology | 3.650% | 9/1/19 | 1,250 | 1,413 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 1,015 | 1,430 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 700 | 822 | ||
4 | Duke University | 2.682% | 10/1/44 | 1,000 | 1,024 | |
4 | Duke University | 2.832% | 10/1/55 | 1,765 | 1,840 | |
eBay Inc. | 4.000% | 7/15/42 | 1,480 | 1,660 | ||
eBay Inc. | 3.650% | 5/10/51 | 2,250 | 2,384 | ||
4 | Emory University | 2.969% | 9/1/50 | 1,100 | 1,152 | |
4 | Ford Foundation | 2.415% | 6/1/50 | 956 | 919 | |
4 | Ford Foundation | 2.815% | 6/1/70 | 1,430 | 1,438 | |
General Motors Co. | 5.000% | 4/1/35 | 1,888 | 2,280 | ||
General Motors Co. | 6.600% | 4/1/36 | 2,906 | 3,976 | ||
General Motors Co. | 5.150% | 4/1/38 | 2,650 | 3,226 | ||
General Motors Co. | 6.250% | 10/2/43 | 2,922 | 4,033 | ||
General Motors Co. | 5.200% | 4/1/45 | 2,350 | 2,910 | ||
General Motors Co. | 6.750% | 4/1/46 | 1,795 | 2,592 | ||
General Motors Co. | 5.400% | 4/1/48 | 1,552 | 1,976 | ||
General Motors Co. | 5.950% | 4/1/49 | 2,075 | 2,825 | ||
4 | George Washington University | 4.300% | 9/15/44 | 790 | 995 | |
George Washington University | 4.868% | 9/15/45 | 200 | 271 | ||
4 | George Washington University | 4.126% | 9/15/48 | 1,974 | 2,450 | |
4 | Georgetown University | 4.315% | 4/1/49 | 750 | 941 | |
4 | Georgetown University | 2.943% | 4/1/50 | 840 | 853 | |
4 | Georgetown University | 5.215% | 10/1/18 | 200 | 301 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 1,205 | 1,329 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 304 | 423 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 750 | 920 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 6,954 | 9,938 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 2,670 | 2,927 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 1,835 | 2,683 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 4,716 | 5,769 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 2,238 | 2,981 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 972 | 1,233 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 3,374 | 4,201 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 4,408 | 5,234 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 4,095 | 5,323 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 2,650 | 2,809 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 3,200 | 3,541 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 3,200 | 2,960 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 1,058 | 1,196 | ||
JD.com Inc. | 4.125% | 1/14/50 | 900 | 963 | ||
4 | Johns Hopkins University | 4.083% | 7/1/53 | 1,131 | 1,460 | |
Kohl's Corp. | 5.550% | 7/17/45 | 1,100 | 1,319 | ||
Lear Corp. | 5.250% | 5/15/49 | 1,400 | 1,765 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 2,010 | 2,430 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 600 | 585 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 1,125 | 1,449 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 448 | 514 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 1,934 | 2,125 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 4,415 | 5,087 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 2,200 | 2,751 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 1,050 | 1,417 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 5,150 | 5,074 | ||
4 | Marriott International Inc. | 3.500% | 10/15/32 | 2,450 | 2,605 | |
Masco Corp. | 4.500% | 5/15/47 | 1,424 | 1,728 | ||
Masco Corp. | 3.125% | 2/15/51 | 550 | 546 | ||
4 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 675 | 812 | |
4 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 1,645 | 1,818 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 950 | 1,618 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 1,205 | 1,762 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 1,541 | 1,889 | ||
4 | McDonald's Corp. | 4.700% | 12/9/35 | 2,275 | 2,820 | |
4 | McDonald's Corp. | 6.300% | 10/15/37 | 974 | 1,401 | |
4 | McDonald's Corp. | 6.300% | 3/1/38 | 2,156 | 3,108 | |
4 | McDonald's Corp. | 5.700% | 2/1/39 | 1,517 | 2,076 | |
4 | McDonald's Corp. | 4.875% | 7/15/40 | 1,100 | 1,408 | |
4 | McDonald's Corp. | 3.700% | 2/15/42 | 1,319 | 1,476 | |
4 | McDonald's Corp. | 3.625% | 5/1/43 | 975 | 1,082 | |
4 | McDonald's Corp. | 4.600% | 5/26/45 | 1,634 | 2,036 | |
4 | McDonald's Corp. | 4.875% | 12/9/45 | 2,016 | 2,595 | |
4 | McDonald's Corp. | 4.450% | 3/1/47 | 2,443 | 2,995 | |
4 | McDonald's Corp. | 4.450% | 9/1/48 | 1,840 | 2,292 | |
4 | McDonald's Corp. | 3.625% | 9/1/49 | 3,300 | 3,656 | |
4 | McDonald's Corp. | 4.200% | 4/1/50 | 2,100 | 2,535 | |
MDC Holdings Inc. | 6.000% | 1/15/43 | 1,100 | 1,418 | ||
NIKE Inc. | 3.250% | 3/27/40 | 2,045 | 2,244 | ||
NIKE Inc. | 3.625% | 5/1/43 | 1,000 | 1,160 | ||
NIKE Inc. | 3.875% | 11/1/45 | 2,069 | 2,479 | ||
NIKE Inc. | 3.375% | 11/1/46 | 1,390 | 1,553 | ||
NIKE Inc. | 3.375% | 3/27/50 | 2,698 | 3,046 | ||
4,5 | Nordstrom Inc. | 4.250% | 8/1/31 | 1,150 | 1,201 | |
Nordstrom Inc. | 5.000% | 1/15/44 | 2,085 | 2,080 | ||
4 | Northwestern University | 4.643% | 12/1/44 | 1,585 | 2,101 | |
4 | Northwestern University | 2.640% | 12/1/50 | 470 | 470 | |
4 | Northwestern University | 3.662% | 12/1/57 | 812 | 985 | |
Owens Corning | 7.000% | 12/1/36 | 505 | 721 | ||
Owens Corning | 4.300% | 7/15/47 | 1,375 | 1,599 | ||
Owens Corning | 4.400% | 1/30/48 | 1,152 | 1,360 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 1,115 | 1,531 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 751 | 840 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 875 | 877 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 875 | 1,012 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 2,350 | 3,113 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 500 | 655 | ||
4 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,120 | 1,090 | |
Snap-on Inc. | 4.100% | 3/1/48 | 1,195 | 1,466 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 1,000 | 1,059 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 650 | 857 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 2,033 | 2,741 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 1,000 | 975 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 800 | 952 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 1,158 | 1,285 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,975 | 2,461 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 1,710 | 2,122 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 1,000 | 1,044 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 3,325 | 3,574 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 37 | 49 | ||
4 | Trustees of Boston College | 3.129% | 7/1/52 | 650 | 688 | |
4 | Trustees of Boston University | 4.061% | 10/1/48 | 925 | 1,136 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Trustees of Princeton University | 5.700% | 3/1/39 | 930 | 1,353 | ||
4 | Trustees of Princeton University | 2.516% | 7/1/50 | 775 | 765 | |
4 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 400 | 388 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 1,100 | 1,522 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 450 | 512 | ||
4 | University of Chicago | 2.547% | 4/1/50 | 2,000 | 1,918 | |
4 | University of Chicago | 4.003% | 10/1/53 | 1,125 | 1,378 | |
4 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 649 | 764 | |
4 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 1,250 | 1,463 | |
4 | University of Southern California | 3.028% | 10/1/39 | 2,580 | 2,766 | |
University of Southern California | 2.805% | 10/1/50 | 725 | 737 | ||
4 | University of Southern California | 2.945% | 10/1/51 | 250 | 262 | |
University of Southern California | 5.250% | 10/1/11 | 685 | 1,051 | ||
4 | University of Southern California | 3.226% | 10/1/20 | 1,350 | 1,338 | |
Whirlpool Corp. | 4.600% | 5/15/50 | 2,175 | 2,698 | ||
4 | William Marsh Rice University | 3.574% | 5/15/45 | 759 | 879 | |
4 | William Marsh Rice University | 3.774% | 5/15/55 | 750 | 942 | |
4 | Yale University | 2.402% | 4/15/50 | 1,575 | 1,528 | |
325,339 | ||||||
Consumer Staples (4.26%) | ||||||
Altria Group Inc. | 2.450% | 2/4/32 | 5,000 | 4,833 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 1,925 | 2,373 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 4,250 | 4,047 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 1,927 | 2,013 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 3,711 | 4,006 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 6,288 | 7,472 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 1,130 | 1,120 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 4,265 | 5,460 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 945 | 1,006 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 2,730 | 2,587 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 712 | 923 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 1,450 | 1,398 | ||
4 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 9,601 | 11,775 | |
4 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 20,851 | 26,375 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 5,807 | 7,112 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 3,703 | 4,152 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 3,275 | 3,978 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 4,202 | 5,248 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 1,100 | 1,465 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 2,819 | 3,360 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 1,917 | 3,182 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 2,415 | 3,186 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 2,372 | 3,861 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,529 | 1,820 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 2,596 | 3,274 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 3,345 | 3,644 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 5,600 | 6,846 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 4,771 | 5,705 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 5,259 | 7,231 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 3,305 | 4,030 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 4,190 | 5,249 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 4,875 | 7,045 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 2,437 | 2,999 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 1,490 | 2,030 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 1,790 | 2,449 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 687 | 814 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 415 | 553 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 6,120 | 6,603 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,350 | 1,322 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 4,891 | 5,157 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 2,787 | 3,016 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,234 | 1,427 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 2,075 | 2,027 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 1,890 | 2,439 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 1,675 | 2,065 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 1,348 | 1,312 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 825 | 968 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 1,275 | 1,305 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 100 | 120 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 975 | 967 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 4,475 | 4,637 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 2,075 | 2,607 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 3,675 | 3,538 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 2,240 | 2,325 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 5,300 | 4,991 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 1,600 | 1,569 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 625 | 603 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 2,175 | 2,922 | ||
4 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 1,000 | 1,257 | |
4 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 980 | 1,183 | |
Conagra Brands Inc. | 5.300% | 11/1/38 | 1,450 | 1,844 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 2,350 | 3,141 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 3,295 | 3,985 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 1,547 | 1,777 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 692 | 923 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 575 | 634 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 1,975 | 1,946 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 1,175 | 1,181 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 1,525 | 2,175 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 750 | 885 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 875 | 1,382 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 1,202 | 1,474 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 2,950 | 3,458 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 1,200 | 1,726 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 625 | 787 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 800 | 999 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 1,525 | 1,656 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 2,415 | 2,885 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 4,505 | 4,742 | ||
General Mills Inc. | 5.400% | 6/15/40 | 136 | 183 | ||
4,5 | General Mills Inc. | 3.000% | 2/1/51 | 2,624 | 2,644 | |
Hershey Co. | 3.125% | 11/15/49 | 1,725 | 1,839 | ||
Hershey Co. | 2.650% | 6/1/50 | 950 | 934 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 800 | 833 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 1,100 | 1,235 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 1,642 | 1,923 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 2,150 | 2,319 | ||
Kellogg Co. | 4.500% | 4/1/46 | 684 | 849 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 1,375 | 1,751 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 2,245 | 2,739 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 1,475 | 1,781 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 1,700 | 1,915 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 1,050 | 1,104 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 1,400 | 2,179 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 754 | 1,032 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 2,328 | 2,538 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 875 | 903 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 824 | 1,129 | ||
Kroger Co. | 8.000% | 9/15/29 | 775 | 1,093 | ||
Kroger Co. | 6.900% | 4/15/38 | 750 | 1,107 | ||
Kroger Co. | 5.400% | 7/15/40 | 1,280 | 1,682 | ||
Kroger Co. | 5.000% | 4/15/42 | 683 | 863 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kroger Co. | 5.150% | 8/1/43 | 669 | 865 | ||
Kroger Co. | 3.875% | 10/15/46 | 1,725 | 1,904 | ||
Kroger Co. | 4.450% | 2/1/47 | 1,588 | 1,898 | ||
Kroger Co. | 4.650% | 1/15/48 | 1,771 | 2,171 | ||
Kroger Co. | 5.400% | 1/15/49 | 1,750 | 2,386 | ||
Kroger Co. | 3.950% | 1/15/50 | 1,305 | 1,490 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 950 | 1,144 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 1,790 | 2,564 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 1,169 | 1,521 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 2,615 | 3,207 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 3,762 | 4,187 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 2,000 | 1,934 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 2,940 | 2,737 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 1,825 | 1,765 | ||
PepsiCo Inc. | 5.500% | 1/15/40 | 100 | 141 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,500 | 1,711 | ||
PepsiCo Inc. | 4.875% | 11/1/40 | 100 | 133 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 2,633 | 3,200 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 1,885 | 2,183 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 1,668 | 2,070 | ||
PepsiCo Inc. | 4.600% | 7/17/45 | 1,524 | 1,989 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 2,669 | 3,417 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 3,650 | 4,097 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 1,253 | 1,529 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 2,915 | 3,259 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 2,900 | 2,980 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 2,405 | 2,813 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 1,560 | 1,924 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 2,415 | 3,450 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 2,305 | 2,722 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 1,785 | 2,115 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 2,205 | 2,438 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 1,900 | 2,171 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 2,425 | 3,035 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 1,704 | 1,990 | ||
Procter & Gamble Co. | 5.800% | 8/15/34 | 150 | 213 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,454 | 2,094 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 2,036 | 2,386 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 688 | 819 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 1,234 | 1,501 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 2,606 | 3,146 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 887 | 1,196 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 1,525 | 1,925 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 3,702 | 4,540 | ||
Sysco Corp. | 6.600% | 4/1/40 | 1,972 | 2,908 | ||
Sysco Corp. | 4.850% | 10/1/45 | 2,181 | 2,721 | ||
Sysco Corp. | 4.500% | 4/1/46 | 970 | 1,149 | ||
Sysco Corp. | 4.450% | 3/15/48 | 1,825 | 2,179 | ||
Sysco Corp. | 3.300% | 2/15/50 | 1,325 | 1,330 | ||
Sysco Corp. | 6.600% | 4/1/50 | 2,514 | 3,907 | ||
Target Corp. | 6.350% | 11/1/32 | 100 | 141 | ||
Target Corp. | 6.500% | 10/15/37 | 1,000 | 1,545 | ||
Target Corp. | 7.000% | 1/15/38 | 1,200 | 1,942 | ||
Target Corp. | 4.000% | 7/1/42 | 175 | 217 | ||
Target Corp. | 3.625% | 4/15/46 | 2,225 | 2,642 | ||
Target Corp. | 3.900% | 11/15/47 | 1,650 | 2,065 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 2,191 | 2,724 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 1,263 | 1,634 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 1,230 | 1,503 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 2,840 | 3,747 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 2,448 | 3,376 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 2,666 | 3,189 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 1,725 | 1,901 | ||
Walmart Inc. | 5.250% | 9/1/35 | 5,621 | 7,655 | ||
Walmart Inc. | 6.500% | 8/15/37 | 1,035 | 1,576 | ||
Walmart Inc. | 6.200% | 4/15/38 | 2,993 | 4,467 | ||
Walmart Inc. | 3.950% | 6/28/38 | 1,837 | 2,207 | ||
Walmart Inc. | 5.625% | 4/1/40 | 664 | 957 | ||
Walmart Inc. | 4.875% | 7/8/40 | 1,065 | 1,409 | ||
Walmart Inc. | 5.000% | 10/25/40 | 1,719 | 2,325 | ||
Walmart Inc. | 5.625% | 4/15/41 | 2,881 | 4,182 | ||
Walmart Inc. | 4.000% | 4/11/43 | 2,846 | 3,474 | ||
Walmart Inc. | 4.300% | 4/22/44 | 1,869 | 2,372 | ||
Walmart Inc. | 3.625% | 12/15/47 | 2,846 | 3,338 | ||
Walmart Inc. | 4.050% | 6/29/48 | 6,344 | 7,982 | ||
Walmart Inc. | 2.950% | 9/24/49 | 2,225 | 2,362 | ||
473,242 | ||||||
Energy (4.77%) | ||||||
Baker Hughes a GE Co. LLC | 4.080% | 12/15/47 | 3,741 | 4,287 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 2,703 | 3,466 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 2,000 | 2,020 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 5,500 | 5,342 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 3,355 | 3,122 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 4,550 | 4,364 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 4,200 | 4,221 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 985 | 1,424 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 1,175 | 1,732 | ||
Burlington Resources LLC | 5.950% | 10/15/36 | 1,817 | 2,518 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 985 | 1,338 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 1,229 | 1,621 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 750 | 958 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 850 | 1,147 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,600 | 2,139 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 1,575 | 2,211 | ||
4 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 1,900 | 2,370 | |
Cenovus Energy Inc. | 5.250% | 6/15/37 | 1,750 | 2,094 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 1,000 | 1,315 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 3,405 | 4,618 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 2,325 | 2,887 | ||
Chevron Corp. | 2.978% | 5/11/40 | 1,774 | 1,855 | ||
Chevron Corp. | 3.078% | 5/11/50 | 1,415 | 1,465 | ||
Chevron USA Inc. | 6.000% | 3/1/41 | 2,150 | 3,145 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 1,459 | 1,984 | ||
Chevron USA Inc. | 5.050% | 11/15/44 | 2,256 | 3,028 | ||
Chevron USA Inc. | 4.950% | 8/15/47 | 1,170 | 1,567 | ||
Chevron USA Inc. | 4.200% | 10/15/49 | 1,191 | 1,465 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 1,250 | 1,133 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 650 | 887 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 1,610 | 2,353 | ||
ConocoPhillips | 5.900% | 10/15/32 | 1,679 | 2,243 | ||
ConocoPhillips | 5.900% | 5/15/38 | 2,572 | 3,596 | ||
ConocoPhillips | 6.500% | 2/1/39 | 2,270 | 3,357 | ||
4,5 | ConocoPhillips | 4.875% | 10/1/47 | 5,930 | 7,789 | |
ConocoPhillips Co. | 4.300% | 11/15/44 | 2,177 | 2,624 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 1,426 | 1,997 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 651 | 927 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,979 | 2,455 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 1,752 | 1,991 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 1,550 | 1,824 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 1,000 | 1,130 | ||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 1,275 | 1,388 | ||
4 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 1,381 | 2,033 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 1,800 | 2,319 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 1,990 | 3,141 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 1,000 | 1,000 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 500 | 589 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 274 | 367 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 1,050 | 1,166 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 1,100 | 1,104 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 1,035 | 1,195 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 951 | 1,257 | ||
4 | Energy Transfer LP | 5.800% | 6/15/38 | 1,700 | 2,108 | |
Energy Transfer LP | 7.500% | 7/1/38 | 2,105 | 2,965 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 1,650 | 2,097 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 1,830 | 2,376 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 300 | 372 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 1,499 | 1,695 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 1,600 | 1,988 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 1,308 | 1,515 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 2,151 | 2,479 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 2,675 | 3,096 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 1,820 | 2,317 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 2,550 | 2,976 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 3,600 | 4,261 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 2,617 | 3,309 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 3,746 | 4,926 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 1,700 | 1,964 | ||
4 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,000 | 1,425 | |
4 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,245 | 1,750 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 900 | 1,382 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 1,685 | 2,362 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 1,078 | 1,483 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 2,375 | 3,204 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 2,680 | 3,281 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,533 | 1,812 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,294 | 1,588 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 2,240 | 2,842 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 1,450 | 1,794 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 3,600 | 4,141 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 2,515 | 3,097 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 1,600 | 1,852 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 2,100 | 2,256 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 4,340 | 4,300 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 992 | 1,237 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 2,795 | 3,107 | ||
EOG Resources Inc. | 3.900% | 4/1/35 | 837 | 967 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 1,235 | 1,650 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 1,037 | 1,066 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 5,157 | 6,171 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 2,625 | 2,876 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 6,056 | 7,158 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 2,375 | 2,422 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 7,025 | 8,720 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 6,220 | 6,768 | ||
Halliburton Co. | 4.850% | 11/15/35 | 3,541 | 4,170 | ||
Halliburton Co. | 6.700% | 9/15/38 | 2,659 | 3,641 | ||
Halliburton Co. | 4.500% | 11/15/41 | 2,725 | 3,059 | ||
Halliburton Co. | 4.750% | 8/1/43 | 3,460 | 4,018 | ||
Halliburton Co. | 5.000% | 11/15/45 | 2,880 | 3,516 | ||
Hess Corp. | 7.300% | 8/15/31 | 1,495 | 2,026 | ||
Hess Corp. | 7.125% | 3/15/33 | 1,300 | 1,760 | ||
Hess Corp. | 6.000% | 1/15/40 | 1,821 | 2,338 | ||
Hess Corp. | 5.600% | 2/15/41 | 2,850 | 3,564 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hess Corp. | 5.800% | 4/1/47 | 650 | 848 | ||
Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | 850 | 1,213 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 1,175 | 1,659 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 1,500 | 1,924 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 650 | 892 | ||
4 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 1,981 | 2,829 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,670 | 2,326 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,316 | 1,842 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 2,371 | 3,278 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 1,225 | 1,568 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 1,712 | 2,050 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 775 | 901 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 1,921 | 2,310 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 2,343 | 2,947 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 1,025 | 1,281 | ||
4 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 1,879 | 2,690 | |
4 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,650 | 2,378 | |
Kinder Morgan Inc. | 5.550% | 6/1/45 | 3,150 | 4,074 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 1,688 | 2,048 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 1,755 | 2,206 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 2,125 | 2,057 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 1,715 | 2,127 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 1,600 | 1,812 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 1,575 | 1,760 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 1,275 | 1,382 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 1,250 | 1,642 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 1,525 | 2,031 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 1,200 | 1,440 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 2,450 | 3,406 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 2,116 | 2,507 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 2,125 | 2,430 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 1,175 | 1,405 | ||
MPLX LP | 4.500% | 4/15/38 | 3,905 | 4,464 | ||
MPLX LP | 5.200% | 3/1/47 | 2,270 | 2,787 | ||
4,5 | MPLX LP | 5.200% | 12/1/47 | 600 | 732 | |
MPLX LP | 5.200% | 12/1/47 | 630 | 769 | ||
MPLX LP | 4.700% | 4/15/48 | 4,085 | 4,750 | ||
MPLX LP | 5.500% | 2/15/49 | 2,395 | 3,099 | ||
MPLX LP | 4.900% | 4/15/58 | 1,150 | 1,374 | ||
NOV Inc. | 3.950% | 12/1/42 | 1,450 | 1,431 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 1,660 | 2,081 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 1,655 | 1,939 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 1,650 | 2,024 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 1,255 | 1,394 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 1,050 | 1,172 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 700 | 1,034 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 845 | 1,138 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 1,675 | 2,287 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 2,070 | 2,669 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 1,481 | 1,948 | ||
Phillips 66 | 4.650% | 11/15/34 | 2,656 | 3,167 | ||
Phillips 66 | 5.875% | 5/1/42 | 3,675 | 5,011 | ||
Phillips 66 | 4.875% | 11/15/44 | 1,655 | 2,072 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 840 | 961 | ||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 1,550 | 1,844 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 1,518 | 1,990 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 825 | 925 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 850 | 854 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 2,500 | 2,650 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 895 | 974 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 3,325 | 3,949 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Shell International Finance BV | 6.375% | 12/15/38 | 2,879 | 4,270 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 3,020 | 4,204 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 1,682 | 1,891 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 4,544 | 5,672 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 6,550 | 8,032 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 6,162 | 7,207 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 2,254 | 2,550 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 2,750 | 2,846 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 4,688 | 4,991 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 957 | 1,297 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 1,675 | 1,967 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 1,475 | 2,061 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 1,100 | 1,356 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 1,875 | 2,479 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 1,475 | 1,940 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 1,160 | 1,667 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,330 | 3,289 | ||
Suncor Energy Inc. | 6.850% | 6/1/39 | 1,989 | 2,904 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 1,940 | 2,144 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 1,000 | 1,081 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,085 | 1,563 | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 1,000 | 1,388 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 2,400 | 2,441 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 1,510 | 1,627 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 4,225 | 4,288 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 2,050 | 2,165 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 2,547 | 3,021 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 925 | 1,173 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 1,965 | 2,602 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,758 | 2,415 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 2,212 | 2,660 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 1,572 | 2,366 | ||
TransCanada PipeLines Ltd. | 7.625% | 1/15/39 | 1,430 | 2,221 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 2,585 | 3,555 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 1,369 | 1,701 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 2,425 | 3,067 | ||
TransCanada PipeLines Ltd. | 5.100% | 3/15/49 | 1,975 | 2,593 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 1,075 | 1,388 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 1,270 | 1,517 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 1,535 | 1,867 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 1,025 | 1,151 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 1,465 | 2,061 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 2,925 | 4,007 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 1,800 | 2,246 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 3,050 | 4,179 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 1,100 | 1,453 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 1,022 | 1,293 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 2,100 | 2,757 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 3,075 | 3,818 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 2,155 | 2,623 | ||
530,621 | ||||||
Financials (7.89%) | ||||||
Aflac Inc. | 4.000% | 10/15/46 | 1,414 | 1,643 | ||
Aflac Inc. | 4.750% | 1/15/49 | 742 | 977 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 975 | 1,223 | ||
Allstate Corp. | 5.550% | 5/9/35 | 500 | 684 | ||
Allstate Corp. | 5.950% | 4/1/36 | 625 | 871 | ||
Allstate Corp. | 4.500% | 6/15/43 | 1,175 | 1,480 | ||
Allstate Corp. | 4.200% | 12/15/46 | 1,776 | 2,185 | ||
Allstate Corp. | 3.850% | 8/10/49 | 1,300 | 1,545 | ||
4 | Allstate Corp. | 6.500% | 5/15/57 | 1,160 | 1,531 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Ally Financial Inc. | 8.000% | 11/1/31 | 3,832 | 5,511 | |
Ally Financial Inc. | 8.000% | 11/1/31 | 2,660 | 3,750 | ||
American Express Co. | 4.050% | 12/3/42 | 1,927 | 2,306 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 1,270 | 1,520 | ||
American International Group Inc. | 3.875% | 1/15/35 | 2,151 | 2,431 | ||
American International Group Inc. | 4.700% | 7/10/35 | 1,420 | 1,720 | ||
American International Group Inc. | 6.250% | 5/1/36 | 2,091 | 2,918 | ||
American International Group Inc. | 4.500% | 7/16/44 | 4,169 | 5,060 | ||
American International Group Inc. | 4.800% | 7/10/45 | 996 | 1,248 | ||
American International Group Inc. | 4.750% | 4/1/48 | 3,135 | 3,982 | ||
American International Group Inc. | 4.375% | 6/30/50 | 1,430 | 1,741 | ||
American International Group Inc. | 4.375% | 1/15/55 | 3,050 | 3,706 | ||
4 | American International Group Inc. | 8.175% | 5/15/58 | 950 | 1,371 | |
Aon Corp. | 6.250% | 9/30/40 | 520 | 750 | ||
Aon plc | 4.600% | 6/14/44 | 1,517 | 1,896 | ||
Aon plc | 4.750% | 5/15/45 | 929 | 1,198 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 1,000 | 1,303 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 845 | 1,250 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 1,800 | 1,944 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 1,265 | 1,665 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 2,000 | 2,097 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 1,200 | 1,285 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 5,525 | 7,582 | ||
4 | Bank of America Corp. | 4.244% | 4/24/38 | 6,420 | 7,630 | |
Bank of America Corp. | 7.750% | 5/14/38 | 4,193 | 6,643 | ||
4 | Bank of America Corp. | 4.078% | 4/23/40 | 4,335 | 5,069 | |
4 | Bank of America Corp. | 2.676% | 6/19/41 | 11,868 | 11,548 | |
4 | Bank of America Corp. | 5.875% | 2/7/42 | 4,010 | 5,765 | |
Bank of America Corp. | 3.311% | 4/22/42 | 8,650 | 9,149 | ||
4 | Bank of America Corp. | 5.000% | 1/21/44 | 3,561 | 4,743 | |
4 | Bank of America Corp. | 4.875% | 4/1/44 | 1,868 | 2,437 | |
4 | Bank of America Corp. | 4.750% | 4/21/45 | 1,330 | 1,700 | |
4 | Bank of America Corp. | 4.443% | 1/20/48 | 759 | 941 | |
4 | Bank of America Corp. | 3.946% | 1/23/49 | 5,632 | 6,516 | |
4 | Bank of America Corp. | 4.330% | 3/15/50 | 8,015 | 9,881 | |
4 | Bank of America Corp. | 4.083% | 3/20/51 | 12,650 | 15,098 | |
4 | Bank of America Corp. | 2.831% | 10/24/51 | 1,800 | 1,759 | |
4 | Bank of America Corp. | 3.483% | 3/13/52 | 50 | 55 | |
4 | Bank of America NA | 6.000% | 10/15/36 | 1,266 | 1,772 | |
Barclays plc | 3.811% | 3/10/42 | 1,600 | 1,688 | ||
Barclays plc | 5.250% | 8/17/45 | 3,041 | 4,043 | ||
Barclays plc | 4.950% | 1/10/47 | 2,820 | 3,640 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 883 | 1,281 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 1,465 | 1,840 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 1,090 | 1,356 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 6,373 | 7,869 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 4,985 | 6,191 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 5,432 | 5,415 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 1,398 | 1,790 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 1,933 | 2,146 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 1,050 | 1,280 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,350 | 2,461 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,175 | 1,211 | ||
Chubb Corp. | 6.000% | 5/11/37 | 1,573 | 2,273 | ||
4 | Chubb Corp. | 6.500% | 5/15/38 | 4,055 | 6,139 | |
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 760 | 1,147 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 1,452 | 1,764 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 1,486 | 1,879 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 1,650 | 1,719 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 900 | 1,229 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 2,159 | 2,938 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Citigroup Inc. | 6.000% | 10/31/33 | 1,832 | 2,434 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 2,108 | 2,913 | ||
4 | Citigroup Inc. | 3.878% | 1/24/39 | 2,625 | 3,013 | |
Citigroup Inc. | 8.125% | 7/15/39 | 3,704 | 6,397 | ||
4 | Citigroup Inc. | 5.316% | 3/26/41 | 4,404 | 5,907 | |
Citigroup Inc. | 5.875% | 1/30/42 | 2,025 | 2,915 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 909 | 1,398 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 2,299 | 3,085 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 2,230 | 2,874 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 4,568 | 5,811 | ||
4 | Citigroup Inc. | 4.281% | 4/24/48 | 925 | 1,150 | |
Citigroup Inc. | 4.650% | 7/23/48 | 4,100 | 5,370 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 1,880 | 1,881 | ||
CME Group Inc. | 5.300% | 9/15/43 | 1,890 | 2,714 | ||
CME Group Inc. | 4.150% | 6/15/48 | 1,150 | 1,498 | ||
4 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 2,539 | 3,503 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 2,055 | 2,904 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 4,036 | 5,411 | ||
Credit Suisse Group AG | 4.875% | 5/15/45 | 4,570 | 5,767 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 1,393 | 2,019 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 3,535 | 4,509 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 1,120 | 1,412 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 1,975 | 2,108 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 2,435 | 4,062 | ||
4 | First Republic Bank | 4.375% | 8/1/46 | 1,375 | 1,683 | |
4 | First Republic Bank | 4.625% | 2/13/47 | 400 | 511 | |
GATX Corp. | 5.200% | 3/15/44 | 785 | 1,008 | ||
GATX Corp. | 3.100% | 6/1/51 | 800 | 765 | ||
6 | GE Capital Funding LLC | 4.550% | 5/15/32 | 2,810 | 3,353 | |
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 25,131 | 30,184 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 2,059 | 2,370 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 1,759 | 2,463 | ||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 3,008 | 4,094 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 1,842 | 2,611 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 14,042 | 20,449 | ||
4 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 585 | 686 | |
4 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 7,516 | 9,154 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 6,880 | 10,190 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 4,225 | 4,421 | ||
4 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 3,912 | 5,106 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 3,300 | 4,401 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 3,354 | 4,380 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 1,081 | 1,480 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 1,612 | 2,298 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 935 | 1,110 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 1,100 | 1,209 | ||
4 | HSBC Bank USA NA | 5.875% | 11/1/34 | 1,653 | 2,169 | |
4 | HSBC Bank USA NA | 7.000% | 1/15/39 | 1,050 | 1,632 | |
4 | HSBC Holdings plc | 7.625% | 5/17/32 | 999 | 1,404 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 4,699 | 6,473 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 7,495 | 10,440 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 700 | 1,007 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 2,445 | 3,558 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 3,960 | 5,136 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 2,948 | 2,798 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 2,225 | 2,132 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 1,990 | 2,352 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 3,300 | 3,249 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 4,000 | 3,856 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 875 | 1,147 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 1,000 | 1,005 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Jefferies Group LLC | 6.250% | 1/15/36 | 750 | 1,003 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 1,106 | 1,533 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 4,100 | 6,035 | ||
4 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 6,692 | 7,706 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 4,230 | 5,794 | ||
4 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 5,675 | 5,881 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 3,700 | 5,184 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 250 | 238 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 2,968 | 4,079 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 3,120 | 3,249 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,708 | 3,824 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 3,001 | 3,935 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 4,364 | 5,779 | ||
4 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 5,830 | 7,091 | |
4 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 4,365 | 5,141 | |
4 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 7,493 | 8,780 | |
4 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 3,400 | 3,951 | |
4 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 6,484 | 6,722 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 7,825 | 8,351 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 1,239 | 1,733 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 100 | 110 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 655 | 919 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 530 | 814 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,450 | 1,732 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 980 | 1,181 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 955 | 1,258 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 4,035 | 4,729 | ||
Loews Corp. | 6.000% | 2/1/35 | 1,075 | 1,463 | ||
Loews Corp. | 4.125% | 5/15/43 | 1,090 | 1,293 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 1,346 | 1,889 | ||
Markel Corp. | 5.000% | 4/5/46 | 1,790 | 2,300 | ||
Markel Corp. | 4.300% | 11/1/47 | 622 | 732 | ||
Markel Corp. | 5.000% | 5/20/49 | 926 | 1,200 | ||
Markel Corp. | 4.150% | 9/17/50 | 750 | 866 | ||
Markel Corp. | 3.450% | 5/7/52 | 1,550 | 1,598 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 2,270 | 3,073 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 2,195 | 2,817 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 1,509 | 1,891 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 760 | 940 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 1,054 | 1,440 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 1,050 | 1,252 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 1,500 | 1,825 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 2,096 | 2,440 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 4,425 | 5,360 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 1,500 | 1,573 | ||
MetLife Inc. | 6.500% | 12/15/32 | 2,065 | 2,931 | ||
MetLife Inc. | 6.375% | 6/15/34 | 1,222 | 1,749 | ||
MetLife Inc. | 5.700% | 6/15/35 | 3,460 | 4,791 | ||
4 | MetLife Inc. | 6.400% | 12/15/36 | 2,855 | 3,659 | |
4 | MetLife Inc. | 10.750% | 8/1/39 | 1,040 | 1,765 | |
MetLife Inc. | 5.875% | 2/6/41 | 2,093 | 3,020 | ||
MetLife Inc. | 4.125% | 8/13/42 | 2,144 | 2,563 | ||
MetLife Inc. | 4.875% | 11/13/43 | 1,386 | 1,827 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,275 | 1,657 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,208 | 1,450 | ||
MetLife Inc. | 4.600% | 5/13/46 | 1,575 | 2,033 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 872 | 1,059 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 1,345 | 1,610 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 3,174 | 3,614 | ||
Morgan Stanley | 7.250% | 4/1/32 | 2,025 | 2,947 | ||
4 | Morgan Stanley | 3.971% | 7/22/38 | 2,435 | 2,857 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Morgan Stanley | 4.457% | 4/22/39 | 2,672 | 3,297 | |
Morgan Stanley | 3.217% | 4/22/42 | 4,150 | 4,391 | ||
Morgan Stanley | 6.375% | 7/24/42 | 3,185 | 4,883 | ||
Morgan Stanley | 4.300% | 1/27/45 | 7,434 | 9,220 | ||
Morgan Stanley | 4.375% | 1/22/47 | 3,326 | 4,169 | ||
4 | Morgan Stanley | 5.597% | 3/24/51 | 6,708 | 9,991 | |
4 | Morgan Stanley | 2.802% | 1/25/52 | 4,700 | 4,616 | |
Nasdaq Inc. | 2.500% | 12/21/40 | 1,225 | 1,138 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 1,302 | 1,306 | ||
4 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 825 | 1,020 | |
Old Republic International Corp. | 3.850% | 6/11/51 | 1,000 | 1,062 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 2,600 | 2,828 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 1,245 | 1,547 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 1,107 | 1,333 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 830 | 1,004 | ||
Progressive Corp. | 4.350% | 4/25/44 | 2,355 | 2,934 | ||
Progressive Corp. | 4.125% | 4/15/47 | 2,213 | 2,714 | ||
Progressive Corp. | 4.200% | 3/15/48 | 1,435 | 1,787 | ||
Progressive Corp. | 3.950% | 3/26/50 | 800 | 967 | ||
4 | Prudential Financial Inc. | 5.750% | 7/15/33 | 550 | 727 | |
4 | Prudential Financial Inc. | 5.700% | 12/14/36 | 1,540 | 2,120 | |
4 | Prudential Financial Inc. | 6.625% | 12/1/37 | 868 | 1,277 | |
4 | Prudential Financial Inc. | 3.000% | 3/10/40 | 1,066 | 1,093 | |
4 | Prudential Financial Inc. | 6.625% | 6/21/40 | 749 | 1,132 | |
4 | Prudential Financial Inc. | 6.200% | 11/15/40 | 960 | 1,321 | |
4 | Prudential Financial Inc. | 5.100% | 8/15/43 | 1,195 | 1,437 | |
4 | Prudential Financial Inc. | 4.600% | 5/15/44 | 728 | 928 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 2,950 | 3,427 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 2,693 | 3,160 | ||
4 | Prudential Financial Inc. | 4.350% | 2/25/50 | 1,075 | 1,347 | |
4 | Prudential Financial Inc. | 3.700% | 3/13/51 | 1,439 | 1,641 | |
Raymond James Financial Inc. | 4.950% | 7/15/46 | 2,795 | 3,615 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 1,100 | 1,209 | ||
4 | Regions Bank | 6.450% | 6/26/37 | 1,000 | 1,416 | |
Regions Financial Corp. | 7.375% | 12/10/37 | 850 | 1,294 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 600 | 752 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 1,250 | 1,171 | ||
SVB Financial Group | 1.800% | 2/2/31 | 88 | 84 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 770 | 1,192 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 1,050 | 1,585 | ||
4 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,790 | 2,635 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 1,340 | 1,872 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 938 | 1,233 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 975 | 1,217 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 885 | 1,036 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 1,625 | 1,972 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 850 | 1,037 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 1,550 | 1,914 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 945 | 911 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 2,000 | 2,111 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 1,118 | 1,586 | ||
Unum Group | 5.750% | 8/15/42 | 1,200 | 1,497 | ||
Unum Group | 4.500% | 12/15/49 | 1,050 | 1,124 | ||
Unum Group | 4.125% | 6/15/51 | 1,000 | 1,009 | ||
Visa Inc. | 4.150% | 12/14/35 | 3,617 | 4,446 | ||
Visa Inc. | 2.700% | 4/15/40 | 1,530 | 1,583 | ||
Visa Inc. | 4.300% | 12/14/45 | 6,356 | 8,173 | ||
Visa Inc. | 3.650% | 9/15/47 | 3,180 | 3,746 | ||
Visa Inc. | 2.000% | 8/15/50 | 4,283 | 3,786 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 1,125 | 1,546 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 700 | 886 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
W R Berkley Corp. | 4.750% | 8/1/44 | 1,480 | 1,857 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 400 | 425 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 1,490 | 2,224 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 1,717 | 2,221 | ||
4 | Wells Fargo & Co. | 5.950% | 12/15/36 | 1,002 | 1,359 | |
4 | Wells Fargo & Co. | 3.068% | 4/30/41 | 9,300 | 9,537 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 5,121 | 6,857 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 4,620 | 6,319 | ||
4 | Wells Fargo & Co. | 4.650% | 11/4/44 | 4,553 | 5,610 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 5,151 | 6,034 | ||
4 | Wells Fargo & Co. | 4.900% | 11/17/45 | 4,872 | 6,236 | |
4 | Wells Fargo & Co. | 4.400% | 6/14/46 | 4,338 | 5,239 | |
4 | Wells Fargo & Co. | 4.750% | 12/7/46 | 4,466 | 5,645 | |
4 | Wells Fargo & Co. | 5.013% | 4/4/51 | 10,367 | 14,202 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 53 | 73 | ||
4 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 2,171 | 2,980 | |
4 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 2,204 | 3,253 | |
Western Union Co. | 6.200% | 11/17/36 | 1,500 | 1,897 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 2,134 | 2,522 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 3,085 | 3,029 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 1,125 | 1,475 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 2,025 | 2,291 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 950 | 1,306 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 900 | 1,226 | ||
877,225 | ||||||
Health Care (7.61%) | ||||||
Abbott Laboratories | 4.750% | 11/30/36 | 4,440 | 5,718 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 2,928 | 4,314 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 1,685 | 2,468 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 1,183 | 1,641 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 1,075 | 1,423 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 5,309 | 7,245 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 4,523 | 5,482 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 8,377 | 10,119 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 4,193 | 4,974 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 4,900 | 5,688 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 3,440 | 4,252 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 2,423 | 2,945 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 2,960 | 3,762 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 1,712 | 2,145 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 6,540 | 8,160 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 4,825 | 5,844 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 3,470 | 4,499 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 12,511 | 15,001 | ||
Adventist Health System | 3.630% | 3/1/49 | 725 | 793 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 1,375 | 1,734 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 700 | 773 | ||
4 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 440 | 454 | |
Aetna Inc. | 6.625% | 6/15/36 | 1,489 | 2,169 | ||
Aetna Inc. | 6.750% | 12/15/37 | 1,150 | 1,699 | ||
Aetna Inc. | 4.500% | 5/15/42 | 1,225 | 1,467 | ||
Aetna Inc. | 4.125% | 11/15/42 | 1,830 | 2,097 | ||
Aetna Inc. | 4.750% | 3/15/44 | 2,148 | 2,662 | ||
Aetna Inc. | 3.875% | 8/15/47 | 940 | 1,056 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 1,125 | 1,541 | ||
4 | AHS Hospital Corp. | 2.780% | 7/1/51 | 1,050 | 1,033 | |
4 | Allina Health System | 3.887% | 4/15/49 | 1,000 | 1,157 | |
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 1,250 | 1,447 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 1,570 | 1,832 | ||
Amgen Inc. | 3.150% | 2/21/40 | 4,424 | 4,601 | ||
Amgen Inc. | 4.950% | 10/1/41 | 3,020 | 3,906 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Amgen Inc. | 5.150% | 11/15/41 | 1,876 | 2,464 | ||
Amgen Inc. | 4.400% | 5/1/45 | 4,861 | 5,895 | ||
Amgen Inc. | 4.563% | 6/15/48 | 2,702 | 3,397 | ||
Amgen Inc. | 3.375% | 2/21/50 | 5,200 | 5,480 | ||
Amgen Inc. | 4.663% | 6/15/51 | 8,153 | 10,529 | ||
Amgen Inc. | 2.770% | 9/1/53 | 3,342 | 3,176 | ||
Anthem Inc. | 5.950% | 12/15/34 | 1,600 | 2,226 | ||
Anthem Inc. | 5.850% | 1/15/36 | 500 | 675 | ||
Anthem Inc. | 6.375% | 6/15/37 | 826 | 1,169 | ||
Anthem Inc. | 4.625% | 5/15/42 | 1,699 | 2,114 | ||
Anthem Inc. | 4.650% | 1/15/43 | 2,544 | 3,175 | ||
Anthem Inc. | 5.100% | 1/15/44 | 2,120 | 2,791 | ||
Anthem Inc. | 4.650% | 8/15/44 | 2,662 | 3,334 | ||
Anthem Inc. | 4.375% | 12/1/47 | 2,802 | 3,418 | ||
Anthem Inc. | 4.550% | 3/1/48 | 2,568 | 3,219 | ||
Anthem Inc. | 3.700% | 9/15/49 | 275 | 306 | ||
Anthem Inc. | 3.125% | 5/15/50 | 2,430 | 2,486 | ||
Anthem Inc. | 3.600% | 3/15/51 | 1,250 | 1,374 | ||
Anthem Inc. | 4.850% | 8/15/54 | 500 | 636 | ||
4 | Ascension Health | 3.106% | 11/15/39 | 2,200 | 2,352 | |
Ascension Health | 3.945% | 11/15/46 | 1,917 | 2,339 | ||
4 | Ascension Health | 4.847% | 11/15/53 | 579 | 813 | |
AstraZeneca plc | 6.450% | 9/15/37 | 5,432 | 8,097 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 1,110 | 1,324 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 2,993 | 3,723 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 850 | 1,072 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 2,187 | 1,909 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 3,075 | 3,161 | ||
4 | Banner Health | 3.181% | 1/1/50 | 1,050 | 1,113 | |
Banner Health | 2.913% | 1/1/51 | 375 | 380 | ||
4 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 1,166 | 1,259 | |
Baxalta Inc. | 5.250% | 6/23/45 | 3,430 | 4,586 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 1,000 | 1,116 | ||
4 | BayCare Health System Inc. | 3.831% | 11/15/50 | 1,275 | 1,548 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 895 | 1,102 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,091 | 1,314 | ||
4 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 1,520 | 1,525 | |
Becton Dickinson & Co. | 4.685% | 12/15/44 | 2,741 | 3,418 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 4,306 | 5,366 | ||
Becton Dickinson & Co. | 3.794% | 5/20/50 | 200 | 223 | ||
Biogen Inc. | 3.150% | 5/1/50 | 3,790 | 3,727 | ||
4,5 | Biogen Inc. | 3.250% | 2/15/51 | 3,461 | 3,462 | |
4 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 825 | 855 | |
Boston Scientific Corp. | 7.000% | 11/15/35 | 500 | 707 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 1,858 | 2,269 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 1,004 | 1,589 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 2,475 | 3,168 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 4,490 | 5,428 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 1,015 | 977 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 354 | 381 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 864 | 1,110 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 3,056 | 3,990 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 5,025 | 6,876 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 3,249 | 4,119 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 3,866 | 5,046 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 6,788 | 8,573 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 2,400 | 2,298 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 1,285 | 1,495 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 500 | 572 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 941 | 1,131 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 857 | 967 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 1,000 | 1,022 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 1,150 | 1,068 | ||
4 | Children's Hospital | 2.928% | 7/15/50 | 750 | 739 | |
4 | Children's Hospital Corp. | 4.115% | 1/1/47 | 1,000 | 1,265 | |
4 | Children's Hospital Corp. | 2.585% | 2/1/50 | 525 | 499 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 975 | 1,226 | ||
4 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 1,000 | 989 | |
Cigna Corp. | 4.800% | 8/15/38 | 5,932 | 7,388 | ||
Cigna Corp. | 3.200% | 3/15/40 | 1,533 | 1,591 | ||
4 | Cigna Corp. | 6.125% | 11/15/41 | 1,670 | 2,385 | |
4 | Cigna Corp. | 4.800% | 7/15/46 | 5,640 | 7,140 | |
4 | Cigna Corp. | 3.875% | 10/15/47 | 3,090 | 3,455 | |
Cigna Corp. | 4.900% | 12/15/48 | 1,022 | 1,321 | ||
Cigna Corp. | 3.400% | 3/15/50 | 6,075 | 6,319 | ||
Cigna Corp. | 3.400% | 3/15/51 | 1,450 | 1,517 | ||
4 | City of Hope | 5.623% | 11/15/43 | 975 | 1,375 | |
4 | City of Hope | 4.378% | 8/15/48 | 505 | 629 | |
4 | CommonSpirit Health | 4.350% | 11/1/42 | 1,910 | 2,232 | |
CommonSpirit Health | 3.817% | 10/1/49 | 950 | 1,061 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 2,547 | 2,925 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 1,250 | 1,381 | ||
4 | Community Health Network Inc. | 3.099% | 5/1/50 | 1,000 | 995 | |
4 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 1,100 | 1,192 | |
CVS Health Corp. | 4.875% | 7/20/35 | 1,853 | 2,259 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 10,048 | 12,359 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 1,375 | 1,918 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 2,064 | 2,393 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 1,150 | 1,115 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 3,250 | 4,298 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 7,691 | 9,982 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 18,610 | 24,202 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,562 | 1,857 | ||
Danaher Corp. | 4.375% | 9/15/45 | 2,382 | 2,978 | ||
Danaher Corp. | 2.600% | 10/1/50 | 1,865 | 1,781 | ||
4 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 675 | 795 | |
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 1,050 | 1,126 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,775 | 1,953 | ||
Dignity Health | 4.500% | 11/1/42 | 1,075 | 1,293 | ||
Dignity Health | 5.267% | 11/1/64 | 1,040 | 1,437 | ||
4 | Duke University Health System Inc. | 3.920% | 6/1/47 | 1,370 | 1,644 | |
Eli Lilly & Co. | 3.950% | 3/15/49 | 6,075 | 7,374 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 3,960 | 3,588 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 2,155 | 2,733 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 840 | 769 | ||
4 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 725 | 828 | |
Gilead Sciences Inc. | 4.600% | 9/1/35 | 2,139 | 2,616 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,433 | 1,660 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 850 | 819 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 3,106 | 4,274 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 4,167 | 5,276 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 3,900 | 4,763 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 4,872 | 6,178 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 2,000 | 2,354 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 3,550 | 3,410 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 1,975 | 2,662 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 4,765 | 7,134 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 1,787 | 2,224 | ||
4 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 1,575 | 1,541 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 670 | 824 | ||
4 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 800 | 791 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 600 | 786 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 800 | 840 | |
HCA Inc. | 5.125% | 6/15/39 | 2,883 | 3,600 | ||
HCA Inc. | 5.500% | 6/15/47 | 1,350 | 1,758 | ||
HCA Inc. | 5.250% | 6/15/49 | 4,130 | 5,271 | ||
HCA Inc. | 3.500% | 7/15/51 | 5,000 | 5,001 | ||
Humana Inc. | 4.625% | 12/1/42 | 1,029 | 1,265 | ||
Humana Inc. | 4.950% | 10/1/44 | 1,187 | 1,533 | ||
Humana Inc. | 4.800% | 3/15/47 | 1,075 | 1,360 | ||
Humana Inc. | 3.950% | 8/15/49 | 950 | 1,090 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 1,075 | 1,338 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 820 | 985 | ||
4,6 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 750 | 754 | |
4 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 1,125 | 1,267 | |
4 | Iowa Health System | 3.665% | 2/15/50 | 900 | 1,002 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 1,558 | 1,844 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 505 | 666 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 2,584 | 3,235 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 2,284 | 2,655 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 5,177 | 6,035 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 1,260 | 1,844 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 2,126 | 2,410 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 1,015 | 1,481 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 5,350 | 5,078 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 1,190 | 1,540 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 1,100 | 1,469 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 864 | 1,124 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 1,108 | 1,316 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 3,170 | 3,811 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 1,418 | 1,645 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 2,835 | 2,646 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 2,940 | 2,772 | ||
4 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 1,000 | 1,022 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 1,441 | 1,939 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 2,643 | 3,292 | ||
4 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 2,550 | 2,770 | |
4 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 1,100 | 1,135 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 1,355 | 2,064 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 960 | 1,277 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 1,799 | 2,161 | ||
4 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 326 | 379 | |
4 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 1,725 | 1,821 | |
4 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 125 | 154 | |
4 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 1,625 | 1,787 | |
4 | Mayo Clinic | 3.774% | 11/15/43 | 675 | 792 | |
4 | Mayo Clinic | 4.000% | 11/15/47 | 500 | 620 | |
4 | Mayo Clinic | 4.128% | 11/15/52 | 500 | 629 | |
4 | Mayo Clinic | 3.196% | 11/15/61 | 1,700 | 1,830 | |
McKesson Corp. | 6.000% | 3/1/41 | 600 | 803 | ||
4 | McLaren Health Care Corp. | 4.386% | 5/15/48 | 950 | 1,183 | |
4 | MedStar Health Inc. | 3.626% | 8/15/49 | 750 | 833 | |
Medtronic Inc. | 4.375% | 3/15/35 | 4,209 | 5,238 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 4,450 | 5,837 | ||
Memorial Health Services | 3.447% | 11/1/49 | 1,000 | 1,081 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 950 | 1,293 | ||
4 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 750 | 767 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 1,045 | 1,320 | ||
4 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,198 | 1,529 | |
Merck & Co. Inc. | 6.500% | 12/1/33 | 1,975 | 2,911 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 1,177 | 1,393 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 4,550 | 4,406 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 3,512 | 4,031 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Merck & Co. Inc. | 4.150% | 5/18/43 | 1,409 | 1,739 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 2,420 | 2,798 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 3,305 | 4,042 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 4,524 | 4,264 | ||
4 | Methodist Hospital | 2.705% | 12/1/50 | 1,375 | 1,333 | |
4 | MidMichigan Health | 3.409% | 6/1/50 | 756 | 812 | |
4 | Montefiore Obligated Group | 5.246% | 11/1/48 | 1,075 | 1,299 | |
Montefiore Obligated Group | 4.287% | 9/1/50 | 750 | 804 | ||
4 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 650 | 726 | |
4 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 1,425 | 1,568 | |
4 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 517 | |
MultiCare Health System | 2.803% | 8/15/50 | 775 | 765 | ||
Mylan Inc. | 5.400% | 11/29/43 | 1,500 | 1,865 | ||
Mylan Inc. | 5.200% | 4/15/48 | 2,225 | 2,732 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 925 | 870 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 1,455 | 1,795 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 676 | 844 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 775 | 721 | ||
4 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 1,200 | 1,416 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 1,250 | 1,418 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 1,875 | 2,218 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 1,025 | 1,140 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 1,300 | 1,325 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 1,000 | 1,050 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 1,275 | 1,352 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 1,475 | 1,720 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 4,108 | 5,265 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,801 | 2,199 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 2,475 | 2,496 | ||
4 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 885 | 824 | |
4 | NYU Langone Hospitals | 5.750% | 7/1/43 | 525 | 742 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 1,288 | 1,653 | ||
4 | NYU Langone Hospitals | 4.368% | 7/1/47 | 950 | 1,131 | |
4 | NYU Langone Hospitals | 3.380% | 7/1/55 | 1,100 | 1,161 | |
4 | OhioHealth Corp. | 3.042% | 11/15/50 | 1,200 | 1,250 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 1,050 | 1,271 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 534 | ||
4 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 1,100 | 1,469 | |
4 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 350 | 363 | |
PerkinElmer Inc. | 3.625% | 3/15/51 | 875 | 949 | ||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 436 | 459 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 4,037 | 4,878 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 2,155 | 2,621 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 1,450 | 1,728 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 7,558 | 12,379 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 250 | 251 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 488 | 703 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 1,432 | 1,800 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 2,545 | 3,264 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,900 | 2,358 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 1,753 | 2,208 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 1,700 | 2,088 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 4,100 | 4,088 | ||
4 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 1,450 | 1,656 | |
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 769 | 941 | ||
4 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 500 | 527 | |
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 1,376 | 1,254 | ||
4,5 | Royalty Pharma plc | 3.300% | 9/2/40 | 1,700 | 1,709 | |
4,5 | Royalty Pharma plc | 3.550% | 9/2/50 | 3,064 | 3,059 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 650 | 763 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 762 | 848 | ||
4 | Seattle Children's Hospital | 2.719% | 10/1/50 | 1,100 | 1,079 | |
4 | Sharp HealthCare | 2.680% | 8/1/50 | 725 | 701 | |
4 | Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 1,075 | 1,190 | |
4 | Stanford Health Care | 3.795% | 11/15/48 | 1,650 | 1,944 | |
Stanford Health Care | 3.027% | 8/15/51 | 500 | 517 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 1,400 | 1,487 | ||
Stryker Corp. | 4.100% | 4/1/43 | 695 | 815 | ||
Stryker Corp. | 4.375% | 5/15/44 | 1,100 | 1,353 | ||
Stryker Corp. | 4.625% | 3/15/46 | 1,500 | 1,921 | ||
Stryker Corp. | 2.900% | 6/15/50 | 1,445 | 1,452 | ||
Summa Health | 3.511% | 11/15/51 | 50 | 53 | ||
4 | Sutter Health | 3.161% | 8/15/40 | 500 | 524 | |
4 | Sutter Health | 4.091% | 8/15/48 | 925 | 1,103 | |
4 | Sutter Health | 3.361% | 8/15/50 | 1,500 | 1,594 | |
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 2,775 | 2,804 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 3,200 | 3,229 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 2,326 | 2,385 | ||
Texas Health Resources | 2.328% | 11/15/50 | 825 | 749 | ||
4 | Texas Health Resources | 4.330% | 11/15/55 | 750 | 978 | |
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 763 | 1,061 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 1,026 | 1,249 | ||
Toledo Hospital | 5.750% | 11/15/38 | 950 | 1,146 | ||
Toledo Hospital | 6.015% | 11/15/48 | 1,250 | 1,544 | ||
4 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 493 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 825 | 1,017 | ||
4 | Trinity Health Corp. | 3.434% | 12/1/48 | 1,005 | 1,092 | |
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 2,896 | 3,667 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 1,995 | 2,815 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 3,060 | 4,592 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 1,540 | 2,344 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,461 | 2,267 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 916 | 1,023 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 518 | 524 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 571 | 807 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 1,325 | 1,924 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 2,650 | 2,777 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 2,317 | 2,951 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 2,195 | 2,708 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 3,192 | 3,787 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 2,383 | 2,921 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,357 | 1,779 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 1,618 | 1,978 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 1,333 | 1,639 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 2,220 | 2,559 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 4,399 | 5,445 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 3,283 | 4,202 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 2,010 | 2,306 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 1,995 | 2,012 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 4,500 | 4,811 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,370 | 2,807 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 1,935 | 1,994 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 3,115 | 3,815 | ||
4,5 | Viatris Inc. | 3.850% | 6/22/40 | 3,880 | 4,141 | |
4,5 | Viatris Inc. | 4.000% | 6/22/50 | 4,981 | 5,278 | |
4 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 500 | 501 | |
4 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 1,820 | 1,796 | |
Wyeth LLC | 6.500% | 2/1/34 | 2,721 | 3,963 | ||
Wyeth LLC | 6.000% | 2/15/36 | 1,190 | 1,702 | ||
Wyeth LLC | 5.950% | 4/1/37 | 2,010 | 2,884 | ||
4 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 1,000 | 923 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Zimmer Biomet Holdings Inc. | 4.250% | 8/15/35 | 413 | 453 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 1,020 | 1,362 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 2,891 | 3,722 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 1,321 | 1,564 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 694 | 884 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 650 | 672 | ||
846,886 | ||||||
Industrials (4.62%) | ||||||
4 | 3M Co. | 5.700% | 3/15/37 | 525 | 733 | |
4 | 3M Co. | 3.875% | 6/15/44 | 520 | 614 | |
4 | 3M Co. | 3.125% | 9/19/46 | 1,705 | 1,807 | |
4 | 3M Co. | 3.625% | 10/15/47 | 2,155 | 2,494 | |
4 | 3M Co. | 4.000% | 9/14/48 | 1,275 | 1,560 | |
3M Co. | 3.250% | 8/26/49 | 2,516 | 2,749 | ||
3M Co. | 3.700% | 4/15/50 | 2,273 | 2,674 | ||
Boeing Co. | 6.125% | 2/15/33 | 1,877 | 2,383 | ||
Boeing Co. | 3.600% | 5/1/34 | 2,775 | 2,924 | ||
Boeing Co. | 3.250% | 2/1/35 | 560 | 569 | ||
Boeing Co. | 6.625% | 2/15/38 | 1,308 | 1,764 | ||
Boeing Co. | 3.550% | 3/1/38 | 850 | 871 | ||
Boeing Co. | 3.500% | 3/1/39 | 1,175 | 1,184 | ||
Boeing Co. | 6.875% | 3/15/39 | 1,523 | 2,134 | ||
Boeing Co. | 5.875% | 2/15/40 | 1,770 | 2,275 | ||
Boeing Co. | 5.705% | 5/1/40 | 7,955 | 10,264 | ||
Boeing Co. | 3.375% | 6/15/46 | 1,095 | 1,055 | ||
Boeing Co. | 3.650% | 3/1/47 | 1,425 | 1,421 | ||
Boeing Co. | 3.625% | 3/1/48 | 975 | 972 | ||
Boeing Co. | 3.850% | 11/1/48 | 770 | 795 | ||
Boeing Co. | 3.900% | 5/1/49 | 1,470 | 1,545 | ||
Boeing Co. | 3.750% | 2/1/50 | 1,510 | 1,558 | ||
Boeing Co. | 5.805% | 5/1/50 | 11,205 | 15,119 | ||
Boeing Co. | 3.825% | 3/1/59 | 1,015 | 1,022 | ||
Boeing Co. | 3.950% | 8/1/59 | 1,115 | 1,165 | ||
Boeing Co. | 5.930% | 5/1/60 | 7,315 | 10,090 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 644 | 920 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 600 | 867 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 907 | 1,286 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 1,119 | 1,485 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 2,148 | 2,951 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 1,732 | 2,276 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 1,585 | 1,959 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 1,155 | 1,429 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 1,556 | 1,950 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 1,110 | 1,513 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,825 | 2,432 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,520 | 1,937 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 2,280 | 2,762 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 1,992 | 2,594 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 2,161 | 2,537 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 1,985 | 2,413 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,340 | 1,619 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 1,600 | 1,963 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 775 | 878 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 2,628 | 2,739 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 2,150 | 2,346 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,320 | 1,870 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 952 | 1,343 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 999 | 1,440 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 1,475 | 1,529 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 1,896 | 2,104 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 875 | 1,089 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Canadian National Railway Co. | 2.450% | 5/1/50 | 2,000 | 1,810 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 855 | 1,218 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 775 | 1,017 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 1,420 | 1,763 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 250 | 346 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 1,621 | 2,094 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 1,565 | 2,432 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 3,021 | 3,179 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 6,246 | 6,630 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 950 | 1,269 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 765 | 1,102 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 1,982 | 2,739 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 2,399 | 2,853 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 3,709 | 4,089 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 2,675 | 2,965 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 1,611 | 2,321 | ||
Crane Co. | 4.200% | 3/15/48 | 950 | 1,054 | ||
CSX Corp. | 6.000% | 10/1/36 | 1,370 | 1,901 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,155 | 1,631 | ||
CSX Corp. | 6.220% | 4/30/40 | 1,480 | 2,171 | ||
CSX Corp. | 5.500% | 4/15/41 | 2,145 | 2,907 | ||
CSX Corp. | 4.750% | 5/30/42 | 2,067 | 2,611 | ||
CSX Corp. | 4.100% | 3/15/44 | 1,350 | 1,580 | ||
CSX Corp. | 3.800% | 11/1/46 | 2,098 | 2,374 | ||
CSX Corp. | 4.300% | 3/1/48 | 2,770 | 3,363 | ||
CSX Corp. | 4.750% | 11/15/48 | 2,156 | 2,790 | ||
CSX Corp. | 4.500% | 3/15/49 | 1,816 | 2,270 | ||
CSX Corp. | 3.350% | 9/15/49 | 540 | 572 | ||
CSX Corp. | 3.800% | 4/15/50 | 1,564 | 1,793 | ||
CSX Corp. | 3.950% | 5/1/50 | 1,300 | 1,528 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,050 | 1,331 | ||
CSX Corp. | 4.650% | 3/1/68 | 713 | 936 | ||
Cummins Inc. | 4.875% | 10/1/43 | 1,200 | 1,587 | ||
Cummins Inc. | 2.600% | 9/1/50 | 1,300 | 1,238 | ||
Deere & Co. | 3.900% | 6/9/42 | 2,166 | 2,663 | ||
Deere & Co. | 2.875% | 9/7/49 | 1,175 | 1,229 | ||
Deere & Co. | 3.750% | 4/15/50 | 1,925 | 2,324 | ||
Dover Corp. | 5.375% | 10/15/35 | 565 | 723 | ||
Dover Corp. | 5.375% | 3/1/41 | 1,087 | 1,411 | ||
Eaton Corp. | 4.000% | 11/2/32 | 1,800 | 2,097 | ||
Eaton Corp. | 4.150% | 11/2/42 | 1,308 | 1,561 | ||
Eaton Corp. | 3.915% | 9/15/47 | 1,058 | 1,216 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 975 | 975 | ||
FedEx Corp. | 4.900% | 1/15/34 | 2,250 | 2,808 | ||
FedEx Corp. | 3.900% | 2/1/35 | 2,390 | 2,736 | ||
FedEx Corp. | 3.250% | 5/15/41 | 750 | 772 | ||
FedEx Corp. | 3.875% | 8/1/42 | 1,075 | 1,196 | ||
FedEx Corp. | 4.100% | 4/15/43 | 2,000 | 2,283 | ||
FedEx Corp. | 5.100% | 1/15/44 | 2,223 | 2,854 | ||
FedEx Corp. | 4.100% | 2/1/45 | 1,745 | 1,994 | ||
FedEx Corp. | 4.750% | 11/15/45 | 1,208 | 1,506 | ||
FedEx Corp. | 4.550% | 4/1/46 | 2,953 | 3,575 | ||
FedEx Corp. | 4.400% | 1/15/47 | 2,209 | 2,638 | ||
FedEx Corp. | 4.050% | 2/15/48 | 1,362 | 1,565 | ||
FedEx Corp. | 4.950% | 10/17/48 | 2,105 | 2,716 | ||
FedEx Corp. | 5.250% | 5/15/50 | 2,600 | 3,527 | ||
4 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 2,263 | 2,241 | |
Fortive Corp. | 4.300% | 6/15/46 | 1,231 | 1,469 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 1,850 | 2,263 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 1,080 | 1,244 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 1,550 | 1,985 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | General Electric Co. | 6.750% | 3/15/32 | 7,557 | 10,480 | |
4 | General Electric Co. | 6.150% | 8/7/37 | 2,000 | 2,785 | |
4 | General Electric Co. | 5.875% | 1/14/38 | 5,400 | 7,354 | |
4 | General Electric Co. | 6.875% | 1/10/39 | 1,870 | 2,806 | |
General Electric Co. | 4.250% | 5/1/40 | 1,400 | 1,638 | ||
General Electric Co. | 4.125% | 10/9/42 | 1,000 | 1,156 | ||
General Electric Co. | 4.350% | 5/1/50 | 4,350 | 5,266 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 985 | 1,357 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 1,015 | 1,409 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 595 | 828 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 1,225 | 1,464 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 1,675 | 1,727 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 1,133 | 1,510 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 1,978 | 2,362 | ||
4 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 1,451 | 1,598 | |
4 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 1,878 | 1,911 | |
4 | Johnson Controls International plc | 6.000% | 1/15/36 | 609 | 853 | |
4 | Johnson Controls International plc | 4.625% | 7/2/44 | 1,585 | 1,969 | |
4 | Johnson Controls International plc | 5.125% | 9/14/45 | 403 | 534 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 950 | 1,192 | ||
4 | Johnson Controls International plc | 4.950% | 7/2/64 | 1,554 | 2,099 | |
4 | Kansas City Southern | 4.300% | 5/15/43 | 1,115 | 1,280 | |
4 | Kansas City Southern | 4.950% | 8/15/45 | 1,571 | 2,007 | |
Kansas City Southern | 4.700% | 5/1/48 | 224 | 279 | ||
Kansas City Southern | 3.500% | 5/1/50 | 1,425 | 1,507 | ||
Kansas City Southern | 4.200% | 11/15/69 | 1,091 | 1,262 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 1,059 | 1,327 | ||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 645 | 927 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 570 | 751 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 2,217 | 2,544 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 1,300 | 1,634 | ||
4 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,500 | 2,157 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 1,564 | 2,192 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 2,712 | 3,292 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 3,182 | 3,710 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 2,447 | 3,238 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 1,150 | 1,153 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 3,734 | 4,667 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 233 | 334 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 1,998 | 2,566 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,358 | 1,562 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 945 | 1,155 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 978 | 1,225 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 993 | 1,140 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 2,258 | 2,660 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 1,065 | 1,251 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 1,750 | 1,858 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 2,525 | 2,531 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 675 | 797 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 2,873 | 2,905 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 1,300 | 1,423 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 675 | 886 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 1,350 | 1,764 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 2,507 | 3,228 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 1,466 | 1,687 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 5,287 | 6,280 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 2,350 | 3,305 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 1,465 | 1,515 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 1,825 | 1,922 | ||
4 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 1,100 | 1,294 | |
4 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 785 | 1,114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 714 | 883 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 1,330 | 1,592 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 2,390 | 2,836 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 575 | 651 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 974 | 1,182 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 1,725 | 2,411 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 3,480 | 4,967 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 2,475 | 2,996 | ||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 2,679 | 3,720 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 1,100 | 1,401 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 1,285 | 1,618 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 6,512 | 8,105 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 750 | 947 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,957 | 2,321 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 2,128 | 2,400 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 2,380 | 2,915 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,675 | 1,969 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 3,850 | 4,944 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 2,205 | 2,267 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 2,075 | 1,977 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 690 | 991 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 830 | 1,145 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 625 | 638 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 1,425 | 1,784 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 1,165 | 1,684 | ||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 843 | 1,022 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 825 | 1,045 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 150 | 188 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 1,500 | 2,297 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 1,078 | 1,182 | ||
4,5 | Union Pacific Corp. | 2.891% | 4/6/36 | 1,975 | 2,054 | |
Union Pacific Corp. | 3.600% | 9/15/37 | 1,778 | 1,991 | ||
4 | Union Pacific Corp. | 3.550% | 8/15/39 | 625 | 695 | |
Union Pacific Corp. | 3.200% | 5/20/41 | 2,025 | 2,141 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 975 | 1,128 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 2,570 | 2,723 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 1,075 | 1,246 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 3,000 | 3,160 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 946 | 1,081 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 2,420 | 2,739 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 700 | 813 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 2,457 | 2,789 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 7,300 | 7,010 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 941 | 1,096 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 725 | 797 | ||
4,5 | Union Pacific Corp. | 3.799% | 4/6/71 | 2,975 | 3,295 | |
4 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 359 | 427 | |
4 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 1,854 | 2,033 | |
4 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 1,297 | 1,296 | |
United Parcel Service Inc. | 6.200% | 1/15/38 | 1,912 | 2,821 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 2,062 | 2,808 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 2,295 | 3,022 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 672 | 775 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 1,205 | 1,339 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 3,069 | 3,613 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 2,516 | 3,180 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 1,691 | 1,896 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 900 | 1,318 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Valmont Industries Inc. | 5.000% | 10/1/44 | 975 | 1,178 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 700 | 867 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 1,350 | 1,374 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 2,050 | 2,114 | ||
Waste Management Inc. | 4.150% | 7/15/49 | 1,100 | 1,366 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 1,175 | 1,096 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 1,645 | 2,124 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 914 | 1,051 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 886 | 1,086 | ||
Xylem Inc. | 4.375% | 11/1/46 | 925 | 1,102 | ||
514,356 | ||||||
Materials (1.87%) | ||||||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 2,245 | 2,272 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,450 | 1,453 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 1,025 | 1,294 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 745 | 1,028 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 1,479 | 1,947 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 1,900 | 2,614 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 1,966 | 2,768 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 1,600 | 2,214 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 2,450 | 2,957 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 5,071 | 6,890 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 900 | 1,077 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 1,625 | 1,879 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 917 | 1,615 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 1,183 | 1,541 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 2,054 | 2,448 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 1,598 | 1,953 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 3,162 | 4,439 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 2,525 | 3,234 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 2,700 | 2,911 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 2,806 | 3,709 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 3,778 | 5,247 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 1,215 | 1,491 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 1,895 | 2,302 | ||
Ecolab Inc. | 3.950% | 12/1/47 | 2,924 | 3,530 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 1,100 | 978 | ||
FMC Corp. | 4.500% | 10/1/49 | 1,250 | 1,517 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 1,300 | 1,531 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 1,600 | 2,072 | ||
International Paper Co. | 5.000% | 9/15/35 | 1,775 | 2,234 | ||
International Paper Co. | 7.300% | 11/15/39 | 1,190 | 1,858 | ||
International Paper Co. | 6.000% | 11/15/41 | 1,570 | 2,239 | ||
International Paper Co. | 4.800% | 6/15/44 | 1,792 | 2,285 | ||
International Paper Co. | 5.150% | 5/15/46 | 1,325 | 1,774 | ||
International Paper Co. | 4.350% | 8/15/48 | 2,800 | 3,486 | ||
Linde Inc. | 3.550% | 11/7/42 | 1,678 | 1,933 | ||
Linde Inc. | 2.000% | 8/10/50 | 650 | 555 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 725 | 1,050 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 2,465 | 3,186 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 2,241 | 2,792 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 2,085 | 2,161 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 887 | 1,016 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 925 | 1,061 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 3,450 | 3,653 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 1,550 | 1,637 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 2,792 | 3,393 | ||
6 | Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 1,236 | 1,241 | |
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 1,375 | 1,606 | ||
6 | Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 1,815 | 1,813 | |
Mosaic Co. | 5.450% | 11/15/33 | 1,400 | 1,760 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mosaic Co. | 4.875% | 11/15/41 | 750 | 882 | ||
Mosaic Co. | 5.625% | 11/15/43 | 1,073 | 1,405 | ||
4 | Newmont Corp. | 5.875% | 4/1/35 | 1,235 | 1,667 | |
Newmont Corp. | 6.250% | 10/1/39 | 2,300 | 3,325 | ||
Newmont Corp. | 4.875% | 3/15/42 | 2,675 | 3,399 | ||
Newmont Corp. | 5.450% | 6/9/44 | 1,000 | 1,366 | ||
4,5 | Nucor Corp. | 2.979% | 12/15/55 | 3,650 | 3,530 | |
Nutrien Ltd. | 4.125% | 3/15/35 | 1,175 | 1,343 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,090 | 1,482 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 1,105 | 1,507 | ||
Nutrien Ltd. | 6.125% | 1/15/41 | 1,185 | 1,696 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 1,575 | 1,991 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 1,190 | 1,584 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,550 | 2,043 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 930 | 1,091 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 350 | 493 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 2,050 | 2,835 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 2,006 | 2,750 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,950 | 2,552 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 1,961 | 2,390 | ||
RPM International Inc. | 5.250% | 6/1/45 | 900 | 1,126 | ||
RPM International Inc. | 4.250% | 1/15/48 | 765 | 842 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 2,009 | 2,489 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,516 | 1,899 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 2,835 | 3,256 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 550 | 584 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 3,250 | 4,716 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 2,043 | 2,917 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 3,363 | 4,298 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 2,030 | 2,837 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 875 | 873 | ||
6 | Suzano Austria GmbH | 3.125% | 1/15/32 | 1,900 | 1,880 | |
Teck Resources Ltd. | 6.125% | 10/1/35 | 1,375 | 1,775 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 1,241 | 1,581 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 1,845 | 2,425 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 900 | 1,067 | ||
Teck Resources Ltd. | 5.400% | 2/1/43 | 550 | 670 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 1,008 | 1,468 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 5,996 | 8,217 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,350 | 1,884 | ||
Vale SA | 5.625% | 9/11/42 | 1,160 | 1,451 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 2,585 | 3,135 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 1,750 | 2,214 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 1,155 | 1,354 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 975 | 1,130 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,225 | 1,285 | ||
208,348 | ||||||
Real Estate (0.81%) | ||||||
Agree LP | 2.600% | 6/15/33 | 675 | 673 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 2,440 | 2,678 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 650 | 634 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 2,105 | 1,992 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 1,575 | 2,025 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 1,675 | 1,932 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 2,100 | 2,061 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 52 | 54 | ||
American Tower Corp. | 3.700% | 10/15/49 | 975 | 1,057 | ||
American Tower Corp. | 3.100% | 6/15/50 | 3,360 | 3,285 | ||
American Tower Corp. | 2.950% | 1/15/51 | 600 | 571 | ||
4 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 640 | 748 | |
4 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 775 | 941 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | AvalonBay Communities Inc. | 4.350% | 4/15/48 | 410 | 513 | |
Camden Property Trust | 3.350% | 11/1/49 | 750 | 819 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 1,000 | 1,007 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 2,850 | 2,768 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 1,383 | 1,690 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 1,025 | 1,332 | ||
Crown Castle International Corp. | 4.000% | 11/15/49 | 350 | 389 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 1,350 | 1,541 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 1,950 | 1,942 | ||
Duke Realty LP | 3.050% | 3/1/50 | 875 | 864 | ||
Equinix Inc. | 3.000% | 7/15/50 | 1,311 | 1,257 | ||
Equinix Inc. | 2.950% | 9/15/51 | 1,188 | 1,138 | ||
Equinix Inc. | 3.400% | 2/15/52 | 450 | 463 | ||
ERP Operating LP | 4.500% | 7/1/44 | 1,520 | 1,915 | ||
ERP Operating LP | 4.500% | 6/1/45 | 700 | 875 | ||
ERP Operating LP | 4.000% | 8/1/47 | 950 | 1,123 | ||
Essential Properties LP | 2.950% | 7/15/31 | 800 | 800 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 1,120 | 1,137 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 676 | 821 | ||
Essex Portfolio LP | 2.650% | 9/1/50 | 825 | 739 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 870 | 1,030 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 625 | 933 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 73 | 74 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 925 | 911 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 875 | 1,014 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 875 | 1,001 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 1,400 | 1,676 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 175 | 189 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 1,000 | 1,243 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 50 | 49 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 1,300 | 1,358 | ||
Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 2,200 | 2,194 | ||
Prologis LP | 4.375% | 9/15/48 | 1,225 | 1,545 | ||
Prologis LP | 3.000% | 4/15/50 | 1,445 | 1,485 | ||
Prologis LP | 2.125% | 10/15/50 | 1,225 | 1,045 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 2,125 | 2,029 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 1,181 | 1,534 | ||
Regency Centers LP | 4.400% | 2/1/47 | 695 | 808 | ||
Regency Centers LP | 4.650% | 3/15/49 | 739 | 896 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 1,042 | 1,555 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 805 | 998 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 2,036 | 2,352 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 2,575 | 3,001 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 1,325 | 1,342 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 1,165 | 1,287 | ||
Spirit Realty LP | 2.700% | 2/15/32 | 750 | 744 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 750 | 753 | ||
UDR Inc. | 3.000% | 8/15/31 | 1,512 | 1,589 | ||
4 | UDR Inc. | 2.100% | 8/1/32 | 775 | 745 | |
4 | UDR Inc. | 1.900% | 3/15/33 | 750 | 703 | |
UDR Inc. | 3.100% | 11/1/34 | 775 | 814 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 695 | 919 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 400 | 454 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 675 | 836 | ||
VEREIT Operating Partnership LP | 2.850% | 12/15/32 | 1,550 | 1,621 | ||
Welltower Inc. | 6.500% | 3/15/41 | 800 | 1,142 | ||
Welltower Inc. | 4.950% | 9/1/48 | 1,150 | 1,472 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 2,783 | 4,012 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 958 | 922 | ||
90,059 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Technology (4.28%) | ||||||
Apple Inc. | 4.500% | 2/23/36 | 2,429 | 3,067 | ||
Apple Inc. | 2.375% | 2/8/41 | 2,775 | 2,700 | ||
Apple Inc. | 3.850% | 5/4/43 | 7,147 | 8,507 | ||
Apple Inc. | 4.450% | 5/6/44 | 3,410 | 4,395 | ||
Apple Inc. | 3.450% | 2/9/45 | 4,775 | 5,355 | ||
Apple Inc. | 4.375% | 5/13/45 | 5,752 | 7,332 | ||
Apple Inc. | 4.650% | 2/23/46 | 4,881 | 6,477 | ||
Apple Inc. | 3.850% | 8/4/46 | 4,257 | 5,056 | ||
Apple Inc. | 4.250% | 2/9/47 | 2,225 | 2,802 | ||
Apple Inc. | 3.750% | 9/12/47 | 3,574 | 4,194 | ||
Apple Inc. | 3.750% | 11/13/47 | 3,438 | 4,028 | ||
Apple Inc. | 2.950% | 9/11/49 | 4,701 | 4,874 | ||
Apple Inc. | 2.650% | 5/11/50 | 5,330 | 5,224 | ||
Apple Inc. | 2.400% | 8/20/50 | 3,050 | 2,875 | ||
Apple Inc. | 2.650% | 2/8/51 | 6,555 | 6,430 | ||
Apple Inc. | 2.550% | 8/20/60 | 4,258 | 3,971 | ||
Apple Inc. | 2.800% | 2/8/61 | 5,385 | 5,267 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 1,983 | 2,620 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 1,330 | 1,958 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,523 | 1,941 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 1,440 | 1,436 | ||
Broadcom Inc. | 4.300% | 11/15/32 | 4,625 | 5,266 | ||
4,5 | Broadcom Inc. | 2.600% | 2/15/33 | 3,950 | 3,872 | |
4,5 | Broadcom Inc. | 3.419% | 4/15/33 | 7,132 | 7,520 | |
4,5 | Broadcom Inc. | 3.469% | 4/15/34 | 2,425 | 2,567 | |
4,5 | Broadcom Inc. | 3.500% | 2/15/41 | 7,000 | 7,184 | |
4,5 | Broadcom Inc. | 3.750% | 2/15/51 | 3,940 | 4,117 | |
Cisco Systems Inc. | 5.900% | 2/15/39 | 2,532 | 3,685 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 5,050 | 7,145 | ||
Corning Inc. | 4.700% | 3/15/37 | 1,225 | 1,461 | ||
Corning Inc. | 5.750% | 8/15/40 | 1,013 | 1,375 | ||
Corning Inc. | 4.750% | 3/15/42 | 350 | 438 | ||
Corning Inc. | 5.350% | 11/15/48 | 1,670 | 2,252 | ||
Corning Inc. | 3.900% | 11/15/49 | 250 | 283 | ||
Corning Inc. | 4.375% | 11/15/57 | 825 | 983 | ||
Corning Inc. | 5.850% | 11/15/68 | 1,271 | 1,833 | ||
Corning Inc. | 5.450% | 11/15/79 | 2,276 | 3,179 | ||
Dell International LLC | 8.100% | 7/15/36 | 3,451 | 5,278 | ||
Dell International LLC | 8.350% | 7/15/46 | 4,625 | 7,567 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 2,150 | 2,209 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 301 | 369 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 4,400 | 5,300 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 4,171 | 5,632 | ||
HP Inc. | 6.000% | 9/15/41 | 2,757 | 3,626 | ||
Intel Corp. | 4.000% | 12/15/32 | 3,982 | 4,796 | ||
Intel Corp. | 4.600% | 3/25/40 | 125 | 158 | ||
Intel Corp. | 4.800% | 10/1/41 | 1,500 | 1,954 | ||
Intel Corp. | 4.250% | 12/15/42 | 1,125 | 1,380 | ||
Intel Corp. | 4.900% | 7/29/45 | 1,875 | 2,503 | ||
Intel Corp. | 4.100% | 5/19/46 | 3,180 | 3,820 | ||
Intel Corp. | 4.100% | 5/11/47 | 1,795 | 2,153 | ||
Intel Corp. | 3.734% | 12/8/47 | 5,627 | 6,421 | ||
Intel Corp. | 3.250% | 11/15/49 | 4,200 | 4,476 | ||
Intel Corp. | 4.750% | 3/25/50 | 4,610 | 6,121 | ||
Intel Corp. | 3.100% | 2/15/60 | 2,375 | 2,426 | ||
Intel Corp. | 4.950% | 3/25/60 | 1,215 | 1,717 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 1,616 | 2,214 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 4,196 | 4,986 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 2,060 | 2,881 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 1,325 | 1,340 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
International Business Machines Corp. | 4.000% | 6/20/42 | 4,670 | 5,472 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 5,533 | 6,844 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 2,598 | 2,606 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 755 | 1,005 | ||
KLA Corp. | 5.000% | 3/15/49 | 1,800 | 2,431 | ||
KLA Corp. | 3.300% | 3/1/50 | 700 | 744 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 2,155 | 2,917 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 1,554 | 1,572 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 200 | 209 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 2,920 | 3,385 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 650 | 807 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 6,985 | 8,073 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 1,699 | 2,096 | ||
Microsoft Corp. | 4.500% | 10/1/40 | 2,185 | 2,868 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 7,942 | 9,590 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 14,873 | 14,615 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 17,123 | 18,163 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 575 | 723 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 10,668 | 10,622 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 5,889 | 6,297 | ||
Moody's Corp. | 5.250% | 7/15/44 | 1,550 | 2,091 | ||
Moody's Corp. | 4.875% | 12/17/48 | 100 | 132 | ||
Moody's Corp. | 3.250% | 5/20/50 | 1,150 | 1,203 | ||
Moody's Corp. | 2.550% | 8/18/60 | 1,000 | 888 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 1,025 | 1,339 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 1,825 | 2,068 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 4,440 | 5,021 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 1,716 | 2,033 | ||
4,5 | NXP BV | 3.250% | 5/11/41 | 1,550 | 1,589 | |
Oracle Corp. | 4.300% | 7/8/34 | 4,124 | 4,790 | ||
Oracle Corp. | 3.900% | 5/15/35 | 5,366 | 6,005 | ||
Oracle Corp. | 3.850% | 7/15/36 | 2,640 | 2,917 | ||
Oracle Corp. | 3.800% | 11/15/37 | 3,856 | 4,228 | ||
Oracle Corp. | 6.500% | 4/15/38 | 498 | 706 | ||
Oracle Corp. | 6.125% | 7/8/39 | 3,989 | 5,524 | ||
Oracle Corp. | 3.600% | 4/1/40 | 6,850 | 7,226 | ||
Oracle Corp. | 5.375% | 7/15/40 | 5,277 | 6,839 | ||
Oracle Corp. | 3.650% | 3/25/41 | 6,525 | 6,931 | ||
Oracle Corp. | 4.500% | 7/8/44 | 1,450 | 1,694 | ||
Oracle Corp. | 4.125% | 5/15/45 | 5,400 | 6,013 | ||
Oracle Corp. | 4.000% | 7/15/46 | 7,445 | 8,090 | ||
Oracle Corp. | 4.000% | 11/15/47 | 3,195 | 3,483 | ||
Oracle Corp. | 3.600% | 4/1/50 | 10,276 | 10,558 | ||
Oracle Corp. | 3.950% | 3/25/51 | 7,433 | 8,122 | ||
Oracle Corp. | 4.375% | 5/15/55 | 2,606 | 3,023 | ||
Oracle Corp. | 3.850% | 4/1/60 | 8,296 | 8,784 | ||
Oracle Corp. | 4.100% | 3/25/61 | 3,475 | 3,851 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 400 | 382 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 3,445 | 4,371 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 3,731 | 4,958 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 5,450 | 6,862 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 1,527 | 1,645 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 1,525 | 1,309 | ||
6 | salesforce.com Inc. | 1.950% | 7/15/31 | 2,000 | 2,003 | |
6 | salesforce.com Inc. | 2.700% | 7/15/41 | 1,000 | 1,006 | |
6 | salesforce.com Inc. | 2.900% | 7/15/51 | 2,000 | 2,021 | |
6 | salesforce.com Inc. | 3.050% | 7/15/61 | 2,000 | 2,032 | |
Texas Instruments Inc. | 3.875% | 3/15/39 | 2,099 | 2,520 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 3,403 | 4,313 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 818 | 1,103 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 1,825 | 1,952 | ||
475,660 | ||||||
Utilities (6.20%) | ||||||
4 | AEP Texas Inc. | 4.150% | 5/1/49 | 590 | 689 | |
4 | AEP Texas Inc. | 3.450% | 1/15/50 | 815 | 845 | |
AEP Texas Inc. | 3.450% | 5/15/51 | 900 | 931 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 950 | 1,120 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 1,050 | 1,202 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 1,125 | 1,386 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 1,050 | 1,215 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 1,130 | 1,178 | ||
4 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 1,375 | 1,564 | |
Alabama Power Co. | 6.125% | 5/15/38 | 610 | 873 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 1,115 | 1,584 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 544 | 624 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 1,380 | 1,667 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 892 | 1,017 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 1,216 | 1,489 | ||
4 | Alabama Power Co. | 3.700% | 12/1/47 | 2,367 | 2,684 | |
4 | Alabama Power Co. | 4.300% | 7/15/48 | 1,005 | 1,244 | |
Alabama Power Co. | 3.450% | 10/1/49 | 1,075 | 1,175 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 550 | 564 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 801 | 974 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 1,985 | 2,271 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 1,287 | 1,655 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 1,121 | 1,207 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 550 | 555 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 1,060 | 1,058 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 883 | 1,308 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 1,200 | 1,472 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 1,050 | 1,265 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 1,326 | 1,497 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 1,875 | 2,279 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 2,078 | 2,509 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 1,620 | 1,752 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 1,175 | 1,229 | ||
Appalachian Power Co. | 7.000% | 4/1/38 | 1,143 | 1,709 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 653 | 774 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 718 | 862 | ||
4 | Appalachian Power Co. | 4.500% | 3/1/49 | 1,150 | 1,410 | |
4 | Appalachian Power Co. | 3.700% | 5/1/50 | 1,600 | 1,763 | |
Arizona Public Service Co. | 5.050% | 9/1/41 | 1,455 | 1,895 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 900 | 1,102 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 875 | 1,064 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 1,260 | 1,423 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 850 | 1,026 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 1,200 | 1,459 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 350 | 382 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 200 | 214 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 925 | 1,241 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 975 | 1,142 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 2,132 | 2,510 | ||
Atmos Energy Corp. | 4.300% | 10/1/48 | 550 | 670 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 1,559 | 1,878 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 1,700 | 1,830 | ||
Avista Corp. | 4.350% | 6/1/48 | 800 | 1,003 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 350 | 504 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 993 | 1,091 | ||
4 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 1,525 | 1,760 | |
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 675 | 830 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 1,550 | 1,624 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 231 | 231 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 3,450 | 4,861 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 2,069 | 2,851 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,871 | 2,472 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 2,031 | 2,488 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 1,726 | 1,960 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 3,218 | 4,023 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,652 | 2,027 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 2,400 | 2,330 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 1,665 | 1,942 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 1,045 | 1,174 | ||
4 | CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 655 | 928 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 1,225 | 1,378 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 719 | 930 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 1,762 | 2,103 | ||
4 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 1,736 | 2,167 | |
4 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 1,600 | 1,762 | |
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 700 | 752 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 969 | 1,325 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 625 | 723 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 800 | 955 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 863 | 1,098 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 984 | 1,258 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 820 | 1,161 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 1,225 | 1,794 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 125 | 144 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 1,415 | 1,789 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 1,650 | 2,113 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 1,410 | 1,611 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,725 | 1,955 | ||
4 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 1,098 | 1,270 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 1,617 | 1,938 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 1,274 | 1,527 | ||
4 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 900 | 952 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 1,613 | 1,659 | ||
4 | Commonwealth Edison Co. | 3.125% | 3/15/51 | 1,600 | 1,673 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 1,365 | 1,693 | ||
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 1,770 | 2,143 | ||
4 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 995 | 1,260 | |
4 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 770 | 1,029 | |
4 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 1,245 | 1,729 | |
4 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 1,355 | 1,902 | |
4 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 1,510 | 2,223 | |
4 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 1,800 | 2,388 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 1,680 | 2,275 | ||
4 | Consolidated Edison Co. of New York Inc. | 4.200% | 3/15/42 | 1,110 | 1,290 | |
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 2,753 | 3,094 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 949 | 1,141 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 1,034 | 1,251 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,225 | 1,359 | ||
4 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 1,182 | 1,326 | |
4 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 1,180 | 1,464 | |
4 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 335 | 391 | |
4 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,205 | 1,370 | |
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 1,101 | 1,384 | ||
4 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 1,025 | 1,209 | |
4 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 950 | 1,073 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 1,630 | 1,978 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 350 | 373 | ||
4 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 2,050 | 1,897 | |
Consumers Energy Co. | 3.950% | 5/15/43 | 1,300 | 1,533 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Consumers Energy Co. | 3.250% | 8/15/46 | 1,072 | 1,156 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 847 | 1,012 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 1,334 | 1,629 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 991 | 1,267 | ||
Consumers Energy Co. | 3.750% | 2/15/50 | 1,110 | 1,305 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 750 | 794 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 1,575 | 1,786 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 1,100 | 998 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 600 | 670 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 1,543 | 1,840 | ||
4 | Dominion Energy Inc. | 6.300% | 3/15/33 | 1,110 | 1,491 | |
4 | Dominion Energy Inc. | 5.250% | 8/1/33 | 1,000 | 1,253 | |
4 | Dominion Energy Inc. | 5.950% | 6/15/35 | 915 | 1,236 | |
4 | Dominion Energy Inc. | 3.300% | 4/15/41 | 1,450 | 1,521 | |
4 | Dominion Energy Inc. | 4.900% | 8/1/41 | 1,300 | 1,645 | |
4 | Dominion Energy Inc. | 4.050% | 9/15/42 | 1,650 | 1,886 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 570 | 711 | ||
4 | Dominion Energy Inc. | 4.600% | 3/15/49 | 1,280 | 1,610 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 1,047 | 1,462 | ||
Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 1,456 | 1,902 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 1,175 | 1,667 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 1,775 | 2,433 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 100 | 128 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 331 | 480 | ||
4 | DTE Electric Co. | 4.000% | 4/1/43 | 1,010 | 1,197 | |
DTE Electric Co. | 4.300% | 7/1/44 | 650 | 797 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 1,475 | 1,685 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 1,300 | 1,487 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 1,217 | 1,406 | ||
4 | DTE Electric Co. | 4.050% | 5/15/48 | 900 | 1,093 | |
DTE Electric Co. | 3.950% | 3/1/49 | 620 | 746 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 872 | 894 | ||
4 | DTE Electric Co. | 3.250% | 4/1/51 | 1,150 | 1,244 | |
DTE Energy Co. | 6.375% | 4/15/33 | 1,455 | 1,980 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 865 | 1,190 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 2,147 | 2,990 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 1,310 | 1,862 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 1,065 | 1,447 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,175 | 1,423 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 2,050 | 2,414 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 250 | 283 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 1,100 | 1,271 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 1,250 | 1,408 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 1,925 | 2,259 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 1,700 | 1,787 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 1,150 | 1,275 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 925 | 1,134 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 3,345 | 3,566 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,302 | 1,436 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,175 | 1,347 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 1,550 | 1,603 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 1,119 | 1,652 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 1,529 | 2,257 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 775 | 1,081 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 1,411 | 1,531 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 2,205 | 2,704 | ||
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 906 | 1,245 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 1,950 | 2,849 | ||
4 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 830 | 1,060 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 1,405 | 1,583 | ||
4 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 1,500 | 1,584 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 100 | 97 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 875 | 978 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,600 | 1,975 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 1,055 | 1,533 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 1,950 | 2,307 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 1,512 | 1,800 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 1,208 | 1,459 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 1,539 | 1,855 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 1,225 | 1,388 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 1,140 | 1,272 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 1,300 | 1,199 | ||
Eastern Energy Gas Holdings LLC | 4.800% | 11/1/43 | 925 | 1,093 | ||
Eastern Energy Gas Holdings LLC | 4.600% | 12/15/44 | 1,150 | 1,347 | ||
4 | Eastern Energy Gas Holdings LLC | 3.900% | 11/15/49 | 800 | 861 | |
El Paso Electric Co. | 6.000% | 5/15/35 | 878 | 1,172 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 1,324 | 1,605 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 2,332 | 2,783 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 150 | 183 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 1,000 | 953 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 1,000 | 1,073 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,775 | 1,945 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 1,878 | 2,200 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 1,491 | 1,633 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 2,750 | 3,356 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 1,367 | 1,680 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 2,000 | 1,989 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 2,337 | 2,705 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 500 | 591 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 1,221 | 1,312 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 1,400 | 1,669 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 1,375 | 1,422 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 818 | 963 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 1,790 | 2,113 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 787 | 952 | ||
Evergy Kansas Central Inc. | 3.450% | 4/15/50 | 425 | 465 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 875 | 1,159 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 885 | 1,067 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 1,225 | 1,490 | ||
4 | Evergy Metro Inc. | 4.125% | 4/1/49 | 950 | 1,147 | |
Eversource Energy | 3.450% | 1/15/50 | 800 | 845 | ||
Exelon Corp. | 5.625% | 6/15/35 | 1,475 | 1,941 | ||
Exelon Corp. | 5.100% | 6/15/45 | 2,974 | 3,896 | ||
Exelon Corp. | 4.450% | 4/15/46 | 1,637 | 1,986 | ||
Exelon Corp. | 4.700% | 4/15/50 | 3,004 | 3,793 | ||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 465 | 573 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 2,711 | 3,182 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 554 | 751 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 850 | 1,116 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 843 | 1,156 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 1,000 | 1,442 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 1,005 | 1,470 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 965 | 1,378 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,760 | 2,412 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 1,557 | 1,891 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 1,040 | 1,226 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 957 | 1,165 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 1,590 | 1,870 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 2,268 | 2,756 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 1,450 | 1,804 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 1,550 | 1,906 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 2,290 | 2,487 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Georgia Power Co. | 4.750% | 9/1/40 | 1,270 | 1,569 | |
Georgia Power Co. | 4.300% | 3/15/42 | 1,418 | 1,680 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 1,360 | 1,610 | ||
4 | Georgia Power Co. | 3.700% | 1/30/50 | 1,600 | 1,742 | |
4 | Georgia Power Co. | 3.250% | 3/15/51 | 1,175 | 1,192 | |
Iberdrola International BV | 6.750% | 7/15/36 | 645 | 979 | ||
4 | Idaho Power Co. | 4.200% | 3/1/48 | 107 | 130 | |
4 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,050 | 1,313 | |
4 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 775 | 869 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 1,050 | 1,099 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 1,384 | 1,970 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 650 | 725 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 800 | 1,048 | ||
4 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 1,001 | 1,221 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 642 | 840 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 1,365 | 1,663 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 1,500 | 1,585 | ||
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 755 | 933 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 975 | 1,382 | ||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 933 | 1,209 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,207 | 1,492 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 1,245 | 1,476 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 1,224 | 1,397 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 1,532 | 1,924 | ||
4 | Mississippi Power Co. | 4.250% | 3/15/42 | 1,475 | 1,743 | |
National Grid USA | 5.803% | 4/1/35 | 1,000 | 1,245 | ||
4 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 266 | 253 | |
4 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,550 | 2,340 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 825 | 968 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 1,025 | 1,300 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 1,408 | 1,760 | ||
4 | Nevada Power Co. | 6.650% | 4/1/36 | 1,193 | 1,740 | |
4 | Nevada Power Co. | 6.750% | 7/1/37 | 1,085 | 1,578 | |
4 | Nevada Power Co. | 3.125% | 8/1/50 | 2,200 | 2,274 | |
NiSource Inc. | 5.950% | 6/15/41 | 716 | 1,001 | ||
NiSource Inc. | 5.250% | 2/15/43 | 1,332 | 1,735 | ||
NiSource Inc. | 4.800% | 2/15/44 | 1,860 | 2,306 | ||
NiSource Inc. | 5.650% | 2/1/45 | 1,355 | 1,856 | ||
NiSource Inc. | 4.375% | 5/15/47 | 2,235 | 2,673 | ||
NiSource Inc. | 3.950% | 3/30/48 | 892 | 1,019 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 1,125 | 1,611 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 850 | 1,246 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 775 | 1,065 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 1,225 | 1,487 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 1,135 | 1,356 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 151 | 172 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 400 | 456 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 965 | 988 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 1,099 | 1,059 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 1,000 | 1,081 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 1,000 | 1,174 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 777 | 1,063 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 1,010 | 1,254 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 1,385 | 1,848 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 2,226 | 2,816 | ||
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 527 | 663 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 440 | 554 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 400 | 562 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 585 | 703 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 1,725 | 2,042 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 1,000 | 1,190 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 500 | 570 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 700 | 1,005 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 840 | 1,247 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,348 | 2,194 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 400 | 542 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 970 | 1,234 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 658 | 906 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 1,450 | 1,673 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 1,080 | 1,264 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 1,125 | 1,373 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,245 | 1,478 | ||
4 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 1,455 | 1,537 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 925 | 1,082 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 1,235 | 1,799 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 1,700 | 2,076 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 900 | 1,078 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 7,525 | 7,525 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 250 | 227 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 600 | 590 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 3,175 | 3,206 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,725 | 1,661 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 2,375 | 2,207 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 9,625 | 9,914 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 2,275 | 2,025 | ||
PacifiCorp | 7.700% | 11/15/31 | 1,000 | 1,475 | ||
PacifiCorp | 5.250% | 6/15/35 | 1,504 | 1,958 | ||
PacifiCorp | 6.100% | 8/1/36 | 745 | 1,042 | ||
PacifiCorp | 6.250% | 10/15/37 | 1,638 | 2,335 | ||
PacifiCorp | 6.350% | 7/15/38 | 940 | 1,363 | ||
PacifiCorp | 6.000% | 1/15/39 | 1,312 | 1,857 | ||
PacifiCorp | 4.100% | 2/1/42 | 1,333 | 1,569 | ||
PacifiCorp | 4.125% | 1/15/49 | 1,890 | 2,267 | ||
PacifiCorp | 4.150% | 2/15/50 | 1,673 | 2,031 | ||
PacifiCorp | 3.300% | 3/15/51 | 1,350 | 1,438 | ||
PECO Energy Co. | 5.950% | 10/1/36 | 1,140 | 1,625 | ||
PECO Energy Co. | 4.150% | 10/1/44 | 458 | 554 | ||
PECO Energy Co. | 3.700% | 9/15/47 | 250 | 287 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 765 | 912 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 600 | 623 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 900 | 940 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 850 | 1,039 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 650 | 701 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 900 | 928 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 1,370 | 2,010 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 1,120 | 1,346 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 565 | 821 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 1,025 | 1,239 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 1,681 | 1,996 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 1,857 | 2,284 | ||
PPL Electric Utilities Corp. | 3.000% | 10/1/49 | 150 | 155 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 125 | 173 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 575 | 793 | ||
4 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 811 | 1,188 | |
Public Service Co. of Colorado | 6.500% | 8/1/38 | 571 | 857 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 1,030 | 1,164 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 665 | 812 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 970 | 1,133 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 1,250 | 1,526 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 992 | 1,223 | ||
4 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 50 | 54 | |
4 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 1,375 | 1,355 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 1,525 | 1,731 | ||
4 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 723 | 1,001 | |
4 | Public Service Electric & Gas Co. | 5.500% | 3/1/40 | 150 | 206 | |
4 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,685 | 1,989 | |
4 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 920 | 1,042 | |
4 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,517 | 1,784 | |
4 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 1,185 | 1,349 | |
4 | Public Service Electric & Gas Co. | 4.050% | 5/1/48 | 1,000 | 1,217 | |
4 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 875 | 1,038 | |
4 | Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 820 | 879 | |
4 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 1,000 | 984 | |
4 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 855 | 740 | |
4 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 1,000 | 1,037 | |
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 495 | 696 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 800 | 1,103 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 900 | 1,253 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 1,015 | 1,399 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 749 | 919 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 931 | 1,142 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 1,185 | 1,261 | ||
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 660 | 928 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 888 | 1,101 | ||
4 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 1,550 | 1,772 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 1,100 | 1,333 | ||
4 | San Diego Gas & Electric Co. | 4.100% | 6/15/49 | 150 | 181 | |
4 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 1,325 | 1,408 | |
Sempra Energy | 3.800% | 2/1/38 | 1,447 | 1,614 | ||
Sempra Energy | 6.000% | 10/15/39 | 2,300 | 3,200 | ||
Sempra Energy | 4.000% | 2/1/48 | 1,142 | 1,281 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 1,060 | 1,378 | ||
4 | Southern California Edison Co. | 5.750% | 4/1/35 | 1,070 | 1,379 | |
4 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,095 | 1,368 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 940 | 1,198 | ||
4 | Southern California Edison Co. | 5.550% | 1/15/37 | 690 | 862 | |
4 | Southern California Edison Co. | 5.950% | 2/1/38 | 1,125 | 1,458 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 940 | 1,252 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 905 | 1,133 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 1,605 | 1,846 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,240 | 1,336 | ||
4 | Southern California Edison Co. | 3.900% | 3/15/43 | 2,062 | 2,162 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 1,940 | 2,231 | ||
4 | Southern California Edison Co. | 3.600% | 2/1/45 | 865 | 868 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,595 | 1,680 | ||
4 | Southern California Edison Co. | 4.125% | 3/1/48 | 3,040 | 3,252 | |
4 | Southern California Edison Co. | 4.875% | 3/1/49 | 1,650 | 1,963 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 2,275 | 2,281 | ||
4 | Southern California Edison Co. | 2.950% | 2/1/51 | 1,225 | 1,117 | |
4 | Southern California Edison Co. | 3.650% | 6/1/51 | 1,100 | 1,104 | |
Southern California Gas Co. | 5.125% | 11/15/40 | 400 | 523 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 700 | 788 | ||
4 | Southern California Gas Co. | 4.125% | 6/1/48 | 900 | 1,081 | |
4 | Southern California Gas Co. | 4.300% | 1/15/49 | 1,125 | 1,405 | |
4 | Southern California Gas Co. | 3.950% | 2/15/50 | 810 | 960 | |
Southern Co. | 4.250% | 7/1/36 | 1,375 | 1,595 | ||
Southern Co. | 4.400% | 7/1/46 | 3,101 | 3,638 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 1,462 | 2,025 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 1,330 | 1,586 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 1,085 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 1,800 | 2,120 | ||
Southern Power Co. | 5.150% | 9/15/41 | 1,320 | 1,607 | ||
Southern Power Co. | 5.250% | 7/15/43 | 1,055 | 1,294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Southern Power Co. | 4.950% | 12/15/46 | 1,400 | 1,679 | |
Southwest Gas Corp. | 3.800% | 9/29/46 | 800 | 859 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 875 | 997 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 535 | 748 | ||
4 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,190 | 1,307 | |
4 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 1,405 | 1,545 | |
Southwestern Public Service Co. | 4.500% | 8/15/41 | 1,196 | 1,475 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 1,200 | 1,290 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 1,440 | 1,622 | ||
4 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 750 | 940 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 1,525 | 1,763 | ||
4 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 881 | 925 | |
Tampa Electric Co. | 4.100% | 6/15/42 | 725 | 846 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 685 | 826 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 1,050 | 1,287 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 575 | 728 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 900 | 1,007 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 1,000 | 1,098 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 700 | 954 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 865 | 1,130 | ||
Union Electric Co. | 2.150% | 3/15/32 | 1,150 | 1,153 | ||
Union Electric Co. | 5.300% | 8/1/37 | 775 | 1,005 | ||
Union Electric Co. | 8.450% | 3/15/39 | 665 | 1,139 | ||
Union Electric Co. | 3.900% | 9/15/42 | 1,225 | 1,404 | ||
Union Electric Co. | 3.650% | 4/15/45 | 1,312 | 1,482 | ||
Union Electric Co. | 4.000% | 4/1/48 | 600 | 712 | ||
Union Electric Co. | 3.250% | 10/1/49 | 575 | 613 | ||
Union Electric Co. | 2.625% | 3/15/51 | 1,067 | 1,021 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 522 | 766 | ||
4 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 935 | 1,296 | |
4 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 1,458 | 2,028 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 1,656 | 2,403 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 1,950 | 2,276 | ||
4 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 3,012 | 3,815 | |
4 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 1,373 | 1,644 | |
4 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 1,780 | 2,093 | |
4 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 1,753 | 2,010 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 950 | 1,228 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 1,203 | 1,293 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 1,875 | 1,727 | ||
4 | Washington Gas Light Co. | 3.796% | 9/15/46 | 1,100 | 1,251 | |
4 | Washington Gas Light Co. | 3.650% | 9/15/49 | 850 | 955 | |
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 605 | 795 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 725 | 989 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 1,050 | 1,314 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 890 | 1,272 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 500 | 566 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 415 | 471 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 1,689 | 2,168 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 766 | 1,113 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 1,175 | 1,270 | ||
690,012 | ||||||
Total Corporate Bonds (Cost $5,322,732) | 5,833,114 | |||||
Sovereign Bonds (3.67%) | ||||||
4 | Asian Development Bank | 0.750% | 10/8/30 | 295 | 276 | |
4 | Asian Development Bank | 1.500% | 3/4/31 | 107 | 107 | |
Ecopetrol SA | 7.375% | 9/18/43 | 1,135 | 1,399 | ||
Ecopetrol SA | 5.875% | 5/28/45 | 5,066 | 5,419 | ||
Equinor ASA | 3.625% | 4/6/40 | 2,116 | 2,406 | ||
Equinor ASA | 5.100% | 8/17/40 | 927 | 1,233 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Equinor ASA | 4.250% | 11/23/41 | 1,660 | 2,021 | ||
Equinor ASA | 3.950% | 5/15/43 | 932 | 1,089 | ||
Equinor ASA | 4.800% | 11/8/43 | 1,565 | 2,039 | ||
Equinor ASA | 3.250% | 11/18/49 | 4,730 | 5,008 | ||
Equinor ASA | 3.700% | 4/6/50 | 4,391 | 5,048 | ||
European Investment Bank | 4.875% | 2/15/36 | 3,142 | 4,333 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 1,000 | 994 | ||
4 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,800 | 2,295 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 650 | 750 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 1,053 | 1,442 | ||
4 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 1,010 | 1,348 | |
7 | KFW | 0.750% | 9/30/30 | 2,375 | 2,230 | |
7 | KFW | 0.000% | 4/18/36 | 1,475 | 1,114 | |
7 | KFW | 0.000% | 6/29/37 | 2,109 | 1,554 | |
4 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 1,250 | 1,908 | |
4 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,500 | 1,768 | |
4 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 9,688 | 12,689 | |
4 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 5,527 | 7,145 | |
Province of British Columbia | 7.250% | 9/1/36 | 840 | 1,345 | ||
4 | Republic of Chile | 2.550% | 1/27/32 | 3,195 | 3,265 | |
4 | Republic of Chile | 3.100% | 5/7/41 | 4,300 | 4,316 | |
Republic of Chile | 3.625% | 10/30/42 | 2,750 | 2,925 | ||
Republic of Chile | 3.860% | 6/21/47 | 3,269 | 3,608 | ||
4 | Republic of Chile | 3.500% | 1/25/50 | 2,390 | 2,510 | |
4 | Republic of Chile | 3.100% | 1/22/61 | 4,665 | 4,466 | |
4 | Republic of Colombia | 3.250% | 4/22/32 | 2,650 | 2,593 | |
Republic of Colombia | 10.375% | 1/28/33 | 882 | 1,319 | ||
Republic of Colombia | 7.375% | 9/18/37 | 2,748 | 3,613 | ||
Republic of Colombia | 6.125% | 1/18/41 | 5,775 | 6,834 | ||
4 | Republic of Colombia | 4.125% | 2/22/42 | 1,100 | 1,068 | |
4 | Republic of Colombia | 5.625% | 2/26/44 | 5,038 | 5,700 | |
4 | Republic of Colombia | 5.000% | 6/15/45 | 10,397 | 11,047 | |
4 | Republic of Colombia | 5.200% | 5/15/49 | 4,720 | 5,160 | |
4 | Republic of Colombia | 4.125% | 5/15/51 | 2,475 | 2,345 | |
4 | Republic of Colombia | 3.875% | 2/15/61 | 3,168 | 2,833 | |
Republic of Hungary | 7.625% | 3/29/41 | 2,444 | 4,010 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 400 | 415 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 6,475 | 7,349 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 3,074 | 3,993 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 2,875 | 3,014 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 2,995 | 3,106 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 5,500 | 6,261 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 1,062 | 1,053 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 1,450 | 1,713 | ||
Republic of Italy | 5.375% | 6/15/33 | 3,079 | 3,878 | ||
Republic of Italy | 4.000% | 10/17/49 | 4,353 | 4,787 | ||
Republic of Italy | 3.875% | 5/6/51 | 5,950 | 6,405 | ||
Republic of Korea | 4.125% | 6/10/44 | 2,038 | 2,601 | ||
Republic of Korea | 3.875% | 9/20/48 | 1,624 | 2,053 | ||
4 | Republic of Panama | 2.252% | 9/29/32 | 3,374 | 3,238 | |
4 | Republic of Panama | 6.700% | 1/26/36 | 2,726 | 3,706 | |
4 | Republic of Panama | 4.500% | 5/15/47 | 4,210 | 4,784 | |
4 | Republic of Panama | 4.500% | 4/16/50 | 6,457 | 7,349 | |
4 | Republic of Panama | 4.300% | 4/29/53 | 3,820 | 4,235 | |
4 | Republic of Panama | 4.500% | 4/1/56 | 5,795 | 6,574 | |
4 | Republic of Panama | 3.870% | 7/23/60 | 6,580 | 6,721 | |
4 | Republic of Peru | 1.862% | 12/1/32 | 1,254 | 1,165 | |
Republic of Peru | 8.750% | 11/21/33 | 5,925 | 9,292 | ||
4 | Republic of Peru | 6.550% | 3/14/37 | 2,467 | 3,394 | |
4 | Republic of Peru | 3.300% | 3/11/41 | 2,500 | 2,528 | |
Republic of Peru | 5.625% | 11/18/50 | 5,616 | 7,741 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Republic of Peru | 3.550% | 3/10/51 | 2,135 | 2,218 | |
4 | Republic of Peru | 2.780% | 12/1/60 | 4,275 | 3,809 | |
4 | Republic of Peru | 3.230% | 7/28/21 | 2,085 | 1,835 | |
Republic of the Philippines | 1.648% | 6/10/31 | 82 | 79 | ||
6 | Republic of the Philippines | 1.950% | 1/6/32 | 1,700 | 1,677 | |
Republic of the Philippines | 6.375% | 1/15/32 | 3,805 | 5,233 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 3,903 | 5,503 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 3,995 | 5,031 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 5,982 | 6,645 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,947 | 2,102 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 4,115 | 4,441 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 3,895 | 3,763 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,441 | 2,261 | ||
6 | Republic of the Philippines | 3.200% | 7/6/46 | 5,000 | 5,015 | |
State of Israel | 4.500% | 1/30/43 | 4,188 | 5,221 | ||
State of Israel | 4.125% | 1/17/48 | 2,445 | 2,949 | ||
State of Israel | 3.375% | 1/15/50 | 4,600 | 4,925 | ||
State of Israel | 3.875% | 7/3/50 | 4,930 | 5,708 | ||
State of Israel | 4.500% | 4/3/20 | 2,300 | 2,909 | ||
4 | United Mexican States | 8.300% | 8/15/31 | 3,400 | 5,056 | |
4 | United Mexican States | 4.750% | 4/27/32 | 3,475 | 3,979 | |
4 | United Mexican States | 7.500% | 4/8/33 | 2,807 | 3,949 | |
4 | United Mexican States | 6.750% | 9/27/34 | 3,947 | 5,249 | |
United Mexican States | 6.050% | 1/11/40 | 6,799 | 8,534 | ||
4 | United Mexican States | 4.280% | 8/14/41 | 7,570 | 7,956 | |
4 | United Mexican States | 4.750% | 3/8/44 | 9,156 | 10,122 | |
United Mexican States | 5.550% | 1/21/45 | 5,445 | 6,583 | ||
United Mexican States | 4.600% | 1/23/46 | 6,826 | 7,347 | ||
United Mexican States | 4.350% | 1/15/47 | 3,228 | 3,373 | ||
United Mexican States | 4.600% | 2/10/48 | 5,462 | 5,870 | ||
4 | United Mexican States | 4.500% | 1/31/50 | 5,185 | 5,517 | |
4 | United Mexican States | 5.000% | 4/27/51 | 5,805 | 6,608 | |
4 | United Mexican States | 3.771% | 5/24/61 | 8,580 | 7,995 | |
4 | United Mexican States | 5.750% | 10/12/10 | 5,370 | 6,408 | |
Total Sovereign Bonds (Cost $398,903) | 407,797 | |||||
Taxable Municipal Bonds (3.13%) | ||||||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 1,025 | 1,661 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 755 | 1,124 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 645 | 1,067 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 760 | 1,118 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 1,545 | 2,904 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 1,095 | 1,646 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 2,285 | 3,707 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 1,680 | 2,916 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 1,690 | 2,950 | ||
Broward County FL Airport System Revenue | 3.477% | 10/1/43 | 1,120 | 1,170 | ||
California GO | 4.500% | 4/1/33 | 1,425 | 1,683 | ||
California GO | 7.500% | 4/1/34 | 4,385 | 6,910 | ||
California GO | 4.600% | 4/1/38 | 1,350 | 1,578 | ||
California GO | 7.550% | 4/1/39 | 6,645 | 11,330 | ||
California GO | 7.300% | 10/1/39 | 4,805 | 7,690 | ||
California GO | 7.350% | 11/1/39 | 1,000 | 1,610 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
California GO | 7.625% | 3/1/40 | 2,665 | 4,489 | ||
California GO | 7.600% | 11/1/40 | 4,610 | 8,051 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 1,000 | 1,167 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 650 | 649 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 1,400 | 1,434 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 800 | 1,116 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 500 | 533 | ||
Chicago IL GO | 7.045% | 1/1/29 | 690 | 803 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 1,645 | 2,315 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 950 | 1,428 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 300 | 385 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 5,000 | 7,112 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 1,450 | 2,257 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 1,000 | 1,144 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 975 | 1,129 | ||
Connecticut GO | 5.090% | 10/1/30 | 750 | 886 | ||
Connecticut GO | 5.850% | 3/15/32 | 1,500 | 1,998 | ||
Cook County IL GO | 6.229% | 11/15/34 | 925 | 1,260 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 850 | 1,166 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 1,045 | 1,587 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 990 | 1,394 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 1,065 | 1,487 | ||
8 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 1,495 | 1,561 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 950 | 1,001 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 1,375 | 1,450 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 1,000 | 1,293 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 850 | 1,205 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 1,250 | 1,814 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 1,690 | 1,789 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 2,489 | 3,772 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 2,803 | 4,316 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 531 | 785 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 500 | 509 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 1,000 | 1,037 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 875 | 1,200 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 2,500 | 2,556 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 575 | 614 | ||
Houston TX GO | 6.290% | 3/1/32 | 755 | 952 | ||
Houston TX GO | 3.961% | 3/1/47 | 550 | 660 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 400 | 412 | ||
Illinois GO | 5.100% | 6/1/33 | 18,435 | 21,678 | ||
Illinois GO | 6.630% | 2/1/35 | 1,570 | 1,961 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 1,215 | 1,690 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 1,050 | 1,306 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 1,200 | 1,273 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 775 | 960 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 1,000 | 1,015 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 1,765 | 2,997 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 975 | 1,406 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 1,575 | 2,551 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 925 | 1,576 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 2,430 | 3,281 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 3,065 | 4,400 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 1,800 | 2,394 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 700 | 1,139 | ||
Louisville & Jefferson County KY Metropolitan Sewer District Sewer & Drainage System Revenue | 6.250% | 5/15/43 | 895 | 1,371 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 775 | 808 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 775 | 798 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 850 | 1,160 | ||
Massachusetts GO | 4.500% | 8/1/31 | 1,000 | 1,222 | ||
Massachusetts GO | 2.663% | 9/1/39 | 1,000 | 1,054 | ||
Massachusetts GO | 5.456% | 12/1/39 | 1,860 | 2,568 | ||
Massachusetts GO | 2.813% | 9/1/43 | 1,320 | 1,396 | ||
Massachusetts GO | 2.900% | 9/1/49 | 580 | 613 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 1,005 | 1,421 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 950 | 1,021 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 865 | 1,215 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 1,000 | 1,471 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 905 | 1,541 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 1,605 | 1,787 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 1,000 | 1,077 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 925 | 1,000 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 1,570 | 1,716 | ||
Mississippi GO | 5.245% | 11/1/34 | 700 | 905 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 1,400 | 1,671 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 1,050 | 1,185 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 6.561% | 12/15/40 | 1,185 | 1,768 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 915 | 1,042 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 2,464 | 4,046 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 4,785 | 7,656 | ||
New York City NY GO | 5.206% | 10/1/31 | 1,070 | 1,311 | ||
New York City NY GO | 5.517% | 10/1/37 | 1,175 | 1,595 | ||
New York City NY GO | 6.271% | 12/1/37 | 750 | 1,082 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 975 | 1,456 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 730 | 1,094 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 800 | 1,224 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 980 | 1,509 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 935 | 1,378 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,000 | 1,548 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.267% | 5/1/27 | 20 | 24 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 625 | 804 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 1,000 | 1,338 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 1,150 | 1,521 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 815 | 1,087 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 40 | 58 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 40 | 59 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 2,425 | 3,274 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 1,790 | 2,909 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 350 | 362 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 1,000 | 1,010 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 1,830 | 2,394 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 1,320 | 1,783 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 625 | 670 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 1,100 | 1,162 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 1,275 | 1,447 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 1,675 | 2,090 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 225 | 229 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 2,335 | 3,856 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 1,775 | 2,382 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 1,150 | 1,369 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 1,072 | 1,520 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 975 | 1,002 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 1,125 | 1,346 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 780 | 1,088 | ||
9 | Oregon GO | 3.424% | 3/1/60 | 750 | 772 | |
Pennsylvania State University | 2.790% | 9/1/43 | 750 | 763 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 775 | 782 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 910 | 1,318 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 625 | 628 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,475 | 2,078 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 1,665 | 2,346 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 1,000 | 1,358 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 875 | 981 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 675 | 817 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 1,720 | 2,384 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 250 | 251 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 4,870 | 6,389 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 1,350 | 1,846 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 635 | 670 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 710 | 1,146 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 660 | 901 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 400 | 427 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 700 | 799 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 1,190 | 1,302 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 1,125 | 1,252 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 650 | 828 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 1,520 | 2,011 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 850 | 1,208 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 550 | 787 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 1,225 | 1,499 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 675 | 669 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 1,065 | 1,611 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,175 | 1,775 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 725 | 736 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 1,365 | 2,287 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 1,350 | 1,473 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 1,500 | 1,882 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 800 | 1,262 | ||
Texas GO | 5.517% | 4/1/39 | 2,715 | 3,910 | ||
Texas GO | 3.211% | 4/1/44 | 1,300 | 1,371 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 2,150 | 2,395 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 650 | 659 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 1,500 | 1,482 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 950 | 1,245 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 685 | 842 | ||
10 | Tucson City AZ COP | 2.856% | 7/1/47 | 725 | 715 | |
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 1,000 | 1,561 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 900 | 1,407 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 1,625 | 1,672 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 2,010 | 2,135 | ||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 665 | 718 | ||
University of California Revenue | 4.601% | 5/15/31 | 203 | 241 | ||
University of California Revenue | 5.770% | 5/15/43 | 980 | 1,381 | ||
University of California Revenue | 4.131% | 5/15/45 | 500 | 598 | ||
University of California Revenue | 5.946% | 5/15/45 | 1,275 | 1,805 | ||
University of California Revenue | 3.071% | 5/15/51 | 1,000 | 1,010 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,265 | 1,781 | ||
University of California Revenue | 4.767% | 5/15/15 | 1,200 | 1,648 | ||
University of Michigan | 2.437% | 4/1/40 | 950 | 954 | ||
University of Michigan | 2.562% | 4/1/50 | 500 | 495 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 775 | 836 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 925 | 973 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 1,075 | 1,425 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 800 | 914 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 625 | 601 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 690 | 796 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 1,000 | 1,045 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,675 | 1,579 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 975 | 1,223 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Washington GO | 5.140% | 8/1/40 | 885 | 1,219 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 875 | 983 | ||
Total Taxable Municipal Bonds (Cost $273,905) | 348,757 | |||||
Shares | ||||||
Temporary Cash Investments (0.26%) | ||||||
Money Market Fund (0.26%) | ||||||
11 | Vanguard Market Liquidity Fund (Cost $28,779) | 0.056% | 287,796 | 28,779 | ||
Total Investments (99.52%) (Cost $10,214,056) | 11,068,055 | |||||
Other Assets and Liabilities—Net (0.48%) | 53,703 | |||||
Net Assets (100%) | 11,121,758 |
Cost is in $000. | |
1 | Securities with a value of $263,000 have been segregated as initial margin for open futures contracts. |
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 | 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 June 30, 2021, the aggregate value was $141,896,000, representing 1.3% of net assets. |
6 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
7 | Guaranteed by the Federal Republic of Germany. |
8 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
9 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
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. |
COP—Certificate of Participation. | |
GO—General Obligation Bond. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (63.56%) | ||||||
U.S. Government Securities (41.66%) | ||||||
United States Treasury Note/Bond | 8.125% | 8/15/21 | 35,690 | 35,997 | ||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 207,115 | 210,481 | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 861,155 | 874,745 | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 451,639 | 451,780 | ||
United States Treasury Note/Bond | 0.125% | 7/31/22 | 339,885 | 339,938 | ||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 507,257 | 516,927 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 89,260 | 91,087 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 797,973 | 810,317 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 261,980 | 266,442 | ||
United States Treasury Note/Bond | 7.250% | 8/15/22 | 3,014 | 3,251 | ||
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 | 424,043 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 293,813 | 299,827 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 206,742 | 210,166 | ||
United States Treasury Note/Bond | 0.125% | 9/30/22 | 372,746 | 372,688 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 363,140 | 370,460 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 517,720 | 528,964 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 862,560 | 876,172 | ||
United States Treasury Note/Bond | 0.125% | 10/31/22 | 479,915 | 479,765 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 354,240 | 362,376 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 486,670 | 498,685 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 908,480 | 926,792 | ||
United States Treasury Note/Bond | 0.125% | 11/30/22 | 1,459,526 | 1,458,842 | ||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 665,725 | 682,992 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 869,040 | 887,507 | ||
United States Treasury Note/Bond | 0.125% | 12/31/22 | 139,802 | 139,693 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 863,325 | 888,550 | ||
United States Treasury Note/Bond | 1.500% | 1/15/23 | 450,485 | 459,635 | ||
United States Treasury Note/Bond | 0.125% | 1/31/23 | 99,646 | 99,553 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 302,602 | 310,072 | ||
United States Treasury Note/Bond | 2.375% | 1/31/23 | 472,400 | 488,713 | ||
United States Treasury Note/Bond | 1.375% | 2/15/23 | 661,000 | 673,704 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 70,831 | 72,901 | ||
United States Treasury Note/Bond | 7.125% | 2/15/23 | 163,535 | 181,703 | ||
United States Treasury Note/Bond | 0.125% | 2/28/23 | 60,868 | 60,801 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 322,416 | 329,368 | ||
United States Treasury Note/Bond | 2.625% | 2/28/23 | 291,812 | 303,576 | ||
United States Treasury Note/Bond | 0.500% | 3/15/23 | 972 | 977 | ||
United States Treasury Note/Bond | 0.125% | 3/31/23 | 12,110 | 12,093 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 385,850 | 394,532 | ||
United States Treasury Note/Bond | 2.500% | 3/31/23 | 435,701 | 453,061 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 97,915 | 97,976 | ||
United States Treasury Note/Bond | 0.125% | 4/30/23 | 967,225 | 965,563 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 108,332 | 111,091 | ||
United States Treasury Note/Bond | 2.750% | 4/30/23 | 234,973 | 245,803 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 142,170 | 141,881 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 1,139,255 | 1,171,474 | ||
United States Treasury Note/Bond | 0.125% | 5/31/23 | 84,005 | 83,834 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 367,450 | 377,153 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 186,365 | 195,305 | ||
1 | United States Treasury Note/Bond | 0.250% | 6/15/23 | 2,126,420 | 2,126,752 | |
United States Treasury Note/Bond | 0.125% | 6/30/23 | 1,162,480 | 1,159,574 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 275,345 | 281,540 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 254,388 | 266,432 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 810,780 | 808,627 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 165,261 | 168,644 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 355,760 | 374,159 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 556,915 | 555,175 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 361,760 | 378,831 | ||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 208,228 | 234,354 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 278,085 | 284,646 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 725,366 | 764,014 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 704,085 | 701,555 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 327,230 | 335,104 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 390,104 | 412,596 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 1,054,900 | 1,050,450 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 202,790 | 208,937 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 350,246 | 371,042 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 343,875 | 343,338 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 275,962 | 291,744 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 393,035 | 409,985 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 261,591 | 277,613 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 904,505 | 899,700 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 110,858 | 116,089 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 132,471 | 139,964 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 396,240 | 393,887 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 194,225 | 203,633 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 678,645 | 715,970 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 204,135 | 202,827 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 589,749 | 626,332 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 485,224 | 507,666 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 510,641 | 537,529 | ||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 180,705 | 179,999 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 962,029 | 1,007,274 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 777,825 | 776,853 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 300,822 | 314,171 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 885,657 | 931,185 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 450,160 | 447,769 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 672,918 | 712,767 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 1,198,264 | 1,252,186 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 805,515 | 800,606 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 391,554 | 406,666 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 419,533 | 438,740 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 345,514 | 359,065 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 254,475 | 267,318 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 491,390 | 520,259 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 478,543 | 489,834 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 306,793 | 320,023 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 283,503 | 292,540 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 482,058 | 507,065 | ||
United States Treasury Note/Bond | 1.500% | 10/31/24 | 864,346 | 891,897 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 282,595 | 298,579 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 606,889 | 641,501 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 1,325 | 1,634 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 1,100,256 | 1,135,327 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 1,110,580 | 1,169,753 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 454,053 | 472,499 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 361,825 | 382,856 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 261,760 | 268,958 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 212,880 | 227,316 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 289,129 | 303,495 | ||
United States Treasury Note/Bond | 7.625% | 2/15/25 | 2,112 | 2,643 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 34,711 | 35,340 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 78,661 | 84,757 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 9,630 | 9,582 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 300,621 | 322,886 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 320,390 | 316,936 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 208,494 | 226,085 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 1,112,386 | 1,174,263 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 614,131 | 603,768 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 255,590 | 277,475 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 1,084,640 | 1,065,320 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 251,462 | 271,972 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 714,990 | 701,360 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 293,610 | 319,163 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 1,620,189 | 1,704,743 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 48,414 | 60,480 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 468,100 | 458,665 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 350,365 | 379,434 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 146,010 | 142,930 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 259,032 | 283,559 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 530,514 | 518,660 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 204,006 | 223,482 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 742,427 | 789,757 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 874,670 | 858,817 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 275,005 | 300,013 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 169,153 | 165,929 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 360,095 | 389,240 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 964,285 | 944,999 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 539,960 | 584,169 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 1,076,077 | 1,115,421 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 262,549 | 258,529 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 351,250 | 378,197 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 445,505 | 443,486 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 473,185 | 504,238 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 998,342 | 993,194 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 354,170 | 379,737 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 984,824 | 1,020,678 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 1,031,245 | 1,025,283 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 322,175 | 341,707 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 200,000 | 199,906 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 323,405 | 339,120 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 302,795 | 317,604 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 637,414 | 656,337 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 32,360 | 41,815 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 585,567 | 599,291 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 576,425 | 597,140 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 481,179 | 498,321 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 522,821 | 551,740 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 50,779 | 65,505 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 807,440 | 835,953 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 485,524 | 505,931 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 288,845 | 296,878 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 413,015 | 441,409 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 1,892 | 1,905 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 3,245 | 3,175 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 126,813 | 122,969 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 522,299 | 562,288 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 939,455 | 909,510 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 386,210 | 373,537 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 691,045 | 662,431 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 508,974 | 544,284 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 33,585 | 44,164 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 1,115,825 | 1,075,899 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 299,065 | 285,794 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 560,407 | 538,866 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 813,084 | 869,745 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 939,020 | 908,942 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 647,600 | 626,047 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 780,282 | 759,678 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 667,601 | 735,613 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 443,220 | 441,904 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 623,400 | 625,933 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 951,603 | 954,577 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 755,131 | 838,904 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 532,190 | 533,520 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 834,400 | 835,704 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 953,238 | 1,059,881 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 39,225 | 50,704 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 866,900 | 980,681 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 45,485 | 58,320 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 697,211 | 764,426 | ||
United States Treasury Note/Bond | 5.250% | 2/15/29 | 45,278 | 58,317 | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 903,778 | 975,233 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 679,659 | 695,164 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 50,571 | 69,440 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 549,757 | 567,452 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 147,629 | 149,082 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 1,281,512 | 1,197,813 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 131,653 | 185,590 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 1,323,619 | 1,233,448 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 1,451,269 | 1,380,293 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 1,512,821 | 1,468,855 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 350,937 | 476,726 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 1,069,226 | 1,085,766 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 418,248 | 573,719 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 35,000 | 49,645 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 59,400 | 86,520 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 55,118 | 75,787 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 5,613 | 7,830 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 132,956 | 166,091 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 109,385 | 149,498 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 120,862 | 170,189 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 233,466 | 324,335 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 260,527 | 373,531 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 90,635 | 78,243 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 184,735 | 257,879 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 1,025,495 | 882,246 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 239,862 | 315,044 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 441,620 | 396,699 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 233,132 | 321,285 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 1,075,461 | 1,052,944 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 193,930 | 284,138 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 251,860 | 262,092 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 163,418 | 229,372 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 64,325 | 83,492 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 78,330 | 93,286 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 190,872 | 227,555 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 183,799 | 214,987 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 414,324 | 466,568 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 473,324 | 532,638 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 324,938 | 387,945 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 512,230 | 588,584 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 394,910 | 508,138 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 388,181 | 509,245 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 341,732 | 441,368 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 432,981 | 539,535 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 484,184 | 580,719 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 365,342 | 429,848 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 434,671 | 469,988 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 541,182 | 637,918 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 304,028 | 351,343 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 207,935 | 245,688 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 314,180 | 340,198 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 376,793 | 407,996 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 445,311 | 460,270 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 503,620 | 584,042 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 117,835 | 139,911 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 192,429 | 228,659 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 381,063 | 433,221 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 432,499 | 492,035 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 617,611 | 735,729 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 558,044 | 680,378 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 561,717 | 670,199 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 393,844 | 502,643 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 577,056 | 690,574 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 790,568 | 925,335 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 230,605 | 238,820 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 2,256 | 2,401 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 103,121 | 101,284 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 1,350,882 | 1,102,868 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 1,017,569 | 857,620 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 1,243,320 | 1,116,463 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 1,141,698 | 1,089,073 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 802,175 | 856,447 | ||
130,146,940 | ||||||
Agency Bonds and Notes (1.27%) | ||||||
2 | AID-Israel | 5.500% | 9/18/23 | 542 | 603 | |
2 | AID-Israel | 5.500% | 12/4/23 | 4,768 | 5,344 | |
2 | AID-Israel | 5.500% | 4/26/24 | 20,405 | 23,240 | |
2 | AID-Israel | 5.500% | 9/18/33 | 6,775 | 9,559 | |
2 | AID-Jordan | 3.000% | 6/30/25 | 5,200 | 5,612 | |
Federal Farm Credit Banks | 0.125% | 11/23/22 | 23,415 | 23,400 | ||
Federal Farm Credit Banks | 0.125% | 2/3/23 | 22,000 | 21,974 | ||
Federal Farm Credit Banks | 0.125% | 4/13/23 | 53,000 | 52,910 | ||
Federal Farm Credit Banks | 0.125% | 5/10/23 | 32,500 | 32,436 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 8,000 | 8,242 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 5,000 | 5,390 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 20,700 | 20,636 | ||
Federal Home Loan Banks | 0.125% | 8/12/22 | 24,000 | 23,999 | ||
3 | Federal Home Loan Banks | 2.000% | 9/9/22 | 12,975 | 13,261 | |
Federal Home Loan Banks | 0.125% | 10/21/22 | 27,500 | 27,491 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 22,295 | 22,720 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 27,720 | 28,616 | ||
Federal Home Loan Banks | 0.125% | 3/17/23 | 25,000 | 24,963 | ||
Federal Home Loan Banks | 0.125% | 6/2/23 | 42,500 | 42,406 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 57,095 | 60,262 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 40,400 | 43,273 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 19,950 | 20,575 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 24,750 | 28,493 | ||
Federal Home Loan Banks | 2.875% | 9/13/24 | 14,985 | 16,109 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 29,000 | 28,829 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 11,000 | 10,824 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 218,880 | 249,022 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 19,780 | 29,151 | ||
3,4 | Federal Home Loan Mortgage Corp. | 0.125% | 7/25/22 | 25,000 | 25,000 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 16,100 | 16,145 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 49,050 | 49,180 | |
3,4 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 50,000 | 52,460 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 54,475 | 54,485 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 68,975 | 68,949 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 55,750 | 55,716 | |
4 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 25,000 | 24,907 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 52,000 | 51,930 | |
4 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 57,670 | 57,562 | |
4 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 39,850 | 41,119 | |
3,4 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 44,250 | 43,668 | |
4 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 108,425 | 106,849 | |
3,4 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 191,366 | 275,859 | |
4 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 90,654 | 133,323 | |
4 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 11,429 | 16,793 | |
4 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 20,300 | 20,595 | |
4 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 18,525 | 18,956 | |
4 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 33,510 | 34,642 | |
4 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 71,700 | 71,726 | |
4 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 38,050 | 38,044 | |
4 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 23,000 | 24,308 | |
4 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 214,605 | 214,308 | |
4 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 90,320 | 95,288 | |
4 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 26,717 | 27,737 | |
4 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 384,005 | 410,378 | |
4 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 29,170 | 30,232 | |
4 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 36,330 | 37,627 | |
4 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 27,300 | 27,266 | |
4 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 41,000 | 40,684 | |
4 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 84,475 | 83,304 | |
4 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 77,575 | 76,731 | |
4 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 34,025 | 36,059 | |
4 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 48,275 | 50,663 | |
4 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 84,180 | 82,266 | |
4 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 27,789 | 37,859 | |
4 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 26,389 | 38,439 | |
4 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 47,677 | 70,739 | |
4 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 98,000 | 92,923 | |
4 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 29,700 | 42,974 | |
4 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 10,765 | 16,361 | |
3 | Private Export Funding Corp. | 2.050% | 11/15/22 | 8,335 | 8,508 | |
3 | Private Export Funding Corp. | 3.550% | 1/15/24 | 4,200 | 4,509 | |
3 | Private Export Funding Corp. | 2.450% | 7/15/24 | 8,300 | 8,720 | |
Private Export Funding Corp. | 1.750% | 11/15/24 | 4,050 | 4,166 | ||
3 | Private Export Funding Corp. | 3.250% | 6/15/25 | 2,475 | 2,682 | |
Private Export Funding Corp. | 1.400% | 7/15/28 | 11,650 | 11,634 | ||
3 | Resolution Funding Corp. | 8.625% | 1/15/30 | 110 | 171 | |
Tennessee Valley Authority | 1.875% | 8/15/22 | 7,300 | 7,438 | ||
Tennessee Valley Authority | 2.875% | 9/15/24 | 9,637 | 10,346 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 6,825 | 6,832 | ||
3 | Tennessee Valley Authority | 6.750% | 11/1/25 | 17,306 | 21,675 | |
3 | Tennessee Valley Authority | 2.875% | 2/1/27 | 30,250 | 33,092 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 27,165 | 39,578 | ||
3 | Tennessee Valley Authority | 4.700% | 7/15/33 | 7,950 | 10,338 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 15,169 | 19,913 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 10,800 | 16,035 | ||
Tennessee Valley Authority | 6.150% | 1/15/38 | 920 | 1,403 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 2,550 | 3,696 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 24,190 | 34,479 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 6,951 | 9,991 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 6,250 | 10,000 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 7,468 | 10,987 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 14,725 | 20,601 | ||
3,970,188 | ||||||
Conventional Mortgage-Backed Securities (20.61%) | ||||||
3,4 | Fannie Mae Pool | 6.000% | 1/1/26–3/1/35 | 252 | 288 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4 | Fannie Mae Pool | 6.500% | 2/1/29–9/1/32 | 122 | 135 | |
3,4 | Fannie Mae Pool | 8.000% | 8/1/24 | 1 | 1 | |
3,4 | Freddie Mac Gold Pool | 2.000% | 1/1/28–12/1/31 | 33,699 | 34,768 | |
3,4 | Freddie Mac Gold Pool | 2.500% | 6/1/22–3/1/43 | 490,494 | 512,505 | |
3,4 | Freddie Mac Gold Pool | 3.000% | 8/1/21–12/1/47 | 1,574,279 | 1,658,679 | |
3,4 | Freddie Mac Gold Pool | 3.500% | 4/1/24–7/1/48 | 1,757,448 | 1,878,645 | |
3,4 | Freddie Mac Gold Pool | 4.000% | 5/1/23–2/1/49 | 1,104,522 | 1,194,999 | |
3,4 | Freddie Mac Gold Pool | 4.500% | 12/1/21–1/1/49 | 555,746 | 609,729 | |
3,4 | Freddie Mac Gold Pool | 5.000% | 12/1/21–11/1/48 | 179,229 | 201,367 | |
3,4 | Freddie Mac Gold Pool | 5.500% | 1/1/22–6/1/41 | 109,157 | 125,241 | |
3,4 | Freddie Mac Gold Pool | 6.000% | 10/1/21–5/1/40 | 55,989 | 65,290 | |
3,4 | Freddie Mac Gold Pool | 6.500% | 3/1/22–9/1/39 | 19,836 | 22,774 | |
3,4 | Freddie Mac Gold Pool | 7.000% | 9/1/23–12/1/38 | 6,895 | 7,793 | |
3,4 | Freddie Mac Gold Pool | 7.500% | 9/1/22–2/1/32 | 458 | 518 | |
3,4 | Freddie Mac Gold Pool | 8.000% | 8/1/23–12/1/31 | 613 | 697 | |
3,4 | Freddie Mac Gold Pool | 8.500% | 6/1/22–7/1/31 | 99 | 112 | |
3,4 | Freddie Mac Gold Pool | 9.000% | 12/1/24–3/1/31 | 87 | 105 | |
3,5 | Ginnie Mae I Pool | 3.000% | 1/15/26–7/15/51 | 3,164,782 | 3,328,464 | |
3 | Ginnie Mae I Pool | 3.500% | 9/20/25–11/20/50 | 2,837,152 | 3,015,058 | |
3 | Ginnie Mae I Pool | 4.000% | 6/15/24–5/20/50 | 1,547,321 | 1,666,726 | |
3 | Ginnie Mae I Pool | 4.500% | 6/15/23–9/20/49 | 836,346 | 914,812 | |
3 | Ginnie Mae I Pool | 4.750% | 8/15/33 | 10 | 12 | |
3 | Ginnie Mae I Pool | 5.000% | 12/20/32–12/20/49 | 323,913 | 359,324 | |
3 | Ginnie Mae I Pool | 5.500% | 8/15/23–1/20/49 | 109,923 | 126,655 | |
3 | Ginnie Mae I Pool | 6.000% | 11/15/22–12/20/41 | 56,787 | 65,364 | |
3 | Ginnie Mae I Pool | 6.500% | 9/15/23–9/20/40 | 17,916 | 20,537 | |
3 | Ginnie Mae I Pool | 7.000% | 1/15/23–11/20/38 | 3,354 | 3,889 | |
3 | Ginnie Mae I Pool | 7.500% | 12/15/22–6/15/32 | 946 | 1,057 | |
3 | Ginnie Mae I Pool | 8.000% | 8/15/22–12/15/30 | 585 | 659 | |
3 | Ginnie Mae I Pool | 8.250% | 6/15/27 | 1 | 1 | |
3 | Ginnie Mae I Pool | 8.500% | 6/15/22–2/15/31 | 128 | 148 | |
3 | Ginnie Mae I Pool | 9.000% | 9/15/24–1/15/31 | 129 | 153 | |
3 | Ginnie Mae I Pool | 9.500% | 12/15/24–9/15/25 | 3 | 3 | |
3 | Ginnie Mae II Pool | 1.500% | 3/20/51–4/20/51 | 52,763 | 52,096 | |
3,5 | Ginnie Mae II Pool | 2.000% | 8/20/50–7/15/51 | 2,379,866 | 2,424,650 | |
3,5 | Ginnie Mae II Pool | 2.500% | 6/20/27–7/15/51 | 2,255,211 | 2,335,895 | |
3,4,5 | UMBS Pool | 1.500% | 7/1/35–7/25/51 | 3,399,838 | 3,371,804 | |
3,4,5 | UMBS Pool | 2.000% | 7/1/23–7/25/51 | 13,016,666 | 13,210,945 | |
3,4,5 | UMBS Pool | 2.500% | 10/1/22–7/25/51 | 8,797,513 | 9,128,613 | |
3,4,5 | UMBS Pool | 3.000% | 10/1/21–7/25/51 | 6,681,469 | 7,016,632 | |
3,4,5 | UMBS Pool | 3.500% | 8/1/21–7/25/51 | 4,469,263 | 4,763,431 | |
3,4,5 | UMBS Pool | 4.000% | 2/1/22–7/25/51 | 3,279,514 | 3,538,066 | |
3,4 | UMBS Pool | 4.500% | 11/1/21–7/1/50 | 1,478,292 | 1,618,042 | |
3,4 | UMBS Pool | 5.000% | 9/1/21–3/1/50 | 536,278 | 599,732 | |
3,4 | UMBS Pool | 5.500% | 9/1/21–6/1/49 | 220,071 | 253,816 | |
3,4 | UMBS Pool | 6.000% | 8/1/21–5/1/41 | 157,175 | 184,436 | |
3,4 | UMBS Pool | 6.500% | 10/1/21–10/1/39 | 38,915 | 45,073 | |
3,4 | UMBS Pool | 7.000% | 12/1/22–11/1/38 | 11,247 | 13,086 | |
3,4 | UMBS Pool | 7.500% | 11/1/22–12/1/32 | 972 | 1,117 | |
3,4 | UMBS Pool | 8.000% | 6/1/22–9/1/31 | 314 | 368 | |
3,4 | UMBS Pool | 8.500% | 7/1/24–5/1/32 | 130 | 149 | |
3,4 | UMBS Pool | 9.000% | 8/1/24–8/1/30 | 28 | 33 | |
3,4 | UMBS Pool | 9.500% | 1/1/25–11/1/25 | 33 | 38 | |
64,374,530 | ||||||
Nonconventional Mortgage-Backed Securities (0.02%) | ||||||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 1.668% | 12/1/41 | 582 | 604 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.887% | 9/1/37 | 960 | 992 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.353% | 1.728% | 1/1/35 | 66 | 69 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.388% | 2.002% | 10/1/37 | 528 | 546 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.431% | 1.958% | 7/1/36 | 151 | 158 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.460% | 1.835% | 2/1/37 | 1 | 1 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.472% | 1.847% | 3/1/43 | 1,692 | 1,774 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.519% | 2.019% | 10/1/34 | 3 | 3 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 1.934% | 12/1/43 | 587 | 632 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.553% | 2.199% | 9/1/43 | 206 | 208 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.560% | 2.310% | 7/1/43 | 3,621 | 3,728 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.594% | 2.005% | 6/1/43 | 814 | 823 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.596% | 2.096% | 11/1/33 | 83 | 88 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.603% | 1.978% | 4/1/37 | 10 | 11 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.618% | 2.326% | 8/1/35 | 551 | 587 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 1.998% | 2/1/36 | 305 | 314 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.624% | 1.974% | 10/1/37 | 321 | 333 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.002% | 3/1/38 | 102 | 106 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.633% | 2.008% | 1/1/35 | 1 | 1 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 2.135% | 11/1/36 | 63 | 67 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.655% | 2.187% | 10/1/42 | 644 | 681 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 2.033% | 1/1/37 | 150 | 160 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 2.408% | 7/1/35 | 362 | 381 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 2.207% | 9/1/40 | 164 | 175 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 1.915% | 6/1/36 | 30 | 30 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.675% | 2.172% | 11/1/39 | 313 | 330 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 2.154% | 8/1/39 | 771 | 797 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 2.156% | 1/1/42 | 681 | 708 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.940% | 6/1/42 | 880 | 919 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 2.105% | 12/1/33 | 159 | 170 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.688% | 2.063% | 4/1/36 | 141 | 148 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.962% | 5/1/40 | 236 | 252 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.213% | 10/1/39 | 396 | 414 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.329% | 9/1/42 | 1,098 | 1,154 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 2.445% | 7/1/39 | 141 | 147 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 2.242% | 8/1/40 | 393 | 419 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.075% | 12/1/40 | 330 | 351 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.163% | 7/1/37 | 272 | 291 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 2.234% | 10/1/42 | 604 | 643 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 2.110% | 11/1/39 | 179 | 188 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.711% | 2.086% | 4/1/36 | 56 | 58 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.716% | 2.042% | 5/1/42 | 900 | 945 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.721% | 2.249% | 9/1/43 | 1,337 | 1,415 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.728% | 2.228% | 9/1/34 | 186 | 192 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.737% | 1.988% | 6/1/41 | 136 | 144 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 2.192% | 7/1/41 | 1,049 | 1,111 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.748% | 2.123% | 5/1/35 | 153 | 160 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.125% | 2/1/36 | 144 | 150 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.451% | 10/1/40 | 218 | 231 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.768% | 2.121% | 5/1/42 | 92 | 96 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.155% | 2/1/41 | 267 | 284 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.783% | 2.276% | 7/1/42 | 493 | 535 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.791% | 2.070% | 4/1/37 | 49 | 54 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.170% | 3/1/42 | 620 | 659 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.354% | 8/1/42 | 1,482 | 1,483 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.796% | 2.384% | 9/1/40 | 640 | 678 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.371% | 3/1/42 | 275 | 297 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.274% | 11/1/41 | 840 | 906 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.185% | 11/1/39–12/1/40 | 425 | 449 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.310% | 11/1/33–10/1/40 | 1,062 | 1,136 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.392% | 9/1/33 | 5 | 5 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.204% | 1/1/42 | 339 | 361 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.218% | 11/1/41 | 396 | 422 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.071% | 5/1/41 | 424 | 453 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.190% | 2/1/41 | 445 | 476 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.224% | 12/1/41 | 492 | 527 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.289% | 12/1/40 | 288 | 302 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.315% | 11/1/40 | 221 | 234 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.195% | 12/1/40 | 76 | 81 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.821% | 2.196% | 3/1/41 | 589 | 626 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.823% | 2.293% | 12/1/39 | 339 | 356 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.200% | 3/1/41 | 410 | 443 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 2.076% | 7/1/38 | 272 | 279 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.827% | 2.201% | 2/1/41 | 346 | 351 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.828% | 2.152% | 2/1/42 | 574 | 618 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.080% | 6/1/41 | 614 | 652 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.205% | 4/1/41 | 593 | 603 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 2.210% | 1/1/40 | 332 | 348 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.566% | 8/1/39 | 383 | 407 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.865% | 2.115% | 5/1/40 | 116 | 122 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.875% | 2.250% | 1/1/37 | 16 | 17 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 2.315% | 11/1/34 | 242 | 260 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.912% | 2.162% | 5/1/36 | 74 | 75 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 2.164% | 4/1/37 | 213 | 228 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.925% | 2.425% | 10/1/37 | 15 | 15 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 1.965% | 2.340% | 4/1/37 | 15 | 15 | |
3,4,6 | Fannie Mae Pool, 12M USD LIBOR + 2.130% | 2.547% | 10/1/36 | 199 | 216 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.155% | 2.280% | 12/1/37 | 388 | 403 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.185% | 2.310% | 5/1/36 | 33 | 35 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.190% | 2.315% | 12/1/36 | 5 | 5 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.235% | 2.360% | 12/1/35 | 2 | 3 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.268% | 2.393% | 5/1/33–12/1/35 | 199 | 211 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.275% | 2.400% | 11/1/32 | 5 | 6 | |
3,4,6 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 165 | 177 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.146% | 1.396% | 4/1/37 | 603 | 629 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.413% | 1.663% | 7/1/34 | 96 | 101 | |
3,4,6 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.090% | 8/1/37 | 426 | 448 | |
3,4 | Fannie Mae REMICS | 2.488% | 3/25/23 | 7,354 | 7,593 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.158% | 1.408% | 8/1/37 | 9 | 9 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.516% | 2.016% | 9/1/37 | 91 | 93 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.545% | 1.919% | 3/1/37 | 32 | 33 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.550% | 1.925% | 4/1/37 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.570% | 1.945% | 3/1/37 | 24 | 26 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 2.000% | 1/1/38 | 75 | 81 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.890% | 5/1/42 | 135 | 141 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.015% | 12/1/36 | 270 | 289 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.155% | 11/1/43 | 210 | 220 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 2.160% | 10/1/37 | 287 | 299 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 2.040% | 12/1/34 | 96 | 98 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.070% | 2/1/37 | 177 | 190 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 2.102% | 1/1/35 | 38 | 40 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 2.118% | 12/1/36 | 382 | 398 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 2.120% | 12/1/40 | 690 | 725 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.000% | 5/1/38 | 46 | 48 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.125% | 4/1/33–3/1/36 | 21 | 21 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.765% | 2.140% | 12/1/36 | 51 | 55 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.770% | 2.154% | 12/1/34 | 6 | 7 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.779% | 2.184% | 6/1/37 | 398 | 428 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.780% | 2.210% | 3/1/36 | 4 | 4 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.819% | 2.369% | 3/1/42 | 467 | 498 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.822% | 2.279% | 6/1/41 | 21 | 22 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.830% | 2.247% | 12/1/35 | 278 | 297 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.831% | 2.831% | 1/1/37 | 129 | 138 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.840% | 2.840% | 6/1/37 | 67 | 71 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.853% | 2.242% | 2/1/42 | 186 | 197 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.870% | 2.576% | 8/1/37 | 171 | 179 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 5/1/40 | 170 | 177 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.132% | 6/1/40 | 187 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.255% | 12/1/40–3/1/41 | 872 | 925 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.500% | 6/1/41 | 187 | 196 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.880% | 6/1/40 | 334 | 346 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.888% | 2.287% | 2/1/42 | 267 | 271 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895% | 2.501% | 9/1/40 | 489 | 519 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.287% | 6/1/40 | 289 | 300 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.353% | 11/1/40 | 359 | 375 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.439% | 12/1/39 | 95 | 102 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.285% | 1/1/41–2/1/41 | 664 | 710 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.980% | 2.247% | 5/1/37 | 554 | 564 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.995% | 2.370% | 3/1/37 | 388 | 415 | |
3,4,6 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.460% | 3/1/38 | 72 | 76 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.125% | 2.250% | 6/1/35 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.375% | 2/1/36–5/1/36 | 345 | 363 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.378% | 11/1/34 | 560 | 588 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.464% | 6/1/34 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.542% | 11/1/36 | 111 | 115 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.315% | 2.440% | 12/1/34 | 23 | 24 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.409% | 2.534% | 11/1/33 | 1 | 1 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 2.537% | 10/1/36 | 366 | 392 | |
3,4,6 | Freddie Mac Non Gold Pool, 1YR CMT + 2.549% | 2.673% | 3/1/37 | 85 | 85 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.355% | 1.605% | 5/1/37–6/1/37 | 311 | 318 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.570% | 1.820% | 3/1/37 | 82 | 85 | |
3,4,6 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 1.915% | 1/1/37 | 507 | 535 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38–12/20/40 | 725 | 760 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.000% | 1/20/41–1/20/44 | 5,119 | 5,290 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.125% | 10/20/38–12/20/43 | 3,633 | 3,743 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.250% | 7/20/41–8/20/41 | 1,062 | 1,092 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 6/20/29–6/20/43 | 3,068 | 3,201 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.125% | 11/20/40 | 57 | 59 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 125 | 130 | |
3,6 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | 129 | 132 | |
75,185 | ||||||
Total U.S. Government and Agency Obligations (Cost $193,204,125) | 198,566,843 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.60%) | ||||||
3 | Ally Auto Receivables Trust Series 2018-1 | 2.530% | 2/15/23 | 1,194 | 1,197 | |
3 | Ally Auto Receivables Trust Series 2018-2 | 3.090% | 6/15/23 | 2,230 | 2,253 | |
3 | Ally Auto Receivables Trust Series 2018-3 | 3.000% | 1/17/23 | 207 | 208 | |
3 | Ally Auto Receivables Trust Series 2018-3 | 3.120% | 7/17/23 | 2,375 | 2,404 | |
3 | Ally Auto Receivables Trust Series 2019-2 | 2.230% | 1/16/24 | 10,893 | 11,002 | |
3 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 1,875 | 1,925 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.840% | 6/17/24 | 12,047 | 12,156 | |
3 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 1,600 | 1,640 | |
3 | American Express Credit Account Master Trust Series 2017-7 | 2.350% | 5/15/25 | 13,300 | 13,660 | |
3 | American Express Credit Account Master Trust Series 2018-2 | 3.010% | 10/15/25 | 14,150 | 14,797 | |
3 | American Express Credit Account Master Trust Series 2018-8 | 3.180% | 4/15/24 | 2,200 | 2,213 | |
3 | American Express Credit Account Master Trust Series 2019-1 | 2.870% | 10/15/24 | 18,955 | 19,313 | |
3 | American Express Credit Account Master Trust Series 2019-3 | 2.000% | 4/15/25 | 7,450 | 7,612 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.260% | 1/18/24 | 1,988 | 1,999 | |
3 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 2,100 | 2,145 | |
3 | AmeriCredit Automobile Receivables Trust Series 2019-1 | 2.970% | 11/20/23 | 2,101 | 2,115 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 10,000 | 10,054 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-2 | 0.660% | 12/18/24 | 1,000 | 1,004 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.530% | 6/18/25 | 14,525 | 14,571 | |
3 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 1,375 | 1,379 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.370% | 8/18/25 | 3,650 | 3,645 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 2,150 | 2,153 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 1,350 | 1,343 | |
3 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 1,150 | 1,152 | |
3 | BA Credit Card Trust Series 2019-A1 | 1.740% | 1/15/25 | 10,750 | 10,938 | |
3 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 2,115 | 2,109 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 2,050 | 2,168 | |
3 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 4,100 | 4,465 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 9,108 | 10,088 | |
3 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 3,542 | 3,888 | |
3 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 9,750 | 10,730 | |
3 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 4,450 | 4,853 | |
3 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 5,500 | 5,945 | |
3 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 3,388 | 3,753 | |
3 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 3,388 | 3,722 | |
3 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 6,984 | 7,581 | |
3 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 5,790 | 6,401 | |
3 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 4,100 | 4,512 | |
3 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 8,000 | 8,872 | |
3 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 1,325 | 1,464 | |
3 | BANK Series 2017-BNK8 | 4.206% | 11/15/50 | 1,955 | 2,097 | |
3 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 8,000 | 8,661 | |
3 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 8,000 | 8,898 | |
3 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 1,802 | 1,971 | |
3 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 7,600 | 8,518 | |
3 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 2,100 | 2,342 | |
3 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 5,550 | 6,345 | |
3 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 6,550 | 7,575 | |
3 | BANK Series 2018-BN12 | 4.488% | 5/15/61 | 2,100 | 2,416 | |
3 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 2,300 | 2,583 | |
3 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 2,200 | 2,542 | |
3 | BANK Series 2018-BN14 | 3.966% | 9/15/60 | 1,600 | 1,809 | |
3 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 3,425 | 3,626 | |
3 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 3,575 | 4,151 | |
3 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 1,550 | 1,794 | |
3 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 7,690 | 9,004 | |
3 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 6,625 | 7,603 | |
3 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 7,350 | 8,289 | |
3 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 1,750 | 1,982 | |
3 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 21,125 | 23,663 | |
3 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 2,575 | 2,888 | |
3 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 15,850 | 17,324 | |
3 | BANK Series 2019-BN19 | 4.167% | 8/15/61 | 2,240 | 2,407 | |
3 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 10,250 | 11,086 | |
3 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 21,600 | 23,090 | |
3 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 4,325 | 4,632 | |
3 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 16,943 | 18,280 | |
3 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 10,705 | 11,496 | |
3 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 4,000 | 4,325 | |
3 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 8,050 | 8,677 | |
3 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 3,750 | 4,058 | |
3 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 11,830 | 12,468 | |
3 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 3,685 | 3,871 | |
3 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 10,460 | 10,822 | |
3 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 3,310 | 3,435 | |
3 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 9,540 | 9,676 | |
3 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 2,825 | 2,910 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 2,810 | 2,776 | |
3 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 3,900 | 3,900 | |
3 | BANK Series 2020-BN30 | 1.925% | 12/15/53 | 4,700 | 4,671 | |
3 | BANK Series 2020-BN30 | 2.111% | 12/15/53 | 550 | 544 | |
3 | BANK Series 2021-BN31 | 2.036% | 2/15/54 | 3,300 | 3,309 | |
3 | BANK Series 2021-BN31 | 2.211% | 2/15/54 | 1,925 | 1,911 | |
3 | BANK Series 2021-BN32 | 2.643% | 4/15/54 | 5,350 | 5,641 | |
3 | BANK Series 2021-BN33 | 2.556% | 5/15/64 | 2,535 | 2,654 | |
3 | BANK Series 2021-BN34 | 2.438% | 6/15/63 | 9,750 | 10,104 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 21,595 | 24,195 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 15,870 | 17,038 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 1,325 | 1,430 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 8,975 | 9,747 | |
3 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 5,375 | 5,851 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 17,475 | 19,423 | |
3 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 4,675 | 5,162 | |
3 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 8,350 | 9,727 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 7,635 | 8,047 | |
3 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 2,000 | 2,115 | |
3 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 2,520 | 2,539 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 8,225 | 8,259 | |
3 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 1,685 | 1,707 | |
3 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 9,525 | 9,766 | |
3,5 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 9,500 | 9,858 | |
3 | Bear Stearns Commercial Mortgage Securities Trust Series 2007-T26 | 5.513% | 1/12/45 | 903 | 905 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 7,960 | 8,885 | |
3 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 2,600 | 2,875 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 6,050 | 6,291 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 17,575 | 19,847 | |
3 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 8,225 | 9,224 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 5,000 | 5,225 | |
3 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 13,150 | 14,996 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 18,625 | 21,382 | |
3 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 3,250 | 3,721 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 8,850 | 10,257 | |
3 | Benchmark Mortgage Trust Series 2018-B5 | 4.419% | 7/15/51 | 1,750 | 2,019 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 3,325 | 3,531 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 4,025 | 4,670 | |
3 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 1,250 | 1,447 | |
3 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 22,400 | 26,379 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 10,690 | 12,402 | |
3 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 3,400 | 3,936 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 6,100 | 6,887 | |
3 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 2,600 | 2,926 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 15,840 | 17,678 | |
3 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 4,225 | 4,726 | |
3 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 3,600 | 3,867 | |
3 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 13,650 | 14,790 | |
3 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 13,355 | 14,360 | |
3 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 6,281 | 7,208 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 25,275 | 26,781 | |
3 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 1,295 | 1,372 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 2,500 | 2,587 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 5,530 | 5,672 | |
3 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 1,655 | 1,708 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 3,375 | 3,339 | |
3 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 1,125 | 1,123 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 6,725 | 6,740 | |
3 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 555 | 564 | |
3 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 8,350 | 8,324 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 850 | 855 | |
3 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 6,100 | 6,077 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 7,900 | 8,318 | |
3 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 2,640 | 2,746 | |
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 13,150 | 13,201 | |
3 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 4,400 | 4,434 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 7,550 | 7,915 | |
3 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 1,625 | 1,708 | |
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 7,850 | 8,231 | |
3 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 3,675 | 3,882 | |
3 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 5,275 | 5,548 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 3,925 | 3,928 | |
3 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 1,250 | 1,248 | |
3 | BMW Vehicle Owner Trust Series 2018-A | 2.510% | 6/25/24 | 1,213 | 1,222 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 1,400 | 1,404 | |
3 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 575 | 576 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 4,025 | 4,530 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 8,100 | 8,629 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 8,000 | 8,562 | |
3 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 3,434 | 3,723 | |
3 | Capital One Multi-Asset Execution Trust Series 2017-A3 | 2.430% | 1/15/25 | 9,850 | 10,006 | |
3 | Capital One Multi-Asset Execution Trust Series 2017-A6 | 2.290% | 7/15/25 | 20,950 | 21,477 | |
3 | Capital One Multi-Asset Execution Trust Series 2019-A1 | 2.840% | 12/15/24 | 4,250 | 4,321 | |
3 | Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | 12,040 | 12,630 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 4,070 | 4,118 | |
3 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 2,125 | 2,190 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.600% | 11/15/24 | 3,175 | 3,216 | |
3 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 800 | 819 | |
3 | CarMax Auto Owner Trust Series 2017-4 | 2.330% | 5/15/23 | 2,830 | 2,846 | |
3 | CarMax Auto Owner Trust Series 2018-1 | 2.480% | 11/15/22 | 395 | 396 | |
3 | CarMax Auto Owner Trust Series 2018-1 | 2.640% | 6/15/23 | 1,200 | 1,213 | |
3 | CarMax Auto Owner Trust Series 2018-2 | 2.980% | 1/17/23 | 782 | 785 | |
3 | CarMax Auto Owner Trust Series 2018-2 | 3.160% | 7/17/23 | 2,625 | 2,674 | |
3 | CarMax Auto Owner Trust Series 2019-4 | 2.020% | 11/15/24 | 10,750 | 10,925 | |
3 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 1,350 | 1,398 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 10,328 | 10,531 | |
3 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 790 | 817 | |
3 | CarMax Auto Owner Trust Series 2020-2 | 1.700% | 11/15/24 | 6,250 | 6,330 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 7,475 | 7,504 | |
3 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 850 | 852 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 4,225 | 4,224 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 1,120 | 1,112 | |
3 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 275 | 275 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 3,820 | 3,815 | |
3 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 825 | 818 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 6,900 | 6,909 | |
3 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 1,600 | 1,601 | |
3 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 1,325 | 1,323 | |
3 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 9,075 | 9,641 | |
3 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 7,300 | 8,033 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 1,285 | 1,378 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 9,773 | 10,814 | |
3 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 2,542 | 2,761 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 5,133 | 5,653 | |
3 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 3,000 | 3,295 | |
3 | CD Mortgage Trust Series 2017-CD5 | 3.431% | 8/15/50 | 3,500 | 3,839 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 3,300 | 3,558 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 6,575 | 7,228 | |
3 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 3,825 | 4,179 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 850 | 956 | |
3 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 7,375 | 8,524 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 6,810 | 7,074 | |
3 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 18,130 | 19,361 | |
3 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 7,535 | 7,880 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 5,800 | 6,393 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 8,250 | 8,896 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 5,900 | 6,362 | |
3 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 14,200 | 15,299 | |
3 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 3,650 | 4,016 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 13,430 | 14,783 | |
3 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 2,675 | 2,938 | |
3 | Chase Issuance Trust Series 2012-A7 | 2.160% | 9/15/24 | 23,690 | 24,249 | |
3 | Chase Issuance Trust Series 2020-A1 | 1.530% | 1/15/25 | 26,500 | 27,021 | |
3 | Citibank Credit Card Issuance Trust Series 2016-A2 | 2.190% | 11/20/23 | 11,325 | 11,414 | |
3 | Citibank Credit Card Issuance Trust Series 2018-A3 | 3.290% | 5/23/25 | 26,125 | 27,584 | |
3 | Citibank Credit Card Issuance Trust Series 2018-A6 | 3.210% | 12/7/24 | 6,200 | 6,464 | |
3 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 5,020 | 5,112 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 3,165 | 3,281 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 2,000 | 2,069 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 3.942% | 9/10/46 | 549 | 569 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 3,475 | 3,730 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 2,875 | 3,079 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 438 | 453 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 3,150 | 3,348 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 1,150 | 1,236 | |
3 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 1,150 | 1,217 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 646 | 673 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 1,700 | 1,824 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 1,425 | 1,531 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.477% | 5/10/47 | 354 | 369 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 3,025 | 3,247 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 2,450 | 2,620 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 3,875 | 4,168 | |
3 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 8,525 | 9,208 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 11,450 | 12,204 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 4,550 | 4,822 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 9,075 | 9,725 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 4,365 | 4,620 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 4,625 | 5,065 | |
3 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 5,725 | 6,293 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 3,288 | 3,443 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 6,500 | 7,029 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-C2 | 2.832% | 8/10/49 | 3,500 | 3,724 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 2,900 | 3,109 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 14,925 | 16,364 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-GC37 | 3.314% | 4/10/49 | 11,645 | 12,627 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 3,115 | 3,290 | |
3 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 3,825 | 4,086 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 10,700 | 11,780 | |
3 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 2,125 | 2,329 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 2,500 | 2,776 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 2,950 | 3,067 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 17,325 | 19,675 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 5,441 | 5,929 | |
3 | Citigroup Commercial Mortgage Trust Series 2018-C6 | 4.412% | 11/10/51 | 2,300 | 2,686 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 13,210 | 14,149 | |
3 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 16,100 | 17,431 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 14,355 | 15,182 | |
3 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 2,655 | 2,794 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.147% | 8/15/45 | 2,580 | 2,632 | |
3 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 2,950 | 3,007 | |
3 | COMM Mortgage Trust Series 2012-CR3 | 2.822% | 10/15/45 | 4,889 | 4,945 | |
3 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 5,119 | 5,237 | |
3 | COMM Mortgage Trust Series 2012-CR5 | 2.771% | 12/10/45 | 1,500 | 1,539 | |
3 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 1,120 | 1,197 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.660% | 8/10/50 | 700 | 723 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 1,909 | 2,030 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 8,590 | 9,213 | |
3 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 1,430 | 1,537 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 857 | 887 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 2,166 | 2,274 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 1,700 | 1,804 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 1,150 | 1,209 | |
3 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 575 | 608 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 298 | 309 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 5,850 | 6,296 | |
3 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 1,750 | 1,881 | |
3 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 5,858 | 5,982 | |
3 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 1,405 | 1,457 | |
3 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 3,762 | 3,953 | |
3 | COMM Mortgage Trust Series 2013-CR9 | 4.389% | 7/10/45 | 5,860 | 6,219 | |
3 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 2,916 | 3,105 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 2.941% | 1/10/46 | 4,209 | 4,322 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 3.282% | 1/10/46 | 2,547 | 2,630 | |
3 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 974 | 995 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 700 | 701 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 1,775 | 1,914 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 1,950 | 2,106 | |
3 | COMM Mortgage Trust Series 2014-CR14 | 4.762% | 2/10/47 | 1,175 | 1,265 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 2.928% | 2/10/47 | 100 | 100 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 774 | 805 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 2,641 | 2,845 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.815% | 2/10/47 | 1,320 | 1,423 | |
3 | COMM Mortgage Trust Series 2014-CR15 | 4.865% | 2/10/47 | 2,730 | 2,926 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 3.653% | 4/10/47 | 1,150 | 1,197 | |
3 | COMM Mortgage Trust Series 2014-CR16 | 4.278% | 4/10/47 | 2,950 | 3,180 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 798 | 830 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 2,225 | 2,408 | |
3 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 1,375 | 1,452 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 2,181 | 2,249 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 1,400 | 1,512 | |
3 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 1,845 | 1,991 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 8,400 | 9,093 | |
3 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 2,250 | 2,431 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.326% | 11/10/47 | 5,533 | 5,846 | |
3 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 2,375 | 2,538 | |
3 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 7,835 | 8,342 | |
3 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 11,435 | 12,246 | |
3 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 3,460 | 3,771 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 534 | 555 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 2,533 | 2,722 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 709 | 760 | |
3 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 449 | 483 | |
3 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 5,700 | 6,151 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.420% | 8/10/47 | 1,425 | 1,502 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 5,575 | 5,969 | |
3 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 2,144 | 2,294 | |
3 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 6,650 | 7,210 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | COMM Mortgage Trust Series 2014-UBS6 | 2.935% | 12/10/47 | 546 | 547 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 3,905 | 4,079 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 10,725 | 11,589 | |
3 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 2,800 | 3,032 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 2.856% | 3/10/48 | 674 | 675 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 7,950 | 8,558 | |
3 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 9,525 | 10,257 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 2,671 | 2,791 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 5,729 | 6,219 | |
3 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 2,325 | 2,524 | |
3 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 664 | 705 | |
3 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 5,725 | 6,292 | |
3 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 16,170 | 17,695 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 5,179 | 5,466 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 5,900 | 6,450 | |
3 | COMM Mortgage Trust Series 2015-CR27 | 4.487% | 10/10/48 | 1,200 | 1,312 | |
3 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 5,960 | 6,405 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 848 | 883 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 5,894 | 6,312 | |
3 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 2,687 | 2,878 | |
3 | COMM Mortgage Trust Series 2015-LC21 | 3.445% | 7/10/48 | 594 | 630 | |
3 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 11,545 | 12,720 | |
3 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 6,600 | 7,242 | |
3 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 15,475 | 17,055 | |
3 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 6,462 | 6,861 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.317% | 9/10/50 | 750 | 807 | |
3 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 2,060 | 2,270 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 3.961% | 5/10/51 | 3,500 | 3,961 | |
3 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 6,437 | 7,402 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 19,400 | 20,879 | |
3 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 3,000 | 3,250 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 5,550 | 5,975 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 2,825 | 3,026 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 2,250 | 2,348 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 7,400 | 7,994 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 2,900 | 3,055 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 3,581 | 3,747 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 11,085 | 12,103 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.266% | 8/15/48 | 2,625 | 2,773 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 3,045 | 3,224 | |
3 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 6,605 | 7,268 | |
3 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 11,675 | 12,747 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 10,250 | 11,161 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 8,000 | 8,771 | |
3 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 3,275 | 3,577 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 15,825 | 17,885 | |
3 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 16,475 | 18,899 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 28,200 | 32,197 | |
3 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 15,960 | 17,460 | |
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 16,000 | 16,957 | |
3 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 2,675 | 2,854 | |
3 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 7,275 | 8,493 | |
3 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 4,275 | 4,611 | |
3 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 5,000 | 5,326 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 7,900 | 8,655 | |
3 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 2,174 | 2,366 | |
3 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 9/15/53 | 3,100 | 3,088 | |
3 | Discover Card Execution Note Trust Series 2017-A2 | 2.390% | 7/15/24 | 6,250 | 6,326 | |
3 | Discover Card Execution Note Trust Series 2018-A1 | 3.030% | 8/15/25 | 13,150 | 13,738 | |
3 | Discover Card Execution Note Trust Series 2019-A3 | 1.890% | 10/15/24 | 15,740 | 16,068 | |
3 | Drive Auto Receivables Trust Series 2018-5 | 4.300% | 4/15/26 | 2,175 | 2,263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 6,855 | 7,132 | |
3 | Drive Auto Receivables Trust Series 2020-1 | 2.080% | 7/15/24 | 4,215 | 4,246 | |
3 | Drive Auto Receivables Trust Series 2020-1 | 2.360% | 3/16/26 | 2,615 | 2,615 | |
3 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 550 | 555 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 1,725 | 1,728 | |
3 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 1,450 | 1,457 | |
3 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 4,665 | 4,711 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.500% | 2/18/25 | 2,190 | 2,191 | |
3 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 5,240 | 5,236 | |
3,4 | Fannie Mae-Aces Series 2012-M5 | 2.715% | 2/25/22 | 1,240 | 1,254 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 2.634% | 4/25/23 | 2,006 | 2,059 | |
3,4 | Fannie Mae-Aces Series 2013-M14 | 3.329% | 10/25/23 | 12,020 | 12,695 | |
3,4 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 2,594 | 2,656 | |
3,4 | Fannie Mae-Aces Series 2014-M1 | 3.185% | 7/25/23 | 11,756 | 12,305 | |
3,4 | Fannie Mae-Aces Series 2014-M12 | 2.614% | 10/25/21 | 2,065 | 2,073 | |
3,4 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 9,189 | 9,787 | |
3,4 | Fannie Mae-Aces Series 2014-M2 | 3.513% | 12/25/23 | 11,832 | 12,558 | |
3,4 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 4,440 | 4,716 | |
3,4 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 6,488 | 6,909 | |
3,4 | Fannie Mae-Aces Series 2014-M7 | 3.338% | 6/25/24 | 10,908 | 11,640 | |
3,4 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 6,726 | 7,122 | |
3,4 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 9,287 | 9,881 | |
3,4 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 13,584 | 14,314 | |
3,4 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 5,091 | 5,578 | |
3,4 | Fannie Mae-Aces Series 2015-M11 | 2.915% | 4/25/25 | 3,000 | 3,209 | |
3,4 | Fannie Mae-Aces Series 2015-M12 | 2.884% | 5/25/25 | 10,338 | 11,057 | |
3,4 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 14,400 | 15,492 | |
3,4 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 7,853 | 8,301 | |
3,4 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 5,136 | 5,433 | |
3,4 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 3,209 | 3,242 | |
3,4 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 8,337 | 8,804 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.344% | 1/25/25 | 1,274 | 1,296 | |
3,4 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 5,700 | 6,087 | |
3,4 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 17,000 | 18,034 | |
3,4 | Fannie Mae-Aces Series 2016-M12 | 2.308% | 10/25/23 | 987 | 1,023 | |
3,4 | Fannie Mae-Aces Series 2016-M12 | 2.533% | 9/25/26 | 17,200 | 18,246 | |
3,4 | Fannie Mae-Aces Series 2016-M13 | 2.566% | 9/25/26 | 7,059 | 7,506 | |
3,4 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 5,291 | 5,378 | |
3,4 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 5,674 | 6,074 | |
3,4 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 5,775 | 6,171 | |
3,4 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 15,761 | 16,770 | |
3,4 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 10,500 | 11,189 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 2,088 | 2,144 | |
3,4 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 4,893 | 5,122 | |
3,4 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 18,939 | 19,964 | |
3,4 | Fannie Mae-Aces Series 2017-M1 | 2.496% | 10/25/26 | 11,631 | 12,359 | |
3,4 | Fannie Mae-Aces Series 2017-M10 | 2.639% | 7/25/24 | 5,848 | 6,112 | |
3,4 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 4,000 | 4,433 | |
3,4 | Fannie Mae-Aces Series 2017-M12 | 3.181% | 6/25/27 | 19,323 | 21,303 | |
3,4 | Fannie Mae-Aces Series 2017-M13 | 3.023% | 9/25/27 | 1,328 | 1,454 | |
3,4 | Fannie Mae-Aces Series 2017-M14 | 2.964% | 11/25/27 | 5,285 | 5,769 | |
3,4 | Fannie Mae-Aces Series 2017-M15 | 3.196% | 11/25/27 | 15,725 | 17,006 | |
3,4 | Fannie Mae-Aces Series 2017-M2 | 2.890% | 2/25/27 | 7,882 | 8,540 | |
3,4 | Fannie Mae-Aces Series 2017-M3 | 2.559% | 12/25/26 | 10,730 | 11,485 | |
3,4 | Fannie Mae-Aces Series 2017-M4 | 2.665% | 12/25/26 | 14,878 | 15,940 | |
3,4 | Fannie Mae-Aces Series 2017-M5 | 3.276% | 4/25/29 | 1,455 | 1,634 | |
3,4 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 12,125 | 13,181 | |
3,4 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 15,200 | 16,746 | |
3,4 | Fannie Mae-Aces Series 2018-M1 | 3.084% | 12/25/27 | 9,970 | 10,964 | |
3,4 | Fannie Mae-Aces Series 2018-M10 | 3.482% | 7/25/28 | 900 | 1,016 | |
3,4 | Fannie Mae-Aces Series 2018-M12 | 3.775% | 8/25/30 | 2,530 | 2,959 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4 | Fannie Mae-Aces Series 2018-M13 | 3.820% | 9/25/30 | 11,485 | 13,536 | |
3,4 | Fannie Mae-Aces Series 2018-M14 | 3.700% | 8/25/28 | 10,100 | 11,606 | |
3,4 | Fannie Mae-Aces Series 2018-M2 | 2.999% | 1/25/28 | 27,525 | 30,284 | |
3,4 | Fannie Mae-Aces Series 2018-M3 | 3.191% | 2/25/30 | 3,490 | 3,933 | |
3,4 | Fannie Mae-Aces Series 2018-M4 | 3.147% | 3/25/28 | 12,018 | 13,320 | |
3,4 | Fannie Mae-Aces Series 2018-M7 | 3.150% | 3/25/28 | 7,275 | 8,059 | |
3,4 | Fannie Mae-Aces Series 2018-M8 | 3.436% | 6/25/28 | 5,663 | 6,372 | |
3,4 | Fannie Mae-Aces Series 2019-M1 | 3.673% | 9/25/28 | 20,675 | 23,612 | |
3,4 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 41,325 | 45,287 | |
3,4 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 14,145 | 15,139 | |
3,4 | Fannie Mae-Aces Series 2019-M2 | 3.749% | 11/25/28 | 11,675 | 13,186 | |
3,4 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 7,000 | 7,480 | |
3,4 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 26,055 | 27,929 | |
3,4 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 17,675 | 20,680 | |
3,4 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 10,525 | 11,842 | |
3,4 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 14,000 | 15,680 | |
3,4 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 4/25/29 | 18,875 | 20,846 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.151% | 10/25/29 | 9,358 | 9,809 | |
3,4 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 13,285 | 14,349 | |
3,4 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 5,595 | 5,725 | |
3,4 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 9,575 | 9,579 | |
3,4 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 18,015 | 17,674 | |
3,4 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 14,000 | 13,850 | |
3,4 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 7,180 | 7,570 | |
3,4 | Fannie Mae-Aces Series 2020-M52 | 1.363% | 10/25/30 | 10,925 | 10,704 | |
3,4 | Fannie Mae-Aces Series 2021-M1 | 1.436% | 11/25/30 | 8,700 | 8,606 | |
3,4 | Fannie Mae-Aces Series 2021-M11 | 1.507% | 3/25/31 | 20,925 | 20,892 | |
3,4 | Fannie Mae-Aces Series 2021-M13 | 1.659% | 4/25/31 | 3,120 | 3,136 | |
3,4 | Fannie Mae-Aces Series 2021-M4 | 1.515% | 2/25/31 | 14,675 | 14,606 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K017 | 2.873% | 12/25/21 | 16,196 | 16,293 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K018 | 2.789% | 1/25/22 | 8,281 | 8,363 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K019 | 2.272% | 3/25/22 | 7,195 | 7,270 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K020 | 2.373% | 5/25/22 | 20,669 | 20,964 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K021 | 2.396% | 6/25/22 | 11,697 | 11,870 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K022 | 2.355% | 7/25/22 | 865 | 880 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K023 | 2.307% | 8/25/22 | 10,000 | 10,182 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K026 | 2.510% | 11/25/22 | 16,600 | 17,026 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K027 | 2.637% | 1/25/23 | 16,625 | 17,128 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K028 | 3.111% | 2/25/23 | 26,300 | 27,297 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 2.839% | 10/25/22 | 1,010 | 1,018 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 16,425 | 17,119 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 2.779% | 9/25/22 | 1,280 | 1,287 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 3.250% | 4/25/23 | 17,675 | 18,447 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 16,452 | 17,248 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.016% | 2/25/23 | 3,844 | 3,927 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.310% | 5/25/23 | 17,660 | 18,560 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 2.871% | 2/25/23 | 5,426 | 5,570 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 3.060% | 7/25/23 | 19,075 | 19,938 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 15,354 | 16,182 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K035 | 3.458% | 8/25/23 | 19,775 | 20,842 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 17,403 | 18,510 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 6,475 | 6,912 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 1,167 | 1,189 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 19,450 | 20,804 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 1,207 | 1,239 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 10,850 | 11,652 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 3,073 | 3,194 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 14,400 | 15,491 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 14,025 | 15,089 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 1,387 | 1,426 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 32,970 | 34,998 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 1,294 | 1,327 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 10,900 | 11,712 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K044 | 2.811% | 1/25/25 | 3,000 | 3,202 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 2.493% | 4/25/48 | 3,245 | 3,343 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 4/25/48 | 9,050 | 9,724 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 9,175 | 9,934 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 1,611 | 1,676 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 6,850 | 7,460 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 11,600 | 12,617 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 9,350 | 10,092 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 10,325 | 11,275 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 7,025 | 7,644 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 4,050 | 4,386 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 15,825 | 16,993 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.263% | 4/25/25 | 279 | 288 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 14,200 | 15,229 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 11,625 | 12,401 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 18,025 | 19,270 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 11,575 | 12,439 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 6,500 | 7,132 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 4,321 | 4,788 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 12,800 | 14,219 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 12,850 | 14,336 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 29,250 | 32,652 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 14,200 | 15,714 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 3,000 | 3,328 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 10,060 | 11,101 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 18,126 | 20,106 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 7,675 | 8,542 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 14,000 | 15,573 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 4,875 | 5,461 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 10,048 | 11,242 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 7,300 | 8,238 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 9,650 | 10,855 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 16,150 | 18,431 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 10,950 | 12,536 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 35,850 | 41,641 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K077 | 3.850% | 5/25/28 | 17,950 | 20,807 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 6,500 | 7,544 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 10,157 | 11,842 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 930 | 1,034 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 11,250 | 13,139 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 31,075 | 36,272 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 11,640 | 13,609 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 9,580 | 11,279 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 11/25/51 | 36,100 | 41,675 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 37,950 | 44,545 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 1,664 | 1,832 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 15,101 | 17,529 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 16,080 | 18,593 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 10,500 | 12,052 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 12,175 | 13,861 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 20,400 | 23,383 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 13,215 | 14,955 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 23,400 | 25,948 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 15,725 | 17,369 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 15,850 | 17,368 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 13,750 | 14,810 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 26,450 | 28,307 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 12,180 | 13,194 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 21,365 | 23,038 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 19,195 | 20,715 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 16,700 | 18,176 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 2/25/52 | 25,885 | 27,420 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 3/25/53 | 5,665 | 5,840 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K106 | 2.069% | 1/25/30 | 25,000 | 26,140 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K107 | 1.639% | 1/25/30 | 6,450 | 6,542 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 9,825 | 9,865 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 6,150 | 6,191 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 5,375 | 5,377 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 11,555 | 11,430 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 15,520 | 15,355 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 19,720 | 19,525 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 19,215 | 19,062 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 25,215 | 25,191 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K119 | 1.566% | 9/25/30 | 3,500 | 3,518 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 17,380 | 17,365 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 11/25/53 | 1,891 | 1,866 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 11/25/53 | 10,880 | 10,914 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 11/25/30 | 795 | 783 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 10,900 | 10,907 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 2/25/54 | 22,275 | 22,482 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 18,650 | 18,880 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 43,265 | 44,505 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 22,825 | 23,915 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 27,475 | 28,870 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 16,115 | 16,808 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 3,600 | 3,590 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 26,225 | 27,033 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 4,175 | 4,903 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 23,775 | 28,728 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 5,225 | 6,047 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 13,170 | 15,583 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 22,265 | 24,560 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 13,375 | 14,863 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 14,450 | 14,590 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 14,075 | 13,817 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 19,930 | 19,574 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 6,005 | 5,990 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 11,525 | 11,703 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 5,800 | 6,558 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 3,657 | 3,784 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 13,075 | 13,871 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 10,000 | 11,255 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 8,700 | 9,821 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 2,100 | 2,405 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 2,475 | 2,892 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 5,202 | 6,115 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 11,212 | 13,433 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 3,600 | 4,314 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 4,625 | 5,667 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K717 | 2.991% | 9/25/21 | 8,442 | 8,459 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K718 | 2.791% | 1/25/22 | 10,084 | 10,170 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K720 | 2.716% | 6/25/22 | 7,525 | 7,644 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.183% | 5/25/22 | 1,650 | 1,668 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.406% | 3/25/23 | 2,000 | 2,056 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 10,425 | 10,789 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 9,500 | 9,971 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 26,090 | 27,526 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 11,685 | 12,288 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 12,500 | 13,215 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 26,975 | 28,712 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 42,975 | 45,986 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.452% | 9/25/24 | 244 | 252 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 15,975 | 17,353 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 13,200 | 14,288 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 13,200 | 14,457 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 21,100 | 23,014 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 20,000 | 21,583 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 23,725 | 25,357 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K738 | 1.545% | 1/25/27 | 8,325 | 8,508 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 23,650 | 23,826 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 2,325 | 2,376 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 12,400 | 12,786 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 8,250 | 8,495 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 10,225 | 10,867 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KS03 | 3.161% | 5/25/25 | 7,100 | 7,671 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KS06 | 2.720% | 7/25/26 | 10,806 | 11,657 | |
3,4 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 11,600 | 12,515 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.640% | 12/15/23 | 4,497 | 4,545 | |
3 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 2,375 | 2,453 | |
3 | Ford Credit Auto Lease Trust Series 2019-A | 2.980% | 6/15/22 | 251 | 251 | |
3 | Ford Credit Auto Lease Trust Series 2020-B | 0.620% | 8/15/23 | 9,400 | 9,429 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 6,700 | 6,699 | |
3 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 1,365 | 1,364 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 5,593 | 5,657 | |
3 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 3,700 | 3,838 | |
3 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 845 | 851 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 9,525 | 9,559 | |
3 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 1,965 | 1,978 | |
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 4,450 | 4,451 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 1,890 | 1,875 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 9,800 | 9,789 | |
3 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 3,535 | 3,519 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 9,800 | 10,063 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 11,925 | 12,488 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 11,408 | 12,011 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 16,825 | 16,909 | |
3 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 2,665 | 2,668 | |
3 | GM Financial Automobile Leasing Trust Series 2019-2 | 2.720% | 3/20/23 | 1,304 | 1,307 | |
3 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.670% | 12/20/22 | 1,460 | 1,468 | |
3 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.700% | 12/20/23 | 530 | 536 | |
3 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 1,125 | 1,131 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.450% | 8/21/23 | 29,355 | 29,411 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.510% | 10/21/24 | 1,125 | 1,128 | |
3 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 575 | 576 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.340% | 5/20/24 | 5,800 | 5,789 | |
3 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 850 | 848 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 2.810% | 12/16/22 | 1,150 | 1,155 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 3.020% | 12/18/23 | 5,250 | 5,331 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2018-4 | 3.320% | 6/17/24 | 1,200 | 1,239 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.840% | 9/16/24 | 5,270 | 5,329 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 1,580 | 1,623 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-2 | 1.490% | 12/16/24 | 1,730 | 1,751 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 10,105 | 10,129 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.580% | 1/16/26 | 1,700 | 1,704 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 7,165 | 7,167 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 1,000 | 993 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 5,085 | 5,076 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 4,945 | 4,901 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 3,450 | 3,456 | |
3 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 1,050 | 1,052 | |
3 | GM Financial Leasing Trust Series 2021-1 | 0.260% | 2/20/24 | 4,490 | 4,491 | |
3 | GM Financial Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 1,085 | 1,084 | |
3 | GM Financial Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 690 | 689 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 4,077 | 4,206 | |
3 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 1,529 | 1,576 | |
3 | GS Mortgage Securities Trust Series 2012-GC6 | 3.482% | 1/10/45 | 7,027 | 7,065 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ7 | 3.377% | 5/10/45 | 1,574 | 1,590 | |
3 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 5,369 | 5,486 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 5,682 | 5,905 | |
3 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 1,792 | 1,864 | |
3 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 600 | 618 | |
3 | GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | 7,350 | 7,836 | |
3 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 596 | 621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 8,725 | 9,364 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 18,304 | 19,602 | |
3 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 1,975 | 2,072 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 1,181 | 1,226 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.516% | 6/10/47 | 130 | 130 | |
3 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 1,950 | 2,103 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 7,125 | 7,735 | |
3 | GS Mortgage Securities Trust Series 2014-GC24 | 4.648% | 9/10/47 | 1,675 | 1,748 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 2,335 | 2,438 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 11,450 | 12,374 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 2,000 | 2,160 | |
3 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 1,700 | 1,764 | |
3 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 6,200 | 6,675 | |
3 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 5,700 | 6,152 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 4,764 | 5,019 | |
3 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 2,275 | 2,494 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.244% | 10/10/48 | 2,358 | 2,489 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 5,137 | 5,422 | |
3 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 5,600 | 6,096 | |
3 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 4,425 | 4,748 | |
3 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 11,450 | 12,221 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 3,950 | 4,334 | |
3 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 2,925 | 3,189 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 8,350 | 9,280 | |
3 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 3,350 | 3,687 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 12,250 | 13,474 | |
3 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 1,000 | 1,090 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 13,194 | 14,531 | |
3 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 3,519 | 3,833 | |
3 | GS Mortgage Securities Trust Series 2019-GC38 | 3.968% | 2/10/52 | 3,150 | 3,602 | |
3 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 7,675 | 8,598 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 2,525 | 2,697 | |
3 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 7,970 | 8,699 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 16,200 | 17,503 | |
3 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 3,775 | 4,063 | |
3 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 7,164 | 7,752 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 7,370 | 7,912 | |
3 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 2,110 | 2,262 | |
3 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 4,270 | 4,406 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 7,200 | 7,190 | |
3 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 1,100 | 1,098 | |
3 | Honda Auto Receivables Owner Trust Series 2018-1 | 2.830% | 5/15/24 | 3,041 | 3,044 | |
3 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.010% | 5/18/22 | 208 | 208 | |
3 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.160% | 8/19/24 | 2,600 | 2,621 | |
3 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.520% | 6/21/23 | 6,239 | 6,317 | |
3 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.540% | 3/21/25 | 1,720 | 1,769 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.610% | 4/22/24 | 6,350 | 6,438 | |
3 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 965 | 987 | |
3 | Honda Auto Receivables Owner Trust Series 2020-2 | 0.820% | 7/15/24 | 3,800 | 3,824 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.370% | 10/18/24 | 22,195 | 22,222 | |
3 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 1,275 | 1,271 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 6,400 | 6,394 | |
3 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 2,725 | 2,717 | |
3 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 7,900 | 7,873 | |
3 | Hyundai Auto Receivables Trust Series 2018-A | 2.790% | 7/15/22 | 14 | 14 | |
3 | Hyundai Auto Receivables Trust Series 2018-A | 2.940% | 6/17/24 | 4,200 | 4,234 | |
3 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 975 | 1,004 | |
3 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 700 | 710 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 2,800 | 2,805 | |
3 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 1,125 | 1,126 | |
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 3,250 | 3,251 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 850 | 847 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 2,375 | 2,374 | |
3 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 1,050 | 1,047 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C6 | 3.507% | 5/15/45 | 6,110 | 6,218 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 4,846 | 4,949 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX | 3.483% | 6/15/45 | 3,935 | 3,979 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-LC9 | 2.840% | 12/15/47 | 2,965 | 3,031 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 2,273 | 2,350 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 1,735 | 1,799 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 729 | 753 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 2,293 | 2,406 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 9,173 | 9,837 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 1,600 | 1,721 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 5.124% | 12/15/46 | 1,600 | 1,709 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 11,478 | 11,904 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 2,590 | 2,650 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 3,055 | 3,280 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 4,600 | 5,100 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 14,325 | 15,259 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 3.397% | 8/15/49 | 725 | 761 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 5,800 | 6,415 | |
3 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 4,650 | 5,121 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 1,776 | 1,863 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.175% | 7/15/45 | 1,184 | 1,248 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 715 | 743 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 3,455 | 3,619 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 1,260 | 1,340 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 186 | 193 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 2,940 | 3,148 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 1,680 | 1,795 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 825 | 859 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 5,500 | 5,919 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 1,100 | 1,183 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 5.048% | 1/15/47 | 1,650 | 1,760 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 15,816 | 17,016 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 1,173 | 1,260 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.960% | 2/15/47 | 1,422 | 1,497 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 933 | 945 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 2,800 | 3,010 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 2,225 | 2,397 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 816 | 848 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 1,375 | 1,485 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 1,670 | 1,791 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 8,325 | 8,998 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 2,225 | 2,380 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 4,175 | 4,546 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 2,462 | 2,662 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 563 | 569 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 2,275 | 2,453 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 4,125 | 4,354 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 9,975 | 10,772 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 2,775 | 2,992 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 17,150 | 18,517 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 2,875 | 3,090 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 2,875 | 3,035 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 4,211 | 4,401 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | 3,048 | 3,245 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.227% | 10/15/48 | 6,775 | 7,236 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 1,725 | 1,844 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 2,274 | 2,382 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 4,650 | 5,040 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 4,413 | 4,609 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 5,675 | 6,236 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 2,900 | 3,192 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 2,262 | 2,391 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 9,960 | 10,890 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 4,585 | 4,839 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 5,875 | 6,363 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 4,230 | 4,671 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/15/49 | 4,082 | 4,312 | |
3 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 4.889% | 3/15/49 | 330 | 366 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 17,175 | 19,091 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.876% | 3/15/50 | 3,200 | 3,538 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.050% | 7/15/50 | 1,635 | 1,657 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 10,755 | 11,856 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 4,500 | 4,939 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP7 | 3.454% | 9/15/50 | 2,034 | 2,244 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 17,650 | 20,215 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 11,975 | 13,210 | |
3 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 1,075 | 1,187 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 4,400 | 4,722 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 2,050 | 2,154 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.414% | 3/15/50 | 4,718 | 5,071 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 14,250 | 15,767 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 5,600 | 6,155 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 3,850 | 4,250 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 2,400 | 2,637 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 13,125 | 15,087 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 1,575 | 1,806 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 15,695 | 16,976 | |
3 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 3,940 | 3,999 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.840% | 12/15/22 | 3,700 | 3,727 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.880% | 9/15/25 | 1,600 | 1,625 | |
3 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 700 | 701 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 4,655 | 4,655 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 1,915 | 1,911 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 3,450 | 3,448 | |
3 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 1,450 | 1,449 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.550% | 2/18/25 | 2,795 | 2,806 | |
3 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 550 | 553 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C5 | 3.176% | 8/15/45 | 3,025 | 3,072 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C6 | 2.858% | 11/15/45 | 2,255 | 2,300 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.217% | 7/15/46 | 8,000 | 8,441 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.296% | 8/15/46 | 1,680 | 1,761 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.496% | 8/15/46 | 840 | 836 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 3,915 | 4,184 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 3,500 | 3,745 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.909% | 11/15/46 | 1,750 | 1,847 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 3,011 | 3,098 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 599 | 617 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 3,475 | 3,584 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 1,800 | 1,860 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 3,475 | 3,609 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 2,150 | 2,235 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 4,475 | 4,807 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 5.028% | 2/15/47 | 1,600 | 1,726 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 649 | 675 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 4,200 | 4,516 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.493% | 6/15/47 | 1,675 | 1,718 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 1,400 | 1,507 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.633% | 10/15/47 | 1,675 | 1,801 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 2,729 | 2,848 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 5,050 | 5,437 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 1,966 | 2,036 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 10,125 | 10,826 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | 2,500 | 2,671 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 4,498 | 4,702 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 4,500 | 4,811 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 2,875 | 3,015 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 1,383 | 1,446 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 5,775 | 6,329 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 4,900 | 5,364 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 5,725 | 6,009 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 5,672 | 6,219 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 3,303 | 3,476 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 4,325 | 4,702 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 2,594 | 2,744 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 3,500 | 3,841 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 3,912 | 4,082 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 11,975 | 13,035 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.140% | 5/15/49 | 2,135 | 2,247 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C29 | 3.325% | 5/15/49 | 1,250 | 1,347 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 11,700 | 12,458 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 14,200 | 15,322 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 13,521 | 15,058 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 4,625 | 5,102 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 8,150 | 9,023 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 5,200 | 5,754 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 5,725 | 6,176 | |
3 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 8,325 | 9,236 | |
3,5 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.444% | 6/15/54 | 5,275 | 5,433 | |
3,5 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.749% | 6/15/54 | 900 | 927 | |
3,5 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.951% | 6/15/54 | 525 | 541 | |
3 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.244% | 3/15/45 | 4,860 | 4,893 | |
3 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.773% | 3/15/45 | 2,900 | 2,927 | |
3 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 4,100 | 4,516 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 5,850 | 6,317 | |
3 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 4,707 | 5,037 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 11,700 | 12,466 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 11,625 | 12,771 | |
3 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.778% | 12/15/49 | 5,000 | 5,360 | |
3 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 1,000 | 1,078 | |
3 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 7,500 | 8,286 | |
3 | Morgan Stanley Capital I Trust Series 2018-H4 | 4.310% | 12/15/51 | 10,000 | 11,541 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 14,885 | 16,447 | |
3 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 1,875 | 2,075 | |
3 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 5,625 | 6,142 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 4,100 | 4,571 | |
3 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 8,435 | 9,698 | |
3 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 10,950 | 11,897 | |
3 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 7,595 | 7,628 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 10,525 | 11,125 | |
3 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 1,575 | 1,652 | |
3 | New York City Housing Development Corp. Series 2014-8SPR | 3.709% | 2/15/48 | 150 | 158 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.840% | 1/17/23 | 2,650 | 2,668 | |
3 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 1,050 | 1,065 | |
3 | Nissan Auto Receivables Owner Trust Series 2017-B | 1.950% | 10/16/23 | 1,047 | 1,050 | |
3 | Nissan Auto Receivables Owner Trust Series 2018-A | 2.890% | 6/17/24 | 4,479 | 4,524 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.500% | 11/15/23 | 5,358 | 5,440 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.540% | 12/15/25 | 1,850 | 1,909 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.930% | 7/15/24 | 9,130 | 9,238 | |
3 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 2,150 | 2,216 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-A | 1.380% | 12/16/24 | 2,240 | 2,268 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 3,240 | 3,250 | |
3 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 850 | 855 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 6,975 | 6,951 | |
3 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 3,300 | 3,286 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.094% | 2/1/26 | 1,221 | 1,261 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 1,175 | 1,284 | |
3 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 2,825 | 3,275 | |
3 | Santander Drive Auto Receivables Trust Series 2018-2 | 3.350% | 7/17/23 | 227 | 228 | |
3 | Santander Drive Auto Receivables Trust Series 2018-3 | 3.510% | 8/15/23 | 250 | 250 | |
3 | Santander Drive Auto Receivables Trust Series 2020-1 | 4.110% | 12/15/25 | 2,893 | 3,035 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 0.960% | 11/15/24 | 1,700 | 1,708 | |
3 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 2,250 | 2,274 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 2,240 | 2,246 | |
3 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 1,690 | 1,702 | |
3 | Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 1,675 | 1,680 | |
3 | Santander Drive Auto Receivables Trust Series 2020-4 | 1.010% | 1/15/26 | 2,225 | 2,236 | |
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.500% | 4/15/25 | 5,700 | 5,702 | |
3 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 3,125 | 3,122 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 1,975 | 1,976 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.900% | 6/15/26 | 4,480 | 4,474 | |
3 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 3,900 | 3,903 | |
3 | SG Commercial Mortgage Securities Trust Series 2016-C5 | 3.055% | 10/10/48 | 9,000 | 9,454 | |
3 | Synchrony Card Funding LLC Series 2019-A2 | 2.340% | 6/15/25 | 3,820 | 3,897 | |
3 | Synchrony Card Issuance Trust Series 2018-A1 | 3.380% | 9/15/24 | 15,275 | 15,374 | |
3 | Synchrony Credit Card Master Note Trust Series 2017-2 | 2.620% | 10/15/25 | 9,050 | 9,326 | |
3 | Synchrony Credit Card Master Note Trust Series 2018-2 | 3.470% | 5/15/26 | 15,675 | 16,589 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-A | 2.520% | 5/15/23 | 2,254 | 2,270 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-B | 2.960% | 9/15/22 | 1,016 | 1,020 | |
3 | Toyota Auto Receivables Owner Trust Series 2018-B | 3.110% | 11/15/23 | 1,175 | 1,196 | |
3 | Toyota Auto Receivables Owner Trust Series 2019-D | 1.920% | 1/16/24 | 23,000 | 23,283 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.660% | 5/15/24 | 7,900 | 8,006 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 2,315 | 2,377 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 700 | 709 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 2,440 | 2,446 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 4,775 | 4,778 | |
3 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 925 | 925 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 3,675 | 3,667 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 1,485 | 1,477 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 21,050 | 20,960 | |
3 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 2,650 | 2,630 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 10,100 | 11,088 | |
3 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 4,800 | 5,218 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 8,050 | 8,852 | |
3 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 2,150 | 2,353 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 9,700 | 10,623 | |
3 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 4,050 | 4,442 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 6,450 | 6,917 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 8,050 | 8,828 | |
3 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 3,562 | 3,940 | |
3 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 5,325 | 5,817 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 8,225 | 9,087 | |
3 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 4,375 | 4,855 | |
3 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 10,475 | 12,039 | |
3 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 2,650 | 3,028 | |
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 5,975 | 6,904 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.587% | 8/15/51 | 4,000 | 4,656 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 1,141 | 1,207 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 5,825 | 6,735 | |
3 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 1,075 | 1,244 | |
3 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 12,950 | 15,093 | |
3 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 8,975 | 10,411 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 7,900 | 8,796 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 15,850 | 17,955 | |
3 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 4,225 | 4,790 | |
3 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 15,800 | 17,954 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 5,250 | 5,847 | |
3 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 1,575 | 1,749 | |
3 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 6,475 | 6,890 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 3,800 | 4,079 | |
3 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.378% | 12/15/52 | 2,300 | 2,480 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 4,636 | 4,778 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 7,716 | 7,997 | |
3 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 1,150 | 1,190 | |
3 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 27,950 | 27,885 | |
3 | Verizon Owner Trust Series 2020-A | 1.850% | 7/22/24 | 10,535 | 10,716 | |
3 | Verizon Owner Trust Series 2020-B | 0.470% | 2/20/25 | 28,335 | 28,410 | |
3 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 1,790 | 1,793 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.020% | 11/21/22 | 673 | 676 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.150% | 7/22/24 | 1,050 | 1,064 | |
3 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 1,700 | 1,713 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 8,416 | 8,599 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 671 | 698 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 23,025 | 24,784 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 550 | 572 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.244% | 12/15/47 | 1,365 | 1,423 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 1,201 | 1,209 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 5,650 | 6,086 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 2,850 | 3,067 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 4,226 | 4,390 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 3,150 | 3,370 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 2,275 | 2,408 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | 12,041 | 12,637 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 8,500 | 9,245 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 1,619 | 1,753 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 4,549 | 4,756 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 8,500 | 9,278 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 1,157 | 1,204 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 14,401 | 15,458 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 2,850 | 3,012 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 1,971 | 2,088 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 3,425 | 3,778 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 2,925 | 3,221 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 332 | 332 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 2,908 | 3,000 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 2,275 | 2,436 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 4,255 | 4,508 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 2,950 | 3,261 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 10,340 | 11,180 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 13,850 | 14,678 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.814% | 8/15/49 | 1,800 | 1,874 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 2,834 | 2,983 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 6,700 | 7,345 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 2,350 | 2,567 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 4,700 | 5,021 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 4,675 | 5,221 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 5,275 | 5,517 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 9,053 | 9,724 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 1,530 | 1,695 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2016-NXS6 | 2.918% | 11/15/49 | 1,160 | 1,241 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 11,445 | 12,621 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 3,243 | 3,535 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 9,675 | 10,653 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 5,375 | 5,895 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 5,350 | 5,849 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 8,025 | 8,887 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 2,150 | 2,364 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 13,300 | 14,658 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-C42 | 3.330% | 12/15/50 | 4,815 | 5,240 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 8,600 | 9,555 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 8,500 | 9,411 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 15,825 | 17,999 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 2,742 | 3,090 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 10,550 | 12,140 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 10,125 | 11,652 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 6,100 | 7,013 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 10,600 | 12,427 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 4,051 | 4,715 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 13,225 | 15,157 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 7,650 | 8,615 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 11,175 | 12,291 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 2,825 | 3,030 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 4,750 | 5,056 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 10,700 | 11,593 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 6,405 | 6,988 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 9,475 | 10,042 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 2,250 | 2,337 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 2,775 | 2,798 | |
3 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 5,820 | 6,128 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 10,900 | 11,180 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C6 | 3.440% | 4/15/45 | 3,209 | 3,224 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 3.431% | 6/15/45 | 4,975 | 5,062 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 4.090% | 6/15/45 | 4,400 | 4,423 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C8 | 3.001% | 8/15/45 | 3,100 | 3,159 | |
3 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 5,346 | 5,471 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C11 | 3.071% | 3/15/45 | 4,104 | 4,225 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 1,688 | 1,748 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 820 | 852 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 3,436 | 3,566 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 673 | 699 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 6,000 | 6,277 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 3,000 | 3,123 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 424 | 438 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 4,470 | 4,721 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 1,120 | 1,179 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 593 | 616 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 1,250 | 1,340 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 2,100 | 2,259 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 566 | 587 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 1,450 | 1,544 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 1,150 | 1,224 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 1,150 | 1,230 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 5,010 | 5,399 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 575 | 618 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 5.024% | 12/15/46 | 862 | 910 | |
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 2,342 | 2,503 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.208% | 3/15/46 | 575 | 608 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 514 | 534 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 891 | 916 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 2,825 | 3,047 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 950 | 1,007 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 632 | 659 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.723% | 5/15/47 | 2,319 | 2,399 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 1,675 | 1,808 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 1,675 | 1,801 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 1,517 | 1,609 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 4,000 | 4,308 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 8,200 | 8,871 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 1,675 | 1,806 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 2,088 | 2,189 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 1,675 | 1,822 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 1,125 | 1,220 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.428% | 11/15/47 | 1,182 | 1,263 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C24 | 3.607% | 11/15/47 | 2,860 | 3,080 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 3,050 | 3,302 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 1,460 | 1,509 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 6,720 | 7,214 | |
3 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 2,800 | 3,008 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 6,850 | 6,930 | |
3 | World Omni Auto Receivables Trust Series 2019-C | 2.030% | 12/15/25 | 1,705 | 1,764 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.700% | 1/17/23 | 2,765 | 2,806 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.100% | 4/15/25 | 5,525 | 5,572 | |
3 | World Omni Auto Receivables Trust Series 2020-A | 1.790% | 6/16/25 | 1,575 | 1,605 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 2,795 | 2,807 | |
3 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 615 | 620 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 3,100 | 3,107 | |
3 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 1,125 | 1,126 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 3,275 | 3,269 | |
3 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 875 | 870 | |
3 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 5,035 | 5,025 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 5,625 | 5,640 | |
3 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 1,125 | 1,126 | |
3 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 840 | 842 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $7,786,496) | 8,130,007 | |||||
Corporate Bonds (28.76%) | ||||||
Communications (2.65%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 12,813 | 14,105 | ||
Activision Blizzard Inc. | 3.400% | 6/15/27 | 3,257 | 3,588 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 7,000 | 6,556 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 6,852 | 8,549 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 19,000 | 17,079 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 10,786 | 10,671 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 9,147 | 9,571 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 14,376 | 13,963 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 27,800 | 26,407 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 18,475 | 16,819 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 29,344 | 25,972 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 23,175 | 20,528 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 37,185 | 38,196 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 8,386 | 9,258 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 4,325 | 4,559 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 16,653 | 23,849 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 6,233 | 8,645 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 20,896 | 29,621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
America Movil SAB de CV | 4.375% | 7/16/42 | 15,826 | 19,060 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 26,638 | 32,910 | ||
AT&T Inc. | 2.625% | 12/1/22 | 1,577 | 1,618 | ||
AT&T Inc. | 4.050% | 12/15/23 | 6,400 | 6,941 | ||
AT&T Inc. | 0.900% | 3/25/24 | 23,915 | 23,966 | ||
AT&T Inc. | 4.450% | 4/1/24 | 21,518 | 23,512 | ||
AT&T Inc. | 3.950% | 1/15/25 | 22,206 | 24,521 | ||
AT&T Inc. | 3.400% | 5/15/25 | 28,753 | 31,330 | ||
AT&T Inc. | 3.600% | 7/15/25 | 15,068 | 16,527 | ||
AT&T Inc. | 4.125% | 2/17/26 | 32,584 | 36,619 | ||
AT&T Inc. | 1.700% | 3/25/26 | 38,630 | 39,045 | ||
AT&T Inc. | 2.950% | 7/15/26 | 150 | 161 | ||
AT&T Inc. | 3.800% | 2/15/27 | 16,119 | 17,980 | ||
AT&T Inc. | 4.250% | 3/1/27 | 20,507 | 23,277 | ||
AT&T Inc. | 2.300% | 6/1/27 | 35,725 | 36,971 | ||
AT&T Inc. | 1.650% | 2/1/28 | 24,625 | 24,442 | ||
3 | AT&T Inc. | 4.100% | 2/15/28 | 21,146 | 24,115 | |
AT&T Inc. | 4.350% | 3/1/29 | 40,280 | 46,625 | ||
3 | AT&T Inc. | 4.300% | 2/15/30 | 40,547 | 46,880 | |
AT&T Inc. | 2.750% | 6/1/31 | 35,510 | 36,916 | ||
AT&T Inc. | 2.250% | 2/1/32 | 33,530 | 32,956 | ||
3,7 | AT&T Inc. | 2.550% | 12/1/33 | 50,971 | 50,519 | |
AT&T Inc. | 6.150% | 9/15/34 | 1,625 | 2,149 | ||
AT&T Inc. | 4.500% | 5/15/35 | 33,776 | 39,639 | ||
AT&T Inc. | 5.250% | 3/1/37 | 24,346 | 30,708 | ||
AT&T Inc. | 4.900% | 8/15/37 | 16,860 | 20,748 | ||
AT&T Inc. | 4.850% | 3/1/39 | 27,023 | 32,853 | ||
AT&T Inc. | 5.350% | 9/1/40 | 20,725 | 26,693 | ||
AT&T Inc. | 3.500% | 6/1/41 | 33,630 | 35,007 | ||
AT&T Inc. | 5.550% | 8/15/41 | 22,471 | 29,625 | ||
AT&T Inc. | 5.150% | 3/15/42 | 8,284 | 10,390 | ||
AT&T Inc. | 4.900% | 6/15/42 | 11,177 | 13,614 | ||
AT&T Inc. | 4.300% | 12/15/42 | 21,041 | 23,965 | ||
AT&T Inc. | 3.100% | 2/1/43 | 29,465 | 28,885 | ||
AT&T Inc. | 4.650% | 6/1/44 | 18,122 | 21,324 | ||
AT&T Inc. | 4.350% | 6/15/45 | 15,645 | 17,875 | ||
AT&T Inc. | 4.750% | 5/15/46 | 28,839 | 35,036 | ||
3 | AT&T Inc. | 5.150% | 11/15/46 | 10,599 | 13,577 | |
AT&T Inc. | 5.450% | 3/1/47 | 19,386 | 25,581 | ||
AT&T Inc. | 4.500% | 3/9/48 | 27,608 | 32,519 | ||
AT&T Inc. | 4.550% | 3/9/49 | 20,192 | 23,698 | ||
AT&T Inc. | 5.150% | 2/15/50 | 21,882 | 28,310 | ||
AT&T Inc. | 3.650% | 6/1/51 | 38,907 | 40,661 | ||
AT&T Inc. | 3.300% | 2/1/52 | 30,248 | 29,461 | ||
3,7 | AT&T Inc. | 3.500% | 9/15/53 | 96,830 | 97,113 | |
3,7 | AT&T Inc. | 3.550% | 9/15/55 | 87,919 | 88,097 | |
3,7 | AT&T Inc. | 3.800% | 12/1/57 | 74,443 | 77,793 | |
3,7 | AT&T Inc. | 3.650% | 9/15/59 | 82,246 | 83,325 | |
AT&T Inc. | 3.850% | 6/1/60 | 19,281 | 20,338 | ||
AT&T Inc. | 3.500% | 2/1/61 | 18,710 | 18,340 | ||
Baidu Inc. | 2.875% | 7/6/22 | 10,200 | 10,418 | ||
Baidu Inc. | 3.500% | 11/28/22 | 8,855 | 9,190 | ||
Baidu Inc. | 3.875% | 9/29/23 | 10,850 | 11,534 | ||
Baidu Inc. | 4.375% | 5/14/24 | 9,694 | 10,582 | ||
Baidu Inc. | 3.075% | 4/7/25 | 6,000 | 6,354 | ||
Baidu Inc. | 1.720% | 4/9/26 | 10,200 | 10,315 | ||
Baidu Inc. | 3.625% | 7/6/27 | 9,400 | 10,375 | ||
Baidu Inc. | 4.375% | 3/29/28 | 6,625 | 7,534 | ||
Baidu Inc. | 4.875% | 11/14/28 | 7,725 | 9,139 | ||
Baidu Inc. | 3.425% | 4/7/30 | 4,825 | 5,234 | ||
Baidu Inc. | 2.375% | 10/9/30 | 4,000 | 4,013 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 4,653 | 5,644 | ||
3 | Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | 5,000 | 5,472 | |
Booking Holdings Inc. | 2.750% | 3/15/23 | 6,527 | 6,776 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 10,475 | 11,457 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 28,790 | 31,916 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 8,805 | 9,818 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 12,105 | 14,481 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 9,450 | 10,283 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 9,550 | 11,389 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 34,338 | 53,248 | ||
Charter Communications Operating LLC | 4.464% | 7/23/22 | 39,751 | 41,147 | ||
3 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 15,964 | 17,388 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 36,508 | 41,396 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 26,777 | 29,556 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 15,665 | 17,720 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 19,460 | 23,004 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 21,055 | 21,539 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 9,625 | 9,270 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 36,034 | 48,289 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 10,625 | 13,086 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 13,375 | 13,466 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 47,013 | 64,888 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 31,847 | 39,052 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 40,084 | 51,153 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 14,898 | 17,796 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 33,983 | 39,152 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 24,094 | 23,977 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 35,795 | 36,424 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 7,333 | 10,813 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 23,690 | 23,287 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 19,115 | 20,559 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 20,662 | 23,247 | ||
Comcast Corp. | 3.600% | 3/1/24 | 6,683 | 7,217 | ||
Comcast Corp. | 3.700% | 4/15/24 | 19,712 | 21,365 | ||
Comcast Corp. | 3.375% | 2/15/25 | 25,916 | 28,124 | ||
Comcast Corp. | 3.100% | 4/1/25 | 1,650 | 1,780 | ||
Comcast Corp. | 3.375% | 8/15/25 | 33,624 | 36,701 | ||
Comcast Corp. | 3.950% | 10/15/25 | 39,512 | 44,222 | ||
Comcast Corp. | 3.150% | 3/1/26 | 22,800 | 24,810 | ||
Comcast Corp. | 2.350% | 1/15/27 | 29,422 | 30,877 | ||
Comcast Corp. | 3.300% | 2/1/27 | 32,449 | 35,627 | ||
Comcast Corp. | 3.300% | 4/1/27 | 14,175 | 15,628 | ||
Comcast Corp. | 3.150% | 2/15/28 | 19,750 | 21,657 | ||
Comcast Corp. | 3.550% | 5/1/28 | 2,750 | 3,077 | ||
Comcast Corp. | 4.150% | 10/15/28 | 55,074 | 63,771 | ||
Comcast Corp. | 2.650% | 2/1/30 | 21,292 | 22,403 | ||
Comcast Corp. | 3.400% | 4/1/30 | 19,600 | 21,648 | ||
Comcast Corp. | 4.250% | 10/15/30 | 25,206 | 29,641 | ||
Comcast Corp. | 1.950% | 1/15/31 | 18,525 | 18,259 | ||
Comcast Corp. | 1.500% | 2/15/31 | 14,725 | 13,952 | ||
Comcast Corp. | 4.250% | 1/15/33 | 22,904 | 27,271 | ||
Comcast Corp. | 7.050% | 3/15/33 | 6,397 | 9,294 | ||
Comcast Corp. | 4.200% | 8/15/34 | 13,532 | 15,995 | ||
Comcast Corp. | 5.650% | 6/15/35 | 6,106 | 8,262 | ||
Comcast Corp. | 4.400% | 8/15/35 | 13,113 | 15,793 | ||
Comcast Corp. | 6.500% | 11/15/35 | 21,908 | 31,879 | ||
Comcast Corp. | 3.200% | 7/15/36 | 12,395 | 13,271 | ||
Comcast Corp. | 6.450% | 3/15/37 | 13,704 | 19,914 | ||
Comcast Corp. | 6.950% | 8/15/37 | 10,314 | 15,716 | ||
Comcast Corp. | 3.900% | 3/1/38 | 6,607 | 7,577 | ||
Comcast Corp. | 6.400% | 5/15/38 | 14,261 | 21,002 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 4.600% | 10/15/38 | 44,442 | 55,087 | ||
Comcast Corp. | 6.550% | 7/1/39 | 5,600 | 8,362 | ||
Comcast Corp. | 3.250% | 11/1/39 | 18,219 | 19,387 | ||
Comcast Corp. | 6.400% | 3/1/40 | 1,070 | 1,588 | ||
Comcast Corp. | 3.750% | 4/1/40 | 20,134 | 22,764 | ||
Comcast Corp. | 4.650% | 7/15/42 | 22,365 | 28,261 | ||
Comcast Corp. | 4.500% | 1/15/43 | 9,154 | 11,346 | ||
Comcast Corp. | 4.600% | 8/15/45 | 25,954 | 32,611 | ||
Comcast Corp. | 3.400% | 7/15/46 | 13,246 | 14,153 | ||
Comcast Corp. | 4.000% | 8/15/47 | 23,322 | 27,114 | ||
Comcast Corp. | 3.969% | 11/1/47 | 34,453 | 40,193 | ||
Comcast Corp. | 4.000% | 3/1/48 | 8,776 | 10,271 | ||
Comcast Corp. | 4.700% | 10/15/48 | 52,592 | 68,184 | ||
Comcast Corp. | 3.999% | 11/1/49 | 15,690 | 18,478 | ||
Comcast Corp. | 3.450% | 2/1/50 | 19,001 | 20,582 | ||
Comcast Corp. | 2.800% | 1/15/51 | 30,125 | 28,992 | ||
Comcast Corp. | 2.450% | 8/15/52 | 21,858 | 19,733 | ||
Comcast Corp. | 4.049% | 11/1/52 | 22,283 | 26,516 | ||
Comcast Corp. | 4.950% | 10/15/58 | 32,787 | 45,362 | ||
Comcast Corp. | 2.650% | 8/15/62 | 13,100 | 11,956 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 51,069 | 76,486 | ||
Deutsche Telekom International Finance BV | 9.250% | 6/1/32 | 1,792 | 2,908 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 12,351 | 12,850 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 5,559 | 5,960 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 6,917 | 7,505 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 4,594 | 4,932 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 11,704 | 12,834 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 12,820 | 14,647 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 23,068 | 25,683 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 11,600 | 13,027 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 14,163 | 15,462 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 7,388 | 8,947 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 8,151 | 11,273 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 10,768 | 12,902 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 19,045 | 23,723 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 11,445 | 14,433 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 13,335 | 15,608 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 22,014 | 23,282 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 5,228 | 6,023 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 10,000 | 9,670 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 10,000 | 9,790 | ||
Expedia Group Inc. | 3.600% | 12/15/23 | 3,950 | 4,197 | ||
Expedia Group Inc. | 4.500% | 8/15/24 | 9,205 | 10,082 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 23,961 | 27,343 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 5,400 | 6,101 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 13,060 | 14,227 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 8,306 | 8,677 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 13,875 | 14,116 | ||
Fox Corp. | 4.030% | 1/25/24 | 18,722 | 20,283 | ||
Fox Corp. | 3.050% | 4/7/25 | 6,800 | 7,280 | ||
Fox Corp. | 4.709% | 1/25/29 | 28,422 | 33,394 | ||
Fox Corp. | 3.500% | 4/8/30 | 7,547 | 8,318 | ||
Fox Corp. | 5.476% | 1/25/39 | 15,409 | 19,923 | ||
Fox Corp. | 5.576% | 1/25/49 | 21,325 | 28,797 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 4,264 | 5,058 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 2,825 | 3,140 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 460 | 681 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 8,793 | 12,141 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 22,616 | 26,962 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 6,128 | 8,408 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 10,450 | 13,128 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 4,177 | 4,548 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 6,295 | 7,390 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 9,500 | 11,250 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 5,000 | 5,015 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 7,050 | 7,291 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 4,805 | 6,436 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 8,650 | 12,248 | ||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 11,915 | 17,784 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 7,780 | 11,229 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 13,619 | 16,715 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 14,696 | 15,955 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 30,101 | 33,228 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 7,662 | 7,782 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 4,825 | 5,572 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 11,500 | 11,696 | ||
Orange SA | 9.000% | 3/1/31 | 34,470 | 54,302 | ||
Orange SA | 5.375% | 1/13/42 | 17,050 | 23,014 | ||
Orange SA | 5.500% | 2/6/44 | 5,606 | 7,804 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 5,602 | 5,801 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 6,160 | 6,585 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 5,652 | 6,243 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 13,760 | 14,723 | ||
Rogers Communications Inc. | 7.500% | 8/15/38 | 3,121 | 4,744 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 9,598 | 11,181 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 5,850 | 7,317 | ||
Rogers Communications Inc. | 4.300% | 2/15/48 | 5,200 | 6,014 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 20,656 | 24,313 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 5,530 | 5,888 | ||
TCI Communications Inc. | 7.875% | 2/15/26 | 7,860 | 10,148 | ||
TCI Communications Inc. | 7.125% | 2/15/28 | 4,972 | 6,642 | ||
Telefonica Emisiones SA | 4.570% | 4/27/23 | 9,282 | 9,941 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 20,287 | 22,837 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 28,565 | 41,119 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 16,788 | 19,750 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 34,121 | 42,717 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 17,546 | 20,985 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 21,749 | 28,264 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 9,406 | 13,772 | ||
TELUS Corp. | 2.800% | 2/16/27 | 9,635 | 10,291 | ||
TELUS Corp. | 4.600% | 11/16/48 | 1,450 | 1,821 | ||
TELUS Corp. | 4.300% | 6/15/49 | 13,741 | 16,583 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 8,240 | 7,943 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 9,389 | 10,122 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 6,100 | 6,641 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 8,250 | 10,896 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 3,795 | 5,243 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 4,525 | 6,079 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 19,276 | 26,209 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 20,652 | 30,051 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 22,344 | 31,282 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 20,759 | 26,790 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 18,356 | 22,825 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 20,590 | 22,956 | ||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 5,714 | 6,456 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 8,755 | 13,286 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 39,950 | 43,324 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 16,375 | 16,490 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 54,439 | 60,160 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 24,191 | 24,513 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 96,840 | 108,092 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 32,695 | 33,068 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 8,545 | 8,415 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 30,605 | 35,873 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 31,554 | 31,204 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 39,500 | 46,989 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 39,311 | 39,171 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 18,075 | 18,454 | ||
3 | TWDC Enterprises 18 Corp. | 2.350% | 12/1/22 | 7,586 | 7,794 | |
3 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 17,892 | 19,461 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 11,170 | 12,132 | ||
3 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 14,343 | 14,771 | |
3 | TWDC Enterprises 18 Corp. | 2.950% | 6/15/27 | 1,190 | 1,296 | |
3 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 6,172 | 8,863 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 11,025 | 13,592 | ||
3 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 12,824 | 15,324 | |
3 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 11,282 | 12,800 | |
3 | TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 6,500 | 7,830 | |
3 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 2,910 | 2,987 | |
VeriSign Inc. | 2.700% | 6/15/31 | 8,200 | 8,322 | ||
Verizon Communications Inc. | 4.150% | 3/15/24 | 1,183 | 1,287 | ||
Verizon Communications Inc. | 0.750% | 3/22/24 | 11,715 | 11,766 | ||
Verizon Communications Inc. | 3.500% | 11/1/24 | 23,221 | 25,127 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 32,239 | 35,026 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 19,579 | 19,340 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 25,175 | 25,408 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 25,815 | 27,426 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 42,161 | 47,984 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 4,000 | 4,302 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 38,150 | 38,958 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 54,201 | 62,998 | ||
Verizon Communications Inc. | 3.875% | 2/8/29 | 1,895 | 2,156 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 52,378 | 60,083 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 20,064 | 21,640 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 8,425 | 8,041 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 30,661 | 29,292 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 29,651 | 28,415 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 55,575 | 56,861 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 39,941 | 47,794 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 37,475 | 44,686 | ||
Verizon Communications Inc. | 5.850% | 9/15/35 | 1,000 | 1,375 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 36,438 | 43,461 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 30,172 | 39,799 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 17,885 | 22,678 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 37,320 | 36,007 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 34,175 | 36,199 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 18,418 | 21,631 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 52,435 | 67,734 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 53,515 | 66,060 | ||
Verizon Communications Inc. | 5.012% | 4/15/49 | 14,159 | 18,735 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 20,055 | 23,080 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 33,060 | 31,571 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 58,650 | 62,671 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 28,468 | 36,782 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 59,917 | 56,336 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 17,583 | 16,508 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 51,685 | 55,434 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 5,530 | 5,946 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 10,650 | 11,497 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 4,139 | 4,451 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 16,759 | 18,961 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 12,511 | 13,916 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 17,328 | 18,426 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ViacomCBS Inc. | 3.375% | 2/15/28 | 7,548 | 8,261 | ||
ViacomCBS Inc. | 3.700% | 6/1/28 | 6,124 | 6,816 | ||
ViacomCBS Inc. | 4.200% | 6/1/29 | 9,761 | 11,230 | ||
ViacomCBS Inc. | 7.875% | 7/30/30 | 6,294 | 8,986 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 28,211 | 34,055 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 17,625 | 20,335 | ||
ViacomCBS Inc. | 5.500% | 5/15/33 | 4,111 | 5,233 | ||
ViacomCBS Inc. | 6.875% | 4/30/36 | 14,847 | 21,312 | ||
ViacomCBS Inc. | 5.900% | 10/15/40 | 5,138 | 6,849 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 6,535 | 8,018 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 25,240 | 29,137 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 16,507 | 22,610 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 520 | 665 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 10,881 | 13,224 | ||
ViacomCBS Inc. | 4.600% | 1/15/45 | 7,340 | 8,731 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 17,500 | 22,113 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 22,360 | 24,210 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 19,139 | 21,365 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 41,265 | 48,002 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 3,008 | 4,303 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 8,250 | 11,136 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 7,007 | 9,706 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 30,564 | 38,499 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 21,113 | 24,638 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 39,286 | 51,498 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 24,200 | 30,515 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 19,986 | 23,265 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 5,042 | 6,580 | ||
Walt Disney Co. | 1.650% | 9/1/22 | 8,238 | 8,367 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 29,956 | 30,907 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 15,364 | 15,875 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 8,490 | 9,237 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 14,709 | 15,996 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 13,395 | 14,800 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 24,074 | 24,754 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 9,334 | 10,294 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 1,803 | 2,025 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 15,050 | 15,595 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 23,850 | 24,084 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 11,070 | 12,650 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 33,850 | 35,550 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 14,019 | 19,901 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 17,656 | 24,877 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 18,797 | 27,528 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 18,513 | 26,393 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 5,010 | 7,573 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 11,415 | 14,505 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 23,850 | 26,574 | ||
Walt Disney Co. | 6.150% | 2/15/41 | 194 | 287 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 11,805 | 16,483 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 16,744 | 21,804 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 2,250 | 3,015 | ||
Walt Disney Co. | 4.750% | 11/15/46 | 5,573 | 7,254 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 18,868 | 18,582 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 22,971 | 30,660 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 31,700 | 35,929 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 18,550 | 21,805 | ||
Weibo Corp. | 3.500% | 7/5/24 | 12,900 | 13,600 | ||
Weibo Corp. | 3.375% | 7/8/30 | 11,790 | 12,121 | ||
WPP Finance 2010 | 3.625% | 9/7/22 | 9,561 | 9,907 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
WPP Finance 2010 | 3.750% | 9/19/24 | 10,465 | 11,396 | ||
8,265,516 | ||||||
Consumer Discretionary (1.79%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 11,673 | 13,052 | ||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 3,000 | 3,116 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 30,610 | 33,269 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 35,289 | 38,552 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 16,281 | 16,007 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 7,965 | 9,296 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 20,190 | 22,646 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 7,000 | 6,710 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 19,800 | 22,847 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 19,861 | 19,541 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 14,097 | 16,946 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 13,330 | 12,907 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 9,393 | 9,641 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 18,820 | 19,436 | ||
Amazon.com Inc. | 0.250% | 5/12/23 | 14,300 | 14,305 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 11,099 | 11,123 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 33,000 | 32,936 | ||
Amazon.com Inc. | 2.800% | 8/22/24 | 24,820 | 26,415 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 7,218 | 7,941 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 11,125 | 11,147 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 18,953 | 22,238 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 31,685 | 31,696 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 25,782 | 25,649 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 33,638 | 37,163 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 35,551 | 35,838 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 26,775 | 26,236 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 39,775 | 40,445 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 19,180 | 24,706 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 41,398 | 49,280 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 26,935 | 27,807 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 21,136 | 28,693 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 44,998 | 54,862 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 35,011 | 33,068 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 41,930 | 44,077 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 30,820 | 39,435 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 26,525 | 25,274 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 23,220 | 24,581 | ||
3 | American Honda Finance Corp. | 0.400% | 10/21/22 | 11,193 | 11,211 | |
3 | American Honda Finance Corp. | 2.600% | 11/16/22 | 6,250 | 6,448 | |
3 | American Honda Finance Corp. | 2.050% | 1/10/23 | 3,520 | 3,611 | |
3 | American Honda Finance Corp. | 1.950% | 5/10/23 | 12,321 | 12,672 | |
3 | American Honda Finance Corp. | 0.875% | 7/7/23 | 21,950 | 22,145 | |
3 | American Honda Finance Corp. | 3.450% | 7/14/23 | 5,200 | 5,519 | |
3 | American Honda Finance Corp. | 0.650% | 9/8/23 | 9,000 | 9,041 | |
3 | American Honda Finance Corp. | 3.625% | 10/10/23 | 1,504 | 1,611 | |
3 | American Honda Finance Corp. | 3.550% | 1/12/24 | 3,945 | 4,241 | |
3 | American Honda Finance Corp. | 2.900% | 2/16/24 | 13,975 | 14,803 | |
3 | American Honda Finance Corp. | 2.400% | 6/27/24 | 9,126 | 9,592 | |
3 | American Honda Finance Corp. | 0.550% | 7/12/24 | 10,535 | 10,498 | |
3 | American Honda Finance Corp. | 2.150% | 9/10/24 | 14,806 | 15,476 | |
3 | American Honda Finance Corp. | 1.200% | 7/8/25 | 5,850 | 5,897 | |
3 | American Honda Finance Corp. | 1.000% | 9/10/25 | 9,758 | 9,758 | |
3 | American Honda Finance Corp. | 2.300% | 9/9/26 | 7,453 | 7,853 | |
3 | American Honda Finance Corp. | 2.350% | 1/8/27 | 9,680 | 10,226 | |
3 | American Honda Finance Corp. | 3.500% | 2/15/28 | 2,100 | 2,356 | |
3 | American Honda Finance Corp. | 2.000% | 3/24/28 | 10,383 | 10,653 | |
3 | American Honda Finance Corp. | 1.800% | 1/13/31 | 14,525 | 14,332 | |
3 | American University | 3.672% | 4/1/49 | 6,710 | 7,696 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Aptiv Corp. | 4.150% | 3/15/24 | 8,120 | 8,804 | ||
Aptiv plc | 4.250% | 1/15/26 | 11,175 | 12,627 | ||
Aptiv plc | 4.350% | 3/15/29 | 2,025 | 2,334 | ||
Aptiv plc | 4.400% | 10/1/46 | 4,245 | 4,955 | ||
Aptiv plc | 5.400% | 3/15/49 | 4,725 | 6,414 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 5,183 | 5,578 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 10,875 | 12,085 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 6,865 | 7,524 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 8,138 | 8,388 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 1,510 | 1,580 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 5,500 | 5,856 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 13,685 | 14,727 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 9,680 | 10,512 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 11,712 | 13,096 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 9,652 | 10,766 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 15,845 | 18,025 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 8,150 | 7,756 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 10,200 | 11,824 | ||
Best Buy Co. Inc. | 1.950% | 10/1/30 | 4,075 | 3,947 | ||
Block Financial LLC | 5.500% | 11/1/22 | 2,865 | 2,980 | ||
Block Financial LLC | 5.250% | 10/1/25 | 12,365 | 14,049 | ||
Block Financial LLC | 2.500% | 7/15/28 | 5,600 | 5,621 | ||
Block Financial LLC | 3.875% | 8/15/30 | 8,975 | 9,705 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 5,966 | 6,453 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 13,825 | 14,661 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 7,565 | 8,761 | ||
3 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 6,806 | 7,303 | |
3 | California Endowment | 2.498% | 4/1/51 | 2,725 | 2,616 | |
California Institute of Technology | 4.321% | 8/1/45 | 850 | 1,084 | ||
California Institute of Technology | 4.700% | 11/1/11 | 8,515 | 12,065 | ||
California Institute of Technology | 3.650% | 9/1/19 | 5,950 | 6,726 | ||
Choice Hotels International Inc. | 3.700% | 12/1/29 | 1,000 | 1,084 | ||
Choice Hotels International Inc. | 3.700% | 1/15/31 | 400 | 433 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 4,905 | 6,912 | ||
3,7 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 6,000 | 5,998 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 6,812 | 10,315 | ||
3,7 | Daimler Finance North America LLC | 2.450% | 3/2/31 | 3,000 | 3,071 | |
Darden Restaurants Inc. | 3.850% | 5/1/27 | 5,550 | 6,163 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 5,270 | 6,190 | ||
DR Horton Inc. | 4.375% | 9/15/22 | 6,442 | 6,678 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 4,193 | 4,432 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 7,020 | 7,673 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 9,975 | 10,461 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 8,174 | 8,616 | ||
DR Horton Inc. | 1.400% | 10/15/27 | 4,000 | 3,918 | ||
3 | Duke University | 2.682% | 10/1/44 | 9,500 | 9,732 | |
3 | Duke University | 2.832% | 10/1/55 | 11,720 | 12,215 | |
eBay Inc. | 2.750% | 1/30/23 | 10,215 | 10,579 | ||
eBay Inc. | 3.450% | 8/1/24 | 8,346 | 8,962 | ||
eBay Inc. | 1.900% | 3/11/25 | 12,900 | 13,339 | ||
eBay Inc. | 1.400% | 5/10/26 | 10,370 | 10,397 | ||
eBay Inc. | 3.600% | 6/5/27 | 12,887 | 14,324 | ||
eBay Inc. | 2.700% | 3/11/30 | 18,458 | 19,201 | ||
eBay Inc. | 2.600% | 5/10/31 | 10,915 | 11,108 | ||
eBay Inc. | 4.000% | 7/15/42 | 10,505 | 11,785 | ||
eBay Inc. | 3.650% | 5/10/51 | 13,100 | 13,883 | ||
3 | Emory University | 2.143% | 9/1/30 | 10,200 | 10,425 | |
3 | Emory University | 2.969% | 9/1/50 | 4,450 | 4,662 | |
3 | Ford Foundation | 2.415% | 6/1/50 | 5,025 | 4,833 | |
3 | Ford Foundation | 2.815% | 6/1/70 | 10,450 | 10,512 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 7,173 | 7,690 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 9,201 | 10,141 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 8,125 | 8,751 | ||
General Motors Co. | 4.875% | 10/2/23 | 18,773 | 20,435 | ||
General Motors Co. | 5.400% | 10/2/23 | 1,710 | 1,882 | ||
General Motors Co. | 4.000% | 4/1/25 | 6,206 | 6,819 | ||
General Motors Co. | 6.125% | 10/1/25 | 3,100 | 3,670 | ||
General Motors Co. | 5.000% | 10/1/28 | 7,867 | 9,223 | ||
General Motors Co. | 5.000% | 4/1/35 | 19,596 | 23,661 | ||
General Motors Co. | 6.600% | 4/1/36 | 15,217 | 20,819 | ||
General Motors Co. | 5.150% | 4/1/38 | 12,919 | 15,726 | ||
General Motors Co. | 6.250% | 10/2/43 | 20,037 | 27,657 | ||
General Motors Co. | 5.200% | 4/1/45 | 13,025 | 16,129 | ||
General Motors Co. | 6.750% | 4/1/46 | 16,000 | 23,103 | ||
General Motors Co. | 5.400% | 4/1/48 | 15,451 | 19,673 | ||
General Motors Co. | 5.950% | 4/1/49 | 11,553 | 15,729 | ||
General Motors Financial Co. Inc. | 3.450% | 4/10/22 | 18,685 | 19,026 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 6,650 | 6,861 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 3,895 | 4,042 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 12,461 | 13,417 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 15,080 | 15,836 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 13,587 | 14,441 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 12,300 | 13,066 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 16,150 | 16,477 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 16,950 | 18,668 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 6,125 | 6,162 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 16,786 | 18,085 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 19,599 | 21,027 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 27,522 | 29,986 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 30,742 | 32,540 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 13,670 | 15,116 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 8,300 | 8,741 | ||
General Motors Financial Co. Inc. | 4.300% | 7/13/25 | 33,537 | 37,075 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 9,800 | 9,735 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 11,225 | 12,968 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 20,000 | 19,895 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 15,121 | 16,703 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 22,998 | 25,864 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 13,840 | 14,386 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 7,650 | 8,427 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 13,100 | 13,294 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 10,324 | 12,583 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 14,000 | 15,175 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 6,673 | 6,583 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 10,000 | 10,069 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 6,911 | 6,667 | ||
3 | George Washington University | 4.300% | 9/15/44 | 5,500 | 6,929 | |
George Washington University | 4.868% | 9/15/45 | 4,105 | 5,562 | ||
3 | George Washington University | 4.126% | 9/15/48 | 10,235 | 12,702 | |
3 | Georgetown University | 4.315% | 4/1/49 | 4,350 | 5,459 | |
3 | Georgetown University | 2.943% | 4/1/50 | 8,360 | 8,490 | |
3 | Georgetown University | 5.215% | 10/1/18 | 3,412 | 5,127 | |
Global Payments Inc. | 1.200% | 3/1/26 | 5,000 | 4,958 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 8,306 | 8,959 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 12,393 | 13,673 | ||
Hasbro Inc. | 3.000% | 11/19/24 | 1,000 | 1,064 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 5,776 | 6,330 | ||
Hasbro Inc. | 3.500% | 9/15/27 | 5,303 | 5,794 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 7,444 | 8,279 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 2,351 | 3,274 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 9,557 | 11,717 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Home Depot Inc. | 2.700% | 4/1/23 | 5,880 | 6,095 | ||
Home Depot Inc. | 3.750% | 2/15/24 | 17,354 | 18,699 | ||
Home Depot Inc. | 3.350% | 9/15/25 | 3,143 | 3,443 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 14,500 | 15,785 | ||
Home Depot Inc. | 2.125% | 9/15/26 | 11,908 | 12,530 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 21,357 | 22,773 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 28,057 | 30,409 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 1,500 | 1,462 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 9,541 | 11,089 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 22,325 | 24,398 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 26,723 | 28,593 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 17,285 | 16,545 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 33,653 | 48,093 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 19,324 | 21,186 | ||
Home Depot Inc. | 5.400% | 9/15/40 | 7,370 | 10,196 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 11,332 | 16,568 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 22,650 | 27,709 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 13,049 | 17,379 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 12,026 | 15,250 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 17,328 | 21,575 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 13,700 | 16,267 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 15,255 | 19,829 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 24,250 | 25,703 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 20,600 | 22,796 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 16,850 | 15,587 | ||
Home Depot Inc. | 3.500% | 9/15/56 | 13,406 | 15,152 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 5,101 | 5,312 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 4,547 | 5,083 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 8,794 | 9,701 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 8,466 | 10,276 | ||
JD.com Inc. | 3.875% | 4/29/26 | 5,420 | 5,971 | ||
JD.com Inc. | 3.375% | 1/14/30 | 9,400 | 10,040 | ||
JD.com Inc. | 4.125% | 1/14/50 | 4,925 | 5,269 | ||
3 | Johns Hopkins University | 4.083% | 7/1/53 | 4,519 | 5,835 | |
3 | Johns Hopkins University | 2.813% | 1/1/60 | 5,150 | 5,126 | |
Kohl's Corp. | 3.375% | 5/1/31 | 6,750 | 6,992 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 9,741 | 11,681 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 23,296 | 24,448 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 8,000 | 8,337 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 5,240 | 5,571 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 7,781 | 8,291 | ||
Lear Corp. | 3.800% | 9/15/27 | 3,265 | 3,600 | ||
Lear Corp. | 4.250% | 5/15/29 | 8,575 | 9,684 | ||
Lear Corp. | 3.500% | 5/30/30 | 5,405 | 5,812 | ||
Lear Corp. | 5.250% | 5/15/49 | 8,555 | 10,786 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 4,600 | 4,962 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 15,510 | 16,887 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 5,400 | 6,180 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 2,575 | 2,579 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 14,091 | 17,034 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 2,318 | 2,260 | ||
Lennar Corp. | 4.750% | 11/15/22 | 6,911 | 7,230 | ||
Lennar Corp. | 4.875% | 12/15/23 | 2,800 | 3,046 | ||
Lennar Corp. | 4.500% | 4/30/24 | 13,775 | 15,073 | ||
Lennar Corp. | 4.750% | 5/30/25 | 8,700 | 9,766 | ||
Lennar Corp. | 5.250% | 6/1/26 | 17,728 | 20,462 | ||
Lennar Corp. | 4.750% | 11/29/27 | 15,783 | 18,238 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 14,801 | 15,798 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 9,724 | 10,416 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 4,600 | 5,092 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 16,083 | 17,604 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 19,317 | 20,502 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 18,965 | 20,696 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 13,460 | 13,129 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 1,214 | 1,578 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 26,466 | 29,619 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 14,105 | 16,690 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 16,158 | 15,500 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 20,550 | 21,281 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 7,928 | 10,215 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 1,119 | 1,284 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 16,703 | 18,348 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 21,625 | 24,917 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 14,525 | 18,166 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 6,100 | 8,235 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 14,100 | 13,891 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 6,150 | 6,601 | ||
Magna International Inc. | 3.625% | 6/15/24 | 17,552 | 18,935 | ||
Magna International Inc. | 4.150% | 10/1/25 | 3,914 | 4,378 | ||
Magna International Inc. | 2.450% | 6/15/30 | 5,125 | 5,249 | ||
3 | Marriott International Inc. | 3.125% | 10/15/21 | 7,202 | 7,209 | |
Marriott International Inc. | 3.250% | 9/15/22 | 4,850 | 4,956 | ||
Marriott International Inc. | 2.125% | 10/3/22 | 5,805 | 5,889 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 7,941 | 8,535 | ||
3 | Marriott International Inc. | 5.750% | 5/1/25 | 3,727 | 4,304 | |
Marriott International Inc. | 3.750% | 10/1/25 | 6,476 | 7,002 | ||
3 | Marriott International Inc. | 3.125% | 6/15/26 | 25,757 | 27,414 | |
3 | Marriott International Inc. | 4.000% | 4/15/28 | 10,420 | 11,457 | |
3 | Marriott International Inc. | 4.650% | 12/1/28 | 3,800 | 4,342 | |
3 | Marriott International Inc. | 4.625% | 6/15/30 | 10,289 | 11,847 | |
3 | Marriott International Inc. | 2.850% | 4/15/31 | 17,865 | 18,155 | |
3 | Marriott International Inc. | 3.500% | 10/15/32 | 12,175 | 12,944 | |
Masco Corp. | 3.500% | 11/15/27 | 7,160 | 7,868 | ||
Masco Corp. | 1.500% | 2/15/28 | 8,000 | 7,802 | ||
Masco Corp. | 2.000% | 10/1/30 | 4,000 | 3,903 | ||
Masco Corp. | 2.000% | 2/15/31 | 5,000 | 4,876 | ||
Masco Corp. | 4.500% | 5/15/47 | 9,000 | 10,920 | ||
Masco Corp. | 3.125% | 2/15/51 | 2,625 | 2,605 | ||
3 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 7,875 | 9,476 | |
3 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 4,600 | 5,084 | |
3 | Massachusetts Institute of Technology | 2.294% | 7/1/51 | 200 | 194 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 10,421 | 17,743 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 11,846 | 17,324 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 6,240 | 7,649 | ||
3 | McDonald's Corp. | 3.350% | 4/1/23 | 15,365 | 16,116 | |
3 | McDonald's Corp. | 3.250% | 6/10/24 | 3,260 | 3,502 | |
3 | McDonald's Corp. | 3.375% | 5/26/25 | 11,963 | 12,988 | |
3 | McDonald's Corp. | 3.300% | 7/1/25 | 6,125 | 6,651 | |
3 | McDonald's Corp. | 1.450% | 9/1/25 | 950 | 969 | |
3 | McDonald's Corp. | 3.700% | 1/30/26 | 19,736 | 21,939 | |
3 | McDonald's Corp. | 3.500% | 3/1/27 | 13,013 | 14,376 | |
3 | McDonald's Corp. | 3.500% | 7/1/27 | 7,790 | 8,637 | |
3 | McDonald's Corp. | 3.800% | 4/1/28 | 25,900 | 29,327 | |
3 | McDonald's Corp. | 2.625% | 9/1/29 | 16,739 | 17,622 | |
3 | McDonald's Corp. | 2.125% | 3/1/30 | 7,802 | 7,887 | |
3 | McDonald's Corp. | 3.600% | 7/1/30 | 13,345 | 15,007 | |
3 | McDonald's Corp. | 4.700% | 12/9/35 | 14,075 | 17,449 | |
3 | McDonald's Corp. | 6.300% | 10/15/37 | 5,354 | 7,703 | |
3 | McDonald's Corp. | 6.300% | 3/1/38 | 10,996 | 15,851 | |
3 | McDonald's Corp. | 5.700% | 2/1/39 | 12,912 | 17,671 | |
3 | McDonald's Corp. | 4.875% | 7/15/40 | 825 | 1,056 | |
3 | McDonald's Corp. | 3.700% | 2/15/42 | 7,489 | 8,378 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | McDonald's Corp. | 3.625% | 5/1/43 | 5,404 | 5,999 | |
3 | McDonald's Corp. | 4.600% | 5/26/45 | 7,122 | 8,873 | |
3 | McDonald's Corp. | 4.875% | 12/9/45 | 24,085 | 31,007 | |
3 | McDonald's Corp. | 4.450% | 3/1/47 | 13,063 | 16,014 | |
3 | McDonald's Corp. | 4.450% | 9/1/48 | 9,200 | 11,462 | |
3 | McDonald's Corp. | 3.625% | 9/1/49 | 23,605 | 26,152 | |
3 | McDonald's Corp. | 4.200% | 4/1/50 | 11,335 | 13,683 | |
MDC Holdings Inc. | 6.000% | 1/15/43 | 5,250 | 6,770 | ||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 10,965 | 11,448 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 6,075 | 6,672 | ||
NIKE Inc. | 2.250% | 5/1/23 | 6,330 | 6,525 | ||
NIKE Inc. | 2.400% | 3/27/25 | 6,150 | 6,501 | ||
NIKE Inc. | 2.375% | 11/1/26 | 18,440 | 19,615 | ||
NIKE Inc. | 2.750% | 3/27/27 | 11,950 | 12,890 | ||
NIKE Inc. | 2.850% | 3/27/30 | 9,775 | 10,621 | ||
NIKE Inc. | 3.250% | 3/27/40 | 10,231 | 11,226 | ||
NIKE Inc. | 3.625% | 5/1/43 | 8,563 | 9,935 | ||
NIKE Inc. | 3.875% | 11/1/45 | 12,854 | 15,404 | ||
NIKE Inc. | 3.375% | 11/1/46 | 13,570 | 15,163 | ||
NIKE Inc. | 3.375% | 3/27/50 | 19,350 | 21,843 | ||
Nordstrom Inc. | 4.000% | 3/15/27 | 880 | 916 | ||
Nordstrom Inc. | 6.950% | 3/15/28 | 675 | 798 | ||
Nordstrom Inc. | 4.375% | 4/1/30 | 1,007 | 1,048 | ||
3,7 | Nordstrom Inc. | 4.250% | 8/1/31 | 11,475 | 11,981 | |
Nordstrom Inc. | 5.000% | 1/15/44 | 13,296 | 13,267 | ||
3 | Northwestern University | 4.643% | 12/1/44 | 11,125 | 14,743 | |
3 | Northwestern University | 2.640% | 12/1/50 | 4,242 | 4,245 | |
3 | Northwestern University | 3.662% | 12/1/57 | 4,694 | 5,696 | |
NVR Inc. | 3.950% | 9/15/22 | 8,836 | 9,125 | ||
NVR Inc. | 3.000% | 5/15/30 | 11,700 | 12,399 | ||
O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 4,436 | 4,569 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 7,425 | 7,849 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 5,451 | 6,028 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 21,694 | 24,307 | ||
O'Reilly Automotive Inc. | 4.350% | 6/1/28 | 4,217 | 4,896 | ||
O'Reilly Automotive Inc. | 3.900% | 6/1/29 | 6,300 | 7,122 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 5,833 | 6,730 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 4,150 | 3,990 | ||
Owens Corning | 4.200% | 12/1/24 | 10,215 | 11,181 | ||
Owens Corning | 3.400% | 8/15/26 | 5,350 | 5,803 | ||
Owens Corning | 3.950% | 8/15/29 | 5,850 | 6,612 | ||
Owens Corning | 3.875% | 6/1/30 | 4,950 | 5,530 | ||
Owens Corning | 7.000% | 12/1/36 | 409 | 584 | ||
Owens Corning | 4.300% | 7/15/47 | 9,000 | 10,465 | ||
Owens Corning | 4.400% | 1/30/48 | 4,350 | 5,134 | ||
3,7 | President & Fellows of Harvard College | 6.500% | 1/15/39 | 100 | 157 | |
President & Fellows of Harvard College | 4.875% | 10/15/40 | 6,100 | 8,375 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 8,165 | 9,127 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 9,345 | 9,362 | ||
President & Fellows of Harvard College | 3.300% | 7/15/56 | 3,514 | 4,063 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 7,650 | 8,962 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 9,125 | 10,663 | ||
PulteGroup Inc. | 7.875% | 6/15/32 | 250 | 360 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 5,310 | 7,034 | ||
PulteGroup Inc. | 6.000% | 2/15/35 | 5,232 | 6,857 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 5,281 | 5,823 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 11,367 | 12,094 | ||
3 | Rockefeller Foundation | 2.492% | 10/1/50 | 14,850 | 14,446 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 10,250 | 11,570 | ||
Sands China Ltd. | 4.600% | 8/8/23 | 21,745 | 23,091 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 23,691 | 26,522 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sands China Ltd. | 3.800% | 1/8/26 | 8,770 | 9,354 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 24,675 | 28,676 | ||
Sands China Ltd. | 4.375% | 6/18/30 | 12,016 | 13,038 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 1,200 | 1,305 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 3,824 | 4,691 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 9,421 | 9,977 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 9,066 | 9,971 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 2,125 | 2,478 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 21,922 | 22,756 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 7,458 | 9,829 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 5,950 | 8,022 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 12,850 | 12,534 | ||
3 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 6,681 | 7,120 | |
Starbucks Corp. | 3.100% | 3/1/23 | 16,574 | 17,301 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 9,211 | 9,832 | ||
Starbucks Corp. | 3.800% | 8/15/25 | 27,716 | 30,684 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 17,195 | 18,158 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 2,900 | 2,982 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 4,943 | 5,526 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 8,425 | 9,696 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 1,916 | 2,144 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 9,059 | 9,188 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 16,205 | 16,787 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 4,409 | 5,245 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 9,325 | 10,349 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 17,208 | 21,443 | ||
Starbucks Corp. | 4.450% | 8/15/49 | 10,450 | 12,968 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 5,930 | 6,194 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 16,325 | 17,548 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 5,160 | 5,990 | ||
Stellantis NV | 5.250% | 4/15/23 | 15,905 | 17,150 | ||
Tapestry Inc. | 3.000% | 7/15/22 | 3,814 | 3,890 | ||
Tapestry Inc. | 4.250% | 4/1/25 | 6,551 | 7,125 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 10,657 | 11,653 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 10,418 | 10,779 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 14,090 | 14,817 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 6,900 | 6,663 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 8,100 | 9,271 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 7,737 | 7,457 | ||
Toyota Motor Corp. | 2.157% | 7/2/22 | 8,933 | 9,105 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 14,225 | 15,101 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 15,750 | 15,774 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 8,260 | 8,688 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 13,350 | 13,506 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 4,714 | 5,347 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 7,500 | 8,081 | ||
3 | Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 4,543 | 4,662 | |
3 | Toyota Motor Credit Corp. | 0.450% | 7/22/22 | 3,425 | 3,433 | |
3 | Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 16,735 | 17,094 | |
3 | Toyota Motor Credit Corp. | 0.350% | 10/14/22 | 16,274 | 16,291 | |
3 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 9,905 | 10,250 | |
3 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 9,935 | 10,294 | |
3 | Toyota Motor Credit Corp. | 0.400% | 4/6/23 | 12,350 | 12,358 | |
3 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 8,597 | 8,614 | |
3 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 10,750 | 10,960 | |
3 | Toyota Motor Credit Corp. | 3.450% | 9/20/23 | 3,164 | 3,376 | |
3 | Toyota Motor Credit Corp. | 2.250% | 10/18/23 | 6,319 | 6,577 | |
3 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 13,501 | 13,461 | |
3 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 13,028 | 13,840 | |
3 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 10,425 | 10,381 | |
3 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 14,750 | 15,215 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 12,290 | 13,415 | |
3 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 12,475 | 12,380 | |
3 | Toyota Motor Credit Corp. | 0.800% | 1/9/26 | 8,625 | 8,526 | |
3 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 10,000 | 9,970 | |
3 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 11,548 | 12,691 | |
3 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 10,104 | 9,948 | |
3 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 11,060 | 12,138 | |
3 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 7,738 | 7,881 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 6,926 | 7,903 | ||
3 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 12,150 | 12,470 | |
3 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 8,025 | 8,999 | |
3 | Toyota Motor Credit Corp. | 1.650% | 1/10/31 | 7,975 | 7,808 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 8,400 | 8,015 | ||
3 | Trustees of Boston College | 3.129% | 7/1/52 | 4,560 | 4,824 | |
3 | Trustees of Boston University | 4.061% | 10/1/48 | 4,979 | 6,116 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 8,015 | 11,663 | ||
3 | Trustees of Princeton University | 2.516% | 7/1/50 | 6,705 | 6,622 | |
3 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 5,925 | 5,753 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 11,845 | 16,385 | ||
Trustees of the University of Pennsylvania | 3.610% | 2/15/19 | 2,810 | 3,194 | ||
3 | University of Chicago | 2.761% | 4/1/45 | 4,569 | 4,630 | |
3 | University of Chicago | 2.547% | 4/1/50 | 9,575 | 9,182 | |
University of Chicago | 3.000% | 10/1/52 | 2,895 | 3,042 | ||
3 | University of Chicago | 4.003% | 10/1/53 | 7,095 | 8,688 | |
3 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 11,934 | 14,043 | |
3 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 5,150 | 6,026 | |
3 | University of Southern California | 3.028% | 10/1/39 | 9,125 | 9,782 | |
3 | University of Southern California | 3.841% | 10/1/47 | 13,625 | 16,562 | |
University of Southern California | 2.805% | 10/1/50 | 3,975 | 4,039 | ||
3 | University of Southern California | 2.945% | 10/1/51 | 7,000 | 7,325 | |
University of Southern California | 5.250% | 10/1/11 | 3,863 | 5,926 | ||
3 | University of Southern California | 3.226% | 10/1/20 | 1,355 | 1,343 | |
VF Corp. | 2.400% | 4/23/25 | 7,375 | 7,734 | ||
VF Corp. | 2.950% | 4/23/30 | 7,250 | 7,673 | ||
Whirlpool Corp. | 4.700% | 6/1/22 | 5,180 | 5,379 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 3,579 | 3,889 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 3,788 | 4,144 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 13,465 | 15,963 | ||
Whirlpool Corp. | 2.400% | 5/15/31 | 2,450 | 2,472 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 8,582 | 10,311 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 2,715 | 3,368 | ||
3 | William Marsh Rice University | 3.574% | 5/15/45 | 16,780 | 19,424 | |
3 | Yale University | 0.873% | 4/15/25 | 6,350 | 6,388 | |
3 | Yale University | 1.482% | 4/15/30 | 11,330 | 11,187 | |
3 | Yale University | 2.402% | 4/15/50 | 8,450 | 8,199 | |
5,608,723 | ||||||
Consumer Staples (1.97%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 1,480 | 1,993 | ||
Altria Group Inc. | 2.850% | 8/9/22 | 16,885 | 17,340 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 16,781 | 18,186 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 13,607 | 14,621 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 2,275 | 2,380 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 20,405 | 23,082 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 8,487 | 8,930 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 32,880 | 38,129 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 4,850 | 5,139 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 12,700 | 12,275 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 30,986 | 38,202 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 19,750 | 18,806 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 10,799 | 11,282 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 10,223 | 11,037 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Altria Group Inc. | 5.375% | 1/31/44 | 29,468 | 35,016 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 19,744 | 19,576 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 25,300 | 32,388 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 3,148 | 3,350 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 14,000 | 13,269 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 4,210 | 5,457 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 13,650 | 13,156 | ||
3 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 40,489 | 44,761 | |
3 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 77,553 | 95,117 | |
3 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 145,377 | 183,889 | |
Anheuser-Busch InBev Finance Inc. | 3.650% | 2/1/26 | 7,958 | 8,780 | ||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 21,733 | 26,618 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 18,187 | 20,394 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 22,117 | 26,861 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 34,586 | 43,192 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 39,977 | 45,516 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 78,806 | 93,868 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 28,073 | 31,201 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.900% | 1/23/31 | 8,433 | 10,371 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.875% | 6/15/35 | 1,775 | 2,364 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 16,885 | 20,122 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 6,076 | 10,084 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 5,100 | 6,728 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.000% | 11/15/39 | 2,265 | 3,687 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 3,667 | 4,364 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 23,292 | 29,378 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 22,842 | 24,884 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 37,958 | 46,407 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 24,332 | 29,094 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 38,703 | 53,215 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 19,831 | 24,182 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 21,688 | 27,171 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 19,084 | 27,580 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 18,200 | 22,397 | ||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 7,149 | 7,616 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 14,112 | 15,009 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 13,550 | 15,004 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 3,405 | 4,638 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 2,088 | 2,857 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 5,575 | 6,605 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 2,775 | 3,697 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 5,315 | 6,335 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 13,569 | 13,966 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 19,675 | 20,138 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 30,505 | 32,404 | ||
BAT Capital Corp. | 2.789% | 9/6/24 | 14,990 | 15,761 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 14,025 | 14,881 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 11,802 | 13,334 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 31,361 | 33,558 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 25,035 | 24,894 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 9,321 | 9,855 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 15,829 | 18,192 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 12,100 | 11,918 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 21,825 | 23,547 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 12,150 | 11,897 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 21,909 | 23,102 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 10,791 | 11,678 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 20,881 | 24,143 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 5,325 | 5,201 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 25,150 | 25,181 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 1,050 | 1,095 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Bestfoods | 7.250% | 12/15/26 | 250 | 329 | |
Brown-Forman Corp. | 3.500% | 4/15/25 | 4,978 | 5,431 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 5,888 | 7,599 | ||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 7,550 | 7,757 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 9,314 | 10,139 | ||
Bunge Ltd. Finance Corp. | 1.630% | 8/17/25 | 3,830 | 3,873 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 8,800 | 9,477 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 7,331 | 8,084 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 8,100 | 8,193 | ||
Campbell Soup Co. | 2.500% | 8/2/22 | 2,814 | 2,876 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 3,912 | 4,110 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 13,523 | 14,907 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 7,286 | 7,851 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 11,740 | 13,383 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 6,350 | 6,397 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 12,312 | 15,179 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 6,761 | 6,582 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 2,080 | 2,124 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 6,700 | 7,311 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 4,596 | 5,390 | ||
Clorox Co. | 3.050% | 9/15/22 | 7,522 | 7,711 | ||
Clorox Co. | 3.500% | 12/15/24 | 8,475 | 9,213 | ||
Clorox Co. | 3.100% | 10/1/27 | 7,162 | 7,806 | ||
Clorox Co. | 3.900% | 5/15/28 | 6,400 | 7,290 | ||
Clorox Co. | 1.800% | 5/15/30 | 6,950 | 6,835 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 13,571 | 14,102 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 9,103 | 10,132 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 3,338 | 3,647 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 26,333 | 26,587 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 4,500 | 4,510 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 13,150 | 12,758 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 7,925 | 8,170 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 14,000 | 15,782 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 20,765 | 20,414 | ||
Coca-Cola Co. | 2.000% | 3/5/31 | 5,215 | 5,267 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 13,690 | 13,077 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 11,950 | 12,235 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 1,670 | 2,007 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 21,724 | 21,550 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 16,110 | 16,692 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 11,300 | 14,198 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 17,415 | 16,765 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 16,200 | 16,812 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 32,450 | 30,558 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 6,050 | 5,931 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 8,300 | 9,196 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 6,600 | 6,899 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 3,000 | 2,894 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 12,825 | 17,229 | ||
3 | Colgate-Palmolive Co. | 2.250% | 11/15/22 | 7,175 | 7,367 | |
3 | Colgate-Palmolive Co. | 1.950% | 2/1/23 | 5,075 | 5,209 | |
3 | Colgate-Palmolive Co. | 2.100% | 5/1/23 | 5,634 | 5,816 | |
3 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 6,400 | 6,870 | |
3 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 4,016 | 5,049 | |
3 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 9,823 | 11,857 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 9,012 | 9,299 | ||
Conagra Brands Inc. | 3.200% | 1/25/23 | 4,552 | 4,710 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 16,193 | 17,769 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 13,055 | 14,839 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 12,400 | 12,101 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 1,070 | 1,422 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Conagra Brands Inc. | 4.850% | 11/1/28 | 12,007 | 14,302 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 8,407 | 12,480 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 16,609 | 21,125 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 11,391 | 15,225 | ||
Constellation Brands Inc. | 2.650% | 11/7/22 | 16,325 | 16,770 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 9,200 | 9,582 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 21,990 | 23,450 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 10,418 | 11,701 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 15,426 | 17,421 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 8,391 | 9,648 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 8,245 | 9,171 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 9,336 | 10,301 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 11,700 | 12,974 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 6,600 | 7,770 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 18,136 | 19,494 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,769 | 1,858 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 10,806 | 13,068 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 9,630 | 11,062 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 7,310 | 9,755 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 10,250 | 11,302 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 12,986 | 13,766 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 12,745 | 13,988 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 17,530 | 17,650 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 32,032 | 31,566 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 15,943 | 15,708 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 3,805 | 5,842 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 12,500 | 12,953 | ||
Diageo Capital plc | 3.500% | 9/18/23 | 270 | 287 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 13,825 | 14,442 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 9,000 | 9,148 | ||
Diageo Capital plc | 3.875% | 5/18/28 | 3,500 | 3,997 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 13,775 | 14,274 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 16,143 | 16,172 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 15,477 | 15,560 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 3,628 | 5,173 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 6,516 | 7,686 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 2,650 | 4,184 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 5,797 | 7,108 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 15,702 | 16,385 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 11,484 | 12,864 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 9,962 | 11,206 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 8,074 | 9,252 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 15,470 | 17,014 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 18,056 | 21,163 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 3,925 | 4,147 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 19,401 | 21,411 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 15,866 | 18,100 | ||
Estee Lauder Cos. Inc. | 2.000% | 12/1/24 | 3,880 | 4,056 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 7,620 | 8,384 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 11,451 | 11,963 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 12,650 | 13,372 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 9,770 | 9,764 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 3,212 | 4,620 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 5,673 | 7,139 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 2,270 | 2,835 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 2,042 | 2,218 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 4,275 | 4,659 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 6,725 | 6,738 | ||
Fomento Economico Mexicano SAB de CV | 2.875% | 5/10/23 | 1,410 | 1,464 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 6,640 | 7,933 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 30,794 | 32,415 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Mills Inc. | 2.600% | 10/12/22 | 6,355 | 6,520 | ||
General Mills Inc. | 3.700% | 10/17/23 | 12,346 | 13,210 | ||
General Mills Inc. | 3.650% | 2/15/24 | 7,191 | 7,703 | ||
General Mills Inc. | 4.000% | 4/17/25 | 1,224 | 1,356 | ||
General Mills Inc. | 3.200% | 2/10/27 | 12,970 | 14,134 | ||
General Mills Inc. | 4.200% | 4/17/28 | 20,566 | 23,714 | ||
General Mills Inc. | 2.875% | 4/15/30 | 16,982 | 18,007 | ||
3,7 | General Mills Inc. | 3.000% | 2/1/51 | 18,982 | 19,125 | |
Hershey Co. | 2.625% | 5/1/23 | 7,400 | 7,661 | ||
Hershey Co. | 3.375% | 5/15/23 | 9,930 | 10,449 | ||
Hershey Co. | 2.050% | 11/15/24 | 1,800 | 1,879 | ||
Hershey Co. | 3.200% | 8/21/25 | 7,370 | 8,006 | ||
Hershey Co. | 2.300% | 8/15/26 | 9,773 | 10,369 | ||
Hershey Co. | 2.450% | 11/15/29 | 3,850 | 4,054 | ||
Hershey Co. | 1.700% | 6/1/30 | 5,098 | 5,070 | ||
Hershey Co. | 3.375% | 8/15/46 | 485 | 538 | ||
Hershey Co. | 3.125% | 11/15/49 | 11,091 | 11,824 | ||
Hershey Co. | 2.650% | 6/1/50 | 2,660 | 2,616 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 7,950 | 7,965 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 3,200 | 3,218 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 12,575 | 12,484 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 3,700 | 3,851 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 5,485 | 5,958 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 10,500 | 11,005 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 5,725 | 6,427 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 14,147 | 15,410 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 12,850 | 14,094 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 9,725 | 9,915 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 7,154 | 8,379 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 7,025 | 8,418 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 4,585 | 4,945 | ||
Kellogg Co. | 2.650% | 12/1/23 | 10,583 | 11,112 | ||
Kellogg Co. | 3.250% | 4/1/26 | 10,018 | 10,938 | ||
Kellogg Co. | 3.400% | 11/15/27 | 11,100 | 12,221 | ||
Kellogg Co. | 4.300% | 5/15/28 | 5,750 | 6,655 | ||
Kellogg Co. | 2.100% | 6/1/30 | 6,250 | 6,284 | ||
3 | Kellogg Co. | 7.450% | 4/1/31 | 7,700 | 11,161 | |
Kellogg Co. | 4.500% | 4/1/46 | 8,150 | 10,117 | ||
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 8,703 | 9,276 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 5,850 | 6,206 | ||
Keurig Dr Pepper Inc. | 0.750% | 3/15/24 | 5,000 | 5,005 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 18,251 | 20,491 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 8,165 | 8,928 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 6,884 | 7,308 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 8,044 | 8,867 | ||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 24,221 | 28,445 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 21,545 | 23,345 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 3,000 | 3,025 | ||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 678 | 1,053 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 6,885 | 8,768 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 16,661 | 20,325 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 3,441 | 4,156 | ||
Keurig Dr Pepper Inc. | 5.085% | 5/25/48 | 718 | 950 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 9,075 | 10,223 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 4,750 | 4,993 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 5,793 | 6,016 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 4,630 | 5,008 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 7,885 | 8,557 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 3,725 | 3,644 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 3,800 | 4,397 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 6,163 | 6,826 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 9,290 | 10,252 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 2,253 | 3,507 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 10,551 | 14,440 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 6,090 | 6,638 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 4,355 | 5,266 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 4,590 | 4,736 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 2,419 | 3,314 | ||
Kroger Co. | 2.800% | 8/1/22 | 4,525 | 4,633 | ||
Kroger Co. | 3.850% | 8/1/23 | 7,265 | 7,710 | ||
Kroger Co. | 4.000% | 2/1/24 | 5,836 | 6,284 | ||
Kroger Co. | 3.500% | 2/1/26 | 13,251 | 14,552 | ||
Kroger Co. | 2.650% | 10/15/26 | 13,500 | 14,329 | ||
Kroger Co. | 3.700% | 8/1/27 | 5,200 | 5,789 | ||
3 | Kroger Co. | 7.700% | 6/1/29 | 5,250 | 7,223 | |
Kroger Co. | 8.000% | 9/15/29 | 4,085 | 5,760 | ||
Kroger Co. | 2.200% | 5/1/30 | 4,300 | 4,325 | ||
Kroger Co. | 1.700% | 1/15/31 | 5,000 | 4,795 | ||
Kroger Co. | 7.500% | 4/1/31 | 5,600 | 8,035 | ||
Kroger Co. | 6.900% | 4/15/38 | 5,719 | 8,439 | ||
Kroger Co. | 5.400% | 7/15/40 | 4,282 | 5,626 | ||
Kroger Co. | 5.000% | 4/15/42 | 5,547 | 7,006 | ||
Kroger Co. | 5.150% | 8/1/43 | 2,942 | 3,803 | ||
Kroger Co. | 3.875% | 10/15/46 | 12,020 | 13,271 | ||
Kroger Co. | 4.450% | 2/1/47 | 19,782 | 23,643 | ||
Kroger Co. | 4.650% | 1/15/48 | 4,171 | 5,114 | ||
Kroger Co. | 5.400% | 1/15/49 | 4,717 | 6,430 | ||
Kroger Co. | 3.950% | 1/15/50 | 4,947 | 5,648 | ||
McCormick & Co. Inc. | 2.700% | 8/15/22 | 2,023 | 2,071 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 10,533 | 11,235 | ||
McCormick & Co. Inc. | 0.900% | 2/15/26 | 6,024 | 5,920 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 9,944 | 10,959 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 10,322 | 10,603 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 7,100 | 6,864 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 3,813 | 4,591 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 11,923 | 13,409 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 6,850 | 9,813 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 11,823 | 15,384 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 26,015 | 27,901 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 15,307 | 18,775 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 23,966 | 26,675 | ||
3,7 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 5,000 | 5,104 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 12,325 | 12,365 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 7,442 | 7,568 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 20,050 | 21,105 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 9,350 | 8,856 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 8,975 | 8,681 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 14,710 | 13,696 | ||
PepsiCo Inc. | 3.100% | 7/17/22 | 6,674 | 6,841 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 7,691 | 8,002 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 15,600 | 15,730 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 10,713 | 11,513 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 18,390 | 19,331 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 19,063 | 20,387 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 11,753 | 12,908 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 11,223 | 12,121 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 16,782 | 17,875 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 11,736 | 12,606 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 21,963 | 24,134 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 20,219 | 21,650 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 30,197 | 32,544 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 14,705 | 14,512 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PepsiCo Inc. | 1.400% | 2/25/31 | 11,425 | 11,048 | ||
PepsiCo Inc. | 5.500% | 1/15/40 | 1,809 | 2,553 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 10,350 | 11,808 | ||
PepsiCo Inc. | 4.875% | 11/1/40 | 253 | 336 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 12,900 | 15,675 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 9,719 | 11,255 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 12,079 | 14,993 | ||
PepsiCo Inc. | 4.600% | 7/17/45 | 6,695 | 8,736 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 19,023 | 24,353 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 19,624 | 22,028 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 6,473 | 7,896 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 16,800 | 18,782 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 16,179 | 16,625 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 7,500 | 8,773 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 4,675 | 5,767 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 9,063 | 9,256 | ||
Philip Morris International Inc. | 2.500% | 8/22/22 | 3,939 | 4,040 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 11,024 | 11,324 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 9,910 | 10,290 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 4,005 | 4,058 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 9,315 | 9,595 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 12,816 | 13,795 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 17,955 | 19,094 | ||
Philip Morris International Inc. | 3.250% | 11/10/24 | 14,670 | 15,877 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 5,921 | 6,041 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 9,859 | 10,755 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 17,941 | 19,146 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 5,083 | 5,019 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 2,393 | 2,615 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 7,950 | 8,661 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 9,245 | 10,219 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 13,525 | 13,491 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 2,875 | 2,787 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 13,397 | 19,141 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 13,032 | 15,388 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 11,087 | 13,139 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 8,845 | 9,781 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 10,935 | 12,496 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 12,021 | 15,043 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 17,222 | 20,114 | ||
Procter & Gamble Co. | 2.150% | 8/11/22 | 8,296 | 8,472 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 16,652 | 17,654 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 12,625 | 12,470 | ||
Procter & Gamble Co. | 2.700% | 2/2/26 | 15,921 | 17,188 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 13,350 | 14,286 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 18,700 | 20,248 | ||
Procter & Gamble Co. | 2.850% | 8/11/27 | 5,828 | 6,353 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 23,373 | 25,776 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 12,820 | 12,217 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 1,500 | 2,161 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 19,346 | 22,667 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 9,044 | 10,767 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 8,789 | 10,689 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 36,022 | 39,936 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 11,638 | 14,051 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 3,390 | 4,571 | ||
3 | Reynolds American Inc. | 8.125% | 5/1/40 | 2,569 | 3,744 | |
3 | Reynolds American Inc. | 7.000% | 8/4/41 | 3,375 | 4,510 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 11,982 | 15,126 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 28,097 | 34,453 | ||
Sysco Corp. | 3.550% | 3/15/25 | 5,790 | 6,301 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sysco Corp. | 5.650% | 4/1/25 | 448 | 520 | ||
Sysco Corp. | 3.750% | 10/1/25 | 8,199 | 9,020 | ||
Sysco Corp. | 3.300% | 7/15/26 | 16,837 | 18,306 | ||
Sysco Corp. | 3.250% | 7/15/27 | 21,176 | 22,962 | ||
Sysco Corp. | 2.400% | 2/15/30 | 2,150 | 2,189 | ||
Sysco Corp. | 5.950% | 4/1/30 | 10,598 | 13,617 | ||
Sysco Corp. | 6.600% | 4/1/40 | 13,332 | 19,661 | ||
Sysco Corp. | 4.850% | 10/1/45 | 8,210 | 10,244 | ||
Sysco Corp. | 4.500% | 4/1/46 | 6,459 | 7,650 | ||
Sysco Corp. | 4.450% | 3/15/48 | 8,076 | 9,644 | ||
Sysco Corp. | 3.300% | 2/15/50 | 6,850 | 6,874 | ||
Sysco Corp. | 6.600% | 4/1/50 | 16,033 | 24,916 | ||
Target Corp. | 3.500% | 7/1/24 | 11,945 | 12,961 | ||
Target Corp. | 2.250% | 4/15/25 | 13,300 | 13,957 | ||
Target Corp. | 2.500% | 4/15/26 | 10,793 | 11,608 | ||
Target Corp. | 3.375% | 4/15/29 | 15,650 | 17,579 | ||
Target Corp. | 2.350% | 2/15/30 | 8,500 | 8,874 | ||
Target Corp. | 2.650% | 9/15/30 | 11,175 | 11,963 | ||
Target Corp. | 6.500% | 10/15/37 | 5,687 | 8,788 | ||
Target Corp. | 7.000% | 1/15/38 | 7,420 | 12,010 | ||
Target Corp. | 4.000% | 7/1/42 | 10,740 | 13,347 | ||
Target Corp. | 3.625% | 4/15/46 | 8,425 | 10,003 | ||
Target Corp. | 3.900% | 11/15/47 | 725 | 908 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 4,400 | 4,714 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 20,219 | 21,997 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 13,194 | 14,709 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 15,940 | 17,639 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 16,562 | 19,291 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 9,341 | 11,615 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 15,112 | 19,552 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 7,825 | 9,563 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 13,522 | 17,839 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 3,418 | 3,421 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 16,450 | 17,582 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 25,113 | 26,487 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 266 | 290 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 9,825 | 10,677 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 11,245 | 11,723 | ||
Unilever Capital Corp. | 2.900% | 5/5/27 | 6,650 | 7,206 | ||
Unilever Capital Corp. | 3.500% | 3/22/28 | 8,305 | 9,335 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 19,790 | 20,367 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 4,334 | 4,190 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 8,975 | 12,377 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 22,516 | 24,536 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 28,230 | 30,715 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 2,686 | 2,866 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 23,354 | 27,932 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 10,450 | 11,516 | ||
Walmart Inc. | 2.350% | 12/15/22 | 28,637 | 29,447 | ||
Walmart Inc. | 2.550% | 4/11/23 | 23,173 | 24,009 | ||
Walmart Inc. | 3.400% | 6/26/23 | 14,402 | 15,252 | ||
Walmart Inc. | 3.300% | 4/22/24 | 26,298 | 28,182 | ||
Walmart Inc. | 2.850% | 7/8/24 | 18,844 | 20,086 | ||
Walmart Inc. | 2.650% | 12/15/24 | 21,876 | 23,304 | ||
Walmart Inc. | 3.550% | 6/26/25 | 31,512 | 34,753 | ||
Walmart Inc. | 3.050% | 7/8/26 | 27,284 | 29,868 | ||
Walmart Inc. | 5.875% | 4/5/27 | 15,220 | 19,086 | ||
Walmart Inc. | 3.700% | 6/26/28 | 31,241 | 35,564 | ||
Walmart Inc. | 3.250% | 7/8/29 | 20,280 | 22,700 | ||
Walmart Inc. | 2.375% | 9/24/29 | 11,950 | 12,661 | ||
Walmart Inc. | 7.550% | 2/15/30 | 7,080 | 10,507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walmart Inc. | 5.250% | 9/1/35 | 25,401 | 34,595 | ||
Walmart Inc. | 6.500% | 8/15/37 | 2,149 | 3,273 | ||
Walmart Inc. | 6.200% | 4/15/38 | 15,669 | 23,388 | ||
Walmart Inc. | 3.950% | 6/28/38 | 13,019 | 15,642 | ||
Walmart Inc. | 5.625% | 4/1/40 | 8,720 | 12,564 | ||
Walmart Inc. | 4.875% | 7/8/40 | 6,810 | 9,009 | ||
Walmart Inc. | 5.000% | 10/25/40 | 4,065 | 5,498 | ||
Walmart Inc. | 5.625% | 4/15/41 | 5,290 | 7,679 | ||
Walmart Inc. | 4.000% | 4/11/43 | 9,372 | 11,441 | ||
Walmart Inc. | 4.300% | 4/22/44 | 9,154 | 11,618 | ||
Walmart Inc. | 3.625% | 12/15/47 | 8,959 | 10,509 | ||
Walmart Inc. | 4.050% | 6/29/48 | 31,039 | 39,054 | ||
Walmart Inc. | 2.950% | 9/24/49 | 18,605 | 19,754 | ||
6,150,494 | ||||||
Energy (2.31%) | ||||||
Baker Hughes a GE Co. LLC | 2.773% | 12/15/22 | 15,918 | 16,441 | ||
Baker Hughes a GE Co. LLC | 3.337% | 12/15/27 | 18,290 | 20,005 | ||
Baker Hughes a GE Co. LLC | 3.138% | 11/7/29 | 6,355 | 6,849 | ||
Baker Hughes a GE Co. LLC | 4.486% | 5/1/30 | 8,864 | 10,471 | ||
Baker Hughes a GE Co. LLC | 4.080% | 12/15/47 | 18,800 | 21,542 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 15,164 | 19,443 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 3,425 | 3,535 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 8,524 | 9,533 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 14,775 | 17,510 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 10,812 | 12,206 | ||
3 | BP Capital Markets America Inc. | 2.520% | 9/19/22 | 9,058 | 9,287 | |
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 10,080 | 10,514 | ||
3 | BP Capital Markets America Inc. | 2.750% | 5/10/23 | 10,736 | 11,193 | |
3 | BP Capital Markets America Inc. | 3.216% | 11/28/23 | 18,953 | 20,074 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 6,994 | 7,544 | ||
3 | BP Capital Markets America Inc. | 3.224% | 4/14/24 | 3,200 | 3,410 | |
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 8,186 | 8,819 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 19,464 | 21,568 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 15,102 | 16,522 | ||
3 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 20,241 | 21,964 | |
3 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 9,215 | 9,940 | |
BP Capital Markets America Inc. | 3.543% | 4/6/27 | 5,259 | 5,805 | ||
3 | BP Capital Markets America Inc. | 3.588% | 4/14/27 | 5,709 | 6,320 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 14,650 | 16,686 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 17,910 | 20,772 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 23,100 | 25,918 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 7,050 | 6,882 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 19,000 | 19,188 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 30,856 | 29,970 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 20,568 | 19,141 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 11,060 | 10,607 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 23,595 | 23,711 | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 16,002 | 16,462 | ||
BP Capital Markets plc | 2.750% | 5/10/23 | 835 | 870 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 7,763 | 8,368 | ||
BP Capital Markets plc | 3.814% | 2/10/24 | 9,031 | 9,771 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 25,393 | 27,648 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 20,664 | 22,616 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 27,766 | 30,401 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 16,184 | 18,246 | ||
Burlington Resources LLC | 7.200% | 8/15/31 | 3,530 | 5,103 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 5,765 | 8,500 | ||
Burlington Resources LLC | 5.950% | 10/15/36 | 8,550 | 11,850 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 15,666 | 16,231 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 8,673 | 9,322 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 400 | 435 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 5,200 | 5,348 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 22,428 | 24,703 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 8,200 | 8,506 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 5,793 | 7,870 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 7,731 | 10,195 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 4,428 | 5,658 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 14,902 | 20,118 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 14,999 | 20,054 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 5,634 | 7,908 | ||
3 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 7,505 | 9,361 | |
Cenovus Energy Inc. | 3.950% | 4/15/22 | 5,771 | 5,873 | ||
Cenovus Energy Inc. | 3.800% | 9/15/23 | 5,669 | 5,979 | ||
Cenovus Energy Inc. | 4.000% | 4/15/24 | 10,000 | 10,709 | ||
Cenovus Energy Inc. | 5.375% | 7/15/25 | 17,375 | 19,878 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 12,400 | 13,866 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 9,090 | 10,297 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 8,711 | 10,425 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 4,966 | 6,529 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 21,515 | 29,177 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 13,732 | 17,050 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 11,864 | 13,587 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 14,140 | 16,221 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 27,805 | 32,365 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 19,883 | 21,715 | ||
Chevron Corp. | 2.355% | 12/5/22 | 25,151 | 25,759 | ||
Chevron Corp. | 1.141% | 5/11/23 | 17,375 | 17,633 | ||
Chevron Corp. | 2.566% | 5/16/23 | 6,015 | 6,243 | ||
Chevron Corp. | 3.191% | 6/24/23 | 25,453 | 26,716 | ||
Chevron Corp. | 2.895% | 3/3/24 | 15,470 | 16,373 | ||
Chevron Corp. | 1.554% | 5/11/25 | 31,283 | 32,034 | ||
Chevron Corp. | 3.326% | 11/17/25 | 19,431 | 21,276 | ||
Chevron Corp. | 2.954% | 5/16/26 | 23,854 | 25,867 | ||
Chevron Corp. | 1.995% | 5/11/27 | 7,958 | 8,220 | ||
Chevron Corp. | 2.236% | 5/11/30 | 22,108 | 22,799 | ||
Chevron Corp. | 2.978% | 5/11/40 | 9,050 | 9,463 | ||
Chevron Corp. | 3.078% | 5/11/50 | 12,775 | 13,227 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 5,606 | 5,610 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 4,000 | 4,004 | ||
Chevron USA Inc. | 3.900% | 11/15/24 | 7,104 | 7,789 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 7,675 | 7,615 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 6,750 | 6,576 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 9,440 | 10,762 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 11,000 | 12,194 | ||
Chevron USA Inc. | 6.000% | 3/1/41 | 13,373 | 19,560 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 15,000 | 20,394 | ||
Chevron USA Inc. | 5.050% | 11/15/44 | 10,750 | 14,427 | ||
Chevron USA Inc. | 4.950% | 8/15/47 | 6,390 | 8,561 | ||
Chevron USA Inc. | 4.200% | 10/15/49 | 4,352 | 5,355 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 10,954 | 9,929 | ||
Cimarex Energy Co. | 4.375% | 6/1/24 | 11,232 | 12,226 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 15,371 | 16,958 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 2,861 | 3,253 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 18,525 | 20,823 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 6,138 | 8,373 | ||
Conoco Funding Co. | 7.250% | 10/15/31 | 2,673 | 3,906 | ||
3,7 | ConocoPhillips | 3.750% | 10/1/27 | 36,181 | 40,639 | |
3,7 | ConocoPhillips | 4.300% | 8/15/28 | 27,605 | 32,020 | |
3,7 | ConocoPhillips | 2.400% | 2/15/31 | 6,630 | 6,787 | |
ConocoPhillips | 5.900% | 10/15/32 | 14,606 | 19,513 | ||
ConocoPhillips | 5.900% | 5/15/38 | 10,000 | 13,982 | ||
ConocoPhillips | 6.500% | 2/1/39 | 30,743 | 45,471 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,7 | ConocoPhillips | 4.875% | 10/1/47 | 18,850 | 24,758 | |
ConocoPhillips Co. | 3.350% | 11/15/24 | 3,123 | 3,367 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 17,509 | 20,328 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 25,284 | 34,374 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 10,712 | 12,909 | ||
3,7 | Devon Energy Corp. | 5.250% | 9/15/24 | 6,750 | 7,523 | |
Devon Energy Corp. | 5.850% | 12/15/25 | 6,151 | 7,222 | ||
3,7 | Devon Energy Corp. | 5.250% | 10/15/27 | 3,700 | 3,978 | |
3,7 | Devon Energy Corp. | 5.875% | 6/15/28 | 4,284 | 4,761 | |
3,7 | Devon Energy Corp. | 4.500% | 1/15/30 | 7,607 | 8,370 | |
Devon Energy Corp. | 7.875% | 9/30/31 | 7,787 | 10,903 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 5,755 | 8,195 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 15,405 | 19,109 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 11,024 | 12,528 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 10,488 | 12,342 | ||
Diamondback Energy Inc. | 0.900% | 3/24/23 | 6,600 | 6,601 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 12,205 | 12,902 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 20,746 | 22,234 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 23,875 | 25,590 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 13,200 | 13,725 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 6,000 | 6,777 | ||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 14,125 | 15,042 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 12,640 | 13,975 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 20,060 | 22,973 | ||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 1,398 | 1,522 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 10,311 | 12,182 | ||
3 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 10,010 | 14,736 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 4,365 | 5,625 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 10,856 | 17,134 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 7,505 | 7,682 | ||
Enbridge Inc. | 4.000% | 10/1/23 | 3,278 | 3,501 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 6,450 | 6,766 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 13,632 | 15,384 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 17,005 | 18,791 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 12,375 | 13,253 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 12,000 | 12,005 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 7,150 | 8,417 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 6,380 | 7,088 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 6,600 | 6,626 | ||
Energy Transfer LP | 5.000% | 10/1/22 | 24,055 | 25,072 | ||
Energy Transfer LP | 3.450% | 1/15/23 | 1,989 | 2,055 | ||
Energy Transfer LP | 3.600% | 2/1/23 | 21,752 | 22,569 | ||
3 | Energy Transfer LP | 4.250% | 3/15/23 | 23,301 | 24,454 | |
3 | Energy Transfer LP | 4.200% | 9/15/23 | 7,620 | 8,148 | |
Energy Transfer LP | 4.500% | 11/1/23 | 7,775 | 8,334 | ||
Energy Transfer LP | 4.900% | 2/1/24 | 2,129 | 2,315 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 7,893 | 8,506 | ||
Energy Transfer LP | 4.500% | 4/15/24 | 1,400 | 1,525 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 22,025 | 23,907 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 10,834 | 11,406 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 6,660 | 7,804 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 14,875 | 16,745 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 7,400 | 8,085 | ||
Energy Transfer LP | 4.200% | 4/15/27 | 7,875 | 8,714 | ||
3 | Energy Transfer LP | 5.500% | 6/1/27 | 19,083 | 22,418 | |
Energy Transfer LP | 4.000% | 10/1/27 | 11,150 | 12,291 | ||
Energy Transfer LP | 4.950% | 6/15/28 | 17,375 | 20,148 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 16,403 | 19,376 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 13,735 | 14,932 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 5,328 | 6,152 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 5,810 | 7,678 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Energy Transfer LP | 5.800% | 6/15/38 | 9,725 | 12,060 | |
Energy Transfer LP | 7.500% | 7/1/38 | 6,482 | 9,130 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 8,690 | 11,045 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 12,508 | 16,237 | ||
Energy Transfer LP | 6.100% | 2/15/42 | 10,680 | 13,248 | ||
Energy Transfer LP | 4.950% | 1/15/43 | 1,150 | 1,259 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 2,669 | 3,018 | ||
Energy Transfer LP | 5.950% | 10/1/43 | 5,388 | 6,695 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 7,978 | 9,241 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 5,403 | 6,227 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 18,142 | 20,995 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 19,678 | 25,050 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 10,755 | 12,552 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 12,902 | 15,271 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 17,365 | 21,958 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 20,375 | 26,794 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 29,884 | 34,523 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 26,624 | 27,725 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 11,000 | 11,841 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 21,420 | 23,352 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 5,000 | 5,538 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 3,247 | 3,635 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 30,005 | 32,374 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 18,209 | 19,239 | ||
3 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 6,813 | 9,707 | |
3 | Enterprise Products Operating LLC | 6.650% | 10/15/34 | 1,960 | 2,755 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 3,544 | 5,441 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 14,648 | 20,536 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 10,706 | 14,725 | ||
Enterprise Products Operating LLC | 5.700% | 2/15/42 | 6,720 | 9,066 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 9,547 | 11,689 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 17,123 | 20,239 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 11,947 | 14,658 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 5,000 | 6,344 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 26,078 | 32,270 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 27,205 | 31,292 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 14,268 | 17,571 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 24,883 | 28,799 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 14,370 | 15,441 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 8,375 | 8,298 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 9,613 | 11,989 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 18,000 | 20,011 | ||
3 | Enterprise Products Operating LLC | 4.875% | 8/16/77 | 1,500 | 1,470 | |
3 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 9,750 | 10,212 | |
3 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 8,690 | 8,950 | |
EOG Resources Inc. | 2.625% | 3/15/23 | 16,258 | 16,788 | ||
EOG Resources Inc. | 3.150% | 4/1/25 | 8,281 | 8,924 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 14,335 | 16,142 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 12,675 | 15,023 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 9,698 | 12,956 | ||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 14,833 | 15,109 | ||
Exxon Mobil Corp. | 2.726% | 3/1/23 | 38,897 | 40,276 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 24,866 | 25,404 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 275 | 293 | ||
Exxon Mobil Corp. | 2.019% | 8/16/24 | 13,429 | 13,975 | ||
Exxon Mobil Corp. | 2.709% | 3/6/25 | 10,823 | 11,512 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 58,045 | 62,280 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 16,526 | 17,938 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 14,181 | 14,959 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 10,250 | 11,337 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 15,950 | 16,686 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 22,180 | 24,911 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 28,663 | 30,233 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 11,025 | 11,337 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 28,030 | 33,542 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 17,040 | 18,669 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 19,331 | 22,849 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 25,581 | 26,088 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 51,559 | 64,003 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 37,000 | 40,262 | ||
Halliburton Co. | 3.500% | 8/1/23 | 1,603 | 1,689 | ||
Halliburton Co. | 3.800% | 11/15/25 | 8,349 | 9,227 | ||
Halliburton Co. | 2.920% | 3/1/30 | 24,565 | 25,533 | ||
Halliburton Co. | 4.850% | 11/15/35 | 20,282 | 23,887 | ||
Halliburton Co. | 6.700% | 9/15/38 | 12,102 | 16,571 | ||
Halliburton Co. | 4.500% | 11/15/41 | 3,065 | 3,441 | ||
Halliburton Co. | 4.750% | 8/1/43 | 11,651 | 13,529 | ||
Halliburton Co. | 5.000% | 11/15/45 | 27,703 | 33,825 | ||
3 | Helmerich & Payne Inc. | 4.650% | 3/15/25 | 5,000 | 5,566 | |
Hess Corp. | 3.500% | 7/15/24 | 4,253 | 4,518 | ||
Hess Corp. | 4.300% | 4/1/27 | 11,290 | 12,577 | ||
Hess Corp. | 7.875% | 10/1/29 | 6,000 | 8,173 | ||
Hess Corp. | 7.300% | 8/15/31 | 8,523 | 11,551 | ||
Hess Corp. | 7.125% | 3/15/33 | 5,990 | 8,111 | ||
Hess Corp. | 6.000% | 1/15/40 | 12,953 | 16,630 | ||
Hess Corp. | 5.600% | 2/15/41 | 21,675 | 27,107 | ||
Hess Corp. | 5.800% | 4/1/47 | 1,165 | 1,521 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 2,775 | 2,872 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 4,983 | 5,762 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 5,421 | 5,821 | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 9,124 | 9,419 | ||
Kinder Morgan Energy Partners LP | 3.450% | 2/15/23 | 10,809 | 11,245 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 14,574 | 15,385 | ||
Kinder Morgan Energy Partners LP | 4.150% | 2/1/24 | 500 | 539 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 21,611 | 23,560 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 7,686 | 8,437 | ||
Kinder Morgan Energy Partners LP | 7.400% | 3/15/31 | 1,010 | 1,403 | ||
Kinder Morgan Energy Partners LP | 7.750% | 3/15/32 | 455 | 649 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 3,690 | 5,209 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 7,249 | 9,296 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 17,321 | 23,779 | ||
3 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 8,460 | 12,082 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 8,145 | 11,342 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 9,000 | 12,595 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 7,775 | 11,480 | ||
Kinder Morgan Energy Partners LP | 6.375% | 3/1/41 | 5,287 | 7,311 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 12,464 | 15,955 | ||
Kinder Morgan Energy Partners LP | 5.000% | 8/15/42 | 6,239 | 7,469 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 13,249 | 15,412 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 5,091 | 6,121 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 12,804 | 16,105 | ||
Kinder Morgan Energy Partners LP | 5.400% | 9/1/44 | 3,280 | 4,099 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 12,652 | 13,138 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 10,896 | 12,136 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 19,414 | 22,175 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 9,700 | 9,338 | ||
3 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 5,675 | 8,123 | |
3 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 11,775 | 16,969 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 20,259 | 25,057 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 18,942 | 24,500 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 13,271 | 16,102 | ||
Kinder Morgan Inc. | 5.200% | 3/1/48 | 975 | 1,226 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 10,240 | 9,911 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 5,350 | 5,466 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 9,246 | 10,646 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 7,625 | 8,208 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 291 | 361 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 4,994 | 5,657 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 10,468 | 11,696 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 6,500 | 7,875 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 8,455 | 9,168 | ||
Marathon Oil Corp. | 3.850% | 6/1/25 | 10,000 | 10,892 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 17,052 | 19,308 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 6,965 | 9,148 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 13,180 | 17,551 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 2,975 | 3,569 | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 16,756 | 17,876 | ||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 6,928 | 7,559 | ||
Marathon Petroleum Corp. | 3.625% | 9/15/24 | 7,925 | 8,527 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 8,608 | 9,708 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 24,005 | 28,260 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 8,450 | 9,412 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 18,690 | 25,981 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 6,367 | 7,543 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 13,241 | 15,143 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 7,133 | 8,529 | ||
MPLX LP | 3.500% | 12/1/22 | 5,900 | 6,130 | ||
MPLX LP | 3.375% | 3/15/23 | 6,192 | 6,472 | ||
MPLX LP | 4.500% | 7/15/23 | 22,980 | 24,595 | ||
MPLX LP | 4.875% | 12/1/24 | 25,731 | 28,820 | ||
MPLX LP | 4.000% | 2/15/25 | 5,008 | 5,466 | ||
MPLX LP | 4.875% | 6/1/25 | 14,559 | 16,438 | ||
MPLX LP | 1.750% | 3/1/26 | 11,525 | 11,656 | ||
MPLX LP | 4.125% | 3/1/27 | 8,890 | 9,926 | ||
MPLX LP | 4.250% | 12/1/27 | 20,215 | 22,875 | ||
MPLX LP | 4.000% | 3/15/28 | 14,293 | 15,983 | ||
MPLX LP | 2.650% | 8/15/30 | 21,429 | 21,660 | ||
MPLX LP | 4.500% | 4/15/38 | 20,810 | 23,790 | ||
MPLX LP | 5.200% | 3/1/47 | 15,460 | 18,978 | ||
MPLX LP | 5.200% | 12/1/47 | 20,035 | 24,456 | ||
MPLX LP | 4.700% | 4/15/48 | 18,868 | 21,938 | ||
MPLX LP | 5.500% | 2/15/49 | 14,490 | 18,749 | ||
MPLX LP | 4.900% | 4/15/58 | 5,300 | 6,331 | ||
NOV Inc. | 3.600% | 12/1/29 | 5,025 | 5,255 | ||
NOV Inc. | 3.950% | 12/1/42 | 8,588 | 8,477 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 15,093 | 16,999 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 5,350 | 5,630 | ||
ONEOK Inc. | 2.200% | 9/15/25 | 2,850 | 2,933 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 14,105 | 15,587 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 6,503 | 7,415 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 12,285 | 13,871 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 23,196 | 24,731 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 19,100 | 19,971 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 3,375 | 4,365 | ||
ONEOK Inc. | 6.000% | 6/15/35 | 1,783 | 2,235 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 14,341 | 16,804 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 6,965 | 8,543 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 9,602 | 10,664 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 7,525 | 8,399 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 4,475 | 6,612 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 16,090 | 16,534 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 8,872 | 9,933 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 14,575 | 19,624 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ONEOK Partners LP | 6.850% | 10/15/37 | 7,871 | 10,748 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 5,942 | 7,661 | ||
ONEOK Partners LP | 6.200% | 9/15/43 | 3,184 | 4,188 | ||
Phillips 66 | 3.700% | 4/6/23 | 3,350 | 3,537 | ||
Phillips 66 | 0.900% | 2/15/24 | 5,000 | 5,005 | ||
Phillips 66 | 3.850% | 4/9/25 | 10,983 | 12,088 | ||
Phillips 66 | 1.300% | 2/15/26 | 10,650 | 10,652 | ||
Phillips 66 | 3.900% | 3/15/28 | 8,860 | 9,967 | ||
Phillips 66 | 2.150% | 12/15/30 | 29,035 | 28,564 | ||
Phillips 66 | 4.650% | 11/15/34 | 16,748 | 19,972 | ||
Phillips 66 | 5.875% | 5/1/42 | 14,532 | 19,814 | ||
Phillips 66 | 4.875% | 11/15/44 | 17,620 | 22,062 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 4,300 | 4,488 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 9,516 | 10,262 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 2,500 | 2,718 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 5,725 | 6,271 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 11,123 | 11,690 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 7,300 | 8,354 | ||
Phillips 66 Partners LP | 4.900% | 10/1/46 | 5,933 | 7,057 | ||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 3,000 | 3,002 | ||
Pioneer Natural Resources Co. | 0.750% | 1/15/24 | 4,116 | 4,116 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 5,800 | 5,742 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 10,918 | 12,313 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 14,333 | 13,813 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 7,170 | 7,036 | ||
Plains All American Pipeline LP | 2.850% | 1/31/23 | 16,263 | 16,693 | ||
Plains All American Pipeline LP | 3.850% | 10/15/23 | 5,786 | 6,134 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 25,665 | 27,516 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 11,924 | 13,342 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 12,330 | 13,852 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 10,154 | 10,709 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 6,316 | 6,764 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 6,839 | 8,966 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 8,575 | 9,618 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 10,000 | 10,042 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 8,877 | 9,411 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 6,331 | 6,887 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 17,983 | 19,327 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 24,256 | 27,237 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 28,025 | 32,036 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 15,637 | 18,505 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 22,817 | 26,347 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 20,922 | 23,632 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 21,845 | 25,205 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 2,120 | 2,146 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 18,715 | 19,981 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 16,640 | 17,502 | ||
Shell International Finance BV | 2.375% | 8/21/22 | 14,662 | 15,008 | ||
Shell International Finance BV | 2.250% | 1/6/23 | 7,873 | 8,104 | ||
Shell International Finance BV | 3.400% | 8/12/23 | 11,483 | 12,200 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 6,725 | 6,725 | ||
Shell International Finance BV | 3.500% | 11/13/23 | 11,316 | 12,098 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 11,083 | 11,533 | ||
Shell International Finance BV | 2.375% | 4/6/25 | 26,880 | 28,288 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 36,496 | 39,628 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 18,031 | 19,490 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 21,223 | 22,599 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 18,485 | 21,219 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 25,820 | 26,834 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 27,505 | 29,324 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 13,939 | 16,555 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Shell International Finance BV | 6.375% | 12/15/38 | 30,355 | 45,021 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 9,428 | 13,126 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 9,694 | 10,897 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 22,687 | 28,318 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 36,009 | 44,159 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 36,798 | 43,040 | ||
Shell International Finance BV | 3.750% | 9/12/46 | 9,270 | 10,486 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 25,945 | 26,854 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 26,645 | 28,365 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 6,560 | 7,202 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 7,200 | 7,771 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 12,698 | 13,805 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 16,300 | 19,146 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 8,825 | 9,172 | ||
Suncor Energy Inc. | 3.600% | 12/1/24 | 5,790 | 6,255 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 6,600 | 7,066 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 5,860 | 8,188 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 3,930 | 4,844 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 3,787 | 5,008 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 8,130 | 10,693 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 13,193 | 18,958 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 23,488 | 33,151 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 15,492 | 17,121 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 5,250 | 5,676 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 6,675 | 7,371 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 1,580 | 1,997 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 4,520 | 5,867 | ||
Tennessee Gas Pipeline Co. LLC | 7.625% | 4/1/37 | 1,967 | 2,833 | ||
3,7 | Texas Eastern Transmission LP | 2.800% | 10/15/22 | 165 | 168 | |
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 5,860 | 8,134 | ||
Tosco Corp. | 8.125% | 2/15/30 | 1,150 | 1,653 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 25,940 | 27,170 | ||
TotalEnergies Capital International SA | 2.700% | 1/25/23 | 11,925 | 12,361 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 26,216 | 28,262 | ||
TotalEnergies Capital International SA | 3.750% | 4/10/24 | 3,776 | 4,101 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 11,297 | 11,881 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 17,980 | 20,047 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 20,191 | 21,676 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 8,050 | 8,189 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 9,422 | 10,152 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 32,929 | 33,418 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 2,050 | 2,165 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 9,259 | 10,615 | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 17,609 | 18,018 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 6,017 | 6,404 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 13,367 | 15,365 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 13,475 | 15,497 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 23,977 | 27,524 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 17,825 | 21,143 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 4,055 | 5,141 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 16,126 | 21,352 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 24,191 | 33,231 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 14,000 | 16,836 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 3,530 | 5,313 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 12,861 | 17,687 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 11,710 | 14,551 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 25,052 | 31,682 | ||
Transcontinental Gas Pipe Line Co. LLC | 7.850% | 2/1/26 | 9,380 | 11,917 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 6,816 | 7,719 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 11,275 | 12,156 | ||
Transcontinental Gas Pipe Line Co. LLC | 5.400% | 8/15/41 | 2,093 | 2,703 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Transcontinental Gas Pipe Line Co. LLC | 4.450% | 8/1/42 | 4,996 | 5,967 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 4,639 | 5,643 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 12,415 | 13,943 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 14,600 | 15,139 | ||
Valero Energy Corp. | 1.200% | 3/15/24 | 5,600 | 5,645 | ||
Valero Energy Corp. | 3.650% | 3/15/25 | 5,105 | 5,564 | ||
Valero Energy Corp. | 2.850% | 4/15/25 | 6,355 | 6,738 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 20,885 | 22,619 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 6,325 | 6,432 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 17,000 | 19,370 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 13,301 | 14,852 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 10,839 | 15,249 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 19,138 | 26,215 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 9,075 | 11,325 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 6,962 | 7,891 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 9,125 | 10,397 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 10,583 | 10,847 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 17,071 | 17,771 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 6,150 | 6,664 | ||
Williams Cos. Inc. | 4.300% | 3/4/24 | 17,358 | 18,870 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 29,128 | 32,086 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 16,326 | 17,850 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 9,325 | 10,330 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 15,870 | 17,620 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 14,425 | 15,745 | ||
3 | Williams Cos. Inc. | 7.500% | 1/15/31 | 593 | 817 | |
Williams Cos. Inc. | 2.600% | 3/15/31 | 9,900 | 10,036 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 15,888 | 21,769 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 10,000 | 13,206 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 8,000 | 10,125 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 14,102 | 18,514 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 6,600 | 7,982 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 13,370 | 16,600 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 9,074 | 11,044 | ||
7,213,189 | ||||||
Financials (7.81%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 1,891 | 2,854 | ||
3 | Aegon NV | 5.500% | 4/11/48 | 3,700 | 4,200 | |
AerCap Ireland Capital DAC | 4.625% | 7/1/22 | 7,639 | 7,945 | ||
AerCap Ireland Capital DAC | 3.300% | 1/23/23 | 9,413 | 9,755 | ||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 1,987 | 2,107 | ||
AerCap Ireland Capital DAC | 4.500% | 9/15/23 | 6,403 | 6,868 | ||
AerCap Ireland Capital DAC | 4.875% | 1/16/24 | 4,285 | 4,667 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 5,850 | 6,133 | ||
AerCap Ireland Capital DAC | 2.875% | 8/14/24 | 2,356 | 2,464 | ||
AerCap Ireland Capital DAC | 3.500% | 1/15/25 | 11,188 | 11,856 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 19,930 | 23,368 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 12,688 | 13,968 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 13,250 | 13,098 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 22,156 | 24,338 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 20,347 | 21,750 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 11,363 | 12,695 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 13,604 | 14,572 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 8,675 | 9,449 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 11,195 | 12,169 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 7,970 | 8,598 | ||
Aflac Inc. | 3.625% | 11/15/24 | 10,671 | 11,701 | ||
Aflac Inc. | 3.250% | 3/17/25 | 6,753 | 7,315 | ||
Aflac Inc. | 1.125% | 3/15/26 | 2,000 | 2,004 | ||
Aflac Inc. | 2.875% | 10/15/26 | 1,748 | 1,881 | ||
Aflac Inc. | 3.600% | 4/1/30 | 24,233 | 27,318 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Aflac Inc. | 4.000% | 10/15/46 | 4,650 | 5,403 | ||
Aflac Inc. | 4.750% | 1/15/49 | 2,873 | 3,782 | ||
Air Lease Corp. | 2.625% | 7/1/22 | 7,912 | 8,061 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 5,895 | 6,049 | ||
Air Lease Corp. | 2.750% | 1/15/23 | 5,160 | 5,322 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 25,008 | 26,539 | ||
Air Lease Corp. | 3.000% | 9/15/23 | 2,553 | 2,671 | ||
3 | Air Lease Corp. | 4.250% | 2/1/24 | 11,550 | 12,511 | |
3 | Air Lease Corp. | 0.700% | 2/15/24 | 6,100 | 6,071 | |
Air Lease Corp. | 4.250% | 9/15/24 | 4,705 | 5,136 | ||
3 | Air Lease Corp. | 2.300% | 2/1/25 | 11,895 | 12,287 | |
Air Lease Corp. | 3.250% | 3/1/25 | 13,515 | 14,401 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 10,614 | 11,394 | ||
3 | Air Lease Corp. | 2.875% | 1/15/26 | 8,957 | 9,420 | |
3 | Air Lease Corp. | 3.750% | 6/1/26 | 1,760 | 1,925 | |
Air Lease Corp. | 1.875% | 8/15/26 | 8,000 | 8,007 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 6,176 | 6,649 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 13,237 | 14,232 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 10,965 | 12,392 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 7,150 | 7,439 | ||
3 | Air Lease Corp. | 3.000% | 2/1/30 | 10,487 | 10,625 | |
Air Lease Corp. | 3.125% | 12/1/30 | 7,300 | 7,423 | ||
Aircastle Ltd. | 5.000% | 4/1/23 | 88 | 94 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 11,475 | 12,288 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 2,330 | 2,488 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 20,596 | 22,355 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 6,000 | 7,526 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 10,461 | 11,469 | ||
Allstate Corp. | 3.150% | 6/15/23 | 9,350 | 9,840 | ||
Allstate Corp. | 0.750% | 12/15/25 | 3,300 | 3,271 | ||
Allstate Corp. | 3.280% | 12/15/26 | 2,051 | 2,265 | ||
Allstate Corp. | 1.450% | 12/15/30 | 10,550 | 10,085 | ||
Allstate Corp. | 5.350% | 6/1/33 | 2,775 | 3,589 | ||
Allstate Corp. | 5.550% | 5/9/35 | 3,006 | 4,112 | ||
Allstate Corp. | 5.950% | 4/1/36 | 1,613 | 2,248 | ||
Allstate Corp. | 4.500% | 6/15/43 | 8,462 | 10,658 | ||
Allstate Corp. | 4.200% | 12/15/46 | 5,470 | 6,730 | ||
Allstate Corp. | 3.850% | 8/10/49 | 8,529 | 10,134 | ||
3 | Allstate Corp. | 5.750% | 8/15/53 | 12,566 | 13,639 | |
3 | Allstate Corp. | 6.500% | 5/15/57 | 6,890 | 9,096 | |
Ally Financial Inc. | 1.450% | 10/2/23 | 47,100 | 47,842 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 2,535 | 2,732 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 18,567 | 20,929 | ||
Ally Financial Inc. | 4.625% | 3/30/25 | 943 | 1,055 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 870 | 1,011 | ||
3 | Ally Financial Inc. | 8.000% | 11/1/31 | 27,083 | 38,952 | |
Ally Financial Inc. | 8.000% | 11/1/31 | 8,149 | 11,487 | ||
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 5,537 | 6,265 | ||
American Express Co. | 2.500% | 8/1/22 | 15,446 | 15,776 | ||
American Express Co. | 2.650% | 12/2/22 | 17,713 | 18,293 | ||
American Express Co. | 3.400% | 2/27/23 | 16,761 | 17,548 | ||
American Express Co. | 3.700% | 8/3/23 | 23,626 | 25,157 | ||
American Express Co. | 3.400% | 2/22/24 | 15,083 | 16,142 | ||
American Express Co. | 2.500% | 7/30/24 | 11,237 | 11,843 | ||
American Express Co. | 3.000% | 10/30/24 | 49,092 | 52,651 | ||
American Express Co. | 3.625% | 12/5/24 | 19,366 | 21,194 | ||
American Express Co. | 4.200% | 11/6/25 | 15,269 | 17,287 | ||
American Express Co. | 3.125% | 5/20/26 | 6,920 | 7,564 | ||
American Express Co. | 4.050% | 12/3/42 | 5,964 | 7,137 | ||
3 | American Express Credit Corp. | 3.300% | 5/3/27 | 27,368 | 30,282 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 4,210 | 4,579 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Financial Group Inc. | 5.250% | 4/2/30 | 7,500 | 9,208 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 7,190 | 8,608 | ||
American International Group Inc. | 4.125% | 2/15/24 | 7,776 | 8,467 | ||
American International Group Inc. | 2.500% | 6/30/25 | 32,326 | 34,102 | ||
American International Group Inc. | 3.750% | 7/10/25 | 17,899 | 19,712 | ||
American International Group Inc. | 3.900% | 4/1/26 | 14,289 | 15,951 | ||
American International Group Inc. | 4.200% | 4/1/28 | 11,022 | 12,664 | ||
American International Group Inc. | 4.250% | 3/15/29 | 5,125 | 5,915 | ||
American International Group Inc. | 3.400% | 6/30/30 | 20,780 | 22,793 | ||
American International Group Inc. | 3.875% | 1/15/35 | 14,698 | 16,613 | ||
American International Group Inc. | 4.700% | 7/10/35 | 8,314 | 10,069 | ||
American International Group Inc. | 6.250% | 5/1/36 | 10,358 | 14,457 | ||
American International Group Inc. | 4.500% | 7/16/44 | 33,138 | 40,224 | ||
American International Group Inc. | 4.800% | 7/10/45 | 13,845 | 17,352 | ||
American International Group Inc. | 4.750% | 4/1/48 | 14,456 | 18,364 | ||
3 | American International Group Inc. | 5.750% | 4/1/48 | 7,040 | 8,013 | |
American International Group Inc. | 4.375% | 6/30/50 | 6,155 | 7,495 | ||
American International Group Inc. | 4.375% | 1/15/55 | 8,608 | 10,461 | ||
3 | American International Group Inc. | 8.175% | 5/15/58 | 4,875 | 7,035 | |
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 16,279 | 17,594 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 12,230 | 13,377 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 1,938 | 2,076 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 2,360 | 2,536 | ||
3 | Andrew W Mellon Foundation | 0.947% | 8/1/27 | 2,160 | 2,101 | |
3 | Aon Corp. | 8.205% | 1/1/27 | 3,677 | 4,823 | |
Aon Corp. | 4.500% | 12/15/28 | 9,500 | 11,108 | ||
Aon Corp. | 3.750% | 5/2/29 | 8,550 | 9,622 | ||
Aon Corp. | 2.800% | 5/15/30 | 19,870 | 20,904 | ||
Aon Corp. | 6.250% | 9/30/40 | 5,490 | 7,920 | ||
Aon plc | 4.000% | 11/27/23 | 625 | 671 | ||
Aon plc | 3.500% | 6/14/24 | 16,490 | 17,733 | ||
Aon plc | 3.875% | 12/15/25 | 8,435 | 9,378 | ||
Aon plc | 4.600% | 6/14/44 | 10,092 | 12,613 | ||
Aon plc | 4.750% | 5/15/45 | 2,052 | 2,645 | ||
3,7 | Apollo Management Holdings LP | 4.400% | 5/27/26 | 150 | 170 | |
Arch Capital Finance LLC | 4.011% | 12/15/26 | 10,720 | 12,125 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 7,707 | 10,046 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 4,510 | 6,672 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 11,635 | 12,565 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 1,347 | 1,773 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 16,285 | 16,904 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 9,500 | 10,211 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 9,330 | 10,085 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 13,100 | 13,784 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 1,000 | 1,072 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 20,350 | 20,247 | ||
Arthur J Gallagher & Co. | 2.500% | 5/20/31 | 7,100 | 7,176 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 11,500 | 12,059 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 10,990 | 11,944 | ||
3 | Associated Bank NA | 3.500% | 8/13/21 | 3,350 | 3,353 | |
Assurant Inc. | 4.000% | 3/15/23 | 8,175 | 8,646 | ||
Assurant Inc. | 4.200% | 9/27/23 | 2,120 | 2,277 | ||
Assurant Inc. | 4.900% | 3/27/28 | 2,900 | 3,380 | ||
Assurant Inc. | 3.700% | 2/22/30 | 4,800 | 5,214 | ||
Assurant Inc. | 6.750% | 2/15/34 | 1,103 | 1,447 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 6,532 | 7,307 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 2,850 | 2,961 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 12,700 | 14,193 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 16,727 | 21,126 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 6,125 | 6,537 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 8,995 | 9,630 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 17,675 | 18,224 | |
3 | Australia & New Zealand Banking Group Ltd. | 2.050% | 11/21/22 | 5,525 | 5,659 | |
3 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 12,702 | 14,165 | |
AXA SA | 8.600% | 12/15/30 | 21,634 | 32,853 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 3,000 | 3,306 | ||
3 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 3,210 | 3,391 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 15,114 | 16,748 | ||
Bain Capital Specialty Finance Inc. | 2.950% | 3/10/26 | 3,950 | 4,046 | ||
Banco Bilbao Vizcaya Argentaria SA | 0.875% | 9/18/23 | 175 | 176 | ||
Banco Santander SA | 3.125% | 2/23/23 | 12,783 | 13,309 | ||
Banco Santander SA | 3.848% | 4/12/23 | 11,342 | 11,989 | ||
Banco Santander SA | 2.706% | 6/27/24 | 10,725 | 11,289 | ||
Banco Santander SA | 2.746% | 5/28/25 | 9,250 | 9,747 | ||
Banco Santander SA | 5.179% | 11/19/25 | 18,624 | 21,306 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 1,011 | ||
Banco Santander SA | 4.250% | 4/11/27 | 10,215 | 11,515 | ||
Banco Santander SA | 3.800% | 2/23/28 | 13,306 | 14,706 | ||
Banco Santander SA | 4.379% | 4/12/28 | 12,000 | 13,708 | ||
Banco Santander SA | 3.306% | 6/27/29 | 11,014 | 11,963 | ||
Banco Santander SA | 3.490% | 5/28/30 | 11,171 | 12,061 | ||
Banco Santander SA | 2.749% | 12/3/30 | 16,054 | 15,911 | ||
Banco Santander SA | 2.958% | 3/25/31 | 8,250 | 8,504 | ||
Bancolombia SA | 3.000% | 1/29/25 | 8,050 | 8,254 | ||
3 | Bank of America Corp. | 2.503% | 10/21/22 | 27,783 | 27,968 | |
3 | Bank of America Corp. | 3.300% | 1/11/23 | 48,308 | 50,414 | |
3 | Bank of America Corp. | 2.816% | 7/21/23 | 53,153 | 54,475 | |
Bank of America Corp. | 4.100% | 7/24/23 | 14,438 | 15,515 | ||
3 | Bank of America Corp. | 3.004% | 12/20/23 | 168,366 | 174,509 | |
3 | Bank of America Corp. | 4.125% | 1/22/24 | 19,474 | 21,204 | |
3 | Bank of America Corp. | 3.550% | 3/5/24 | 31,700 | 33,302 | |
3 | Bank of America Corp. | 4.000% | 4/1/24 | 6,183 | 6,741 | |
3 | Bank of America Corp. | 1.486% | 5/19/24 | 6,050 | 6,157 | |
3 | Bank of America Corp. | 0.523% | 6/14/24 | 33,755 | 33,745 | |
3 | Bank of America Corp. | 3.864% | 7/23/24 | 17,135 | 18,261 | |
3 | Bank of America Corp. | 4.200% | 8/26/24 | 54,192 | 59,481 | |
3 | Bank of America Corp. | 0.810% | 10/24/24 | 49,825 | 49,992 | |
3 | Bank of America Corp. | 4.000% | 1/22/25 | 48,899 | 53,637 | |
3 | Bank of America Corp. | 3.458% | 3/15/25 | 28,235 | 30,179 | |
3 | Bank of America Corp. | 3.950% | 4/21/25 | 39,782 | 43,684 | |
Bank of America Corp. | 0.976% | 4/22/25 | 54,900 | 55,072 | ||
3 | Bank of America Corp. | 3.875% | 8/1/25 | 2,655 | 2,949 | |
3 | Bank of America Corp. | 3.093% | 10/1/25 | 43,588 | 46,424 | |
3 | Bank of America Corp. | 2.456% | 10/22/25 | 22,525 | 23,571 | |
3 | Bank of America Corp. | 3.366% | 1/23/26 | 33,235 | 35,821 | |
3 | Bank of America Corp. | 2.015% | 2/13/26 | 16,700 | 17,218 | |
3 | Bank of America Corp. | 4.450% | 3/3/26 | 30,767 | 34,899 | |
3 | Bank of America Corp. | 3.500% | 4/19/26 | 21,970 | 24,183 | |
3 | Bank of America Corp. | 1.319% | 6/19/26 | 13,300 | 13,332 | |
Bank of America Corp. | 6.220% | 9/15/26 | 1,350 | 1,651 | ||
3 | Bank of America Corp. | 4.250% | 10/22/26 | 31,218 | 35,245 | |
3 | Bank of America Corp. | 1.197% | 10/24/26 | 20,200 | 20,035 | |
3 | Bank of America Corp. | 3.559% | 4/23/27 | 34,375 | 37,635 | |
Bank of America Corp. | 1.734% | 7/22/27 | 21,200 | 21,375 | ||
3 | Bank of America Corp. | 3.248% | 10/21/27 | 43,731 | 47,437 | |
3 | Bank of America Corp. | 4.183% | 11/25/27 | 42,000 | 47,026 | |
3 | Bank of America Corp. | 3.824% | 1/20/28 | 29,586 | 32,859 | |
3 | Bank of America Corp. | 3.705% | 4/24/28 | 18,660 | 20,634 | |
3 | Bank of America Corp. | 3.593% | 7/21/28 | 68,444 | 75,287 | |
3 | Bank of America Corp. | 3.419% | 12/20/28 | 102,679 | 111,954 | |
3 | Bank of America Corp. | 3.970% | 3/5/29 | 21,567 | 24,314 | |
3 | Bank of America Corp. | 2.087% | 6/14/29 | 55,060 | 55,510 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Bank of America Corp. | 4.271% | 7/23/29 | 85,839 | 98,650 | |
3 | Bank of America Corp. | 3.974% | 2/7/30 | 6,767 | 7,673 | |
3 | Bank of America Corp. | 3.194% | 7/23/30 | 27,095 | 29,170 | |
3 | Bank of America Corp. | 2.884% | 10/22/30 | 4,440 | 4,674 | |
3 | Bank of America Corp. | 2.496% | 2/13/31 | 94,110 | 96,222 | |
3 | Bank of America Corp. | 2.592% | 4/29/31 | 62,609 | 64,450 | |
3 | Bank of America Corp. | 1.898% | 7/23/31 | 1,655 | 1,606 | |
3 | Bank of America Corp. | 1.922% | 10/24/31 | 35,721 | 34,817 | |
Bank of America Corp. | 2.687% | 4/22/32 | 64,365 | 66,301 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 19,457 | 26,702 | ||
3 | Bank of America Corp. | 4.244% | 4/24/38 | 28,183 | 33,495 | |
Bank of America Corp. | 7.750% | 5/14/38 | 26,694 | 42,289 | ||
3 | Bank of America Corp. | 4.078% | 4/23/40 | 36,840 | 43,081 | |
3 | Bank of America Corp. | 2.676% | 6/19/41 | 79,668 | 77,517 | |
3 | Bank of America Corp. | 5.875% | 2/7/42 | 21,858 | 31,425 | |
Bank of America Corp. | 3.311% | 4/22/42 | 59,455 | 62,882 | ||
3 | Bank of America Corp. | 5.000% | 1/21/44 | 29,506 | 39,296 | |
3 | Bank of America Corp. | 4.875% | 4/1/44 | 10,561 | 13,777 | |
3 | Bank of America Corp. | 4.750% | 4/21/45 | 5,325 | 6,807 | |
3 | Bank of America Corp. | 4.443% | 1/20/48 | 9,244 | 11,457 | |
3 | Bank of America Corp. | 3.946% | 1/23/49 | 10,178 | 11,776 | |
3 | Bank of America Corp. | 4.330% | 3/15/50 | 36,085 | 44,488 | |
3 | Bank of America Corp. | 4.083% | 3/20/51 | 97,838 | 116,771 | |
3 | Bank of America Corp. | 3.483% | 3/13/52 | 1,750 | 1,915 | |
3 | Bank of America NA | 6.000% | 10/15/36 | 17,337 | 24,262 | |
3 | Bank of Montreal | 1.900% | 8/27/21 | 15,825 | 15,867 | |
3 | Bank of Montreal | 2.350% | 9/11/22 | 9,806 | 10,055 | |
3 | Bank of Montreal | 2.050% | 11/1/22 | 3,321 | 3,398 | |
3 | Bank of Montreal | 2.550% | 11/6/22 | 12,536 | 12,890 | |
Bank of Montreal | 0.450% | 12/8/23 | 6,000 | 6,002 | ||
3 | Bank of Montreal | 3.300% | 2/5/24 | 17,585 | 18,832 | |
3 | Bank of Montreal | 2.500% | 6/28/24 | 11,305 | 11,932 | |
3 | Bank of Montreal | 1.850% | 5/1/25 | 28,477 | 29,425 | |
3 | Bank of Montreal | 4.338% | 10/5/28 | 5,000 | 5,365 | |
3 | Bank of Montreal | 3.803% | 12/15/32 | 26,015 | 28,680 | |
3 | Bank of New York Mellon Corp. | 1.950% | 8/23/22 | 18,500 | 18,857 | |
3 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 2,308 | 2,362 | |
3 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 12,271 | 12,758 | |
3 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 8,241 | 8,716 | |
3 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 8,450 | 8,999 | |
3 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 12,099 | 12,535 | |
3 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 8,585 | 9,254 | |
Bank of New York Mellon Corp. | 3.400% | 5/15/24 | 1,578 | 1,700 | ||
3 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 16,856 | 18,220 | |
3 | Bank of New York Mellon Corp. | 2.100% | 10/24/24 | 7,519 | 7,881 | |
3 | Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 14,111 | 15,171 | |
3 | Bank of New York Mellon Corp. | 1.600% | 4/24/25 | 4,114 | 4,223 | |
3 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 7,232 | 8,113 | |
3 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 27,992 | 30,138 | |
3 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 10,606 | 11,263 | |
3 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 26,698 | 29,351 | |
3 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 6,496 | 7,234 | |
3 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 16,724 | 18,421 | |
3 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 6,290 | 6,867 | |
3 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 4,800 | 5,321 | |
3 | Bank of Nova Scotia | 2.450% | 9/19/22 | 3,405 | 3,494 | |
Bank of Nova Scotia | 2.000% | 11/15/22 | 12,421 | 12,704 | ||
Bank of Nova Scotia | 2.375% | 1/18/23 | 7,125 | 7,347 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 25,006 | 25,631 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 925 | 946 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 13,009 | 13,931 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bank of Nova Scotia | 0.700% | 4/15/24 | 15,000 | 15,014 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 42,048 | 43,900 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 30,100 | 30,388 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 33,155 | 37,610 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 21,517 | 22,981 | ||
3 | Barclays Bank plc | 3.750% | 5/15/24 | 1,600 | 1,739 | |
Barclays plc | 3.200% | 8/10/21 | 6,000 | 6,018 | ||
Barclays plc | 3.684% | 1/10/23 | 17,267 | 17,560 | ||
3 | Barclays plc | 4.338% | 5/16/24 | 24,350 | 25,959 | |
Barclays plc | 4.375% | 9/11/24 | 1,000 | 1,091 | ||
Barclays plc | 1.007% | 12/10/24 | 21,000 | 21,078 | ||
Barclays plc | 3.650% | 3/16/25 | 40,012 | 43,390 | ||
3 | Barclays plc | 3.932% | 5/7/25 | 12,170 | 13,131 | |
Barclays plc | 4.375% | 1/12/26 | 29,235 | 32,756 | ||
3 | Barclays plc | 2.852% | 5/7/26 | 31,900 | 33,697 | |
Barclays plc | 5.200% | 5/12/26 | 16,789 | 19,218 | ||
Barclays plc | 4.337% | 1/10/28 | 15,562 | 17,393 | ||
Barclays plc | 4.836% | 5/9/28 | 35,715 | 40,083 | ||
3 | Barclays plc | 4.972% | 5/16/29 | 23,850 | 27,947 | |
3 | Barclays plc | 5.088% | 6/20/30 | 16,015 | 18,615 | |
Barclays plc | 2.645% | 6/24/31 | 27,743 | 28,079 | ||
Barclays plc | 2.667% | 3/10/32 | 10,075 | 10,143 | ||
Barclays plc | 3.564% | 9/23/35 | 13,960 | 14,543 | ||
Barclays plc | 3.811% | 3/10/42 | 10,200 | 10,764 | ||
Barclays plc | 5.250% | 8/17/45 | 11,623 | 15,451 | ||
Barclays plc | 4.950% | 1/10/47 | 20,488 | 26,448 | ||
BBVA USA | 2.500% | 8/27/24 | 3,120 | 3,284 | ||
3 | BBVA USA | 3.875% | 4/10/25 | 1,000 | 1,102 | |
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,850 | 1,869 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 4,196 | 6,087 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 11,125 | 13,974 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 8,658 | 10,773 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 40,605 | 50,134 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 42,327 | 52,567 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 33,668 | 33,564 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 4,800 | 4,491 | ||
Berkshire Hathaway Inc. | 3.750% | 8/15/21 | 3,641 | 3,656 | ||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 760 | 793 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 16,620 | 17,247 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 28,603 | 31,269 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 3,294 | 4,217 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 7,969 | 8,437 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 18,830 | 20,352 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 2,910 | 3,224 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 7,250 | 8,108 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 14,155 | 14,820 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 13,000 | 13,002 | ||
3,7 | Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 9,725 | 10,328 | |
3,7 | Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 5,890 | 5,971 | |
3 | BNP Paribas SA | 3.250% | 3/3/23 | 21,360 | 22,374 | |
3 | BNP Paribas SA | 4.250% | 10/15/24 | 2,750 | 3,045 | |
3,7 | BNP Paribas SA | 3.052% | 1/13/31 | 3,800 | 4,003 | |
3 | BPCE SA | 2.750% | 12/2/21 | 9,148 | 9,248 | |
3,7 | BPCE SA | 3.000% | 5/22/22 | 5,500 | 5,631 | |
BPCE SA | 4.000% | 4/15/24 | 22,450 | 24,482 | ||
3 | BPCE SA | 3.375% | 12/2/26 | 5,000 | 5,512 | |
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 7,999 | 8,733 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 6,919 | 8,421 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 7,475 | 8,297 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 7,844 | 8,589 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 10,185 | 11,011 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 2,500 | 2,816 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 2,150 | 2,403 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 21,998 | 25,913 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 12,191 | 14,087 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 7,350 | 7,580 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 11,400 | 13,900 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 2,400 | 2,513 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 9,296 | 9,582 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 5,500 | 6,034 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 7,981 | 9,166 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 15,920 | 15,917 | ||
3,7 | Business Development Corp. of America | 3.250% | 3/30/26 | 4,175 | 4,231 | |
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 15,000 | 14,998 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 14,875 | 15,011 | ||
3 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 13,700 | 14,630 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 8,150 | 8,127 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 15,053 | 16,003 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 15,195 | 15,885 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 429 | 427 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 19,000 | 18,905 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 29,171 | 30,516 | ||
3 | Capital One Bank USA NA | 2.280% | 1/28/26 | 500 | 518 | |
Capital One Financial Corp. | 3.200% | 1/30/23 | 17,413 | 18,137 | ||
Capital One Financial Corp. | 2.600% | 5/11/23 | 11,482 | 11,923 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 5,583 | 5,903 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 7,738 | 8,350 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 10,079 | 10,901 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 21,519 | 23,185 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 10,510 | 11,295 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 9,293 | 10,356 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 18,746 | 20,927 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 36,605 | 40,380 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 38,384 | 42,693 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 9,059 | 10,073 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 27,086 | 30,570 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 8,269 | 9,217 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 7,000 | 6,754 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 3,955 | 4,084 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 5,784 | 5,980 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 10,871 | 11,697 | ||
Charles Schwab Corp. | 0.750% | 3/18/24 | 403 | 405 | ||
Charles Schwab Corp. | 3.000% | 3/10/25 | 830 | 890 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 7,100 | 7,928 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 6,438 | 7,119 | ||
Charles Schwab Corp. | 3.450% | 2/13/26 | 6,680 | 7,361 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 18,050 | 17,921 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 19,275 | 19,256 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 13,435 | 14,706 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 6,992 | 7,709 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 550 | 565 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 9,058 | 10,441 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 8,873 | 9,791 | ||
Charles Schwab Corp. | 1.650% | 3/11/31 | 8,250 | 8,014 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 16,350 | 16,705 | ||
Chubb Corp. | 6.000% | 5/11/37 | 5,545 | 8,014 | ||
3 | Chubb Corp. | 6.500% | 5/15/38 | 5,457 | 8,261 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 23,283 | 23,977 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 12,633 | 13,139 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 7,080 | 7,634 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 16,328 | 17,644 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 21,532 | 23,669 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 17,599 | 16,742 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 2,280 | 3,442 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 4,908 | 5,961 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 31,736 | 40,129 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 10,500 | 10,780 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 7,100 | 7,397 | ||
3 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 4,281 | 5,605 | |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 2,170 | 2,963 | ||
3 | Citibank NA | 3.650% | 1/23/24 | 5,281 | 5,683 | |
Citigroup Inc. | 2.350% | 8/2/21 | 12,277 | 12,300 | ||
Citigroup Inc. | 2.900% | 12/8/21 | 32,037 | 32,337 | ||
Citigroup Inc. | 4.050% | 7/30/22 | 11,226 | 11,663 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 14,142 | 14,546 | ||
Citigroup Inc. | 3.375% | 3/1/23 | 6,618 | 6,941 | ||
Citigroup Inc. | 3.500% | 5/15/23 | 19,474 | 20,526 | ||
3 | Citigroup Inc. | 2.876% | 7/24/23 | 18,745 | 19,222 | |
Citigroup Inc. | 3.875% | 10/25/23 | 15,525 | 16,755 | ||
3 | Citigroup Inc. | 1.678% | 5/15/24 | 32,123 | 32,803 | |
3 | Citigroup Inc. | 4.044% | 6/1/24 | 39,439 | 42,024 | |
Citigroup Inc. | 3.750% | 6/16/24 | 21,943 | 23,873 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 19,299 | 21,025 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 15,372 | 15,408 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 15,225 | 16,710 | ||
3 | Citigroup Inc. | 3.352% | 4/24/25 | 31,855 | 33,976 | |
Citigroup Inc. | 3.300% | 4/27/25 | 4,915 | 5,345 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 16,200 | 16,240 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 54,125 | 60,465 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 18,929 | 22,058 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 23,975 | 26,497 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 26,350 | 30,015 | ||
3 | Citigroup Inc. | 3.106% | 4/8/26 | 48,290 | 51,662 | |
Citigroup Inc. | 3.400% | 5/1/26 | 14,655 | 16,019 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 67,610 | 73,253 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 3,042 | 3,437 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 62,352 | 71,212 | ||
3 | Citigroup Inc. | 3.887% | 1/10/28 | 16,500 | 18,360 | |
3 | Citigroup Inc. | 3.668% | 7/24/28 | 46,821 | 51,712 | |
Citigroup Inc. | 4.125% | 7/25/28 | 9,856 | 11,114 | ||
3 | Citigroup Inc. | 3.520% | 10/27/28 | 29,118 | 31,887 | |
3 | Citigroup Inc. | 4.075% | 4/23/29 | 18,328 | 20,805 | |
3 | Citigroup Inc. | 3.980% | 3/20/30 | 18,200 | 20,654 | |
3 | Citigroup Inc. | 2.976% | 11/5/30 | 18,325 | 19,438 | |
3 | Citigroup Inc. | 2.666% | 1/29/31 | 27,833 | 28,774 | |
3 | Citigroup Inc. | 4.412% | 3/31/31 | 60,034 | 70,186 | |
3 | Citigroup Inc. | 2.572% | 6/3/31 | 23,742 | 24,399 | |
Citigroup Inc. | 6.625% | 6/15/32 | 12,292 | 16,727 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 4,025 | 5,275 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 12,780 | 16,977 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 14,289 | 19,749 | ||
3 | Citigroup Inc. | 3.878% | 1/24/39 | 26,883 | 30,854 | |
Citigroup Inc. | 8.125% | 7/15/39 | 30,750 | 53,110 | ||
3 | Citigroup Inc. | 5.316% | 3/26/41 | 11,365 | 15,243 | |
Citigroup Inc. | 5.875% | 1/30/42 | 16,236 | 23,376 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 4,970 | 7,641 | ||
Citigroup Inc. | 4.950% | 11/7/43 | 5,019 | 6,013 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 21,832 | 29,292 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 10,836 | 13,964 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 38,371 | 48,812 | ||
3 | Citigroup Inc. | 4.281% | 4/24/48 | 12,055 | 14,989 | |
Citigroup Inc. | 4.650% | 7/23/48 | 18,261 | 23,919 | ||
3 | Citizens Bank NA | 3.700% | 3/29/23 | 8,357 | 8,796 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Citizens Bank NA | 3.750% | 2/18/26 | 5,675 | 6,290 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 32,760 | 34,931 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 5,566 | 5,714 | ||
Citizens Financial Group Inc. | 3.250% | 4/30/30 | 3,175 | 3,439 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 5,250 | 5,887 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 10,481 | 10,484 | ||
CME Group Inc. | 3.000% | 9/15/22 | 9,879 | 10,194 | ||
CME Group Inc. | 3.000% | 3/15/25 | 9,104 | 9,759 | ||
CME Group Inc. | 3.750% | 6/15/28 | 825 | 941 | ||
CME Group Inc. | 5.300% | 9/15/43 | 11,182 | 16,057 | ||
CME Group Inc. | 4.150% | 6/15/48 | 9,225 | 12,015 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 5,912 | 6,406 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 3,507 | 3,976 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 9,695 | 10,623 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 2,585 | 2,907 | ||
CNA Financial Corp. | 2.050% | 8/15/30 | 4,000 | 3,932 | ||
CNO Financial Group Inc. | 5.250% | 5/30/29 | 7,537 | 8,977 | ||
3 | Comerica Bank | 2.500% | 7/23/24 | 1,880 | 1,980 | |
3 | Comerica Bank | 4.000% | 7/27/25 | 3,011 | 3,329 | |
Comerica Inc. | 3.700% | 7/31/23 | 20,317 | 21,608 | ||
Comerica Inc. | 4.000% | 2/1/29 | 400 | 460 | ||
3,7 | Commonwealth Bank of Australia | 2.750% | 3/10/22 | 15,000 | 15,262 | |
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 30,481 | 31,905 | ||
Cooperatieve Rabobank UA | 2.750% | 1/10/23 | 5,975 | 6,192 | ||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 18,285 | 19,985 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 15,800 | 15,738 | ||
3 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 22,946 | 25,067 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 16,153 | 18,009 | ||
3 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 17,460 | 19,197 | |
3 | Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 13,736 | 18,952 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 15,854 | 22,406 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 18,946 | 25,400 | ||
Credit Suisse AG | 3.000% | 10/29/21 | 14,909 | 15,043 | ||
Credit Suisse AG | 1.000% | 5/5/23 | 27,500 | 27,780 | ||
Credit Suisse AG | 0.495% | 2/2/24 | 4,950 | 4,932 | ||
3 | Credit Suisse AG | 3.625% | 9/9/24 | 23,312 | 25,317 | |
Credit Suisse AG | 2.950% | 4/9/25 | 1,950 | 2,090 | ||
3,7 | Credit Suisse Group AG | 3.574% | 1/9/23 | 8,685 | 8,822 | |
Credit Suisse Group AG | 3.800% | 6/9/23 | 16,226 | 17,184 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 64,443 | 69,895 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 14,638 | 16,566 | ||
3,7 | Credit Suisse Group AG | 4.282% | 1/9/28 | 20,250 | 22,533 | |
3,7 | Credit Suisse Group AG | 4.194% | 4/1/31 | 3,250 | 3,652 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 23,859 | 30,108 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 25,125 | 26,126 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 14,179 | 20,556 | ||
3 | Deutsche Bank AG | 4.250% | 10/14/21 | 2,826 | 2,857 | |
3 | Deutsche Bank AG | 3.300% | 11/16/22 | 28,981 | 29,990 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 23,225 | 24,380 | ||
3 | Deutsche Bank AG | 3.700% | 5/30/24 | 30,280 | 32,474 | |
Deutsche Bank AG | 3.700% | 5/30/24 | 350 | 376 | ||
Deutsche Bank AG | 1.447% | 4/1/25 | 5,000 | 5,027 | ||
3 | Deutsche Bank AG | 3.961% | 11/26/25 | 350 | 379 | |
3 | Deutsche Bank AG | 4.100% | 1/13/26 | 9,045 | 9,917 | |
Deutsche Bank AG | 2.129% | 11/24/26 | 15,100 | 15,333 | ||
3 | Discover Bank | 3.200% | 8/9/21 | 5,881 | 5,885 | |
3 | Discover Bank | 3.350% | 2/6/23 | 12,626 | 13,165 | |
3 | Discover Bank | 4.200% | 8/8/23 | 23,364 | 25,162 | |
Discover Bank | 2.450% | 9/12/24 | 15,283 | 15,990 | ||
3 | Discover Bank | 4.250% | 3/13/26 | 12,639 | 14,197 | |
3 | Discover Bank | 3.450% | 7/27/26 | 17,315 | 18,894 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Discover Bank | 4.682% | 8/9/28 | 7,557 | 8,025 | |
3 | Discover Bank | 4.650% | 9/13/28 | 15,171 | 17,800 | |
3 | Discover Bank | 2.700% | 2/6/30 | 4,066 | 4,257 | |
Discover Financial Services | 3.850% | 11/21/22 | 14,424 | 15,112 | ||
Discover Financial Services | 3.950% | 11/6/24 | 7,525 | 8,215 | ||
Discover Financial Services | 3.750% | 3/4/25 | 10,184 | 11,113 | ||
Discover Financial Services | 4.500% | 1/30/26 | 17,378 | 19,669 | ||
Discover Financial Services | 4.100% | 2/9/27 | 26,058 | 29,201 | ||
E*TRADE Financial Corp. | 2.950% | 8/24/22 | 2,698 | 2,770 | ||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 7,675 | 8,503 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 5,225 | 6,061 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 3,575 | 3,785 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 4,580 | 4,991 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 11,600 | 13,319 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 2,837 | 3,001 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 4,300 | 5,535 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 23,566 | 27,018 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 23,730 | 30,271 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 4,775 | 6,021 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 12,985 | 13,859 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 10,220 | 11,756 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 6,418 | 7,342 | ||
3,7 | Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 1,850 | 1,931 | |
Fidelity National Financial Inc. | 5.500% | 9/1/22 | 5,301 | 5,589 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 12,391 | 13,347 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 8,685 | 8,662 | ||
Fifth Third Bancorp | 1.625% | 5/5/23 | 2,234 | 2,279 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 13,524 | 14,667 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 42,523 | 45,574 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 24,331 | 25,498 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 13,278 | 14,040 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 16,565 | 19,080 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 11,717 | 19,545 | ||
3 | Fifth Third Bank NA | 2.875% | 10/1/21 | 7,904 | 7,938 | |
3 | Fifth Third Bank NA | 1.800% | 1/30/23 | 7,480 | 7,645 | |
3 | Fifth Third Bank NA | 3.950% | 7/28/25 | 12,659 | 14,190 | |
3 | Fifth Third Bank NA | 3.850% | 3/15/26 | 11,029 | 12,242 | |
3 | Fifth Third Bank NA | 2.250% | 2/1/27 | 6,385 | 6,697 | |
First American Financial Corp. | 4.600% | 11/15/24 | 5,110 | 5,655 | ||
First Horizon Corp. | 4.000% | 5/26/25 | 4,550 | 5,019 | ||
3 | First Republic Bank | 1.912% | 2/12/24 | 3,925 | 4,006 | |
3 | First Republic Bank | 4.375% | 8/1/46 | 3,160 | 3,869 | |
3 | First Republic Bank | 4.625% | 2/13/47 | 3,689 | 4,709 | |
3 | FirstMerit Bank NA | 4.270% | 11/25/26 | 5,750 | 6,493 | |
Franklin Resources Inc. | 2.800% | 9/15/22 | 11,100 | 11,423 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 6,177 | 6,613 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 6,000 | 5,765 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 7,236 | 7,803 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 4,500 | 4,787 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 13,418 | 13,878 | ||
GATX Corp. | 3.250% | 3/30/25 | 5,106 | 5,465 | ||
GATX Corp. | 3.250% | 9/15/26 | 3,250 | 3,508 | ||
GATX Corp. | 3.850% | 3/30/27 | 8,875 | 9,804 | ||
GATX Corp. | 3.500% | 3/15/28 | 7,225 | 7,936 | ||
GATX Corp. | 4.550% | 11/7/28 | 5,950 | 6,947 | ||
GATX Corp. | 4.700% | 4/1/29 | 3,825 | 4,483 | ||
GATX Corp. | 4.000% | 6/30/30 | 4,335 | 4,892 | ||
GATX Corp. | 1.900% | 6/1/31 | 5,950 | 5,663 | ||
GATX Corp. | 5.200% | 3/15/44 | 1,277 | 1,640 | ||
GATX Corp. | 4.500% | 3/30/45 | 1,952 | 2,277 | ||
GATX Corp. | 3.100% | 6/1/51 | 4,650 | 4,445 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
GE Capital Funding LLC | 3.450% | 5/15/25 | 18,786 | 20,425 | ||
GE Capital Funding LLC | 4.050% | 5/15/27 | 8,335 | 9,433 | ||
GE Capital Funding LLC | 4.400% | 5/15/30 | 51,351 | 59,855 | ||
5 | GE Capital Funding LLC | 4.550% | 5/15/32 | 12,100 | 14,437 | |
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 40,214 | 43,873 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 141,686 | 170,174 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 4,888 | 5,144 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 8,713 | 9,260 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 19,644 | 20,693 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 9,754 | 11,184 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 7,220 | 8,320 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 17,139 | 18,307 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 9,695 | 10,095 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 20,695 | 23,817 | ||
Globe Life Inc. | 3.800% | 9/15/22 | 1,585 | 1,646 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 5,977 | 6,992 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 6,075 | 6,002 | ||
Goldman Sachs BDC Inc. | 3.750% | 2/10/25 | 3,525 | 3,768 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 8,150 | 8,417 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 12,583 | 17,617 | ||
3 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 61,865 | 62,347 | |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 20,338 | 21,341 | ||
3 | Goldman Sachs Group Inc. | 0.481% | 1/27/23 | 40,550 | 40,551 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 31,636 | 32,997 | ||
3 | Goldman Sachs Group Inc. | 2.905% | 7/24/23 | 30,632 | 31,399 | |
3 | Goldman Sachs Group Inc. | 0.627% | 11/17/23 | 27,070 | 27,085 | |
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 20,780 | 22,273 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 50,248 | 54,580 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 13,290 | 13,314 | ||
3 | Goldman Sachs Group Inc. | 3.850% | 7/8/24 | 17,522 | 18,950 | |
3 | Goldman Sachs Group Inc. | 0.657% | 9/10/24 | 10,000 | 9,982 | |
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 37,444 | 40,480 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 3,213 | 3,485 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 23,867 | 26,115 | ||
3 | Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 61,086 | 65,336 | |
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 19,978 | 22,352 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 34,009 | 37,624 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 44,544 | 48,430 | ||
3 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 18,230 | 17,951 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 19,637 | 23,931 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 38,113 | 42,032 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 10,000 | 9,969 | ||
3 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 34,541 | 38,147 | |
3 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 89,698 | 100,303 | |
3 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 20,820 | 23,770 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 4,350 | 4,511 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 71,959 | 80,962 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 35,241 | 34,221 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 35,483 | 36,288 | ||
Goldman Sachs Group Inc. | 6.125% | 2/15/33 | 2,295 | 3,124 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 20,264 | 28,726 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 47,222 | 68,767 | ||
3 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 42,979 | 50,394 | |
3 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 58,320 | 71,029 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 23,317 | 34,534 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 30,918 | 32,352 | ||
3 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 28,447 | 37,131 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 34,129 | 45,516 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 1,412 | 1,844 | ||
Golub Capital BDC Inc. | 3.375% | 4/15/24 | 7,425 | 7,754 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 5,755 | 6,526 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hanover Insurance Group Inc. | 2.500% | 9/1/30 | 675 | 678 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 6,220 | 6,553 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 4,545 | 6,222 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 5,901 | 8,413 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 8,465 | 10,052 | ||
Hartford Financial Services Group Inc. | 4.400% | 3/15/48 | 2,500 | 3,071 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 17,606 | 19,358 | ||
3 | HSBC Bank USA NA | 5.875% | 11/1/34 | 2,350 | 3,083 | |
3 | HSBC Bank USA NA | 7.000% | 1/15/39 | 9,259 | 14,395 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 27,500 | 29,115 | ||
3 | HSBC Holdings plc | 3.033% | 11/22/23 | 8,300 | 8,597 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 33,839 | 36,671 | ||
3 | HSBC Holdings plc | 3.950% | 5/18/24 | 20,830 | 22,120 | |
3 | HSBC Holdings plc | 3.803% | 3/11/25 | 30,599 | 32,902 | |
HSBC Holdings plc | 4.250% | 8/18/25 | 7,262 | 8,034 | ||
3 | HSBC Holdings plc | 2.633% | 11/7/25 | 28,515 | 29,930 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 46,540 | 52,537 | ||
3 | HSBC Holdings plc | 1.645% | 4/18/26 | 18,325 | 18,570 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 50,931 | 56,608 | ||
3 | HSBC Holdings plc | 2.099% | 6/4/26 | 83,548 | 85,936 | |
3 | HSBC Holdings plc | 4.292% | 9/12/26 | 55,531 | 61,803 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 21,930 | 24,747 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 25,328 | 25,362 | ||
3 | HSBC Holdings plc | 4.041% | 3/13/28 | 29,348 | 32,552 | |
3 | HSBC Holdings plc | 2.013% | 9/22/28 | 56,000 | 56,187 | |
3 | HSBC Holdings plc | 4.583% | 6/19/29 | 26,613 | 30,761 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 31,307 | 37,783 | ||
3 | HSBC Holdings plc | 3.973% | 5/22/30 | 35,250 | 39,435 | |
3 | HSBC Holdings plc | 2.848% | 6/4/31 | 16,258 | 16,871 | |
3 | HSBC Holdings plc | 2.357% | 8/18/31 | 17,400 | 17,410 | |
3 | HSBC Holdings plc | 7.625% | 5/17/32 | 7,391 | 10,388 | |
HSBC Holdings plc | 2.804% | 5/24/32 | 30,000 | 30,795 | ||
3 | HSBC Holdings plc | 7.350% | 11/27/32 | 2,040 | 2,820 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 23,547 | 32,438 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 41,300 | 57,526 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 10,569 | 15,208 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 6,778 | 9,863 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 37,605 | 48,768 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 10,743 | 11,637 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 3,635 | 3,839 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 5,311 | 5,895 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 15,030 | 15,666 | ||
3 | Huntington National Bank | 2.500% | 8/7/22 | 18,790 | 19,212 | |
Huntington National Bank | 1.800% | 2/3/23 | 13,225 | 13,503 | ||
3 | Huntington National Bank | 3.550% | 10/6/23 | 8,529 | 9,091 | |
Industrial & Commercial Bank of China Ltd. | 2.957% | 11/8/22 | 9,310 | 9,579 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 8,600 | 9,523 | ||
ING Groep NV | 4.100% | 10/2/23 | 16,700 | 17,999 | ||
ING Groep NV | 3.550% | 4/9/24 | 16,610 | 17,883 | ||
ING Groep NV | 3.950% | 3/29/27 | 17,067 | 19,164 | ||
ING Groep NV | 4.550% | 10/2/28 | 13,025 | 15,287 | ||
ING Groep NV | 4.050% | 4/9/29 | 3,195 | 3,649 | ||
ING Groep NV | 2.727% | 4/1/32 | 3,800 | 3,914 | ||
Intercontinental Exchange Inc. | 2.350% | 9/15/22 | 408 | 417 | ||
Intercontinental Exchange Inc. | 3.450% | 9/21/23 | 5,808 | 6,169 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 16,737 | 18,030 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 15,420 | 17,080 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 3,256 | 3,544 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 6,875 | 7,740 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 19,525 | 19,414 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 21,791 | 20,684 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 14,317 | 13,720 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 11,857 | 14,015 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 18,180 | 17,897 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 27,724 | 26,723 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 16,009 | 16,930 | ||
Invesco Finance plc | 3.125% | 11/30/22 | 7,442 | 7,720 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 14,599 | 15,827 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 2,346 | 2,598 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 11,862 | 15,554 | ||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 3,950 | 4,467 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 8,700 | 9,355 | ||
Jefferies Group LLC | 5.125% | 1/20/23 | 1,780 | 1,903 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 10,982 | 12,774 | ||
Jefferies Group LLC | 6.450% | 6/8/27 | 2,473 | 3,082 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 16,810 | 18,895 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 150 | 151 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 3,925 | 5,250 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 5,384 | 7,460 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 22,927 | 23,750 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 68,480 | 69,453 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 53,856 | 56,256 | ||
3 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 1,000 | 1,021 | |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 31,874 | 33,554 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 6,916 | 7,189 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 22,980 | 24,906 | ||
JPMorgan Chase & Co. | 0.697% | 3/16/24 | 25,000 | 25,080 | ||
3 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 41,834 | 44,114 | |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 31,267 | 33,889 | ||
3 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 55,705 | 56,757 | |
3 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 18,260 | 19,441 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 61,567 | 67,119 | ||
3 | JPMorgan Chase & Co. | 0.653% | 9/16/24 | 11,225 | 11,231 | |
3 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 26,959 | 29,097 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 29,877 | 32,061 | ||
3 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 33,314 | 35,384 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 10,350 | 10,328 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 47,018 | 51,996 | ||
3 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 26,665 | 27,750 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 56,562 | 61,856 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 55,908 | 60,882 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 42,580 | 45,878 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 6,085 | 7,945 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 11,420 | 11,278 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 14,756 | 16,700 | ||
3 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 49,420 | 55,028 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 500 | 491 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 3,447 | 3,466 | ||
JPMorgan Chase & Co. | 8.000% | 4/29/27 | 4,018 | 5,425 | ||
JPMorgan Chase & Co. | 4.250% | 10/1/27 | 15,903 | 18,134 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 13,803 | 15,164 | ||
3 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 78,161 | 86,741 | |
3 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 35,411 | 38,886 | |
3 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 10,650 | 10,900 | |
3 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 44,855 | 49,419 | |
3 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 22,326 | 25,288 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 29,250 | 29,476 | ||
3 | JPMorgan Chase & Co. | 4.203% | 7/23/29 | 32,824 | 37,691 | |
3 | JPMorgan Chase & Co. | 4.452% | 12/5/29 | 22,870 | 26,732 | |
3 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 46,132 | 51,594 | |
3 | JPMorgan Chase & Co. | 8.750% | 9/1/30 | 1,100 | 1,651 | |
3 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 55,357 | 58,043 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 54,925 | 65,096 | |
3 | JPMorgan Chase & Co. | 2.522% | 4/22/31 | 19,100 | 19,630 | |
3 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 40,191 | 42,240 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 25,741 | 24,722 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 42,242 | 41,078 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 40,185 | 41,286 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 15,475 | 22,777 | ||
3 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 42,033 | 48,403 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 14,328 | 19,625 | ||
3 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 44,513 | 46,126 | |
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 5,226 | 7,322 | ||
JPMorgan Chase & Co. | 2.525% | 11/19/41 | 33,993 | 32,385 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 10,056 | 13,821 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 22,300 | 23,220 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 12,855 | 18,154 | ||
JPMorgan Chase & Co. | 4.850% | 2/1/44 | 4,962 | 6,506 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 12,838 | 17,001 | ||
3 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 24,823 | 30,191 | |
3 | JPMorgan Chase & Co. | 4.032% | 7/24/48 | 29,392 | 34,621 | |
3 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 83,590 | 97,944 | |
3 | JPMorgan Chase & Co. | 3.897% | 1/23/49 | 33,805 | 39,283 | |
3 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 59,493 | 61,672 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 47,760 | 50,971 | ||
Kemper Corp. | 4.350% | 2/15/25 | 2,553 | 2,798 | ||
Kemper Corp. | 2.400% | 9/30/30 | 5,510 | 5,508 | ||
3 | KeyBank NA | 2.300% | 9/14/22 | 10,100 | 10,337 | |
3 | KeyBank NA | 3.375% | 3/7/23 | 8,521 | 8,947 | |
3 | KeyBank NA | 1.250% | 3/10/23 | 3,527 | 3,581 | |
3 | KeyBank NA | 0.423% | 1/3/24 | 11,700 | 11,700 | |
3 | KeyBank NA | 3.300% | 6/1/25 | 18,110 | 19,791 | |
3 | KeyBank NA | 3.400% | 5/20/26 | 17,225 | 18,783 | |
3 | KeyBank NA | 6.950% | 2/1/28 | 2,540 | 3,216 | |
3 | KeyCorp | 4.150% | 10/29/25 | 12,000 | 13,533 | |
3 | KeyCorp | 2.250% | 4/6/27 | 500 | 519 | |
3 | KeyCorp | 4.100% | 4/30/28 | 14,525 | 16,766 | |
3 | KeyCorp | 2.550% | 10/1/29 | 14,625 | 15,317 | |
Landesbank Baden-Wuerttemberg | 7.625% | 2/1/23 | 1,830 | 2,030 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 1,615 | 1,763 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 13,785 | 15,025 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 6,925 | 8,004 | ||
Lazard Group LLC | 4.375% | 3/11/29 | 2,763 | 3,144 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 5,010 | 5,835 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 8,328 | 11,651 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 7,155 | 7,683 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 4,459 | 4,829 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 6,555 | 7,257 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 11,746 | 13,155 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 9,613 | 10,252 | ||
Lincoln National Corp. | 3.400% | 1/15/31 | 4,500 | 4,952 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 5,029 | 7,059 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 7,172 | 11,012 | ||
Lincoln National Corp. | 4.350% | 3/1/48 | 1,721 | 2,056 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 3,132 | 3,775 | ||
Lloyds Bank plc | 3.500% | 5/14/25 | 433 | 469 | ||
Lloyds Banking Group plc | 3.100% | 7/6/21 | 3,310 | 3,310 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 38,675 | 41,453 | ||
3 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 21,230 | 21,893 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 11,461 | 12,416 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 15,469 | 17,099 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 8,524 | 9,562 | ||
3 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 13,828 | 14,984 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 39,586 | 44,482 | ||
3 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 2,740 | 2,860 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 12,582 | 14,233 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 9,282 | 10,244 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 36,945 | 42,429 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 16,975 | 19,780 | ||
3 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 46,532 | 50,828 | |
Lloyds Banking Group plc | 5.300% | 12/1/45 | 6,549 | 8,626 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 20,904 | 24,502 | ||
Loews Corp. | 2.625% | 5/15/23 | 12,580 | 13,032 | ||
Loews Corp. | 3.750% | 4/1/26 | 410 | 456 | ||
Loews Corp. | 3.200% | 5/15/30 | 9,220 | 10,005 | ||
Loews Corp. | 6.000% | 2/1/35 | 6,143 | 8,363 | ||
Loews Corp. | 4.125% | 5/15/43 | 7,362 | 8,730 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 7,375 | 7,835 | ||
Main Street Capital Corp. | 5.200% | 5/1/24 | 4,035 | 4,392 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 5,950 | 6,111 | ||
3 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 12,451 | 13,319 | |
3 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 3,401 | 3,751 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 17,568 | 19,843 | ||
3 | Manulife Financial Corp. | 4.061% | 2/24/32 | 9,862 | 10,880 | |
Manulife Financial Corp. | 5.375% | 3/4/46 | 10,458 | 14,680 | ||
Markel Corp. | 4.900% | 7/1/22 | 3,557 | 3,705 | ||
Markel Corp. | 3.500% | 11/1/27 | 6,995 | 7,689 | ||
Markel Corp. | 3.350% | 9/17/29 | 3,500 | 3,849 | ||
Markel Corp. | 5.000% | 4/5/46 | 6,103 | 7,843 | ||
Markel Corp. | 4.300% | 11/1/47 | 5,483 | 6,449 | ||
Markel Corp. | 5.000% | 5/20/49 | 4,981 | 6,457 | ||
Markel Corp. | 4.150% | 9/17/50 | 6,850 | 7,913 | ||
Markel Corp. | 3.450% | 5/7/52 | 8,000 | 8,250 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 6,068 | 6,497 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 22,775 | 24,707 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 6/3/24 | 4,947 | 5,322 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 12,023 | 13,071 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 7,684 | 8,541 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 16,675 | 19,559 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 8,915 | 9,033 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 4,139 | 5,603 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 16,663 | 21,386 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 6,569 | 8,230 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 5,005 | 6,190 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 24,005 | 32,801 | ||
Mastercard Inc. | 2.000% | 11/21/21 | 4,405 | 4,428 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 17,887 | 19,288 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 13,967 | 14,599 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 17,501 | 19,090 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 14,901 | 16,476 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 5,785 | 6,507 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 13,091 | 14,308 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 15,590 | 17,550 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 4,000 | 4,041 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 7,738 | 9,224 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 8,223 | 10,007 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 16,686 | 19,422 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 18,817 | 22,792 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 6,624 | 6,944 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 4,945 | 5,583 | ||
MetLife Inc. | 3.048% | 12/15/22 | 8,487 | 8,770 | ||
3 | MetLife Inc. | 4.368% | 9/15/23 | 11,662 | 12,638 | |
MetLife Inc. | 3.600% | 4/10/24 | 15,718 | 17,001 | ||
MetLife Inc. | 3.000% | 3/1/25 | 15,604 | 16,770 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MetLife Inc. | 3.600% | 11/13/25 | 8,921 | 9,857 | ||
MetLife Inc. | 4.550% | 3/23/30 | 30,761 | 36,941 | ||
MetLife Inc. | 6.375% | 6/15/34 | 3,573 | 5,113 | ||
3 | MetLife Inc. | 6.400% | 12/15/36 | 9,802 | 12,563 | |
3 | MetLife Inc. | 10.750% | 8/1/39 | 935 | 1,587 | |
MetLife Inc. | 5.875% | 2/6/41 | 21,397 | 30,871 | ||
MetLife Inc. | 4.125% | 8/13/42 | 18,293 | 21,869 | ||
MetLife Inc. | 4.875% | 11/13/43 | 7,267 | 9,580 | ||
MetLife Inc. | 4.721% | 12/15/44 | 10,565 | 13,730 | ||
MetLife Inc. | 4.050% | 3/1/45 | 16,942 | 20,341 | ||
MetLife Inc. | 4.600% | 5/13/46 | 5,145 | 6,641 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 15,025 | 15,385 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 28,375 | 29,085 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 14,100 | 14,812 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 27,917 | 29,806 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 3,616 | 3,774 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 25,720 | 27,551 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 13,575 | 14,371 | ||
3 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 30,400 | 30,546 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 19,499 | 20,294 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 36,524 | 40,100 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 14,300 | 14,454 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 9,625 | 10,240 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 58,731 | 65,606 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 26,011 | 28,635 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 15,600 | 17,726 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 5,150 | 5,920 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 20,840 | 23,460 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 21,300 | 23,045 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 33,050 | 34,345 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 10,000 | 9,976 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 3,429 | 4,166 | ||
Mitsubishi UFJ Financial Group Inc. | 4.153% | 3/7/39 | 3,000 | 3,592 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 18,925 | 21,549 | ||
Mizuho Financial Group Inc. | 2.601% | 9/11/22 | 3,000 | 3,079 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 14,050 | 14,784 | ||
3 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 26,655 | 27,289 | |
3 | Mizuho Financial Group Inc. | 1.241% | 7/10/24 | 1,210 | 1,226 | |
3 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 11,560 | 12,380 | |
3 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 28,958 | 30,564 | |
3 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 15,525 | 16,249 | |
3 | Mizuho Financial Group Inc. | 2.226% | 5/25/26 | 1,237 | 1,280 | |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 1,600 | 1,774 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 28,200 | 27,779 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 20,575 | 23,467 | ||
3 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 15,550 | 17,918 | |
3 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 30,955 | 33,350 | |
3 | Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 5,010 | 5,261 | |
3 | Mizuho Financial Group Inc. | 2.201% | 7/10/31 | 2,974 | 2,970 | |
3 | Mizuho Financial Group Inc. | 1.979% | 9/8/31 | 1,500 | 1,467 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 26,000 | 25,837 | ||
Morgan Stanley | 4.875% | 11/1/22 | 23,648 | 25,019 | ||
3 | Morgan Stanley | 3.125% | 1/23/23 | 16,918 | 17,642 | |
3 | Morgan Stanley | 3.750% | 2/25/23 | 72,004 | 75,885 | |
3 | Morgan Stanley | 4.100% | 5/22/23 | 27,155 | 28,896 | |
3 | Morgan Stanley | 0.560% | 11/10/23 | 29,163 | 29,195 | |
3 | Morgan Stanley | 0.529% | 1/25/24 | 51,826 | 51,809 | |
3 | Morgan Stanley | 3.737% | 4/24/24 | 28,951 | 30,612 | |
3 | Morgan Stanley | 3.875% | 4/29/24 | 44,507 | 48,387 | |
3 | Morgan Stanley | 3.700% | 10/23/24 | 40,051 | 43,669 | |
Morgan Stanley | 0.790% | 5/30/25 | 22,940 | 22,849 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Morgan Stanley | 2.720% | 7/22/25 | 8,078 | 8,504 | |
3 | Morgan Stanley | 4.000% | 7/23/25 | 55,337 | 61,614 | |
Morgan Stanley | 5.000% | 11/24/25 | 25,277 | 29,154 | ||
3 | Morgan Stanley | 3.875% | 1/27/26 | 41,611 | 46,510 | |
3 | Morgan Stanley | 2.188% | 4/28/26 | 7,735 | 8,035 | |
3 | Morgan Stanley | 3.125% | 7/27/26 | 36,500 | 39,514 | |
3 | Morgan Stanley | 6.250% | 8/9/26 | 14,225 | 17,593 | |
3 | Morgan Stanley | 4.350% | 9/8/26 | 47,092 | 53,368 | |
Morgan Stanley | 0.985% | 12/10/26 | 10,750 | 10,591 | ||
Morgan Stanley | 3.625% | 1/20/27 | 18,085 | 20,071 | ||
Morgan Stanley | 3.950% | 4/23/27 | 47,356 | 52,901 | ||
Morgan Stanley | 1.593% | 5/4/27 | 55,178 | 55,558 | ||
3 | Morgan Stanley | 3.591% | 7/22/28 | 53,798 | 59,608 | |
3 | Morgan Stanley | 3.772% | 1/24/29 | 14,220 | 15,969 | |
3 | Morgan Stanley | 4.431% | 1/23/30 | 34,588 | 40,560 | |
3 | Morgan Stanley | 2.699% | 1/22/31 | 73,912 | 77,423 | |
3 | Morgan Stanley | 3.622% | 4/1/31 | 58,300 | 65,117 | |
3 | Morgan Stanley | 1.794% | 2/13/32 | 36,465 | 35,077 | |
Morgan Stanley | 7.250% | 4/1/32 | 12,385 | 18,022 | ||
3 | Morgan Stanley | 1.928% | 4/28/32 | 25,300 | 24,606 | |
3 | Morgan Stanley | 3.971% | 7/22/38 | 26,875 | 31,531 | |
3 | Morgan Stanley | 4.457% | 4/22/39 | 25,408 | 31,348 | |
Morgan Stanley | 3.217% | 4/22/42 | 14,590 | 15,438 | ||
Morgan Stanley | 6.375% | 7/24/42 | 34,658 | 53,131 | ||
Morgan Stanley | 4.300% | 1/27/45 | 47,016 | 58,311 | ||
Morgan Stanley | 4.375% | 1/22/47 | 7,104 | 8,904 | ||
3 | Morgan Stanley | 5.597% | 3/24/51 | 23,814 | 35,468 | |
3 | Morgan Stanley | 2.802% | 1/25/52 | 29,425 | 28,901 | |
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 8,465 | 9,026 | ||
3 | MUFG Union Bank NA | 2.100% | 12/9/22 | 16,037 | 16,414 | |
3 | Munich Re America Corp. | 7.450% | 12/15/26 | 2,350 | 3,076 | |
Nasdaq Inc. | 0.445% | 12/21/22 | 350 | 350 | ||
Nasdaq Inc. | 4.250% | 6/1/24 | 5,148 | 5,631 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 9,745 | 10,855 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 9,600 | 9,065 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 10,725 | 9,961 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 8,756 | 8,786 | ||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 2,713 | 2,824 | ||
National Australia Bank Ltd. | 2.875% | 4/12/23 | 3,750 | 3,916 | ||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 13,300 | 14,148 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 8,502 | 9,362 | ||
3 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 22,690 | 24,129 | |
3 | National Bank of Canada | 2.100% | 2/1/23 | 13,837 | 14,197 | |
3 | National Bank of Canada | 0.900% | 8/15/23 | 2,512 | 2,525 | |
3 | National Bank of Canada | 0.550% | 11/15/24 | 6,285 | 6,257 | |
3 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 1,259 | 1,556 | |
Natwest Group plc | 3.875% | 9/12/23 | 45,543 | 48,651 | ||
Natwest Group plc | 6.000% | 12/19/23 | 4,771 | 5,349 | ||
3 | Natwest Group plc | 2.359% | 5/22/24 | 6,361 | 6,555 | |
Natwest Group plc | 5.125% | 5/28/24 | 7,253 | 8,054 | ||
3 | Natwest Group plc | 4.519% | 6/25/24 | 22,620 | 24,283 | |
3 | Natwest Group plc | 4.269% | 3/22/25 | 7,170 | 7,780 | |
Natwest Group plc | 4.800% | 4/5/26 | 6,573 | 7,526 | ||
3 | Natwest Group plc | 3.073% | 5/22/28 | 27,769 | 29,298 | |
3 | Natwest Group plc | 4.892% | 5/18/29 | 39,750 | 46,560 | |
3 | Natwest Group plc | 3.754% | 11/1/29 | 4,033 | 4,291 | |
3 | Natwest Group plc | 5.076% | 1/27/30 | 43,934 | 52,091 | |
3 | Natwest Group plc | 4.445% | 5/8/30 | 8,200 | 9,398 | |
3 | Natwest Group plc | 3.032% | 11/28/35 | 19,946 | 19,955 | |
3 | New York Community Bancorp Inc. | 5.900% | 11/6/28 | 2,383 | 2,579 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 10,865 | 11,411 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 19,735 | 20,153 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 31,008 | 32,541 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 2,635 | 2,677 | ||
Northern Trust Corp. | 3.375% | 8/23/21 | 1,993 | 2,002 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 6,010 | 6,150 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 11,585 | 13,075 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 7,100 | 8,037 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 10,675 | 11,746 | ||
Northern Trust Corp. | 1.950% | 5/1/30 | 215 | 217 | ||
3 | Northern Trust Corp. | 3.375% | 5/8/32 | 5,540 | 6,022 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 3,582 | 3,756 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 5,000 | 5,007 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 6,830 | 7,630 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 5,893 | 6,590 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 9,875 | 10,489 | ||
ORIX Corp. | 2.900% | 7/18/22 | 4,575 | 4,693 | ||
ORIX Corp. | 4.050% | 1/16/24 | 750 | 812 | ||
ORIX Corp. | 3.250% | 12/4/24 | 4,400 | 4,740 | ||
ORIX Corp. | 3.700% | 7/18/27 | 9,925 | 11,084 | ||
ORIX Corp. | 2.250% | 3/9/31 | 10,400 | 10,485 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 3,175 | 3,471 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 6,520 | 6,951 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 10,295 | 10,898 | ||
Owl Rock Capital Corp. | 4.250% | 1/15/26 | 9,688 | 10,463 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 1,300 | 1,356 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 10,475 | 10,506 | ||
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 4,650 | 4,592 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 7,738 | 8,606 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 2,000 | 2,088 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 10,890 | 11,152 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 6,875 | 6,999 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 14,050 | 14,810 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 5,125 | 5,263 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 24,775 | 26,572 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 24,485 | 26,440 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 10,656 | 11,042 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 17,620 | 19,166 | ||
People's United Bank NA | 4.000% | 7/15/24 | 3,850 | 4,120 | ||
People's United Financial Inc. | 3.650% | 12/6/22 | 7,515 | 7,779 | ||
3 | PNC Bank NA | 2.550% | 12/9/21 | 7,630 | 7,692 | |
3 | PNC Bank NA | 2.450% | 7/28/22 | 3,500 | 3,576 | |
3 | PNC Bank NA | 2.700% | 11/1/22 | 16,116 | 16,597 | |
3 | PNC Bank NA | 2.028% | 12/9/22 | 5,385 | 5,423 | |
3 | PNC Bank NA | 2.950% | 1/30/23 | 10,677 | 11,071 | |
PNC Bank NA | 3.800% | 7/25/23 | 22,272 | 23,726 | ||
3 | PNC Bank NA | 3.300% | 10/30/24 | 6,303 | 6,840 | |
3 | PNC Bank NA | 2.950% | 2/23/25 | 12,945 | 13,892 | |
3 | PNC Bank NA | 3.250% | 6/1/25 | 28,575 | 31,075 | |
3 | PNC Bank NA | 4.200% | 11/1/25 | 6,200 | 7,023 | |
3 | PNC Bank NA | 3.100% | 10/25/27 | 11,073 | 12,125 | |
3 | PNC Bank NA | 3.250% | 1/22/28 | 7,768 | 8,576 | |
3 | PNC Bank NA | 4.050% | 7/26/28 | 17,372 | 20,087 | |
3 | PNC Bank NA | 2.700% | 10/22/29 | 8,630 | 9,143 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 7,820 | 8,085 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 27,323 | 29,333 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 23,512 | 25,549 | ||
PNC Financial Services Group Inc. | 2.200% | 11/1/24 | 4,789 | 5,023 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 9,360 | 9,976 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 12,547 | 13,730 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 35,628 | 39,871 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 24,620 | 25,922 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 5,500 | 5,630 | ||
Primerica Inc. | 4.750% | 7/15/22 | 2,000 | 2,085 | ||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 3,025 | 3,129 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 4,161 | 4,368 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 13,809 | 14,973 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 9,602 | 10,390 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 16,222 | 16,201 | ||
Principal Financial Group Inc. | 6.050% | 10/15/36 | 258 | 363 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 5,408 | 6,720 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 5,765 | 6,942 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 13,436 | 16,255 | ||
Progressive Corp. | 2.450% | 1/15/27 | 6,425 | 6,818 | ||
Progressive Corp. | 4.000% | 3/1/29 | 7,805 | 8,981 | ||
Progressive Corp. | 6.625% | 3/1/29 | 4,820 | 6,368 | ||
Progressive Corp. | 3.200% | 3/26/30 | 5,522 | 6,074 | ||
Progressive Corp. | 6.250% | 12/1/32 | 775 | 1,071 | ||
Progressive Corp. | 4.350% | 4/25/44 | 3,660 | 4,560 | ||
Progressive Corp. | 4.125% | 4/15/47 | 14,535 | 17,823 | ||
Progressive Corp. | 4.200% | 3/15/48 | 5,222 | 6,504 | ||
Progressive Corp. | 3.950% | 3/26/50 | 7,860 | 9,500 | ||
Prospect Capital Corp. | 5.875% | 3/15/23 | 513 | 544 | ||
Prospect Capital Corp. | 3.706% | 1/22/26 | 5,675 | 5,831 | ||
3 | Prudential Financial Inc. | 3.500% | 5/15/24 | 10,182 | 11,024 | |
3 | Prudential Financial Inc. | 3.878% | 3/27/28 | 4,950 | 5,671 | |
3 | Prudential Financial Inc. | 2.100% | 3/10/30 | 2,971 | 3,026 | |
3 | Prudential Financial Inc. | 5.750% | 7/15/33 | 1,120 | 1,480 | |
3 | Prudential Financial Inc. | 5.700% | 12/14/36 | 6,153 | 8,470 | |
3 | Prudential Financial Inc. | 6.625% | 12/1/37 | 5,151 | 7,578 | |
3 | Prudential Financial Inc. | 3.000% | 3/10/40 | 6,860 | 7,032 | |
3 | Prudential Financial Inc. | 6.625% | 6/21/40 | 5,275 | 7,972 | |
3 | Prudential Financial Inc. | 6.200% | 11/15/40 | 3,325 | 4,575 | |
3 | Prudential Financial Inc. | 5.875% | 9/15/42 | 12,570 | 13,270 | |
3 | Prudential Financial Inc. | 5.625% | 6/15/43 | 11,514 | 12,394 | |
3 | Prudential Financial Inc. | 5.100% | 8/15/43 | 3,450 | 4,150 | |
3 | Prudential Financial Inc. | 5.200% | 3/15/44 | 2,745 | 2,959 | |
3 | Prudential Financial Inc. | 4.600% | 5/15/44 | 8,245 | 10,515 | |
3 | Prudential Financial Inc. | 5.375% | 5/15/45 | 14,880 | 16,466 | |
3 | Prudential Financial Inc. | 4.500% | 9/15/47 | 8,557 | 9,289 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 27,618 | 32,085 | ||
3 | Prudential Financial Inc. | 4.418% | 3/27/48 | 50 | 62 | |
3 | Prudential Financial Inc. | 5.700% | 9/15/48 | 11,121 | 13,022 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 23,252 | 27,286 | ||
3 | Prudential Financial Inc. | 3.700% | 10/1/50 | 11,900 | 12,441 | |
3 | Prudential Financial Inc. | 3.700% | 3/13/51 | 5,086 | 5,798 | |
Prudential plc | 3.125% | 4/14/30 | 12,636 | 13,611 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 18,063 | 21,612 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 19,840 | 25,658 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 11,700 | 12,856 | ||
3 | Regions Bank | 6.450% | 6/26/37 | 5,172 | 7,321 | |
Regions Financial Corp. | 3.800% | 8/14/23 | 12,047 | 12,847 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 8,600 | 8,960 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 5,443 | 8,288 | ||
3 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 3,525 | 3,830 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 5,339 | 5,944 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 14,820 | 16,605 | ||
Reinsurance Group of America Inc. | 3.150% | 6/15/30 | 2,400 | 2,565 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 6,682 | 7,274 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 4,850 | 5,298 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 1,700 | 1,874 | ||
3 | Royal Bank of Canada | 1.950% | 1/17/23 | 4,865 | 4,986 | |
3 | Royal Bank of Canada | 1.600% | 4/17/23 | 24,910 | 25,455 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Royal Bank of Canada | 3.700% | 10/5/23 | 23,398 | 25,094 | |
3 | Royal Bank of Canada | 0.500% | 10/26/23 | 4,031 | 4,035 | |
3 | Royal Bank of Canada | 0.425% | 1/19/24 | 13,500 | 13,459 | |
3 | Royal Bank of Canada | 2.550% | 7/16/24 | 11,715 | 12,361 | |
3 | Royal Bank of Canada | 2.250% | 11/1/24 | 39,985 | 41,904 | |
3 | Royal Bank of Canada | 1.150% | 6/10/25 | 24,800 | 24,937 | |
3 | Royal Bank of Canada | 0.875% | 1/20/26 | 13,000 | 12,828 | |
3 | Royal Bank of Canada | 4.650% | 1/27/26 | 11,918 | 13,658 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 10,000 | 9,989 | ||
Santander Holdings USA Inc. | 4.450% | 12/3/21 | 5,000 | 5,067 | ||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 18,331 | 19,077 | ||
Santander Holdings USA Inc. | 3.500% | 6/7/24 | 7,343 | 7,858 | ||
Santander Holdings USA Inc. | 3.450% | 6/2/25 | 50 | 54 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 24,984 | 27,722 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 26,815 | 28,650 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 28,840 | 32,356 | ||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 11,649 | 11,677 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 7,936 | 8,063 | ||
3 | Santander UK Group Holdings plc | 4.796% | 11/15/24 | 9,550 | 10,444 | |
Santander UK Group Holdings plc | 1.089% | 3/15/25 | 10,000 | 10,038 | ||
3 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 20,450 | 20,488 | |
3 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 7,273 | 7,993 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 15,000 | 15,471 | ||
Santander UK plc | 2.100% | 1/13/23 | 6,224 | 6,386 | ||
Santander UK plc | 4.000% | 3/13/24 | 29,791 | 32,458 | ||
Santander UK plc | 2.875% | 6/18/24 | 7,500 | 7,966 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 3,010 | 3,771 | ||
3 | Signature Bank | 4.000% | 10/15/30 | 2,100 | 2,223 | |
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 3,726 | 3,963 | ||
3,7 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 1,040 | |
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 3,250 | 3,413 | ||
3,7 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 1,170 | |
State Street Corp. | 3.100% | 5/15/23 | 15,603 | 16,391 | ||
State Street Corp. | 3.700% | 11/20/23 | 13,691 | 14,772 | ||
3 | State Street Corp. | 3.776% | 12/3/24 | 12,615 | 13,593 | |
State Street Corp. | 3.300% | 12/16/24 | 1,500 | 1,635 | ||
State Street Corp. | 3.550% | 8/18/25 | 27,445 | 30,419 | ||
3 | State Street Corp. | 2.354% | 11/1/25 | 11,575 | 12,175 | |
State Street Corp. | 2.901% | 3/30/26 | 8,667 | 9,238 | ||
State Street Corp. | 2.650% | 5/19/26 | 13,515 | 14,474 | ||
3 | State Street Corp. | 4.141% | 12/3/29 | 5,755 | 6,743 | |
State Street Corp. | 2.400% | 1/24/30 | 13,970 | 14,577 | ||
State Street Corp. | 2.200% | 3/3/31 | 6,650 | 6,705 | ||
State Street Corp. | 3.152% | 3/30/31 | 1,478 | 1,620 | ||
3 | State Street Corp. | 3.031% | 11/1/34 | 25,835 | 27,451 | |
Stifel Financial Corp. | 4.250% | 7/18/24 | 10,450 | 11,466 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 175 | 195 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 6,237 | 6,426 | ||
Sumitomo Mitsui Banking Corp. | 3.000% | 1/18/23 | 350 | 364 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 10,957 | 11,735 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 10,400 | 11,259 | ||
3 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 11,375 | 12,254 | |
3 | Sumitomo Mitsui Banking Corp. | 3.650% | 7/23/25 | 3,280 | 3,608 | |
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 11,729 | 11,807 | ||
Sumitomo Mitsui Financial Group Inc. | 2.784% | 7/12/22 | 25,633 | 26,284 | ||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 6,714 | 6,919 | ||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 16,860 | 17,570 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 10,030 | 10,700 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 13,600 | 14,671 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 10,250 | 10,212 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 33,400 | 35,303 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 41,650 | 43,705 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 9,405 | 9,829 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 4,413 | 4,464 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 15,162 | 14,975 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 29,921 | 33,303 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 15,210 | 16,155 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 11,900 | 12,843 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 10,855 | 11,948 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 16,308 | 17,829 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 14,450 | 15,993 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 30,850 | 35,050 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 7,710 | 8,945 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 20,900 | 22,405 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 5,009 | 5,334 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 13,640 | 14,321 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 28,155 | 29,606 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 2,736 | 2,751 | ||
Sumitomo Mitsui Financial Group Inc. | 2.142% | 9/23/30 | 50 | 49 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 10,900 | 10,594 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 6,200 | 5,807 | ||
SVB Financial Group | 3.500% | 1/29/25 | 10,115 | 10,947 | ||
SVB Financial Group | 2.100% | 5/15/28 | 3,000 | 3,042 | ||
SVB Financial Group | 3.125% | 6/5/30 | 3,000 | 3,202 | ||
SVB Financial Group | 1.800% | 2/2/31 | 6,200 | 5,931 | ||
3 | Svenska Handelsbanken AB | 3.900% | 11/20/23 | 4,550 | 4,930 | |
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 1,309 | 1,636 | ||
Synchrony Financial | 2.850% | 7/25/22 | 5,475 | 5,604 | ||
Synchrony Financial | 4.375% | 3/19/24 | 2,650 | 2,886 | ||
Synchrony Financial | 4.250% | 8/15/24 | 9,151 | 10,001 | ||
Synchrony Financial | 4.500% | 7/23/25 | 24,822 | 27,795 | ||
Synchrony Financial | 3.700% | 8/4/26 | 11,375 | 12,435 | ||
Synchrony Financial | 3.950% | 12/1/27 | 7,866 | 8,753 | ||
Synchrony Financial | 5.150% | 3/19/29 | 7,931 | 9,399 | ||
Synovus Financial Corp. | 3.125% | 11/1/22 | 3,882 | 3,992 | ||
TD Ameritrade Holding Corp. | 3.750% | 4/1/24 | 168 | 182 | ||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 7,880 | 8,617 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 11,002 | 12,077 | ||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 8,410 | 9,047 | ||
3 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 23,607 | 24,138 | |
3 | Toronto-Dominion Bank | 0.250% | 1/6/23 | 11,175 | 11,165 | |
3 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 20,200 | 20,345 | |
3 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 8,687 | 9,238 | |
3 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 20,350 | 20,363 | |
3 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 55,735 | 59,695 | |
3 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 12,332 | 13,056 | |
3 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 12,300 | 12,391 | |
3 | Toronto-Dominion Bank | 0.750% | 9/11/25 | 10,625 | 10,524 | |
3 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 10,500 | 10,358 | |
3 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 1,594 | 1,764 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 4,588 | 7,100 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 827 | 1,248 | ||
3 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 9,055 | 13,331 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 4,873 | 6,806 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 8,210 | 10,790 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 1,077 | 1,344 | ||
Travelers Cos. Inc. | 3.750% | 5/15/46 | 10,623 | 12,441 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 16,635 | 20,186 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 6,275 | 7,750 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 8,160 | 7,863 | ||
Travelers Cos. Inc. | 3.050% | 6/8/51 | 5,000 | 5,278 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 2,489 | 3,531 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Trinity Acquisition plc | 4.400% | 3/15/26 | 6,418 | 7,235 | ||
3 | Truist Bank | 2.450% | 8/1/22 | 6,456 | 6,596 | |
3 | Truist Bank | 3.502% | 8/2/22 | 10,310 | 10,338 | |
3 | Truist Bank | 3.000% | 2/2/23 | 6,766 | 7,038 | |
3 | Truist Bank | 1.250% | 3/9/23 | 31,090 | 31,555 | |
3 | Truist Bank | 2.750% | 5/1/23 | 8,325 | 8,677 | |
3 | Truist Bank | 3.200% | 4/1/24 | 42,407 | 45,371 | |
3 | Truist Bank | 3.689% | 8/2/24 | 21,177 | 22,591 | |
3 | Truist Bank | 2.150% | 12/6/24 | 9,550 | 9,988 | |
3 | Truist Bank | 1.500% | 3/10/25 | 15,600 | 15,952 | |
3 | Truist Bank | 3.625% | 9/16/25 | 24,378 | 26,831 | |
3 | Truist Bank | 4.050% | 11/3/25 | 691 | 777 | |
3 | Truist Bank | 3.300% | 5/15/26 | 12,850 | 14,089 | |
3 | Truist Bank | 3.800% | 10/30/26 | 3,979 | 4,453 | |
3 | Truist Bank | 2.636% | 9/17/29 | 1,115 | 1,167 | |
3 | Truist Bank | 2.250% | 3/11/30 | 2,365 | 2,399 | |
3 | Truist Financial Corp. | 2.200% | 3/16/23 | 7,643 | 7,868 | |
3 | Truist Financial Corp. | 3.750% | 12/6/23 | 13,150 | 14,143 | |
3 | Truist Financial Corp. | 2.500% | 8/1/24 | 6,020 | 6,347 | |
3 | Truist Financial Corp. | 2.850% | 10/26/24 | 15,595 | 16,682 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 8,796 | 9,770 | ||
3 | Truist Financial Corp. | 3.700% | 6/5/25 | 13,825 | 15,233 | |
3 | Truist Financial Corp. | 1.200% | 8/5/25 | 11,300 | 11,400 | |
3 | Truist Financial Corp. | 1.267% | 3/2/27 | 9,645 | 9,636 | |
3 | Truist Financial Corp. | 1.125% | 8/3/27 | 10,025 | 9,786 | |
3 | Truist Financial Corp. | 3.875% | 3/19/29 | 16,250 | 18,502 | |
3 | Truist Financial Corp. | 1.887% | 6/7/29 | 10,000 | 10,052 | |
3 | Truist Financial Corp. | 1.950% | 6/5/30 | 4,800 | 4,806 | |
3,7 | UBS Group AG | 3.126% | 8/13/30 | 3,450 | 3,697 | |
Unum Group | 4.000% | 3/15/24 | 5,060 | 5,464 | ||
Unum Group | 3.875% | 11/5/25 | 175 | 192 | ||
Unum Group | 4.000% | 6/15/29 | 3,050 | 3,428 | ||
Unum Group | 5.750% | 8/15/42 | 6,798 | 8,483 | ||
Unum Group | 4.500% | 12/15/49 | 8,336 | 8,922 | ||
Unum Group | 4.125% | 6/15/51 | 9,650 | 9,738 | ||
3 | US Bancorp | 2.950% | 7/15/22 | 23,333 | 23,936 | |
3 | US Bancorp | 3.700% | 1/30/24 | 7,082 | 7,632 | |
US Bancorp | 3.375% | 2/5/24 | 33,928 | 36,307 | ||
US Bancorp | 2.400% | 7/30/24 | 15,550 | 16,371 | ||
3 | US Bancorp | 3.600% | 9/11/24 | 5,587 | 6,084 | |
US Bancorp | 1.450% | 5/12/25 | 2,362 | 2,415 | ||
3 | US Bancorp | 3.950% | 11/17/25 | 3,744 | 4,209 | |
3 | US Bancorp | 3.100% | 4/27/26 | 9,457 | 10,297 | |
3 | US Bancorp | 2.375% | 7/22/26 | 19,585 | 20,708 | |
3 | US Bancorp | 3.150% | 4/27/27 | 12,725 | 13,937 | |
3 | US Bancorp | 3.900% | 4/26/28 | 6,642 | 7,645 | |
3 | US Bancorp | 3.000% | 7/30/29 | 11,340 | 12,270 | |
3 | US Bancorp | 1.375% | 7/22/30 | 11,903 | 11,435 | |
US Bank NA | 1.950% | 1/9/23 | 19,693 | 20,171 | ||
3 | US Bank NA | 2.850% | 1/23/23 | 9,649 | 10,013 | |
3 | US Bank NA | 3.400% | 7/24/23 | 9,100 | 9,649 | |
3 | US Bank NA | 2.050% | 1/21/25 | 14,250 | 14,873 | |
3 | US Bank NA | 2.800% | 1/27/25 | 27,344 | 29,217 | |
Visa Inc. | 2.150% | 9/15/22 | 6,209 | 6,339 | ||
Visa Inc. | 2.800% | 12/14/22 | 32,492 | 33,553 | ||
Visa Inc. | 3.150% | 12/14/25 | 68,106 | 74,514 | ||
Visa Inc. | 1.900% | 4/15/27 | 17,930 | 18,526 | ||
Visa Inc. | 0.750% | 8/15/27 | 4,100 | 3,983 | ||
Visa Inc. | 2.750% | 9/15/27 | 21,448 | 23,192 | ||
Visa Inc. | 2.050% | 4/15/30 | 17,453 | 17,953 | ||
Visa Inc. | 1.100% | 2/15/31 | 12,275 | 11,609 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Visa Inc. | 4.150% | 12/14/35 | 17,891 | 21,993 | ||
Visa Inc. | 2.700% | 4/15/40 | 12,888 | 13,331 | ||
Visa Inc. | 4.300% | 12/14/45 | 46,665 | 60,005 | ||
Visa Inc. | 3.650% | 9/15/47 | 9,459 | 11,142 | ||
Visa Inc. | 2.000% | 8/15/50 | 21,975 | 19,423 | ||
Voya Financial Inc. | 3.125% | 7/15/24 | 7,235 | 7,706 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 4,077 | 4,518 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 10,121 | 13,909 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 2,641 | 3,343 | ||
3 | Voya Financial Inc. | 4.700% | 1/23/48 | 4,157 | 4,376 | |
W R Berkley Corp. | 4.750% | 8/1/44 | 4,188 | 5,256 | ||
W R Berkley Corp. | 4.000% | 5/12/50 | 6,030 | 6,904 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 3,660 | 3,890 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 3,175 | 3,849 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 17,677 | 22,861 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 7,625 | 10,491 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 125 | 138 | ||
3 | Wells Fargo & Co. | 2.625% | 7/22/22 | 350 | 359 | |
3 | Wells Fargo & Co. | 3.450% | 2/13/23 | 29,003 | 30,398 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 17,497 | 18,806 | ||
Wells Fargo & Co. | 4.480% | 1/16/24 | 13,586 | 14,872 | ||
3 | Wells Fargo & Co. | 1.654% | 6/2/24 | 42,725 | 43,645 | |
3 | Wells Fargo & Co. | 3.300% | 9/9/24 | 9,616 | 10,364 | |
3 | Wells Fargo & Co. | 3.000% | 2/19/25 | 34,585 | 37,016 | |
3 | Wells Fargo & Co. | 3.550% | 9/29/25 | 30,363 | 33,386 | |
3 | Wells Fargo & Co. | 2.406% | 10/30/25 | 53,650 | 56,132 | |
3 | Wells Fargo & Co. | 2.164% | 2/11/26 | 27,010 | 28,024 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 64,531 | 69,403 | ||
3 | Wells Fargo & Co. | 2.188% | 4/30/26 | 5,850 | 6,073 | |
3 | Wells Fargo & Co. | 4.100% | 6/3/26 | 47,692 | 53,561 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 40,976 | 44,182 | ||
3 | Wells Fargo & Co. | 3.196% | 6/17/27 | 18,631 | 20,125 | |
3 | Wells Fargo & Co. | 4.300% | 7/22/27 | 19,309 | 22,003 | |
3 | Wells Fargo & Co. | 3.584% | 5/22/28 | 36,759 | 40,471 | |
3 | Wells Fargo & Co. | 2.393% | 6/2/28 | 35,300 | 36,603 | |
3 | Wells Fargo & Co. | 4.150% | 1/24/29 | 1,095 | 1,260 | |
3 | Wells Fargo & Co. | 2.879% | 10/30/30 | 93,218 | 98,737 | |
3 | Wells Fargo & Co. | 2.572% | 2/11/31 | 53,625 | 55,511 | |
3 | Wells Fargo & Co. | 4.478% | 4/4/31 | 47,810 | 56,531 | |
Wells Fargo & Co. | 5.375% | 2/7/35 | 1,075 | 1,440 | ||
3 | Wells Fargo & Co. | 5.950% | 12/15/36 | 2,567 | 3,481 | |
3 | Wells Fargo & Co. | 3.068% | 4/30/41 | 63,597 | 65,215 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 13,850 | 18,545 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 27,579 | 37,721 | ||
3 | Wells Fargo & Co. | 4.650% | 11/4/44 | 29,902 | 36,847 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 25,683 | 30,087 | ||
3 | Wells Fargo & Co. | 4.900% | 11/17/45 | 32,003 | 40,964 | |
3 | Wells Fargo & Co. | 4.400% | 6/14/46 | 23,673 | 28,588 | |
3 | Wells Fargo & Co. | 4.750% | 12/7/46 | 33,511 | 42,354 | |
3 | Wells Fargo & Co. | 5.013% | 4/4/51 | 73,340 | 100,470 | |
3 | Wells Fargo Bank NA | 3.550% | 8/14/23 | 16,451 | 17,505 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 7,869 | 10,789 | ||
3 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 17,834 | 24,482 | |
3 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 12,814 | 18,912 | |
Western Union Co. | 4.250% | 6/9/23 | 90 | 96 | ||
Western Union Co. | 2.850% | 1/10/25 | 5,979 | 6,330 | ||
Western Union Co. | 1.350% | 3/15/26 | 3,950 | 3,927 | ||
Western Union Co. | 2.750% | 3/15/31 | 4,900 | 4,899 | ||
Western Union Co. | 6.200% | 11/17/36 | 6,906 | 8,733 | ||
Western Union Co. | 6.200% | 6/21/40 | 3,400 | 4,307 | ||
Westpac Banking Corp. | 2.000% | 8/19/21 | 19,100 | 19,146 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Westpac Banking Corp. | 2.750% | 1/11/23 | 11,487 | 11,912 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 8,865 | 9,092 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 8,611 | 9,137 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 16,290 | 17,463 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 22,200 | 23,335 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 28,340 | 30,578 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 21,560 | 23,123 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 18,417 | 20,369 | ||
Westpac Banking Corp. | 3.400% | 1/25/28 | 4,392 | 4,916 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 2,640 | 2,829 | ||
3 | Westpac Banking Corp. | 2.894% | 2/4/30 | 38,950 | 40,405 | |
3 | Westpac Banking Corp. | 4.322% | 11/23/31 | 32,769 | 36,434 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 6,255 | 6,865 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 15,840 | 15,596 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 7,558 | 8,931 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 16,825 | 16,519 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 7,330 | 7,883 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 5,563 | 6,438 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 11,251 | 11,833 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 7,763 | 10,176 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 18,257 | 20,653 | ||
Wintrust Financial Corp. | 4.850% | 6/6/29 | 2,350 | 2,544 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 1,632 | 1,830 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 7,275 | 10,005 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 5,579 | 7,601 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 6,610 | 6,928 | ||
24,405,930 | ||||||
Health Care (3.28%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 20,348 | 21,688 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 8,927 | 9,591 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 8,382 | 9,354 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 17,750 | 20,078 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 10,350 | 10,145 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 5,000 | 4,836 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 35,151 | 45,270 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 7,382 | 10,876 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 3,050 | 4,468 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 5,964 | 8,274 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 8,974 | 11,883 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 44,353 | 60,529 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 31,067 | 31,935 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 41,400 | 42,774 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 46,692 | 48,212 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 27,573 | 28,303 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 9,290 | 9,597 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 15,938 | 16,593 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 14,045 | 15,071 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 16,519 | 17,911 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 46,372 | 48,915 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 44,949 | 49,158 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 54,709 | 59,724 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 35,107 | 38,052 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 47,400 | 50,957 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 20,704 | 24,009 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 75,240 | 81,662 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 23,394 | 28,353 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 35,523 | 42,910 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 16,506 | 19,581 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 61,350 | 71,218 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 9,439 | 11,668 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 22,353 | 27,168 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AbbVie Inc. | 4.850% | 6/15/44 | 20,233 | 25,713 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 12,985 | 16,272 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 36,507 | 45,548 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 30,015 | 36,356 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 21,873 | 28,362 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 72,955 | 87,472 | ||
Adventist Health System | 2.952% | 3/1/29 | 6,875 | 7,247 | ||
Adventist Health System | 3.630% | 3/1/49 | 5,300 | 5,793 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 2,825 | 3,199 | ||
3 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 1,634 | 1,656 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 5,444 | 6,864 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 6,010 | 6,633 | ||
3 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 4,525 | 4,666 | |
Aetna Inc. | 2.750% | 11/15/22 | 10,683 | 10,972 | ||
Aetna Inc. | 2.800% | 6/15/23 | 13,125 | 13,661 | ||
Aetna Inc. | 3.500% | 11/15/24 | 11,869 | 12,840 | ||
Aetna Inc. | 6.625% | 6/15/36 | 9,356 | 13,632 | ||
Aetna Inc. | 6.750% | 12/15/37 | 5,276 | 7,793 | ||
Aetna Inc. | 4.500% | 5/15/42 | 6,027 | 7,216 | ||
Aetna Inc. | 4.125% | 11/15/42 | 4,023 | 4,610 | ||
Aetna Inc. | 4.750% | 3/15/44 | 5,508 | 6,826 | ||
Aetna Inc. | 3.875% | 8/15/47 | 18,017 | 20,239 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 7,162 | 7,600 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 5,775 | 6,235 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 2,055 | 2,156 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 8,775 | 8,687 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 9,725 | 9,732 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 5,175 | 7,089 | ||
3 | AHS Hospital Corp. | 2.780% | 7/1/51 | 6,750 | 6,642 | |
3 | Allina Health System | 3.887% | 4/15/49 | 4,725 | 5,465 | |
AmerisourceBergen Corp. | 0.737% | 3/15/23 | 4,525 | 4,534 | ||
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 6,887 | 7,361 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 8,205 | 8,811 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 10,975 | 11,976 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 7,625 | 7,953 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 14,209 | 14,591 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 5,269 | 6,099 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 10,915 | 12,733 | ||
Amgen Inc. | 2.250% | 8/19/23 | 15,000 | 15,532 | ||
Amgen Inc. | 3.625% | 5/22/24 | 22,290 | 23,999 | ||
Amgen Inc. | 1.900% | 2/21/25 | 7,223 | 7,471 | ||
Amgen Inc. | 3.125% | 5/1/25 | 12,191 | 13,113 | ||
Amgen Inc. | 2.600% | 8/19/26 | 26,114 | 27,723 | ||
Amgen Inc. | 2.200% | 2/21/27 | 11,420 | 11,859 | ||
Amgen Inc. | 3.200% | 11/2/27 | 11,506 | 12,554 | ||
Amgen Inc. | 2.450% | 2/21/30 | 14,340 | 14,783 | ||
Amgen Inc. | 2.300% | 2/25/31 | 20,278 | 20,536 | ||
Amgen Inc. | 3.150% | 2/21/40 | 38,030 | 39,551 | ||
Amgen Inc. | 4.950% | 10/1/41 | 21,161 | 27,367 | ||
Amgen Inc. | 5.150% | 11/15/41 | 5,513 | 7,242 | ||
Amgen Inc. | 4.400% | 5/1/45 | 32,987 | 40,002 | ||
Amgen Inc. | 4.563% | 6/15/48 | 14,618 | 18,379 | ||
Amgen Inc. | 3.375% | 2/21/50 | 41,365 | 43,590 | ||
Amgen Inc. | 4.663% | 6/15/51 | 35,220 | 45,486 | ||
Amgen Inc. | 2.770% | 9/1/53 | 13,307 | 12,648 | ||
Anthem Inc. | 2.950% | 12/1/22 | 10,996 | 11,369 | ||
Anthem Inc. | 3.300% | 1/15/23 | 15,372 | 16,039 | ||
Anthem Inc. | 3.500% | 8/15/24 | 11,565 | 12,452 | ||
Anthem Inc. | 3.350% | 12/1/24 | 21,559 | 23,257 | ||
Anthem Inc. | 2.375% | 1/15/25 | 11,037 | 11,556 | ||
Anthem Inc. | 3.650% | 12/1/27 | 32,044 | 35,851 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Anthem Inc. | 4.101% | 3/1/28 | 34,884 | 39,919 | ||
Anthem Inc. | 2.875% | 9/15/29 | 5,000 | 5,320 | ||
Anthem Inc. | 2.250% | 5/15/30 | 23,220 | 23,422 | ||
Anthem Inc. | 2.550% | 3/15/31 | 7,250 | 7,478 | ||
Anthem Inc. | 5.950% | 12/15/34 | 1,671 | 2,325 | ||
Anthem Inc. | 5.850% | 1/15/36 | 3,708 | 5,009 | ||
Anthem Inc. | 6.375% | 6/15/37 | 4,650 | 6,580 | ||
Anthem Inc. | 4.625% | 5/15/42 | 17,847 | 22,209 | ||
Anthem Inc. | 4.650% | 1/15/43 | 12,636 | 15,771 | ||
Anthem Inc. | 5.100% | 1/15/44 | 9,322 | 12,273 | ||
Anthem Inc. | 4.650% | 8/15/44 | 12,172 | 15,244 | ||
Anthem Inc. | 4.375% | 12/1/47 | 22,741 | 27,743 | ||
Anthem Inc. | 4.550% | 3/1/48 | 6,998 | 8,771 | ||
Anthem Inc. | 3.700% | 9/15/49 | 10,265 | 11,412 | ||
Anthem Inc. | 3.125% | 5/15/50 | 7,200 | 7,365 | ||
Anthem Inc. | 3.600% | 3/15/51 | 9,913 | 10,894 | ||
Anthem Inc. | 4.850% | 8/15/54 | 4,325 | 5,504 | ||
3 | Ascension Health | 2.532% | 11/15/29 | 16,624 | 17,533 | |
3 | Ascension Health | 3.106% | 11/15/39 | 11,000 | 11,758 | |
Ascension Health | 3.945% | 11/15/46 | 7,850 | 9,579 | ||
3 | Ascension Health | 4.847% | 11/15/53 | 9,550 | 13,416 | |
Astrazeneca Finance LLC | 0.700% | 5/28/24 | 10,000 | 9,989 | ||
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 8,775 | 8,744 | ||
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 13,606 | 13,599 | ||
Astrazeneca Finance LLC | 2.250% | 5/28/31 | 8,000 | 8,112 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 5,000 | 4,986 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 11,901 | 12,641 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 27,486 | 30,100 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 20,890 | 20,353 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 9,145 | 9,962 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 14,892 | 17,117 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 14,055 | 13,318 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 34,020 | 50,710 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 15,796 | 18,847 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 11,097 | 13,805 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 3,112 | 3,925 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 8,316 | 7,258 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 15,291 | 15,720 | ||
Banner Health | 2.338% | 1/1/30 | 6,600 | 6,751 | ||
Banner Health | 1.897% | 1/1/31 | 2,325 | 2,291 | ||
3 | Banner Health | 3.181% | 1/1/50 | 4,000 | 4,241 | |
Banner Health | 2.913% | 1/1/51 | 4,525 | 4,581 | ||
3 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 7,200 | 7,775 | |
Baxalta Inc. | 3.600% | 6/23/22 | 1,627 | 1,668 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 13,325 | 14,729 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 5,084 | 6,797 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 5,866 | 6,241 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 5,937 | 6,834 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 11,100 | 10,805 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 5,675 | 6,332 | ||
3 | BayCare Health System Inc. | 3.831% | 11/15/50 | 2,875 | 3,491 | |
3 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 5,415 | 5,307 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 8,014 | 9,872 | ||
Baylor Scott & White Holdings | 3.967% | 11/15/46 | 1,238 | 1,491 | ||
3 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 11,300 | 11,335 | |
Becton Dickinson & Co. | 3.300% | 3/1/23 | 4,700 | 4,883 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 23,235 | 24,892 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 19,494 | 21,233 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 36,701 | 40,796 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,500 | 1,571 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 13,750 | 13,416 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 1,428 | 1,688 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 8,786 | 10,956 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 19,487 | 24,284 | ||
Biogen Inc. | 3.625% | 9/15/22 | 15,079 | 15,658 | ||
Biogen Inc. | 4.050% | 9/15/25 | 21,572 | 24,019 | ||
Biogen Inc. | 2.250% | 5/1/30 | 29,700 | 29,779 | ||
Biogen Inc. | 3.150% | 5/1/50 | 13,659 | 13,432 | ||
3,7 | Biogen Inc. | 3.250% | 2/15/51 | 23,896 | 23,904 | |
3 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 4,966 | 5,464 | |
3 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 4,275 | 4,245 | |
3 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 4,025 | 4,173 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 10,845 | 11,581 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 3,119 | 3,444 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 7,940 | 8,193 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 21,033 | 23,351 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 23,556 | 26,807 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 14,465 | 14,954 | ||
Boston Scientific Corp. | 7.000% | 11/15/35 | 6,290 | 8,889 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 11,972 | 14,621 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 4,690 | 7,424 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 18,135 | 23,212 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 12,665 | 12,905 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/15/22 | 22,786 | 23,521 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 20,980 | 21,729 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 8,625 | 8,940 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/20/23 | 10,567 | 11,040 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 5,925 | 6,307 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 8,475 | 8,480 | ||
Bristol-Myers Squibb Co. | 3.625% | 5/15/24 | 500 | 539 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 51,975 | 55,426 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 31,181 | 34,698 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 12,100 | 11,991 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 60,069 | 65,944 | ||
Bristol-Myers Squibb Co. | 3.250% | 2/27/27 | 750 | 831 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 7,165 | 7,048 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 27,987 | 31,210 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 24,889 | 28,476 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 63,274 | 70,879 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 14,625 | 14,139 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 25,710 | 31,084 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 8,225 | 7,916 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 4,926 | 5,301 | ||
Bristol-Myers Squibb Co. | 4.500% | 3/1/44 | 2,588 | 3,324 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 11,080 | 14,468 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 27,822 | 38,070 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 23,108 | 29,293 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 16,924 | 22,090 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 42,921 | 54,211 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 11,670 | 11,176 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 7,596 | 7,748 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 5,875 | 6,136 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 12,380 | 13,135 | ||
Cardinal Health Inc. | 3.500% | 11/15/24 | 3,460 | 3,728 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 5,887 | 6,474 | ||
Cardinal Health Inc. | 3.410% | 6/15/27 | 13,754 | 15,025 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 5,765 | 6,709 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 5,280 | 6,043 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 4,820 | 5,795 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 7,350 | 8,293 | ||
3 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 6,886 | 7,040 | |
Celgene Corp. | 3.450% | 11/15/27 | 275 | 303 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Children's Health System of Texas | 2.511% | 8/15/50 | 5,808 | 5,395 | ||
3 | Children's Hospital | 2.928% | 7/15/50 | 5,150 | 5,073 | |
3 | Children's Hospital Corp. | 4.115% | 1/1/47 | 2,900 | 3,669 | |
3 | Children's Hospital Corp. | 2.585% | 2/1/50 | 3,550 | 3,372 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 4,050 | 5,093 | ||
3 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 6,175 | 6,108 | |
3 | CHRISTUS Health | 4.341% | 7/1/28 | 6,750 | 7,762 | |
3 | Cigna Corp. | 3.050% | 11/30/22 | 10,140 | 10,496 | |
3 | Cigna Corp. | 3.000% | 7/15/23 | 25,127 | 26,306 | |
Cigna Corp. | 3.750% | 7/15/23 | 4,957 | 5,278 | ||
3 | Cigna Corp. | 3.500% | 6/15/24 | 9,043 | 9,702 | |
3 | Cigna Corp. | 3.250% | 4/15/25 | 9,664 | 10,416 | |
Cigna Corp. | 4.125% | 11/15/25 | 21,112 | 23,664 | ||
3 | Cigna Corp. | 4.500% | 2/25/26 | 23,009 | 26,197 | |
Cigna Corp. | 1.250% | 3/15/26 | 7,580 | 7,603 | ||
3 | Cigna Corp. | 3.400% | 3/1/27 | 28,458 | 31,227 | |
3 | Cigna Corp. | 7.875% | 5/15/27 | 985 | 1,306 | |
3 | Cigna Corp. | 3.050% | 10/15/27 | 8,410 | 9,082 | |
Cigna Corp. | 4.375% | 10/15/28 | 35,497 | 41,316 | ||
Cigna Corp. | 2.400% | 3/15/30 | 44,120 | 45,048 | ||
Cigna Corp. | 2.375% | 3/15/31 | 16,400 | 16,629 | ||
Cigna Corp. | 4.800% | 8/15/38 | 30,446 | 37,921 | ||
Cigna Corp. | 3.200% | 3/15/40 | 16,766 | 17,403 | ||
3 | Cigna Corp. | 6.125% | 11/15/41 | 5,782 | 8,257 | |
3 | Cigna Corp. | 5.375% | 2/15/42 | 633 | 799 | |
3 | Cigna Corp. | 4.800% | 7/15/46 | 21,386 | 27,072 | |
3 | Cigna Corp. | 3.875% | 10/15/47 | 11,139 | 12,455 | |
Cigna Corp. | 4.900% | 12/15/48 | 26,995 | 34,891 | ||
Cigna Corp. | 3.400% | 3/15/50 | 21,789 | 22,665 | ||
Cigna Corp. | 3.400% | 3/15/51 | 13,600 | 14,225 | ||
3 | City of Hope | 5.623% | 11/15/43 | 2,040 | 2,876 | |
3 | City of Hope | 4.378% | 8/15/48 | 9,600 | 11,957 | |
CommonSpirit Health | 2.950% | 11/1/22 | 6,587 | 6,799 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 7,880 | 8,295 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 5,730 | 5,780 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 13,035 | 14,126 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 5,105 | 5,312 | ||
3 | CommonSpirit Health | 4.350% | 11/1/42 | 15,780 | 18,442 | |
CommonSpirit Health | 3.817% | 10/1/49 | 5,150 | 5,749 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 17,580 | 20,190 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 7,084 | 7,824 | ||
3 | Community Health Network Inc. | 3.099% | 5/1/50 | 11,500 | 11,445 | |
3 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 6,175 | 6,693 | |
CVS Health Corp. | 3.500% | 7/20/22 | 8,575 | 8,815 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 20,750 | 21,327 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 7,245 | 7,601 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 45,585 | 47,991 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 18,301 | 19,675 | ||
CVS Health Corp. | 2.625% | 8/15/24 | 2,512 | 2,652 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 43,151 | 47,645 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 55,922 | 60,075 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 8,596 | 9,270 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 4,197 | 4,644 | ||
CVS Health Corp. | 6.250% | 6/1/27 | 2,550 | 3,175 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 26,375 | 25,892 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 107,075 | 123,008 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 32,831 | 35,703 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 23,501 | 26,346 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 19,900 | 19,152 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 14,400 | 13,978 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 10,025 | 12,223 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CVS Health Corp. | 4.780% | 3/25/38 | 77,983 | 95,922 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 4,857 | 6,776 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 20,051 | 23,244 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 16,583 | 16,080 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 16,485 | 21,799 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 37,210 | 48,296 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 106,370 | 138,330 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 3,929 | 4,670 | ||
Danaher Corp. | 3.350% | 9/15/25 | 6,569 | 7,187 | ||
Danaher Corp. | 4.375% | 9/15/45 | 6,333 | 7,917 | ||
Danaher Corp. | 2.600% | 10/1/50 | 5,800 | 5,539 | ||
3 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 4,600 | 5,417 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 9,603 | 10,277 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 11,434 | 11,698 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 8,100 | 8,458 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 11,785 | 12,340 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 10,950 | 11,745 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 5,595 | 6,154 | ||
Dignity Health | 3.125% | 11/1/22 | 2,000 | 2,068 | ||
Dignity Health | 3.812% | 11/1/24 | 4,675 | 5,111 | ||
Dignity Health | 4.500% | 11/1/42 | 6,925 | 8,327 | ||
Dignity Health | 5.267% | 11/1/64 | 2,200 | 3,040 | ||
3 | Duke University Health System Inc. | 3.920% | 6/1/47 | 6,855 | 8,226 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 6,045 | 7,010 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 6,701 | 7,163 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 14,355 | 16,110 | ||
Eli Lilly & Co. | 3.950% | 5/15/47 | 1,000 | 1,201 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 20,340 | 24,690 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 26,255 | 23,790 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 22,025 | 27,933 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 13,800 | 12,631 | ||
3 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 2,350 | 2,685 | |
Gilead Sciences Inc. | 3.250% | 9/1/22 | 9,544 | 9,817 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 15,917 | 16,557 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 8,000 | 8,006 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 33,843 | 36,368 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 27,238 | 29,514 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 26,566 | 29,300 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 18,798 | 20,231 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 5,750 | 5,604 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 6,387 | 6,176 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 14,729 | 18,017 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 10,112 | 11,715 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 5,080 | 4,893 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 11,937 | 16,428 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 25,479 | 32,259 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 27,394 | 33,453 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 35,286 | 44,743 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 22,447 | 26,414 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 6,750 | 6,484 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 10,895 | 11,346 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 15,650 | 16,523 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 20,085 | 22,159 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 29,025 | 33,259 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 6,104 | 8,229 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 27,448 | 41,096 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 4,630 | 5,762 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 12,611 | 12,631 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 14,263 | 15,211 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 10,450 | 11,616 | ||
3 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 5,103 | 4,992 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 6,275 | 7,716 | ||
3 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 6,400 | 6,326 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 3,050 | 3,996 | ||
3 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 4,953 | 5,203 | |
HCA Inc. | 4.750% | 5/1/23 | 15,315 | 16,416 | ||
HCA Inc. | 5.000% | 3/15/24 | 28,226 | 31,197 | ||
HCA Inc. | 5.250% | 4/15/25 | 26,367 | 30,195 | ||
HCA Inc. | 5.250% | 6/15/26 | 32,332 | 37,401 | ||
HCA Inc. | 4.500% | 2/15/27 | 7,787 | 8,804 | ||
HCA Inc. | 4.125% | 6/15/29 | 23,919 | 26,973 | ||
HCA Inc. | 2.375% | 7/15/31 | 10,000 | 9,897 | ||
HCA Inc. | 5.125% | 6/15/39 | 15,590 | 19,467 | ||
HCA Inc. | 5.500% | 6/15/47 | 24,560 | 31,983 | ||
HCA Inc. | 5.250% | 6/15/49 | 12,380 | 15,802 | ||
HCA Inc. | 3.500% | 7/15/51 | 20,000 | 20,005 | ||
Humana Inc. | 3.150% | 12/1/22 | 9,854 | 10,160 | ||
Humana Inc. | 2.900% | 12/15/22 | 7,770 | 8,025 | ||
Humana Inc. | 3.850% | 10/1/24 | 10,627 | 11,538 | ||
Humana Inc. | 4.500% | 4/1/25 | 2,776 | 3,109 | ||
Humana Inc. | 3.950% | 3/15/27 | 8,035 | 9,007 | ||
Humana Inc. | 3.125% | 8/15/29 | 8,050 | 8,668 | ||
Humana Inc. | 4.875% | 4/1/30 | 5,243 | 6,327 | ||
Humana Inc. | 4.625% | 12/1/42 | 13,817 | 16,982 | ||
Humana Inc. | 4.950% | 10/1/44 | 6,393 | 8,259 | ||
Humana Inc. | 4.800% | 3/15/47 | 4,200 | 5,314 | ||
Humana Inc. | 3.950% | 8/15/49 | 1,200 | 1,377 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 5,185 | 6,452 | ||
Illumina Inc. | 0.550% | 3/23/23 | 1,867 | 1,870 | ||
Illumina Inc. | 2.550% | 3/23/31 | 5,175 | 5,251 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 6,775 | 8,142 | ||
3,5 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 4,000 | 4,020 | |
3 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 7,750 | 8,726 | |
3 | Iowa Health System | 3.665% | 2/15/50 | 7,625 | 8,486 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 8,025 | 9,500 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 7,010 | 7,196 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 9,550 | 10,257 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 12,649 | 13,467 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 15,720 | 15,563 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 26,500 | 28,223 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 13,425 | 14,676 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 7,100 | 6,973 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 24,657 | 26,972 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 3,395 | 4,762 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 18,310 | 17,763 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 8,058 | 10,631 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 18,289 | 22,895 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 13,755 | 15,992 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 18,745 | 21,853 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 12,658 | 18,526 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 12,972 | 14,704 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 5,959 | 8,697 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 21,832 | 20,723 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 5,847 | 7,565 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 1,490 | 1,990 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 14,828 | 19,292 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 19,830 | 23,549 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 22,736 | 27,331 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 7,227 | 8,386 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 7,335 | 6,916 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 8,120 | 8,893 | ||
3 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 10,375 | 10,600 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 9,365 | 12,603 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 15,980 | 19,904 | ||
3 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 16,785 | 18,233 | |
3 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 6,375 | 6,576 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 5,505 | 8,385 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 11,299 | 15,026 | ||
Laboratory Corp. of America Holdings | 4.000% | 11/1/23 | 2,850 | 3,044 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 9,615 | 10,293 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 7,010 | 7,341 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 7,875 | 8,520 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 3,000 | 3,000 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 7,325 | 8,107 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 8,800 | 9,268 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 6,125 | 6,232 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 13,156 | 15,804 | ||
3 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 875 | 1,018 | |
3 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 8,400 | 8,865 | |
3 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 3,125 | 3,859 | |
3 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 12,965 | 14,259 | |
3 | Mayo Clinic | 3.774% | 11/15/43 | 6,741 | 7,909 | |
3 | Mayo Clinic | 4.000% | 11/15/47 | 3,425 | 4,249 | |
3 | Mayo Clinic | 4.128% | 11/15/52 | 2,575 | 3,240 | |
3 | Mayo Clinic | 3.196% | 11/15/61 | 6,250 | 6,729 | |
McKesson Corp. | 2.700% | 12/15/22 | 5,975 | 6,134 | ||
McKesson Corp. | 2.850% | 3/15/23 | 350 | 361 | ||
McKesson Corp. | 3.796% | 3/15/24 | 13,080 | 14,073 | ||
McKesson Corp. | 0.900% | 12/3/25 | 5,575 | 5,496 | ||
McKesson Corp. | 3.950% | 2/16/28 | 9,415 | 10,684 | ||
McKesson Corp. | 4.750% | 5/30/29 | 6,164 | 7,328 | ||
McKesson Corp. | 4.883% | 3/15/44 | 1,500 | 1,875 | ||
3 | MedStar Health Inc. | 3.626% | 8/15/49 | 4,000 | 4,440 | |
Medtronic Inc. | 3.500% | 3/15/25 | 14,668 | 16,100 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 38,421 | 47,818 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 22,655 | 29,718 | ||
Memorial Health Services | 3.447% | 11/1/49 | 7,300 | 7,888 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 1,685 | 2,293 | ||
3 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 2,750 | 2,812 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 12,430 | 15,706 | ||
3 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 1,660 | 2,118 | |
Merck & Co. Inc. | 2.400% | 9/15/22 | 14,702 | 15,005 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 30,049 | 31,432 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 6,838 | 7,264 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 31,473 | 33,534 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 12,940 | 12,841 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 23,925 | 26,814 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 10,605 | 10,332 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 10,222 | 15,064 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 7,562 | 8,951 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 18,642 | 18,050 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 11,314 | 12,985 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 15,072 | 18,602 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 28,731 | 33,223 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 21,095 | 25,797 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 16,490 | 15,544 | ||
3 | Mercy Health | 4.302% | 7/1/28 | 2,965 | 3,485 | |
3 | Methodist Hospital | 2.705% | 12/1/50 | 6,975 | 6,760 | |
3 | MidMichigan Health | 3.409% | 6/1/50 | 4,175 | 4,484 | |
3 | Montefiore Obligated Group | 5.246% | 11/1/48 | 9,600 | 11,598 | |
3 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 3,625 | 4,050 | |
3 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 6,737 | 7,411 | |
3 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 8,100 | 8,367 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MultiCare Health System | 2.803% | 8/15/50 | 3,395 | 3,350 | ||
Mylan Inc. | 4.200% | 11/29/23 | 14,270 | 15,308 | ||
Mylan Inc. | 4.550% | 4/15/28 | 8,163 | 9,368 | ||
Mylan Inc. | 5.400% | 11/29/43 | 7,129 | 8,863 | ||
Mylan Inc. | 5.200% | 4/15/48 | 10,122 | 12,429 | ||
New York & Presbyterian Hospital | 2.256% | 8/1/40 | 4,600 | 4,328 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 8,376 | 10,333 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 4,825 | 6,024 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 4,632 | 4,308 | ||
3 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 7,107 | 8,383 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 9,775 | 11,091 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 11,500 | 13,601 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 5,625 | 6,256 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 7,000 | 7,134 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 11,000 | 11,552 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 8,500 | 9,015 | ||
Novartis Capital Corp. | 2.400% | 9/21/22 | 9,732 | 9,982 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 18,978 | 20,471 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 12,133 | 12,523 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 22,327 | 24,222 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 18,866 | 19,618 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 17,154 | 18,767 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 20,120 | 20,807 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 8,734 | 10,186 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 23,207 | 29,740 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 19,113 | 23,339 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 11,430 | 11,527 | ||
3 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 4,580 | 4,266 | |
3 | NYU Langone Hospitals | 5.750% | 7/1/43 | 4,840 | 6,844 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 4,116 | 5,281 | ||
3 | NYU Langone Hospitals | 4.368% | 7/1/47 | 5,790 | 6,891 | |
3 | NYU Langone Hospitals | 3.380% | 7/1/55 | 8,350 | 8,813 | |
3 | OhioHealth Corp. | 3.042% | 11/15/50 | 5,050 | 5,259 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 3,755 | 4,547 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 3,500 | 3,739 | ||
3 | PeaceHealth Obligated Group | 1.375% | 11/15/25 | 2,600 | 2,623 | |
3 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 4,575 | 6,109 | |
3 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 6,975 | 7,243 | |
PerkinElmer Inc. | 3.300% | 9/15/29 | 13,495 | 14,602 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 6,000 | 6,158 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 4,500 | 4,881 | ||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 10,310 | 11,085 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 10,186 | 11,217 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 8,291 | 8,471 | ||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 3,912 | 4,119 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 7,788 | 8,188 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 7,350 | 7,781 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 8,475 | 9,016 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 7,225 | 7,822 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 6,875 | 6,894 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 31,543 | 34,129 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 14,048 | 15,424 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 15,237 | 17,257 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 26,035 | 29,289 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 16,611 | 17,714 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 14,650 | 14,572 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 15,955 | 19,278 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 12,050 | 14,653 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 7,954 | 9,480 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 17,389 | 28,481 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pfizer Inc. | 2.550% | 5/28/40 | 12,075 | 12,111 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 1,765 | 2,544 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 9,496 | 11,936 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 18,054 | 23,155 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 16,279 | 20,202 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 17,625 | 22,203 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 8,533 | 10,482 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 14,740 | 14,696 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 8,720 | 11,727 | ||
3 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 2,443 | 2,607 | |
3 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 9,026 | 9,461 | |
3 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 5,243 | 5,989 | |
3 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 4,850 | 5,629 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 3,565 | 3,871 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 5,920 | 6,424 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 7,684 | 8,436 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 5,250 | 6,056 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 14,990 | 15,885 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 10,798 | 11,282 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 1,368 | 1,708 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 2,898 | 3,547 | ||
3 | Rady Children's Hospital-San Diego | 3.154% | 8/15/51 | 4,000 | 4,217 | |
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 16,327 | 15,488 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 12,083 | 11,015 | ||
3,7 | Royalty Pharma plc | 0.750% | 9/2/23 | 12,850 | 12,888 | |
3,7 | Royalty Pharma plc | 1.200% | 9/2/25 | 16,950 | 16,806 | |
3,7 | Royalty Pharma plc | 1.750% | 9/2/27 | 14,100 | 13,898 | |
3,7 | Royalty Pharma plc | 2.200% | 9/2/30 | 15,085 | 14,797 | |
3,7 | Royalty Pharma plc | 3.300% | 9/2/40 | 13,100 | 13,170 | |
3,7 | Royalty Pharma plc | 3.550% | 9/2/50 | 10,700 | 10,683 | |
3 | Rush Obligated Group | 3.922% | 11/15/29 | 4,325 | 4,940 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 6,376 | 7,483 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 1,810 | 2,014 | ||
Sanofi | 3.375% | 6/19/23 | 15,300 | 16,165 | ||
Sanofi | 3.625% | 6/19/28 | 17,345 | 19,799 | ||
3 | Seattle Children's Hospital | 2.719% | 10/1/50 | 8,000 | 7,848 | |
3 | Sharp HealthCare | 2.680% | 8/1/50 | 3,805 | 3,677 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 48,261 | 50,506 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 40,562 | 44,028 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 13,366 | 13,096 | ||
3 | Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 3,912 | 4,331 | |
3 | SSM Health Care Corp. | 3.688% | 6/1/23 | 8,575 | 9,013 | |
3 | SSM Health Care Corp. | 3.823% | 6/1/27 | 5,200 | 5,810 | |
3 | Stanford Health Care | 3.310% | 8/15/30 | 371 | 411 | |
3 | Stanford Health Care | 3.795% | 11/15/48 | 7,341 | 8,647 | |
Stanford Health Care | 3.027% | 8/15/51 | 4,630 | 4,792 | ||
STERIS Irish FinCo Unltd. Co. | 2.700% | 3/15/31 | 4,413 | 4,499 | ||
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 11,310 | 12,012 | ||
Stryker Corp. | 3.375% | 5/15/24 | 13,095 | 14,046 | ||
Stryker Corp. | 1.150% | 6/15/25 | 6,050 | 6,084 | ||
Stryker Corp. | 3.375% | 11/1/25 | 12,875 | 14,063 | ||
Stryker Corp. | 3.500% | 3/15/26 | 11,315 | 12,465 | ||
Stryker Corp. | 3.650% | 3/7/28 | 7,345 | 8,244 | ||
Stryker Corp. | 1.950% | 6/15/30 | 12,750 | 12,611 | ||
Stryker Corp. | 4.100% | 4/1/43 | 5,070 | 5,943 | ||
Stryker Corp. | 4.375% | 5/15/44 | 7,695 | 9,467 | ||
Stryker Corp. | 4.625% | 3/15/46 | 5,760 | 7,376 | ||
Stryker Corp. | 2.900% | 6/15/50 | 8,375 | 8,413 | ||
3 | Sutter Health | 1.321% | 8/15/25 | 3,725 | 3,759 | |
3 | Sutter Health | 3.695% | 8/15/28 | 4,450 | 4,979 | |
3 | Sutter Health | 2.294% | 8/15/30 | 9,050 | 9,135 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Sutter Health | 3.161% | 8/15/40 | 5,250 | 5,499 | |
3 | Sutter Health | 4.091% | 8/15/48 | 4,950 | 5,900 | |
3 | Sutter Health | 3.361% | 8/15/50 | 8,300 | 8,818 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 21,274 | 23,094 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 27,304 | 32,886 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 24,865 | 24,650 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 18,653 | 18,850 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 33,120 | 33,419 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 13,900 | 14,255 | ||
Texas Health Resources | 2.328% | 11/15/50 | 4,280 | 3,883 | ||
3 | Texas Health Resources | 4.330% | 11/15/55 | 2,843 | 3,708 | |
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 17,211 | 19,081 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 10,025 | 11,050 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 16,697 | 18,027 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 9,647 | 10,533 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 9,276 | 9,742 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 6,015 | 7,163 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 7,293 | 10,137 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 7,800 | 9,495 | ||
3 | Toledo Hospital | 5.325% | 11/15/28 | 5,025 | 5,862 | |
Toledo Hospital | 5.750% | 11/15/38 | 6,204 | 7,487 | ||
Toledo Hospital | 6.015% | 11/15/48 | 4,800 | 5,928 | ||
3 | Trinity Health Corp. | 2.632% | 12/1/40 | 2,900 | 2,858 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 7,065 | 8,709 | ||
3 | Trinity Health Corp. | 3.434% | 12/1/48 | 2,210 | 2,402 | |
UnitedHealth Group Inc. | 2.875% | 12/15/21 | 13,027 | 13,187 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 20,704 | 21,362 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 9,200 | 9,444 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 17,213 | 17,781 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 5,156 | 5,378 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 5,275 | 5,596 | ||
UnitedHealth Group Inc. | 3.500% | 2/15/24 | 8,230 | 8,864 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 5,350 | 5,629 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 14,206 | 15,760 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 6,991 | 7,784 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 8,125 | 8,195 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 9,495 | 10,353 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 2,100 | 2,101 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 8,482 | 9,414 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 39,962 | 44,371 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 8,888 | 9,675 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 5,102 | 5,862 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 10,226 | 11,776 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 16,728 | 18,043 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 15,035 | 15,160 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 25,637 | 26,256 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 13,032 | 16,501 | ||
UnitedHealth Group Inc. | 5.800% | 3/15/36 | 6,423 | 9,063 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 4,730 | 7,098 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 11,690 | 17,794 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 23,296 | 36,144 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 22,290 | 24,883 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 14,185 | 14,355 | ||
UnitedHealth Group Inc. | 5.700% | 10/15/40 | 2,746 | 3,881 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 5,800 | 8,423 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 14,900 | 15,612 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 12,034 | 15,326 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,382 | 1,705 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 18,247 | 21,649 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 7,716 | 9,459 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 18,960 | 24,856 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 13,550 | 16,561 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 11,230 | 13,810 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 9,851 | 11,355 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 21,135 | 26,160 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 3,906 | 4,999 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 16,649 | 19,100 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 14,110 | 14,229 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 27,850 | 29,774 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 14,280 | 16,914 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 13,099 | 13,501 | ||
3,7 | Universal Health Services Inc. | 2.650% | 10/15/30 | 11,000 | 11,054 | |
3 | UPMC | 3.600% | 4/3/25 | 6,550 | 7,118 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 33,594 | 37,009 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 18,289 | 22,396 | ||
3,7 | Viatris Inc. | 1.650% | 6/22/25 | 9,250 | 9,372 | |
3,7 | Viatris Inc. | 2.300% | 6/22/27 | 5,125 | 5,228 | |
3,7 | Viatris Inc. | 2.700% | 6/22/30 | 32,700 | 33,044 | |
3,7 | Viatris Inc. | 3.850% | 6/22/40 | 16,419 | 17,525 | |
3,7 | Viatris Inc. | 4.000% | 6/22/50 | 35,627 | 37,753 | |
3 | West Virginia United Health System Obligated Group | 3.129% | 6/1/50 | 1,900 | 1,904 | |
3 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 4,021 | 5,163 | |
3 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 8,000 | 7,893 | |
Wyeth LLC | 7.250% | 3/1/23 | 2,400 | 2,667 | ||
Wyeth LLC | 6.450% | 2/1/24 | 11,860 | 13,667 | ||
Wyeth LLC | 6.500% | 2/1/34 | 11,399 | 16,603 | ||
Wyeth LLC | 6.000% | 2/15/36 | 5,565 | 7,958 | ||
Wyeth LLC | 5.950% | 4/1/37 | 25,584 | 36,710 | ||
3 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 5,200 | 4,800 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 4,275 | 4,899 | ||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 6,875 | 7,227 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 21,720 | 23,569 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 1,550 | 1,670 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 3/20/30 | 7,400 | 8,103 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 1,650 | 2,203 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 8,945 | 10,589 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 15,045 | 15,625 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 4,325 | 4,907 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 15,679 | 16,930 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 7,700 | 8,768 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 13,452 | 13,363 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 14,228 | 18,317 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 8,372 | 9,910 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 8,986 | 11,449 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 5,850 | 6,046 | ||
10,258,797 | ||||||
Industrials (2.20%) | ||||||
3M Co. | 1.750% | 2/14/23 | 8,793 | 8,990 | ||
3 | 3M Co. | 2.250% | 3/15/23 | 6,755 | 6,966 | |
3 | 3M Co. | 3.250% | 2/14/24 | 4,850 | 5,183 | |
3M Co. | 2.000% | 2/14/25 | 10,199 | 10,625 | ||
3M Co. | 2.650% | 4/15/25 | 6,225 | 6,630 | ||
3 | 3M Co. | 3.000% | 8/7/25 | 8,600 | 9,318 | |
3 | 3M Co. | 2.250% | 9/19/26 | 14,702 | 15,555 | |
3M Co. | 2.875% | 10/15/27 | 13,714 | 14,899 | ||
3 | 3M Co. | 3.625% | 9/14/28 | 1,215 | 1,383 | |
3 | 3M Co. | 3.375% | 3/1/29 | 15,150 | 16,973 | |
3M Co. | 2.375% | 8/26/29 | 15,425 | 16,167 | ||
3M Co. | 3.050% | 4/15/30 | 5,000 | 5,504 | ||
3 | 3M Co. | 3.875% | 6/15/44 | 1,401 | 1,655 | |
3 | 3M Co. | 3.125% | 9/19/46 | 12,930 | 13,702 | |
3 | 3M Co. | 3.625% | 10/15/47 | 10,157 | 11,757 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | 3M Co. | 4.000% | 9/14/48 | 15,270 | 18,678 | |
3M Co. | 3.250% | 8/26/49 | 5,900 | 6,447 | ||
3M Co. | 3.700% | 4/15/50 | 13,734 | 16,155 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 5,540 | 5,493 | ||
Allegion plc | 3.500% | 10/1/29 | 5,135 | 5,580 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 1,600 | 1,702 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 5,169 | 5,608 | ||
3 | American Airlines Pass-Through Trust Class A Series 2016-3 | 3.250% | 10/15/28 | 1,834 | 1,775 | |
3 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 817 | 841 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 2,809 | 2,884 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 8,185 | 8,293 | |
3 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 4,780 | 4,815 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 2,053 | 2,109 | |
3 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 3,072 | 3,122 | |
3 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 8,457 | 8,662 | |
Amphenol Corp. | 3.200% | 4/1/24 | 4,250 | 4,506 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 2,800 | 2,904 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 5,000 | 5,865 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 15,695 | 16,611 | ||
3 | BNSF Funding Trust I | 6.613% | 12/15/55 | 600 | 687 | |
Boeing Co. | 1.167% | 2/4/23 | 15,900 | 15,959 | ||
Boeing Co. | 2.800% | 3/1/23 | 8,941 | 9,243 | ||
Boeing Co. | 4.508% | 5/1/23 | 39,315 | 41,904 | ||
Boeing Co. | 1.875% | 6/15/23 | 13,224 | 13,482 | ||
Boeing Co. | 1.433% | 2/4/24 | 30,750 | 30,829 | ||
Boeing Co. | 2.800% | 3/1/24 | 4,575 | 4,774 | ||
Boeing Co. | 2.850% | 10/30/24 | 7,908 | 8,306 | ||
Boeing Co. | 2.500% | 3/1/25 | 2,831 | 2,932 | ||
Boeing Co. | 4.875% | 5/1/25 | 49,188 | 55,130 | ||
Boeing Co. | 7.250% | 6/15/25 | 675 | 817 | ||
Boeing Co. | 2.600% | 10/30/25 | 4,565 | 4,751 | ||
Boeing Co. | 2.750% | 2/1/26 | 8,106 | 8,461 | ||
Boeing Co. | 2.196% | 2/4/26 | 73,185 | 73,877 | ||
Boeing Co. | 3.100% | 5/1/26 | 10,050 | 10,640 | ||
Boeing Co. | 2.250% | 6/15/26 | 6,626 | 6,765 | ||
Boeing Co. | 2.700% | 2/1/27 | 13,337 | 13,782 | ||
Boeing Co. | 2.800% | 3/1/27 | 6,656 | 6,911 | ||
Boeing Co. | 5.040% | 5/1/27 | 25,942 | 29,949 | ||
Boeing Co. | 3.250% | 2/1/28 | 8,680 | 9,205 | ||
Boeing Co. | 3.250% | 3/1/28 | 4,930 | 5,201 | ||
Boeing Co. | 3.450% | 11/1/28 | 4,655 | 4,967 | ||
Boeing Co. | 3.200% | 3/1/29 | 10,526 | 11,056 | ||
Boeing Co. | 2.950% | 2/1/30 | 12,265 | 12,559 | ||
Boeing Co. | 5.150% | 5/1/30 | 60,500 | 71,696 | ||
Boeing Co. | 3.625% | 2/1/31 | 18,000 | 19,361 | ||
Boeing Co. | 6.125% | 2/15/33 | 6,485 | 8,234 | ||
Boeing Co. | 3.600% | 5/1/34 | 27,009 | 28,459 | ||
Boeing Co. | 3.250% | 2/1/35 | 13,521 | 13,745 | ||
Boeing Co. | 6.625% | 2/15/38 | 4,275 | 5,766 | ||
Boeing Co. | 3.550% | 3/1/38 | 3,965 | 4,062 | ||
Boeing Co. | 3.500% | 3/1/39 | 6,241 | 6,290 | ||
Boeing Co. | 6.875% | 3/15/39 | 7,713 | 10,805 | ||
Boeing Co. | 5.875% | 2/15/40 | 5,578 | 7,168 | ||
Boeing Co. | 5.705% | 5/1/40 | 44,157 | 56,974 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Boeing Co. | 3.375% | 6/15/46 | 10,150 | 9,778 | ||
Boeing Co. | 3.650% | 3/1/47 | 9,367 | 9,344 | ||
Boeing Co. | 3.625% | 3/1/48 | 4,625 | 4,613 | ||
Boeing Co. | 3.850% | 11/1/48 | 3,816 | 3,938 | ||
Boeing Co. | 3.900% | 5/1/49 | 12,765 | 13,416 | ||
Boeing Co. | 3.750% | 2/1/50 | 10,688 | 11,025 | ||
Boeing Co. | 5.805% | 5/1/50 | 70,155 | 94,659 | ||
Boeing Co. | 3.825% | 3/1/59 | 8,450 | 8,510 | ||
Boeing Co. | 3.950% | 8/1/59 | 5,750 | 6,008 | ||
Boeing Co. | 5.930% | 5/1/60 | 43,600 | 60,139 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 10,043 | 10,290 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 5,981 | 6,216 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 11,569 | 12,345 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 9,867 | 10,653 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 13,600 | 14,716 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 11,885 | 12,810 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 10,895 | 12,020 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 2,116 | 2,645 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 10,709 | 11,797 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 3,425 | 4,895 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 4,346 | 6,278 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 8,365 | 11,858 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 7,825 | 10,387 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 11,804 | 16,218 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 4,800 | 6,306 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 10,181 | 12,583 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 12,522 | 15,489 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 16,347 | 20,491 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 5,193 | 7,080 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 10,896 | 14,523 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 12,501 | 15,934 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 10,626 | 12,874 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 8,738 | 11,377 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 14,043 | 16,490 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 14,353 | 17,445 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 11,206 | 13,542 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 8,578 | 10,523 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 14,489 | 16,411 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 5,985 | 6,238 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 2,800 | 3,055 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 9,219 | 9,830 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 7,817 | 8,391 | ||
Canadian National Railway Co. | 6.900% | 7/15/28 | 2,250 | 2,991 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 1,570 | 2,224 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 5,868 | 8,280 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 3,893 | 5,613 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 4,033 | 4,179 | ||
Canadian National Railway Co. | 3.650% | 2/3/48 | 21,841 | 24,237 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 1,570 | 1,954 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 10,550 | 9,547 | ||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 6,303 | 6,661 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 7,462 | 7,923 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 700 | 796 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 10,336 | 10,300 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 3,660 | 5,214 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 375 | 492 | ||
Canadian Pacific Railway Co. | 4.800% | 9/15/35 | 3,092 | 3,839 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 14,820 | 20,507 | ||
Canadian Pacific Railway Co. | 5.750% | 1/15/42 | 13,745 | 18,938 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 6,221 | 8,036 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 6,349 | 9,866 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Carrier Global Corp. | 2.242% | 2/15/25 | 26,710 | 27,789 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 17,075 | 17,868 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 40,160 | 41,636 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 23,883 | 25,132 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 28,655 | 30,416 | ||
3 | Caterpillar Financial Services Corp. | 1.900% | 9/6/22 | 50 | 51 | |
3 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 2,680 | 2,740 | |
3 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 9,210 | 9,503 | |
Caterpillar Financial Services Corp. | 0.250% | 3/1/23 | 10,340 | 10,331 | ||
3 | Caterpillar Financial Services Corp. | 2.625% | 3/1/23 | 3,210 | 3,334 | |
3 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 7,181 | 7,598 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 7,875 | 7,918 | ||
3 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 8,575 | 8,587 | |
3 | Caterpillar Financial Services Corp. | 3.750% | 11/24/23 | 10,224 | 11,039 | |
3 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 5,240 | 5,646 | |
3 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 7,495 | 7,974 | |
3 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 7,657 | 8,256 | |
3 | Caterpillar Financial Services Corp. | 2.150% | 11/8/24 | 10,905 | 11,422 | |
3 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 15,937 | 17,324 | |
3 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 5,900 | 6,041 | |
3 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 9,101 | 9,048 | |
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 9,840 | 9,811 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 6,345 | 6,741 | ||
3 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 7,675 | 7,581 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 12,422 | 13,341 | ||
Caterpillar Inc. | 2.600% | 9/19/29 | 6,600 | 7,045 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 13,695 | 14,617 | ||
Caterpillar Inc. | 1.900% | 3/12/31 | 7,150 | 7,164 | ||
Caterpillar Inc. | 5.300% | 9/15/35 | 3,000 | 4,006 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 10,011 | 14,419 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 10,077 | 13,928 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 23,519 | 27,974 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 4,706 | 5,961 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 12,280 | 13,540 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 15,523 | 17,204 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 5,115 | 7,370 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 5,817 | 6,642 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 2,250 | 2,307 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 28,900 | 31,287 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 6,615 | 6,737 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 3,000 | 2,984 | ||
CNH Industrial NV | 4.500% | 8/15/23 | 3,714 | 4,004 | ||
3 | CNH Industrial NV | 3.850% | 11/15/27 | 6,191 | 6,865 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2007-1 | 5.983% | 4/19/22 | 1,378 | 1,407 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 4,784 | 5,081 | |
3 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 843 | 891 | |
Crane Co. | 4.450% | 12/15/23 | 6,450 | 6,955 | ||
Crane Co. | 4.200% | 3/15/48 | 5,000 | 5,546 | ||
CSX Corp. | 3.400% | 8/1/24 | 5,250 | 5,651 | ||
CSX Corp. | 3.350% | 11/1/25 | 15,086 | 16,498 | ||
CSX Corp. | 2.600% | 11/1/26 | 9,248 | 9,848 | ||
CSX Corp. | 3.250% | 6/1/27 | 14,474 | 15,873 | ||
CSX Corp. | 3.800% | 3/1/28 | 17,247 | 19,444 | ||
CSX Corp. | 4.250% | 3/15/29 | 18,808 | 21,864 | ||
CSX Corp. | 2.400% | 2/15/30 | 8,345 | 8,594 | ||
CSX Corp. | 6.000% | 10/1/36 | 6,969 | 9,672 | ||
CSX Corp. | 6.150% | 5/1/37 | 5,807 | 8,198 | ||
CSX Corp. | 6.220% | 4/30/40 | 9,357 | 13,726 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CSX Corp. | 5.500% | 4/15/41 | 10,057 | 13,632 | ||
CSX Corp. | 4.750% | 5/30/42 | 4,185 | 5,286 | ||
CSX Corp. | 4.400% | 3/1/43 | 713 | 859 | ||
CSX Corp. | 4.100% | 3/15/44 | 10,705 | 12,529 | ||
CSX Corp. | 3.800% | 11/1/46 | 5,427 | 6,141 | ||
CSX Corp. | 4.300% | 3/1/48 | 10,990 | 13,343 | ||
CSX Corp. | 4.750% | 11/15/48 | 7,951 | 10,287 | ||
CSX Corp. | 4.500% | 3/15/49 | 14,550 | 18,189 | ||
CSX Corp. | 3.350% | 9/15/49 | 9,917 | 10,506 | ||
CSX Corp. | 3.800% | 4/15/50 | 6,845 | 7,848 | ||
CSX Corp. | 2.500% | 5/15/51 | 5,719 | 5,205 | ||
CSX Corp. | 4.500% | 8/1/54 | 1,400 | 1,775 | ||
CSX Corp. | 4.250% | 11/1/66 | 9,355 | 11,576 | ||
CSX Corp. | 4.650% | 3/1/68 | 12,149 | 15,947 | ||
Cummins Inc. | 3.650% | 10/1/23 | 2,200 | 2,342 | ||
Cummins Inc. | 0.750% | 9/1/25 | 3,683 | 3,659 | ||
Cummins Inc. | 1.500% | 9/1/30 | 9,000 | 8,684 | ||
Cummins Inc. | 4.875% | 10/1/43 | 9,230 | 12,204 | ||
Cummins Inc. | 2.600% | 9/1/50 | 7,881 | 7,505 | ||
Deere & Co. | 2.750% | 4/15/25 | 11,900 | 12,701 | ||
Deere & Co. | 5.375% | 10/16/29 | 9,962 | 12,699 | ||
Deere & Co. | 3.100% | 4/15/30 | 6,525 | 7,208 | ||
Deere & Co. | 7.125% | 3/3/31 | 1,033 | 1,493 | ||
Deere & Co. | 3.900% | 6/9/42 | 7,714 | 9,485 | ||
Deere & Co. | 2.875% | 9/7/49 | 4,335 | 4,534 | ||
Deere & Co. | 3.750% | 4/15/50 | 15,728 | 18,988 | ||
3,7 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 11,000 | 12,836 | |
3,7 | Delta Air Lines Inc. | 4.500% | 10/20/25 | 6,400 | 6,890 | |
3,7 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 1,200 | 1,335 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2015-1 | 3.625% | 7/30/27 | 3,006 | 3,239 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 6,000 | 6,344 | |
3 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 8,767 | 8,846 | |
Dover Corp. | 3.150% | 11/15/25 | 9,140 | 9,831 | ||
Dover Corp. | 2.950% | 11/4/29 | 4,247 | 4,565 | ||
Dover Corp. | 5.375% | 10/15/35 | 2,460 | 3,149 | ||
Dover Corp. | 5.375% | 3/1/41 | 4,109 | 5,333 | ||
Eaton Corp. | 2.750% | 11/2/22 | 19,590 | 20,225 | ||
Eaton Corp. | 3.103% | 9/15/27 | 14,695 | 15,989 | ||
Eaton Corp. | 4.000% | 11/2/32 | 10,067 | 11,727 | ||
Eaton Corp. | 4.150% | 11/2/42 | 4,897 | 5,844 | ||
Eaton Corp. | 3.915% | 9/15/47 | 5,715 | 6,571 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 4,200 | 4,333 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 6,150 | 6,657 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 6,900 | 6,803 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 16,525 | 16,922 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 7,000 | 7,078 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 9,200 | 9,199 | ||
FedEx Corp. | 3.250% | 4/1/26 | 9,402 | 10,295 | ||
FedEx Corp. | 3.400% | 2/15/28 | 6,756 | 7,506 | ||
FedEx Corp. | 3.100% | 8/5/29 | 13,220 | 14,334 | ||
FedEx Corp. | 4.250% | 5/15/30 | 9,128 | 10,639 | ||
FedEx Corp. | 2.400% | 5/15/31 | 6,670 | 6,794 | ||
FedEx Corp. | 4.900% | 1/15/34 | 4,987 | 6,224 | ||
FedEx Corp. | 3.900% | 2/1/35 | 12,857 | 14,716 | ||
FedEx Corp. | 3.250% | 5/15/41 | 7,355 | 7,573 | ||
FedEx Corp. | 3.875% | 8/1/42 | 4,629 | 5,151 | ||
FedEx Corp. | 4.100% | 4/15/43 | 6,795 | 7,757 | ||
FedEx Corp. | 5.100% | 1/15/44 | 13,247 | 17,009 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
FedEx Corp. | 4.100% | 2/1/45 | 5,632 | 6,437 | ||
FedEx Corp. | 4.750% | 11/15/45 | 19,115 | 23,825 | ||
FedEx Corp. | 4.550% | 4/1/46 | 16,140 | 19,539 | ||
FedEx Corp. | 4.400% | 1/15/47 | 9,780 | 11,680 | ||
FedEx Corp. | 4.050% | 2/15/48 | 13,896 | 15,962 | ||
FedEx Corp. | 4.950% | 10/17/48 | 14,700 | 18,970 | ||
FedEx Corp. | 5.250% | 5/15/50 | 15,715 | 21,319 | ||
FedEx Corp. | 4.500% | 2/1/65 | 1,124 | 1,292 | ||
3 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 15,475 | 15,324 | |
Flowserve Corp. | 3.500% | 9/15/22 | 16,830 | 17,273 | ||
Flowserve Corp. | 4.000% | 11/15/23 | 4,225 | 4,507 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 5,720 | 6,036 | ||
Fortive Corp. | 3.150% | 6/15/26 | 11,729 | 12,743 | ||
Fortive Corp. | 4.300% | 6/15/46 | 7,500 | 8,949 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 7,840 | 8,010 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 21,575 | 22,742 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 21,190 | 21,814 | ||
General Dynamics Corp. | 2.375% | 11/15/24 | 9,650 | 10,176 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 1,711 | 1,854 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 13,635 | 14,944 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 6,885 | 7,197 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 14,129 | 15,097 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 11,639 | 13,236 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 12,928 | 14,625 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 8,830 | 10,800 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 4,468 | 5,146 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 8,740 | 11,194 | ||
3 | General Electric Co. | 3.150% | 9/7/22 | 4,979 | 5,141 | |
3 | General Electric Co. | 3.100% | 1/9/23 | 11,432 | 11,884 | |
General Electric Co. | 3.375% | 3/11/24 | 2,000 | 2,146 | ||
3 | General Electric Co. | 3.450% | 5/15/24 | 10,190 | 10,911 | |
General Electric Co. | 3.450% | 5/1/27 | 19,525 | 21,479 | ||
General Electric Co. | 3.625% | 5/1/30 | 20,580 | 22,973 | ||
3 | General Electric Co. | 6.750% | 3/15/32 | 30,932 | 42,897 | |
3 | General Electric Co. | 6.150% | 8/7/37 | 8,000 | 11,138 | |
3 | General Electric Co. | 5.875% | 1/14/38 | 30,000 | 40,857 | |
3 | General Electric Co. | 6.875% | 1/10/39 | 20,687 | 31,046 | |
General Electric Co. | 4.250% | 5/1/40 | 20,000 | 23,400 | ||
General Electric Co. | 4.125% | 10/9/42 | 6,020 | 6,958 | ||
General Electric Co. | 4.350% | 5/1/50 | 38,159 | 46,193 | ||
3,5,7 | GXO Logistics Inc. | 1.650% | 7/15/26 | 5,000 | 4,975 | |
3,5,7 | GXO Logistics Inc. | 2.650% | 7/15/31 | 3,000 | 2,985 | |
Honeywell International Inc. | 2.150% | 8/8/22 | 7,500 | 7,643 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 8,125 | 8,127 | ||
Honeywell International Inc. | 3.350% | 12/1/23 | 5,660 | 6,050 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 16,502 | 17,330 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 15,700 | 16,003 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 18,777 | 20,010 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 8,178 | 8,774 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 12,577 | 12,778 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 5,449 | 7,505 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 8,766 | 12,165 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 5,500 | 7,651 | ||
Honeywell International Inc. | 3.812% | 11/21/47 | 4,060 | 4,851 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 8,000 | 8,248 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 7,564 | 8,256 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 8,711 | 9,501 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 7,250 | 8,298 | ||
IDEX Corp. | 3.000% | 5/1/30 | 4,583 | 4,845 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 6,063 | 6,494 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 19,536 | 20,953 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 4,670 | 6,225 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 17,549 | 20,953 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 4,100 | 4,209 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 9,000 | 10,022 | ||
3 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 7,013 | 7,722 | |
3 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 10,315 | 10,497 | |
3 | John Deere Capital Corp. | 2.150% | 9/8/22 | 16,050 | 16,408 | |
3 | John Deere Capital Corp. | 2.700% | 1/6/23 | 1,350 | 1,398 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 3,010 | 3,128 | ||
3 | John Deere Capital Corp. | 2.800% | 3/6/23 | 14,021 | 14,608 | |
3 | John Deere Capital Corp. | 1.200% | 4/6/23 | 986 | 1,001 | |
3 | John Deere Capital Corp. | 3.450% | 6/7/23 | 5,500 | 5,829 | |
3 | John Deere Capital Corp. | 0.700% | 7/5/23 | 3,700 | 3,726 | |
3 | John Deere Capital Corp. | 0.400% | 10/10/23 | 2,800 | 2,802 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 3,655 | 3,928 | ||
3 | John Deere Capital Corp. | 2.600% | 3/7/24 | 5,520 | 5,821 | |
3 | John Deere Capital Corp. | 3.350% | 6/12/24 | 21,467 | 23,200 | |
3 | John Deere Capital Corp. | 2.650% | 6/24/24 | 5,529 | 5,883 | |
3 | John Deere Capital Corp. | 2.050% | 1/9/25 | 11,255 | 11,761 | |
3 | John Deere Capital Corp. | 3.450% | 3/13/25 | 17,823 | 19,542 | |
3 | John Deere Capital Corp. | 3.400% | 9/11/25 | 4,910 | 5,421 | |
3 | John Deere Capital Corp. | 0.700% | 1/15/26 | 3,058 | 3,027 | |
3 | John Deere Capital Corp. | 2.650% | 6/10/26 | 6,944 | 7,479 | |
3 | John Deere Capital Corp. | 1.050% | 6/17/26 | 6,700 | 6,684 | |
3 | John Deere Capital Corp. | 2.250% | 9/14/26 | 9,875 | 10,400 | |
3 | John Deere Capital Corp. | 1.750% | 3/9/27 | 6,766 | 6,932 | |
3 | John Deere Capital Corp. | 2.800% | 9/8/27 | 13,104 | 14,182 | |
3 | John Deere Capital Corp. | 3.050% | 1/6/28 | 14,260 | 15,635 | |
3 | John Deere Capital Corp. | 3.450% | 3/7/29 | 7,205 | 8,108 | |
3 | John Deere Capital Corp. | 2.800% | 7/18/29 | 8,933 | 9,655 | |
3 | John Deere Capital Corp. | 2.450% | 1/9/30 | 11,594 | 12,201 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 5,100 | 4,931 | ||
3 | John Deere Capital Corp. | 2.000% | 6/17/31 | 4,200 | 4,236 | |
3 | Johnson Controls International plc | 3.625% | 7/2/24 | 2,400 | 2,579 | |
3 | Johnson Controls International plc | 3.900% | 2/14/26 | 5,764 | 6,387 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 8,225 | 7,927 | ||
3 | Johnson Controls International plc | 6.000% | 1/15/36 | 1,698 | 2,378 | |
3 | Johnson Controls International plc | 4.625% | 7/2/44 | 9,902 | 12,303 | |
3 | Johnson Controls International plc | 5.125% | 9/14/45 | 3,463 | 4,586 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 9,246 | 11,598 | ||
3 | Johnson Controls International plc | 4.950% | 7/2/64 | 5,057 | 6,832 | |
3 | Kansas City Southern | 3.000% | 5/15/23 | 17,791 | 18,443 | |
Kansas City Southern | 2.875% | 11/15/29 | 8,985 | 9,459 | ||
3 | Kansas City Southern | 4.300% | 5/15/43 | 5,740 | 6,589 | |
3 | Kansas City Southern | 4.950% | 8/15/45 | 9,025 | 11,531 | |
Kansas City Southern | 4.700% | 5/1/48 | 10,942 | 13,635 | ||
Kansas City Southern | 3.500% | 5/1/50 | 5,450 | 5,765 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 8,800 | 9,994 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 13,592 | 15,139 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 7,800 | 9,059 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 2,400 | 2,539 | ||
Kirby Corp. | 4.200% | 3/1/28 | 13,926 | 15,569 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 6,110 | 6,497 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 5,069 | 5,490 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 17,988 | 19,728 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 6,235 | 7,000 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 1,475 | 1,713 | ||
3 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 16,265 | 18,879 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 6,334 | 6,722 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 5,895 | 5,730 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 4,988 | 6,250 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 3,855 | 5,540 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 6,656 | 8,769 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 1,075 | 1,128 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 5,850 | 5,888 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 5,850 | 5,856 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 13,662 | 14,177 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 9,465 | 10,148 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 25,847 | 28,573 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 5,100 | 5,118 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 11,729 | 13,457 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 9,295 | 11,685 | ||
3 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 10,300 | 14,812 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 6,050 | 8,478 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 18,566 | 22,537 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 6,715 | 7,830 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 19,990 | 26,451 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 11,000 | 11,031 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 19,781 | 24,724 | ||
3,7 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 4,000 | 4,404 | |
Norfolk Southern Corp. | 2.903% | 2/15/23 | 11,327 | 11,705 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 2,855 | 3,061 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 2,213 | 2,433 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 4,040 | 4,357 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 2,900 | 3,897 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 9,962 | 10,832 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 10,165 | 11,513 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 10,650 | 11,200 | ||
Norfolk Southern Corp. | 2.300% | 5/15/31 | 5,383 | 5,455 | ||
Norfolk Southern Corp. | 7.050% | 5/1/37 | 1,347 | 1,929 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 22,071 | 28,344 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 1,628 | 1,873 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 7,228 | 8,836 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 6,980 | 8,745 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 2,920 | 3,352 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 3,235 | 3,810 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 5,295 | 6,221 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 4,255 | 4,518 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 10,363 | 10,389 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 13,009 | 15,364 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 16,476 | 16,660 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 8,820 | 9,651 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 4,808 | 5,087 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 10,207 | 10,882 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 12,913 | 14,061 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 27,644 | 30,170 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 16,683 | 19,731 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 7,284 | 9,563 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 6,900 | 9,015 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 14,965 | 19,270 | ||
Northrop Grumman Corp. | 3.850% | 4/15/45 | 5,178 | 5,960 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 27,776 | 32,993 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 14,192 | 19,956 | ||
Northrop Grumman Systems Corp. | 7.750% | 2/15/31 | 5,316 | 7,747 | ||
nVent Finance Sarl | 3.950% | 4/15/23 | 2,280 | 2,382 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 6,999 | 7,698 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 9,000 | 10,393 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 1,300 | 1,377 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 11,920 | 12,390 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 6,910 | 7,180 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 20,000 | 20,725 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 9,095 | 9,404 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 10,000 | 10,532 | ||
3 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 5,225 | 5,343 | |
3 | PACCAR Financial Corp. | 2.000% | 9/26/22 | 1,935 | 1,975 | |
3 | PACCAR Financial Corp. | 2.650% | 4/6/23 | 5,400 | 5,619 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 6,446 | 6,846 | ||
3 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 4,850 | 4,847 | |
3 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 4,265 | 4,247 | |
3 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 5,185 | 5,423 | |
3 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 7,330 | 7,552 | |
3 | Parker-Hannifin Corp. | 3.500% | 9/15/22 | 1,950 | 2,022 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 8,770 | 9,244 | ||
3 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 16,289 | 17,502 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 20,998 | 22,963 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 9,118 | 9,974 | ||
3 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 5,505 | 6,477 | |
3 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 5,000 | 7,098 | |
3 | Parker-Hannifin Corp. | 4.450% | 11/21/44 | 6,515 | 8,054 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 7,892 | 9,445 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 7,644 | 9,070 | ||
Pentair Finance Sarl | 4.500% | 7/1/29 | 3,351 | 3,927 | ||
Precision Castparts Corp. | 2.500% | 1/15/23 | 21,253 | 21,852 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 14,766 | 16,017 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 7,050 | 7,986 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 3,917 | 4,753 | ||
Raytheon Technologies Corp. | 2.500% | 12/15/22 | 14,181 | 14,553 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 12,753 | 13,568 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 23,430 | 26,054 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 11,975 | 13,214 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 14,057 | 15,287 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 3,260 | 4,268 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 6,115 | 8,023 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 42,272 | 48,688 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 8,611 | 12,038 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 4,066 | 4,134 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 10,245 | 13,421 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 13,170 | 18,411 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 11,235 | 16,035 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 17,729 | 21,458 | ||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 16,680 | 23,160 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 8,700 | 10,953 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 40,566 | 50,492 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 5,041 | 6,365 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 16,637 | 19,730 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 14,948 | 16,858 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 12,000 | 14,699 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 15,039 | 17,676 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 15,980 | 20,519 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 13,000 | 13,368 | ||
Republic Services Inc. | 4.750% | 5/15/23 | 3,256 | 3,486 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 7,741 | 8,131 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 8,196 | 8,815 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 1,100 | 1,091 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 7,432 | 7,969 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 2,110 | 2,319 | ||
Republic Services Inc. | 3.950% | 5/15/28 | 4,119 | 4,684 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 8,641 | 8,778 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 9,756 | 9,147 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 21,675 | 20,652 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 6,263 | 8,997 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 14,048 | 19,382 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 3,470 | 3,542 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 9,090 | 10,190 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 7,525 | 9,420 | ||
3 | Ryder System Inc. | 2.500% | 9/1/22 | 986 | 1,008 | |
3 | Ryder System Inc. | 3.400% | 3/1/23 | 5,605 | 5,859 | |
3 | Ryder System Inc. | 3.750% | 6/9/23 | 14,290 | 15,131 | |
3 | Ryder System Inc. | 3.650% | 3/18/24 | 13,233 | 14,224 | |
3 | Ryder System Inc. | 2.500% | 9/1/24 | 10,543 | 11,036 | |
3 | Ryder System Inc. | 4.625% | 6/1/25 | 10,450 | 11,789 | |
3 | Ryder System Inc. | 2.900% | 12/1/26 | 4,850 | 5,195 | |
Southwest Airlines Co. | 2.750% | 11/16/22 | 950 | 976 | ||
Southwest Airlines Co. | 4.750% | 5/4/23 | 14,292 | 15,339 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 28,944 | 33,063 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 7,026 | 7,495 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 26,840 | 31,606 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 3,460 | 3,753 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 3,185 | 3,267 | ||
3 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 395 | 407 | |
3 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 1,368 | 1,424 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 4,600 | 4,598 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 3,900 | 3,905 | ||
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 2,600 | 2,608 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 6,900 | 7,030 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 10,725 | 11,026 | ||
Textron Inc. | 4.300% | 3/1/24 | 3,825 | 4,141 | ||
Textron Inc. | 3.875% | 3/1/25 | 13,626 | 14,868 | ||
Textron Inc. | 4.000% | 3/15/26 | 12,033 | 13,444 | ||
Textron Inc. | 3.650% | 3/15/27 | 5,840 | 6,466 | ||
Textron Inc. | 3.375% | 3/1/28 | 4,629 | 5,015 | ||
Textron Inc. | 3.900% | 9/17/29 | 4,700 | 5,258 | ||
Textron Inc. | 2.450% | 3/15/31 | 3,400 | 3,417 | ||
Timken Co. | 3.875% | 9/1/24 | 1,000 | 1,071 | ||
Timken Co. | 4.500% | 12/15/28 | 10,000 | 11,172 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 4,350 | 4,665 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 9,300 | 10,449 | ||
Trane Technologies Global Holding Co. Ltd. | 5.750% | 6/15/43 | 6,040 | 8,729 | ||
Trane Technologies Global Holding Co. Ltd. | 4.300% | 2/21/48 | 2,082 | 2,525 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 9,899 | 10,690 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 4,425 | 4,845 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 10,790 | 12,180 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 3,495 | 4,425 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 4,775 | 6,000 | ||
Trimble Inc. | 4.150% | 6/15/23 | 2,115 | 2,247 | ||
Trimble Inc. | 4.750% | 12/1/24 | 7,956 | 8,848 | ||
Trimble Inc. | 4.900% | 6/15/28 | 7,077 | 8,298 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 5,550 | 5,944 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 1,100 | 1,206 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 14,946 | 16,123 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 7,750 | 11,866 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 16,191 | 16,682 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 2,130 | 2,205 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 7,495 | 7,931 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 7,934 | 8,506 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 7,633 | 8,144 | ||
Union Pacific Corp. | 3.750% | 3/15/24 | 4,084 | 4,391 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 3,862 | 4,161 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 18,770 | 20,838 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 17,625 | 19,124 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 17,316 | 18,510 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 2,928 | 3,039 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 1,881 | 2,034 | ||
Union Pacific Corp. | 3.950% | 9/10/28 | 5,127 | 5,887 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Union Pacific Corp. | 3.700% | 3/1/29 | 3,200 | 3,603 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 6,825 | 7,045 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 5,250 | 5,364 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 9,980 | 10,939 | ||
3,7 | Union Pacific Corp. | 2.891% | 4/6/36 | 9,404 | 9,782 | |
Union Pacific Corp. | 3.600% | 9/15/37 | 15,575 | 17,437 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 6,350 | 6,714 | ||
Union Pacific Corp. | 4.050% | 11/15/45 | 3,973 | 4,585 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 3,850 | 4,456 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 7,414 | 7,855 | ||
Union Pacific Corp. | 4.000% | 4/15/47 | 1,225 | 1,420 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 22,955 | 24,181 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 17,833 | 20,380 | ||
Union Pacific Corp. | 3.875% | 2/1/55 | 11,000 | 12,451 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 5,276 | 6,130 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 16,464 | 18,689 | ||
Union Pacific Corp. | 3.550% | 5/20/61 | 8,200 | 8,798 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 24,680 | 23,699 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 7,881 | 9,183 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 6,215 | 6,836 | ||
3,7 | Union Pacific Corp. | 3.799% | 4/6/71 | 18,537 | 20,533 | |
3 | Union Pacific Railroad Co. Pass-Through Trust Series 2007-3 | 6.176% | 1/2/31 | 517 | 615 | |
3 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 1,864 | 1,962 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 3,072 | 3,231 | |
3 | United Airlines Pass-Through Trust Class A Series 2014-2 | 3.750% | 9/3/26 | 1,018 | 1,076 | |
3 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 2,940 | 3,023 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 2,821 | 2,857 | |
3 | United Airlines Pass-Through Trust Class A Series 2016-2 | 3.100% | 10/7/28 | 2,302 | 2,288 | |
3 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 37,485 | 41,697 | |
3 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 3,507 | 3,678 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 24,839 | 26,203 | |
3 | United Airlines Pass-Through Trust Class AA Series 2016-2 | 2.875% | 10/7/28 | 4,095 | 4,161 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 8,889 | 9,749 | |
3 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 5,959 | 5,950 | |
3 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 8,443 | 8,954 | |
United Parcel Service Inc. | 2.450% | 10/1/22 | 10,419 | 10,697 | ||
United Parcel Service Inc. | 2.500% | 4/1/23 | 9,587 | 9,932 | ||
United Parcel Service Inc. | 2.200% | 9/1/24 | 2,868 | 3,006 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 20,146 | 21,531 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 14,130 | 15,645 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 8,115 | 8,633 | ||
United Parcel Service Inc. | 3.050% | 11/15/27 | 13,000 | 14,400 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 5,755 | 6,464 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 5,375 | 5,714 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 2,534 | 3,067 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 8,486 | 12,518 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 15,214 | 20,720 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 7,287 | 9,595 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 10,932 | 12,600 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 4,740 | 5,268 | ||
United Parcel Service Inc. | 3.750% | 11/15/47 | 12,540 | 14,762 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 8,683 | 10,973 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 8,495 | 9,525 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 16,145 | 23,643 | ||
United Parcel Service of America Inc. | 7.620% | 4/1/30 | 1,888 | 2,686 | ||
3 | US Airways Pass-Through Trust Class A Series 2012-1 | 5.900% | 10/1/24 | 730 | 767 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Valmont Industries Inc. | 5.000% | 10/1/44 | 6,000 | 7,248 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 4,975 | 6,160 | ||
3,7 | Vontier Corp. | 1.800% | 4/1/26 | 5,996 | 5,977 | |
3,7 | Vontier Corp. | 2.400% | 4/1/28 | 6,425 | 6,378 | |
3,7 | Vontier Corp. | 2.950% | 4/1/31 | 8,608 | 8,641 | |
Waste Connections Inc. | 4.250% | 12/1/28 | 5,325 | 6,161 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 12,036 | 13,259 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 7,983 | 8,257 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 5,055 | 5,145 | ||
Waste Management Inc. | 2.900% | 9/15/22 | 1,230 | 1,260 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 11,625 | 12,029 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 3,150 | 3,122 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 16,132 | 17,654 | ||
Waste Management Inc. | 2.000% | 6/1/29 | 2,200 | 2,221 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 12,530 | 11,859 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 8,475 | 8,738 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 9,475 | 8,835 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 12,727 | 13,802 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 5,998 | 6,391 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 11,423 | 12,281 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 13,000 | 15,100 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 6,275 | 6,497 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 13,329 | 17,214 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 5,728 | 6,584 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 4,255 | 5,216 | ||
Xylem Inc. | 3.250% | 11/1/26 | 4,292 | 4,698 | ||
Xylem Inc. | 1.950% | 1/30/28 | 8,900 | 9,004 | ||
Xylem Inc. | 2.250% | 1/30/31 | 6,625 | 6,683 | ||
Xylem Inc. | 4.375% | 11/1/46 | 5,300 | 6,317 | ||
6,878,202 | ||||||
Materials (0.83%) | ||||||
Air Products and Chemicals Inc. | 2.750% | 2/3/23 | 6,600 | 6,844 | ||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 7,775 | 8,363 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 8,733 | 8,967 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 12,000 | 12,232 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 10,425 | 10,550 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 12,100 | 12,125 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 5,965 | 6,532 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 7,410 | 9,357 | ||
3 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 3,803 | 4,068 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 6,650 | 6,811 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 7,350 | 7,493 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 8,650 | 8,980 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 2,525 | 3,485 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 10,397 | 13,690 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 11,553 | 15,897 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 11,919 | 16,779 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 11,000 | 15,224 | ||
3,7 | Berry Global Inc. | 0.950% | 2/15/24 | 5,526 | 5,537 | |
3,7 | Berry Global Inc. | 1.570% | 1/15/26 | 15,407 | 15,427 | |
3,7 | Berry Global Inc. | 1.650% | 1/15/27 | 8,100 | 8,032 | |
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 3,871 | 4,161 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 575 | 709 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 13,371 | 16,136 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 35,685 | 48,482 | ||
Cabot Corp. | 3.700% | 7/15/22 | 1,765 | 1,809 | ||
Cabot Corp. | 4.000% | 7/1/29 | 5,388 | 5,821 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 3,380 | 3,500 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 3,242 | 3,498 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 5,906 | 6,567 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 11,265 | 11,752 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Celanese US Holdings LLC | 4.625% | 11/15/22 | 890 | 938 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 3,718 | 3,980 | ||
Celulosa Arauco y Constitucion SA | 4.500% | 8/1/24 | 1,775 | 1,914 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 4,950 | 5,330 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 11,175 | 13,373 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 7,000 | 7,984 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 6,827 | 7,554 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 3,425 | 4,108 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 5,828 | 8,089 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 12,075 | 11,958 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 16,060 | 18,575 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 17,479 | 30,778 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 12,201 | 15,896 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 13,643 | 16,261 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 5,842 | 7,140 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 13,935 | 19,562 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 11,081 | 14,191 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 10,700 | 11,535 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 34,895 | 37,778 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 26,748 | 30,409 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 25,355 | 30,218 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 16,333 | 21,587 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 25,941 | 36,025 | ||
Eagle Materials Inc. | 4.500% | 8/1/26 | 5,080 | 5,202 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 8,214 | 8,441 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 7,686 | 8,396 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 1,250 | 1,458 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 8,741 | 10,729 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 8,507 | 10,336 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 13,295 | 13,573 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 5,765 | 5,991 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 3,726 | 3,992 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 4,917 | 5,414 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 12,375 | 15,173 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 7,475 | 7,066 | ||
Ecolab Inc. | 5.500% | 12/8/41 | 1,883 | 2,625 | ||
Ecolab Inc. | 3.950% | 12/1/47 | 14,380 | 17,358 | ||
Ecolab Inc. | 2.125% | 8/15/50 | 5,425 | 4,822 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 8,202 | 8,408 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 6,550 | 6,717 | ||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 5,440 | 6,087 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 3,895 | 4,207 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 8,612 | 10,016 | ||
FMC Corp. | 4.100% | 2/1/24 | 11,210 | 12,001 | ||
FMC Corp. | 3.200% | 10/1/26 | 4,125 | 4,446 | ||
FMC Corp. | 3.450% | 10/1/29 | 9,081 | 9,905 | ||
FMC Corp. | 4.500% | 10/1/49 | 4,545 | 5,517 | ||
Georgia-Pacific LLC | 8.000% | 1/15/24 | 7,754 | 9,181 | ||
3,7 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 3,000 | 2,992 | |
3,7 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 5,000 | 5,125 | |
Georgia-Pacific LLC | 7.375% | 12/1/25 | 5,750 | 7,283 | ||
3,7 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 3,000 | 2,952 | |
Georgia-Pacific LLC | 7.750% | 11/15/29 | 3,879 | 5,590 | ||
3,7 | Georgia-Pacific LLC | 2.300% | 4/30/30 | 3,750 | 3,836 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 5,140 | 8,112 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 5,900 | 6,714 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 2,350 | 2,390 | ||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 2,410 | 2,508 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 2,900 | 3,356 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 6,300 | 7,421 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 8,802 | 11,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
International Paper Co. | 3.800% | 1/15/26 | 1,123 | 1,248 | ||
International Paper Co. | 5.000% | 9/15/35 | 6,272 | 7,892 | ||
International Paper Co. | 7.300% | 11/15/39 | 7,560 | 11,806 | ||
International Paper Co. | 6.000% | 11/15/41 | 3,053 | 4,353 | ||
International Paper Co. | 4.800% | 6/15/44 | 15,659 | 19,966 | ||
International Paper Co. | 5.150% | 5/15/46 | 13,047 | 17,468 | ||
International Paper Co. | 4.350% | 8/15/48 | 6,775 | 8,434 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 4,907 | 5,487 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 355 | 406 | ||
Linde Inc. | 2.200% | 8/15/22 | 6,644 | 6,754 | ||
Linde Inc. | 2.700% | 2/21/23 | 3,300 | 3,406 | ||
Linde Inc. | 2.650% | 2/5/25 | 9,625 | 10,197 | ||
Linde Inc. | 3.200% | 1/30/26 | 7,185 | 7,862 | ||
Linde Inc. | 1.100% | 8/10/30 | 9,925 | 9,331 | ||
Linde Inc. | 3.550% | 11/7/42 | 2,645 | 3,047 | ||
Linde Inc. | 2.000% | 8/10/50 | 5,500 | 4,698 | ||
Lubrizol Corp. | 6.500% | 10/1/34 | 5,450 | 7,893 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 2,875 | 3,070 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 3,267 | 4,223 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 6,065 | 7,557 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 13,142 | 14,341 | ||
LYB International Finance III LLC | 2.875% | 5/1/25 | 6,028 | 6,404 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 3,650 | 3,646 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 18,470 | 20,067 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 5,750 | 5,744 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 1,275 | 1,322 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 6,870 | 7,870 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 20,275 | 23,256 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 20,820 | 22,045 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 8,025 | 8,473 | ||
LyondellBasell Industries NV | 5.750% | 4/15/24 | 10,276 | 11,511 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 13,837 | 16,818 | ||
5 | Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 1,803 | 1,806 | |
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 2,000 | 2,183 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 6,400 | 6,994 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 8,000 | 8,811 | ||
3 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 6,333 | 6,440 | |
5 | Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 7,367 | 7,398 | |
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 9,400 | 10,982 | ||
5 | Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 10,679 | 10,665 | |
Mosaic Co. | 3.250% | 11/15/22 | 10,890 | 11,273 | ||
Mosaic Co. | 4.250% | 11/15/23 | 19,874 | 21,341 | ||
Mosaic Co. | 4.050% | 11/15/27 | 7,893 | 8,846 | ||
Mosaic Co. | 5.450% | 11/15/33 | 6,942 | 8,727 | ||
Mosaic Co. | 4.875% | 11/15/41 | 5,393 | 6,343 | ||
Mosaic Co. | 5.625% | 11/15/43 | 4,311 | 5,644 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 5,500 | 5,509 | ||
Newmont Corp. | 3.700% | 3/15/23 | 1,529 | 1,597 | ||
Newmont Corp. | 2.800% | 10/1/29 | 7,632 | 8,010 | ||
Newmont Corp. | 2.250% | 10/1/30 | 16,714 | 16,703 | ||
3 | Newmont Corp. | 5.875% | 4/1/35 | 2,910 | 3,927 | |
Newmont Corp. | 6.250% | 10/1/39 | 14,947 | 21,608 | ||
Newmont Corp. | 4.875% | 3/15/42 | 13,223 | 16,800 | ||
Newmont Corp. | 5.450% | 6/9/44 | 6,000 | 8,197 | ||
Nucor Corp. | 4.125% | 9/15/22 | 4,202 | 4,352 | ||
Nucor Corp. | 4.000% | 8/1/23 | 10,678 | 11,371 | ||
Nucor Corp. | 2.000% | 6/1/25 | 4,701 | 4,862 | ||
Nucor Corp. | 3.950% | 5/1/28 | 601 | 685 | ||
Nucor Corp. | 2.700% | 6/1/30 | 3,300 | 3,447 | ||
3,7 | Nucor Corp. | 2.979% | 12/15/55 | 25,300 | 24,467 | |
Nutrien Ltd. | 3.150% | 10/1/22 | 3,924 | 4,029 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nutrien Ltd. | 1.900% | 5/13/23 | 2,900 | 2,971 | ||
Nutrien Ltd. | 3.500% | 6/1/23 | 15,785 | 16,533 | ||
Nutrien Ltd. | 3.625% | 3/15/24 | 7,675 | 8,195 | ||
Nutrien Ltd. | 3.375% | 3/15/25 | 6,080 | 6,557 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 9,196 | 9,792 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 7,150 | 8,057 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 11,675 | 12,324 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 6,650 | 7,603 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 1,000 | 1,360 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 4,663 | 6,360 | ||
Nutrien Ltd. | 6.125% | 1/15/41 | 7,281 | 10,419 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 6,440 | 8,139 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 20,896 | 27,816 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 6,870 | 9,057 | ||
Packaging Corp. of America | 4.500% | 11/1/23 | 19,657 | 21,249 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 5,482 | 5,933 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 4,832 | 5,311 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 12,607 | 13,400 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 3,040 | 3,566 | ||
PPG Industries Inc. | 3.200% | 3/15/23 | 767 | 801 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 15,023 | 15,718 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 7,220 | 7,205 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 6,783 | 7,045 | ||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 5,810 | 6,154 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 2,600 | 2,606 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 9,940 | 9,812 | ||
Rio Tinto Alcan Inc. | 7.250% | 3/15/31 | 775 | 1,102 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 9,324 | 12,893 | ||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 19,930 | 22,084 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 9,854 | 13,360 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 14,226 | 19,499 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 7,893 | 10,330 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 10,226 | 12,463 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 11,250 | 15,552 | ||
RPM International Inc. | 3.450% | 11/15/22 | 4,560 | 4,702 | ||
RPM International Inc. | 3.750% | 3/15/27 | 8,329 | 9,144 | ||
RPM International Inc. | 4.550% | 3/1/29 | 4,611 | 5,305 | ||
RPM International Inc. | 5.250% | 6/1/45 | 3,941 | 4,930 | ||
RPM International Inc. | 4.250% | 1/15/48 | 9,455 | 10,402 | ||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 872 | 889 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 22,104 | 23,603 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 10,458 | 11,375 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 9,247 | 10,270 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 18,209 | 20,066 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 31,120 | 33,428 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 3,458 | 3,506 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 2,200 | 2,527 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 4,659 | 5,771 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 8,277 | 10,369 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 14,318 | 16,446 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 13,700 | 14,538 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 5,626 | 6,011 | ||
Southern Copper Corp. | 3.500% | 11/8/22 | 8,430 | 8,745 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 2,554 | 2,783 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 9,165 | 13,299 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 5,429 | 7,752 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 16,256 | 20,777 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 33,206 | 46,414 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 4,193 | 4,425 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 3,050 | 3,194 | ||
Steel Dynamics Inc. | 5.000% | 12/15/26 | 550 | 576 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 3,555 | 3,544 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 10,816 | 11,785 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 17,550 | 18,861 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 5,125 | 5,114 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 28,236 | 33,612 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 11,377 | 12,883 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 8,255 | 8,643 | ||
5 | Suzano Austria GmbH | 3.125% | 1/15/32 | 18,600 | 18,406 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 4,200 | 4,536 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 9,482 | 12,238 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 8,159 | 10,394 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 17,730 | 23,307 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 680 | 807 | ||
Teck Resources Ltd. | 5.400% | 2/1/43 | 1,150 | 1,401 | ||
Vale Canada Ltd. | 7.200% | 9/15/32 | 1,475 | 1,932 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 16,833 | 20,230 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 13,904 | 14,788 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 4,537 | 6,608 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 28,021 | 38,401 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 19,819 | 27,661 | ||
Vale SA | 5.625% | 9/11/42 | 8,603 | 10,762 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 7,223 | 8,064 | ||
Vulcan Materials Co. | 3.900% | 4/1/27 | 2,535 | 2,857 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 11,045 | 12,174 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 11,069 | 13,424 | ||
Westlake Chemical Corp. | 3.600% | 8/15/26 | 15,070 | 16,447 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 16,278 | 20,592 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 1,350 | 1,583 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 7,434 | 10,519 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 3,717 | 5,315 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 5,100 | 5,409 | ||
WRKCo Inc. | 3.750% | 3/15/25 | 13,930 | 15,215 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 15,953 | 18,298 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 17,625 | 19,238 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 8,737 | 9,871 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 3,906 | 4,413 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 17,727 | 21,261 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 3,175 | 3,679 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 5,775 | 6,056 | ||
2,583,204 | ||||||
Real Estate (1.06%) | ||||||
Agree LP | 2.000% | 6/15/28 | 7,650 | 7,588 | ||
Agree LP | 2.600% | 6/15/33 | 4,289 | 4,275 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 23,111 | 25,208 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 2,382 | 2,675 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 14,120 | 15,736 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/27 | 4,177 | 4,669 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 5,975 | 6,761 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 3,530 | 4,145 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 5,747 | 6,009 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 7,392 | 8,808 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 8,920 | 10,914 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 11,091 | 12,172 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 5,990 | 5,839 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 13,087 | 12,387 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 4,470 | 5,748 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 7,700 | 8,881 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 4,350 | 4,269 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 4,996 | 5,163 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 2,052 | 2,152 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 4,733 | 5,159 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 7,100 | 7,634 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 5,419 | 5,909 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 5,041 | 5,192 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 3,450 | 3,836 | ||
American Homes 4 Rent LP | 4.250% | 2/15/28 | 2,646 | 2,974 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 8,430 | 9,825 | ||
5 | American Homes 4 Rent LP | 3.375% | 7/15/51 | 1,875 | 1,837 | |
American Tower Corp. | 3.500% | 1/31/23 | 13,745 | 14,399 | ||
American Tower Corp. | 3.000% | 6/15/23 | 2,614 | 2,738 | ||
American Tower Corp. | 0.600% | 1/15/24 | 3,625 | 3,618 | ||
American Tower Corp. | 5.000% | 2/15/24 | 13,790 | 15,292 | ||
American Tower Corp. | 3.375% | 5/15/24 | 11,035 | 11,807 | ||
American Tower Corp. | 2.950% | 1/15/25 | 6,000 | 6,374 | ||
American Tower Corp. | 2.400% | 3/15/25 | 8,277 | 8,651 | ||
American Tower Corp. | 4.000% | 6/1/25 | 17,015 | 18,732 | ||
American Tower Corp. | 1.300% | 9/15/25 | 8,950 | 8,970 | ||
American Tower Corp. | 1.600% | 4/15/26 | 7,248 | 7,326 | ||
American Tower Corp. | 3.375% | 10/15/26 | 20,594 | 22,410 | ||
American Tower Corp. | 2.750% | 1/15/27 | 861 | 911 | ||
American Tower Corp. | 3.125% | 1/15/27 | 10,305 | 11,040 | ||
American Tower Corp. | 3.550% | 7/15/27 | 11,398 | 12,514 | ||
American Tower Corp. | 3.600% | 1/15/28 | 3,065 | 3,376 | ||
American Tower Corp. | 1.500% | 1/31/28 | 9,125 | 8,888 | ||
American Tower Corp. | 3.950% | 3/15/29 | 11,723 | 13,176 | ||
American Tower Corp. | 3.800% | 8/15/29 | 23,988 | 26,755 | ||
American Tower Corp. | 2.900% | 1/15/30 | 13,180 | 13,856 | ||
American Tower Corp. | 2.100% | 6/15/30 | 10,100 | 9,936 | ||
American Tower Corp. | 1.875% | 10/15/30 | 10,330 | 9,989 | ||
American Tower Corp. | 2.700% | 4/15/31 | 6,988 | 7,219 | ||
American Tower Corp. | 3.700% | 10/15/49 | 10,946 | 11,863 | ||
American Tower Corp. | 3.100% | 6/15/50 | 13,839 | 13,531 | ||
American Tower Corp. | 2.950% | 1/15/51 | 7,600 | 7,237 | ||
3 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 6,264 | 6,479 | |
3 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 1,605 | 1,733 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 3,475 | 3,763 | |
3 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 10,095 | 11,026 | |
3 | AvalonBay Communities Inc. | 3.500% | 11/15/25 | 7,217 | 7,910 | |
3 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 4,367 | 4,706 | |
3 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 2,003 | 2,150 | |
3 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 7,641 | 8,393 | |
3 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 4,990 | 5,414 | |
3 | AvalonBay Communities Inc. | 3.300% | 6/1/29 | 3,420 | 3,736 | |
3 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 6,521 | 6,682 | |
3 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 2,990 | 3,078 | |
3 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 4,870 | 5,692 | |
3 | AvalonBay Communities Inc. | 4.150% | 7/1/47 | 925 | 1,123 | |
3 | AvalonBay Communities Inc. | 4.350% | 4/15/48 | 3,675 | 4,602 | |
Boston Properties LP | 3.850% | 2/1/23 | 12,678 | 13,240 | ||
Boston Properties LP | 3.125% | 9/1/23 | 5,635 | 5,908 | ||
Boston Properties LP | 3.800% | 2/1/24 | 4,816 | 5,155 | ||
Boston Properties LP | 3.200% | 1/15/25 | 9,638 | 10,318 | ||
Boston Properties LP | 3.650% | 2/1/26 | 7,886 | 8,693 | ||
Boston Properties LP | 2.750% | 10/1/26 | 7,859 | 8,392 | ||
Boston Properties LP | 4.500% | 12/1/28 | 1,816 | 2,119 | ||
Boston Properties LP | 3.400% | 6/21/29 | 5,841 | 6,351 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Boston Properties LP | 2.900% | 3/15/30 | 19,455 | 20,264 | ||
Boston Properties LP | 3.250% | 1/30/31 | 11,186 | 11,975 | ||
Boston Properties LP | 2.550% | 4/1/32 | 7,600 | 7,643 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 5,780 | 6,039 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 26,300 | 28,587 | ||
Brixmor Operating Partnership LP | 3.250% | 9/15/23 | 4,586 | 4,819 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 21,567 | 23,430 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 5,815 | 6,483 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 2,675 | 2,940 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 15,951 | 15,960 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 8,328 | 9,338 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 11,754 | 13,179 | ||
Camden Property Trust | 2.950% | 12/15/22 | 5,006 | 5,158 | ||
Camden Property Trust | 4.100% | 10/15/28 | 10,425 | 11,984 | ||
Camden Property Trust | 3.150% | 7/1/29 | 10,050 | 10,946 | ||
Camden Property Trust | 2.800% | 5/15/30 | 15,870 | 16,817 | ||
Camden Property Trust | 3.350% | 11/1/49 | 2,443 | 2,668 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 14,015 | 16,226 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 5,000 | 5,067 | ||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 11,887 | 12,592 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 3,125 | 3,371 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 13,175 | 13,905 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 2,463 | 2,532 | ||
Corporate Office Properties LP | 2.750% | 4/15/31 | 3,835 | 3,865 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 7,495 | 7,874 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 9,266 | 9,903 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 4,600 | 4,632 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 12,663 | 14,296 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 17,800 | 19,586 | ||
Crown Castle International Corp. | 4.000% | 3/1/27 | 8,716 | 9,759 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 27,063 | 29,839 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 32,336 | 35,930 | ||
Crown Castle International Corp. | 4.300% | 2/15/29 | 4,242 | 4,883 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 10,050 | 10,666 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 13,465 | 14,462 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 10,300 | 10,164 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 12,920 | 12,601 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 10,290 | 10,364 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 16,500 | 16,027 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 7,889 | 9,638 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 12,000 | 15,592 | ||
Crown Castle International Corp. | 4.000% | 11/15/49 | 2,692 | 2,995 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 5,873 | 6,703 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 11,108 | 11,065 | ||
CubeSmart LP | 4.375% | 12/15/23 | 7,500 | 8,105 | ||
CubeSmart LP | 4.000% | 11/15/25 | 2,900 | 3,203 | ||
CubeSmart LP | 3.125% | 9/1/26 | 2,575 | 2,758 | ||
CubeSmart LP | 4.375% | 2/15/29 | 3,900 | 4,461 | ||
CubeSmart LP | 3.000% | 2/15/30 | 3,250 | 3,409 | ||
CubeSmart LP | 2.000% | 2/15/31 | 1,350 | 1,312 | ||
CyrusOne LP | 2.900% | 11/15/24 | 6,395 | 6,751 | ||
CyrusOne LP | 3.450% | 11/15/29 | 8,952 | 9,534 | ||
CyrusOne LP | 2.150% | 11/1/30 | 5,725 | 5,463 | ||
Digital Realty Trust LP | 4.750% | 10/1/25 | 6,913 | 7,860 | ||
Digital Realty Trust LP | 3.700% | 8/15/27 | 8,047 | 9,018 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 22,118 | 25,650 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 34,728 | 38,611 | ||
Duke Realty LP | 3.625% | 4/15/23 | 748 | 782 | ||
Duke Realty LP | 3.750% | 12/1/24 | 3,405 | 3,699 | ||
Duke Realty LP | 3.250% | 6/30/26 | 6,284 | 6,820 | ||
Duke Realty LP | 3.375% | 12/15/27 | 6,654 | 7,320 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Duke Realty LP | 4.000% | 9/15/28 | 3,800 | 4,331 | ||
Duke Realty LP | 2.875% | 11/15/29 | 2,154 | 2,272 | ||
Duke Realty LP | 1.750% | 7/1/30 | 6,034 | 5,808 | ||
Duke Realty LP | 1.750% | 2/1/31 | 2,300 | 2,213 | ||
Duke Realty LP | 3.050% | 3/1/50 | 6,770 | 6,684 | ||
Equinix Inc. | 2.625% | 11/18/24 | 13,725 | 14,449 | ||
Equinix Inc. | 1.250% | 7/15/25 | 18,949 | 19,004 | ||
Equinix Inc. | 1.000% | 9/15/25 | 4,855 | 4,818 | ||
Equinix Inc. | 1.450% | 5/15/26 | 4,200 | 4,220 | ||
Equinix Inc. | 2.900% | 11/18/26 | 12,975 | 13,891 | ||
Equinix Inc. | 1.800% | 7/15/27 | 9,475 | 9,592 | ||
Equinix Inc. | 1.550% | 3/15/28 | 4,200 | 4,125 | ||
Equinix Inc. | 2.000% | 5/15/28 | 3,000 | 3,009 | ||
Equinix Inc. | 3.200% | 11/18/29 | 16,908 | 18,168 | ||
Equinix Inc. | 2.150% | 7/15/30 | 16,719 | 16,608 | ||
Equinix Inc. | 2.500% | 5/15/31 | 10,125 | 10,303 | ||
Equinix Inc. | 3.000% | 7/15/50 | 8,725 | 8,366 | ||
Equinix Inc. | 2.950% | 9/15/51 | 3,275 | 3,136 | ||
Equinix Inc. | 3.400% | 2/15/52 | 6,000 | 6,167 | ||
ERP Operating LP | 3.000% | 4/15/23 | 2,628 | 2,732 | ||
ERP Operating LP | 3.375% | 6/1/25 | 3,010 | 3,258 | ||
ERP Operating LP | 2.850% | 11/1/26 | 8,450 | 9,039 | ||
ERP Operating LP | 3.250% | 8/1/27 | 3,926 | 4,283 | ||
ERP Operating LP | 3.500% | 3/1/28 | 13,556 | 14,989 | ||
ERP Operating LP | 4.150% | 12/1/28 | 4,855 | 5,579 | ||
ERP Operating LP | 3.000% | 7/1/29 | 5,939 | 6,389 | ||
ERP Operating LP | 2.500% | 2/15/30 | 7,075 | 7,329 | ||
ERP Operating LP | 4.500% | 7/1/44 | 9,375 | 11,813 | ||
ERP Operating LP | 4.500% | 6/1/45 | 2,500 | 3,124 | ||
ERP Operating LP | 4.000% | 8/1/47 | 4,626 | 5,469 | ||
Essential Properties LP | 2.950% | 7/15/31 | 4,000 | 3,998 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 3,808 | 3,972 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 600 | 646 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 15,115 | 16,366 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 11,809 | 12,837 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 400 | 441 | ||
Essex Portfolio LP | 1.700% | 3/1/28 | 7,825 | 7,697 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 12,695 | 14,339 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 9,350 | 9,838 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 3,250 | 3,054 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 6,335 | 6,429 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 7,290 | 8,859 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 5,670 | 5,709 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 5,237 | 5,427 | ||
Federal Realty Investment Trust | 3.950% | 1/15/24 | 2,157 | 2,314 | ||
Federal Realty Investment Trust | 1.250% | 2/15/26 | 250 | 248 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 6,100 | 6,577 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 6,035 | 6,485 | ||
Federal Realty Investment Trust | 3.500% | 6/1/30 | 2,000 | 2,196 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 14,908 | 17,656 | ||
GLP Capital LP | 5.375% | 11/1/23 | 5,800 | 6,329 | ||
GLP Capital LP | 3.350% | 9/1/24 | 7,143 | 7,568 | ||
GLP Capital LP | 5.250% | 6/1/25 | 11,296 | 12,725 | ||
GLP Capital LP | 5.375% | 4/15/26 | 14,136 | 16,268 | ||
GLP Capital LP | 5.750% | 6/1/28 | 1,784 | 2,123 | ||
GLP Capital LP | 5.300% | 1/15/29 | 9,669 | 11,290 | ||
GLP Capital LP | 4.000% | 1/15/30 | 9,505 | 10,241 | ||
GLP Capital LP | 4.000% | 1/15/31 | 10,875 | 11,728 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 4,067 | 4,459 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 1,250 | 1,258 | ||
Healthcare Realty Trust Inc. | 2.050% | 3/15/31 | 2,975 | 2,885 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 9,795 | 10,762 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 5,877 | 6,556 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 3,932 | 4,175 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 12,150 | 11,764 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 3,354 | 3,603 | ||
Healthpeak Properties Inc. | 4.000% | 6/1/25 | 671 | 741 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 18,391 | 19,992 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 11,498 | 12,723 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 17,425 | 18,483 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 4,625 | 4,857 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 1,745 | 2,606 | ||
Highwoods Realty LP | 3.875% | 3/1/27 | 7,113 | 7,816 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 3,268 | 3,665 | ||
Highwoods Realty LP | 4.200% | 4/15/29 | 4,597 | 5,173 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 5,750 | 6,019 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 10,225 | 10,300 | ||
3 | Host Hotels & Resorts LP | 3.750% | 10/15/23 | 7,400 | 7,798 | |
Host Hotels & Resorts LP | 3.875% | 4/1/24 | 4,850 | 5,180 | ||
3 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 3,743 | 4,056 | |
3 | Host Hotels & Resorts LP | 4.500% | 2/1/26 | 1,950 | 2,141 | |
3 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 12,190 | 12,803 | |
3 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 14,500 | 15,218 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 6,807 | 7,458 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 4,335 | 4,994 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 3,300 | 3,484 | ||
Jones Lang LaSalle Inc. | 4.400% | 11/15/22 | 2,050 | 2,132 | ||
Kilroy Realty LP | 3.800% | 1/15/23 | 3,725 | 3,875 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 5,505 | 5,881 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 5,075 | 5,630 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 4,524 | 5,254 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 1,808 | 2,040 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 7,140 | 7,459 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 5,589 | 5,502 | ||
Kimco Realty Corp. | 3.400% | 11/1/22 | 4,484 | 4,639 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 3,500 | 3,652 | ||
Kimco Realty Corp. | 2.700% | 3/1/24 | 1,340 | 1,402 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 3,433 | 3,699 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 5,490 | 5,826 | ||
Kimco Realty Corp. | 3.800% | 4/1/27 | 5,600 | 6,200 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 11,650 | 11,660 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 5,350 | 5,511 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 800 | 927 | ||
Kimco Realty Corp. | 4.125% | 12/1/46 | 635 | 726 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 5,220 | 6,249 | ||
Kimco Realty Corp. | 3.700% | 10/1/49 | 1,950 | 2,106 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 8,575 | 9,248 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 3,250 | 3,311 | ||
Life Storage LP | 3.500% | 7/1/26 | 18,900 | 20,683 | ||
Life Storage LP | 3.875% | 12/15/27 | 1,000 | 1,118 | ||
Life Storage LP | 4.000% | 6/15/29 | 200 | 224 | ||
Life Storage LP | 2.200% | 10/15/30 | 3,000 | 2,963 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 8,424 | 9,043 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 4,880 | 5,273 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 8,716 | 9,710 | ||
Mid-America Apartments LP | 4.200% | 6/15/28 | 1,191 | 1,365 | ||
Mid-America Apartments LP | 3.950% | 3/15/29 | 1,260 | 1,431 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 13,955 | 14,577 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 7,525 | 7,142 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 6,239 | 6,045 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 3,875 | 4,187 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 2,695 | 2,945 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
National Retail Properties Inc. | 3.500% | 10/15/27 | 13,000 | 14,075 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 3,311 | 3,765 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 7,575 | 7,713 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 4,609 | 5,730 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 10,210 | 9,934 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 2,656 | 2,775 | ||
Office Properties Income Trust | 4.000% | 7/15/22 | 5,000 | 5,162 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 375 | 399 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 12,675 | 13,778 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 2,457 | 2,491 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 17,274 | 18,422 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 4,695 | 5,110 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 5,003 | 5,471 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 9,254 | 10,560 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 8,090 | 9,041 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 8,830 | 9,978 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 10,338 | 11,059 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 22,750 | 23,375 | ||
Omega Healthcare Investors Inc. | 3.250% | 4/15/33 | 5,200 | 5,186 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 6,585 | 7,431 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 2,750 | 3,020 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 4,507 | 4,685 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 5,595 | 6,037 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 4,000 | 4,070 | ||
Prologis LP | 3.250% | 10/1/26 | 3,433 | 3,769 | ||
Prologis LP | 2.125% | 4/15/27 | 10,189 | 10,619 | ||
Prologis LP | 3.875% | 9/15/28 | 4,775 | 5,464 | ||
Prologis LP | 4.375% | 2/1/29 | 3,755 | 4,417 | ||
Prologis LP | 2.250% | 4/15/30 | 21,189 | 21,626 | ||
Prologis LP | 1.250% | 10/15/30 | 5,576 | 5,250 | ||
Prologis LP | 1.625% | 3/15/31 | 11,751 | 11,324 | ||
Prologis LP | 4.375% | 9/15/48 | 4,920 | 6,205 | ||
Prologis LP | 3.000% | 4/15/50 | 10,865 | 11,166 | ||
Prologis LP | 2.125% | 10/15/50 | 7,100 | 6,058 | ||
Public Storage | 2.370% | 9/15/22 | 5,823 | 5,954 | ||
Public Storage | 0.875% | 2/15/26 | 395 | 393 | ||
Public Storage | 3.094% | 9/15/27 | 5,290 | 5,808 | ||
Public Storage | 3.385% | 5/1/29 | 8,575 | 9,524 | ||
Rayonier LP | 2.750% | 5/17/31 | 2,000 | 2,022 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 4,200 | 4,549 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 10,114 | 11,165 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 6,825 | 6,694 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 15,393 | 17,451 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 7,697 | 8,314 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 7,578 | 8,469 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 9,815 | 10,694 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 19,000 | 20,734 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 6,650 | 6,350 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 10,712 | 13,915 | ||
Regency Centers LP | 3.600% | 2/1/27 | 3,950 | 4,373 | ||
Regency Centers LP | 4.125% | 3/15/28 | 3,450 | 3,877 | ||
Regency Centers LP | 2.950% | 9/15/29 | 8,940 | 9,418 | ||
Regency Centers LP | 3.700% | 6/15/30 | 8,510 | 9,431 | ||
Regency Centers LP | 4.400% | 2/1/47 | 5,750 | 6,683 | ||
Regency Centers LP | 4.650% | 3/15/49 | 3,910 | 4,738 | ||
Retail Properties of America Inc. | 4.750% | 9/15/30 | 4,450 | 4,918 | ||
Rexford Industrial Realty LP | 2.125% | 12/1/30 | 5,050 | 4,872 | ||
Sabra Health Care LP | 4.800% | 6/1/24 | 2,882 | 3,151 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 2,593 | 2,918 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 10,025 | 10,590 | ||
Safehold Operating Partnership LP | 2.800% | 6/15/31 | 7,175 | 7,176 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Simon Property Group LP | 2.750% | 2/1/23 | 10,294 | 10,614 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 10,274 | 10,666 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 6,908 | 7,406 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 7,175 | 7,433 | ||
Simon Property Group LP | 3.375% | 10/1/24 | 5,050 | 5,436 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 16,393 | 17,953 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 5,267 | 5,732 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 6,182 | 6,747 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 12,713 | 13,849 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 14,084 | 15,350 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 11,150 | 11,109 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 31,220 | 32,120 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 7,325 | 7,599 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 9,210 | 9,098 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 12,603 | 18,813 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 2,871 | 3,560 | ||
Simon Property Group LP | 4.250% | 10/1/44 | 1,594 | 1,841 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 8,250 | 9,614 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 16,660 | 16,869 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 6,497 | 7,180 | ||
SITE Centers Corp. | 3.900% | 8/15/24 | 1,000 | 1,053 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 7,519 | 7,934 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 2,940 | 3,197 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 9,390 | 10,420 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 5,450 | 5,609 | ||
SL Green Realty Corp. | 4.500% | 12/1/22 | 815 | 849 | ||
Spirit Realty LP | 4.450% | 9/15/26 | 1,274 | 1,423 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 3,407 | 3,631 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 6,210 | 6,902 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 4,670 | 4,977 | ||
Spirit Realty LP | 3.200% | 2/15/31 | 4,560 | 4,752 | ||
Spirit Realty LP | 2.700% | 2/15/32 | 4,375 | 4,338 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 4,800 | 5,432 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 4,060 | 4,629 | ||
STORE Capital Corp. | 2.750% | 11/18/30 | 2,025 | 2,045 | ||
Tanger Properties LP | 3.750% | 12/1/24 | 1,325 | 1,409 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 6,100 | 6,393 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 3,300 | 3,573 | ||
3 | UDR Inc. | 2.950% | 9/1/26 | 8,930 | 9,550 | |
3 | UDR Inc. | 3.500% | 7/1/27 | 3,300 | 3,613 | |
3 | UDR Inc. | 3.500% | 1/15/28 | 6,670 | 7,297 | |
3 | UDR Inc. | 3.200% | 1/15/30 | 2,500 | 2,705 | |
UDR Inc. | 3.000% | 8/15/31 | 6,433 | 6,760 | ||
3 | UDR Inc. | 2.100% | 8/1/32 | 4,325 | 4,156 | |
3 | UDR Inc. | 1.900% | 3/15/33 | 7,300 | 6,842 | |
3 | UDR Inc. | 2.100% | 6/15/33 | 3,950 | 3,778 | |
UDR Inc. | 3.100% | 11/1/34 | 6,225 | 6,538 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 8,266 | 8,616 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 3,391 | 3,631 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 2,300 | 2,468 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 8,655 | 9,110 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 1,552 | 1,677 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 2,816 | 3,151 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 1,825 | 1,986 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 4,555 | 5,092 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 13,905 | 15,634 | ||
Ventas Realty LP | 4.400% | 1/15/29 | 6,325 | 7,267 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 6,990 | 7,309 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 6,556 | 7,806 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 3,775 | 4,993 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 3,030 | 3,441 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ventas Realty LP | 4.875% | 4/15/49 | 4,535 | 5,619 | ||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 6,561 | 7,156 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 9,338 | 10,584 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 5,320 | 6,141 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 10,487 | 11,816 | ||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 4,325 | 4,715 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 2,797 | 2,844 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 13,690 | 14,661 | ||
VEREIT Operating Partnership LP | 2.850% | 12/15/32 | 6,250 | 6,536 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 4,400 | 4,684 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 2,000 | 2,062 | ||
Washington REIT | 3.950% | 10/15/22 | 2,300 | 2,376 | ||
Weingarten Realty Investors | 3.375% | 10/15/22 | 1,275 | 1,311 | ||
Weingarten Realty Investors | 3.500% | 4/15/23 | 5,250 | 5,477 | ||
Weingarten Realty Investors | 4.450% | 1/15/24 | 1,175 | 1,264 | ||
Weingarten Realty Investors | 3.850% | 6/1/25 | 600 | 649 | ||
Welltower Inc. | 4.500% | 1/15/24 | 1,892 | 2,050 | ||
Welltower Inc. | 3.625% | 3/15/24 | 15,087 | 16,202 | ||
Welltower Inc. | 4.000% | 6/1/25 | 15,855 | 17,501 | ||
Welltower Inc. | 4.250% | 4/1/26 | 21,009 | 23,695 | ||
Welltower Inc. | 2.700% | 2/15/27 | 8,100 | 8,595 | ||
Welltower Inc. | 4.250% | 4/15/28 | 2,525 | 2,893 | ||
Welltower Inc. | 4.125% | 3/15/29 | 15,300 | 17,369 | ||
Welltower Inc. | 3.100% | 1/15/30 | 12,680 | 13,513 | ||
Welltower Inc. | 2.750% | 1/15/31 | 15,900 | 16,410 | ||
Welltower Inc. | 6.500% | 3/15/41 | 5,797 | 8,275 | ||
Welltower Inc. | 5.125% | 3/15/43 | 1,260 | 1,551 | ||
Welltower Inc. | 4.950% | 9/1/48 | 2,937 | 3,760 | ||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 2,984 | 3,727 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 11,400 | 13,012 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 10,399 | 11,839 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 11,340 | 16,346 | ||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 3,275 | 4,540 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 8,701 | 9,516 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 1,800 | 1,963 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 5,007 | 5,629 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 3,845 | 4,266 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 15,225 | 14,650 | ||
3,311,209 | ||||||
Technology (2.49%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 4,633 | 4,737 | ||
Adobe Inc. | 1.900% | 2/1/25 | 1,911 | 1,986 | ||
Adobe Inc. | 3.250% | 2/1/25 | 15,492 | 16,780 | ||
Adobe Inc. | 2.150% | 2/1/27 | 12,556 | 13,152 | ||
Adobe Inc. | 2.300% | 2/1/30 | 17,755 | 18,485 | ||
Altera Corp. | 4.100% | 11/15/23 | 7,729 | 8,388 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 9,000 | 9,021 | ||
Analog Devices Inc. | 2.875% | 6/1/23 | 14,050 | 14,623 | ||
Analog Devices Inc. | 3.125% | 12/5/23 | 10,898 | 11,535 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 4,602 | 4,924 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 2,714 | 3,020 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 12,517 | 13,870 | ||
Analog Devices Inc. | 5.300% | 12/15/45 | 1,174 | 1,581 | ||
Apple Inc. | 1.700% | 9/11/22 | 326 | 332 | ||
Apple Inc. | 2.100% | 9/12/22 | 5,665 | 5,782 | ||
Apple Inc. | 2.400% | 1/13/23 | 14,975 | 15,445 | ||
Apple Inc. | 2.850% | 2/23/23 | 21,793 | 22,631 | ||
Apple Inc. | 2.400% | 5/3/23 | 65,668 | 68,132 | ||
Apple Inc. | 0.750% | 5/11/23 | 21,675 | 21,855 | ||
Apple Inc. | 3.000% | 2/9/24 | 6,511 | 6,908 | ||
Apple Inc. | 3.450% | 5/6/24 | 21,967 | 23,778 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Apple Inc. | 2.850% | 5/11/24 | 32,207 | 34,192 | ||
Apple Inc. | 1.800% | 9/11/24 | 10,996 | 11,412 | ||
Apple Inc. | 2.750% | 1/13/25 | 22,603 | 24,166 | ||
Apple Inc. | 2.500% | 2/9/25 | 23,308 | 24,727 | ||
Apple Inc. | 1.125% | 5/11/25 | 41,609 | 42,106 | ||
Apple Inc. | 3.200% | 5/13/25 | 26,968 | 29,406 | ||
Apple Inc. | 0.550% | 8/20/25 | 14,447 | 14,288 | ||
Apple Inc. | 0.700% | 2/8/26 | 33,665 | 33,295 | ||
Apple Inc. | 3.250% | 2/23/26 | 34,376 | 37,749 | ||
Apple Inc. | 2.450% | 8/4/26 | 47,592 | 50,624 | ||
Apple Inc. | 2.050% | 9/11/26 | 14,031 | 14,679 | ||
Apple Inc. | 3.350% | 2/9/27 | 34,516 | 38,314 | ||
Apple Inc. | 3.200% | 5/11/27 | 48,532 | 53,610 | ||
Apple Inc. | 3.000% | 6/20/27 | 3,250 | 3,571 | ||
Apple Inc. | 2.900% | 9/12/27 | 40,851 | 44,532 | ||
Apple Inc. | 3.000% | 11/13/27 | 14,529 | 15,903 | ||
Apple Inc. | 1.200% | 2/8/28 | 33,456 | 32,958 | ||
Apple Inc. | 2.200% | 9/11/29 | 25,790 | 26,831 | ||
Apple Inc. | 1.650% | 5/11/30 | 24,940 | 24,722 | ||
Apple Inc. | 1.250% | 8/20/30 | 16,000 | 15,343 | ||
Apple Inc. | 1.650% | 2/8/31 | 36,500 | 35,919 | ||
Apple Inc. | 4.500% | 2/23/36 | 18,249 | 23,044 | ||
Apple Inc. | 2.375% | 2/8/41 | 18,677 | 18,170 | ||
Apple Inc. | 3.850% | 5/4/43 | 41,450 | 49,335 | ||
Apple Inc. | 4.450% | 5/6/44 | 11,605 | 14,958 | ||
Apple Inc. | 3.450% | 2/9/45 | 26,988 | 30,268 | ||
Apple Inc. | 4.375% | 5/13/45 | 17,615 | 22,455 | ||
Apple Inc. | 4.650% | 2/23/46 | 50,942 | 67,594 | ||
Apple Inc. | 3.850% | 8/4/46 | 30,014 | 35,650 | ||
Apple Inc. | 4.250% | 2/9/47 | 13,639 | 17,175 | ||
Apple Inc. | 3.750% | 9/12/47 | 19,540 | 22,930 | ||
Apple Inc. | 3.750% | 11/13/47 | 16,483 | 19,312 | ||
Apple Inc. | 2.950% | 9/11/49 | 22,999 | 23,847 | ||
Apple Inc. | 2.650% | 5/11/50 | 37,657 | 36,908 | ||
Apple Inc. | 2.400% | 8/20/50 | 16,584 | 15,630 | ||
Apple Inc. | 2.650% | 2/8/51 | 31,275 | 30,681 | ||
Apple Inc. | 2.550% | 8/20/60 | 23,410 | 21,831 | ||
Apple Inc. | 2.800% | 2/8/61 | 25,100 | 24,552 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 16,205 | 18,089 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 17,427 | 19,271 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 10,100 | 9,998 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 7,690 | 10,159 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 8,411 | 12,383 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 8,150 | 10,384 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 15,635 | 15,588 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 2,154 | 2,266 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 9,054 | 9,637 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 4,487 | 4,869 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 6,800 | 7,617 | ||
Autodesk Inc. | 3.600% | 12/15/22 | 1,725 | 1,786 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 3,538 | 3,956 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 9,760 | 10,753 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 6,675 | 7,038 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 19,505 | 21,386 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 10,915 | 11,005 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 12,300 | 11,750 | ||
Avnet Inc. | 4.875% | 12/1/22 | 6,870 | 7,265 | ||
Avnet Inc. | 4.625% | 4/15/26 | 6,730 | 7,581 | ||
Avnet Inc. | 3.000% | 5/15/31 | 3,000 | 2,993 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 50,577 | 55,899 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 16,415 | 18,008 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Broadcom Inc. | 2.250% | 11/15/23 | 12,000 | 12,415 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 20,325 | 22,875 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 20,339 | 21,816 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 32,000 | 35,885 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 25,480 | 27,732 | ||
3,7 | Broadcom Inc. | 1.950% | 2/15/28 | 9,000 | 9,004 | |
Broadcom Inc. | 4.110% | 9/15/28 | 26,746 | 30,069 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 26,265 | 30,553 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 30,565 | 36,128 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 38,211 | 42,879 | ||
3,7 | Broadcom Inc. | 2.450% | 2/15/31 | 31,650 | 31,147 | |
Broadcom Inc. | 4.300% | 11/15/32 | 26,750 | 30,458 | ||
3,7 | Broadcom Inc. | 2.600% | 2/15/33 | 15,200 | 14,901 | |
3,7 | Broadcom Inc. | 3.419% | 4/15/33 | 31,791 | 33,520 | |
3,7 | Broadcom Inc. | 3.469% | 4/15/34 | 39,038 | 41,318 | |
3,7 | Broadcom Inc. | 3.500% | 2/15/41 | 29,650 | 30,427 | |
3,7 | Broadcom Inc. | 3.750% | 2/15/51 | 16,500 | 17,243 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 7,450 | 8,182 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 9,556 | 10,101 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 12,754 | 12,998 | ||
CA Inc. | 4.700% | 3/15/27 | 1,450 | 1,627 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 4,254 | 4,679 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 12,355 | 13,830 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 2,908 | 3,019 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 11,815 | 12,262 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 15,482 | 16,754 | ||
Cisco Systems Inc. | 3.500% | 6/15/25 | 5,504 | 6,078 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 6,805 | 7,405 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 6,881 | 7,383 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 20,974 | 30,527 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 26,707 | 37,786 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 10,825 | 10,702 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 10,693 | 12,140 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 8,260 | 8,695 | ||
Corning Inc. | 4.700% | 3/15/37 | 5,761 | 6,871 | ||
Corning Inc. | 5.750% | 8/15/40 | 10,449 | 14,187 | ||
Corning Inc. | 4.750% | 3/15/42 | 6,050 | 7,569 | ||
Corning Inc. | 5.350% | 11/15/48 | 5,711 | 7,703 | ||
Corning Inc. | 3.900% | 11/15/49 | 650 | 736 | ||
Corning Inc. | 4.375% | 11/15/57 | 10,194 | 12,148 | ||
Corning Inc. | 5.850% | 11/15/68 | 4,970 | 7,167 | ||
Corning Inc. | 5.450% | 11/15/79 | 9,360 | 13,075 | ||
Dell International LLC | 5.450% | 6/15/23 | 42,098 | 45,666 | ||
Dell International LLC | 4.000% | 7/15/24 | 12,550 | 13,642 | ||
Dell International LLC | 5.850% | 7/15/25 | 13,292 | 15,600 | ||
Dell International LLC | 6.020% | 6/15/26 | 58,961 | 70,715 | ||
Dell International LLC | 4.900% | 10/1/26 | 15,500 | 17,886 | ||
Dell International LLC | 6.100% | 7/15/27 | 7,749 | 9,494 | ||
Dell International LLC | 5.300% | 10/1/29 | 23,640 | 28,512 | ||
Dell International LLC | 6.200% | 7/15/30 | 13,400 | 17,229 | ||
Dell International LLC | 8.100% | 7/15/36 | 24,316 | 37,191 | ||
Dell International LLC | 8.350% | 7/15/46 | 26,890 | 43,993 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 13,560 | 14,678 | ||
DXC Technology Co. | 4.125% | 4/15/25 | 14,865 | 16,336 | ||
DXC Technology Co. | 4.750% | 4/15/27 | 4,001 | 4,587 | ||
Equifax Inc. | 3.300% | 12/15/22 | 4,850 | 5,016 | ||
Equifax Inc. | 3.950% | 6/15/23 | 3,911 | 4,155 | ||
Equifax Inc. | 2.600% | 12/1/24 | 5,271 | 5,556 | ||
Equifax Inc. | 2.600% | 12/15/25 | 5,780 | 6,090 | ||
Equifax Inc. | 3.100% | 5/15/30 | 10,247 | 11,028 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 10,150 | 10,141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 9,300 | 9,285 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 14,725 | 14,609 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 9,390 | 9,333 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 6,474 | 7,296 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 17,525 | 17,498 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 11,000 | 11,301 | ||
Fidelity National Information Services Inc. | 4.500% | 8/15/46 | 2,095 | 2,565 | ||
Fiserv Inc. | 3.500% | 10/1/22 | 11,111 | 11,448 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 16,752 | 17,928 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 31,389 | 33,099 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 30,427 | 33,473 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 20,350 | 22,046 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 14,245 | 14,783 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 13,010 | 14,965 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 38,830 | 42,745 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 13,600 | 14,080 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 27,283 | 32,866 | ||
Flex Ltd. | 5.000% | 2/15/23 | 8,645 | 9,216 | ||
Flex Ltd. | 3.750% | 2/1/26 | 5,429 | 5,916 | ||
Flex Ltd. | 4.875% | 6/15/29 | 11,426 | 13,198 | ||
Flex Ltd. | 4.875% | 5/12/30 | 3,075 | 3,568 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 6,600 | 6,634 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 6,525 | 6,459 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 6,500 | 6,489 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 5,436 | 6,013 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 24,450 | 25,518 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 6,600 | 6,791 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 15,175 | 16,420 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 9,475 | 9,635 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 14,929 | 16,594 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 30,225 | 34,417 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 4,455 | 4,507 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 9,914 | 13,455 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 26,924 | 36,356 | ||
HP Inc. | 4.050% | 9/15/22 | 2,100 | 2,190 | ||
HP Inc. | 2.200% | 6/17/25 | 21,125 | 21,930 | ||
3,7 | HP Inc. | 1.450% | 6/17/26 | 13,330 | 13,260 | |
HP Inc. | 3.000% | 6/17/27 | 30,128 | 32,289 | ||
HP Inc. | 3.400% | 6/17/30 | 23,125 | 24,777 | ||
3,7 | HP Inc. | 2.650% | 6/17/31 | 13,000 | 13,012 | |
HP Inc. | 6.000% | 9/15/41 | 13,540 | 17,808 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 4,851 | 5,244 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 3,200 | 3,434 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 12,120 | 13,289 | ||
Hubbell Inc. | 2.300% | 3/15/31 | 3,000 | 3,012 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 5,170 | 5,550 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 9,835 | 11,583 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 8,382 | 9,691 | ||
Intel Corp. | 3.100% | 7/29/22 | 16,996 | 17,528 | ||
Intel Corp. | 2.700% | 12/15/22 | 28,112 | 29,124 | ||
Intel Corp. | 2.875% | 5/11/24 | 14,775 | 15,709 | ||
Intel Corp. | 3.400% | 3/25/25 | 19,375 | 21,151 | ||
Intel Corp. | 3.700% | 7/29/25 | 30,748 | 33,977 | ||
Intel Corp. | 2.600% | 5/19/26 | 22,777 | 24,359 | ||
Intel Corp. | 3.750% | 3/25/27 | 14,500 | 16,378 | ||
Intel Corp. | 2.450% | 11/15/29 | 27,000 | 28,438 | ||
Intel Corp. | 3.900% | 3/25/30 | 19,485 | 22,656 | ||
Intel Corp. | 4.000% | 12/15/32 | 12,497 | 15,052 | ||
Intel Corp. | 4.600% | 3/25/40 | 4,891 | 6,190 | ||
Intel Corp. | 4.800% | 10/1/41 | 13,084 | 17,042 | ||
Intel Corp. | 4.250% | 12/15/42 | 7,266 | 8,914 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Intel Corp. | 4.900% | 7/29/45 | 3,313 | 4,423 | ||
Intel Corp. | 4.100% | 5/19/46 | 15,697 | 18,858 | ||
Intel Corp. | 4.100% | 5/11/47 | 14,935 | 17,917 | ||
Intel Corp. | 3.734% | 12/8/47 | 43,689 | 49,853 | ||
Intel Corp. | 3.250% | 11/15/49 | 20,421 | 21,764 | ||
Intel Corp. | 4.750% | 3/25/50 | 29,780 | 39,540 | ||
Intel Corp. | 3.100% | 2/15/60 | 12,350 | 12,616 | ||
Intel Corp. | 4.950% | 3/25/60 | 9,176 | 12,966 | ||
International Business Machines Corp. | 2.500% | 1/27/22 | 11,060 | 11,204 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 16,208 | 16,479 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 23,085 | 23,886 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 25,440 | 27,007 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 23,975 | 25,821 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 37,650 | 40,123 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 6,765 | 8,475 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 17,267 | 19,061 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 53,000 | 58,285 | ||
International Business Machines Corp. | 3.300% | 1/27/27 | 1,500 | 1,647 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 7,500 | 7,597 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 5,550 | 7,028 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 1,520 | 1,976 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 33,300 | 37,280 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 23,080 | 23,058 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 6,448 | 8,834 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 26,500 | 31,487 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 4,685 | 6,552 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 21,000 | 21,232 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 22,410 | 26,257 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 36,340 | 44,949 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 18,140 | 18,195 | ||
Intuit Inc. | 0.650% | 7/15/23 | 3,740 | 3,759 | ||
Intuit Inc. | 0.950% | 7/15/25 | 8,100 | 8,117 | ||
Intuit Inc. | 1.350% | 7/15/27 | 7,775 | 7,769 | ||
Intuit Inc. | 1.650% | 7/15/30 | 6,898 | 6,793 | ||
Jabil Inc. | 4.700% | 9/15/22 | 2,536 | 2,660 | ||
Jabil Inc. | 1.700% | 4/15/26 | 6,000 | 6,043 | ||
Jabil Inc. | 3.950% | 1/12/28 | 9,235 | 10,269 | ||
Jabil Inc. | 3.600% | 1/15/30 | 6,695 | 7,248 | ||
Jabil Inc. | 3.000% | 1/15/31 | 8,868 | 9,123 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 3,425 | 3,421 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 6,885 | 7,664 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 3,700 | 3,551 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 6,531 | 8,694 | ||
KLA Corp. | 4.650% | 11/1/24 | 18,237 | 20,364 | ||
KLA Corp. | 4.100% | 3/15/29 | 19,002 | 21,908 | ||
KLA Corp. | 5.000% | 3/15/49 | 5,420 | 7,319 | ||
KLA Corp. | 3.300% | 3/1/50 | 9,460 | 10,051 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 6,154 | 6,772 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 12,400 | 13,893 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 12,650 | 14,713 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 10,315 | 10,354 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 11,035 | 14,935 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 9,025 | 9,132 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 4,050 | 4,223 | ||
Legrand France SA | 8.500% | 2/15/25 | 5,195 | 6,566 | ||
Leidos Inc. | 2.950% | 5/15/23 | 7,400 | 7,694 | ||
Leidos Inc. | 3.625% | 5/15/25 | 6,500 | 7,059 | ||
Leidos Inc. | 4.375% | 5/15/30 | 11,300 | 12,821 | ||
Leidos Inc. | 2.300% | 2/15/31 | 12,500 | 12,247 | ||
3,7 | Marvell Technology Inc. | 4.200% | 6/22/23 | 6,867 | 7,304 | |
3,7 | Marvell Technology Inc. | 2.450% | 4/15/28 | 6,671 | 6,799 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,7 | Marvell Technology Inc. | 4.875% | 6/22/28 | 7,294 | 8,425 | |
3,7 | Marvell Technology Inc. | 2.950% | 4/15/31 | 3,400 | 3,525 | |
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 6,316 | 6,580 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 5,958 | 6,574 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 8,000 | 8,530 | ||
Micron Technology Inc. | 4.640% | 2/6/24 | 5,050 | 5,532 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 4,739 | 5,448 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 20,833 | 23,524 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 11,008 | 13,313 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 9,375 | 10,915 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 15,118 | 15,535 | ||
Microsoft Corp. | 2.125% | 11/15/22 | 1,515 | 1,554 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 13,197 | 13,629 | ||
Microsoft Corp. | 3.625% | 12/15/23 | 6,990 | 7,498 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 34,621 | 36,634 | ||
Microsoft Corp. | 2.700% | 2/12/25 | 24,074 | 25,780 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 40,467 | 44,156 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 56,268 | 59,963 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 56,886 | 63,311 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 20,090 | 23,288 | ||
Microsoft Corp. | 4.200% | 11/3/35 | 1,700 | 2,110 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 35,530 | 41,062 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 16,425 | 20,260 | ||
Microsoft Corp. | 5.300% | 2/8/41 | 500 | 711 | ||
Microsoft Corp. | 3.750% | 2/12/45 | 685 | 821 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 50,435 | 60,900 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 89,530 | 87,978 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 103,218 | 109,488 | ||
Microsoft Corp. | 3.950% | 8/8/56 | 350 | 440 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 58,047 | 57,794 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 43,865 | 46,902 | ||
Moody's Corp. | 4.500% | 9/1/22 | 17,135 | 17,774 | ||
Moody's Corp. | 2.625% | 1/15/23 | 3,153 | 3,255 | ||
Moody's Corp. | 4.875% | 2/15/24 | 8,734 | 9,589 | ||
Moody's Corp. | 3.750% | 3/24/25 | 5,012 | 5,500 | ||
Moody's Corp. | 3.250% | 1/15/28 | 6,372 | 6,979 | ||
Moody's Corp. | 4.250% | 2/1/29 | 1,850 | 2,143 | ||
Moody's Corp. | 5.250% | 7/15/44 | 8,425 | 11,364 | ||
Moody's Corp. | 4.875% | 12/17/48 | 299 | 393 | ||
Moody's Corp. | 3.250% | 5/20/50 | 5,360 | 5,607 | ||
Moody's Corp. | 2.550% | 8/18/60 | 7,375 | 6,551 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 8,216 | 8,996 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 10,450 | 12,177 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 2,195 | 2,560 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 6,050 | 5,951 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 8,000 | 8,165 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 6,425 | 8,392 | ||
NetApp Inc. | 3.300% | 9/29/24 | 6,853 | 7,339 | ||
NetApp Inc. | 1.875% | 6/22/25 | 6,110 | 6,286 | ||
NetApp Inc. | 2.375% | 6/22/27 | 6,700 | 7,033 | ||
NetApp Inc. | 2.700% | 6/22/30 | 11,916 | 12,429 | ||
NVIDIA Corp. | 0.309% | 6/15/23 | 16,000 | 16,003 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 6,000 | 6,003 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 21,897 | 24,098 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 15,650 | 15,592 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 17,065 | 18,476 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 16,590 | 16,608 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 16,600 | 18,814 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 28,605 | 32,349 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 7,488 | 8,871 | ||
3,7 | NXP BV | 4.875% | 3/1/24 | 10,440 | 11,494 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,7 | NXP BV | 2.700% | 5/1/25 | 5,153 | 5,433 | |
3,7 | NXP BV | 5.350% | 3/1/26 | 4,315 | 5,033 | |
3,7 | NXP BV | 3.875% | 6/18/26 | 5,965 | 6,605 | |
3,7 | NXP BV | 3.150% | 5/1/27 | 8,150 | 8,732 | |
3,7 | NXP BV | 5.550% | 12/1/28 | 12,394 | 15,196 | |
3,7 | NXP BV | 4.300% | 6/18/29 | 18,840 | 21,621 | |
3,7 | NXP BV | 3.400% | 5/1/30 | 14,314 | 15,604 | |
3,7 | NXP BV | 2.500% | 5/11/31 | 14,125 | 14,322 | |
3,7 | NXP BV | 3.250% | 5/11/41 | 13,600 | 13,945 | |
Oracle Corp. | 1.900% | 9/15/21 | 35,793 | 35,864 | ||
Oracle Corp. | 2.500% | 10/15/22 | 18,206 | 18,692 | ||
Oracle Corp. | 2.625% | 2/15/23 | 12,936 | 13,377 | ||
Oracle Corp. | 3.625% | 7/15/23 | 3,104 | 3,298 | ||
Oracle Corp. | 2.400% | 9/15/23 | 30,216 | 31,345 | ||
Oracle Corp. | 3.400% | 7/8/24 | 25,333 | 27,162 | ||
Oracle Corp. | 2.950% | 11/15/24 | 35,973 | 38,326 | ||
Oracle Corp. | 2.500% | 4/1/25 | 55,976 | 58,799 | ||
Oracle Corp. | 2.950% | 5/15/25 | 29,111 | 31,002 | ||
Oracle Corp. | 1.650% | 3/25/26 | 40,550 | 41,112 | ||
Oracle Corp. | 2.650% | 7/15/26 | 59,954 | 63,277 | ||
Oracle Corp. | 2.800% | 4/1/27 | 33,945 | 35,992 | ||
Oracle Corp. | 3.250% | 11/15/27 | 7,847 | 8,523 | ||
Oracle Corp. | 2.300% | 3/25/28 | 27,625 | 28,366 | ||
Oracle Corp. | 2.950% | 4/1/30 | 47,268 | 49,819 | ||
Oracle Corp. | 3.250% | 5/15/30 | 2,200 | 2,373 | ||
Oracle Corp. | 2.875% | 3/25/31 | 43,325 | 45,114 | ||
Oracle Corp. | 4.300% | 7/8/34 | 31,833 | 36,970 | ||
Oracle Corp. | 3.900% | 5/15/35 | 8,397 | 9,396 | ||
Oracle Corp. | 3.850% | 7/15/36 | 24,585 | 27,162 | ||
Oracle Corp. | 3.800% | 11/15/37 | 23,309 | 25,556 | ||
Oracle Corp. | 6.500% | 4/15/38 | 13,937 | 19,760 | ||
Oracle Corp. | 6.125% | 7/8/39 | 7,007 | 9,704 | ||
Oracle Corp. | 3.600% | 4/1/40 | 44,242 | 46,671 | ||
Oracle Corp. | 5.375% | 7/15/40 | 30,203 | 39,144 | ||
Oracle Corp. | 3.650% | 3/25/41 | 32,161 | 34,160 | ||
Oracle Corp. | 4.500% | 7/8/44 | 16,525 | 19,304 | ||
Oracle Corp. | 4.125% | 5/15/45 | 26,132 | 29,098 | ||
Oracle Corp. | 4.000% | 7/15/46 | 42,028 | 45,668 | ||
Oracle Corp. | 4.000% | 11/15/47 | 31,442 | 34,277 | ||
Oracle Corp. | 3.600% | 4/1/50 | 62,139 | 63,845 | ||
Oracle Corp. | 3.950% | 3/25/51 | 34,639 | 37,850 | ||
Oracle Corp. | 4.375% | 5/15/55 | 17,006 | 19,726 | ||
Oracle Corp. | 3.850% | 4/1/60 | 48,225 | 51,061 | ||
Oracle Corp. | 4.100% | 3/25/61 | 15,475 | 17,150 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 8,867 | 9,182 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 15,040 | 15,981 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 15,428 | 16,930 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 23,979 | 26,480 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 32,602 | 31,910 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 7,516 | 7,692 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 22,005 | 21,041 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 11,351 | 14,402 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 20,092 | 26,701 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 19,063 | 24,001 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 7,975 | 8,599 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 12,925 | 13,407 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 11,797 | 12,376 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 2,510 | 2,851 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 8,705 | 9,302 | ||
Roper Technologies Inc. | 0.450% | 8/15/22 | 1,900 | 1,901 | ||
Roper Technologies Inc. | 3.125% | 11/15/22 | 6,565 | 6,764 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Roper Technologies Inc. | 3.650% | 9/15/23 | 2,000 | 2,133 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 3,668 | 3,843 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 9,093 | 9,036 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 2,300 | 2,550 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 4,200 | 4,688 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 11,000 | 10,830 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 14,149 | 16,280 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 14,250 | 15,240 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 11,225 | 11,068 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 13,350 | 12,833 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 11,397 | 12,677 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 2,180 | 2,354 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 10,920 | 11,466 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 8,250 | 7,817 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 8,826 | 9,509 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 12,033 | 10,332 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 14,150 | 14,845 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 18,931 | 21,553 | ||
5 | salesforce.com Inc. | 1.500% | 7/15/28 | 7,000 | 6,999 | |
5 | salesforce.com Inc. | 1.950% | 7/15/31 | 20,000 | 20,031 | |
5 | salesforce.com Inc. | 2.700% | 7/15/41 | 10,000 | 10,063 | |
5 | salesforce.com Inc. | 2.900% | 7/15/51 | 22,300 | 22,533 | |
5 | salesforce.com Inc. | 3.050% | 7/15/61 | 12,000 | 12,195 | |
ServiceNow Inc. | 1.400% | 9/1/30 | 19,975 | 18,742 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 7,650 | 7,758 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 7,520 | 7,705 | ||
Texas Instruments Inc. | 2.250% | 5/1/23 | 150 | 154 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 3,750 | 3,957 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 12,145 | 12,402 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 12,483 | 13,596 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 16,400 | 17,075 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 9,420 | 9,364 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 9,335 | 11,207 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 19,061 | 24,160 | ||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 6,465 | 6,740 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 11,602 | 12,837 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 9,341 | 10,616 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 4,900 | 6,610 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 8,825 | 9,441 | ||
VMware Inc. | 2.950% | 8/21/22 | 21,568 | 22,132 | ||
VMware Inc. | 4.500% | 5/15/25 | 20,725 | 23,164 | ||
VMware Inc. | 4.650% | 5/15/27 | 11,003 | 12,625 | ||
VMware Inc. | 3.900% | 8/21/27 | 27,194 | 30,222 | ||
VMware Inc. | 4.700% | 5/15/30 | 13,379 | 15,838 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 9,075 | 9,606 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 10,850 | 11,022 | ||
7,788,343 | ||||||
Utilities (2.37%) | ||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 4,160 | 4,254 | ||
AEP Texas Inc. | 3.950% | 6/1/28 | 12,350 | 13,918 | ||
3 | AEP Texas Inc. | 2.100% | 7/1/30 | 5,134 | 5,041 | |
AEP Texas Inc. | 3.800% | 10/1/47 | 6,700 | 7,319 | ||
3 | AEP Texas Inc. | 3.450% | 1/15/50 | 5,778 | 5,992 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 4,665 | 5,068 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 5,490 | 6,474 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 6,800 | 7,784 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 4,244 | 5,230 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 5,496 | 6,362 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 5,290 | 5,516 | ||
3 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 7,165 | 8,152 | |
3,7 | AES Corp. | 1.375% | 1/15/26 | 8,100 | 8,019 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3,7 | AES Corp. | 2.450% | 1/15/31 | 9,680 | 9,587 | |
3 | Alabama Power Co. | 3.550% | 12/1/23 | 9,021 | 9,677 | |
3 | Alabama Power Co. | 1.450% | 9/15/30 | 4,675 | 4,466 | |
Alabama Power Co. | 6.125% | 5/15/38 | 1,667 | 2,385 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 3,172 | 4,505 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 2,795 | 3,205 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 5,385 | 6,503 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 4,325 | 4,933 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 21,120 | 25,864 | ||
3 | Alabama Power Co. | 3.700% | 12/1/47 | 6,825 | 7,739 | |
3 | Alabama Power Co. | 4.300% | 7/15/48 | 2,920 | 3,615 | |
Alabama Power Co. | 3.450% | 10/1/49 | 15,781 | 17,244 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 15,250 | 15,641 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,200 | 1,264 | ||
Ameren Corp. | 3.650% | 2/15/26 | 5,140 | 5,637 | ||
Ameren Corp. | 1.750% | 3/15/28 | 6,000 | 5,949 | ||
Ameren Corp. | 3.500% | 1/15/31 | 11,020 | 12,071 | ||
Ameren Illinois Co. | 2.700% | 9/1/22 | 3,726 | 3,807 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 2,335 | 2,512 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 6,120 | 6,924 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 3,100 | 2,983 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 4,656 | 5,660 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 7,365 | 8,425 | ||
Ameren Illinois Co. | 4.500% | 3/15/49 | 6,840 | 8,794 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 4,748 | 5,114 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 4,500 | 4,545 | ||
3 | American Electric Power Co. Inc. | 2.950% | 12/15/22 | 9,197 | 9,471 | |
3 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 3,000 | 3,002 | |
3 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 3,000 | 2,977 | |
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 3,245 | 3,508 | ||
3 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 10,650 | 12,262 | |
American Electric Power Co. Inc. | 2.300% | 3/1/30 | 200 | 201 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 5,502 | 5,494 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 6,650 | 7,162 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 8,535 | 9,272 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 8,316 | 8,982 | ||
American Water Capital Corp. | 3.750% | 9/1/28 | 7,067 | 8,009 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 12,829 | 14,236 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 5,269 | 5,585 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 7,525 | 7,650 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 8,341 | 12,358 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 170 | 209 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 7,567 | 9,118 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 1,515 | 1,770 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 12,475 | 14,083 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 8,695 | 10,566 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 6,965 | 8,411 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 6,400 | 6,921 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 6,000 | 6,278 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 4,412 | 4,773 | ||
3 | Appalachian Power Co. | 3.300% | 6/1/27 | 5,675 | 6,148 | |
3 | Appalachian Power Co. | 2.700% | 4/1/31 | 5,680 | 5,874 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 985 | 1,473 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 3,528 | 4,180 | ||
Appalachian Power Co. | 4.450% | 6/1/45 | 9,117 | 10,940 | ||
3 | Appalachian Power Co. | 4.500% | 3/1/49 | 13,195 | 16,174 | |
3 | Appalachian Power Co. | 3.700% | 5/1/50 | 5,225 | 5,756 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 5,202 | 5,589 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 1,000 | 1,082 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 3,639 | 3,813 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 320 | 417 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Arizona Public Service Co. | 4.500% | 4/1/42 | 9,909 | 12,137 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 1,350 | 1,641 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 12,710 | 14,351 | ||
Arizona Public Service Co. | 4.200% | 8/15/48 | 500 | 604 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 6,416 | 7,803 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 3,905 | 4,259 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 2,995 | 3,197 | ||
Arizona Public Service Co. | 2.650% | 9/15/50 | 3,250 | 3,076 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 5,050 | 5,120 | ||
Atmos Energy Corp. | 0.625% | 3/9/23 | 10,050 | 10,053 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 7,985 | 8,634 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 2,814 | 2,946 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 10,400 | 13,953 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 6,560 | 7,681 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 3,305 | 3,891 | ||
Atmos Energy Corp. | 4.300% | 10/1/48 | 1,250 | 1,523 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 19,570 | 21,062 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 10,684 | 11,442 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 12,589 | 14,217 | ||
Avista Corp. | 4.350% | 6/1/48 | 4,245 | 5,323 | ||
Baltimore Gas & Electric Co. | 3.500% | 11/15/21 | 3,288 | 3,301 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 7,796 | 8,185 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 4,228 | 4,452 | ||
Baltimore Gas & Electric Co. | 2.250% | 6/15/31 | 3,350 | 3,390 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 858 | 1,235 | ||
Baltimore Gas & Electric Co. | 3.500% | 8/15/46 | 5,287 | 5,811 | ||
3 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 7,038 | 8,121 | |
Baltimore Gas & Electric Co. | 4.250% | 9/15/48 | 2,220 | 2,728 | ||
Baltimore Gas & Electric Co. | 3.200% | 9/15/49 | 5,990 | 6,275 | ||
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 6,250 | 6,244 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 6,731 | 6,964 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 8,319 | 8,893 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 7,161 | 7,743 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 3,258 | 3,618 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 6,560 | 7,209 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 18,279 | 20,716 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 7,460 | 7,179 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 10,698 | 15,075 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 5,556 | 7,655 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 7,922 | 10,466 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 10,921 | 13,377 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 10,119 | 11,494 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 20,351 | 25,444 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 17,100 | 20,984 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 15,917 | 15,455 | ||
Black Hills Corp. | 4.250% | 11/30/23 | 4,514 | 4,852 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 2,800 | 3,083 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 4,950 | 5,275 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 4,310 | 4,596 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 6,829 | 7,965 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 3,860 | 4,337 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 4,185 | 4,513 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 1,800 | 1,828 | ||
3 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 2,505 | 2,636 | |
3 | CenterPoint Energy Houston Electric LLC | 3.000% | 2/1/27 | 2,041 | 2,201 | |
3 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 5,500 | 5,645 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 11,272 | 12,683 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 3,325 | 4,301 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 5,725 | 6,834 | ||
3 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 6,485 | 8,096 | |
3 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 5,650 | 5,709 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 9,500 | 10,459 | |
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 6,805 | 6,957 | ||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 4,723 | 5,073 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 2,410 | 2,522 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 14,274 | 14,297 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 5,200 | 5,957 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 14,469 | 15,257 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 2,850 | 2,908 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 8,690 | 9,332 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 3,100 | 3,256 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 3,450 | 3,882 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 6,737 | 6,469 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 6,750 | 9,232 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 3,200 | 3,702 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 6,126 | 6,699 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 500 | 518 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 5,732 | 6,840 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 5,515 | 6,280 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 5,960 | 7,580 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 6,275 | 6,738 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 3,301 | 3,654 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 6,305 | 8,058 | ||
3 | CMS Energy Corp. | 4.750% | 6/1/50 | 6,100 | 6,801 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 3,200 | 3,250 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 13,079 | 13,916 | ||
3 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 4,700 | 5,076 | |
Commonwealth Edison Co. | 3.700% | 8/15/28 | 2,971 | 3,380 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 3,492 | 3,559 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 3,814 | 5,399 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 8,048 | 11,787 | ||
Commonwealth Edison Co. | 3.800% | 10/1/42 | 5,076 | 5,843 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 6,270 | 7,928 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 6,077 | 7,784 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 10,050 | 11,482 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 6,725 | 8,353 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 12,992 | 14,724 | ||
3 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 8,550 | 9,892 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 9,890 | 11,855 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 10,449 | 12,523 | ||
3 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 7,225 | 7,643 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 6,500 | 6,686 | ||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 8,645 | 8,878 | ||
3 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 5,000 | 4,939 | |
3 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 7,175 | 7,884 | |
3 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 3,390 | 3,416 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 6,065 | 7,521 | ||
3 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 4,650 | 5,691 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 10,640 | 12,880 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 2,515 | 2,729 | |
Consolidated Edison Co. of New York Inc. | 3.800% | 5/15/28 | 1,000 | 1,126 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 12/1/28 | 1,350 | 1,549 | |
3 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 4,450 | 4,899 | |
3 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 6,535 | 8,276 | |
3 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 5,144 | 6,875 | |
3 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 3,095 | 4,299 | |
3 | Consolidated Edison Co. of New York Inc. | 6.300% | 8/15/37 | 525 | 737 | |
3 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 3,931 | 5,787 | |
3 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 11,282 | 14,967 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 10,088 | 13,660 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 3,595 | 4,041 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 22,138 | 26,626 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 13,925 | 16,846 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 16,710 | 18,541 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 8,250 | 9,258 | |
3 | Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 10,102 | 11,798 | |
3 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 6,897 | 7,844 | |
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 5,726 | 7,200 | ||
3 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 4,692 | 5,533 | |
3 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 4,175 | 4,714 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 9,999 | 12,134 | ||
Consolidated Edison Co. of New York Inc. | 3.700% | 11/15/59 | 6,953 | 7,410 | ||
3 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 9,025 | 8,351 | |
3 | Consolidated Edison Inc. | 0.650% | 12/1/23 | 8,400 | 8,399 | |
Consumers Energy Co. | 0.350% | 6/1/23 | 4,300 | 4,293 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 7,310 | 7,718 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 6,935 | 7,882 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 4,578 | 5,399 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 6,784 | 7,313 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 4,750 | 5,676 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 6,382 | 7,796 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 8,095 | 10,346 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 7,470 | 7,910 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 18,552 | 21,041 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 8,300 | 7,527 | ||
Dayton Power & Light Co. | 3.950% | 6/15/49 | 1,483 | 1,655 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 4,805 | 5,118 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 5,475 | 6,529 | ||
Dominion Energy Inc. | 2.715% | 8/15/21 | 3,100 | 3,109 | ||
3 | Dominion Energy Inc. | 2.750% | 9/15/22 | 600 | 613 | |
Dominion Energy Inc. | 3.071% | 8/15/24 | 5,185 | 5,501 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 9,954 | 11,008 | ||
3 | Dominion Energy Inc. | 1.450% | 4/15/26 | 6,607 | 6,656 | |
3 | Dominion Energy Inc. | 2.850% | 8/15/26 | 7,616 | 8,117 | |
3 | Dominion Energy Inc. | 3.600% | 3/15/27 | 3,425 | 3,786 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 5,215 | 5,993 | ||
3 | Dominion Energy Inc. | 3.375% | 4/1/30 | 35,260 | 38,443 | |
3 | Dominion Energy Inc. | 6.300% | 3/15/33 | 5,800 | 7,790 | |
3 | Dominion Energy Inc. | 5.250% | 8/1/33 | 1,489 | 1,866 | |
3 | Dominion Energy Inc. | 5.950% | 6/15/35 | 4,385 | 5,925 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 5,583 | 8,283 | ||
3 | Dominion Energy Inc. | 3.300% | 4/15/41 | 6,150 | 6,453 | |
3 | Dominion Energy Inc. | 4.900% | 8/1/41 | 12,180 | 15,415 | |
3 | Dominion Energy Inc. | 4.050% | 9/15/42 | 8,756 | 10,011 | |
Dominion Energy Inc. | 4.700% | 12/1/44 | 4,124 | 5,147 | ||
3 | Dominion Energy Inc. | 4.600% | 3/15/49 | 6,975 | 8,771 | |
3 | Dominion Energy Inc. | 5.750% | 10/1/54 | 4,381 | 4,774 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 6,129 | 8,560 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 3,230 | 4,582 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 3,617 | 4,957 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 6,473 | 8,309 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 6,938 | 10,057 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 9,250 | 9,930 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 7,750 | 8,381 | ||
3 | DTE Electric Co. | 1.900% | 4/1/28 | 3,575 | 3,636 | |
DTE Electric Co. | 2.250% | 3/1/30 | 13,102 | 13,458 | ||
3 | DTE Electric Co. | 2.625% | 3/1/31 | 7,300 | 7,693 | |
3 | DTE Electric Co. | 4.000% | 4/1/43 | 6,425 | 7,614 | |
DTE Electric Co. | 4.300% | 7/1/44 | 600 | 736 | ||
DTE Electric Co. | 3.700% | 3/15/45 | 7,339 | 8,385 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 2,225 | 2,545 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 6,395 | 7,390 | ||
3 | DTE Electric Co. | 4.050% | 5/15/48 | 3,600 | 4,370 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
DTE Electric Co. | 3.950% | 3/1/49 | 5,125 | 6,169 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 6,925 | 7,103 | ||
3 | DTE Electric Co. | 3.250% | 4/1/51 | 5,400 | 5,842 | |
3 | DTE Energy Co. | 2.600% | 6/15/22 | 3,000 | 3,066 | |
3 | DTE Energy Co. | 0.550% | 11/1/22 | 4,673 | 4,683 | |
DTE Energy Co. | 2.250% | 11/1/22 | 4,763 | 4,876 | ||
3 | DTE Energy Co. | 3.700% | 8/1/23 | 8,300 | 8,816 | |
3 | DTE Energy Co. | 3.850% | 12/1/23 | 1,000 | 1,070 | |
3 | DTE Energy Co. | 3.500% | 6/1/24 | 7,224 | 7,720 | |
3 | DTE Energy Co. | 2.529% | 10/1/24 | 5,025 | 5,279 | |
3 | DTE Energy Co. | 1.050% | 6/1/25 | 7,100 | 7,088 | |
DTE Energy Co. | 2.850% | 10/1/26 | 22,668 | 24,165 | ||
DTE Energy Co. | 3.800% | 3/15/27 | 26,265 | 29,210 | ||
3 | DTE Energy Co. | 3.400% | 6/15/29 | 8,730 | 9,541 | |
DTE Energy Co. | 2.950% | 3/1/30 | 3,230 | 3,417 | ||
DTE Energy Co. | 6.375% | 4/15/33 | 5,245 | 7,138 | ||
Duke Energy Carolinas LLC | 2.500% | 3/15/23 | 9,308 | 9,615 | ||
Duke Energy Carolinas LLC | 3.050% | 3/15/23 | 9,200 | 9,604 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 8,315 | 9,002 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 14,782 | 16,953 | ||
3 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 5,940 | 7,591 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 6,687 | 6,956 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 6,756 | 7,004 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 7,125 | 7,409 | ||
Duke Energy Carolinas LLC | 6.450% | 10/15/32 | 4,590 | 6,314 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 10,881 | 15,155 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 7,195 | 10,196 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 6,326 | 8,989 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 9,558 | 12,989 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 6,212 | 7,524 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 7,879 | 9,278 | ||
Duke Energy Carolinas LLC | 3.750% | 6/1/45 | 11,303 | 12,805 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 11,145 | 12,874 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 9,518 | 10,724 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 2,075 | 2,435 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 8,272 | 8,694 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 7,050 | 7,818 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 10,908 | 11,136 | ||
Duke Energy Corp. | 3.050% | 8/15/22 | 13,740 | 14,049 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 4,900 | 5,233 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 5,700 | 5,644 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 12,889 | 13,633 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 16,379 | 17,719 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 6,631 | 7,265 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 18,881 | 19,110 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 9,200 | 9,329 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 12,730 | 15,605 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 24,043 | 25,634 | ||
Duke Energy Corp. | 3.950% | 8/15/47 | 1,103 | 1,217 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 8,350 | 9,572 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 9,015 | 9,321 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 4,482 | 4,896 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 6,058 | 6,861 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 15,250 | 16,004 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 8,010 | 7,853 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 8,906 | 13,150 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 10,406 | 15,360 | ||
Duke Energy Florida LLC | 5.650% | 4/1/40 | 1,895 | 2,644 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 1,409 | 1,626 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 8,705 | 9,447 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 5,825 | 7,142 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 1,543 | 1,555 | |
3 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 4,000 | 4,224 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 5,848 | 8,038 | ||
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 9,664 | 14,120 | ||
Duke Energy Indiana LLC | 6.450% | 4/1/39 | 4,075 | 5,995 | ||
3 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 3,777 | 4,822 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 19,650 | 22,137 | ||
3 | Duke Energy Indiana LLC | 3.250% | 10/1/49 | 5,680 | 5,997 | |
Duke Energy Ohio Inc. | 3.800% | 9/1/23 | 1,200 | 1,277 | ||
Duke Energy Ohio Inc. | 3.650% | 2/1/29 | 14,664 | 16,339 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 4,100 | 4,120 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 6,775 | 7,573 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 2,293 | 2,831 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 2,509 | 2,663 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 13,250 | 14,399 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 8,805 | 9,912 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 10,636 | 11,785 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 5,617 | 8,161 | ||
Duke Energy Progress LLC | 4.100% | 5/15/42 | 5,142 | 6,083 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 7,130 | 8,486 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 15,115 | 18,643 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 8,074 | 9,751 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 7,877 | 9,495 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 8,275 | 9,375 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 7,453 | 8,313 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 4,500 | 4,150 | ||
3,7 | East Ohio Gas Co. | 2.000% | 6/15/30 | 1,000 | 990 | |
3,7 | East Ohio Gas Co. | 3.000% | 6/15/50 | 2,650 | 2,645 | |
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 13,725 | 14,533 | ||
3 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 5,500 | 5,771 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 7,896 | 8,541 | ||
3 | Eastern Energy Gas Holdings LLC | 3.000% | 11/15/29 | 4,100 | 4,320 | |
Eastern Energy Gas Holdings LLC | 4.800% | 11/1/43 | 6,535 | 7,719 | ||
Eastern Energy Gas Holdings LLC | 4.600% | 12/15/44 | 5,075 | 5,942 | ||
3 | Eastern Energy Gas Holdings LLC | 3.900% | 11/15/49 | 200 | 215 | |
Edison International | 2.400% | 9/15/22 | 9,495 | 9,661 | ||
Edison International | 2.950% | 3/15/23 | 1,250 | 1,291 | ||
Edison International | 3.550% | 11/15/24 | 5,742 | 6,116 | ||
Edison International | 5.750% | 6/15/27 | 2,875 | 3,275 | ||
Edison International | 4.125% | 3/15/28 | 5,450 | 5,801 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 3,375 | 4,505 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 4,500 | 5,456 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 8,740 | 9,558 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 16,929 | 20,206 | ||
Enel Americas SA | 4.000% | 10/25/26 | 5,450 | 5,937 | ||
Enel Chile SA | 4.875% | 6/12/28 | 12,863 | 14,856 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 5,978 | 6,571 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 4,675 | 5,696 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 9,325 | 8,890 | ||
Entergy Corp. | 4.000% | 7/15/22 | 7,566 | 7,803 | ||
Entergy Corp. | 0.900% | 9/15/25 | 10,600 | 10,474 | ||
Entergy Corp. | 2.950% | 9/1/26 | 10,841 | 11,582 | ||
Entergy Corp. | 1.900% | 6/15/28 | 2,300 | 2,296 | ||
Entergy Corp. | 2.800% | 6/15/30 | 17,993 | 18,712 | ||
Entergy Corp. | 2.400% | 6/15/31 | 6,886 | 6,881 | ||
Entergy Corp. | 3.750% | 6/15/50 | 12,550 | 13,752 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 4,146 | 4,764 | ||
Entergy Louisiana LLC | 4.050% | 9/1/23 | 6,525 | 6,962 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 5,000 | 5,006 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 5,125 | 5,883 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 7,087 | 7,423 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 6,525 | 7,120 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 4,800 | 5,254 | ||
Entergy Louisiana LLC | 1.600% | 12/15/30 | 4,000 | 3,831 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 12,089 | 13,082 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 6,800 | 6,896 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 13,380 | 15,677 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 6,500 | 6,870 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 12,285 | 13,453 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 9,720 | 11,861 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 9,390 | 11,539 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 12,004 | 11,938 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 13,199 | 14,098 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 5,475 | 6,337 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 10,900 | 10,433 | ||
Entergy Texas Inc. | 4.500% | 3/30/39 | 475 | 562 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 4,324 | 4,645 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 8,444 | 9,341 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 6,680 | 6,940 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 5,440 | 6,485 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 5,790 | 5,986 | ||
Evergy Inc. | 2.450% | 9/15/24 | 3,420 | 3,582 | ||
Evergy Inc. | 2.900% | 9/15/29 | 6,812 | 7,211 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 6,326 | 6,690 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 13,320 | 14,430 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 8,827 | 10,391 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 5,625 | 6,641 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 4,304 | 5,205 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 4,175 | 4,402 | ||
Evergy Metro Inc. | 3.150% | 3/15/23 | 2,871 | 2,982 | ||
3 | Evergy Metro Inc. | 2.250% | 6/1/30 | 6,675 | 6,796 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 7,310 | 9,680 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 6,725 | 8,112 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 6,213 | 7,559 | ||
3 | Evergy Metro Inc. | 4.125% | 4/1/49 | 702 | 847 | |
3 | Eversource Energy | 3.800% | 12/1/23 | 6,200 | 6,656 | |
3 | Eversource Energy | 2.900% | 10/1/24 | 3,900 | 4,131 | |
3 | Eversource Energy | 3.150% | 1/15/25 | 5,547 | 5,924 | |
3 | Eversource Energy | 3.300% | 1/15/28 | 7,215 | 7,878 | |
3 | Eversource Energy | 4.250% | 4/1/29 | 6,750 | 7,870 | |
3 | Eversource Energy | 1.650% | 8/15/30 | 8,900 | 8,517 | |
Eversource Energy | 2.550% | 3/15/31 | 4,000 | 4,101 | ||
Eversource Energy | 3.450% | 1/15/50 | 12,375 | 13,075 | ||
Exelon Corp. | 3.497% | 6/1/22 | 4,237 | 4,345 | ||
3 | Exelon Corp. | 3.950% | 6/15/25 | 22,226 | 24,457 | |
Exelon Corp. | 3.400% | 4/15/26 | 12,363 | 13,466 | ||
Exelon Corp. | 4.050% | 4/15/30 | 20,069 | 22,849 | ||
3 | Exelon Corp. | 4.950% | 6/15/35 | 7,862 | 9,654 | |
Exelon Corp. | 5.625% | 6/15/35 | 6,970 | 9,173 | ||
Exelon Corp. | 5.100% | 6/15/45 | 4,837 | 6,337 | ||
Exelon Corp. | 4.450% | 4/15/46 | 9,980 | 12,107 | ||
Exelon Corp. | 4.700% | 4/15/50 | 12,510 | 15,796 | ||
Exelon Generation Co. LLC | 4.250% | 6/15/22 | 10,603 | 10,890 | ||
Exelon Generation Co. LLC | 6.250% | 10/1/39 | 14,001 | 17,248 | ||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 7,988 | 9,440 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 10,957 | 12,859 | ||
Florida Power & Light Co. | 2.750% | 6/1/23 | 11,625 | 12,030 | ||
Florida Power & Light Co. | 3.250% | 6/1/24 | 11,415 | 12,194 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 18,154 | 19,400 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 8,557 | 9,295 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 3,125 | 4,239 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 1,245 | 1,635 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Florida Power & Light Co. | 5.650% | 2/1/37 | 4,296 | 5,889 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 8,785 | 12,669 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 1,000 | 1,463 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 200 | 285 | ||
Florida Power & Light Co. | 5.250% | 2/1/41 | 1,655 | 2,268 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 16,348 | 19,923 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 7,640 | 9,281 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 5,373 | 6,336 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 4,350 | 5,295 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 9,455 | 11,120 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 23,238 | 28,238 | ||
Florida Power & Light Co. | 4.125% | 6/1/48 | 5,692 | 7,080 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 7,353 | 9,041 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 14,213 | 15,433 | ||
Fortis Inc. | 3.055% | 10/4/26 | 12,465 | 13,402 | ||
3 | Georgia Power Co. | 2.100% | 7/30/23 | 9,885 | 10,210 | |
3 | Georgia Power Co. | 2.200% | 9/15/24 | 7,575 | 7,889 | |
Georgia Power Co. | 3.250% | 4/1/26 | 8,450 | 9,122 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 7,375 | 7,989 | ||
3 | Georgia Power Co. | 2.650% | 9/15/29 | 9,332 | 9,804 | |
3 | Georgia Power Co. | 4.750% | 9/1/40 | 8,822 | 10,898 | |
Georgia Power Co. | 4.300% | 3/15/42 | 11,145 | 13,203 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 5,190 | 6,144 | ||
3 | Georgia Power Co. | 3.700% | 1/30/50 | 4,325 | 4,708 | |
3 | Georgia Power Co. | 3.250% | 3/15/51 | 9,150 | 9,286 | |
3 | Gulf Power Co. | 3.300% | 5/30/27 | 4,045 | 4,438 | |
Iberdrola International BV | 6.750% | 7/15/36 | 3,500 | 5,311 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 11,470 | 12,902 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 7,554 | 10,462 | ||
3 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 5,280 | 6,602 | |
3 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 9,680 | 10,851 | |
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 5,695 | 6,931 | ||
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 6,450 | 6,753 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 13,102 | 14,098 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 8,225 | 9,447 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 5,200 | 5,785 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 6,075 | 6,156 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 3,345 | 4,761 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 3,802 | 4,241 | ||
Interstate Power & Light Co. | 3.500% | 9/30/49 | 250 | 272 | ||
IPALCO Enterprises Inc. | 3.700% | 9/1/24 | 200 | 215 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 2,725 | 3,058 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 5,525 | 5,681 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 4,040 | 4,337 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 6,380 | 6,908 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 8,568 | 9,351 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 11,515 | 15,085 | ||
3 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 2,879 | 3,513 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 6,433 | 8,416 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 7,420 | 9,042 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 11,000 | 11,621 | ||
3 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 4,350 | 4,726 | |
Louisville Gas & Electric Co. | 4.250% | 4/1/49 | 12,097 | 14,941 | ||
MidAmerican Energy Co. | 3.500% | 10/15/24 | 10,694 | 11,585 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 5,680 | 6,205 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 8,185 | 9,269 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 9,264 | 13,132 | ||
3 | MidAmerican Energy Co. | 5.750% | 11/1/35 | 2,200 | 3,027 | |
3 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 8,780 | 12,125 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 5,266 | 6,824 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 1,950 | 2,416 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 7,385 | 9,126 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 4,132 | 4,898 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 11,105 | 12,676 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 7,948 | 9,984 | ||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 940 | 1,005 | ||
Mississippi Power Co. | 3.950% | 3/30/28 | 1,750 | 1,972 | ||
3 | Mississippi Power Co. | 4.250% | 3/15/42 | 8,090 | 9,561 | |
National Fuel Gas Co. | 3.750% | 3/1/23 | 3,660 | 3,818 | ||
National Fuel Gas Co. | 5.200% | 7/15/25 | 2,802 | 3,156 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 3,850 | 4,459 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 4,390 | 4,726 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 10,846 | 12,242 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 3,480 | 3,510 | ||
National Grid USA | 5.803% | 4/1/35 | 3,183 | 3,963 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 2.300% | 9/15/22 | 1,300 | 1,328 | |
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 12,572 | 13,000 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 11/15/23 | 5,925 | 6,295 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 15,111 | 15,952 | ||
National Rural Utilities Cooperative Finance Corp. | 0.350% | 2/8/24 | 3,000 | 2,992 | ||
National Rural Utilities Cooperative Finance Corp. | 2.850% | 1/27/25 | 9,927 | 10,555 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 10,002 | 10,870 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 17,210 | 17,072 | ||
National Rural Utilities Cooperative Finance Corp. | 3.050% | 4/25/27 | 4,695 | 5,119 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 200 | 220 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 5,890 | 6,691 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 7,874 | 8,830 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 6,903 | 7,120 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 1,000 | 929 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 5,170 | 4,924 | |
3 | National Rural Utilities Cooperative Finance Corp. | 8.000% | 3/1/32 | 1,150 | 1,736 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 12,195 | 14,302 | ||
3 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 7,437 | 7,789 | |
3 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 6,615 | 7,230 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 10,650 | 13,504 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 14,110 | 17,638 | ||
3 | Nevada Power Co. | 3.700% | 5/1/29 | 12,120 | 13,649 | |
3 | Nevada Power Co. | 2.400% | 5/1/30 | 7,835 | 8,078 | |
3 | Nevada Power Co. | 6.650% | 4/1/36 | 5,800 | 8,459 | |
3 | Nevada Power Co. | 6.750% | 7/1/37 | 8,597 | 12,500 | |
3 | Nevada Power Co. | 3.125% | 8/1/50 | 8,308 | 8,586 | |
NextEra Energy Capital Holdings Inc. | 2.403% | 9/1/21 | 12,500 | 12,545 | ||
NextEra Energy Capital Holdings Inc. | 1.950% | 9/1/22 | 2,700 | 2,749 | ||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 8,357 | 8,638 | ||
NextEra Energy Capital Holdings Inc. | 0.650% | 3/1/23 | 10,093 | 10,128 | ||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 6,650 | 7,074 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 17,825 | 18,940 | ||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 6,213 | 6,738 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 17,081 | 18,895 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 5,000 | 5,057 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 5,433 | 6,012 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 3,927 | 4,149 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 35,150 | 35,477 | ||
3 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 9,233 | 10,357 | |
3 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 6,117 | 7,127 | |
NiSource Inc. | 0.950% | 8/15/25 | 11,988 | 11,898 | ||
NiSource Inc. | 3.490% | 5/15/27 | 9,564 | 10,522 | ||
NiSource Inc. | 2.950% | 9/1/29 | 11,727 | 12,413 | ||
NiSource Inc. | 3.600% | 5/1/30 | 2,075 | 2,297 | ||
NiSource Inc. | 1.700% | 2/15/31 | 14,575 | 13,804 | ||
NiSource Inc. | 5.950% | 6/15/41 | 7,046 | 9,848 | ||
NiSource Inc. | 5.250% | 2/15/43 | 2,030 | 2,645 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
NiSource Inc. | 4.800% | 2/15/44 | 3,879 | 4,810 | ||
NiSource Inc. | 5.650% | 2/1/45 | 3,285 | 4,500 | ||
NiSource Inc. | 4.375% | 5/15/47 | 28,360 | 33,924 | ||
NiSource Inc. | 3.950% | 3/30/48 | 1,105 | 1,263 | ||
Northern States Power Co. | 2.150% | 8/15/22 | 133 | 134 | ||
Northern States Power Co. | 2.600% | 5/15/23 | 4,400 | 4,535 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 2,125 | 2,186 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 3,670 | 5,257 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 5,493 | 8,052 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 9,596 | 13,181 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 5,359 | 5,931 | ||
Northern States Power Co. | 4.125% | 5/15/44 | 700 | 850 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 3,120 | 3,728 | ||
Northern States Power Co. | 3.600% | 5/15/46 | 300 | 341 | ||
Northern States Power Co. | 3.600% | 9/15/47 | 767 | 873 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 5,021 | 5,139 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 700 | 674 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 4,500 | 4,866 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 5,130 | 6,025 | ||
NSTAR Electric Co. | 2.375% | 10/15/22 | 9,075 | 9,258 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 9,550 | 10,444 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 5,058 | 5,565 | ||
NSTAR Electric Co. | 3.950% | 4/1/30 | 2,000 | 2,305 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 4,996 | 6,837 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 3,300 | 4,097 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 2,080 | 2,776 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 8,450 | 10,690 | ||
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 1,325 | 1,666 | ||
Oglethorpe Power Corp. | 5.250% | 9/1/50 | 968 | 1,219 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 2,430 | 3,414 | ||
3 | Ohio Power Co. | 1.625% | 1/15/31 | 6,562 | 6,311 | |
Ohio Power Co. | 4.150% | 4/1/48 | 4,295 | 5,161 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 5,410 | 6,403 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 5,725 | 6,434 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 8,400 | 9,137 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 3,050 | 3,630 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 3,979 | 4,538 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 10,200 | 10,825 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 10,172 | 10,868 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 2,800 | 2,733 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 6,993 | 7,913 | ||
Oncor Electric Delivery Co. LLC | 5.750% | 3/15/29 | 1,600 | 2,017 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 5,950 | 6,340 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 5/1/32 | 5,440 | 7,813 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 2,930 | 4,351 | ||
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 1,842 | 2,997 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 5,900 | 7,996 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 4,494 | 5,719 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 2,025 | 2,789 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 13,152 | 15,178 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 4,965 | 5,810 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 3,000 | 3,661 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 13,193 | 15,659 | ||
3 | Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 8,010 | 8,461 | |
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 7,219 | 8,444 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 4,232 | 6,164 | ||
ONE Gas Inc. | 0.850% | 3/11/23 | 6,500 | 6,503 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 7,560 | 7,569 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 3,050 | 3,011 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 5,800 | 7,084 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 7,685 | 9,204 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pacific Gas & Electric Co. | 1.750% | 6/16/22 | 32,100 | 32,093 | ||
Pacific Gas & Electric Co. | 1.367% | 3/10/23 | 10,000 | 10,001 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 9,290 | 9,745 | ||
Pacific Gas & Electric Co. | 3.750% | 2/15/24 | 3,903 | 4,096 | ||
Pacific Gas & Electric Co. | 3.500% | 6/15/25 | 7,000 | 7,347 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 1,686 | 1,767 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 28,814 | 29,732 | ||
Pacific Gas & Electric Co. | 2.100% | 8/1/27 | 5,000 | 4,857 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 32,159 | 32,996 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 2,000 | 2,009 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 19,085 | 20,133 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 40,966 | 43,823 | ||
Pacific Gas & Electric Co. | 2.500% | 2/1/31 | 26,425 | 24,793 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 5,500 | 5,411 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 26,420 | 26,421 | ||
Pacific Gas & Electric Co. | 3.300% | 8/1/40 | 10,350 | 9,413 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 6,750 | 6,643 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 15,130 | 15,276 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 10,796 | 10,392 | ||
Pacific Gas & Electric Co. | 4.250% | 3/15/46 | 5,444 | 5,210 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 28,673 | 26,639 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 46,275 | 47,666 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 27,351 | 24,343 | ||
PacifiCorp | 2.950% | 6/1/23 | 5,381 | 5,602 | ||
PacifiCorp | 3.600% | 4/1/24 | 7,264 | 7,797 | ||
PacifiCorp | 3.500% | 6/15/29 | 15,010 | 16,675 | ||
PacifiCorp | 2.700% | 9/15/30 | 6,708 | 7,045 | ||
PacifiCorp | 7.700% | 11/15/31 | 1,399 | 2,063 | ||
PacifiCorp | 5.250% | 6/15/35 | 3,968 | 5,166 | ||
PacifiCorp | 6.100% | 8/1/36 | 5,828 | 8,154 | ||
PacifiCorp | 5.750% | 4/1/37 | 9,569 | 13,113 | ||
PacifiCorp | 6.250% | 10/15/37 | 7,260 | 10,350 | ||
PacifiCorp | 6.350% | 7/15/38 | 3,717 | 5,389 | ||
PacifiCorp | 6.000% | 1/15/39 | 4,796 | 6,790 | ||
PacifiCorp | 4.100% | 2/1/42 | 5,415 | 6,373 | ||
PacifiCorp | 4.125% | 1/15/49 | 15,672 | 18,799 | ||
PacifiCorp | 4.150% | 2/15/50 | 8,199 | 9,956 | ||
PacifiCorp | 3.300% | 3/15/51 | 11,436 | 12,182 | ||
PECO Energy Co. | 2.375% | 9/15/22 | 3,925 | 3,998 | ||
PECO Energy Co. | 3.150% | 10/15/25 | 2,350 | 2,515 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 6,771 | 8,068 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 5,925 | 6,149 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 6,540 | 6,520 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 5,100 | 5,325 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 5,750 | 6,332 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 4,500 | 4,559 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 2,450 | 2,995 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 4,215 | 4,549 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 5,000 | 5,154 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 10,615 | 10,694 | ||
Potomac Electric Power Co. | 3.600% | 3/15/24 | 3,537 | 3,794 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 7,787 | 11,426 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 5,865 | 7,050 | ||
PPL Capital Funding Inc. | 4.200% | 6/15/22 | 4,190 | 4,293 | ||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 1,945 | 2,013 | ||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 4,945 | 5,182 | ||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 977 | 1,057 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 9,475 | 10,190 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 5,467 | 7,946 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 3,150 | 3,764 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 5,505 | 6,655 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 6,475 | 7,687 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 3,560 | 4,378 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 3,135 | 4,471 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 3,025 | 4,178 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 7,724 | 10,655 | ||
PSEG Power LLC | 3.850% | 6/1/23 | 12,232 | 12,979 | ||
PSEG Power LLC | 8.625% | 4/15/31 | 1,838 | 2,827 | ||
Public Service Co. of Colorado | 2.250% | 9/15/22 | 6,300 | 6,385 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 5,625 | 6,354 | ||
3 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 5,451 | 5,410 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 10,080 | 10,025 | ||
3 | Public Service Co. of Colorado | 6.250% | 9/1/37 | 398 | 583 | |
Public Service Co. of Colorado | 3.600% | 9/15/42 | 7,700 | 8,698 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 1,737 | 2,121 | ||
Public Service Co. of Colorado | 3.800% | 6/15/47 | 1,776 | 2,075 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 4,375 | 5,341 | ||
Public Service Co. of Colorado | 4.050% | 9/15/49 | 6,417 | 7,912 | ||
3 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 3,410 | 3,687 | |
3 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 6,269 | 6,177 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 4,388 | 4,666 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 4,064 | 4,612 | ||
3 | Public Service Electric & Gas Co. | 2.375% | 5/15/23 | 5,357 | 5,534 | |
3 | Public Service Electric & Gas Co. | 3.250% | 9/1/23 | 125 | 132 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 11,393 | 12,216 | |
3 | Public Service Electric & Gas Co. | 2.250% | 9/15/26 | 4,945 | 5,190 | |
3 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 6,416 | 6,940 | |
3 | Public Service Electric & Gas Co. | 3.700% | 5/1/28 | 1,370 | 1,554 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/28 | 725 | 819 | |
3 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 3,675 | 4,040 | |
3 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 3,743 | 3,903 | |
3 | Public Service Electric & Gas Co. | 5.800% | 5/1/37 | 1,986 | 2,750 | |
3 | Public Service Electric & Gas Co. | 5.500% | 3/1/40 | 417 | 572 | |
3 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 14,730 | 17,388 | |
3 | Public Service Electric & Gas Co. | 3.650% | 9/1/42 | 1,111 | 1,259 | |
3 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 16,805 | 19,765 | |
3 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 6,451 | 7,345 | |
3 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 10,553 | 12,522 | |
3 | Public Service Electric & Gas Co. | 3.200% | 8/1/49 | 1,255 | 1,346 | |
3 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 3,830 | 4,085 | |
3 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 10,925 | 10,750 | |
3 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 8,150 | 7,055 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 8,308 | 8,546 | ||
Public Service Enterprise Group Inc. | 2.875% | 6/15/24 | 4,820 | 5,113 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 8,750 | 8,649 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 11,815 | 11,194 | ||
Puget Energy Inc. | 6.000% | 9/1/21 | 6,776 | 6,838 | ||
Puget Energy Inc. | 5.625% | 7/15/22 | 2,050 | 2,130 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 11,158 | 12,025 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 5,269 | 5,910 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 3,625 | 5,094 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 6,910 | 9,529 | ||
Puget Sound Energy Inc. | 5.795% | 3/15/40 | 1,824 | 2,539 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 3,318 | 4,573 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 10,800 | 13,254 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 6,846 | 8,395 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 5,575 | 5,930 | ||
3 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 7,682 | 8,135 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 1,589 | 1,682 | ||
3 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 4,050 | 3,915 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 1,929 | 2,713 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 5,845 | 7,244 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 5,850 | 6,686 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 7,201 | 8,723 | ||
3 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 3,000 | 3,189 | |
Sempra Energy | 2.875% | 10/1/22 | 7,150 | 7,319 | ||
Sempra Energy | 2.900% | 2/1/23 | 8,415 | 8,714 | ||
Sempra Energy | 4.050% | 12/1/23 | 11,660 | 12,508 | ||
Sempra Energy | 3.550% | 6/15/24 | 1,650 | 1,776 | ||
Sempra Energy | 3.750% | 11/15/25 | 8,665 | 9,524 | ||
Sempra Energy | 3.250% | 6/15/27 | 9,730 | 10,554 | ||
Sempra Energy | 3.400% | 2/1/28 | 12,855 | 14,125 | ||
Sempra Energy | 3.800% | 2/1/38 | 15,180 | 16,933 | ||
Sempra Energy | 6.000% | 10/15/39 | 24,655 | 34,304 | ||
Sempra Energy | 4.000% | 2/1/48 | 10,313 | 11,565 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 14,135 | 15,023 | ||
3 | Southern California Edison Co. | 1.845% | 2/1/22 | 779 | 778 | |
Southern California Edison Co. | 0.700% | 4/3/23 | 4,600 | 4,606 | ||
3 | Southern California Edison Co. | 3.400% | 6/1/23 | 8,675 | 9,113 | |
3 | Southern California Edison Co. | 3.500% | 10/1/23 | 9,977 | 10,544 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 7,150 | 7,201 | ||
3 | Southern California Edison Co. | 3.700% | 8/1/25 | 16,600 | 18,091 | |
3 | Southern California Edison Co. | 1.200% | 2/1/26 | 5,800 | 5,751 | |
3 | Southern California Edison Co. | 3.650% | 3/1/28 | 12,113 | 13,319 | |
3 | Southern California Edison Co. | 4.200% | 3/1/29 | 7,787 | 8,796 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 3,862 | 4,783 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 4,517 | 4,690 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 8,425 | 8,315 | ||
3 | Southern California Edison Co. | 2.500% | 6/1/31 | 6,000 | 6,020 | |
Southern California Edison Co. | 6.000% | 1/15/34 | 6,460 | 8,396 | ||
3 | Southern California Edison Co. | 5.750% | 4/1/35 | 3,163 | 4,075 | |
3 | Southern California Edison Co. | 5.350% | 7/15/35 | 9,228 | 11,527 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 6,200 | 7,902 | ||
3 | Southern California Edison Co. | 5.550% | 1/15/37 | 6,225 | 7,778 | |
3 | Southern California Edison Co. | 5.950% | 2/1/38 | 8,568 | 11,103 | |
Southern California Edison Co. | 6.050% | 3/15/39 | 3,202 | 4,265 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 8,363 | 10,472 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 5,213 | 5,996 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 13,620 | 14,672 | ||
3 | Southern California Edison Co. | 3.900% | 3/15/43 | 6,366 | 6,675 | |
Southern California Edison Co. | 4.650% | 10/1/43 | 5,223 | 6,006 | ||
3 | Southern California Edison Co. | 3.600% | 2/1/45 | 11,445 | 11,480 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 4,193 | 4,415 | ||
3 | Southern California Edison Co. | 4.125% | 3/1/48 | 20,646 | 22,084 | |
3 | Southern California Edison Co. | 4.875% | 3/1/49 | 8,080 | 9,613 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 17,957 | 18,003 | ||
3 | Southern California Edison Co. | 2.950% | 2/1/51 | 8,525 | 7,770 | |
3 | Southern California Edison Co. | 3.650% | 6/1/51 | 6,250 | 6,272 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 5,145 | 5,508 | ||
Southern California Gas Co. | 3.200% | 6/15/25 | 2,070 | 2,232 | ||
3 | Southern California Gas Co. | 2.600% | 6/15/26 | 13,675 | 14,543 | |
3 | Southern California Gas Co. | 2.550% | 2/1/30 | 9,305 | 9,628 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 4,495 | 5,058 | ||
3 | Southern California Gas Co. | 4.125% | 6/1/48 | 5,350 | 6,426 | |
3 | Southern California Gas Co. | 4.300% | 1/15/49 | 975 | 1,218 | |
3 | Southern California Gas Co. | 3.950% | 2/15/50 | 5,525 | 6,551 | |
Southern Co. | 2.950% | 7/1/23 | 7,825 | 8,171 | ||
3 | Southern Co. | 0.600% | 2/26/24 | 8,500 | 8,484 | |
Southern Co. | 3.250% | 7/1/26 | 18,765 | 20,357 | ||
3 | Southern Co. | 1.750% | 3/15/28 | 5,075 | 5,025 | |
3 | Southern Co. | 3.700% | 4/30/30 | 9,700 | 10,708 | |
Southern Co. | 4.250% | 7/1/36 | 6,475 | 7,511 | ||
Southern Co. | 4.400% | 7/1/46 | 13,185 | 15,469 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Southern Co. | 4.000% | 1/15/51 | 6,200 | 6,575 | |
3 | Southern Co. | 3.750% | 9/15/51 | 14,276 | 14,451 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 7,436 | 7,729 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 5,655 | 6,138 | ||
3 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 8,375 | 7,961 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 5,260 | 7,285 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 5,206 | 6,208 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 6,000 | 6,675 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 18,720 | 22,051 | ||
3 | Southern Power Co. | 2.500% | 12/15/21 | 9,800 | 9,880 | |
Southern Power Co. | 4.150% | 12/1/25 | 5,900 | 6,609 | ||
Southern Power Co. | 0.900% | 1/15/26 | 1,000 | 983 | ||
Southern Power Co. | 5.150% | 9/15/41 | 11,381 | 13,857 | ||
Southern Power Co. | 5.250% | 7/15/43 | 3,750 | 4,601 | ||
3 | Southern Power Co. | 4.950% | 12/15/46 | 4,510 | 5,409 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 7,675 | 8,533 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 1,000 | 1,000 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 1,175 | 1,261 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 3,525 | 4,017 | ||
3 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 7,025 | 7,118 | |
3 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 5,210 | 5,526 | |
3 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 17,169 | 19,584 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 8,113 | 11,344 | ||
3 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 15,217 | 16,713 | |
3 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 6,951 | 7,643 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 2,990 | 3,179 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 6,268 | 7,731 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 21,190 | 22,773 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 7,916 | 8,917 | ||
3 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 10,961 | 13,741 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 6,393 | 7,389 | ||
3 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 10,475 | 10,996 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 4,150 | 4,251 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 702 | 820 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 5,935 | 7,159 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 4,556 | 5,585 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 5,235 | 6,632 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 4,945 | 5,533 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 4,500 | 4,939 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 3,940 | 5,372 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 2,484 | 2,661 | ||
Tucson Electric Power Co. | 1.500% | 8/1/30 | 3,000 | 2,854 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 810 | 1,058 | ||
Tucson Electric Power Co. | 4.000% | 6/15/50 | 5,888 | 6,866 | ||
Union Electric Co. | 3.500% | 4/15/24 | 8,630 | 9,246 | ||
Union Electric Co. | 2.950% | 6/15/27 | 6,840 | 7,390 | ||
Union Electric Co. | 3.500% | 3/15/29 | 5,249 | 5,846 | ||
Union Electric Co. | 2.950% | 3/15/30 | 9,050 | 9,715 | ||
Union Electric Co. | 2.150% | 3/15/32 | 6,900 | 6,918 | ||
Union Electric Co. | 5.300% | 8/1/37 | 3,570 | 4,628 | ||
Union Electric Co. | 8.450% | 3/15/39 | 1,775 | 3,040 | ||
Union Electric Co. | 3.900% | 9/15/42 | 4,537 | 5,200 | ||
Union Electric Co. | 3.650% | 4/15/45 | 6,855 | 7,741 | ||
Union Electric Co. | 4.000% | 4/1/48 | 9,240 | 10,962 | ||
Union Electric Co. | 3.250% | 10/1/49 | 6,050 | 6,451 | ||
Union Electric Co. | 2.625% | 3/15/51 | 5,200 | 4,978 | ||
United Utilities plc | 6.875% | 8/15/28 | 1,160 | 1,490 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 3,690 | 5,415 | ||
Virginia Electric & Power Co. | 3.450% | 9/1/22 | 5,590 | 5,745 | ||
3 | Virginia Electric & Power Co. | 2.750% | 3/15/23 | 7,127 | 7,373 | |
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 6,320 | 6,738 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 5,030 | 5,383 | |
3 | Virginia Electric & Power Co. | 3.150% | 1/15/26 | 16,545 | 18,011 | |
3 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 4,946 | 5,343 | |
3 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 32,341 | 35,875 | |
3 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 21,210 | 23,983 | |
3 | Virginia Electric & Power Co. | 2.875% | 7/15/29 | 4,145 | 4,466 | |
3 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 7,802 | 10,818 | |
3 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 7,757 | 10,792 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 5,255 | 7,625 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 2,698 | 4,794 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 9,831 | 11,477 | ||
3 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 9,638 | 12,208 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 11,796 | 14,614 | ||
3 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 6,575 | 7,872 | |
3 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 9,324 | 10,962 | |
3 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 7,724 | 8,854 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 10,685 | 13,814 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 10,100 | 10,856 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 13,005 | 11,979 | ||
3 | Washington Gas Light Co. | 3.796% | 9/15/46 | 4,775 | 5,431 | |
3 | Washington Gas Light Co. | 3.650% | 9/15/49 | 6,375 | 7,159 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 7,025 | 7,028 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 7,000 | 7,018 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 3,475 | 3,788 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 7,125 | 6,964 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 7,970 | 7,630 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 1,930 | 2,019 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 3,200 | 3,211 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 775 | 1,018 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 1,050 | 1,432 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 4,040 | 5,055 | ||
Wisconsin Power & Light Co. | 3.050% | 10/15/27 | 2,450 | 2,651 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 4,325 | 6,183 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 4,475 | 5,069 | ||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 7,222 | 7,309 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 3,375 | 3,830 | ||
Wisconsin Public Service Corp. | 4.752% | 11/1/44 | 5,075 | 6,514 | ||
Wisconsin Public Service Corp. | 3.300% | 9/1/49 | 1,225 | 1,311 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 7,100 | 7,099 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 7,490 | 8,073 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 2,901 | 3,161 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 6,931 | 7,886 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 6,620 | 6,904 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 17,818 | 19,578 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 8,672 | 12,603 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 6,240 | 6,745 | ||
7,405,516 | ||||||
Total Corporate Bonds (Cost $83,365,940) | 89,869,123 | |||||
Sovereign Bonds (3.98%) | ||||||
3 | African Development Bank | 1.625% | 9/16/22 | 31,530 | 32,066 | |
3 | African Development Bank | 2.125% | 11/16/22 | 48,310 | 49,574 | |
African Development Bank | 0.750% | 4/3/23 | 6,185 | 6,234 | ||
African Development Bank | 3.000% | 9/20/23 | 20,460 | 21,646 | ||
African Development Bank | 0.875% | 3/23/26 | 35,650 | 35,617 | ||
3 | Asian Development Bank | 1.875% | 7/19/22 | 53,050 | 53,998 | |
Asian Development Bank | 1.875% | 8/10/22 | 3,500 | 3,566 | ||
3 | Asian Development Bank | 1.750% | 9/13/22 | 43,718 | 44,529 | |
Asian Development Bank | 1.625% | 1/24/23 | 25,300 | 25,849 | ||
3 | Asian Development Bank | 2.750% | 3/17/23 | 70,936 | 73,942 | |
3 | Asian Development Bank | 0.250% | 7/14/23 | 58,725 | 58,651 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Asian Development Bank | 0.250% | 10/6/23 | 56,850 | 56,705 | |
Asian Development Bank | 2.625% | 1/30/24 | 9,589 | 10,129 | ||
3 | Asian Development Bank | 0.375% | 6/11/24 | 35,000 | 34,878 | |
Asian Development Bank | 1.500% | 10/18/24 | 47,405 | 48,815 | ||
3 | Asian Development Bank | 2.000% | 1/22/25 | 16,765 | 17,557 | |
3 | Asian Development Bank | 2.125% | 3/19/25 | 3,485 | 3,668 | |
Asian Development Bank | 0.625% | 4/29/25 | 50,028 | 49,857 | ||
3 | Asian Development Bank | 0.375% | 9/3/25 | 76,000 | 74,780 | |
3 | Asian Development Bank | 0.500% | 2/4/26 | 66,675 | 65,607 | |
3 | Asian Development Bank | 1.000% | 4/14/26 | 22,100 | 22,222 | |
3 | Asian Development Bank | 2.000% | 4/24/26 | 13,525 | 14,223 | |
3 | Asian Development Bank | 1.750% | 8/14/26 | 1,725 | 1,792 | |
3 | Asian Development Bank | 2.625% | 1/12/27 | 22,199 | 24,089 | |
Asian Development Bank | 6.220% | 8/15/27 | 825 | 1,053 | ||
3 | Asian Development Bank | 2.500% | 11/2/27 | 41,262 | 44,603 | |
3 | Asian Development Bank | 2.750% | 1/19/28 | 24,442 | 26,824 | |
3 | Asian Development Bank | 1.250% | 6/9/28 | 8,000 | 7,993 | |
Asian Development Bank | 5.820% | 6/16/28 | 3,040 | 3,947 | ||
3 | Asian Development Bank | 3.125% | 9/26/28 | 12,375 | 13,927 | |
3 | Asian Development Bank | 1.750% | 9/19/29 | 38,275 | 39,348 | |
3 | Asian Development Bank | 1.875% | 1/24/30 | 19,900 | 20,620 | |
3 | Asian Development Bank | 0.750% | 10/8/30 | 26,625 | 24,929 | |
3 | Asian Development Bank | 1.500% | 3/4/31 | 33,145 | 33,194 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 12,800 | 12,774 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 42,030 | 44,092 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 18,675 | 18,490 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 39,575 | 38,914 | ||
Canadian Government Bond | 2.000% | 11/15/22 | 37,560 | 38,462 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 31,350 | 32,427 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 52,700 | 52,378 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 20,170 | 20,904 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 22,179 | 22,876 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 4,300 | 4,431 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 15,130 | 16,132 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 6,000 | 6,055 | ||
Council of Europe Development Bank | 1.750% | 9/26/22 | 12,362 | 12,596 | ||
Council of Europe Development Bank | 2.625% | 2/13/23 | 24,955 | 25,887 | ||
Council of Europe Development Bank | 0.250% | 6/10/23 | 3,150 | 3,147 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 17,375 | 17,328 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 3,425 | 3,609 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 5,970 | 5,946 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 13,000 | 13,323 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 13,881 | 15,034 | ||
Ecopetrol SA | 4.125% | 1/16/25 | 27,007 | 28,427 | ||
Ecopetrol SA | 5.375% | 6/26/26 | 24,023 | 26,488 | ||
Ecopetrol SA | 6.875% | 4/29/30 | 15,667 | 18,906 | ||
Ecopetrol SA | 7.375% | 9/18/43 | 8,780 | 10,824 | ||
Ecopetrol SA | 5.875% | 5/28/45 | 28,226 | 30,195 | ||
Equinor ASA | 2.450% | 1/17/23 | 27,856 | 28,748 | ||
Equinor ASA | 7.750% | 6/15/23 | 1,985 | 2,266 | ||
Equinor ASA | 2.650% | 1/15/24 | 27,244 | 28,644 | ||
Equinor ASA | 3.700% | 3/1/24 | 18,213 | 19,689 | ||
Equinor ASA | 3.250% | 11/10/24 | 14,880 | 16,098 | ||
Equinor ASA | 2.875% | 4/6/25 | 5,110 | 5,460 | ||
Equinor ASA | 1.750% | 1/22/26 | 14,255 | 14,676 | ||
Equinor ASA | 3.000% | 4/6/27 | 1,940 | 2,105 | ||
Equinor ASA | 7.250% | 9/23/27 | 8,032 | 10,662 | ||
Equinor ASA | 3.625% | 9/10/28 | 9,450 | 10,623 | ||
7 | Equinor ASA | 6.500% | 12/1/28 | 975 | 1,287 | |
Equinor ASA | 3.125% | 4/6/30 | 21,827 | 23,774 | ||
Equinor ASA | 2.375% | 5/22/30 | 6,864 | 7,079 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Equinor ASA | 3.625% | 4/6/40 | 3,615 | 4,111 | ||
Equinor ASA | 5.100% | 8/17/40 | 6,961 | 9,260 | ||
Equinor ASA | 4.250% | 11/23/41 | 9,969 | 12,136 | ||
Equinor ASA | 3.950% | 5/15/43 | 10,733 | 12,540 | ||
Equinor ASA | 4.800% | 11/8/43 | 9,220 | 12,011 | ||
Equinor ASA | 3.250% | 11/18/49 | 19,513 | 20,658 | ||
Equinor ASA | 3.700% | 4/6/50 | 27,567 | 31,694 | ||
3 | European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 27,644 | 28,793 | |
3 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 29,428 | 29,388 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 7,180 | 7,416 | ||
3 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 5,400 | 5,560 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 30,740 | 30,476 | ||
3 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 32,375 | 31,930 | |
3 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 41,600 | 40,937 | |
European Investment Bank | 2.250% | 8/15/22 | 41,690 | 42,655 | ||
European Investment Bank | 1.375% | 9/6/22 | 47,190 | 47,854 | ||
European Investment Bank | 2.000% | 12/15/22 | 10,885 | 11,166 | ||
European Investment Bank | 2.500% | 3/15/23 | 33,373 | 34,638 | ||
European Investment Bank | 1.375% | 5/15/23 | 37,400 | 38,165 | ||
3 | European Investment Bank | 2.875% | 8/15/23 | 51,874 | 54,659 | |
European Investment Bank | 0.250% | 9/15/23 | 71,885 | 71,739 | ||
3 | European Investment Bank | 3.125% | 12/14/23 | 53,984 | 57,581 | |
European Investment Bank | 3.250% | 1/29/24 | 57,807 | 61,985 | ||
European Investment Bank | 2.625% | 3/15/24 | 38,331 | 40,573 | ||
European Investment Bank | 2.250% | 6/24/24 | 52,190 | 54,880 | ||
European Investment Bank | 0.375% | 7/24/24 | 20,000 | 19,918 | ||
European Investment Bank | 2.500% | 10/15/24 | 25,910 | 27,537 | ||
European Investment Bank | 1.875% | 2/10/25 | 56,547 | 59,030 | ||
European Investment Bank | 1.625% | 3/14/25 | 64,947 | 67,226 | ||
European Investment Bank | 0.625% | 7/25/25 | 79,175 | 78,859 | ||
European Investment Bank | 0.375% | 12/15/25 | 56,878 | 55,815 | ||
European Investment Bank | 0.375% | 3/26/26 | 52,450 | 51,272 | ||
European Investment Bank | 2.125% | 4/13/26 | 52,320 | 55,376 | ||
European Investment Bank | 2.375% | 5/24/27 | 15,985 | 17,150 | ||
European Investment Bank | 0.625% | 10/21/27 | 2,725 | 2,638 | ||
European Investment Bank | 1.625% | 10/9/29 | 12,265 | 12,525 | ||
European Investment Bank | 0.875% | 5/17/30 | 8,100 | 7,728 | ||
European Investment Bank | 0.750% | 9/23/30 | 22,825 | 21,422 | ||
European Investment Bank | 1.250% | 2/14/31 | 25,175 | 24,629 | ||
European Investment Bank | 4.875% | 2/15/36 | 26,765 | 36,913 | ||
8 | Export Development Canada | 1.750% | 7/18/22 | 33,960 | 34,516 | |
8 | Export Development Canada | 2.500% | 1/24/23 | 12,540 | 12,979 | |
8 | Export Development Canada | 1.375% | 2/24/23 | 42,755 | 43,555 | |
8 | Export Development Canada | 2.750% | 3/15/23 | 8,690 | 9,056 | |
8 | Export Development Canada | 2.625% | 2/21/24 | 11,125 | 11,754 | |
Export-Import Bank of Korea | 3.000% | 11/1/22 | 7,989 | 8,259 | ||
Export-Import Bank of Korea | 3.625% | 11/27/23 | 13,664 | 14,672 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 33,525 | 36,432 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 6,250 | 6,221 | ||
Export-Import Bank of Korea | 2.875% | 1/21/25 | 200 | 213 | ||
Export-Import Bank of Korea | 1.875% | 2/12/25 | 15,200 | 15,654 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 7,330 | 8,010 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 3,000 | 2,935 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 13,975 | 14,971 | ||
Export-Import Bank of Korea | 3.250% | 8/12/26 | 725 | 800 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 250 | 264 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 25,300 | 24,116 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 5,500 | 5,283 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 12,300 | 12,227 | ||
9 | FMS Wertmanagement | 2.000% | 8/1/22 | 54,610 | 55,637 | |
9 | FMS Wertmanagement | 2.750% | 1/30/24 | 3,700 | 3,917 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Hydro-Quebec | 8.050% | 7/7/24 | 9,190 | 11,142 | |
3 | Hydro-Quebec | 8.500% | 12/1/29 | 5,546 | 8,296 | |
3 | Inter-American Development Bank | 1.750% | 9/14/22 | 33,378 | 34,006 | |
3 | Inter-American Development Bank | 3.000% | 9/26/22 | 27,846 | 28,810 | |
Inter-American Development Bank | 2.500% | 1/18/23 | 60,020 | 62,121 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 11,075 | 11,122 | ||
Inter-American Development Bank | 3.000% | 10/4/23 | 17,952 | 19,012 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 77,675 | 77,436 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 22,570 | 23,823 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 32,207 | 34,360 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 30,720 | 32,279 | ||
3 | Inter-American Development Bank | 1.750% | 3/14/25 | 40,865 | 42,456 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 33,727 | 33,937 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 5,249 | 6,493 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 61,257 | 61,000 | ||
3 | Inter-American Development Bank | 0.875% | 4/20/26 | 70,250 | 70,229 | |
3 | Inter-American Development Bank | 2.000% | 6/2/26 | 36,470 | 38,354 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 26,093 | 27,436 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 48,975 | 52,510 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 40,000 | 38,746 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 35,789 | 40,260 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 20,250 | 21,547 | ||
3 | Inter-American Development Bank | 1.125% | 1/13/31 | 27,825 | 26,889 | |
3 | Inter-American Development Bank | 3.875% | 10/28/41 | 3,520 | 4,488 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 11,727 | 13,523 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 11,450 | 15,675 | ||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 61,952 | 63,160 | ||
International Bank for Reconstruction & Development | 1.875% | 10/7/22 | 6,500 | 6,639 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 17,100 | 19,048 | ||
International Bank for Reconstruction & Development | 1.750% | 4/19/23 | 10,465 | 10,740 | ||
International Bank for Reconstruction & Development | 0.125% | 4/20/23 | 22,281 | 22,227 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 65,800 | 67,843 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 78,745 | 83,357 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 86,390 | 86,129 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 51,750 | 54,598 | ||
3 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 54,020 | 55,631 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 71,624 | 76,188 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 39,125 | 40,471 | ||
3 | International Bank for Reconstruction & Development | 2.125% | 3/3/25 | 3,946 | 4,152 | |
International Bank for Reconstruction & Development | 0.750% | 3/11/25 | 20,550 | 20,604 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 88,726 | 88,512 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 91,925 | 90,600 | ||
3 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 28,125 | 30,115 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 95,700 | 94,538 | ||
3 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 15,344 | 16,885 | |
International Bank for Reconstruction & Development | 8.875% | 3/1/26 | 1,050 | 1,407 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 35,680 | 35,599 | ||
3 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 8,986 | 9,388 | |
3 | International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 23,039 | 24,939 | |
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 58,386 | 56,876 | ||
3 | International Bank for Reconstruction & Development | 1.375% | 4/20/28 | 32,850 | 33,137 | |
3 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 15,275 | 15,712 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 25,900 | 24,697 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 51,950 | 48,766 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 55,800 | 54,519 | ||
3 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 11,553 | 15,422 | |
3 | International Finance Corp. | 2.000% | 10/24/22 | 36,600 | 37,458 | |
3 | International Finance Corp. | 2.875% | 7/31/23 | 25,350 | 26,686 | |
3 | International Finance Corp. | 1.375% | 10/16/24 | 21,855 | 22,408 | |
3 | International Finance Corp. | 0.375% | 7/16/25 | 6,250 | 6,161 | |
3 | International Finance Corp. | 2.125% | 4/7/26 | 24,600 | 26,016 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
International Finance Corp. | 0.750% | 8/27/30 | 9,875 | 9,268 | ||
10 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 8,925 | 8,938 | |
10 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 9,525 | 9,721 | |
10 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 11,200 | 11,451 | |
3,10 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 11,250 | 11,442 | |
10 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 34,280 | 35,249 | |
10 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 24,750 | 25,299 | |
10 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 29,500 | 29,648 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 5,000 | 5,284 | |
3,10 | Japan Bank for International Cooperation | 3.375% | 7/31/23 | 1,650 | 1,751 | |
10 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 35,000 | 34,930 | |
10 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 21,650 | 23,092 | |
3,10 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 6,000 | 5,987 | |
3,10 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 23,500 | 24,773 | |
3,10 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 20,690 | 22,112 | |
3,10 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 13,000 | 13,436 | |
3,10 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 38,109 | 39,887 | |
10 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 33,500 | 33,121 | |
3,10 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 10,657 | 11,477 | |
3,10 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 2,110 | 2,238 | |
3,10 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 31,650 | 33,400 | |
10 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 31,820 | 34,698 | |
10 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 9,250 | 10,093 | |
10 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 30,920 | 33,580 | |
10 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 14,935 | 16,757 | |
10 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 20,625 | 23,550 | |
10 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 11,600 | 12,007 | |
10 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 16,650 | 16,052 | |
10 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 15,150 | 15,425 | |
10 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 11,125 | 12,029 | |
10 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 5,250 | 5,913 | |
10 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 5,800 | 5,493 | |
10 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 3,200 | 3,220 | |
9 | KFW | 1.750% | 8/22/22 | 86,380 | 87,940 | |
9 | KFW | 2.000% | 9/29/22 | 7,599 | 7,769 | |
9 | KFW | 2.000% | 10/4/22 | 26,550 | 27,154 | |
9 | KFW | 2.375% | 12/29/22 | 63,705 | 65,755 | |
9 | KFW | 2.125% | 1/17/23 | 49,050 | 50,481 | |
9 | KFW | 1.625% | 2/15/23 | 59,205 | 60,536 | |
9 | KFW | 0.250% | 4/25/23 | 51,420 | 51,417 | |
9 | KFW | 0.250% | 10/19/23 | 97,200 | 96,953 | |
9 | KFW | 2.625% | 2/28/24 | 21,750 | 23,005 | |
9 | KFW | 0.250% | 3/8/24 | 52,700 | 52,431 | |
9 | KFW | 1.375% | 8/5/24 | 34,130 | 35,006 | |
9 | KFW | 2.500% | 11/20/24 | 61,196 | 65,072 | |
9 | KFW | 2.000% | 5/2/25 | 21,002 | 22,032 | |
9 | KFW | 0.375% | 7/18/25 | 98,925 | 97,583 | |
9 | KFW | 0.625% | 1/22/26 | 89,225 | 88,383 | |
9 | KFW | 2.875% | 4/3/28 | 19,075 | 21,130 | |
9 | KFW | 1.750% | 9/14/29 | 16,740 | 17,247 | |
9 | KFW | 0.750% | 9/30/30 | 30,325 | 28,478 | |
9 | KFW | 0.000% | 4/18/36 | 20,342 | 15,363 | |
9 | KFW | 0.000% | 6/29/37 | 39,350 | 28,995 | |
Korea Development Bank | 3.000% | 9/14/22 | 18,592 | 19,159 | ||
Korea Development Bank | 3.375% | 3/12/23 | 38,500 | 40,349 | ||
Korea Development Bank | 2.750% | 3/19/23 | 9,600 | 9,967 | ||
Korea Development Bank | 3.750% | 1/22/24 | 23,490 | 25,389 | ||
Korea Development Bank | 3.250% | 2/19/24 | 3,100 | 3,315 | ||
Korea Development Bank | 2.125% | 10/1/24 | 6,100 | 6,397 | ||
Korea Development Bank | 3.375% | 9/16/25 | 345 | 378 | ||
Korea Development Bank | 2.000% | 9/12/26 | 2,000 | 2,086 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Korea Development Bank | 1.625% | 1/19/31 | 13,900 | 13,663 | ||
9 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 14,850 | 15,802 | |
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 38,872 | 40,665 | |
3,9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 13,190 | 13,072 | |
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 26,500 | 28,175 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 18,000 | 17,991 | |
3,9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 18,175 | 18,894 | |
3,9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 14,574 | 15,753 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 27,550 | 26,055 | |
Nordic Investment Bank | 1.375% | 10/17/22 | 11,800 | 11,975 | ||
Nordic Investment Bank | 0.375% | 5/19/23 | 25,100 | 25,137 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 13,700 | 14,403 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 12,000 | 12,598 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 28,000 | 27,518 | ||
3 | Nordic Investment Bank | 0.500% | 1/21/26 | 20,000 | 19,690 | |
North American Development Bank | 2.400% | 10/26/22 | 1,658 | 1,690 | ||
11 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 5,650 | 5,745 | |
3,11 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 14,645 | 15,286 | |
11 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 12,071 | 12,832 | |
11 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 14,400 | 14,813 | |
11 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 32,575 | 31,982 | |
3,11 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 24,000 | 23,591 | |
3 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 17,345 | 18,819 | |
3 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 27,244 | 31,333 | |
3 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 21,391 | 24,934 | |
3 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 7,110 | 10,852 | |
3 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 13,325 | 15,709 | |
3 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 50,071 | 65,581 | |
3 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 37,066 | 47,913 | |
3,12 | Petroleos Mexicanos | 2.290% | 2/15/24 | 713 | 722 | |
12 | Petroleos Mexicanos | 2.378% | 4/15/25 | 1,130 | 1,158 | |
Province of Alberta | 2.200% | 7/26/22 | 31,270 | 31,920 | ||
Province of Alberta | 3.350% | 11/1/23 | 29,515 | 31,489 | ||
Province of Alberta | 2.950% | 1/23/24 | 14,535 | 15,432 | ||
Province of Alberta | 1.875% | 11/13/24 | 27,635 | 28,718 | ||
Province of Alberta | 1.000% | 5/20/25 | 19,305 | 19,435 | ||
Province of Alberta | 3.300% | 3/15/28 | 18,890 | 21,133 | ||
Province of Alberta | 1.300% | 7/22/30 | 38,560 | 37,060 | ||
Province of British Columbia | 2.000% | 10/23/22 | 16,381 | 16,760 | ||
3 | Province of British Columbia | 1.750% | 9/27/24 | 17,600 | 18,241 | |
3 | Province of British Columbia | 6.500% | 1/15/26 | 266 | 328 | |
Province of British Columbia | 2.250% | 6/2/26 | 8,375 | 8,871 | ||
Province of British Columbia | 1.300% | 1/29/31 | 13,925 | 13,509 | ||
Province of Manitoba | 2.100% | 9/6/22 | 12,070 | 12,329 | ||
3 | Province of Manitoba | 2.600% | 4/16/24 | 19,500 | 20,583 | |
Province of Manitoba | 3.050% | 5/14/24 | 2,150 | 2,297 | ||
Province of Manitoba | 2.125% | 6/22/26 | 6,575 | 6,899 | ||
Province of New Brunswick | 2.500% | 12/12/22 | 1,675 | 1,722 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 7,750 | 8,851 | ||
Province of Ontario | 2.200% | 10/3/22 | 10,500 | 10,753 | ||
Province of Ontario | 1.750% | 1/24/23 | 14,205 | 14,527 | ||
Province of Ontario | 3.400% | 10/17/23 | 53,470 | 57,068 | ||
Province of Ontario | 3.050% | 1/29/24 | 13,415 | 14,288 | ||
Province of Ontario | 3.200% | 5/16/24 | 6,950 | 7,467 | ||
Province of Ontario | 2.500% | 4/27/26 | 20,580 | 22,012 | ||
Province of Ontario | 2.300% | 6/15/26 | 42,600 | 45,155 | ||
Province of Ontario | 2.000% | 10/2/29 | 32,560 | 33,628 | ||
Province of Ontario | 1.125% | 10/7/30 | 19,335 | 18,387 | ||
Province of Ontario | 1.600% | 2/25/31 | 42,750 | 42,208 | ||
Province of Quebec | 2.625% | 2/13/23 | 33,300 | 34,551 | ||
3 | Province of Quebec | 7.500% | 7/15/23 | 300 | 342 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
3 | Province of Quebec | 7.125% | 2/9/24 | 11,047 | 12,878 | |
3 | Province of Quebec | 2.500% | 4/9/24 | 2,500 | 2,635 | |
3 | Province of Quebec | 2.875% | 10/16/24 | 18,888 | 20,252 | |
3 | Province of Quebec | 1.500% | 2/11/25 | 15,222 | 15,644 | |
Province of Quebec | 0.600% | 7/23/25 | 32,600 | 32,332 | ||
Province of Quebec | 2.500% | 4/20/26 | 24,800 | 26,559 | ||
Province of Quebec | 2.750% | 4/12/27 | 46,215 | 50,162 | ||
3 | Province of Quebec | 7.500% | 9/15/29 | 17,495 | 25,169 | |
Province of Quebec | 1.350% | 5/28/30 | 19,400 | 18,976 | ||
Province of Quebec | 1.900% | 4/21/31 | 92,925 | 94,651 | ||
Province of Saskatchewan | 8.500% | 7/15/22 | 3,374 | 3,644 | ||
Republic of Chile | 2.250% | 10/30/22 | 2,485 | 2,545 | ||
Republic of Chile | 3.125% | 3/27/25 | 6,870 | 7,383 | ||
Republic of Chile | 3.125% | 1/21/26 | 11,718 | 12,694 | ||
3 | Republic of Chile | 3.240% | 2/6/28 | 22,227 | 24,198 | |
3 | Republic of Chile | 2.450% | 1/31/31 | 24,140 | 24,593 | |
3 | Republic of Chile | 2.550% | 1/27/32 | 15,555 | 15,896 | |
3 | Republic of Chile | 3.100% | 5/7/41 | 21,640 | 21,721 | |
Republic of Chile | 3.625% | 10/30/42 | 3,050 | 3,244 | ||
Republic of Chile | 3.860% | 6/21/47 | 15,957 | 17,611 | ||
3 | Republic of Chile | 3.500% | 1/25/50 | 33,696 | 35,393 | |
3 | Republic of Chile | 3.100% | 1/22/61 | 22,057 | 21,114 | |
3 | Republic of Colombia | 2.625% | 3/15/23 | 11,364 | 11,610 | |
3 | Republic of Colombia | 4.000% | 2/26/24 | 13,550 | 14,353 | |
Republic of Colombia | 8.125% | 5/21/24 | 7,362 | 8,714 | ||
3 | Republic of Colombia | 4.500% | 1/28/26 | 19,523 | 21,318 | |
3 | Republic of Colombia | 3.875% | 4/25/27 | 18,602 | 19,740 | |
3 | Republic of Colombia | 4.500% | 3/15/29 | 20,175 | 22,006 | |
3 | Republic of Colombia | 3.000% | 1/30/30 | 12,050 | 11,807 | |
3 | Republic of Colombia | 3.125% | 4/15/31 | 10,975 | 10,738 | |
3 | Republic of Colombia | 3.250% | 4/22/32 | 19,500 | 19,080 | |
Republic of Colombia | 10.375% | 1/28/33 | 1,748 | 2,615 | ||
Republic of Colombia | 7.375% | 9/18/37 | 20,552 | 27,021 | ||
Republic of Colombia | 6.125% | 1/18/41 | 25,755 | 30,478 | ||
3 | Republic of Colombia | 4.125% | 2/22/42 | 12,100 | 11,751 | |
3 | Republic of Colombia | 5.625% | 2/26/44 | 29,857 | 33,779 | |
3 | Republic of Colombia | 5.000% | 6/15/45 | 52,014 | 55,267 | |
3 | Republic of Colombia | 5.200% | 5/15/49 | 17,230 | 18,837 | |
3 | Republic of Colombia | 4.125% | 5/15/51 | 19,678 | 18,645 | |
3 | Republic of Colombia | 3.875% | 2/15/61 | 13,912 | 12,441 | |
Republic of Finland | 6.950% | 2/15/26 | 2,645 | 3,304 | ||
Republic of Hungary | 5.375% | 2/21/23 | 25,258 | 27,308 | ||
Republic of Hungary | 5.750% | 11/22/23 | 6,001 | 6,741 | ||
Republic of Hungary | 5.375% | 3/25/24 | 26,673 | 30,091 | ||
Republic of Hungary | 7.625% | 3/29/41 | 19,240 | 31,567 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 9,000 | 9,326 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 10,275 | 11,251 | ||
Republic of Indonesia | 3.500% | 1/11/28 | 18,050 | 19,707 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 18,859 | 21,335 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 20,121 | 23,648 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 7,500 | 8,114 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 7,580 | 7,868 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 19,627 | 21,862 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 17,640 | 17,266 | ||
3,7 | Republic of Indonesia | 4.750% | 7/18/47 | 6,315 | 7,522 | |
Republic of Indonesia | 4.350% | 1/11/48 | 39,467 | 44,796 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 17,300 | 22,473 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 10,820 | 11,345 | ||
Republic of Indonesia | 3.500% | 2/14/50 | 3,891 | 4,035 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 23,533 | 26,788 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 12,505 | 12,398 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic of Indonesia | 4.450% | 4/15/70 | 15,830 | 18,701 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 7,700 | 7,708 | ||
Republic of Italy | 6.875% | 9/27/23 | 35,854 | 40,595 | ||
Republic of Italy | 0.875% | 5/6/24 | 23,090 | 23,017 | ||
Republic of Italy | 2.375% | 10/17/24 | 33,300 | 34,628 | ||
Republic of Italy | 1.250% | 2/17/26 | 34,650 | 34,190 | ||
Republic of Italy | 2.875% | 10/17/29 | 20,500 | 21,342 | ||
Republic of Italy | 5.375% | 6/15/33 | 30,840 | 38,841 | ||
Republic of Italy | 4.000% | 10/17/49 | 29,235 | 32,151 | ||
Republic of Italy | 3.875% | 5/6/51 | 35,500 | 38,216 | ||
Republic of Korea | 3.875% | 9/11/23 | 1,880 | 2,018 | ||
Republic of Korea | 5.625% | 11/3/25 | 2,525 | 3,007 | ||
Republic of Korea | 2.750% | 1/19/27 | 53,650 | 57,997 | ||
Republic of Korea | 3.500% | 9/20/28 | 450 | 508 | ||
Republic of Korea | 1.000% | 9/16/30 | 9,850 | 9,337 | ||
Republic of Korea | 4.125% | 6/10/44 | 7,012 | 8,949 | ||
Republic of Korea | 3.875% | 9/20/48 | 6,638 | 8,391 | ||
3 | Republic of Panama | 4.000% | 9/22/24 | 16,984 | 18,513 | |
3 | Republic of Panama | 3.750% | 3/16/25 | 24,783 | 26,974 | |
Republic of Panama | 7.125% | 1/29/26 | 16,219 | 20,130 | ||
Republic of Panama | 8.875% | 9/30/27 | 9,807 | 13,563 | ||
3 | Republic of Panama | 3.875% | 3/17/28 | 22,700 | 24,960 | |
Republic of Panama | 9.375% | 4/1/29 | 12,645 | 18,726 | ||
3 | Republic of Panama | 3.160% | 1/23/30 | 9,915 | 10,388 | |
3 | Republic of Panama | 2.252% | 9/29/32 | 15,720 | 15,088 | |
3 | Republic of Panama | 6.700% | 1/26/36 | 28,811 | 39,170 | |
3 | Republic of Panama | 4.500% | 5/15/47 | 15,855 | 18,015 | |
3 | Republic of Panama | 4.500% | 4/16/50 | 45,983 | 52,332 | |
3 | Republic of Panama | 4.300% | 4/29/53 | 21,225 | 23,530 | |
3 | Republic of Panama | 4.500% | 4/1/56 | 41,448 | 47,017 | |
3 | Republic of Panama | 3.870% | 7/23/60 | 28,840 | 29,460 | |
Republic of Peru | 7.350% | 7/21/25 | 7,239 | 8,878 | ||
3 | Republic of Peru | 2.392% | 1/23/26 | 11,095 | 11,452 | |
Republic of Peru | 4.125% | 8/25/27 | 1,699 | 1,902 | ||
Republic of Peru | 2.844% | 6/20/30 | 7,950 | 8,190 | ||
3 | Republic of Peru | 2.783% | 1/23/31 | 48,995 | 49,862 | |
3 | Republic of Peru | 1.862% | 12/1/32 | 12,525 | 11,635 | |
Republic of Peru | 8.750% | 11/21/33 | 36,024 | 56,494 | ||
3 | Republic of Peru | 6.550% | 3/14/37 | 16,341 | 22,479 | |
3 | Republic of Peru | 3.300% | 3/11/41 | 12,817 | 12,960 | |
Republic of Peru | 5.625% | 11/18/50 | 36,373 | 50,133 | ||
3 | Republic of Peru | 3.550% | 3/10/51 | 11,850 | 12,312 | |
3 | Republic of Peru | 2.780% | 12/1/60 | 19,275 | 17,174 | |
3 | Republic of Peru | 3.230% | 7/28/21 | 19,300 | 16,989 | |
Republic of Poland | 5.000% | 3/23/22 | 2,891 | 2,992 | ||
Republic of Poland | 3.000% | 3/17/23 | 23,820 | 24,889 | ||
Republic of Poland | 4.000% | 1/22/24 | 23,399 | 25,473 | ||
Republic of Poland | 3.250% | 4/6/26 | 26,135 | 28,822 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 1,150 | 1,259 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 1,150 | 1,480 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 19,896 | 27,050 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 25,665 | 31,051 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 16,200 | 17,482 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 23,380 | 26,546 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 21,578 | 34,155 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 12,200 | 12,704 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 28,520 | 42,140 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 7,988 | 7,710 | ||
5 | Republic of the Philippines | 1.950% | 1/6/32 | 11,250 | 11,095 | |
Republic of the Philippines | 6.375% | 1/15/32 | 10,425 | 14,338 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 39,239 | 55,327 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic of the Philippines | 5.000% | 1/13/37 | 2,070 | 2,607 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 48,448 | 53,819 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 18,502 | 19,970 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 28,730 | 31,008 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 38,797 | 37,486 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 8,746 | 8,101 | ||
5 | Republic of the Philippines | 3.200% | 7/6/46 | 27,200 | 27,283 | |
State of Israel | 3.150% | 6/30/23 | 11,600 | 12,228 | ||
State of Israel | 2.875% | 3/16/26 | 27,700 | 29,875 | ||
State of Israel | 3.250% | 1/17/28 | 8,300 | 9,144 | ||
State of Israel | 2.500% | 1/15/30 | 1,390 | 1,458 | ||
State of Israel | 2.750% | 7/3/30 | 19,817 | 21,189 | ||
State of Israel | 4.500% | 1/30/43 | 16,750 | 20,881 | ||
State of Israel | 4.125% | 1/17/48 | 14,175 | 17,094 | ||
State of Israel | 3.375% | 1/15/50 | 42,569 | 45,579 | ||
State of Israel | 3.875% | 7/3/50 | 30,370 | 35,162 | ||
State of Israel | 4.500% | 4/3/20 | 16,360 | 20,688 | ||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 18,100 | 18,471 | ||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 16,500 | 16,810 | ||
3 | Svensk Exportkredit AB | 2.875% | 3/14/23 | 17,995 | 18,779 | |
3 | Svensk Exportkredit AB | 0.750% | 4/6/23 | 8,377 | 8,436 | |
3 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 16,150 | 16,089 | |
3 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 9,000 | 8,966 | |
3 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 9,100 | 9,037 | |
3 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 26,050 | 25,887 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 35,425 | 34,940 | ||
3 | Svensk Exportkredit AB | 0.000% | 5/11/37 | 200 | 128 | |
United Mexican States | 4.000% | 10/2/23 | 1,841 | 1,994 | ||
United Mexican States | 3.600% | 1/30/25 | 41,067 | 45,079 | ||
3 | United Mexican States | 3.900% | 4/27/25 | 14,850 | 16,463 | |
United Mexican States | 4.125% | 1/21/26 | 32,285 | 36,408 | ||
United Mexican States | 4.150% | 3/28/27 | 47,140 | 53,322 | ||
United Mexican States | 3.750% | 1/11/28 | 30,740 | 33,567 | ||
United Mexican States | 4.500% | 4/22/29 | 37,025 | 41,897 | ||
3 | United Mexican States | 3.250% | 4/16/30 | 20,675 | 21,370 | |
3 | United Mexican States | 2.659% | 5/24/31 | 22,965 | 22,455 | |
3 | United Mexican States | 8.300% | 8/15/31 | 3,680 | 5,473 | |
3 | United Mexican States | 4.750% | 4/27/32 | 56,561 | 64,758 | |
3 | United Mexican States | 7.500% | 4/8/33 | 14,865 | 20,914 | |
3 | United Mexican States | 6.750% | 9/27/34 | 12,438 | 16,542 | |
United Mexican States | 6.050% | 1/11/40 | 36,994 | 46,436 | ||
3 | United Mexican States | 4.280% | 8/14/41 | 32,219 | 33,860 | |
3 | United Mexican States | 4.750% | 3/8/44 | 63,699 | 70,421 | |
United Mexican States | 5.550% | 1/21/45 | 14,658 | 17,720 | ||
United Mexican States | 4.600% | 1/23/46 | 33,554 | 36,113 | ||
United Mexican States | 4.350% | 1/15/47 | 32,890 | 34,369 | ||
United Mexican States | 4.600% | 2/10/48 | 37,613 | 40,421 | ||
3 | United Mexican States | 4.500% | 1/31/50 | 42,447 | 45,168 | |
3 | United Mexican States | 5.000% | 4/27/51 | 27,675 | 31,502 | |
3 | United Mexican States | 3.771% | 5/24/61 | 47,915 | 44,648 | |
3 | United Mexican States | 5.750% | 10/12/10 | 45,159 | 53,886 | |
Total Sovereign Bonds (Cost $12,002,439) | 12,424,060 | |||||
Taxable Municipal Bonds (0.73%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 2,980 | 3,144 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 2,050 | 3,323 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 4,895 | 7,288 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 2,300 | 3,806 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 1,000 | 1,450 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 8,475 | 12,467 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 2,160 | 3,045 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.499% | 2/15/50 | 1,550 | 2,526 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 9,415 | 17,696 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 4,000 | 4,219 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 4,075 | 6,126 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 18,010 | 29,219 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 6,275 | 10,891 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 10,390 | 18,135 | ||
California GO | 5.700% | 11/1/21 | 24,125 | 24,563 | ||
California GO | 3.375% | 4/1/25 | 5,450 | 5,967 | ||
California GO | 2.650% | 4/1/26 | 5,000 | 5,380 | ||
California GO | 1.700% | 2/1/28 | 5,150 | 5,218 | ||
California GO | 3.500% | 4/1/28 | 7,635 | 8,605 | ||
California GO | 3.050% | 4/1/29 | 600 | 660 | ||
California GO | 2.500% | 10/1/29 | 9,035 | 9,578 | ||
California GO | 1.750% | 11/1/30 | 5,000 | 4,976 | ||
California GO | 4.500% | 4/1/33 | 11,590 | 13,691 | ||
California GO | 7.500% | 4/1/34 | 32,805 | 51,695 | ||
California GO | 4.600% | 4/1/38 | 17,500 | 20,460 | ||
California GO | 7.550% | 4/1/39 | 41,470 | 70,706 | ||
California GO | 7.300% | 10/1/39 | 6,946 | 11,116 | ||
California GO | 7.350% | 11/1/39 | 29,675 | 47,781 | ||
California GO | 7.625% | 3/1/40 | 15,125 | 25,479 | ||
California GO | 7.600% | 11/1/40 | 15,755 | 27,515 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 3,220 | 3,759 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 1,850 | 1,848 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 10,905 | 11,167 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 1,410 | 1,967 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 5,000 | 5,331 | ||
Chicago IL GO | 7.045% | 1/1/29 | 2,580 | 3,002 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 7,505 | 10,560 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 1,745 | 2,624 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 4,375 | 5,613 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 9,095 | 12,114 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 7,135 | 10,149 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 3,745 | 5,830 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 8,870 | 10,144 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 5,735 | 6,640 | ||
Connecticut GO | 5.090% | 10/1/30 | 8,770 | 10,365 | ||
Connecticut GO | 5.850% | 3/15/32 | 6,410 | 8,540 | ||
Cook County IL GO | 6.229% | 11/15/34 | 4,650 | 6,334 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 2,100 | 2,880 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 2,065 | 3,135 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 4,000 | 5,632 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088% | 1/1/42 | 4,490 | 6,270 | ||
13 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 3,750 | 3,916 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 15,350 | 16,170 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 4,500 | 4,744 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 5,675 | 7,339 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 17,250 | 24,451 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 4,720 | 6,849 | ||
Energy Northwest Washington Electric Revenue (Columbia Generating Station) | 2.814% | 7/1/24 | 95 | 98 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 20,500 | 20,697 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 13,800 | 14,023 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 16,985 | 17,317 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 4,850 | 5,134 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 12,850 | 19,471 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 6,532 | 10,059 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 3,608 | 5,334 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 2,400 | 2,442 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 5,700 | 5,913 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 27,320 | 27,934 | ||
Great Lakes MI Water Authority Water Supply System Revenue | 3.473% | 7/1/41 | 1,000 | 1,073 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 4,100 | 4,381 | ||
Houston TX GO | 6.290% | 3/1/32 | 13,265 | 16,720 | ||
Houston TX GO | 3.961% | 3/1/47 | 1,330 | 1,595 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 2,400 | 2,472 | ||
Illinois GO | 4.950% | 6/1/23 | 6,262 | 6,693 | ||
Illinois GO | 5.100% | 6/1/33 | 84,564 | 99,434 | ||
Illinois GO | 6.630% | 2/1/35 | 2,930 | 3,659 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 4,980 | 6,929 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 6,300 | 7,172 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 7,980 | 9,925 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 4,165 | 4,419 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 1,925 | 2,385 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 900 | 1,171 | ||
14 | Kansas Development Finance Authority Revenue (Employees Retirement System) | 5.501% | 5/1/34 | 4,300 | 5,482 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 9,595 | 9,618 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 8,300 | 8,322 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 13,140 | 13,332 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 3,025 | 5,136 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 3,925 | 5,659 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 2,700 | 4,373 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 5,060 | 8,621 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 350 | 439 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 14,640 | 19,769 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 17,485 | 25,099 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 8,110 | 10,784 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 2,200 | 3,579 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 3,900 | 4,064 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 3,900 | 4,016 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 2,330 | 3,179 | ||
Massachusetts GO | 4.200% | 12/1/21 | 2,500 | 2,542 | ||
Massachusetts GO | 4.500% | 8/1/31 | 400 | 489 | ||
Massachusetts GO | 5.456% | 12/1/39 | 5,350 | 7,388 | ||
Massachusetts GO | 2.514% | 7/1/41 | 13,650 | 13,768 | ||
Massachusetts GO | 2.813% | 9/1/43 | 10,415 | 11,018 | ||
Massachusetts GO | 2.900% | 9/1/49 | 5,415 | 5,723 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 1.753% | 8/15/30 | 3,000 | 3,000 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 3,100 | 4,383 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 7,605 | 8,169 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 5,510 | 5,673 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 4,275 | 6,003 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 2,260 | 3,325 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 6,325 | 10,768 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 6,205 | 6,909 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 2,025 | 2,181 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 4,490 | 4,856 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 6,225 | 6,804 | ||
Michigan State Building Authority Revenue Refunding taxable BDS 2020 II | 2.705% | 10/15/40 | 6,300 | 6,260 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 2,600 | 3,000 | ||
Mississippi GO | 5.245% | 11/1/34 | 1,375 | 1,778 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 4,815 | 5,302 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 5,750 | 6,861 | ||
15 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 15,550 | 20,166 | |
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081% | 6/15/39 | 5,035 | 5,682 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 6.561% | 12/15/40 | 8,105 | 12,091 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131% | 6/15/42 | 5,410 | 6,159 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 12,050 | 14,358 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 18,650 | 30,622 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 23,438 | 37,502 | ||
New York City NY GO | 5.517% | 10/1/37 | 9,550 | 12,964 | ||
New York City NY GO | 6.271% | 12/1/37 | 3,200 | 4,616 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 1,435 | 2,142 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 395 | 592 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 2,900 | 4,435 |
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 | 1,617 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 4,675 | 6,889 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 19,200 | 29,728 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 4,675 | 6,012 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 8,550 | 11,439 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 1,950 | 2,602 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 1,935 | 2,816 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 720 | 1,055 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 10,675 | 14,411 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 20,105 | 32,678 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 11,425 | 11,812 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 8,600 | 8,685 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 2,650 | 2,913 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 2,170 | 2,839 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.600% | 3/15/40 | 865 | 1,168 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 9,795 | 10,714 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 5,015 | 5,372 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 2,000 | 2,113 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 4,000 | 4,540 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 5,775 | 7,205 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 1,950 | 1,983 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 10,855 | 17,926 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 9,285 | 12,462 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 5,285 | 6,292 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 3,860 | 5,473 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 8,675 | 8,915 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 2,550 | 3,051 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 6,040 | 8,426 | ||
Oregon GO | 5.892% | 6/1/27 | 5,230 | 6,320 | ||
16 | Oregon GO | 3.424% | 3/1/60 | 7,680 | 7,902 | |
14 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,200 | 1,422 | |
15 | Oregon School Boards Association GO | 5.680% | 6/30/28 | 1,575 | 1,931 | |
Pennsylvania State University | 2.790% | 9/1/43 | 7,400 | 7,530 | ||
Pennsylvania State University | 2.840% | 9/1/50 | 5,415 | 5,461 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 4,390 | 6,358 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 3,800 | 3,821 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 2,560 | 3,362 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 23,560 | 33,197 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 12,025 | 16,944 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 6,300 | 8,557 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 4,625 | 5,186 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 2,205 | 2,669 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 2,315 | 3,208 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 5,350 | 5,374 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 28,925 | 37,947 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 5,400 | 7,386 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 5,400 | 5,699 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 5,225 | 5,193 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 3,500 | 5,648 | ||
Riverside County CA Pension Obligation Bonds | 3.818% | 2/15/38 | 975 | 1,092 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 3,275 | 4,470 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 1,325 | 1,414 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 4,815 | 5,498 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 8,700 | 9,520 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 3,525 | 3,924 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 1,795 | 2,287 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 3,880 | 5,134 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 4,085 | 5,808 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 6,750 | 9,661 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 5,150 | 6,302 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 3,900 | 3,864 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 3.248% | 4/1/48 | 1,225 | 1,275 | ||
San Diego County CA Regional Transportation Commission Sales Tax Revenue | 5.911% | 4/1/48 | 3,760 | 5,689 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 11,670 | 17,631 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 3.303% | 11/1/39 | 6,605 | 7,077 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825% | 11/1/41 | 3,900 | 3,957 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 5,175 | 8,670 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 5,940 | 6,479 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 8,775 | 11,012 | ||
South Carolina Public Service Authority Revenue | 2.388% | 12/1/23 | 2,300 | 2,383 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 8,650 | 13,641 | ||
State of Florida Board of administration Finance Corp. | 2.638% | 7/1/21 | 7,330 | 7,330 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 2,617 | 3,125 | ||
Texas GO | 5.517% | 4/1/39 | 17,465 | 25,155 | ||
Texas GO | 3.211% | 4/1/44 | 6,000 | 6,329 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 12,735 | 14,187 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 11,375 | 11,530 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 12,250 | 12,103 | ||
Texas Transportation Commission Revenue | 5.178% | 4/1/30 | 7,485 | 9,238 | ||
Texas Transportation Commission Revenue | 4.681% | 4/1/40 | 2,850 | 3,735 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 9,725 | 11,959 | ||
14 | Tucson City AZ COP | 2.856% | 7/1/47 | 4,300 | 4,242 | |
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 13,925 | 21,738 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 2,575 | 4,026 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 7,295 | 7,508 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 6,730 | 7,149 | ||
University of California Regents Medical Center Pooled Revenue | 3.706% | 5/15/20 | 3,600 | 3,888 | ||
University of California Revenue | 0.883% | 5/15/25 | 4,075 | 4,088 | ||
University of California Revenue | 3.063% | 7/1/25 | 12,062 | 13,039 | ||
University of California Revenue | 1.316% | 5/15/27 | 7,575 | 7,598 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
University of California Revenue | 1.614% | 5/15/30 | 10,355 | 10,258 | ||
University of California Revenue | 4.601% | 5/15/31 | 5,079 | 6,025 | ||
University of California Revenue | 5.946% | 5/15/45 | 13,025 | 18,440 | ||
University of California Revenue | 3.071% | 5/15/51 | 7,300 | 7,374 | ||
University of California Revenue | 4.858% | 5/15/12 | 16,990 | 23,921 | ||
University of California Revenue | 4.767% | 5/15/15 | 6,058 | 8,317 | ||
University of Michigan | 2.437% | 4/1/40 | 5,110 | 5,130 | ||
University of Michigan | 2.562% | 4/1/50 | 2,850 | 2,819 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 5,355 | 5,777 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555% | 9/15/19 | 14,580 | 15,340 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 2,985 | 3,957 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 3,200 | 3,654 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 5,110 | 4,911 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 5,800 | 6,692 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 5,715 | 5,971 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 19,425 | 18,316 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 3,425 | 4,295 | ||
University of Virginia Revenue | 3.227% | 9/1/19 | 935 | 901 | ||
Utah GO | 4.554% | 7/1/24 | 1,915 | 2,028 | ||
Utah GO | 3.539% | 7/1/25 | 8,971 | 9,574 | ||
Washington GO | 5.140% | 8/1/40 | 4,410 | 6,076 | ||
14 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 1,050 | 1,222 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 3,100 | 3,429 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 17,995 | 20,218 | ||
Total Taxable Municipal Bonds (Cost $1,960,107) | 2,281,200 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (2.57%) | ||||||
Money Market Fund (2.57%) | ||||||
17 | Vanguard Market Liquidity Fund (Cost $8,033,657) | 0.056% | 80,349,208 | 8,034,921 | ||
Total Investments (102.20%) (Cost $306,352,764) | 319,306,154 | |||||
Other Assets and Liabilities—Net (-2.20%) | (6,886,006) | |||||
Net Assets (100%) | 312,420,148 |
Cost is in $000. | |
1 | Securities with a value of $1,267,000 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 June 30, 2021. |
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 June 30, 2021, the aggregate value was $1,410,874,000, representing 0.5% 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. | |
COP—Certificate of Participation. | |
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. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
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 Inflation-Protected Securities Fund, Vanguard Total Bond Market Index Fund, and Vanguard Ultra-Short Bond ETF. 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)(1) | Not applicable. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications field herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD BOND INDEX FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: August 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: August 19, 2021
VANGUARD BOND INDEX FUNDS | ||
BY: | /s/ JOHN BENDL* | |
JOHN BENDL CHIEF FINANCIAL OFFICER |
Date: August 19, 2021
* By: /s/ Anne E. Robinson
Anne E. Robinson, pursuant to a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.