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: 811-05962
Name of Registrant: | Vanguard Variable Insurance 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, 2023—December 31, 2023
Item 1: Reports to Shareholders
Balanced Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisor's Report | 2 |
About Your Portfolio’s Expenses | 4 |
Performance Summary | 5 |
Financial Statements | 7 |
Trustees Approve Advisory Arrangement | 33 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Balanced Portfolio returned 14.33%, lower than the 19.36% return of its composite benchmark index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The portfolio’s stock holdings fell roughly 8 percentage points short of the 26.29% return of the Standard & Poor’s 500 Index, the benchmark for the equity portion of the composite index. Information technology stocks, which had the largest weighting in the index and the highest returns among sectors, accounted for more than half of the index’s return. The portfolio had a smaller weighting than the index in that sector and its holdings didn’t soar as high, which accounted for much of the shortfall. On the other hand, the portfolio’s stock picks in communication services greatly outpaced those in the index, but at less than 9% of the portfolio’s weighting, they did not impact relative performance as much. |
• | The fixed income sleeve of the portfolio slightly outperformed the 7.23% return of its benchmark, the Bloomberg U.S. Credit A or Better Index. Strong security selection across industrials, financials, utilities, and noncorporate credit contributed to returns. Conversely, a shorter credit spread duration position relative to the benchmark offset some of the positive performance. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
features that we believe will serve the portfolio’s shareholders well over time.
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Balanced Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,062.00 | $1.09 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.15 | 1.07 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Balanced Portfolio | 14.33% | 9.59% | 7.89% | $21,378 | |
Composite Stock/Bond Index | 19.36 | 10.96 | 8.81 | 23,261 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Asset-Backed/Commercial Mortgage-Backed Securities | 1.0% |
Common Stocks | 65.9 |
Corporate Bonds | 23.1 |
Sovereign Bonds | 0.2 |
Taxable Municipal Bonds | 1.6 |
U.S. Government and Agency Obligations | 8.2 |
Shares | Market Value• ($000) | ||
Common Stocks (64.8%) | |||
Communication Services (5.7%) | |||
* | Alphabet Inc. Class A | 899,838 | 125,698 |
* | Meta Platforms Inc. Class A | 173,505 | 61,414 |
187,112 | |||
Consumer Discretionary (7.2%) | |||
* | Amazon.com Inc. | 566,532 | 86,079 |
Home Depot Inc. | 90,582 | 31,391 | |
McDonald's Corp. | 102,069 | 30,264 | |
TJX Cos. Inc. | 305,129 | 28,624 | |
Lennar Corp. Class A | 90,244 | 13,450 | |
Starbucks Corp. | 123,870 | 11,893 | |
DR Horton Inc. | 70,841 | 10,766 | |
* | Airbnb Inc. Class A | 59,546 | 8,107 |
* | Coupang Inc. | 481,831 | 7,801 |
Tractor Supply Co. | 29,265 | 6,293 | |
234,668 | |||
Consumer Staples (3.3%) | |||
Procter & Gamble Co. | 304,617 | 44,639 | |
Pernod Ricard SA | 134,676 | 23,800 | |
Sysco Corp. | 277,665 | 20,306 | |
Unilever plc (XLON) | 402,336 | 19,477 | |
108,222 | |||
Energy (4.2%) | |||
Shell plc | 1,361,162 | 44,787 | |
ConocoPhillips | 281,521 | 32,676 | |
EQT Corp. | 334,160 | 12,919 | |
Diamondback Energy Inc. | 81,240 | 12,599 | |
Cenovus Energy Inc. | 682,680 | 11,366 | |
EOG Resources Inc. | 89,675 | 10,846 | |
Coterra Energy Inc. | 242,649 | 6,192 | |
Chesapeake Energy Corp. | 55,987 | 4,308 | |
135,693 | |||
Financials (8.6%) | |||
Progressive Corp. | 339,491 | 54,074 | |
JPMorgan Chase & Co. | 258,664 | 43,999 | |
S&P Global Inc. | 72,685 | 32,019 | |
Morgan Stanley | 337,081 | 31,433 | |
Intercontinental Exchange Inc. | 221,274 | 28,418 | |
BlackRock Inc. | 34,998 | 28,411 | |
Global Payments Inc. | 95,455 | 12,123 | |
American Express Co. | 58,755 | 11,007 | |
Visa Inc. Class A | 41,126 | 10,707 | |
Mastercard Inc. Class A | 24,455 | 10,430 | |
Everest Group Ltd. | 23,425 | 8,283 | |
Goldman Sachs Group Inc. | 19,688 | 7,595 | |
278,499 | |||
Health Care (9.8%) | |||
UnitedHealth Group Inc. | 96,538 | 50,824 | |
Merck & Co. Inc. | 338,338 | 36,886 | |
Danaher Corp. | 158,306 | 36,623 | |
AstraZeneca plc ADR | 511,653 | 34,460 | |
HCA Healthcare Inc. | 124,237 | 33,628 | |
Pfizer Inc. | 1,061,239 | 30,553 |
Shares | Market Value• ($000) | ||
Novartis AG (Registered) | 274,896 | 27,767 | |
Becton Dickinson & Co. | 98,643 | 24,052 | |
Humana Inc. | 43,164 | 19,761 | |
Elevance Health Inc. | 30,276 | 14,277 | |
Daiichi Sankyo Co. Ltd. | 359,600 | 9,845 | |
318,676 | |||
Industrials (5.6%) | |||
Honeywell International Inc. | 159,252 | 33,397 | |
* | Uber Technologies Inc. | 432,459 | 26,626 |
* | Boeing Co. | 85,927 | 22,398 |
Fortive Corp. | 286,995 | 21,131 | |
Johnson Controls International plc | 276,107 | 15,915 | |
Parker-Hannifin Corp. | 34,321 | 15,812 | |
Illinois Tool Works Inc. | 53,757 | 14,081 | |
Northrop Grumman Corp. | 25,239 | 11,815 | |
Deere & Co. | 29,051 | 11,617 | |
RTX Corp. | 132,049 | 11,111 | |
183,903 | |||
Information Technology (15.7%) | |||
Microsoft Corp. | 453,410 | 170,500 | |
Apple Inc. | 539,420 | 103,855 | |
Intel Corp. | 732,587 | 36,813 | |
Texas Instruments Inc. | 187,942 | 32,037 | |
Broadcom Inc. | 28,700 | 32,036 | |
* | Advanced Micro Devices Inc. | 193,823 | 28,571 |
KLA Corp. | 44,116 | 25,645 | |
* | Salesforce Inc. | 97,270 | 25,596 |
Accenture plc Class A | 59,891 | 21,016 | |
Oracle Corp. | 164,566 | 17,350 | |
Taiwan Semiconductor Manufacturing Co. Ltd. ADR | 148,300 | 15,423 | |
CDW Corp. | 19,133 | 4,349 | |
513,191 | |||
Materials (1.8%) | |||
Glencore plc | 4,967,133 | 29,858 | |
Barrick Gold Corp. (XTSE) | 968,972 | 17,529 | |
Anglo American plc | 490,610 | 12,278 | |
59,665 | |||
Real Estate (0.8%) | |||
Welltower Inc. | 173,592 | 15,653 | |
VICI Properties Inc. | 317,986 | 10,137 | |
25,790 | |||
Utilities (2.1%) | |||
Duke Energy Corp. | 325,647 | 31,601 | |
Exelon Corp. | 757,643 | 27,199 | |
American Electric Power Co. Inc. | 116,985 | 9,502 | |
68,302 | |||
Total Common Stocks (Cost $1,606,127) | 2,113,721 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (8.1%) | ||||||
U.S. Government Securities (6.9%) | ||||||
1 | United States Treasury Note/Bond | 4.250% | 12/31/24 | 550 | 547 | |
United States Treasury Note/Bond | 4.625% | 2/28/25 | 100 | 100 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 5,180 | 5,005 | ||
United States Treasury Note/Bond | 3.875% | 3/31/25 | 7,800 | 7,732 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 9,520 | 9,285 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 4,850 | 4,567 | ||
United States Treasury Note/Bond | 4.250% | 5/31/25 | 500 | 498 | ||
United States Treasury Note/Bond | 4.625% | 6/30/25 | 4,500 | 4,511 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 5,655 | 5,295 | ||
United States Treasury Note/Bond | 4.750% | 7/31/25 | 1,800 | 1,808 | ||
United States Treasury Note/Bond | 3.125% | 8/15/25 | 13,020 | 12,760 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 4,800 | 4,482 | ||
United States Treasury Note/Bond | 3.500% | 9/15/25 | 1,860 | 1,833 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 22,365 | 20,775 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 890 | 825 | ||
United States Treasury Note/Bond | 3.875% | 1/15/26 | 3,600 | 3,573 | ||
United States Treasury Note/Bond | 4.000% | 2/15/26 | 15,500 | 15,432 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 210 | 195 | ||
United States Treasury Note/Bond | 4.500% | 7/15/26 | 70 | 71 | ||
United States Treasury Note/Bond | 4.375% | 8/15/26 | 7,000 | 7,050 | ||
United States Treasury Note/Bond | 4.625% | 9/15/26 | 2,600 | 2,637 | ||
United States Treasury Note/Bond | 4.625% | 11/15/26 | 7,876 | 8,003 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 439 | 420 | ||
United States Treasury Note/Bond | 2.750% | 7/31/27 | 1,192 | 1,144 | ||
United States Treasury Note/Bond | 3.125% | 8/31/27 | 650 | 632 | ||
United States Treasury Note/Bond | 4.125% | 9/30/27 | 10,037 | 10,106 | ||
United States Treasury Note/Bond | 4.125% | 10/31/27 | 10,200 | 10,268 | ||
United States Treasury Note/Bond | 3.875% | 11/30/27 | 2,140 | 2,136 | ||
United States Treasury Note/Bond | 3.875% | 12/31/27 | 738 | 737 | ||
United States Treasury Note/Bond | 4.000% | 2/29/28 | 3,202 | 3,214 | ||
United States Treasury Note/Bond | 3.625% | 3/31/28 | 249 | 246 | ||
United States Treasury Note/Bond | 3.625% | 5/31/28 | 336 | 333 | ||
United States Treasury Note/Bond | 4.000% | 6/30/28 | 650 | 653 | ||
United States Treasury Note/Bond | 4.125% | 7/31/28 | 4,243 | 4,289 | ||
United States Treasury Note/Bond | 4.375% | 8/31/28 | 7,777 | 7,947 | ||
United States Treasury Note/Bond | 4.625% | 9/30/28 | 6,394 | 6,604 | ||
United States Treasury Note/Bond | 4.375% | 11/30/28 | 5,052 | 5,173 | ||
United States Treasury Note/Bond | 3.875% | 9/30/29 | 84 | 84 | ||
United States Treasury Note/Bond | 4.000% | 10/31/29 | 334 | 336 | ||
United States Treasury Note/Bond | 3.500% | 4/30/30 | 317 | 310 | ||
United States Treasury Note/Bond | 3.750% | 5/31/30 | 538 | 534 | ||
United States Treasury Note/Bond | 4.000% | 7/31/30 | 642 | 646 | ||
United States Treasury Note/Bond | 4.875% | 10/31/30 | 122 | 129 | ||
United States Treasury Note/Bond | 4.375% | 11/30/30 | 480 | 494 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 13,748 | 9,978 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 865 | 666 | ||
United States Treasury Note/Bond | 3.375% | 8/15/42 | 15,414 | 13,790 | ||
United States Treasury Note/Bond | 4.000% | 11/15/42 | 3,193 | 3,113 | ||
United States Treasury Note/Bond | 3.875% | 2/15/43 | 1,302 | 1,246 | ||
United States Treasury Note/Bond | 3.875% | 5/15/43 | 5,551 | 5,311 | ||
United States Treasury Note/Bond | 4.375% | 8/15/43 | 2,795 | 2,863 | ||
United States Treasury Note/Bond | 4.750% | 11/15/43 | 2,000 | 2,152 | ||
United States Treasury Note/Bond | 4.000% | 11/15/52 | 110 | 109 | ||
United States Treasury Note/Bond | 3.625% | 2/15/53 | 577 | 535 | ||
United States Treasury Note/Bond | 3.625% | 5/15/53 | 5,270 | 4,894 | ||
United States Treasury Note/Bond | 4.125% | 8/15/53 | 3,202 | 3,251 | ||
United States Treasury Note/Bond | 4.750% | 11/15/53 | 1,825 | 2,056 | ||
223,383 | ||||||
Conventional Mortgage-Backed Securities (1.1%) | ||||||
2,3 | Fannie Mae Pool | 1.770% | 1/1/36 | 530 | 416 | |
2,3 | Freddie Mac Gold Pool | 4.000% | 9/1/41 | 1 | 1 | |
2 | Ginnie Mae I Pool | 8.000% | 9/15/30 | 20 | 20 | |
2 | Ginnie Mae I Pool | 7.000% | 11/15/31 - 11/15/33 | 22 | 22 | |
2,3 | UMBS Pool | 2.000% | 4/1/36 - 3/1/37 | 5,569 | 5,021 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,3 | UMBS Pool | 2.500% | 4/1/37 - 4/1/38 | 629 | 571 | |
2,3 | UMBS Pool | 5.000% | 8/1/43 - 5/1/53 | 18,438 | 18,303 | |
2,3 | UMBS Pool | 4.000% | 3/1/46 - 8/1/51 | 1,166 | 1,133 | |
2,3,4 | UMBS Pool | 4.500% | 7/1/48 - 1/16/54 | 8,764 | 8,525 | |
2,3 | UMBS Pool | 5.500% | 3/1/53 - 9/1/53 | 2,611 | 2,635 | |
36,647 | ||||||
Nonconventional Mortgage-Backed Securities (0.1%) | ||||||
2,3 | Fannie Mae REMICS | 3.500% | 4/25/31 - 11/25/57 | 1,781 | 1,681 | |
2,3 | Fannie Mae REMICS | 3.000% | 12/25/39 - 9/25/57 | 1,173 | 1,059 | |
2,3 | Fannie Mae REMICS | 1.500% | 8/25/41 | 67 | 62 | |
2,3 | Fannie Mae REMICS | 1.700% | 6/25/43 | 26 | 25 | |
2,3 | Fannie Mae REMICS | 2.000% | 6/25/44 | 5 | 5 | |
2,3 | Fannie Mae REMICS | 2.500% | 8/25/46 | 450 | 364 | |
2,3 | Fannie Mae REMICS | 4.000% | 7/25/53 | 56 | 55 | |
2,3 | Freddie Mac REMICS | 4.000% | 12/15/30 - 2/15/31 | 95 | 94 | |
2,3 | Freddie Mac REMICS | 3.500% | 3/15/31 - 10/15/45 | 254 | 234 | |
2,3 | Freddie Mac REMICS | 3.000% | 6/15/44 - 7/15/45 | 299 | 262 | |
3,841 | ||||||
Total U.S. Government and Agency Obligations (Cost $270,725) | 263,871 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (1.0%) | ||||||
2,5 | Aaset Trust Class A Series 2019-1 | 3.844% | 5/15/39 | 119 | 77 | |
2,5 | Affirm Asset Securitization Trust Class A Series 2021-Z1 | 1.070% | 8/15/25 | 44 | 43 | |
2,5 | Affirm Asset Securitization Trust Class A Series 2021-Z2 | 1.170% | 11/16/26 | 94 | 92 | |
2,5 | Aligned Data Centers Issuer LLC Class A2 Series 2021-1A | 1.937% | 8/15/46 | 1,775 | 1,594 | |
2 | American Express Credit Account Master Trust Class A Series 2023-4 | 5.150% | 9/15/30 | 1,310 | 1,348 | |
2,5,6 | Angel Oak Mortgage Trust Class A1 Series 2019-5 | 2.593% | 10/25/49 | 43 | 41 | |
2,5,6 | Angel Oak Mortgage Trust Class A1 Series 2019-6 | 2.620% | 11/25/59 | 96 | 93 | |
2,5,6 | Angel Oak Mortgage Trust Class A1 Series 2021-6 | 1.458% | 9/25/66 | 652 | 524 | |
2,5,6 | BX Commercial Mortgage Trust Class A Series 2021-VOLT, TSFR1M + 0.814% | 6.176% | 9/15/36 | 753 | 734 | |
2,5,6 | BX Trust Class A Series 2021-ARIA, TSFR1M + 1.014% | 6.376% | 10/15/36 | 425 | 416 | |
2,5 | Castlelake Aircraft Structured Trust Class A Series 2019-1A | 3.967% | 4/15/39 | 514 | 448 | |
2,5 | CF Hippolyta Issuer LLC Class A1 Series 2020-1 | 1.690% | 7/15/60 | 154 | 142 | |
2,5 | CF Hippolyta Issuer LLC Class A1 Series 2020-1A | 5.970% | 8/15/62 | 109 | 107 | |
2,5 | CF Hippolyta LLC Class A1 Series 2021-A1 | 1.530% | 3/15/61 | 1,154 | 1,034 | |
2,5 | DB Master Finance LLC Class A2II Series 2019-1A | 4.021% | 5/20/49 | 388 | 379 | |
2,5 | Domino's Pizza Master Issuer LLC Class A2I Series 2021-1A | 2.662% | 4/25/51 | 263 | 232 | |
2,5 | Domino's Pizza Master Issuer LLC Class A2II Series 2021-1A | 3.151% | 4/25/51 | 726 | 619 | |
2,5 | Enterprise Fleet Financing LLC Class A2 Series 2023-2 | 6.400% | 3/20/30 | 1,415 | 1,446 | |
2,3,6 | Fannie Mae Connecticut Avenue Securities Class 2M2 Series 2016-C03, SOFR30A + 6.014% | 11.352% | 10/25/28 | 61 | 65 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,5 | FirstKey Homes Trust Class A Series 2021-SFR1 | 1.538% | 8/17/38 | 1,858 | 1,676 | |
2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | 2.184% | 8/25/36 | 495 | 380 | |
2,3,6 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | 4.430% | 2/25/33 | 885 | 884 | |
2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | 4.860% | 10/25/28 | 1,220 | 1,246 | |
2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1512 | 3.059% | 4/25/34 | 300 | 260 | |
2,3 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | 2.797% | 8/25/34 | 300 | 252 | |
2,3 | Freddie Mac Seasoned Credit Risk Transfer Trust Class MA Series 2019-3 | 3.500% | 10/25/58 | 630 | 596 | |
2 | Ginnie Mae REMICS Class KA Series 2021-215 | 2.500% | 10/20/49 | 2,099 | 1,849 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | 4.470% | 2/16/28 | 290 | 288 | |
2,5 | GM Financial Revolving Receivables Trust Class A Series 2023-2 | 5.770% | 8/11/36 | 635 | 662 | |
2,5 | Home Partners of America Trust Class A Series 2021-2 | 1.901% | 12/17/26 | 959 | 865 | |
2,5 | Horizon Aircraft Finance II Ltd. Class A Series 2019-1 | 3.721% | 7/15/39 | 230 | 204 | |
2,5 | Horizon Aircraft Finance III Ltd. Class A Series 2019-2 | 3.425% | 11/15/39 | 278 | 220 | |
2,5,6 | Life Mortgage Trust Class A Series 2021-BMR, TSFR1M + 0.814% | 6.176% | 3/15/38 | 290 | 284 | |
2,5 | MACH 1 Cayman Ltd. Class A Series 2019-1 | 3.474% | 10/15/39 | 220 | 192 | |
2,5 | MAPS Ltd. Class A Series 2019-1A | 4.458% | 3/15/44 | 86 | 77 | |
2,5 | New Economy Assets Phase 1 Sponsor LLC Class A1 Series 2021-1 | 1.910% | 10/20/61 | 3,810 | 3,327 | |
2,5 | New Economy Assets Phase 1 Sponsor LLC Class B1 Series 2021-1 | 2.410% | 10/20/61 | 300 | 242 | |
2,5 | OneMain Direct Auto Receivables Trust Class A Series 2021-1A | 0.870% | 7/14/28 | 764 | 732 | |
2,5 | Retained Vantage Data Centers Issuer LLC Class A2A Series 2023-1A | 5.000% | 9/15/48 | 1,752 | 1,636 | |
2,5,6 | SFAVE Commercial Mortgage Securities Trust Class A2B Series 2015-5AVE | 4.144% | 1/5/43 | 700 | 500 | |
2,5 | SoFi Professional Loan Program Trust Class AFX Series 2021-B | 1.140% | 2/15/47 | 396 | 334 | |
2,5 | START Ireland Class A Series 2019-1 | 4.089% | 3/15/44 | 255 | 231 | |
2,5 | Taco Bell Funding LLC Class A2I Series 2021-1A | 1.946% | 8/25/51 | 560 | 504 | |
2,5 | Taco Bell Funding LLC Class A2II Series 2021-1A | 2.294% | 8/25/51 | 1,032 | 880 | |
2,5 | Vantage Data Centers Issuer LLC Class A2 Series 2019-1A | 3.188% | 7/15/44 | 311 | 305 | |
2,5 | Vantage Data Centers Issuer LLC Class A2 Series 2020-1A | 1.645% | 9/15/45 | 855 | 791 | |
2,5 | Vantage Data Centers Issuer LLC Class A2 Series 2021-1A | 2.165% | 10/15/46 | 1,405 | 1,269 | |
2,5 | Wheels Fleet Lease Funding 1 LLC Class A Series 2023-1A | 5.800% | 4/18/38 | 835 | 836 | |
2,5 | Wheels Fleet Lease Funding 1 LLC Class A Series 2023-2A | 6.460% | 8/18/38 | 770 | 779 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $33,974) | 31,735 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Corporate Bonds (22.7%) | ||||||
Communications (1.3%) | ||||||
America Movil SAB de CV | 3.625% | 4/22/29 | 780 | 737 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 390 | 424 | ||
AT&T Inc. | 2.750% | 6/1/31 | 1,305 | 1,143 | ||
AT&T Inc. | 4.300% | 12/15/42 | 205 | 179 | ||
AT&T Inc. | 3.650% | 6/1/51 | 248 | 187 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.500% | 3/1/42 | 889 | 621 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 723 | 710 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 247 | 211 | ||
Comcast Corp. | 3.400% | 4/1/30 | 145 | 136 | ||
Comcast Corp. | 4.200% | 8/15/34 | 730 | 698 | ||
Comcast Corp. | 5.650% | 6/15/35 | 110 | 118 | ||
Comcast Corp. | 4.400% | 8/15/35 | 877 | 845 | ||
Comcast Corp. | 6.500% | 11/15/35 | 24 | 27 | ||
Comcast Corp. | 3.969% | 11/1/47 | 252 | 212 | ||
Comcast Corp. | 4.000% | 3/1/48 | 345 | 291 | ||
Comcast Corp. | 3.999% | 11/1/49 | 602 | 504 | ||
Comcast Corp. | 2.887% | 11/1/51 | 1,520 | 1,029 | ||
Comcast Corp. | 2.450% | 8/15/52 | 1,025 | 639 | ||
Comcast Corp. | 4.049% | 11/1/52 | 2,279 | 1,924 | ||
Comcast Corp. | 5.350% | 5/15/53 | 734 | 761 | ||
Comcast Corp. | 2.937% | 11/1/56 | 5,619 | 3,704 | ||
Comcast Corp. | 2.650% | 8/15/62 | 615 | 379 | ||
Comcast Corp. | 2.987% | 11/1/63 | 2,193 | 1,417 | ||
5 | Cox Communications Inc. | 3.150% | 8/15/24 | 63 | 62 | |
5 | Cox Communications Inc. | 4.800% | 2/1/35 | 1,540 | 1,447 | |
Discovery Communications LLC | 4.125% | 5/15/29 | 125 | 119 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 505 | 458 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 1,147 | 816 | ||
Meta Platforms Inc. | 4.950% | 5/15/33 | 1,534 | 1,583 | ||
Meta Platforms Inc. | 5.600% | 5/15/53 | 935 | 1,015 | ||
Meta Platforms Inc. | 5.750% | 5/15/63 | 480 | 526 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 189 | 173 | ||
5 | NBN Co. Ltd. | 1.625% | 1/8/27 | 760 | 694 | |
5 | NBN Co. Ltd. | 2.625% | 5/5/31 | 1,105 | 950 | |
5 | NBN Co. Ltd. | 2.500% | 1/8/32 | 2,179 | 1,830 | |
5 | NTT Finance Corp. | 1.162% | 4/3/26 | 1,040 | 960 | |
5 | NTT Finance Corp. | 2.065% | 4/3/31 | 285 | 238 | |
5 | Ooredoo International Finance Ltd. | 2.625% | 4/8/31 | 725 | 631 | |
Orange SA | 9.000% | 3/1/31 | 530 | 655 | ||
2,5 | Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC | 4.738% | 9/20/29 | 406 | 402 | |
Telefonica Emisiones SA | 5.213% | 3/8/47 | 490 | 456 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 710 | 687 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 900 | 812 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 1,384 | 1,314 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 575 | 495 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 150 | 125 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 485 | 439 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 151 | 113 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 242 | 214 | ||
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 133 | 122 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 419 | 415 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 1,081 | 900 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 1,280 | 1,238 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 135 | 92 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 200 | 133 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 139 | 91 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 2,600 | 2,310 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walt Disney Co. | 3.500% | 5/13/40 | 1,490 | 1,257 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 26 | 25 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 560 | 385 | ||
Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 302 | 290 | ||
Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 150 | 142 | ||
Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 291 | 250 | ||
41,760 | ||||||
Consumer Discretionary (0.8%) | ||||||
Amazon.com Inc. | 3.600% | 4/13/32 | 2,300 | 2,189 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 995 | 1,030 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 580 | 599 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 480 | 421 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 1,223 | 1,128 | ||
American Honda Finance Corp. | 2.000% | 3/24/28 | 825 | 748 | ||
5 | BMW US Capital LLC | 1.250% | 8/12/26 | 840 | 770 | |
Brown University | 2.924% | 9/1/50 | 155 | 113 | ||
2 | Duke University | 2.832% | 10/1/55 | 775 | 532 | |
5 | ERAC USA Finance LLC | 4.900% | 5/1/33 | 985 | 984 | |
5 | ERAC USA Finance LLC | 7.000% | 10/15/37 | 1,150 | 1,341 | |
5 | ERAC USA Finance LLC | 5.625% | 3/15/42 | 340 | 353 | |
5 | ERAC USA Finance LLC | 4.500% | 2/15/45 | 1,669 | 1,515 | |
5 | ERAC USA Finance LLC | 5.400% | 5/1/53 | 725 | 762 | |
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 1,570 | 1,560 | ||
Georgetown University | 4.315% | 4/1/49 | 150 | 133 | ||
Georgetown University | 2.943% | 4/1/50 | 295 | 205 | ||
Georgetown University | 5.115% | 4/1/53 | 410 | 425 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 290 | 286 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 370 | 342 | ||
Home Depot Inc. | 4.500% | 9/15/32 | 575 | 586 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 825 | 684 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 780 | 725 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 1,332 | 1,206 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 345 | 326 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 75 | 56 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 70 | 44 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 575 | 394 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 655 | 532 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 1,215 | 1,232 | ||
5 | Hyundai Capital America | 0.875% | 6/14/24 | 1,875 | 1,834 | |
5 | Hyundai Capital America | 1.650% | 9/17/26 | 1,060 | 964 | |
2 | Johns Hopkins University | 4.083% | 7/1/53 | 200 | 177 | |
2 | Johns Hopkins University | 2.813% | 1/1/60 | 180 | 120 | |
Leland Stanford Junior University | 2.413% | 6/1/50 | 73 | 49 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 767 | 735 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 334 | 362 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 57 | 53 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 247 | 261 | ||
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 26 | 19 | ||
Massachusetts Institute of Technology | 2.294% | 7/1/51 | 63 | 40 | ||
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 10 | 8 | ||
McDonald's Corp. | 3.625% | 9/1/49 | 342 | 275 | ||
2 | Northeastern University | 2.894% | 10/1/50 | 225 | 158 | |
2 | Northwestern University | 2.640% | 12/1/50 | 25 | 17 | |
President and Fellows of Harvard College | 2.517% | 10/15/50 | 151 | 102 | ||
President and Fellows of Harvard College | 3.745% | 11/15/52 | 15 | 13 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 690 | 512 | ||
Trustees of Princeton University | 2.516% | 7/1/50 | 61 | 42 | ||
Trustees of Princeton University | 4.201% | 3/1/52 | 64 | 60 | ||
Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 193 | 125 | ||
2 | University of Chicago | 2.761% | 4/1/45 | 165 | 128 | |
University of Southern California | 4.976% | 10/1/53 | 685 | 706 | ||
Yale University | 2.402% | 4/15/50 | 41 | 27 | ||
28,008 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Consumer Staples (1.0%) | ||||||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 1,290 | 1,287 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 1,393 | 1,374 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 543 | 516 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,807 | 1,811 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 924 | 880 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 317 | 356 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 970 | 908 | ||
BAT Capital Corp. | 6.343% | 8/2/30 | 305 | 320 | ||
BAT Capital Corp. | 7.079% | 8/2/43 | 340 | 362 | ||
5 | Cargill Inc. | 6.875% | 5/1/28 | 645 | 685 | |
5 | Cargill Inc. | 4.760% | 11/23/45 | 635 | 608 | |
5 | CK Hutchison International 20 Ltd. | 3.375% | 5/8/50 | 560 | 428 | |
5 | Coca-Cola Europacific Partners plc | 0.800% | 5/3/24 | 885 | 869 | |
Colgate Palmolive Co. | 7.600% | 5/19/25 | 480 | 500 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 150 | 147 | ||
5 | Danone SA | 2.947% | 11/2/26 | 735 | 702 | |
Diageo Capital plc | 2.375% | 10/24/29 | 2,108 | 1,900 | ||
Diageo Finance plc | 5.625% | 10/5/33 | 1,020 | 1,101 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 135 | 121 | ||
Kenvue Inc. | 5.000% | 3/22/30 | 1,025 | 1,060 | ||
Kenvue Inc. | 5.100% | 3/22/43 | 460 | 478 | ||
Kenvue Inc. | 5.050% | 3/22/53 | 500 | 517 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,800 | 1,724 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 1,795 | 1,706 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 424 | 414 | ||
Philip Morris International Inc. | 5.125% | 11/17/27 | 840 | 855 | ||
Philip Morris International Inc. | 5.625% | 11/17/29 | 1,160 | 1,217 | ||
Philip Morris International Inc. | 5.125% | 2/15/30 | 2,740 | 2,789 | ||
Philip Morris International Inc. | 5.750% | 11/17/32 | 1,470 | 1,543 | ||
Philip Morris International Inc. | 5.375% | 2/15/33 | 3,436 | 3,526 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 145 | 137 | ||
5 | Sigma Alimentos SA de CV | 4.125% | 5/2/26 | 510 | 496 | |
31,337 | ||||||
Energy (1.3%) | ||||||
5 | Aker BP ASA | 6.000% | 6/13/33 | 520 | 541 | |
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 345 | 292 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 3,210 | 2,800 | ||
BP Capital Markets America Inc. | 4.812% | 2/13/33 | 1,180 | 1,191 | ||
BP Capital Markets America Inc. | 4.893% | 9/11/33 | 1,240 | 1,262 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 470 | 315 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 925 | 641 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 1,306 | 918 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 370 | 268 | ||
5 | Cheniere Energy Partners LP | 5.950% | 6/30/33 | 685 | 703 | |
5 | Columbia Pipelines Operating Co. LLC | 5.927% | 8/15/30 | 355 | 367 | |
5 | Columbia Pipelines Operating Co. LLC | 6.497% | 8/15/43 | 1,202 | 1,290 | |
5 | Columbia Pipelines Operating Co. LLC | 6.544% | 11/15/53 | 247 | 271 | |
5 | Columbia Pipelines Operating Co. LLC | 6.714% | 8/15/63 | 247 | 273 | |
Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 585 | 525 | ||
Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 125 | 113 | ||
Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 1,603 | 1,368 | ||
5 | EIG Pearl Holdings Sarl | 3.545% | 8/31/36 | 631 | 549 | |
5 | EIG Pearl Holdings Sarl | 4.387% | 11/30/46 | 470 | 376 | |
Enbridge Inc. | 6.700% | 11/15/53 | 708 | 825 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer LP | 5.250% | 4/15/29 | 1,375 | 1,386 | ||
Energy Transfer LP | 6.550% | 12/1/33 | 495 | 538 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 90 | 84 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 155 | 143 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 247 | 230 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 280 | 276 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 730 | 642 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 170 | 136 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 750 | 557 | ||
Equinor ASA | 2.875% | 4/6/25 | 140 | 137 | ||
Equinor ASA | 3.125% | 4/6/30 | 2,350 | 2,210 | ||
Equinor ASA | 2.375% | 5/22/30 | 335 | 299 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 225 | 218 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 1,070 | 1,019 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 511 | 465 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 1,055 | 942 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 320 | 285 | ||
5 | Galaxy Pipeline Assets Bidco Ltd. | 2.160% | 3/31/34 | 1,232 | 1,071 | |
5 | Galaxy Pipeline Assets Bidco Ltd. | 2.940% | 9/30/40 | 1,050 | 866 | |
2,5 | Greensaif Pipelines Bidco Sarl | 6.129% | 2/23/38 | 234 | 245 | |
2,5 | Greensaif Pipelines Bidco Sarl | 6.510% | 2/23/42 | 825 | 870 | |
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 247 | 262 | ||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 87 | 90 | ||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 750 | 811 | ||
ONEOK Inc. | 5.650% | 11/1/28 | 325 | 336 | ||
5 | QatarEnergy | 2.250% | 7/12/31 | 925 | 787 | |
5 | QatarEnergy | 3.125% | 7/12/41 | 675 | 517 | |
5 | Saudi Arabian Oil Co. | 3.500% | 4/16/29 | 630 | 597 | |
5 | Schlumberger Holdings Corp. | 3.900% | 5/17/28 | 807 | 784 | |
Shell International Finance BV | 4.125% | 5/11/35 | 1,130 | 1,080 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 345 | 368 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 2,500 | 2,294 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 2,255 | 1,614 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 500 | 524 | ||
Targa Resources Corp. | 6.150% | 3/1/29 | 1,815 | 1,900 | ||
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 1,255 | 1,252 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 415 | 395 | ||
41,118 | ||||||
Financials (10.1%) | ||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.000% | 10/29/28 | 480 | 438 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.400% | 10/29/33 | 325 | 279 | ||
5 | AIA Group Ltd. | 3.375% | 4/7/30 | 370 | 341 | |
Allstate Corp. | 5.250% | 3/30/33 | 540 | 552 | ||
Allstate Corp. | 5.550% | 5/9/35 | 197 | 205 | ||
Allstate Corp. | 3.850% | 8/10/49 | 156 | 126 | ||
American Express Co. | 6.489% | 10/30/31 | 315 | 342 | ||
American Express Co. | 5.043% | 5/1/34 | 2,054 | 2,051 | ||
American International Group Inc. | 6.250% | 5/1/36 | 245 | 261 | ||
American International Group Inc. | 4.800% | 7/10/45 | 260 | 245 | ||
American International Group Inc. | 4.750% | 4/1/48 | 640 | 606 | ||
American International Group Inc. | 4.375% | 6/30/50 | 375 | 335 | ||
Ameriprise Financial Inc. | 5.700% | 12/15/28 | 630 | 660 | ||
Ameriprise Financial Inc. | 4.500% | 5/13/32 | 335 | 333 | ||
Ameriprise Financial Inc. | 5.150% | 5/15/33 | 730 | 753 | ||
Aon Corp. / Aon Global Holdings plc | 2.850% | 5/28/27 | 550 | 520 | ||
5 | Athene Global Funding | 1.000% | 4/16/24 | 685 | 675 | |
5 | Athene Global Funding | 1.985% | 8/19/28 | 10 | 9 | |
5 | Athene Global Funding | 2.717% | 1/7/29 | 980 | 858 | |
5 | Australia & New Zealand Banking Group Ltd. | 2.570% | 11/25/35 | 685 | 553 | |
5 | Aviation Capital Group LLC | 1.950% | 9/20/26 | 415 | 376 | |
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 926 | ||
Banco Santander SA | 2.749% | 12/3/30 | 200 | 166 | ||
Banco Santander SA | 2.958% | 3/25/31 | 200 | 172 | ||
Bank of America Corp. | 4.271% | 7/23/29 | 4,780 | 4,613 | ||
Bank of America Corp. | 3.974% | 2/7/30 | 1,895 | 1,797 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of America Corp. | 3.194% | 7/23/30 | 1,055 | 957 | ||
Bank of America Corp. | 2.496% | 2/13/31 | 1,495 | 1,285 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 490 | 406 | ||
Bank of America Corp. | 4.571% | 4/27/33 | 4,178 | 3,985 | ||
Bank of America Corp. | 5.872% | 9/15/34 | 1,540 | 1,614 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 1,323 | 1,162 | ||
Bank of America Corp. | 5.875% | 2/7/42 | 260 | 281 | ||
Bank of America Corp. | 3.311% | 4/22/42 | 870 | 679 | ||
Bank of America Corp. | 5.000% | 1/21/44 | 1,000 | 985 | ||
Bank of America Corp. | 4.330% | 3/15/50 | 1,900 | 1,667 | ||
Bank of America Corp. | 2.972% | 7/21/52 | 1,225 | 864 | ||
Bank of America NA | 5.526% | 8/18/26 | 2,075 | 2,113 | ||
Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 404 | 428 | ||
Bank of New York Mellon Corp. | 4.706% | 2/1/34 | 450 | 440 | ||
Bank of New York Mellon Corp. | 4.967% | 4/26/34 | 1,130 | 1,126 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 1,825 | 1,729 | ||
Bank of Nova Scotia | 5.350% | 12/7/26 | 1,740 | 1,771 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 360 | 332 | ||
5 | Banque Federative du Credit Mutuel SA | 1.604% | 10/4/26 | 1,000 | 913 | |
Barclays plc | 3.932% | 5/7/25 | 1,565 | 1,554 | ||
Barclays plc | 2.852% | 5/7/26 | 220 | 212 | ||
Barclays plc | 2.279% | 11/24/27 | 400 | 367 | ||
Barclays plc | 2.667% | 3/10/32 | 1,070 | 883 | ||
Barclays plc | 3.330% | 11/24/42 | 465 | 345 | ||
Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 150 | 135 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 715 | 695 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 605 | 506 | ||
BlackRock Inc. | 4.750% | 5/25/33 | 2,125 | 2,147 | ||
5 | Blackstone Holdings Finance Co. LLC | 2.550% | 3/30/32 | 605 | 494 | |
5 | BNP Paribas SA | 2.819% | 11/19/25 | 1,335 | 1,301 | |
5 | BNP Paribas SA | 1.323% | 1/13/27 | 585 | 540 | |
5 | BNP Paribas SA | 3.500% | 11/16/27 | 2,050 | 1,936 | |
5 | BNP Paribas SA | 2.591% | 1/20/28 | 885 | 819 | |
5 | BNP Paribas SA | 5.335% | 6/12/29 | 1,095 | 1,111 | |
5 | BNP Paribas SA | 2.159% | 9/15/29 | 1,743 | 1,516 | |
5 | BNP Paribas SA | 5.894% | 12/5/34 | 1,635 | 1,710 | |
BPCE SA | 4.000% | 4/15/24 | 775 | 771 | ||
5 | BPCE SA | 5.150% | 7/21/24 | 1,260 | 1,250 | |
5 | BPCE SA | 5.029% | 1/15/25 | 2,220 | 2,204 | |
5 | BPCE SA | 3.500% | 10/23/27 | 1,780 | 1,668 | |
5 | BPCE SA | 2.700% | 10/1/29 | 1,450 | 1,278 | |
5 | BPCE SA | 6.714% | 10/19/29 | 1,000 | 1,053 | |
5 | Brighthouse Financial Global Funding | 1.000% | 4/12/24 | 65 | 64 | |
5 | Brighthouse Financial Global Funding | 1.750% | 1/13/25 | 505 | 483 | |
5 | Brighthouse Financial Global Funding | 1.550% | 5/24/26 | 525 | 481 | |
5 | Brighthouse Financial Global Funding | 2.000% | 6/28/28 | 520 | 449 | |
5 | Canadian Imperial Bank of Commerce | 1.150% | 7/8/26 | 1,005 | 923 | |
Capital One Financial Corp. | 3.750% | 4/24/24 | 1,305 | 1,296 | ||
Capital One Financial Corp. | 3.200% | 2/5/25 | 760 | 742 | ||
Capital One Financial Corp. | 7.149% | 10/29/27 | 455 | 472 | ||
Capital One Financial Corp. | 6.312% | 6/8/29 | 370 | 380 | ||
Capital One Financial Corp. | 7.624% | 10/30/31 | 291 | 319 | ||
Capital One Financial Corp. | 6.377% | 6/8/34 | 816 | 841 | ||
Charles Schwab Corp. | 0.750% | 3/18/24 | 1,350 | 1,336 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 545 | 520 | ||
Charles Schwab Corp. | 2.000% | 3/20/28 | 1,100 | 979 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 875 | 754 | ||
Charles Schwab Corp. | 5.853% | 5/19/34 | 695 | 716 | ||
Charles Schwab Corp. | 6.136% | 8/24/34 | 690 | 729 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 555 | 550 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 800 | 752 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 1,190 | 1,170 | ||
Citigroup Inc. | 1.462% | 6/9/27 | 1,213 | 1,110 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 3.070% | 2/24/28 | 1,000 | 942 | ||
Citigroup Inc. | 3.520% | 10/27/28 | 1,975 | 1,867 | ||
Citigroup Inc. | 3.878% | 1/24/39 | 1,025 | 885 | ||
Citigroup Inc. | 2.904% | 11/3/42 | 560 | 403 | ||
5 | CNO Global Funding | 1.650% | 1/6/25 | 260 | 249 | |
5 | CNO Global Funding | 2.650% | 1/6/29 | 370 | 320 | |
5 | Commonwealth Bank of Australia | 5.071% | 9/14/28 | 1,060 | 1,083 | |
5 | Commonwealth Bank of Australia | 2.688% | 3/11/31 | 2,285 | 1,885 | |
5 | Cooperatieve Rabobank UA | 1.106% | 2/24/27 | 1,365 | 1,250 | |
5 | Cooperatieve Rabobank UA | 4.655% | 8/22/28 | 625 | 614 | |
Corebridge Financial Inc. | 3.900% | 4/5/32 | 1,810 | 1,640 | ||
5 | Corebridge Financial Inc. | 6.050% | 9/15/33 | 190 | 198 | |
Corebridge Financial Inc. | 5.750% | 1/15/34 | 1,150 | 1,177 | ||
Corebridge Financial Inc. | 4.350% | 4/5/42 | 105 | 89 | ||
Corebridge Financial Inc. | 4.400% | 4/5/52 | 315 | 264 | ||
5 | Corebridge Global Funding | 5.750% | 7/2/26 | 595 | 602 | |
5 | Corebridge Global Funding | 5.900% | 9/19/28 | 255 | 263 | |
5 | Credit Agricole SA | 3.250% | 10/4/24 | 2,390 | 2,349 | |
5 | Credit Agricole SA | 5.589% | 7/5/26 | 1,200 | 1,222 | |
5 | Credit Agricole SA | 6.316% | 10/3/29 | 605 | 634 | |
Credit Suisse AG | 7.500% | 2/15/28 | 1,195 | 1,310 | ||
5 | Danske Bank A/S | 5.375% | 1/12/24 | 795 | 795 | |
5 | Danske Bank A/S | 1.621% | 9/11/26 | 855 | 798 | |
5 | Danske Bank A/S | 6.259% | 9/22/26 | 1,040 | 1,057 | |
5 | Danske Bank A/S | 1.549% | 9/10/27 | 1,605 | 1,450 | |
Deutsche Bank AG | 6.720% | 1/18/29 | 305 | 319 | ||
Deutsche Bank AG | 6.819% | 11/20/29 | 985 | 1,036 | ||
5 | DNB Bank ASA | 1.535% | 5/25/27 | 960 | 876 | |
5 | DNB Bank ASA | 1.605% | 3/30/28 | 1,330 | 1,187 | |
5 | Equitable Financial Life Global Funding | 1.400% | 7/7/25 | 370 | 349 | |
5 | Equitable Financial Life Global Funding | 1.300% | 7/12/26 | 825 | 744 | |
5 | Equitable Financial Life Global Funding | 1.700% | 11/12/26 | 365 | 330 | |
5 | Equitable Financial Life Global Funding | 1.400% | 8/27/27 | 535 | 467 | |
5 | Equitable Financial Life Global Funding | 1.800% | 3/8/28 | 870 | 763 | |
5 | Federation des Caisses Desjardins du Quebec | 5.147% | 11/27/28 | 1,075 | 1,103 | |
Fifth Third Bancorp | 4.055% | 4/25/28 | 325 | 310 | ||
Fifth Third Bancorp | 4.337% | 4/25/33 | 215 | 200 | ||
5 | Five Corners Funding Trust III | 5.791% | 2/15/33 | 810 | 861 | |
5 | Five Corners Funding Trust IV | 5.997% | 2/15/53 | 1,480 | 1,608 | |
5 | GA Global Funding Trust | 1.000% | 4/8/24 | 750 | 738 | |
Goldman Sachs Group Inc. | 3.272% | 9/29/25 | 1,205 | 1,185 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 2,000 | 1,927 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 740 | 720 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 2,190 | 2,019 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 1,165 | 1,057 | ||
Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 810 | 774 | ||
Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 3,065 | 2,912 | ||
Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,630 | 2,543 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 40 | 38 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 3,130 | 2,627 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 2,433 | 2,000 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 625 | 521 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 1,248 | 1,072 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 835 | 921 | ||
5 | Guardian Life Global Funding | 1.250% | 5/13/26 | 205 | 188 | |
HSBC Holdings plc | 0.976% | 5/24/25 | 300 | 294 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 805 | 738 | ||
HSBC Holdings plc | 5.887% | 8/14/27 | 1,470 | 1,491 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 2,165 | 1,988 | ||
HSBC Holdings plc | 4.041% | 3/13/28 | 890 | 858 | ||
HSBC Holdings plc | 7.390% | 11/3/28 | 1,340 | 1,436 | ||
HSBC Holdings plc | 4.583% | 6/19/29 | 1,675 | 1,625 | ||
HSBC Holdings plc | 2.206% | 8/17/29 | 1,440 | 1,257 | ||
HSBC Holdings plc | 2.357% | 8/18/31 | 1,625 | 1,349 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HSBC Holdings plc | 2.804% | 5/24/32 | 1,555 | 1,298 | ||
HSBC Holdings plc | 2.871% | 11/22/32 | 2,125 | 1,768 | ||
HSBC Holdings plc | 5.402% | 8/11/33 | 770 | 774 | ||
HSBC Holdings plc | 6.500% | 5/2/36 | 900 | 952 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 300 | 341 | ||
Huntington National Bank | 4.552% | 5/17/28 | 320 | 309 | ||
ING Groep NV | 3.950% | 3/29/27 | 2,695 | 2,610 | ||
ING Groep NV | 1.726% | 4/1/27 | 500 | 463 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 3,545 | 3,482 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 255 | 254 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 180 | 144 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 1,140 | 1,138 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 170 | 127 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 1,010 | 723 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 1,266 | 1,266 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 850 | 575 | ||
5 | JAB Holdings BV | 3.750% | 5/28/51 | 500 | 340 | |
5 | JAB Holdings BV | 4.500% | 4/8/52 | 860 | 668 | |
5 | Jackson National Life Global Funding | 1.750% | 1/12/25 | 555 | 531 | |
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,270 | 2,237 | ||
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 740 | 656 | ||
JPMorgan Chase & Co. | 4.452% | 12/5/29 | 2,100 | 2,059 | ||
JPMorgan Chase & Co. | 3.702% | 5/6/30 | 2,525 | 2,375 | ||
JPMorgan Chase & Co. | 4.912% | 7/25/33 | 6,633 | 6,559 | ||
JPMorgan Chase & Co. | 5.350% | 6/1/34 | 3,212 | 3,264 | ||
JPMorgan Chase & Co. | 3.109% | 4/22/41 | 835 | 645 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 750 | 778 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 560 | 435 | ||
JPMorgan Chase & Co. | 3.964% | 11/15/48 | 6,475 | 5,446 | ||
JPMorgan Chase & Co. | 3.109% | 4/22/51 | 845 | 608 | ||
5 | KBC Group NV | 5.796% | 1/19/29 | 235 | 239 | |
5 | KBC Group NV | 6.324% | 9/21/34 | 840 | 886 | |
5 | Liberty Mutual Group Inc. | 4.569% | 2/1/29 | 280 | 274 | |
5 | Liberty Mutual Group Inc. | 5.500% | 6/15/52 | 1,709 | 1,688 | |
5 | LSEGA Financing plc | 1.375% | 4/6/26 | 1,555 | 1,435 | |
5 | LSEGA Financing plc | 2.000% | 4/6/28 | 630 | 563 | |
5 | LSEGA Financing plc | 2.500% | 4/6/31 | 1,110 | 954 | |
M&T Bank Corp. | 7.413% | 10/30/29 | 1,510 | 1,626 | ||
5 | Macquarie Group Ltd. | 1.935% | 4/14/28 | 1,245 | 1,112 | |
5 | Macquarie Group Ltd. | 2.871% | 1/14/33 | 1,628 | 1,338 | |
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 685 | 663 | ||
Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 2,375 | 2,309 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 675 | 672 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 305 | 295 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 560 | 377 | ||
Marsh & McLennan Cos. Inc. | 5.450% | 3/15/53 | 240 | 251 | ||
5 | Massachusetts Mutual Life Insurance Co. | 3.200% | 12/1/61 | 590 | 382 | |
MetLife Inc. | 4.125% | 8/13/42 | 145 | 129 | ||
MetLife Inc. | 4.875% | 11/13/43 | 530 | 517 | ||
MetLife Inc. | 5.000% | 7/15/52 | 387 | 385 | ||
5 | Metropolitan Life Global Funding I | 3.450% | 12/18/26 | 640 | 617 | |
5 | Metropolitan Life Global Funding I | 4.400% | 6/30/27 | 300 | 295 | |
5 | Metropolitan Life Global Funding I | 3.000% | 9/19/27 | 1,165 | 1,092 | |
5 | Metropolitan Life Global Funding I | 4.300% | 8/25/29 | 440 | 428 | |
5 | Metropolitan Life Global Funding I | 2.400% | 1/11/32 | 1,410 | 1,170 | |
5 | Metropolitan Life Global Funding I | 5.150% | 3/28/33 | 520 | 529 | |
Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | 815 | 816 | ||
Morgan Stanley | 3.700% | 10/23/24 | 750 | 740 | ||
Morgan Stanley | 2.720% | 7/22/25 | 1,750 | 1,722 | ||
Morgan Stanley | 2.630% | 2/18/26 | 1,805 | 1,747 | ||
Morgan Stanley | 3.125% | 7/27/26 | 1,345 | 1,288 | ||
Morgan Stanley | 6.250% | 8/9/26 | 3,000 | 3,093 | ||
Morgan Stanley | 3.625% | 1/20/27 | 1,250 | 1,212 | ||
Morgan Stanley | 3.772% | 1/24/29 | 3,910 | 3,728 | ||
Morgan Stanley | 2.699% | 1/22/31 | 1,105 | 968 | ||
Morgan Stanley | 2.239% | 7/21/32 | 1,805 | 1,475 | ||
Morgan Stanley | 2.511% | 10/20/32 | 615 | 510 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Morgan Stanley | 2.943% | 1/21/33 | 920 | 782 | ||
Morgan Stanley | 4.889% | 7/20/33 | 2,891 | 2,820 | ||
Morgan Stanley | 2.484% | 9/16/36 | 1,475 | 1,171 | ||
Morgan Stanley | 5.297% | 4/20/37 | 270 | 262 | ||
Morgan Stanley | 5.948% | 1/19/38 | 825 | 835 | ||
Morgan Stanley | 4.300% | 1/27/45 | 850 | 768 | ||
Nasdaq Inc. | 5.550% | 2/15/34 | 530 | 552 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 540 | 428 | ||
Nasdaq Inc. | 5.950% | 8/15/53 | 185 | 199 | ||
Nasdaq Inc. | 6.100% | 6/28/63 | 135 | 147 | ||
National Australia Bank Ltd. | 3.905% | 6/9/27 | 885 | 865 | ||
5 | National Australia Bank Ltd. | 5.134% | 11/28/28 | 1,538 | 1,578 | |
5 | National Australia Bank Ltd. | 2.332% | 8/21/30 | 2,140 | 1,745 | |
5 | National Australia Bank Ltd. | 2.990% | 5/21/31 | 2,227 | 1,863 | |
5 | National Australia Bank Ltd. | 3.347% | 1/12/37 | 1,252 | 1,037 | |
5 | National Securities Clearing Corp. | 5.100% | 11/21/27 | 1,565 | 1,596 | |
5 | Nationwide Financial Services Inc. | 3.900% | 11/30/49 | 1,430 | 1,133 | |
5 | Nationwide Mutual Insurance Co. | 4.350% | 4/30/50 | 1,520 | 1,223 | |
NatWest Group plc | 1.642% | 6/14/27 | 870 | 794 | ||
5 | NatWest Markets plc | 0.800% | 8/12/24 | 670 | 651 | |
5 | NBK SPC Ltd. | 1.625% | 9/15/27 | 1,975 | 1,791 | |
5 | New York Life Insurance Co. | 5.875% | 5/15/33 | 2,100 | 2,228 | |
5 | New York Life Insurance Co. | 3.750% | 5/15/50 | 345 | 278 | |
5 | New York Life Insurance Co. | 4.450% | 5/15/69 | 435 | 374 | |
5 | Nordea Bank Abp | 1.500% | 9/30/26 | 1,900 | 1,732 | |
5 | Northwestern Mutual Life Insurance Co. | 3.850% | 9/30/47 | 696 | 562 | |
5 | Northwestern Mutual Life Insurance Co. | 3.625% | 9/30/59 | 270 | 202 | |
5 | Pacific Life Global Funding II | 1.375% | 4/14/26 | 795 | 735 | |
5 | Pacific LifeCorp. | 5.400% | 9/15/52 | 500 | 500 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 3.450% | 7/1/24 | 465 | 459 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 2.700% | 11/1/24 | 385 | 374 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 3.950% | 3/10/25 | 1,435 | 1,409 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 4.450% | 1/29/26 | 925 | 904 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 5.875% | 11/15/27 | 1,370 | 1,401 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 5.700% | 2/1/28 | 1,290 | 1,317 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 6.050% | 8/1/28 | 1,125 | 1,166 | |
5 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 6.200% | 6/15/30 | 218 | 229 | |
PNC Bank NA | 3.300% | 10/30/24 | 460 | 452 | ||
PNC Bank NA | 2.950% | 2/23/25 | 1,105 | 1,076 | ||
PNC Bank NA | 3.100% | 10/25/27 | 1,165 | 1,093 | ||
PNC Bank NA | 3.250% | 1/22/28 | 1,675 | 1,576 | ||
5 | Pricoa Global Funding I | 5.100% | 5/30/28 | 1,058 | 1,075 | |
5 | Principal Life Global Funding II | 2.500% | 9/16/29 | 1,000 | 876 | |
Progressive Corp. | 4.950% | 6/15/33 | 1,694 | 1,737 | ||
Progressive Corp. | 4.125% | 4/15/47 | 295 | 260 | ||
5 | Protective Life Global Funding | 4.714% | 7/6/27 | 750 | 746 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 233 | 191 | ||
Prudential Financial Inc. | 4.350% | 2/25/50 | 1,856 | 1,647 | ||
5 | RGA Global Funding | 2.700% | 1/18/29 | 425 | 378 | |
Royal Bank of Canada | 5.000% | 2/1/33 | 1,500 | 1,526 | ||
5 | Standard Chartered plc | 1.214% | 3/23/25 | 285 | 282 | |
5 | Standard Chartered plc | 6.301% | 1/9/29 | 990 | 1,016 | |
State Street Corp. | 4.821% | 1/26/34 | 450 | 443 | ||
5 | Sumitomo Mitsui Trust Bank Ltd. | 0.850% | 3/25/24 | 2,000 | 1,979 | |
5 | Svenska Handelsbanken AB | 1.418% | 6/11/27 | 1,875 | 1,704 | |
5 | Swedbank AB | 6.136% | 9/12/26 | 1,010 | 1,031 | |
5 | Teachers Insurance & Annuity Assn. of America | 4.900% | 9/15/44 | 915 | 868 | |
5 | Teachers Insurance & Annuity Assn. of America | 4.270% | 5/15/47 | 1,145 | 1,001 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Temasek Financial I Ltd. | 3.625% | 8/1/28 | 1,025 | 1,004 | |
5 | Temasek Financial I Ltd. | 2.375% | 8/2/41 | 969 | 735 | |
Toronto-Dominion Bank | 4.456% | 6/8/32 | 332 | 323 | ||
Truist Financial Corp. | 3.700% | 6/5/25 | 1,385 | 1,355 | ||
Truist Financial Corp. | 4.873% | 1/26/29 | 1,080 | 1,066 | ||
UBS AG | 1.250% | 6/1/26 | 985 | 905 | ||
UBS AG | 5.650% | 9/11/28 | 1,385 | 1,437 | ||
UBS Group AG | 3.750% | 3/26/25 | 2,147 | 2,103 | ||
5 | UBS Group AG | 1.305% | 2/2/27 | 545 | 499 | |
5 | UBS Group AG | 1.494% | 8/10/27 | 1,160 | 1,048 | |
5 | UBS Group AG | 2.095% | 2/11/32 | 720 | 574 | |
5 | UBS Group AG | 3.091% | 5/14/32 | 1,195 | 1,019 | |
5 | UBS Group AG | 2.746% | 2/11/33 | 330 | 270 | |
5 | UBS Group AG | 6.537% | 8/12/33 | 485 | 517 | |
5 | UBS Group AG | 9.016% | 11/15/33 | 750 | 922 | |
5 | UBS Group AG | 6.301% | 9/22/34 | 920 | 972 | |
5 | UBS Group AG | 3.179% | 2/11/43 | 855 | 632 | |
5 | UniCredit SpA | 1.982% | 6/3/27 | 1,015 | 928 | |
5 | UniCredit SpA | 3.127% | 6/3/32 | 1,000 | 844 | |
US Bancorp | 3.700% | 1/30/24 | 1,560 | 1,557 | ||
US Bancorp | 2.677% | 1/27/33 | 475 | 397 | ||
US Bancorp | 2.491% | 11/3/36 | 576 | 451 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 1,000 | 1,154 | ||
Wells Fargo & Co. | 3.000% | 2/19/25 | 890 | 870 | ||
Wells Fargo & Co. | 3.550% | 9/29/25 | 860 | 841 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 1,045 | 1,001 | ||
Wells Fargo & Co. | 3.000% | 10/23/26 | 170 | 161 | ||
Wells Fargo & Co. | 3.196% | 6/17/27 | 1,705 | 1,630 | ||
Wells Fargo & Co. | 3.526% | 3/24/28 | 1,230 | 1,174 | ||
Wells Fargo & Co. | 6.303% | 10/23/29 | 1,055 | 1,113 | ||
Wells Fargo & Co. | 2.879% | 10/30/30 | 435 | 387 | ||
Wells Fargo & Co. | 2.572% | 2/11/31 | 2,235 | 1,932 | ||
Wells Fargo & Co. | 3.350% | 3/2/33 | 235 | 206 | ||
Wells Fargo & Co. | 4.897% | 7/25/33 | 5,676 | 5,533 | ||
Wells Fargo & Co. | 5.389% | 4/24/34 | 325 | 326 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 2,316 | 2,311 | ||
Wells Fargo & Co. | 4.900% | 11/17/45 | 515 | 470 | ||
Wells Fargo & Co. | 4.750% | 12/7/46 | 2,070 | 1,828 | ||
Wells Fargo & Co. | 4.611% | 4/25/53 | 1,245 | 1,125 | ||
Wells Fargo Bank NA | 5.254% | 12/11/26 | 2,917 | 2,954 | ||
328,258 | ||||||
Health Care (2.0%) | ||||||
AbbVie Inc. | 3.800% | 3/15/25 | 575 | 568 | ||
AdventHealth Obligated Group | 2.795% | 11/15/51 | 900 | 612 | ||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 360 | 309 | ||
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 540 | 385 | ||
5 | Alcon Finance Corp. | 2.750% | 9/23/26 | 200 | 188 | |
5 | Alcon Finance Corp. | 2.600% | 5/27/30 | 200 | 173 | |
5 | Alcon Finance Corp. | 5.375% | 12/6/32 | 255 | 263 | |
5 | Alcon Finance Corp. | 3.800% | 9/23/49 | 305 | 244 | |
5 | Alcon Finance Corp. | 5.750% | 12/6/52 | 775 | 832 | |
Amgen Inc. | 4.400% | 5/1/45 | 147 | 131 | ||
Amgen Inc. | 4.200% | 2/22/52 | 547 | 463 | ||
Amgen Inc. | 5.750% | 3/2/63 | 420 | 442 | ||
Ascension Health | 2.532% | 11/15/29 | 1,405 | 1,256 | ||
2 | Ascension Health | 4.847% | 11/15/53 | 50 | 48 | |
AstraZeneca plc | 4.000% | 1/17/29 | 2,270 | 2,241 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 615 | 719 | ||
Banner Health | 2.907% | 1/1/42 | 910 | 672 | ||
5 | Bayer US Finance II LLC | 4.250% | 12/15/25 | 1,100 | 1,071 | |
5 | Bayer US Finance LLC | 3.375% | 10/8/24 | 815 | 799 | |
5 | Bayer US Finance LLC | 6.125% | 11/21/26 | 340 | 345 | |
5 | Bayer US Finance LLC | 6.250% | 1/21/29 | 380 | 389 | |
Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 255 | 165 | ||
Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | 570 | 559 | ||
2 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 590 | 526 | |
Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 330 | 271 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 1,785 | 1,460 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 169 | 154 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cedars-Sinai Health System | 2.288% | 8/15/31 | 1,330 | 1,112 | ||
Children's Hospital Corp. | 2.585% | 2/1/50 | 160 | 105 | ||
Cigna Group | 3.250% | 4/15/25 | 880 | 859 | ||
Cigna Group | 4.375% | 10/15/28 | 515 | 511 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 860 | 841 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 1,015 | 926 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 684 | 593 | ||
2 | CommonSpirit Health | 4.350% | 11/1/42 | 601 | 522 | |
CommonSpirit Health | 3.910% | 10/1/50 | 70 | 55 | ||
Cottage Health Obligated Group | 3.304% | 11/1/49 | 295 | 220 | ||
5 | CSL Finance plc | 4.750% | 4/27/52 | 1,164 | 1,112 | |
CVS Health Corp. | 1.750% | 8/21/30 | 145 | 120 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 315 | 310 | ||
Dignity Health | 3.812% | 11/1/24 | 560 | 549 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 1,100 | 955 | ||
Elevance Health Inc. | 5.500% | 10/15/32 | 320 | 335 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 92 | 85 | ||
Elevance Health Inc. | 6.100% | 10/15/52 | 75 | 85 | ||
Eli Lilly & Co. | 4.875% | 2/27/53 | 270 | 280 | ||
Eli Lilly & Co. | 4.950% | 2/27/63 | 235 | 244 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 780 | 575 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 290 | 268 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 1,640 | 1,430 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 503 | 348 | ||
Gilead Sciences Inc. | 5.550% | 10/15/53 | 320 | 347 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 2,000 | 2,155 | ||
Humana Inc. | 5.750% | 12/1/28 | 65 | 68 | ||
Humana Inc. | 5.950% | 3/15/34 | 1,843 | 1,973 | ||
Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 365 | 250 | ||
Inova Health System Foundation | 4.068% | 5/15/52 | 475 | 415 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 380 | 364 | ||
Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 1,130 | 849 | ||
Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 1,105 | 788 | ||
Mass General Brigham Inc. | 3.192% | 7/1/49 | 535 | 394 | ||
Mass General Brigham Inc. | 3.342% | 7/1/60 | 955 | 683 | ||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 590 | 418 | ||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 310 | 271 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 1,320 | 1,268 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 760 | 699 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 1,915 | 1,692 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 640 | 614 | ||
OhioHealth Corp. | 2.297% | 11/15/31 | 760 | 636 | ||
OhioHealth Corp. | 2.834% | 11/15/41 | 485 | 359 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 725 | 699 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 2,165 | 2,085 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 1,505 | 1,384 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.750% | 5/19/33 | 1,045 | 1,047 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.110% | 5/19/43 | 1,000 | 998 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.300% | 5/19/53 | 1,005 | 1,028 | ||
Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 255 | 207 | ||
Piedmont Healthcare Inc. | 2.719% | 1/1/42 | 255 | 182 | ||
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 340 | 227 | ||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 985 | 860 | ||
Providence St. Joseph Health Obligated Group | 5.403% | 10/1/33 | 449 | 457 | ||
2 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 325 | 251 | |
Providence St. Joseph Health Obligated Group | 2.700% | 10/1/51 | 1,000 | 612 | ||
5 | Roche Holdings Inc. | 2.607% | 12/13/51 | 305 | 205 | |
SSM Health Care Corp. | 3.823% | 6/1/27 | 940 | 911 | ||
Sutter Health | 2.294% | 8/15/30 | 295 | 252 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 260 | 232 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 560 | 472 | ||
Toledo Hospital | 5.750% | 11/15/38 | 545 | 544 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 1,190 | 1,166 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 275 | 238 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 435 | 376 | ||
UnitedHealth Group Inc. | 4.200% | 5/15/32 | 335 | 328 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 240 | 241 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 215 | 183 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 310 | 235 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 838 | 656 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 1,318 | 1,221 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 1,600 | 1,480 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 592 | 575 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 215 | 191 | ||
UnitedHealth Group Inc. | 3.750% | 10/15/47 | 145 | 120 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 880 | 787 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 140 | 128 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 675 | 550 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 1,539 | 1,080 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 295 | 224 | ||
UnitedHealth Group Inc. | 4.750% | 5/15/52 | 245 | 236 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 1,655 | 1,874 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 615 | 502 | ||
67,012 | ||||||
Industrials (0.7%) | ||||||
5 | Ashtead Capital Inc. | 2.450% | 8/12/31 | 495 | 403 | |
5 | Ashtead Capital Inc. | 5.550% | 5/30/33 | 200 | 198 | |
5 | Ashtead Capital Inc. | 5.950% | 10/15/33 | 255 | 260 | |
5 | BAE Systems Holdings Inc. | 3.850% | 12/15/25 | 1,085 | 1,062 | |
5 | BAE Systems plc | 3.400% | 4/15/30 | 215 | 198 | |
Boeing Co. | 1.433% | 2/4/24 | 940 | 936 | ||
Boeing Co. | 2.700% | 2/1/27 | 495 | 467 | ||
Boeing Co. | 5.805% | 5/1/50 | 900 | 933 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 250 | 233 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 415 | 369 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 60 | 52 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 405 | 294 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 705 | 493 | ||
Burlington Northern Santa Fe LLC | 4.450% | 1/15/53 | 17 | 16 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 205 | 135 | ||
Canadian Pacific Railway Co. | 4.950% | 8/15/45 | 480 | 456 | ||
5 | Carrier Global Corp. | 5.900% | 3/15/34 | 115 | 124 | |
5 | Carrier Global Corp. | 6.200% | 3/15/54 | 396 | 459 | |
CSX Corp. | 3.350% | 9/15/49 | 235 | 178 | ||
5 | Daimler Truck Finance North America LLC | 5.150% | 1/16/26 | 450 | 451 | |
5 | Daimler Truck Finance North America LLC | 3.650% | 4/7/27 | 445 | 428 | |
5 | Daimler Truck Finance North America LLC | 5.125% | 1/19/28 | 150 | 151 | |
Eaton Corp. | 4.150% | 3/15/33 | 254 | 249 | ||
Eaton Corp. | 4.700% | 8/23/52 | 130 | 128 | ||
Honeywell International Inc. | 4.250% | 1/15/29 | 1,000 | 1,002 | ||
Honeywell International Inc. | 5.000% | 2/15/33 | 1,893 | 1,982 | ||
Honeywell International Inc. | 4.500% | 1/15/34 | 1,684 | 1,694 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 132 | 141 | ||
John Deere Capital Corp. | 5.150% | 9/8/33 | 1,270 | 1,337 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 211 | 209 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 376 | 369 | ||
Lockheed Martin Corp. | 5.700% | 11/15/54 | 1,499 | 1,690 | ||
Republic Services Inc. | 4.875% | 4/1/29 | 110 | 112 | ||
RTX Corp. | 4.450% | 11/16/38 | 275 | 253 | ||
5 | Siemens Financieringsmaatschappij NV | 1.700% | 3/11/28 | 630 | 565 | |
5 | Siemens Financieringsmaatschappij NV | 2.150% | 3/11/31 | 1,100 | 939 | |
5 | Siemens Financieringsmaatschappij NV | 4.400% | 5/27/45 | 800 | 753 | |
Trane Technologies Financing Ltd. | 5.250% | 3/3/33 | 515 | 534 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | UL Solutions Inc. | 6.500% | 10/20/28 | 380 | 399 | |
Union Pacific Corp. | 3.700% | 3/1/29 | 505 | 494 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 8 | 7 | ||
Union Pacific Corp. | 3.375% | 2/14/42 | 515 | 421 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 72 | 55 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 696 | 584 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 1,025 | 812 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 335 | 261 | ||
2 | United Airlines Class B Series 2018-1 Pass Through Trust | 4.600% | 9/1/27 | 116 | 108 | |
23,394 | ||||||
Materials (0.1%) | ||||||
5 | Corp. Nacional del Cobre de Chile | 3.700% | 1/30/50 | 600 | 433 | |
5 | Glencore Funding LLC | 6.375% | 10/6/30 | 1,429 | 1,536 | |
5 | Glencore Funding LLC | 2.625% | 9/23/31 | 230 | 195 | |
5 | Glencore Funding LLC | 6.500% | 10/6/33 | 360 | 393 | |
2,557 | ||||||
Real Estate (0.6%) | ||||||
American Tower Corp. | 5.000% | 2/15/24 | 80 | 80 | ||
American Tower Corp. | 4.400% | 2/15/26 | 450 | 445 | ||
American Tower Corp. | 3.800% | 8/15/29 | 981 | 931 | ||
American Tower Corp. | 5.900% | 11/15/33 | 247 | 262 | ||
5 | American Tower Trust I | 5.490% | 3/15/28 | 2,070 | 2,100 | |
Boston Properties LP | 3.800% | 2/1/24 | 45 | 45 | ||
Crown Castle Inc. | 4.000% | 11/15/49 | 218 | 172 | ||
CubeSmart LP | 2.250% | 12/15/28 | 360 | 318 | ||
CubeSmart LP | 2.500% | 2/15/32 | 233 | 194 | ||
Extra Space Storage LP | 5.500% | 7/1/30 | 360 | 368 | ||
Extra Space Storage LP | 5.900% | 1/15/31 | 896 | 936 | ||
Healthpeak OP LLC | 2.125% | 12/1/28 | 880 | 775 | ||
Healthpeak OP LLC | 3.000% | 1/15/30 | 930 | 829 | ||
Prologis LP | 5.250% | 6/15/53 | 595 | 621 | ||
Public Storage Operating Co. | 5.125% | 1/15/29 | 180 | 186 | ||
Public Storage Operating Co. | 5.100% | 8/1/33 | 190 | 197 | ||
Public Storage Operating Co. | 5.350% | 8/1/53 | 100 | 105 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 735 | 659 | ||
Realty Income Corp. | 4.700% | 12/15/28 | 840 | 846 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 380 | 346 | ||
Realty Income Corp. | 2.850% | 12/15/32 | 1,295 | 1,103 | ||
Realty Income Corp. | 4.900% | 7/15/33 | 816 | 817 | ||
5 | SBA Tower Trust | 1.840% | 4/15/27 | 1,570 | 1,391 | |
5 | SBA Tower Trust | 2.836% | 1/15/50 | 725 | 701 | |
5 | SBA Tower Trust | 1.884% | 7/15/50 | 265 | 246 | |
5 | SBA Tower Trust | 1.631% | 5/15/51 | 1,060 | 947 | |
5 | SBA Tower Trust | 2.593% | 10/15/56 | 1,500 | 1,205 | |
5 | Scentre Group Trust 1 / Scentre Group Trust 2 | 4.375% | 5/28/30 | 695 | 660 | |
Simon Property Group LP | 3.375% | 10/1/24 | 275 | 271 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 1,160 | 1,033 | ||
18,789 | ||||||
Technology (1.6%) | ||||||
Apple Inc. | 3.250% | 2/23/26 | 1,020 | 996 | ||
Apple Inc. | 2.450% | 8/4/26 | 1,170 | 1,115 | ||
Apple Inc. | 3.350% | 2/9/27 | 1,545 | 1,505 | ||
Apple Inc. | 3.200% | 5/11/27 | 1,065 | 1,031 | ||
Apple Inc. | 2.900% | 9/12/27 | 2,250 | 2,154 | ||
Apple Inc. | 3.850% | 5/4/43 | 430 | 383 | ||
Apple Inc. | 4.450% | 5/6/44 | 120 | 117 | ||
Apple Inc. | 3.850% | 8/4/46 | 985 | 859 | ||
Apple Inc. | 2.650% | 5/11/50 | 825 | 569 | ||
Apple Inc. | 2.650% | 2/8/51 | 792 | 544 | ||
Apple Inc. | 4.850% | 5/10/53 | 1,322 | 1,349 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 305 | 298 | ||
Broadcom Inc. | 4.110% | 9/15/28 | 1,452 | 1,419 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 130 | 124 | ||
5 | Broadcom Inc. | 2.600% | 2/15/33 | 710 | 584 | |
5 | Broadcom Inc. | 3.187% | 11/15/36 | 291 | 236 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cisco Systems Inc. | 2.500% | 9/20/26 | 431 | 411 | ||
Intel Corp. | 2.875% | 5/11/24 | 800 | 792 | ||
Intel Corp. | 2.000% | 8/12/31 | 105 | 89 | ||
Intel Corp. | 5.625% | 2/10/43 | 1,906 | 2,042 | ||
Intel Corp. | 4.100% | 5/19/46 | 1,172 | 1,032 | ||
Intel Corp. | 3.250% | 11/15/49 | 600 | 446 | ||
Intel Corp. | 3.050% | 8/12/51 | 842 | 596 | ||
Intel Corp. | 4.900% | 8/5/52 | 2,180 | 2,137 | ||
Intel Corp. | 5.700% | 2/10/53 | 840 | 909 | ||
Intel Corp. | 3.200% | 8/12/61 | 425 | 294 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 4,500 | 4,371 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 2,975 | 2,838 | ||
International Business Machines Corp. | 5.875% | 11/29/32 | 1,010 | 1,105 | ||
Intuit Inc. | 5.200% | 9/15/33 | 1,455 | 1,525 | ||
Intuit Inc. | 5.500% | 9/15/53 | 1,401 | 1,537 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 435 | 425 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 1,890 | 1,804 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 822 | 756 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 3,336 | 2,282 | ||
5 | Microsoft Corp. | 2.500% | 9/15/50 | 492 | 333 | |
Microsoft Corp. | 2.921% | 3/17/52 | 3,287 | 2,421 | ||
Oracle Corp. | 2.950% | 11/15/24 | 2,190 | 2,141 | ||
Oracle Corp. | 1.650% | 3/25/26 | 895 | 834 | ||
Oracle Corp. | 3.250% | 11/15/27 | 1,360 | 1,292 | ||
Oracle Corp. | 4.500% | 7/8/44 | 873 | 762 | ||
Oracle Corp. | 4.125% | 5/15/45 | 757 | 620 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 744 | 659 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 1,075 | 949 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 1,112 | 906 | ||
QUALCOMM Inc. | 4.250% | 5/20/32 | 175 | 174 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 463 | 433 | ||
S&P Global Inc. | 2.700% | 3/1/29 | 121 | 112 | ||
S&P Global Inc. | 2.900% | 3/1/32 | 1,817 | 1,623 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 45 | 37 | ||
51,970 | ||||||
Utilities (3.2%) | ||||||
AEP Texas Inc. | 4.150% | 5/1/49 | 145 | 117 | ||
AEP Texas Inc. | 3.450% | 1/15/50 | 380 | 275 | ||
AEP Transmission Co. LLC | 4.500% | 6/15/52 | 265 | 240 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 654 | 702 | ||
Alabama Power Co. | 5.200% | 6/1/41 | 120 | 117 | ||
Alabama Power Co. | 4.100% | 1/15/42 | 215 | 180 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 630 | 514 | ||
Alabama Power Co. | 4.300% | 7/15/48 | 775 | 675 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 590 | 575 | ||
Ameren Illinois Co. | 6.125% | 12/15/28 | 1,000 | 1,017 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 140 | 115 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 540 | 510 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 45 | 37 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 845 | 738 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 25 | 22 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 95 | 73 | ||
Arizona Public Service Co. | 6.350% | 12/15/32 | 180 | 195 | ||
Arizona Public Service Co. | 5.550% | 8/1/33 | 247 | 256 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 410 | 293 | ||
Baltimore Gas and Electric Co. | 2.900% | 6/15/50 | 238 | 163 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,135 | 1,230 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 25 | 27 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,490 | 1,473 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 115 | 98 | ||
Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 548 | 489 | ||
5 | Boston Gas Co. | 3.150% | 8/1/27 | 140 | 131 | |
5 | Boston Gas Co. | 3.757% | 3/16/32 | 120 | 107 | |
5 | Brooklyn Union Gas Co. | 3.407% | 3/10/26 | 95 | 91 | |
5 | Brooklyn Union Gas Co. | 4.273% | 3/15/48 | 1,720 | 1,335 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 195 | 172 | ||
CenterPoint Energy Resources Corp. | 5.250% | 3/1/28 | 1,109 | 1,137 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 1,369 | 1,333 | ||
CenterPoint Energy Resources Corp. | 5.400% | 3/1/33 | 868 | 906 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 185 | 179 | ||
Cleco Corporate Holdings LLC | 3.375% | 9/15/29 | 405 | 356 | ||
Cleco Securitization I LLC | 4.646% | 9/1/44 | 765 | 748 | ||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 645 | 609 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 375 | 329 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 175 | 139 | ||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 368 | 312 | ||
Commonwealth Edison Co. | 3.850% | 3/15/52 | 195 | 158 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 980 | 874 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 76 | 62 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 50 | 42 | ||
Consolidated Edison Co. of New York Inc. | 3.200% | 12/1/51 | 570 | 405 | ||
Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | 292 | 332 | ||
Consolidated Edison Co. of New York Inc. | 4.625% | 12/1/54 | 2,640 | 2,382 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 715 | 622 | ||
Consumers Energy Co. | 4.200% | 9/1/52 | 555 | 489 | ||
Dominion Energy Inc. | 3.375% | 4/1/30 | 178 | 164 | ||
Dominion Energy Inc. | 5.375% | 11/15/32 | 1,950 | 2,000 | ||
Dominion Energy Inc. | 5.250% | 8/1/33 | 1,000 | 1,016 | ||
Dominion Energy Inc. | 4.600% | 3/15/49 | 760 | 670 | ||
Dominion Energy Inc. | 4.850% | 8/15/52 | 2,852 | 2,633 | ||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 138 | 156 | ||
Dominion Energy South Carolina Inc. | 5.300% | 5/15/33 | 44 | 46 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 95 | 97 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 202 | 185 | ||
Duke Energy Carolinas LLC | 4.950% | 1/15/33 | 148 | 151 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 493 | 530 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 470 | 370 | ||
Duke Energy Carolinas LLC | 5.350% | 1/15/53 | 1,075 | 1,103 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 315 | 299 | ||
Duke Energy Corp. | 3.400% | 6/15/29 | 350 | 329 | ||
Duke Energy Corp. | 3.300% | 6/15/41 | 945 | 725 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 1,200 | 1,099 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 265 | 205 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 525 | 431 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 990 | 729 | ||
Duke Energy Corp. | 5.000% | 8/15/52 | 1,298 | 1,214 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 200 | 222 | ||
Duke Energy Florida LLC | 5.950% | 11/15/52 | 155 | 170 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 365 | 403 | ||
Duke Energy Progress LLC | 4.100% | 3/15/43 | 118 | 101 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 2,045 | 1,751 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 70 | 44 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 70 | 47 | ||
2 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/39 | 1,010 | 822 | |
5 | East Ohio Gas Co. | 2.000% | 6/15/30 | 325 | 270 | |
5 | East Ohio Gas Co. | 3.000% | 6/15/50 | 475 | 307 | |
Edison International | 5.250% | 11/15/28 | 708 | 713 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 716 | 689 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 410 | 387 | ||
Evergy Inc. | 2.450% | 9/15/24 | 425 | 415 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 630 | 446 | ||
Evergy Metro Inc. | 2.250% | 6/1/30 | 205 | 175 | ||
Evergy Metro Inc. | 4.200% | 3/15/48 | 137 | 116 | ||
Eversource Energy | 2.900% | 10/1/24 | 690 | 676 | ||
Eversource Energy | 3.150% | 1/15/25 | 110 | 107 | ||
Eversource Energy | 3.300% | 1/15/28 | 400 | 379 | ||
Eversource Energy | 5.450% | 3/1/28 | 765 | 787 | ||
Eversource Energy | 3.375% | 3/1/32 | 70 | 62 | ||
Eversource Energy | 5.125% | 5/15/33 | 360 | 362 | ||
Exelon Corp. | 3.350% | 3/15/32 | 540 | 483 | ||
Florida Power & Light Co. | 5.050% | 4/1/28 | 340 | 348 | ||
Florida Power & Light Co. | 5.650% | 2/1/35 | 1,000 | 1,054 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 1,000 | 1,015 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 785 | 858 | ||
Florida Power & Light Co. | 5.690% | 3/1/40 | 675 | 729 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 368 | 298 | ||
Florida Power & Light Co. | 5.300% | 4/1/53 | 535 | 561 | ||
Fortis Inc. | 3.055% | 10/4/26 | 1,195 | 1,135 | ||
Georgia Power Co. | 4.700% | 5/15/32 | 655 | 652 | ||
Georgia Power Co. | 4.950% | 5/17/33 | 635 | 642 | ||
Georgia Power Co. | 5.400% | 6/1/40 | 205 | 200 | ||
Georgia Power Co. | 4.750% | 9/1/40 | 988 | 921 | ||
Georgia Power Co. | 4.300% | 3/15/42 | 1,076 | 954 | ||
Georgia Power Co. | 3.700% | 1/30/50 | 170 | 135 | ||
Georgia Power Co. | 5.125% | 5/15/52 | 710 | 704 | ||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 415 | 349 | ||
5 | ITC Holdings Corp. | 4.950% | 9/22/27 | 60 | 60 | |
5 | KeySpan Gas East Corp. | 2.742% | 8/15/26 | 670 | 624 | |
5 | Massachusetts Electric Co. | 5.900% | 11/15/39 | 585 | 596 | |
5 | Metropolitan Edison Co. | 5.200% | 4/1/28 | 60 | 60 | |
5 | Metropolitan Edison Co. | 4.300% | 1/15/29 | 249 | 241 | |
MidAmerican Energy Co. | 4.400% | 10/15/44 | 15 | 13 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 45 | 39 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 165 | 144 | ||
MidAmerican Energy Co. | 3.150% | 4/15/50 | 1,166 | 838 | ||
5 | Mid-Atlantic Interstate Transmission LLC | 4.100% | 5/15/28 | 220 | 213 | |
5 | Monongahela Power Co. | 5.400% | 12/15/43 | 135 | 132 | |
Nevada Power Co. | 3.125% | 8/1/50 | 305 | 211 | ||
NextEra Energy Capital Holdings Inc. | 6.051% | 3/1/25 | 390 | 394 | ||
NextEra Energy Capital Holdings Inc. | 5.749% | 9/1/25 | 415 | 419 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 880 | 848 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 670 | 595 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 390 | 369 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 590 | 530 | ||
5 | Niagara Mohawk Power Corp. | 4.278% | 12/15/28 | 1,000 | 957 | |
5 | Niagara Mohawk Power Corp. | 3.025% | 6/27/50 | 540 | 353 | |
NiSource Inc. | 5.250% | 2/15/43 | 390 | 379 | ||
NiSource Inc. | 4.800% | 2/15/44 | 255 | 234 | ||
NiSource Inc. | 5.000% | 6/15/52 | 2,036 | 1,906 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 145 | 124 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 2,000 | 2,212 | ||
2,5 | Oglethorpe Power Corp. | 6.191% | 1/1/31 | 1,065 | 1,082 | |
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 170 | 174 | ||
Oglethorpe Power Corp. | 4.550% | 6/1/44 | 50 | 42 | ||
Oglethorpe Power Corp. | 4.250% | 4/1/46 | 537 | 426 | ||
Oglethorpe Power Corp. | 4.500% | 4/1/47 | 115 | 98 | ||
Oglethorpe Power Corp. | 5.050% | 10/1/48 | 65 | 60 | ||
Oncor Electric Delivery Co. LLC | 4.150% | 6/1/32 | 150 | 145 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | 414 | 410 | ||
5 | Oncor Electric Delivery Co. LLC | 5.650% | 11/15/33 | 2,025 | 2,160 | |
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 75 | 70 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 355 | 234 | ||
Oncor Electric Delivery Co. LLC | 4.600% | 6/1/52 | 670 | 624 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | 294 | 289 | ||
Pacific Gas and Electric Co. | 6.150% | 1/15/33 | 603 | 625 | ||
Pacific Gas and Electric Co. | 6.400% | 6/15/33 | 495 | 521 | ||
Pacific Gas and Electric Co. | 6.950% | 3/15/34 | 1,110 | 1,222 | ||
Pacific Gas and Electric Co. | 4.500% | 7/1/40 | 926 | 783 | ||
Pacific Gas and Electric Co. | 6.750% | 1/15/53 | 401 | 437 | ||
Pacific Gas and Electric Co. | 6.700% | 4/1/53 | 882 | 960 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 280 | 263 | ||
5 | Pennsylvania Electric Co. | 5.150% | 3/30/26 | 30 | 30 | |
2 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/38 | 109 | 85 | |
2 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/48 | 494 | 359 | |
PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/49 | 720 | 727 | ||
PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/54 | 685 | 686 | ||
Piedmont Natural Gas Co. Inc. | 5.050% | 5/15/52 | 260 | 243 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 750 | 859 | ||
PPL Electric Utilities Corp. | 5.250% | 5/15/53 | 180 | 186 | ||
San Diego Gas & Electric Co. | 6.000% | 6/1/26 | 600 | 617 | ||
San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 145 | 120 | ||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 160 | 129 | ||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 545 | 466 | ||
San Diego Gas & Electric Co. | 2.950% | 8/15/51 | 21 | 15 | ||
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 790 | 613 | ||
San Diego Gas & Electric Co. | 5.350% | 4/1/53 | 1,220 | 1,239 | ||
2 | SCE Recovery Funding LLC | 0.861% | 11/15/33 | 239 | 204 | |
SCE Recovery Funding LLC | 1.942% | 5/15/40 | 110 | 83 | ||
SCE Recovery Funding LLC | 2.510% | 11/15/43 | 100 | 69 | ||
Sempra | 3.250% | 6/15/27 | 4,095 | 3,883 | ||
Sempra | 6.000% | 10/15/39 | 600 | 632 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 221 | 210 | ||
Southern California Edison Co. | 3.700% | 8/1/25 | 90 | 88 | ||
Southern California Edison Co. | 5.950% | 11/1/32 | 620 | 666 | ||
Southern California Edison Co. | 6.000% | 1/15/34 | 1,000 | 1,100 | ||
Southern California Edison Co. | 5.550% | 1/15/37 | 2,250 | 2,263 | ||
Southern California Edison Co. | 6.050% | 3/15/39 | 55 | 58 | ||
Southern California Edison Co. | 4.650% | 10/1/43 | 100 | 91 | ||
Southern California Edison Co. | 4.000% | 4/1/47 | 195 | 160 | ||
Southern California Edison Co. | 4.125% | 3/1/48 | 645 | 544 | ||
Southern California Edison Co. | 4.875% | 3/1/49 | 87 | 80 | ||
Southern California Edison Co. | 3.650% | 2/1/50 | 155 | 120 | ||
Southern California Edison Co. | 5.700% | 3/1/53 | 210 | 221 | ||
Southern California Edison Co. | 5.875% | 12/1/53 | 350 | 378 | ||
Southern California Gas Co. | 2.600% | 6/15/26 | 820 | 782 | ||
Southern California Gas Co. | 6.350% | 11/15/52 | 250 | 286 | ||
Southern Co. | 4.400% | 7/1/46 | 755 | 666 | ||
Southern Co. Gas Capital Corp. | 5.750% | 9/15/33 | 165 | 173 | ||
Southwest Gas Corp. | 2.200% | 6/15/30 | 230 | 195 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 400 | 425 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 102 | 78 | ||
5 | Texas Electric Market Stabilization Funding N LLC | 4.966% | 2/1/44 | 1,120 | 1,100 | |
5 | Texas Electric Market Stabilization Funding N LLC | 5.057% | 8/1/48 | 535 | 525 | |
5 | Texas Electric Market Stabilization Funding N LLC | 5.167% | 2/1/52 | 500 | 503 | |
Tucson Electric Power Co. | 5.500% | 4/15/53 | 210 | 214 | ||
Union Electric Co. | 4.000% | 4/1/48 | 423 | 349 | ||
Union Electric Co. | 3.900% | 4/1/52 | 245 | 202 | ||
Union Electric Co. | 5.450% | 3/15/53 | 250 | 258 | ||
Virginia Electric and Power Co. | 3.500% | 3/15/27 | 435 | 420 | ||
Wisconsin Electric Power Co. | 5.700% | 12/1/36 | 690 | 731 | ||
105,269 | ||||||
Total Corporate Bonds (Cost $787,802) | 739,472 | |||||
Sovereign Bonds (0.2%) | ||||||
5 | Emirate of Abu Dhabi | 4.951% | 7/7/52 | 390 | 383 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Government of Bermuda | 2.375% | 8/20/30 | 400 | 342 | |
5 | Government of Bermuda | 3.375% | 8/20/50 | 200 | 140 | |
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 2,000 | 2,085 | ||
5 | Kingdom of Saudi Arabia | 5.000% | 1/18/53 | 1,230 | 1,157 | |
5 | OMERS Finance Trust | 4.000% | 4/20/28 | 560 | 551 | |
Republic of Chile | 2.550% | 7/27/33 | 1,085 | 896 | ||
Republic of Chile | 3.500% | 1/31/34 | 545 | 486 | ||
Republic of Chile | 3.500% | 4/15/53 | 575 | 434 | ||
5 | State of Qatar | 4.400% | 4/16/50 | 430 | 396 | |
United Mexican States | 6.338% | 5/4/53 | 737 | 752 | ||
Total Sovereign Bonds (Cost $8,045) | 7,622 | |||||
Taxable Municipal Bonds (1.6%) | ||||||
Alabama Federal Aid Highway Finance Authority Government Fund/Grant Revenue | 2.650% | 9/1/37 | 160 | 126 | ||
Bay Area Toll Authority Highway Revenue | 6.918% | 4/1/40 | 580 | 677 | ||
Bay Area Toll Authority Highway Revenue | 6.263% | 4/1/49 | 60 | 70 | ||
Bay Area Toll Authority Highway Revenue | 7.043% | 4/1/50 | 820 | 1,038 | ||
Broward County FL Airport System Port, Airport & Marina Revenue | 3.477% | 10/1/43 | 300 | 249 | ||
California GO | 7.500% | 4/1/34 | 155 | 188 | ||
California GO | 7.350% | 11/1/39 | 1,550 | 1,883 | ||
California Health Facilities Financing Authority Intergovernmental Agreement Revenue | 4.190% | 6/1/37 | 120 | 111 | ||
California State University College & University Revenue | 2.719% | 11/1/52 | 350 | 243 | ||
California State University College & University Revenue | 2.939% | 11/1/52 | 445 | 316 | ||
Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | 6.899% | 12/1/40 | 1,679 | 1,918 | ||
Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | 6.899% | 12/1/40 | 776 | 883 | ||
Chicago Transit Authority Sales Tax Receipts Fund Sales Tax Revenue | 6.200% | 12/1/40 | 550 | 597 | ||
Commonwealth of Massachusetts GO | 2.514% | 7/1/41 | 270 | 201 | ||
Commonwealth of Massachusetts Miscellaneous Taxes Revenue | 4.110% | 7/15/31 | 429 | 426 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 3.089% | 11/1/40 | 220 | 176 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 2.843% | 11/1/46 | 515 | 388 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 4.087% | 11/1/51 | 75 | 66 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 4.507% | 11/1/51 | 535 | 499 | ||
7 | Foothill-Eastern Transportation Corridor Agency Highway Revenue | 3.924% | 1/15/53 | 345 | 276 | |
Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.637% | 4/1/57 | 2,006 | 2,289 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 2.746% | 6/1/34 | 70 | 59 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.293% | 6/1/42 | 130 | 101 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.000% | 6/1/46 | 260 | 237 | ||
Grand Parkway Transportation Corp. Highway Revenue | 5.184% | 10/1/42 | 140 | 143 | ||
Grand Parkway Transportation Corp. Highway Revenue | 3.236% | 10/1/52 | 930 | 699 | ||
Houston TX GO | 6.290% | 3/1/32 | 315 | 335 | ||
Illinois GO | 5.100% | 6/1/33 | 6,135 | 6,070 | ||
Illinois State Toll Highway Authority Highway Revenue | 6.184% | 1/1/34 | 750 | 824 | ||
Jobs ohio Beverage System Economic Development Revenue | 4.433% | 1/1/33 | 345 | 342 | ||
JobsOhio Beverage System Miscellaneous Revenue | 2.833% | 1/1/38 | 160 | 130 | ||
8 | Kansas Development Finance Authority Appropriations Revenue | 2.774% | 5/1/51 | 390 | 277 | |
7 | Kansas Development Finance Authority Lease (Appropriation) Revenue | 5.501% | 5/1/34 | 2,000 | 2,085 | |
Maryland State Transportation Authority Transit Revenue | 5.888% | 7/1/43 | 545 | 592 | ||
Massachusetts School Building Authority Sales Tax Revenue | 1.753% | 8/15/30 | 890 | 765 | ||
Massachusetts School Building Authority Sales Tax Revenue | 5.715% | 8/15/39 | 1,000 | 1,061 | ||
Massachusetts School Building Authority Sales Tax Revenue | 3.395% | 10/15/40 | 475 | 404 | ||
Massachusetts School Building Authority Sales Tax Revenue | 2.950% | 5/15/43 | 650 | 477 | ||
Massachusetts Water Resources Authority Water Revenue | 2.823% | 8/1/41 | 710 | 550 | ||
Metropolitan Transportation Authority Fuel Sales Tax Revenue | 6.089% | 11/15/40 | 445 | 487 | ||
Metropolitan Transportation Authority Miscellaneous Taxes Revenue | 7.336% | 11/15/39 | 325 | 403 | ||
Metropolitan Transportation Authority Transit Revenue | 6.200% | 11/15/26 | 40 | 41 | ||
Metropolitan Transportation Authority Transit Revenue | 6.814% | 11/15/40 | 785 | 870 | ||
Metropolitan Transportation Authority Transit Revenue | 5.175% | 11/15/49 | 910 | 887 | ||
Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.084% | 12/1/34 | 295 | 257 | ||
New Jersey Turnpike Authority Highway Revenue | 7.414% | 1/1/40 | 410 | 511 | ||
New York State Thruway Authority Highway Revenue | 2.900% | 1/1/35 | 490 | 427 | ||
New York State Thruway Authority Highway Revenue | 3.500% | 1/1/42 | 275 | 230 | ||
North Texas Tollway Authority Highway Revenue | 3.011% | 1/1/43 | 450 | 345 | ||
North Texas Tollway Authority Highway Revenue | 6.718% | 1/1/49 | 465 | 574 | ||
Oregon Department of Transportation Fuel Sales Tax Revenue | 5.834% | 11/15/34 | 655 | 709 | ||
7 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 1,716 | 1,741 | |
8 | Oregon State University College & University Revenue | 3.424% | 3/1/60 | 1,000 | 761 | |
9 | Philadelphia Authority for Industrial Development Miscellaneous Revenue | 6.550% | 10/15/28 | 1,945 | 2,072 | |
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 5.859% | 12/1/24 | 65 | 65 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 5.072% | 7/15/53 | 1,035 | 1,072 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.175% | 7/15/60 | 485 | 340 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.458% | 10/1/62 | 1,175 | 1,072 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.810% | 10/15/65 | 640 | 622 | ||
Riverside CA General Fund Revenue | 3.857% | 6/1/45 | 260 | 222 | ||
Riverside County CA Appropriations Revenue | 3.818% | 2/15/38 | 290 | 264 | ||
Rutgers State University of New Jersey College & University Revenue | 3.270% | 5/1/43 | 350 | 283 | ||
Sales Tax Securitization Corp. Intergovernmental Agreement Revenue | 3.238% | 1/1/42 | 1,000 | 805 | ||
State Board of Administration Finance Corp. Miscellaneous Revenue | 1.705% | 7/1/27 | 925 | 838 | ||
Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.102% | 4/1/35 | 420 | 428 | ||
Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.169% | 4/1/41 | 615 | 636 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 235 | 179 | ||
Texas Transportation Commission State Highway Fund Miscellaneous Revenue | 4.000% | 10/1/33 | 395 | 381 | ||
University of California College & University Revenue | 1.316% | 5/15/27 | 385 | 349 | ||
University of California College & University Revenue | 1.614% | 5/15/30 | 645 | 545 | ||
University of California College & University Revenue | 4.765% | 5/15/44 | 145 | 143 | ||
University of California College & University Revenue | 3.931% | 5/15/45 | 570 | 521 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 4.132% | 5/15/32 | 465 | 446 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.548% | 5/15/48 | 80 | 93 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.583% | 5/15/49 | 695 | 813 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.006% | 5/15/50 | 450 | 319 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 4.563% | 5/15/53 | 1,350 | 1,260 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.256% | 5/15/60 | 780 | 554 | ||
University of Michigan College & University Revenue | 2.562% | 4/1/50 | 997 | 676 | ||
University of Michigan College & University Revenue | 3.504% | 4/1/52 | 210 | 173 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Minnesota College & University Revenue | 4.048% | 4/1/52 | 840 | 757 | ||
Total Taxable Municipal Bonds (Cost $56,358) | 51,942 | |||||
Shares | ||||||
Temporary Cash Investments (1.3%) | ||||||
Money Market Fund (0.0%) | ||||||
10 | Vanguard Market Liquidity Fund | 5.435% | 117 | 12 | ||
Face Amount ($000) | ||||||
Repurchase Agreement (1.3%) | ||||||
NatWest Markets plc (Dated 12/29/23, Repurchase Value $43,326,000, collateralized by U.S. Treasury Note/Bond 1.625%, 8/15/29, with a value of $44,166,000) | 5.310% | 1/2/24 | 43,300 | 43,300 | ||
Total Temporary Cash Investments (Cost $43,312) | 43,312 | |||||
Total Investments (99.7%) (Cost $2,806,343) | 3,251,675 | |||||
Other Assets and Liabilities—Net (0.3%) | 8,680 | |||||
Net Assets (100%) | 3,260,355 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Securities with a value of $123,000 have been segregated as initial margin for open futures contracts. |
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 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2023. |
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 December 31, 2023, the aggregate value was $199,952,000, representing 6.1% of net assets. |
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 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
8 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
9 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
10 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
ADR—American Depositary Receipt. | |
DAC—Designated Activity Company. | |
GO—General Obligation Bond. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
SOFR30A—30 Day Average Secured Overnight Financing Rate. | |
TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. | |
UMBS—Uniform Mortgage-Backed Securities. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Short Futures Contracts | ||||
Ultra 10-Year U.S. Treasury Note | March 2024 | (35) | (4,131) | (142) |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $2,806,331) | 3,251,663 |
Affiliated Issuers (Cost $12) | 12 |
Total Investments in Securities | 3,251,675 |
Investment in Vanguard | 104 |
Cash | 16 |
Foreign Currency, at Value (Cost $392) | 395 |
Receivables for Investment Securities Sold | 5,770 |
Receivables for Accrued Income | 14,104 |
Receivables for Capital Shares Issued | 197 |
Variation Margin Receivable—Futures Contracts | 3 |
Total Assets | 3,272,264 |
Liabilities | |
Payables for Investment Securities Purchased | 8,003 |
Payables to Investment Advisor | 395 |
Payables for Capital Shares Redeemed | 3,167 |
Payables to Vanguard | 344 |
Total Liabilities | 11,909 |
Net Assets | 3,260,355 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 2,574,891 |
Total Distributable Earnings (Loss) | 685,464 |
Net Assets | 3,260,355 |
Net Assets | |
Applicable to 139,984,429 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,260,355 |
Net Asset Value Per Share | $23.29 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 37,876 |
Interest | 43,267 |
Securities Lending—Net | 1 |
Total Income | 81,144 |
Expenses | |
Investment Advisory Fees—Note B | |
Basic Fee | 1,607 |
Performance Adjustment | (38) |
The Vanguard Group—Note C | |
Management and Administrative | 4,730 |
Marketing and Distribution | 153 |
Custodian Fees | 29 |
Auditing Fees | 30 |
Shareholders’ Reports | 80 |
Trustees’ Fees and Expenses | 2 |
Other Expenses | 52 |
Total Expenses | 6,645 |
Expenses Paid Indirectly | (9) |
Net Expenses | 6,636 |
Net Investment Income | 74,508 |
Realized Net Gain (Loss) | |
Investment Securities Sold | 171,809 |
Futures Contracts | 158 |
Swap Contracts | (137) |
Foreign Currencies | 73 |
Realized Net Gain (Loss) | 171,903 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 176,264 |
Futures Contracts | (272) |
Foreign Currencies | 139 |
Change in Unrealized Appreciation (Depreciation) | 176,131 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 422,542 |
1 | Dividends are net of foreign withholding taxes of $(29,000). |
2 | Change in unrealized appreciation (depreciation) from an affiliated company of the portfolio is $1,000. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 74,508 | 66,357 |
Realized Net Gain (Loss) | 171,903 | 127,923 |
Change in Unrealized Appreciation (Depreciation) | 176,131 | (727,150) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 422,542 | (532,870) |
Distributions | ||
Total Distributions | (195,416) | (375,204) |
Capital Share Transactions | ||
Issued | 180,021 | 313,136 |
Issued in Lieu of Cash Distributions | 195,416 | 375,204 |
Redeemed | (484,124) | (425,731) |
Net Increase (Decrease) from Capital Share Transactions | (108,687) | 262,609 |
Total Increase (Decrease) | 118,439 | (645,465) |
Net Assets | ||
Beginning of Period | 3,141,916 | 3,787,381 |
End of Period | 3,260,355 | 3,141,916 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $21.72 | $28.41 | $25.68 | $24.94 | $22.20 |
Investment Operations | |||||
Net Investment Income1 | .518 | .471 | .468 | .526 | .623 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.415 | (4.277) | 4.137 | 1.692 | 4.105 |
Total from Investment Operations | 2.933 | (3.806) | 4.605 | 2.218 | 4.728 |
Distributions | |||||
Dividends from Net Investment Income | (.464) | (.480) | (.497) | (.666) | (.660) |
Distributions from Realized Capital Gains | (.899) | (2.404) | (1.378) | (.812) | (1.328) |
Total Distributions | (1.363) | (2.884) | (1.875) | (1.478) | (1.988) |
Net Asset Value, End of Period | $23.29 | $21.72 | $28.41 | $25.68 | $24.94 |
Total Return | 14.33% | -14.30% | 19.02% | 10.68% | 22.48% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $3,260 | $3,142 | $3,787 | $3,346 | $3,267 |
Ratio of Total Expenses to Average Net Assets2 | 0.21%3 | 0.21%3 | 0.20% | 0.20% | 0.21% |
Ratio of Net Investment Income to Average Net Assets | 2.37% | 2.05% | 1.76% | 2.24% | 2.68% |
Portfolio Turnover Rate4 | 40% | 40% | 33% | 49% | 29% |
1 | Calculated based on average shares outstanding. |
2 | Includes performance-based investment advisory fee increases (decreases) of (0.00%), 0.00%, (0.01%), (0.01%), and (0.00%). |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset and broker commission abatement arrangements was 0.21%. |
4 | Includes 1%, 7%, 1%, 3%, and 8%, respectively, attributable to mortgage-dollar-roll activity. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | Wellington Management Company llp provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets. The basic fee is subject to quarterly adjustments based on the portfolio’s performance relative to the combined index comprising the S&P 500 Index and the Bloomberg Barclays U.S. Credit A or Better Bond Index for the preceding three years. For the year ended December 31, 2023, the investment advisory fee represented an effective annual basic rate of 0.05% of the portfolio’s average net assets, before a net decrease of $38,000 (0.00%) based on performance. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio corporate management, administrative, |
D. | The portfolio has asked its investment advisor to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions generated. Such rebates are used solely to reduce the portfolio’s management and administrative expenses. The portfolio’s custodian bank has also agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2023, these arrangements reduced the portfolio’s management and administrative expenses by $3,000 and custodian fees by $6,000. The total expense reduction represented an effective annual rate of less than 0.01% of the portfolio’s average net assets. |
E. | Various inputs may be used to determine the value of the portfolio’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 | ||||
Common Stocks | 1,945,909 | 167,812 | — | 2,113,721 |
U.S. Government and Agency Obligations | — | 263,871 | — | 263,871 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 31,735 | — | 31,735 |
Corporate Bonds | — | 739,472 | — | 739,472 |
Sovereign Bonds | — | 7,622 | — | 7,622 |
Taxable Municipal Bonds | — | 51,942 | — | 51,942 |
Temporary Cash Investments | 12 | 43,300 | — | 43,312 |
Total | 1,945,921 | 1,305,754 | — | 3,251,675 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 142 | — | — | 142 |
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. |
F. | At December 31, 2023, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Unrealized Depreciation—Futures Contracts1 | 142 | — | 142 |
Total Liabilities | 142 | — | 142 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Futures Contracts | 158 | — | 158 |
Swap Contracts | — | (137) | (137) |
Realized Net Gain (Loss) on Derivatives | 158 | (137) | 21 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | |||
Futures Contracts | (272) | — | (272) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | (272) | — | (272) |
G. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable foreign currency transactions and swap agreements were reclassified between the individual components of total distributable earnings (loss). |
Amount ($000) | |
Undistributed Ordinary Income | 82,020 |
Undistributed Long-Term Gains | 159,288 |
Net Unrealized Gains (Losses) | 444,156 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 685,464 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 66,515 | 102,569 |
Long-Term Capital Gains | 128,901 | 272,635 |
Total | 195,416 | 375,204 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 2,807,707 |
Gross Unrealized Appreciation | 588,229 |
Gross Unrealized Depreciation | (144,261) |
Net Unrealized Appreciation (Depreciation) | 443,968 |
H. | During the year ended December 31, 2023, the portfolio purchased $843,938,000 of investment securities and sold $1,083,345,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $396,557,000 and $410,217,000, respectively. |
I. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 8,261 | 13,936 |
Issued in Lieu of Cash Distributions | 9,486 | 15,732 |
Redeemed | (22,408) | (18,314) |
Net Increase (Decrease) in Shares Outstanding | (4,661) | 11,354 |
J. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
K. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Capital Growth Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisor's Report | 2 |
About Your Portfolio’s Expenses | 4 |
Performance Summary | 5 |
Financial Statements | 7 |
Trustees Approve Advisory Arrangement | 17 |
• | The financial markets delivered robust returns for the 12 months ended December 31, 2023. The Capital Growth Portfolio returned 27.98%, outpacing its benchmark, the Standard & Poor’s 500 Index, which returned 26.29%. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, stocks and bonds rallied worldwide as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The portfolio’s outperformance stemmed mostly from investing less than the index in certain industry sectors that lagged—notably, consumer staples—and from strong security selection, especially in health care. The portfolio’s holdings in consumer discretionary, technology, and communication services companies underperformed. |
• | For the 10 years ended December 31, 2023, the portfolio produced an average annual return of 12.85%, ahead of the 12.03% return of the S&P 500 Index. Over the course of the decade, the portfolio’s edge compounded to more than 23 percentage points of cumulative outperformance (+235.05% versus +211.49%). |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Capital Growth Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,094.60 | $1.80 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.49 | 1.73 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Capital Growth Portfolio | 27.98% | 14.33% | 12.85% | $33,505 | |
S&P 500 Index | 26.29 | 15.69 | 12.03 | 31,149 |
Communication Services | 5.5% |
Consumer Discretionary | 10.7 |
Consumer Staples | 0.2 |
Energy | 2.1 |
Financials | 6.6 |
Health Care | 31.3 |
Industrials | 12.6 |
Information Technology | 29.7 |
Materials | 1.3 |
Shares | Market Value• ($000) | ||
Common Stocks (95.5%) | |||
Communication Services (5.2%) | |||
* | Alphabet Inc. Class A | 287,000 | 40,091 |
* | Alphabet Inc. Class C | 167,400 | 23,592 |
* | Baidu Inc. ADR | 125,600 | 14,958 |
Walt Disney Co. | 111,300 | 10,049 | |
* | Meta Platforms Inc. Class A | 6,100 | 2,159 |
* | Charter Communications Inc. Class A | 5,400 | 2,099 |
92,948 | |||
Consumer Discretionary (10.2%) | |||
* | Tesla Inc. | 147,400 | 36,626 |
Sony Group Corp. ADR | 322,400 | 30,528 | |
Ross Stores Inc. | 182,800 | 25,298 | |
Alibaba Group Holding Ltd. ADR | 233,100 | 18,068 | |
TJX Cos. Inc. | 192,500 | 18,058 | |
* | Amazon.com Inc. | 82,800 | 12,581 |
* | Mattel Inc. | 615,200 | 11,615 |
Whirlpool Corp. | 70,900 | 8,633 | |
* | Royal Caribbean Cruises Ltd. | 62,900 | 8,145 |
Bath & Body Works Inc. | 91,100 | 3,932 | |
* | Flutter Entertainment plc (XDUB) | 11,100 | 1,970 |
Marriott International Inc. Class A | 8,400 | 1,894 | |
Hilton Worldwide Holdings Inc. | 10,000 | 1,821 | |
Restaurant Brands International Inc. | 20,000 | 1,563 | |
eBay Inc. | 35,400 | 1,544 | |
182,276 | |||
Consumer Staples (0.2%) | |||
* | Dollar Tree Inc. | 14,800 | 2,102 |
Sysco Corp. | 22,900 | 1,675 | |
3,777 | |||
Energy (2.0%) | |||
Hess Corp. | 124,400 | 17,933 | |
Pioneer Natural Resources Co. | 53,800 | 12,099 | |
EOG Resources Inc. | 32,700 | 3,955 | |
* | Transocean Ltd. (XNYS) | 278,100 | 1,766 |
35,753 | |||
Financials (6.3%) | |||
Wells Fargo & Co. | 684,100 | 33,671 | |
JPMorgan Chase & Co. | 90,000 | 15,309 | |
Marsh & McLennan Cos. Inc. | 73,900 | 14,002 | |
Visa Inc. Class A | 51,800 | 13,486 | |
Raymond James Financial Inc. | 96,350 | 10,743 | |
Bank of America Corp. | 212,200 | 7,145 | |
Progressive Corp. | 21,100 | 3,361 | |
Charles Schwab Corp. | 44,200 | 3,041 | |
Fidelity National Information Services Inc. | 49,000 | 2,943 | |
Mastercard Inc. Class A | 4,700 | 2,004 | |
Northern Trust Corp. | 22,300 | 1,882 | |
CME Group Inc. | 8,500 | 1,790 |
Shares | Market Value• ($000) | ||
Citigroup Inc. | 31,700 | 1,631 | |
* | PayPal Holdings Inc. | 24,000 | 1,474 |
112,482 | |||
Health Care (29.9%) | |||
Eli Lilly & Co. | 330,771 | 192,813 | |
Amgen Inc. | 225,171 | 64,854 | |
* | Biogen Inc. | 231,050 | 59,789 |
AstraZeneca plc ADR | 639,600 | 43,077 | |
* | Boston Scientific Corp. | 640,902 | 37,051 |
Thermo Fisher Scientific Inc. | 44,900 | 23,832 | |
Novartis AG ADR | 224,450 | 22,663 | |
* | BioMarin Pharmaceutical Inc. | 166,900 | 16,093 |
Bristol-Myers Squibb Co. | 279,900 | 14,362 | |
Roche Holding AG | 40,007 | 11,630 | |
GSK plc ADR | 213,400 | 7,909 | |
Abbott Laboratories | 63,900 | 7,033 | |
* | BeiGene Ltd. ADR | 34,000 | 6,132 |
Zimmer Biomet Holdings Inc. | 45,500 | 5,537 | |
* | Elanco Animal Health Inc. (XNYS) | 340,416 | 5,072 |
CVS Health Corp. | 62,400 | 4,927 | |
Agilent Technologies Inc. | 20,000 | 2,781 | |
Medtronic plc | 31,300 | 2,578 | |
Stryker Corp. | 8,400 | 2,515 | |
* | IQVIA Holdings Inc. | 10,200 | 2,360 |
* | Sandoz Group AG | 44,890 | 1,444 |
534,452 | |||
Industrials (12.0%) | |||
FedEx Corp. | 211,300 | 53,453 | |
Siemens AG (Registered) | 190,334 | 35,708 | |
Southwest Airlines Co. | 646,650 | 18,675 | |
Airbus SE | 92,654 | 14,314 | |
* | United Airlines Holdings Inc. | 309,900 | 12,787 |
Caterpillar Inc. | 40,900 | 12,093 | |
Union Pacific Corp. | 41,900 | 10,292 | |
Delta Air Lines Inc. | 254,800 | 10,251 | |
TransDigm Group Inc. | 7,450 | 7,536 | |
* | American Airlines Group Inc. | 535,000 | 7,351 |
United Parcel Service Inc. Class B (XNYS) | 45,650 | 7,178 | |
Textron Inc. | 77,100 | 6,200 | |
Carrier Global Corp. | 73,800 | 4,240 | |
* | Alaska Air Group Inc. | 108,100 | 4,223 |
General Dynamics Corp. | 10,700 | 2,778 | |
CSX Corp. | 77,700 | 2,694 | |
JB Hunt Transport Services Inc. | 12,100 | 2,417 | |
Otis Worldwide Corp. | 21,250 | 1,901 | |
214,091 | |||
Information Technology (28.4%) | |||
* | Adobe Inc. | 107,000 | 63,836 |
Microsoft Corp. | 155,200 | 58,361 | |
Intel Corp. | 1,153,200 | 57,948 | |
KLA Corp. | 89,800 | 52,201 | |
Micron Technology Inc. | 572,700 | 48,874 | |
Texas Instruments Inc. | 271,800 | 46,331 | |
Oracle Corp. | 219,200 | 23,110 | |
NVIDIA Corp. | 43,300 | 21,443 |
Shares | Market Value• ($000) | ||
Intuit Inc. | 32,300 | 20,188 | |
NetApp Inc. | 207,800 | 18,320 | |
* | Splunk Inc. | 88,300 | 13,452 |
Analog Devices Inc. | 65,600 | 13,026 | |
QUALCOMM Inc. | 88,000 | 12,727 | |
HP Inc. | 362,350 | 10,903 | |
Hewlett Packard Enterprise Co. | 466,950 | 7,929 | |
Apple Inc. | 37,800 | 7,278 | |
Telefonaktiebolaget LM Ericsson ADR | 1,085,700 | 6,840 | |
Entegris Inc. | 51,300 | 6,147 | |
Cisco Systems Inc. | 117,600 | 5,941 | |
Applied Materials Inc. | 31,800 | 5,154 | |
Corning Inc. | 96,250 | 2,931 | |
* | Palo Alto Networks Inc. | 7,800 | 2,300 |
* | Autodesk Inc. | 5,900 | 1,437 |
* | BlackBerry Ltd. | 148,000 | 524 |
507,201 | |||
Materials (1.3%) | |||
Albemarle Corp. | 49,200 | 7,108 | |
Glencore plc | 702,066 | 4,220 | |
DuPont de Nemours Inc. | 38,566 | 2,967 | |
Freeport-McMoRan Inc. | 65,500 | 2,788 | |
Linde plc | 6,300 | 2,588 | |
Corteva Inc. | 30,700 | 1,471 | |
Dow Inc. | 18,066 | 991 | |
22,133 | |||
Total Common Stocks (Cost $939,890) | 1,705,113 | ||
Temporary Cash Investments (4.5%) | |||
Money Market Fund (4.5%) | |||
1 | Vanguard Market Liquidity Fund, 5.435% (Cost $80,591) | 805,955 | 80,579 |
Total Investments (100.0%) (Cost $1,020,481) | 1,785,692 | ||
Other Assets and Liabilities—Net (0.0%) | 534 | ||
Net Assets (100%) | 1,786,226 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
ADR—American Depositary Receipt. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $939,890) | 1,705,113 |
Affiliated Issuers (Cost $80,591) | 80,579 |
Total Investments in Securities | 1,785,692 |
Investment in Vanguard | 57 |
Cash | 99 |
Receivables for Accrued Income | 2,159 |
Receivables for Capital Shares Issued | 29 |
Total Assets | 1,788,036 |
Liabilities | |
Payables for Investment Securities Purchased | 349 |
Payables to Investment Advisor | 630 |
Payables for Capital Shares Redeemed | 684 |
Payables to Vanguard | 147 |
Total Liabilities | 1,810 |
Net Assets | 1,786,226 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 961,971 |
Total Distributable Earnings (Loss) | 824,255 |
Net Assets | 1,786,226 |
Net Assets | |
Applicable to 38,514,746 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,786,226 |
Net Asset Value Per Share | $46.38 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 22,450 |
Interest2 | 3,353 |
Securities Lending—Net | 4 |
Total Income | 25,807 |
Expenses | |
Investment Advisory Fees—Note B | 2,389 |
The Vanguard Group—Note C | |
Management and Administrative | 2,841 |
Marketing and Distribution | 81 |
Custodian Fees | 20 |
Auditing Fees | 28 |
Shareholders’ Reports | 48 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 9 |
Total Expenses | 5,417 |
Net Investment Income | 20,390 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 39,428 |
Foreign Currencies | 13 |
Realized Net Gain (Loss) | 39,441 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 331,913 |
Foreign Currencies | 18 |
Change in Unrealized Appreciation (Depreciation) | 331,931 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 391,762 |
1 | Dividends are net of foreign withholding taxes of $424,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $3,353,000, $1,000, $1,000, and ($10,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 20,390 | 17,045 |
Realized Net Gain (Loss) | 39,441 | 80,144 |
Change in Unrealized Appreciation (Depreciation) | 331,931 | (365,817) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 391,762 | (268,628) |
Distributions | ||
Total Distributions | (96,796) | (157,677) |
Capital Share Transactions | ||
Issued | 159,337 | 130,652 |
Issued in Lieu of Cash Distributions | 96,796 | 157,677 |
Redeemed | (183,484) | (218,431) |
Net Increase (Decrease) from Capital Share Transactions | 72,649 | 69,898 |
Total Increase (Decrease) | 367,615 | (356,407) |
Net Assets | ||
Beginning of Period | 1,418,611 | 1,775,018 |
End of Period | 1,786,226 | 1,418,611 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $38.81 | $50.69 | $45.21 | $40.76 | $33.49 |
Investment Operations | |||||
Net Investment Income1 | .534 | .468 | .356 | .478 | .503 |
Net Realized and Unrealized Gain (Loss) on Investments | 9.693 | (7.744) | 8.959 | 5.768 | 8.182 |
Total from Investment Operations | 10.227 | (7.276) | 9.315 | 6.246 | 8.685 |
Distributions | |||||
Dividends from Net Investment Income | (.457) | (.390) | (.480) | (.574) | (.411) |
Distributions from Realized Capital Gains | (2.200) | (4.214) | (3.355) | (1.222) | (1.004) |
Total Distributions | (2.657) | (4.604) | (3.835) | (1.796) | (1.415) |
Net Asset Value, End of Period | $46.38 | $38.81 | $50.69 | $45.21 | $40.76 |
Total Return | 27.98% | -15.48% | 21.54% | 17.47% | 26.50% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,786 | $1,419 | $1,775 | $2,092 | $1,976 |
Ratio of Total Expenses to Average Net Assets | 0.34% | 0.34% | 0.34% | 0.34% | 0.34% |
Ratio of Net Investment Income to Average Net Assets | 1.28% | 1.13% | 0.73% | 1.25% | 1.37% |
Portfolio Turnover Rate | 4% | 3% | 5%2 | 6% | 5% |
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 portfolio’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | PRIMECAP Management Company provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets. For the year ended December 31, 2023, the investment advisory fee represented an effective annual basic rate of 0.15% of the portfolio’s average net assets. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
D. | Various inputs may be used to determine the value of the portfolio’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 | ||||
Common Stocks | 1,635,827 | 69,286 | — | 1,705,113 |
Temporary Cash Investments | 80,579 | — | — | 80,579 |
Total | 1,716,406 | 69,286 | — | 1,785,692 |
E. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable foreign currency transactions were reclassified between the individual components of total distributable earnings (loss). |
Amount ($000) | |
Undistributed Ordinary Income | 20,279 |
Undistributed Long-Term Gains | 38,736 |
Net Unrealized Gains (Losses) | 765,240 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 824,255 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 16,640 | 13,352 |
Long-Term Capital Gains | 80,156 | 144,325 |
Total | 96,796 | 157,677 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,020,482 |
Gross Unrealized Appreciation | 860,001 |
Gross Unrealized Depreciation | (94,791) |
Net Unrealized Appreciation (Depreciation) | 765,210 |
F. | During the year ended December 31, 2023, the portfolio purchased $59,791,000 of investment securities and sold $80,603,000 of investment securities, other than temporary cash investments. |
G. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 3,799 | 3,146 |
Issued in Lieu of Cash Distributions | 2,584 | 3,557 |
Redeemed | (4,418) | (5,169) |
Net Increase (Decrease) in Shares Outstanding | 1,965 | 1,534 |
H. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
I. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio's Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Conservative Allocation Portfolio returned 12.51%, in line with its benchmark index, the Conservative Allocation Composite Index, after factoring in the portfolio’s expenses. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The portfolio targets an asset allocation of approximately 60% bonds and 40% stocks through these holdings: Vanguard Variable Insurance Funds Total Bond Market Index Portfolio and Equity Index Portfolio and Admiral™ Shares of Vanguard Total International Bond Index Fund, Vanguard Total International Stock Index Fund, and Vanguard Extended Market Index Fund. |
• | The Equity Index Portfolio return helped performance the most with a return of 26.11%; the Extended Market Index Fund returned 25.38%. The Total International Stock Index Fund returned 15.52%, the Total International Bond Index Fund 8.83%, and the Total Bond Market Index Portfolio 5.58%. |
• | The portfolio recorded an average annual return of 4.84% for the 10 years ended December 31, 2023, in line with its benchmark average of 5.07%. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Conservative Allocation Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,052.10 | $0.67 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.55 | 0.66 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Conservative Allocation Portfolio | 12.51% | 5.60% | 4.84% | $16,047 | |
Conservative Allocation Composite Index | 12.71 | 5.90 | 5.07 | 16,399 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 42.0% |
Vanguard Variable Insurance Funds—Equity Index Portfolio | 20.5 |
Vanguard Total International Bond Index Fund Admiral Shares | 17.9 |
Vanguard Total International Stock Index Fund Admiral Shares | 16.2 |
Vanguard Extended Market Index Fund Admiral Shares | 3.4 |
Shares | Market Value• ($000) | |||||
Investment Companies (100.1%) | ||||||
U.S. Stock Funds (24.0%) | ||||||
Vanguard Variable Insurance Funds—Equity Index Portfolio | 1,575,871 | 95,955 | ||||
Vanguard Extended Market Index Fund Admiral Shares | 127,391 | 15,883 | ||||
111,838 | ||||||
International Stock Fund (16.2%) | ||||||
Vanguard Total International Stock Index Fund Admiral Shares | 2,425,597 | 75,509 | ||||
U.S. Bond Fund (42.0%) | ||||||
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 18,446,777 | 196,089 | ||||
International Bond Fund (17.9%) | ||||||
Vanguard Total International Bond Index Fund Admiral Shares | 4,245,664 | 83,724 | ||||
Total Investment Companies (Cost $483,186) | 467,160 | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 5.435% (Cost $152) | 1,517 | 152 | |||
Total Investments (100.1%) (Cost $483,338) | 467,312 | |||||
Other Assets and Liabilities—Net (-0.1%) | (479) | |||||
Net Assets (100%) | 466,833 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | 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, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $483,338) | 467,312 |
Receivables for Capital Shares Issued | 10 |
Total Assets | 467,322 |
Liabilities | |
Payables for Investment Securities Purchased | 151 |
Payables for Capital Shares Redeemed | 338 |
Total Liabilities | 489 |
Net Assets | 466,833 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 460,596 |
Total Distributable Earnings (Loss) | 6,237 |
Net Assets | 466,833 |
Net Assets | |
Applicable to 19,102,802 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 466,833 |
Net Asset Value Per Share | $24.44 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 12,102 |
Net Investment Income—Note B | 12,102 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | 2,991 |
Affiliated Funds Sold | 7,756 |
Realized Net Gain (Loss) | 10,747 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | 30,193 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 53,042 |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 12,102 | 8,847 |
Realized Net Gain (Loss) | 10,747 | 11,132 |
Change in Unrealized Appreciation (Depreciation) | 30,193 | (99,783) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 53,042 | (79,804) |
Distributions | ||
Total Distributions | (20,019) | (32,935) |
Capital Share Transactions | ||
Issued | 59,604 | 44,556 |
Issued in Lieu of Cash Distributions | 20,019 | 32,935 |
Redeemed | (77,509) | (81,774) |
Net Increase (Decrease) from Capital Share Transactions | 2,114 | (4,283) |
Total Increase (Decrease) | 35,137 | (117,022) |
Net Assets | ||
Beginning of Period | 431,696 | 548,718 |
End of Period | 466,833 | 431,696 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $22.75 | $28.60 | $28.40 | $26.53 | $24.02 |
Investment Operations | |||||
Net Investment Income1 | .626 | .456 | .613 | .499 | .660 |
Capital Gain Distributions Received1 | .155 | .295 | .345 | .123 | .117 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.969 | (4.840) | .664 | 2.266 | 2.921 |
Total from Investment Operations | 2.750 | (4.089) | 1.622 | 2.888 | 3.698 |
Distributions | |||||
Dividends from Net Investment Income | (.462) | (.639) | (.440) | (.631) | (.585) |
Distributions from Realized Capital Gains | (.598) | (1.122) | (.982) | (.387) | (.603) |
Total Distributions | (1.060) | (1.761) | (1.422) | (1.018) | (1.188) |
Net Asset Value, End of Period | $24.44 | $22.75 | $28.60 | $28.40 | $26.53 |
Total Return | 12.51% | -14.90% | 5.99% | 11.73% | 15.83% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $467 | $432 | $549 | $521 | $425 |
Ratio of Total Expenses to Average Net Assets | — | — | — | — | — |
Acquired Fund Fees and Expenses | 0.13% | 0.13% | 0.13% | 0.13% | 0.13% |
Ratio of Net Investment Income to Average Net Assets | 2.71% | 1.89% | 2.17% | 1.90% | 2.61% |
Portfolio Turnover Rate | 13% | 10% | 12% | 27% | 10% |
1 | Calculated based on average shares outstanding. |
Amount ($000) | |
Undistributed Ordinary Income | 11,808 |
Undistributed Long-Term Gains | 10,755 |
Net Unrealized Gains (Losses) | (16,326) |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 6,237 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 8,814 | 12,798 |
Long-Term Capital Gains | 11,205 | 20,137 |
Total | 20,019 | 32,935 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 483,638 |
Gross Unrealized Appreciation | 26,791 |
Gross Unrealized Depreciation | (43,117) |
Net Unrealized Appreciation (Depreciation) | (16,326) |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 2,588 | 1,802 |
Issued in Lieu of Cash Distributions | 893 | 1,307 |
Redeemed | (3,355) | (3,321) |
Net Increase (Decrease) in Shares Outstanding | 126 | (212) |
Current Period Transactions | ||||||||
Dec. 31, 2022 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2023 Market Value ($000) | |
Vanguard Extended Market Index Fund | 15,687 | 798 | 4,019 | 1,522 | 1,895 | 220 | — | 15,883 |
Vanguard Market Liquidity Fund | 17 | NA1 | NA1 | — | — | 3 | — | 152 |
Vanguard Total International Bond Index Fund | 76,631 | 10,821 | 6,884 | (11) | 3,167 | 3,577 | — | 83,724 |
Vanguard Total International Stock Index Fund | 70,651 | 8,429 | 11,793 | 1,044 | 7,178 | 2,404 | — | 75,509 |
Vanguard Variable Insurance Funds—Equity Index Portfolio | 87,074 | 12,217 | 20,756 | 5,212 | 12,208 | 1,350 | 2,991 | 95,955 |
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 181,747 | 24,935 | 16,327 | (11) | 5,745 | 4,548 | — | 196,089 |
Total | 431,807 | 57,200 | 59,779 | 7,756 | 30,193 | 12,102 | 2,991 | 467,312 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
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Chris D. McIsaac | Lauren Valente |
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Diversified Value Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisors' Report | 2 |
About Your Portfolio’s Expenses | 4 |
Performance Summary | 5 |
Financial Statements | 7 |
Trustees Approve Advisory Arrangements | 18 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Diversified Value Portfolio returned 20.13%, outpacing the 11.46% return of its benchmark, the Russell 1000 Value Index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | Growth stocks outperformed value stocks by a wide margin for the 12 months. The broad U.S. stock market, as measured by the CRSP US Total Market Index, returned 25.98%. |
• | The advisor’s overweight holdings in information technology contributed most to results. Communication services and financials also performed well, and positive selection in health care and consumer discretionary helped drive performance. Holdings in consumer staples and energy detracted from relative performance. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Compounders: Our analysis indicates these companies can sustain very high levels of financial productivity for longer than the market expects, and their share price does not reflect this sustainability. We typically invest 60% to 80% of our capital in Compounders. |
• | Improvers: We believe companies can improve returns, but investors often are too optimistic about the probability of success. Our research indicates that companies that improve their returns on capital materially outperform the broad |
Executive Chairman
Chief Executive Officer
Portfolio Assets Managed | |||
Investment Advisor | % | $ Million | Investment Strategy |
Lazard Asset Management LLC | 58 | 665 | Employs a relative-value approach that seeks a combination of attractive valuation and high financial productivity. The process is research-driven, relying upon bottom-up stock analysis performed by the firm’s global sector analysts. |
Hotchkis and Wiley Capital Management, LLC | 39 | 451 | Uses a disciplined investment approach, focusing on such investment parameters as a company’s tangible assets, sustainable cash flow, and potential for improving business performance. |
Cash Investments | 3 | 31 | These short-term reserves are invested by Vanguard in equity index products to simulate investment in stocks. Each advisor may also maintain a modest cash position. |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Diversified Value Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,092.20 | $1.53 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.74 | 1.48 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Diversified Value Portfolio | 20.13% | 14.28% | 9.27% | $24,258 | |
Russell 1000 Value Index | 11.46 | 10.91 | 8.40 | 22,399 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Communication Services | 8.0% |
Consumer Discretionary | 10.3 |
Consumer Staples | 4.7 |
Energy | 8.4 |
Financials | 22.8 |
Health Care | 14.9 |
Industrials | 9.9 |
Information Technology | 17.5 |
Materials | 1.3 |
Real Estate | 1.4 |
Utilities | 0.8 |
Shares | Market Value• ($000) | ||
Common Stocks (93.6%) | |||
Communication Services (7.4%) | |||
* | Alphabet Inc. Class A | 421,492 | 58,878 |
Comcast Corp. Class A | 206,938 | 9,074 | |
* | Walt Disney Co. | 59,140 | 5,340 |
* | Warner Bros Discovery Inc. | 386,179 | 4,395 |
Vodafone Group plc ADR | 366,849 | 3,191 | |
Omnicom Group Inc. | 29,391 | 2,543 | |
Paramount Global Class B | 136,100 | 2,013 | |
85,434 | |||
Consumer Discretionary (9.7%) | |||
* | Amazon.com Inc. | 286,363 | 43,510 |
McDonald's Corp. | 50,168 | 14,875 | |
General Motors Co. | 341,483 | 12,266 | |
Home Depot Inc. | 26,915 | 9,327 | |
Magna International Inc. | 141,175 | 8,341 | |
* | Aptiv plc | 83,594 | 7,500 |
NIKE Inc. Class B | 45,591 | 4,950 | |
* | Ulta Beauty Inc. | 7,690 | 3,768 |
* | Booking Holdings Inc. | 700 | 2,483 |
BorgWarner Inc. (XNYS) | 62,700 | 2,248 | |
* | Adient plc | 41,837 | 1,521 |
110,789 | |||
Consumer Staples (4.4%) | |||
Procter & Gamble Co. | 77,816 | 11,403 | |
Coca-Cola Co. | 174,509 | 10,284 | |
Sysco Corp. | 98,689 | 7,217 | |
Unilever plc ADR | 145,893 | 7,073 | |
Mondelez International Inc. Class A | 95,943 | 6,949 | |
Estee Lauder Cos. Inc. Class A | 38,064 | 5,567 | |
J M Smucker Co. | 12,691 | 1,604 | |
50,097 | |||
Energy (7.9%) | |||
Chevron Corp. | 108,210 | 16,141 | |
ConocoPhillips | 132,928 | 15,429 | |
APA Corp. | 377,353 | 13,539 | |
Marathon Oil Corp. | 368,587 | 8,905 | |
NOV Inc. | 398,515 | 8,082 | |
Shell plc ADR | 113,736 | 7,484 | |
Ovintiv Inc. (XNYS) | 106,400 | 4,673 | |
Pioneer Natural Resources Co. | 20,690 | 4,653 | |
Halliburton Co. | 87,479 | 3,162 | |
Cenovus Energy Inc. | 151,800 | 2,527 | |
Baker Hughes Co. | 56,900 | 1,945 | |
Murphy Oil Corp. | 43,640 | 1,862 | |
Schlumberger NV | 34,700 | 1,806 | |
90,208 | |||
Financials (21.3%) | |||
Wells Fargo & Co. | 521,551 | 25,671 | |
Bank of America Corp. | 677,104 | 22,798 | |
Visa Inc. Class A | 84,224 | 21,928 | |
Intercontinental Exchange Inc. | 160,026 | 20,552 | |
Citigroup Inc. | 343,753 | 17,683 | |
American Express Co. | 91,548 | 17,150 |
Shares | Market Value• ($000) | ||
Marsh & McLennan Cos. Inc. | 69,394 | 13,148 | |
American International Group Inc. | 185,302 | 12,554 | |
US Bancorp | 274,900 | 11,898 | |
Citizens Financial Group Inc. | 303,261 | 10,050 | |
Fidelity National Information Services Inc. | 158,700 | 9,533 | |
Goldman Sachs Group Inc. | 24,390 | 9,409 | |
Hartford Financial Services Group Inc. | 116,300 | 9,348 | |
Bank of New York Mellon Corp. | 177,834 | 9,256 | |
Charles Schwab Corp. | 105,830 | 7,281 | |
Chubb Ltd. | 27,464 | 6,207 | |
Corebridge Financial Inc. | 207,000 | 4,483 | |
Commerce Bancshares Inc. | 76,534 | 4,088 | |
Capital One Financial Corp. | 20,500 | 2,688 | |
Discover Financial Services | 23,700 | 2,664 | |
Aon plc Class A (XNYS) | 8,601 | 2,503 | |
First Citizens BancShares Inc. Class A | 1,472 | 2,089 | |
State Street Corp. | 23,210 | 1,798 | |
244,779 | |||
Health Care (14.0%) | |||
UnitedHealth Group Inc. | 32,957 | 17,351 | |
Medtronic plc | 210,232 | 17,319 | |
Johnson & Johnson | 97,590 | 15,296 | |
Elevance Health Inc. | 29,981 | 14,138 | |
CVS Health Corp. | 171,851 | 13,569 | |
Thermo Fisher Scientific Inc. | 24,535 | 13,023 | |
Danaher Corp. | 50,168 | 11,606 | |
* | Boston Scientific Corp. | 167,350 | 9,674 |
GE Healthcare Inc. | 108,517 | 8,391 | |
Zoetis Inc. | 38,267 | 7,553 | |
* | IQVIA Holdings Inc. | 30,028 | 6,948 |
* | Centene Corp. | 80,460 | 5,971 |
HCA Healthcare Inc. | 17,800 | 4,818 | |
Cigna Group | 13,800 | 4,132 | |
Humana Inc. | 6,225 | 2,850 | |
Zimmer Biomet Holdings Inc. | 22,911 | 2,788 | |
Sanofi ADR | 50,164 | 2,495 | |
GSK plc ADR | 60,732 | 2,251 | |
160,173 | |||
Industrials (9.2%) | |||
Honeywell International Inc. | 68,295 | 14,322 | |
* | Boeing Co. | 50,201 | 13,085 |
Norfolk Southern Corp. | 41,380 | 9,781 | |
Waste Management Inc. | 53,098 | 9,510 | |
General Electric Co. | 70,252 | 8,966 | |
FedEx Corp. | 31,633 | 8,002 | |
HEICO Corp. | 35,521 | 6,354 | |
Cummins Inc. | 25,451 | 6,097 | |
RTX Corp. | 68,800 | 5,789 | |
CNH Industrial NV | 414,634 | 5,050 | |
Caterpillar Inc. | 16,662 | 4,927 |
Shares | Market Value• ($000) | ||
Nordson Corp. | 13,549 | 3,579 | |
PACCAR Inc. | 34,980 | 3,416 | |
General Dynamics Corp. | 9,700 | 2,519 | |
Timken Co. | 27,700 | 2,220 | |
* | Fluor Corp. | 51,050 | 2,000 |
105,617 | |||
Information Technology (16.4%) | |||
Microsoft Corp. | 186,527 | 70,142 | |
Telefonaktiebolaget LM Ericsson ADR | 2,536,615 | 15,981 | |
* | F5 Inc. | 76,300 | 13,656 |
Amphenol Corp. Class A | 123,224 | 12,215 | |
Analog Devices Inc. | 54,197 | 10,761 | |
Applied Materials Inc. | 64,267 | 10,416 | |
Accenture plc Class A | 28,929 | 10,151 | |
* | Salesforce Inc. | 30,943 | 8,142 |
* | Adobe Inc. | 10,070 | 6,008 |
TE Connectivity Ltd. | 33,460 | 4,701 | |
Oracle Corp. | 42,564 | 4,488 | |
Micron Technology Inc. | 52,100 | 4,446 | |
International Business Machines Corp. | 25,633 | 4,192 | |
Cisco Systems Inc. | 81,844 | 4,135 | |
Corning Inc. | 122,030 | 3,716 | |
Cognizant Technology Solutions Corp. Class A | 33,200 | 2,508 | |
* | Workday Inc. Class A | 7,800 | 2,153 |
187,811 | |||
Materials (1.2%) | |||
Avery Dennison Corp. | 34,422 | 6,959 | |
Olin Corp. | 112,600 | 6,075 | |
International Paper Co. | 37,197 | 1,344 | |
14,378 | |||
Real Estate (1.3%) | |||
Prologis Inc. | 110,590 | 14,742 | |
Utilities (0.8%) | |||
PPL Corp. | 323,455 | 8,766 | |
Total Common Stocks (Cost $910,493) | 1,072,794 | ||
Temporary Cash Investments (6.3%) | |||
Money Market Fund (6.3%) | |||
1 | Vanguard Market Liquidity Fund, 5.435% (Cost $72,443) | 724,488 | 72,434 |
Total Investments (99.9%) (Cost $982,936) | 1,145,228 | ||
Other Assets and Liabilities—Net (0.1%) | 1,634 | ||
Net Assets (100%) | 1,146,862 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
ADR—American Depositary Receipt. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | March 2024 | 129 | 31,089 | 964 |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $910,493) | 1,072,794 |
Affiliated Issuers (Cost $72,443) | 72,434 |
Total Investments in Securities | 1,145,228 |
Investment in Vanguard | 36 |
Cash Collateral Pledged—Futures Contracts | 1,531 |
Receivables for Accrued Income | 1,304 |
Receivables for Capital Shares Issued | 202 |
Total Assets | 1,148,301 |
Liabilities | |
Due to Custodian | 40 |
Payables for Investment Securities Purchased | 307 |
Payables to Investment Advisor | 353 |
Payables for Capital Shares Redeemed | 579 |
Payables to Vanguard | 81 |
Variation Margin Payable—Futures Contracts | 79 |
Total Liabilities | 1,439 |
Net Assets | 1,146,862 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 896,961 |
Total Distributable Earnings (Loss) | 249,901 |
Net Assets | 1,146,862 |
Net Assets | |
Applicable to 73,370,810 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,146,862 |
Net Asset Value Per Share | $15.63 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 18,867 |
Interest2 | 2,798 |
Securities Lending—Net | 5 |
Total Income | 21,670 |
Expenses | |
Investment Advisory Fees—Note B | |
Basic Fee | 1,268 |
Performance Adjustment | 136 |
The Vanguard Group—Note C | |
Management and Administrative | 1,604 |
Marketing and Distribution | 59 |
Custodian Fees | 10 |
Auditing Fees | 28 |
Shareholders’ Reports | 21 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 9 |
Total Expenses | 3,136 |
Net Investment Income | 18,534 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 66,359 |
Futures Contracts | 2,656 |
Realized Net Gain (Loss) | 69,015 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 110,966 |
Futures Contracts | 1,592 |
Change in Unrealized Appreciation (Depreciation) | 112,558 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 200,107 |
1 | Dividends are net of foreign withholding taxes of $125,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $2,731,000, $2,000, less than $1,000, and ($7,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 18,534 | 15,475 |
Realized Net Gain (Loss) | 69,015 | 59,754 |
Change in Unrealized Appreciation (Depreciation) | 112,558 | (218,788) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 200,107 | (143,559) |
Distributions | ||
Total Distributions | (74,908) | (114,358) |
Capital Share Transactions | ||
Issued | 60,575 | 137,508 |
Issued in Lieu of Cash Distributions | 74,908 | 114,358 |
Redeemed | (183,693) | (152,810) |
Net Increase (Decrease) from Capital Share Transactions | (48,210) | 99,056 |
Total Increase (Decrease) | 76,989 | (158,861) |
Net Assets | ||
Beginning of Period | 1,069,873 | 1,228,734 |
End of Period | 1,146,862 | 1,069,873 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $14.01 | $17.45 | $13.74 | $16.45 | $14.33 |
Investment Operations | |||||
Net Investment Income1 | .245 | .204 | .183 | .209 | .364 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.384 | (2.034) | 3.940 | .133 | 3.135 |
Total from Investment Operations | 2.629 | (1.830) | 4.123 | .342 | 3.499 |
Distributions | |||||
Dividends from Net Investment Income | (.210) | (.181) | (.174) | (.409) | (.462) |
Distributions from Realized Capital Gains | (.799) | (1.429) | (.239) | (2.643) | (.917) |
Total Distributions | (1.009) | (1.610) | (.413) | (3.052) | (1.379) |
Net Asset Value, End of Period | $15.63 | $14.01 | $17.45 | $13.74 | $16.45 |
Total Return | 20.13% | -11.49% | 30.47% | 11.78% | 25.70% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,147 | $1,070 | $1,229 | $951 | $974 |
Ratio of Total Expenses to Average Net Assets2 | 0.29% | 0.29% | 0.28% | 0.28% | 0.24% |
Ratio of Net Investment Income to Average Net Assets | 1.71% | 1.38% | 1.14% | 1.70% | 2.39% |
Portfolio Turnover Rate | 19% | 25% | 25% | 34% | 117% |
1 | Calculated based on average shares outstanding. |
2 | Includes performance-based investment advisory fee increases (decreases) of 0.01%, 0.01%, 0.01%, 0.00%, and (0.03%). |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | The investment advisory firms Lazard Asset Management LLC and Hotchkis and Wiley Capital Management, LLC, each provide investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. The basic fees of Lazard Asset Management LLC and Hotchkis and Wiley Capital Management, LLC, are subject to quarterly adjustments based on performance relative to the S&P 500 Index and the Russell 1000 Value Index, respectively, since December 31, 2019. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio corporate management, administrative, marketing, |
D. | Various inputs may be used to determine the value of the portfolio’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. |
E. | Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. |
Amount ($000) | |
Undistributed Ordinary Income | 35,595 |
Undistributed Long-Term Gains | 53,051 |
Net Unrealized Gains (Losses) | 161,255 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 249,901 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 16,360 | 41,617 |
Long-Term Capital Gains | 58,548 | 72,741 |
Total | 74,908 | 114,358 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 983,973 |
Gross Unrealized Appreciation | 219,168 |
Gross Unrealized Depreciation | (57,913) |
Net Unrealized Appreciation (Depreciation) | 161,255 |
F. | During the year ended December 31, 2023, the portfolio purchased $198,082,000 of investment securities and sold $313,982,000 of investment securities, other than temporary cash investments. |
G. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 4,221 | 8,931 |
Issued in Lieu of Cash Distributions | 5,697 | 7,279 |
Redeemed | (12,916) | (10,246) |
Net Increase (Decrease) in Shares Outstanding | (2,998) | 5,964 |
H. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
I. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Equity Income Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisors' Report | 2 |
About Your Portfolio’s Expenses | 4 |
Performance Summary | 5 |
Financial Statements | 7 |
Trustees Approve Advisory Arrangement | 19 |
• | The financial markets delivered robust returns for the 12 months ended December 31, 2023. The Equity Income Portfolio returned 8.10%, beating the 6.59% return of its benchmark, the FTSE High Dividend Yield Index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The portfolio’s security selection in materials, energy, and consumer discretionary boosted relative performance the most. Selection in information technology and consumer staples detracted, as did an overweight to utilities. |
• | For the decade ended December 31, 2023, the portfolio produced an average annual return of 9.53%, slightly above that of its benchmark. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
Portfolio Assets Managed | |||
Investment Advisor | % | $ Million | Investment Strategy |
Wellington Management Company llp | 63 | 1,262 | Employs a fundamental approach to identify desirable individual stocks, seeking those that typically offer above-average dividend yields, below-average valuations, and the potential for dividend increases in the future. |
Vanguard Quantitative Equity Group | 35 | 685 | Employs a quantitative approach that focuses on fundamental factors, using models that assess valuation, growth prospects, management decisions, market sentiment, and earnings and balance-sheet quality of companies as compared with their peers. |
Cash Investments | 2 | 42 | These short-term reserves are invested by Vanguard in equity index products to simulate investment in stocks. Each advisor may also maintain a modest cash position. |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Equity Income Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,066.90 | $1.51 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.74 | 1.48 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Equity Income Portfolio | 8.10% | 11.57% | 9.53% | $24,855 | |
FTSE High Dividend Yield Index | 6.59 | 11.00 | 9.44 | 24,648 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Communication Services | 1.6% |
Consumer Discretionary | 4.1 |
Consumer Staples | 13.5 |
Energy | 10.4 |
Financials | 20.7 |
Health Care | 15.3 |
Industrials | 10.3 |
Information Technology | 8.8 |
Materials | 4.6 |
Real Estate | 2.4 |
Utilities | 8.3 |
Shares | Market Value• ($000) | ||
Common Stocks (96.0%) | |||
Communication Services (1.6%) | |||
Comcast Corp. Class A | 224,381 | 9,839 | |
T-Mobile US Inc. | 57,823 | 9,271 | |
Verizon Communications Inc. | 173,755 | 6,550 | |
TEGNA Inc. | 237,193 | 3,629 | |
AT&T Inc. | 122,107 | 2,049 | |
31,338 | |||
Consumer Discretionary (3.9%) | |||
Home Depot Inc. | 76,032 | 26,349 | |
Tractor Supply Co. | 58,372 | 12,552 | |
Lennar Corp. Class A | 81,927 | 12,210 | |
McDonald's Corp. | 23,726 | 7,035 | |
Macy's Inc. | 249,202 | 5,014 | |
Tapestry Inc. | 123,663 | 4,552 | |
Travel & Leisure Co. | 95,856 | 3,747 | |
Worthington Industries Inc. | 34,563 | 1,989 | |
Starbucks Corp. | 20,271 | 1,946 | |
Williams-Sonoma Inc. | 4,772 | 963 | |
Genuine Parts Co. | 4,703 | 651 | |
Bloomin' Brands Inc. | 19,598 | 552 | |
77,560 | |||
Consumer Staples (13.0%) | |||
Procter & Gamble Co. | 231,768 | 33,963 | |
Philip Morris International Inc. | 324,750 | 30,553 | |
Archer-Daniels-Midland Co. | 311,863 | 22,523 | |
Unilever plc ADR | 436,496 | 21,161 | |
Pernod Ricard SA | 112,868 | 19,946 | |
Keurig Dr Pepper Inc. | 595,166 | 19,831 | |
Kenvue Inc. | 785,378 | 16,909 | |
Walmart Inc. | 90,109 | 14,206 | |
Kellanova | 226,543 | 12,666 | |
PepsiCo Inc. | 51,298 | 8,713 | |
Kimberly-Clark Corp. | 70,282 | 8,540 | |
Mondelez International Inc. Class A | 117,089 | 8,481 | |
Coca-Cola Co. | 130,902 | 7,714 | |
Altria Group Inc. | 168,231 | 6,786 | |
Kroger Co. | 108,974 | 4,981 | |
Hershey Co. | 25,903 | 4,829 | |
Target Corp. | 33,519 | 4,774 | |
Ingredion Inc. | 36,724 | 3,986 | |
WK Kellogg Co. | 278,063 | 3,654 | |
Colgate-Palmolive Co. | 23,980 | 1,911 | |
Nu Skin Enterprises Inc. Class A | 82,043 | 1,593 | |
257,720 | |||
Energy (10.0%) | |||
ConocoPhillips | 385,171 | 44,707 | |
EOG Resources Inc. | 336,390 | 40,686 | |
Phillips 66 | 131,159 | 17,462 | |
Exxon Mobil Corp. | 165,876 | 16,584 | |
Coterra Energy Inc. | 608,643 | 15,533 | |
Chevron Corp. | 96,505 | 14,395 | |
Enbridge Inc. | 356,796 | 12,844 | |
Diamondback Energy Inc. | 81,284 | 12,606 | |
Marathon Petroleum Corp. | 46,661 | 6,923 | |
Schlumberger NV | 123,169 | 6,410 | |
Valero Energy Corp. | 45,296 | 5,888 | |
APA Corp. | 108,056 | 3,877 | |
HF Sinclair Corp. | 23,506 | 1,306 | |
199,221 | |||
Financials (19.8%) | |||
JPMorgan Chase & Co. | 459,635 | 78,184 | |
Regions Financial Corp. | 1,303,336 | 25,259 |
Shares | Market Value• ($000) | ||
MetLife Inc. | 378,569 | 25,035 | |
Chubb Ltd. | 100,197 | 22,645 | |
Intercontinental Exchange Inc. | 162,752 | 20,902 | |
Raymond James Financial Inc. | 186,349 | 20,778 | |
Morgan Stanley | 208,488 | 19,441 | |
Royal Bank of Canada | 190,850 | 19,300 | |
M&T Bank Corp. | 134,059 | 18,377 | |
American International Group Inc. | 252,781 | 17,126 | |
Bank of America Corp. | 466,001 | 15,690 | |
PNC Financial Services Group Inc. | 89,182 | 13,810 | |
Wells Fargo & Co. | 266,671 | 13,126 | |
Citigroup Inc. | 166,474 | 8,563 | |
Ameriprise Financial Inc. | 16,599 | 6,305 | |
Discover Financial Services | 49,636 | 5,579 | |
Bank of New York Mellon Corp. | 106,863 | 5,562 | |
Synchrony Financial | 130,052 | 4,967 | |
Goldman Sachs Group Inc. | 12,770 | 4,926 | |
Assured Guaranty Ltd. | 62,792 | 4,699 | |
SLM Corp. | 245,652 | 4,697 | |
MGIC Investment Corp. | 240,483 | 4,639 | |
Hartford Financial Services Group Inc. | 53,052 | 4,264 | |
Corebridge Financial Inc. | 190,880 | 4,134 | |
First BanCorp (XNYS) | 240,153 | 3,950 | |
Navient Corp. | 199,144 | 3,708 | |
American Financial Group Inc. | 27,090 | 3,221 | |
Travelers Cos. Inc. | 16,588 | 3,160 | |
CNO Financial Group Inc. | 96,340 | 2,688 | |
Heartland Financial USA Inc. | 66,694 | 2,508 | |
Credicorp Ltd. | 13,025 | 1,953 | |
BlackRock Inc. | 2,011 | 1,633 | |
Fifth Third Bancorp | 28,726 | 991 | |
Popular Inc. | 10,053 | 825 | |
Progressive Corp. | 4,818 | 767 | |
Comerica Inc. | 7,300 | 407 | |
Blackstone Inc. | 1,440 | 189 | |
US Bancorp | 4,121 | 178 | |
CME Group Inc. | 729 | 154 | |
394,340 | |||
Health Care (14.6%) | |||
Merck & Co. Inc. | 507,686 | 55,348 | |
Johnson & Johnson | 326,125 | 51,117 | |
Pfizer Inc. | 1,462,057 | 42,093 | |
Gilead Sciences Inc. | 281,453 | 22,800 | |
UnitedHealth Group Inc. | 35,419 | 18,647 | |
Roche Holding AG | 54,773 | 15,922 | |
AstraZeneca plc ADR | 223,294 | 15,039 | |
AbbVie Inc. | 90,663 | 14,050 | |
Elevance Health Inc. | 26,885 | 12,678 | |
Becton Dickinson & Co. | 50,895 | 12,410 | |
Amgen Inc. | 40,061 | 11,538 | |
CVS Health Corp. | 114,106 | 9,010 | |
Bristol-Myers Squibb Co. | 169,614 | 8,703 | |
Medtronic plc | 21,127 | 1,740 | |
291,095 | |||
Industrials (9.9%) | |||
United Parcel Service Inc. Class B (XNYS) | 135,510 | 21,306 | |
General Dynamics Corp. | 79,726 | 20,702 | |
Johnson Controls International plc | 307,930 | 17,749 | |
Emerson Electric Co. | 181,533 | 17,669 | |
L3Harris Technologies Inc. | 66,181 | 13,939 |
Shares | Market Value• ($000) | ||
Siemens AG (Registered) | 73,491 | 13,788 | |
Canadian National Railway Co. | 102,307 | 12,859 | |
Honeywell International Inc. | 59,107 | 12,395 | |
Caterpillar Inc. | 39,491 | 11,676 | |
Union Pacific Corp. | 38,142 | 9,368 | |
Lockheed Martin Corp. | 19,022 | 8,622 | |
Automatic Data Processing Inc. | 35,080 | 8,173 | |
3M Co. | 62,785 | 6,864 | |
PACCAR Inc. | 52,940 | 5,170 | |
Apogee Enterprises Inc. | 79,634 | 4,253 | |
ManpowerGroup Inc. | 46,843 | 3,723 | |
RTX Corp. | 27,899 | 2,347 | |
Oshkosh Corp. | 21,357 | 2,315 | |
Ryder System Inc. | 16,327 | 1,879 | |
Cummins Inc. | 7,795 | 1,867 | |
Eaton Corp. plc | 2,420 | 583 | |
197,247 | |||
Information Technology (8.5%) | |||
Cisco Systems Inc. | 759,527 | 38,371 | |
Broadcom Inc. | 31,781 | 35,476 | |
QUALCOMM Inc. | 216,587 | 31,325 | |
NXP Semiconductors NV | 61,736 | 14,180 | |
Corning Inc. | 454,598 | 13,842 | |
TE Connectivity Ltd. | 98,421 | 13,828 | |
Intel Corp. | 111,370 | 5,596 | |
HP Inc. | 166,590 | 5,013 | |
Dell Technologies Inc. Class C | 53,103 | 4,062 | |
Texas Instruments Inc. | 22,554 | 3,845 | |
International Business Machines Corp. | 19,772 | 3,234 | |
168,772 | |||
Materials (4.4%) | |||
Rio Tinto plc ADR | 347,428 | 25,869 | |
Barrick Gold Corp. (XTSE) | 824,743 | 14,920 | |
LyondellBasell Industries NV Class A | 138,110 | 13,131 | |
PPG Industries Inc. | 75,536 | 11,296 | |
Celanese Corp. | 70,160 | 10,901 | |
Reliance Steel & Aluminum Co. | 16,878 | 4,720 | |
Steel Dynamics Inc. | 32,768 | 3,870 | |
* | Worthington Steel Inc. | 53,194 | 1,495 |
CF Industries Holdings Inc. | 15,887 | 1,263 | |
Arch Resources Inc. | 1,251 | 208 | |
87,673 | |||
Real Estate (2.3%) | |||
Crown Castle Inc. | 167,021 | 19,239 | |
Weyerhaeuser Co. | 396,764 | 13,796 | |
Host Hotels & Resorts Inc. | 617,405 | 12,021 | |
45,056 | |||
Utilities (8.0%) | |||
American Electric Power Co. Inc. | 305,569 | 24,818 | |
Sempra | 250,650 | 18,731 | |
Exelon Corp. | 519,181 | 18,639 | |
Atmos Energy Corp. | 158,332 | 18,351 | |
NextEra Energy Inc. | 238,558 | 14,490 | |
Dominion Energy Inc. | 293,891 | 13,813 | |
PPL Corp. | 507,293 | 13,748 | |
Vistra Corp. | 129,171 | 4,976 | |
WEC Energy Group Inc. | 54,786 | 4,611 | |
Ameren Corp. | 59,721 | 4,320 | |
Evergy Inc. | 76,839 | 4,011 | |
UGI Corp. | 160,447 | 3,947 | |
National Fuel Gas Co. | 69,773 | 3,500 |
Shares | Market Value• ($000) | ||
Xcel Energy Inc. | 56,123 | 3,475 | |
Black Hills Corp. | 47,381 | 2,556 | |
ALLETE Inc. | 28,921 | 1,769 | |
Eversource Energy | 25,402 | 1,568 | |
DTE Energy Co. | 7,565 | 834 | |
Duke Energy Corp. | 2,788 | 270 | |
Southern Co. | 3,517 | 247 | |
New Jersey Resources Corp. | 5,078 | 226 | |
158,900 | |||
Total Common Stocks (Cost $1,783,528) | 1,908,922 | ||
Temporary Cash Investments (3.9%) | |||
Money Market Fund (2.2%) | |||
1 | Vanguard Market Liquidity Fund, 5.435% | 442,468 | 44,238 |
Face Amount ($000) | Market Value• ($000) | ||
Repurchase Agreement (1.7%) | |||
BNP Paribas Securities Corp. 5.320%, 1/2/24 (Dated 12/29/23, Repurchase Value $33,320,000, collateralized by Fannie Mae 1.500%-6.820%, 10/1/28–8/1/53, Federal Farm Credit Bank 2.820%–2.930%, 12/9/41–2/3/42, Freddie Mac 1.220%–4.340%, 11/1/32–9/1/52, Ginnie Mae 2.500%–4.500%, 8/15/39–11/20/63, and U.S. Treasury Note/Bond 2.875%–3.125%, 8/15/45–5/15/48, with a value of $33,966,000) | 33,300 | 33,300 | |
Total Temporary Cash Investments (Cost $77,545) | 77,538 | ||
Total Investments (99.9%) (Cost $1,861,073) | 1,986,460 | ||
Other Assets and Liabilities—Net (0.1%) | 2,414 | ||
Net Assets (100%) | 1,988,874 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
ADR—American Depositary Receipt. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | March 2024 | 198 | 47,718 | 1,447 |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $1,816,828) | 1,942,222 |
Affiliated Issuers (Cost $44,245) | 44,238 |
Total Investments in Securities | 1,986,460 |
Investment in Vanguard | 63 |
Cash | 125 |
Cash Collateral Pledged—Futures Contracts | 2,386 |
Foreign Currency, at Value (Cost $—) | 2 |
Receivables for Investment Securities Sold | 755 |
Receivables for Accrued Income | 3,502 |
Receivables for Capital Shares Issued | 265 |
Total Assets | 1,993,558 |
Liabilities | |
Payables for Investment Securities Purchased | 188 |
Payables to Investment Advisor | 304 |
Payables for Capital Shares Redeemed | 3,869 |
Payables to Vanguard | 200 |
Variation Margin Payable—Futures Contracts | 123 |
Total Liabilities | 4,684 |
Net Assets | 1,988,874 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 1,685,049 |
Total Distributable Earnings (Loss) | 303,825 |
Net Assets | 1,988,874 |
Net Assets | |
Applicable to 83,186,827 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,988,874 |
Net Asset Value Per Share | $23.91 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 58,957 |
Interest2 | 3,302 |
Securities Lending—Net | 209 |
Total Income | 62,468 |
Expenses | |
Investment Advisory Fees—Note B | |
Basic Fee | 1,412 |
Performance Adjustment | 22 |
The Vanguard Group—Note C | |
Management and Administrative | 4,042 |
Marketing and Distribution | 112 |
Custodian Fees | 26 |
Auditing Fees | 33 |
Shareholders’ Reports | 21 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 8 |
Total Expenses | 5,677 |
Expenses Paid Indirectly | (4) |
Net Expenses | 5,673 |
Net Investment Income | 56,795 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 115,094 |
Futures Contracts | 6,185 |
Foreign Currencies | 26 |
Realized Net Gain (Loss) | 121,305 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | (31,790) |
Futures Contracts | 3,617 |
Foreign Currencies | 21 |
Change in Unrealized Appreciation (Depreciation) | (28,152) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 149,948 |
1 | Dividends are net of foreign withholding taxes of $512,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $2,255,000, $4,000, less than $1,000, and ($5,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 56,795 | 51,823 |
Realized Net Gain (Loss) | 121,305 | 104,909 |
Change in Unrealized Appreciation (Depreciation) | (28,152) | (170,680) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 149,948 | (13,948) |
Distributions | ||
Total Distributions | (153,906) | (250,263) |
Capital Share Transactions | ||
Issued | 180,196 | 331,885 |
Issued in Lieu of Cash Distributions | 153,906 | 250,263 |
Redeemed | (319,252) | (237,500) |
Net Increase (Decrease) from Capital Share Transactions | 14,850 | 344,648 |
Total Increase (Decrease) | 10,892 | 80,437 |
Net Assets | ||
Beginning of Period | 1,977,982 | 1,897,545 |
End of Period | 1,988,874 | 1,977,982 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $24.11 | $27.81 | $23.07 | $24.17 | $21.24 |
Investment Operations | |||||
Net Investment Income1 | .669 | .665 | .625 | .595 | .619 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.035 | (.756) | 5.089 | (.305) | 4.319 |
Total from Investment Operations | 1.704 | (.091) | 5.714 | .290 | 4.938 |
Distributions | |||||
Dividends from Net Investment Income | (.644) | (.687) | (.506) | (.618) | (.586) |
Distributions from Realized Capital Gains | (1.260) | (2.922) | (.468) | (.772) | (1.422) |
Total Distributions | (1.904) | (3.609) | (.974) | (1.390) | (2.008) |
Net Asset Value, End of Period | $23.91 | $24.11 | $27.81 | $23.07 | $24.17 |
Total Return | 8.10% | -0.66% | 25.33% | 3.25% | 24.43% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,989 | $1,978 | $1,898 | $2,021 | $1,834 |
Ratio of Total Expenses to Average Net Assets2 | 0.29%3 | 0.30%3 | 0.30% | 0.30% | 0.30% |
Ratio of Net Investment Income to Average Net Assets | 2.95% | 2.73% | 2.45% | 2.86% | 2.76% |
Portfolio Turnover Rate | 48% | 46% | 41%4 | 40% | 33% |
1 | Calculated based on average shares outstanding. |
2 | Includes performance-based investment advisory fee increases (decreases) of 0.00%, 0.01%, 0.01%, 0.01%, and 0.01%. |
3 | The ratio of expenses to average net assets for the period net of reduction from broker commission abatement arrangements was 0.29% and 0.30%, respectively. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | Wellington Management Company llp provides investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. The basic fee is subject to quarterly adjustments based on the portfolio’s performance relative to the FTSE High Dividend Yield Index for the preceding three years. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
D. | The portfolio has asked its investment advisors to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions generated. Such rebates are used solely to reduce the portfolio’s management and administrative expenses. For the year ended December 31, 2023, these arrangements reduced the portfolio’s expenses by $4,000 (an annual rate of less than 0.01% of average net assets). |
E. | Various inputs may be used to determine the value of the portfolio’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 | ||||
Common Stocks | 1,859,266 | 49,656 | — | 1,908,922 |
Temporary Cash Investments | 44,238 | 33,300 | — | 77,538 |
Total | 1,903,504 | 82,956 | — | 1,986,460 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 1,447 | — | — | 1,447 |
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. |
F. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable foreign currency transactions were reclassified between the individual components of total distributable earnings (loss). |
Amount ($000) | |
Undistributed Ordinary Income | 76,361 |
Undistributed Long-Term Gains | 103,956 |
Net Unrealized Gains (Losses) | 123,508 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 303,825 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 52,082 | 99,454 |
Long-Term Capital Gains | 101,824 | 150,809 |
Total | 153,906 | 250,263 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,862,982 |
Gross Unrealized Appreciation | 216,814 |
Gross Unrealized Depreciation | (93,336) |
Net Unrealized Appreciation (Depreciation) | 123,478 |
G. | During the year ended December 31, 2023, the portfolio purchased $886,766,000 of investment securities and sold $943,028,000 of investment securities, other than temporary cash investments. |
H. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 7,906 | 13,527 |
Issued in Lieu of Cash Distributions | 7,277 | 10,112 |
Redeemed | (14,036) | (9,839) |
Net Increase (Decrease) in Shares Outstanding | 1,147 | 13,800 |
I. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
J. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered robust returns for the 12 months ended December 31, 2023. The Equity Index Portfolio returned 26.11%, in line with the 26.29% return of its benchmark, the Standard & Poor’s 500 Index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | Within the U.S. equity market, large-cap stocks outpaced small-caps during the period, and growth stocks outpaced value by a substantial margin. Within the benchmark index, most sectors had double-digit gains, with information technology stocks accounting for more than half of the index’s total return. Only energy and utilities posted negative returns. |
• | For the 10 years ended December 31, 2023, the portfolio recorded an average annual return of 11.88%, in line with its benchmark average of 12.03%. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Equity Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,079.60 | $0.73 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.50 | 0.71 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Equity Index Portfolio | 26.11% | 15.52% | 11.88% | $30,719 | |
S&P 500 Index | 26.29 | 15.69 | 12.03 | 31,149 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Communication Services | 8.6% |
Consumer Discretionary | 10.8 |
Consumer Staples | 6.2 |
Energy | 3.9 |
Financials | 13.0 |
Health Care | 12.6 |
Industrials | 8.8 |
Information Technology | 28.9 |
Materials | 2.4 |
Real Estate | 2.5 |
Utilities | 2.3 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.4%) | ||||||
Communication Services (8.5%) | ||||||
* | Alphabet Inc. Class A | 1,355,291 | 189,321 | |||
* | Meta Platforms Inc. Class A | 508,331 | 179,929 | |||
* | Alphabet Inc. Class C | 1,140,701 | 160,759 | |||
* | Netflix Inc. | 100,238 | 48,804 | |||
Comcast Corp. Class A | 919,703 | 40,329 | ||||
Walt Disney Co. | 419,073 | 37,838 | ||||
Verizon Communications Inc. | 962,820 | 36,298 | ||||
AT&T Inc. | 1,637,519 | 27,478 | ||||
T-Mobile US Inc. | 116,523 | 18,682 | ||||
* | Charter Communications Inc. Class A | 23,014 | 8,945 | |||
Electronic Arts Inc. | 55,997 | 7,661 | ||||
* | Take-Two Interactive Software Inc. | 36,242 | 5,833 | |||
* | Warner Bros Discovery Inc. | 508,626 | 5,788 | |||
Omnicom Group Inc. | 45,274 | 3,917 | ||||
* | Live Nation Entertainment Inc. | 32,539 | 3,046 | |||
Interpublic Group of Cos. Inc. | 87,994 | 2,872 | ||||
* | Match Group Inc. | 62,175 | 2,269 | |||
News Corp. Class A | 87,101 | 2,138 | ||||
Fox Corp. Class A | 56,421 | 1,674 | ||||
1 | Paramount Global Class B | 109,997 | 1,627 | |||
Fox Corp. Class B | 30,418 | 841 | ||||
News Corp. Class B | 26,124 | 672 | ||||
786,721 | ||||||
Consumer Discretionary (10.8%) | ||||||
* | Amazon.com Inc. | 2,082,675 | 316,442 | |||
* | Tesla Inc. | 633,375 | 157,382 | |||
Home Depot Inc. | 229,033 | 79,371 | ||||
McDonald's Corp. | 166,131 | 49,260 | ||||
NIKE Inc. Class B | 280,335 | 30,436 | ||||
Lowe's Cos. Inc. | 132,171 | 29,415 | ||||
* | Booking Holdings Inc. | 7,992 | 28,349 | |||
Starbucks Corp. | 261,705 | 25,126 | ||||
TJX Cos. Inc. | 261,993 | 24,578 | ||||
* | Chipotle Mexican Grill Inc. Class A | 6,287 | 14,378 | |||
* | Airbnb Inc. Class A | 99,585 | 13,557 | |||
* | Lululemon Athletica Inc. | 26,379 | 13,487 | |||
* | O'Reilly Automotive Inc. | 13,553 | 12,876 | |||
Marriott International Inc. Class A | 56,521 | 12,746 | ||||
General Motors Co. | 313,795 | 11,272 | ||||
Ford Motor Co. | 901,127 | 10,985 | ||||
Ross Stores Inc. | 77,600 | 10,739 | ||||
Hilton Worldwide Holdings Inc. | 58,769 | 10,701 | ||||
DR Horton Inc. | 69,066 | 10,497 | ||||
* | AutoZone Inc. | 4,041 | 10,448 | |||
Lennar Corp. Class A | 56,426 | 8,410 | ||||
Yum! Brands Inc. | 64,175 | 8,385 | ||||
* | Royal Caribbean Cruises Ltd. | 53,915 | 6,981 | |||
* | Aptiv plc | 64,873 | 5,820 | |||
* | Ulta Beauty Inc. | 11,261 | 5,518 | |||
Tractor Supply Co. | 24,730 | 5,318 | ||||
eBay Inc. | 118,732 | 5,179 | ||||
PulteGroup Inc. | 49,323 | 5,091 | ||||
* | NVR Inc. | 727 | 5,089 | |||
* | Expedia Group Inc. | 30,500 | 4,630 | |||
Darden Restaurants Inc. | 27,508 | 4,520 | ||||
Garmin Ltd. | 35,058 | 4,506 | ||||
Genuine Parts Co. | 32,114 | 4,448 |
Shares | Market Value• ($000) | |||||
* | Carnival Corp. | 230,722 | 4,278 | |||
Las Vegas Sands Corp. | 84,390 | 4,153 | ||||
Pool Corp. | 8,847 | 3,527 | ||||
Best Buy Co. Inc. | 44,401 | 3,476 | ||||
Domino's Pizza Inc. | 7,979 | 3,289 | ||||
LKQ Corp. | 61,423 | 2,935 | ||||
* | MGM Resorts International | 62,513 | 2,793 | |||
* | CarMax Inc. | 36,332 | 2,788 | |||
* | Caesars Entertainment Inc. | 49,417 | 2,317 | |||
Bath & Body Works Inc. | 52,008 | 2,245 | ||||
* | Etsy Inc. | 27,391 | 2,220 | |||
Wynn Resorts Ltd. | 22,081 | 2,012 | ||||
* | Norwegian Cruise Line Holdings Ltd. | 97,251 | 1,949 | |||
Tapestry Inc. | 52,418 | 1,930 | ||||
BorgWarner Inc. | 53,745 | 1,927 | ||||
Whirlpool Corp. | 12,551 | 1,528 | ||||
Hasbro Inc. | 29,865 | 1,525 | ||||
VF Corp. | 75,544 | 1,420 | ||||
Ralph Lauren Corp. Class A | 9,077 | 1,309 | ||||
* | Mohawk Industries Inc. | 12,068 | 1,249 | |||
Lennar Corp. Class B | 1,025 | 137 | ||||
994,947 | ||||||
Consumer Staples (6.1%) | ||||||
Procter & Gamble Co. | 539,700 | 79,088 | ||||
Costco Wholesale Corp. | 101,395 | 66,929 | ||||
PepsiCo Inc. | 314,858 | 53,476 | ||||
Coca-Cola Co. | 891,059 | 52,510 | ||||
Walmart Inc. | 326,691 | 51,503 | ||||
Philip Morris International Inc. | 355,503 | 33,446 | ||||
Mondelez International Inc. Class A | 311,481 | 22,561 | ||||
Altria Group Inc. | 405,038 | 16,339 | ||||
Target Corp. | 105,721 | 15,057 | ||||
Colgate-Palmolive Co. | 188,630 | 15,036 | ||||
* | Monster Beverage Corp. | 169,275 | 9,752 | |||
Kimberly-Clark Corp. | 77,412 | 9,406 | ||||
Constellation Brands Inc. Class A | 37,004 | 8,946 | ||||
Archer-Daniels-Midland Co. | 122,277 | 8,831 | ||||
General Mills Inc. | 133,258 | 8,680 | ||||
Kenvue Inc. | 394,682 | 8,498 | ||||
Sysco Corp. | 115,360 | 8,436 | ||||
Estee Lauder Cos. Inc. Class A | 53,259 | 7,789 | ||||
Keurig Dr Pepper Inc. | 230,535 | 7,681 | ||||
Kroger Co. | 151,419 | 6,921 | ||||
Dollar General Corp. | 50,279 | 6,835 | ||||
* | Dollar Tree Inc. | 47,889 | 6,803 | |||
Kraft Heinz Co. | 182,396 | 6,745 | ||||
Hershey Co. | 34,355 | 6,405 | ||||
Church & Dwight Co. Inc. | 56,491 | 5,342 | ||||
Walgreens Boots Alliance Inc. | 164,375 | 4,292 | ||||
Clorox Co. | 28,364 | 4,044 | ||||
McCormick & Co. Inc. (Non-Voting) | 57,581 | 3,940 | ||||
Lamb Weston Holdings Inc. | 33,151 | 3,583 | ||||
Tyson Foods Inc. Class A | 65,160 | 3,502 | ||||
Kellanova | 60,426 | 3,378 | ||||
Bunge Global SA | 33,237 | 3,355 | ||||
Conagra Brands Inc. | 109,410 | 3,136 | ||||
J M Smucker Co. | 24,379 | 3,081 | ||||
Molson Coors Beverage Co. Class B | 42,342 | 2,592 | ||||
Brown-Forman Corp. Class B | 41,986 | 2,397 |
Shares | Market Value• ($000) | |||||
Hormel Foods Corp. | 66,483 | 2,135 | ||||
Campbell Soup Co. | 44,876 | 1,940 | ||||
564,390 | ||||||
Energy (3.9%) | ||||||
Exxon Mobil Corp. | 917,271 | 91,709 | ||||
Chevron Corp. | 402,002 | 59,963 | ||||
ConocoPhillips | 271,822 | 31,550 | ||||
Schlumberger NV | 327,124 | 17,024 | ||||
EOG Resources Inc. | 133,570 | 16,155 | ||||
Phillips 66 | 100,777 | 13,417 | ||||
Marathon Petroleum Corp. | 86,976 | 12,904 | ||||
Pioneer Natural Resources Co. | 53,402 | 12,009 | ||||
Valero Energy Corp. | 78,016 | 10,142 | ||||
Williams Cos. Inc. | 278,831 | 9,712 | ||||
ONEOK Inc. | 133,554 | 9,378 | ||||
Hess Corp. | 63,369 | 9,135 | ||||
Occidental Petroleum Corp. | 151,325 | 9,036 | ||||
Baker Hughes Co. Class A | 230,732 | 7,886 | ||||
Kinder Morgan Inc. | 443,350 | 7,821 | ||||
Halliburton Co. | 204,748 | 7,402 | ||||
Devon Energy Corp. | 146,825 | 6,651 | ||||
Diamondback Energy Inc. | 40,992 | 6,357 | ||||
Targa Resources Corp. | 50,981 | 4,429 | ||||
Coterra Energy Inc. | 172,014 | 4,390 | ||||
EQT Corp. | 94,084 | 3,637 | ||||
Marathon Oil Corp. | 133,821 | 3,233 | ||||
APA Corp. | 70,359 | 2,524 | ||||
356,464 | ||||||
Financials (12.9%) | ||||||
* | Berkshire Hathaway Inc. Class B | 416,676 | 148,612 | |||
JPMorgan Chase & Co. | 662,088 | 112,621 | ||||
Visa Inc. Class A | 365,039 | 95,038 | ||||
Mastercard Inc. Class A | 189,640 | 80,883 | ||||
Bank of America Corp. | 1,576,846 | 53,092 | ||||
Wells Fargo & Co. | 831,733 | 40,938 | ||||
S&P Global Inc. | 74,196 | 32,685 | ||||
Goldman Sachs Group Inc. | 74,687 | 28,812 | ||||
Morgan Stanley | 289,435 | 26,990 | ||||
BlackRock Inc. | 32,022 | 25,995 | ||||
American Express Co. | 131,863 | 24,703 | ||||
Charles Schwab Corp. | 340,825 | 23,449 | ||||
Citigroup Inc. | 438,352 | 22,549 | ||||
Marsh & McLennan Cos. Inc. | 112,899 | 21,391 | ||||
Progressive Corp. | 133,983 | 21,341 | ||||
Blackstone Inc. | 162,730 | 21,305 | ||||
Chubb Ltd. | 93,424 | 21,114 | ||||
* | Fiserv Inc. | 137,444 | 18,258 | |||
CME Group Inc. | 82,432 | 17,360 | ||||
Intercontinental Exchange Inc. | 131,056 | 16,832 | ||||
US Bancorp | 356,623 | 15,435 | ||||
* | PayPal Holdings Inc. | 246,935 | 15,164 | |||
PNC Financial Services Group Inc. | 91,236 | 14,128 | ||||
Moody's Corp. | 36,049 | 14,079 | ||||
Aon plc Class A | 45,865 | 13,348 | ||||
Capital One Financial Corp. | 87,268 | 11,443 | ||||
Truist Financial Corp. | 305,475 | 11,278 | ||||
Arthur J Gallagher & Co. | 49,444 | 11,119 | ||||
American International Group Inc. | 160,877 | 10,899 | ||||
MSCI Inc. Class A | 18,105 | 10,241 | ||||
Aflac Inc. | 121,882 | 10,055 | ||||
Travelers Cos. Inc. | 52,346 | 9,971 | ||||
MetLife Inc. | 142,515 | 9,425 | ||||
Bank of New York Mellon Corp. | 176,293 | 9,176 | ||||
Ameriprise Financial Inc. | 23,198 | 8,811 | ||||
Prudential Financial Inc. | 82,765 | 8,584 | ||||
Allstate Corp. | 59,915 | 8,387 | ||||
Fidelity National Information Services Inc. | 135,737 | 8,154 | ||||
Global Payments Inc. | 59,588 | 7,568 |
Shares | Market Value• ($000) | |||||
Discover Financial Services | 57,201 | 6,429 | ||||
* | Arch Capital Group Ltd. | 85,407 | 6,343 | |||
Willis Towers Watson plc | 23,622 | 5,698 | ||||
Hartford Financial Services Group Inc. | 68,802 | 5,530 | ||||
T. Rowe Price Group Inc. | 51,118 | 5,505 | ||||
State Street Corp. | 70,591 | 5,468 | ||||
Fifth Third Bancorp | 156,060 | 5,383 | ||||
M&T Bank Corp. | 38,048 | 5,216 | ||||
Raymond James Financial Inc. | 43,031 | 4,798 | ||||
* | FleetCor Technologies Inc. | 16,518 | 4,668 | |||
Nasdaq Inc. | 77,939 | 4,531 | ||||
Cboe Global Markets Inc. | 24,162 | 4,314 | ||||
Huntington Bancshares Inc. | 331,368 | 4,215 | ||||
FactSet Research Systems Inc. | 8,689 | 4,145 | ||||
Regions Financial Corp. | 212,766 | 4,123 | ||||
Northern Trust Corp. | 47,436 | 4,003 | ||||
Principal Financial Group Inc. | 50,174 | 3,947 | ||||
Brown & Brown Inc. | 54,226 | 3,856 | ||||
Cincinnati Financial Corp. | 35,888 | 3,713 | ||||
Synchrony Financial | 94,654 | 3,615 | ||||
Citizens Financial Group Inc. | 106,662 | 3,535 | ||||
Everest Group Ltd. | 9,944 | 3,516 | ||||
W R Berkley Corp. | 46,658 | 3,300 | ||||
KeyCorp | 214,390 | 3,087 | ||||
Loews Corp. | 41,881 | 2,914 | ||||
Jack Henry & Associates Inc. | 16,726 | 2,733 | ||||
MarketAxess Holdings Inc. | 8,699 | 2,548 | ||||
Globe Life Inc. | 19,587 | 2,384 | ||||
Assurant Inc. | 12,030 | 2,027 | ||||
Franklin Resources Inc. | 64,791 | 1,930 | ||||
Invesco Ltd. | 103,388 | 1,844 | ||||
Comerica Inc. | 30,128 | 1,681 | ||||
Zions Bancorp NA | 33,798 | 1,483 | ||||
1,189,715 | ||||||
Health Care (12.5%) | ||||||
UnitedHealth Group Inc. | 211,820 | 111,517 | ||||
Eli Lilly & Co. | 182,622 | 106,454 | ||||
Johnson & Johnson | 551,289 | 86,409 | ||||
Merck & Co. Inc. | 580,312 | 63,266 | ||||
AbbVie Inc. | 404,326 | 62,658 | ||||
Thermo Fisher Scientific Inc. | 88,480 | 46,964 | ||||
Abbott Laboratories | 397,375 | 43,739 | ||||
Pfizer Inc. | 1,293,107 | 37,229 | ||||
Amgen Inc. | 122,565 | 35,301 | ||||
Danaher Corp. | 150,600 | 34,840 | ||||
* | Intuitive Surgical Inc. | 80,623 | 27,199 | |||
Elevance Health Inc. | 53,808 | 25,374 | ||||
Medtronic plc | 304,656 | 25,098 | ||||
* | Vertex Pharmaceuticals Inc. | 59,012 | 24,011 | |||
Bristol-Myers Squibb Co. | 465,967 | 23,909 | ||||
CVS Health Corp. | 294,147 | 23,226 | ||||
Stryker Corp. | 77,421 | 23,184 | ||||
Gilead Sciences Inc. | 285,353 | 23,116 | ||||
* | Regeneron Pharmaceuticals Inc. | 24,533 | 21,547 | |||
Zoetis Inc. Class A | 105,144 | 20,752 | ||||
Cigna Group | 67,014 | 20,067 | ||||
* | Boston Scientific Corp. | 335,257 | 19,381 | |||
Becton Dickinson & Co. | 66,424 | 16,196 | ||||
McKesson Corp. | 30,483 | 14,113 | ||||
Humana Inc. | 28,205 | 12,913 | ||||
HCA Healthcare Inc. | 45,383 | 12,284 | ||||
* | Dexcom Inc. | 88,541 | 10,987 | |||
* | Edwards Lifesciences Corp. | 138,997 | 10,599 | |||
* | IDEXX Laboratories Inc. | 19,040 | 10,568 | |||
* | IQVIA Holdings Inc. | 41,929 | 9,702 | |||
Agilent Technologies Inc. | 67,054 | 9,323 | ||||
* | Centene Corp. | 122,219 | 9,070 | |||
* | Biogen Inc. | 33,166 | 8,582 | |||
Cencora Inc. | 38,188 | 7,843 |
Shares | Market Value• ($000) | |||||
* | Moderna Inc. | 75,935 | 7,552 | |||
GE HealthCare Technologies Inc. | 89,673 | 6,933 | ||||
* | Mettler-Toledo International Inc. | 4,974 | 6,033 | |||
West Pharmaceutical Services Inc. | 16,939 | 5,965 | ||||
Zimmer Biomet Holdings Inc. | 47,837 | 5,822 | ||||
ResMed Inc. | 33,711 | 5,799 | ||||
Cardinal Health Inc. | 56,391 | 5,684 | ||||
* | Illumina Inc. | 36,338 | 5,060 | |||
STERIS plc | 22,655 | 4,981 | ||||
* | Molina Healthcare Inc. | 13,361 | 4,827 | |||
Baxter International Inc. | 116,067 | 4,487 | ||||
* | Align Technology Inc. | 16,278 | 4,460 | |||
* | Waters Corp. | 13,539 | 4,457 | |||
Laboratory Corp. of America Holdings | 19,428 | 4,416 | ||||
Cooper Cos. Inc. | 11,347 | 4,294 | ||||
* | Hologic Inc. | 56,101 | 4,008 | |||
Quest Diagnostics Inc. | 25,690 | 3,542 | ||||
* | Insulet Corp. | 16,010 | 3,474 | |||
Revvity Inc. | 28,221 | 3,085 | ||||
Viatris Inc. | 275,267 | 2,981 | ||||
Bio-Techne Corp. | 36,142 | 2,789 | ||||
* | Charles River Laboratories International Inc. | 11,735 | 2,774 | |||
Teleflex Inc. | 10,784 | 2,689 | ||||
* | Incyte Corp. | 42,746 | 2,684 | |||
* | Henry Schein Inc. | 30,024 | 2,273 | |||
Universal Health Services Inc. Class B | 13,961 | 2,128 | ||||
* | Catalent Inc. | 41,321 | 1,857 | |||
DENTSPLY SIRONA Inc. | 48,765 | 1,736 | ||||
* | Bio-Rad Laboratories Inc. Class A | 4,820 | 1,556 | |||
* | DaVita Inc. | 12,285 | 1,287 | |||
1,157,054 | ||||||
Industrials (8.8%) | ||||||
Caterpillar Inc. | 116,823 | 34,541 | ||||
Union Pacific Corp. | 139,611 | 34,291 | ||||
* | Boeing Co. | 130,237 | 33,948 | |||
General Electric Co. | 249,259 | 31,813 | ||||
Honeywell International Inc. | 150,960 | 31,658 | ||||
* | Uber Technologies Inc. | 471,309 | 29,019 | |||
RTX Corp. | 329,286 | 27,706 | ||||
United Parcel Service Inc. Class B | 165,636 | 26,043 | ||||
Deere & Co. | 61,334 | 24,526 | ||||
Lockheed Martin Corp. | 50,559 | 22,915 | ||||
Eaton Corp. plc | 91,431 | 22,018 | ||||
Automatic Data Processing Inc. | 94,181 | 21,941 | ||||
Illinois Tool Works Inc. | 62,710 | 16,426 | ||||
CSX Corp. | 452,659 | 15,694 | ||||
Northrop Grumman Corp. | 32,467 | 15,199 | ||||
Waste Management Inc. | 83,949 | 15,035 | ||||
3M Co. | 126,440 | 13,822 | ||||
Parker-Hannifin Corp. | 29,423 | 13,555 | ||||
General Dynamics Corp. | 51,894 | 13,475 | ||||
FedEx Corp. | 52,992 | 13,405 | ||||
TransDigm Group Inc. | 12,672 | 12,819 | ||||
Trane Technologies plc | 52,313 | 12,759 | ||||
Emerson Electric Co. | 130,593 | 12,711 | ||||
Norfolk Southern Corp. | 51,818 | 12,249 | ||||
Cintas Corp. | 19,817 | 11,943 | ||||
PACCAR Inc. | 119,797 | 11,698 | ||||
Carrier Global Corp. | 192,307 | 11,048 | ||||
* | Copart Inc. | 200,264 | 9,813 | |||
L3Harris Technologies Inc. | 43,404 | 9,142 | ||||
Johnson Controls International plc | 155,819 | 8,981 | ||||
United Rentals Inc. | 15,538 | 8,910 | ||||
Paychex Inc. | 73,609 | 8,768 | ||||
AMETEK Inc. | 52,821 | 8,710 | ||||
Fastenal Co. | 130,858 | 8,476 | ||||
WW Grainger Inc. | 10,128 | 8,393 | ||||
Otis Worldwide Corp. | 93,628 | 8,377 | ||||
Old Dominion Freight Line Inc. | 20,471 | 8,298 |
Shares | Market Value• ($000) | |||||
Rockwell Automation Inc. | 26,286 | 8,161 | ||||
Verisk Analytics Inc. Class A | 33,195 | 7,929 | ||||
Cummins Inc. | 32,454 | 7,775 | ||||
Republic Services Inc. Class A | 46,785 | 7,715 | ||||
Quanta Services Inc. | 33,294 | 7,185 | ||||
Ingersoll Rand Inc. | 92,732 | 7,172 | ||||
Equifax Inc. | 28,190 | 6,971 | ||||
Xylem Inc. | 55,249 | 6,318 | ||||
Fortive Corp. | 80,505 | 5,928 | ||||
Delta Air Lines Inc. | 147,076 | 5,917 | ||||
Broadridge Financial Solutions Inc. | 26,991 | 5,553 | ||||
Westinghouse Air Brake Technologies Corp. | 40,997 | 5,203 | ||||
Dover Corp. | 32,063 | 4,932 | ||||
Howmet Aerospace Inc. | 89,671 | 4,853 | ||||
* | Builders FirstSource Inc. | 28,236 | 4,714 | |||
Expeditors International of Washington Inc. | 33,264 | 4,231 | ||||
* | Axon Enterprise Inc. | 16,147 | 4,171 | |||
Veralto Corp. | 50,191 | 4,129 | ||||
Hubbell Inc. Class B | 12,283 | 4,040 | ||||
Southwest Airlines Co. | 136,572 | 3,944 | ||||
IDEX Corp. | 17,337 | 3,764 | ||||
Jacobs Solutions Inc. | 28,863 | 3,746 | ||||
JB Hunt Transport Services Inc. | 18,620 | 3,719 | ||||
Textron Inc. | 44,845 | 3,606 | ||||
Snap-on Inc. | 12,073 | 3,487 | ||||
Stanley Black & Decker Inc. | 35,127 | 3,446 | ||||
Masco Corp. | 51,321 | 3,437 | ||||
Leidos Holdings Inc. | 31,448 | 3,404 | ||||
Nordson Corp. | 12,421 | 3,281 | ||||
* | United Airlines Holdings Inc. | 74,875 | 3,089 | |||
Rollins Inc. | 64,457 | 2,815 | ||||
Pentair plc | 37,831 | 2,751 | ||||
Allegion plc | 20,150 | 2,553 | ||||
* | Ceridian HCM Holding Inc. | 35,807 | 2,403 | |||
Huntington Ingalls Industries Inc. | 9,068 | 2,354 | ||||
Paycom Software Inc. | 11,235 | 2,323 | ||||
A O Smith Corp. | 28,123 | 2,318 | ||||
CH Robinson Worldwide Inc. | 26,693 | 2,306 | ||||
Robert Half Inc. | 24,201 | 2,128 | ||||
* | American Airlines Group Inc. | 150,041 | 2,062 | |||
* | Generac Holdings Inc. | 14,050 | 1,816 | |||
807,774 | ||||||
Information Technology (28.7%) | ||||||
Apple Inc. | 3,348,120 | 644,614 | ||||
Microsoft Corp. | 1,702,108 | 640,061 | ||||
NVIDIA Corp. | 565,672 | 280,132 | ||||
Broadcom Inc. | 100,525 | 112,211 | ||||
* | Adobe Inc. | 104,272 | 62,209 | |||
* | Salesforce Inc. | 222,833 | 58,636 | |||
* | Advanced Micro Devices Inc. | 370,018 | 54,544 | |||
Accenture plc Class A | 143,730 | 50,436 | ||||
Intel Corp. | 965,534 | 48,518 | ||||
Cisco Systems Inc. | 927,540 | 46,859 | ||||
Intuit Inc. | 64,183 | 40,116 | ||||
Oracle Corp. | 363,876 | 38,363 | ||||
QUALCOMM Inc. | 254,886 | 36,864 | ||||
Texas Instruments Inc. | 207,974 | 35,451 | ||||
International Business Machines Corp. | 209,112 | 34,200 | ||||
* | ServiceNow Inc. | 46,948 | 33,168 | |||
Applied Materials Inc. | 191,573 | 31,048 | ||||
Lam Research Corp. | 30,182 | 23,640 | ||||
Analog Devices Inc. | 114,108 | 22,657 | ||||
Micron Technology Inc. | 251,464 | 21,460 | ||||
* | Palo Alto Networks Inc. | 71,184 | 20,991 | |||
KLA Corp. | 31,129 | 18,095 | ||||
* | Synopsys Inc. | 34,829 | 17,934 | |||
* | Cadence Design Systems Inc. | 62,305 | 16,970 | |||
* | Arista Networks Inc. | 57,724 | 13,595 | |||
Amphenol Corp. Class A | 137,067 | 13,588 |
Shares | Market Value• ($000) | |||||
NXP Semiconductors NV | 59,026 | 13,557 | ||||
Roper Technologies Inc. | 24,474 | 13,343 | ||||
* | Autodesk Inc. | 48,973 | 11,924 | |||
Motorola Solutions Inc. | 38,027 | 11,906 | ||||
Microchip Technology Inc. | 123,967 | 11,179 | ||||
TE Connectivity Ltd. | 71,230 | 10,008 | ||||
Cognizant Technology Solutions Corp. Class A | 114,950 | 8,682 | ||||
* | Fortinet Inc. | 146,116 | 8,552 | |||
* | ON Semiconductor Corp. | 98,742 | 8,248 | |||
* | Gartner Inc. | 17,873 | 8,063 | |||
* | ANSYS Inc. | 19,873 | 7,212 | |||
CDW Corp. | 30,653 | 6,968 | ||||
Monolithic Power Systems Inc. | 10,960 | 6,913 | ||||
* | Fair Isaac Corp. | 5,654 | 6,581 | |||
* | Keysight Technologies Inc. | 40,623 | 6,463 | |||
HP Inc. | 199,568 | 6,005 | ||||
Corning Inc. | 176,104 | 5,362 | ||||
Hewlett Packard Enterprise Co. | 293,504 | 4,984 | ||||
* | Teledyne Technologies Inc. | 10,826 | 4,832 | |||
* | PTC Inc. | 27,205 | 4,760 | |||
* | First Solar Inc. | 24,472 | 4,216 | |||
NetApp Inc. | 47,768 | 4,211 | ||||
* | VeriSign Inc. | 20,319 | 4,185 | |||
* | Enphase Energy Inc. | 31,260 | 4,131 | |||
Skyworks Solutions Inc. | 36,518 | 4,105 | ||||
* | Akamai Technologies Inc. | 34,504 | 4,084 | |||
* | Tyler Technologies Inc. | 9,653 | 4,036 | |||
* | EPAM Systems Inc. | 13,199 | 3,925 | |||
* | Western Digital Corp. | 74,182 | 3,885 | |||
Seagate Technology Holdings plc | 44,507 | 3,800 | ||||
Teradyne Inc. | 34,965 | 3,794 | ||||
Jabil Inc. | 29,270 | 3,729 | ||||
* | Zebra Technologies Corp. Class A | 11,783 | 3,221 | |||
* | Trimble Inc. | 56,828 | 3,023 | |||
Gen Digital Inc. | 129,114 | 2,946 | ||||
* | Qorvo Inc. | 22,328 | 2,514 | |||
* | F5 Inc. | 13,658 | 2,445 | |||
Juniper Networks Inc. | 72,938 | 2,150 | ||||
2,646,302 | ||||||
Materials (2.4%) | ||||||
Linde plc | 111,038 | 45,604 | ||||
Sherwin-Williams Co. | 53,932 | 16,821 | ||||
Freeport-McMoRan Inc. | 328,312 | 13,976 | ||||
Air Products and Chemicals Inc. | 50,869 | 13,928 | ||||
Ecolab Inc. | 58,169 | 11,538 | ||||
Newmont Corp. | 264,013 | 10,928 | ||||
Nucor Corp. | 56,353 | 9,808 | ||||
Dow Inc. | 160,804 | 8,819 | ||||
PPG Industries Inc. | 53,965 | 8,070 | ||||
Corteva Inc. | 161,223 | 7,726 | ||||
DuPont de Nemours Inc. | 98,389 | 7,569 | ||||
Martin Marietta Materials Inc. | 14,137 | 7,053 | ||||
Vulcan Materials Co. | 30,468 | 6,917 | ||||
LyondellBasell Industries NV Class A | 58,785 | 5,589 | ||||
International Flavors & Fragrances Inc. | 58,498 | 4,737 | ||||
Ball Corp. | 72,157 | 4,150 | ||||
Steel Dynamics Inc. | 34,807 | 4,111 | ||||
Albemarle Corp. | 26,842 | 3,878 | ||||
Avery Dennison Corp. | 18,424 | 3,725 | ||||
Celanese Corp. Class A | 22,945 | 3,565 | ||||
CF Industries Holdings Inc. | 43,706 | 3,475 | ||||
Packaging Corp. of America | 20,509 | 3,341 | ||||
Amcor plc | 330,744 | 3,188 | ||||
International Paper Co. | 79,470 | 2,873 | ||||
Mosaic Co. | 74,769 | 2,672 | ||||
Eastman Chemical Co. | 27,258 | 2,448 |
Shares | Market Value• ($000) | |||||
Westrock Co. | 58,656 | 2,435 | ||||
FMC Corp. | 28,444 | 1,793 | ||||
220,737 | ||||||
Real Estate (2.5%) | ||||||
Prologis Inc. | 211,618 | 28,209 | ||||
American Tower Corp. | 106,768 | 23,049 | ||||
Equinix Inc. | 21,503 | 17,318 | ||||
Crown Castle Inc. | 99,432 | 11,454 | ||||
Welltower Inc. | 126,802 | 11,434 | ||||
Public Storage | 36,217 | 11,046 | ||||
Simon Property Group Inc. | 74,642 | 10,647 | ||||
Realty Income Corp. | 165,645 | 9,511 | ||||
Digital Realty Trust Inc. | 69,297 | 9,326 | ||||
* | CoStar Group Inc. | 93,540 | 8,175 | |||
Extra Space Storage Inc. | 48,430 | 7,765 | ||||
VICI Properties Inc. Class A | 236,732 | 7,547 | ||||
* | CBRE Group Inc. Class A | 69,773 | 6,495 | |||
SBA Communications Corp. Class A | 24,682 | 6,262 | ||||
AvalonBay Communities Inc. | 32,563 | 6,096 | ||||
Weyerhaeuser Co. | 167,199 | 5,814 | ||||
Equity Residential | 79,256 | 4,847 | ||||
Iron Mountain Inc. | 66,847 | 4,678 | ||||
Ventas Inc. | 92,161 | 4,593 | ||||
Alexandria Real Estate Equities Inc. | 35,830 | 4,542 | ||||
Invitation Homes Inc. | 131,691 | 4,492 | ||||
Essex Property Trust Inc. | 14,723 | 3,650 | ||||
Mid-America Apartment Communities Inc. | 26,766 | 3,599 | ||||
Kimco Realty Corp. | 152,293 | 3,245 | ||||
Host Hotels & Resorts Inc. | 161,409 | 3,143 | ||||
UDR Inc. | 69,142 | 2,648 | ||||
Regency Centers Corp. | 37,537 | 2,515 | ||||
Healthpeak Properties Inc. | 125,677 | 2,488 | ||||
Camden Property Trust | 24,514 | 2,434 | ||||
Boston Properties Inc. | 32,979 | 2,314 | ||||
Federal Realty Investment Trust | 16,800 | 1,731 | ||||
231,067 | ||||||
Utilities (2.3%) | ||||||
NextEra Energy Inc. | 469,881 | 28,541 | ||||
Southern Co. | 249,740 | 17,512 | ||||
Duke Energy Corp. | 176,486 | 17,126 | ||||
Sempra | 144,215 | 10,777 | ||||
American Electric Power Co. Inc. | 120,312 | 9,772 | ||||
Dominion Energy Inc. | 191,607 | 9,006 | ||||
PG&E Corp. | 488,071 | 8,800 | ||||
Constellation Energy Corp. | 73,066 | 8,541 | ||||
Exelon Corp. | 227,783 | 8,177 | ||||
Xcel Energy Inc. | 126,499 | 7,832 | ||||
Consolidated Edison Inc. | 79,029 | 7,189 | ||||
Public Service Enterprise Group Inc. | 113,979 | 6,970 | ||||
Edison International | 87,839 | 6,280 | ||||
WEC Energy Group Inc. | 72,330 | 6,088 | ||||
American Water Works Co. Inc. | 44,520 | 5,876 | ||||
DTE Energy Co. | 47,272 | 5,212 | ||||
Eversource Energy | 80,013 | 4,938 | ||||
Entergy Corp. | 48,482 | 4,906 | ||||
PPL Corp. | 169,016 | 4,580 | ||||
Ameren Corp. | 60,231 | 4,357 | ||||
FirstEnergy Corp. | 118,112 | 4,330 | ||||
CenterPoint Energy Inc. | 144,732 | 4,135 | ||||
Atmos Energy Corp. | 34,005 | 3,941 | ||||
CMS Energy Corp. | 66,875 | 3,883 | ||||
Alliant Energy Corp. | 58,380 | 2,995 | ||||
AES Corp. | 153,567 | 2,956 | ||||
Evergy Inc. | 52,711 | 2,752 | ||||
NRG Energy Inc. | 51,648 | 2,670 | ||||
NiSource Inc. | 94,745 | 2,515 |
Shares | Market Value• ($000) | |||||
Pinnacle West Capital Corp. | 25,972 | 1,866 | ||||
214,523 | ||||||
Total Common Stocks (Cost $4,687,204) | 9,169,694 | |||||
Temporary Cash Investments (0.4%) | ||||||
Money Market Fund (0.4%) | ||||||
2,3 | Vanguard Market Liquidity Fund, 5.435% (Cost $36,116) | 361,199 | 36,113 | |||
Total Investments (99.8%) (Cost $4,723,320) | 9,205,807 | |||||
Other Assets and Liabilities—Net (0.2%) | 16,566 | |||||
Net Assets (100%) | 9,222,373 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $104,000. |
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. |
3 | Collateral of $112,000 was received for securities on loan. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | March 2024 | 223 | 53,743 | 994 |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $4,687,204) | 9,169,694 |
Affiliated Issuers (Cost $36,116) | 36,113 |
Total Investments in Securities | 9,205,807 |
Investment in Vanguard | 291 |
Cash Collateral Pledged—Futures Contracts | 2,274 |
Receivables for Investment Securities Sold | 48 |
Receivables for Accrued Income | 8,684 |
Receivables for Capital Shares Issued | 7,894 |
Variation Margin Receivable—Futures Contracts | 330 |
Total Assets | 9,225,328 |
Liabilities | |
Due to Custodian | 503 |
Payables for Investment Securities Purchased | 361 |
Collateral for Securities on Loan | 112 |
Payables for Capital Shares Redeemed | 1,416 |
Payables to Vanguard | 563 |
Total Liabilities | 2,955 |
Net Assets | 9,222,373 |
1 Includes $104,000 of securities on loan. | |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 4,235,946 |
Total Distributable Earnings (Loss) | 4,986,427 |
Net Assets | 9,222,373 |
Net Assets | |
Applicable to 151,467,667 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 9,222,373 |
Net Asset Value Per Share | $60.89 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 137,726 |
Interest2 | 1,383 |
Securities Lending—Net | 5 |
Total Income | 139,114 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 246 |
Management and Administrative | 10,784 |
Marketing and Distribution | 436 |
Custodian Fees | 70 |
Auditing Fees | 74 |
Shareholders’ Reports | 111 |
Trustees’ Fees and Expenses | 5 |
Other Expenses | 21 |
Total Expenses | 11,747 |
Net Investment Income | 127,367 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 377,884 |
Futures Contracts | 2,760 |
Realized Net Gain (Loss) | 380,644 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 1,452,410 |
Futures Contracts | 2,083 |
Change in Unrealized Appreciation (Depreciation) | 1,454,493 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,962,504 |
1 | Dividends are net of foreign withholding taxes of $37,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,291,000, ($2,000), less than $1,000, and ($3,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 127,367 | 119,202 |
Realized Net Gain (Loss) | 380,644 | 267,407 |
Change in Unrealized Appreciation (Depreciation) | 1,454,493 | (2,080,128) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,962,504 | (1,693,519) |
Distributions | ||
Total Distributions | (385,336) | (465,299) |
Capital Share Transactions | ||
Issued | 670,469 | 849,472 |
Issued in Lieu of Cash Distributions | 385,336 | 465,299 |
Redeemed | (1,002,164) | (918,334) |
Net Increase (Decrease) from Capital Share Transactions | 53,641 | 396,437 |
Total Increase (Decrease) | 1,630,809 | (1,762,381) |
Net Assets | ||
Beginning of Period | 7,591,564 | 9,353,945 |
End of Period | 9,222,373 | 7,591,564 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $50.74 | $65.47 | $53.76 | $47.70 | $38.03 |
Investment Operations | |||||
Net Investment Income1 | .833 | .806 | .738 | .798 | .805 |
Net Realized and Unrealized Gain (Loss) on Investments | 11.870 | (12.244) | 13.978 | 7.014 | 10.791 |
Total from Investment Operations | 12.703 | (11.438) | 14.716 | 7.812 | 11.596 |
Distributions | |||||
Dividends from Net Investment Income | (.794) | (.758) | (.754) | (.806) | (.834) |
Distributions from Realized Capital Gains | (1.759) | (2.534) | (2.252) | (.946) | (1.092) |
Total Distributions | (2.553) | (3.292) | (3.006) | (1.752) | (1.926) |
Net Asset Value, End of Period | $60.89 | $50.74 | $65.47 | $53.76 | $47.70 |
Total Return | 26.11% | -18.23% | 28.55% | 18.20% | 31.30% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $9,222 | $7,592 | $9,354 | $7,555 | $6,458 |
Ratio of Total Expenses to Average Net Assets | 0.14% | 0.14%2 | 0.14% | 0.14% | 0.14% |
Ratio of Net Investment Income to Average Net Assets | 1.52% | 1.48% | 1.25% | 1.73% | 1.87% |
Portfolio Turnover Rate | 5% | 5% | 4% | 8% | 4% |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
Amount ($000) | |
Undistributed Ordinary Income | 125,996 |
Undistributed Long-Term Gains | 378,281 |
Net Unrealized Gains (Losses) | 4,482,150 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 4,986,427 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 119,864 | 114,459 |
Long-Term Capital Gains | 265,472 | 350,840 |
Total | 385,336 | 465,299 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 4,723,657 |
Gross Unrealized Appreciation | 4,888,329 |
Gross Unrealized Depreciation | (406,179) |
Net Unrealized Appreciation (Depreciation) | 4,482,150 |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 12,250 | 15,519 |
Issued in Lieu of Cash Distributions | 7,687 | 7,787 |
Redeemed | (18,089) | (16,568) |
Net Increase (Decrease) in Shares Outstanding | 1,848 | 6,738 |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
(with underlying Total Bond Market Index Portfolio)
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Global Bond Index Portfolio returned 6.52%, in line with the 6.56% return of its composite benchmark index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | All countries in the index had positive returns; many posted double-digit gains. Broadly, long-duration bonds outpaced those with shorter maturities, corporate bonds posted higher returns than government issues, and bonds with lower credit ratings did better than higher-rated securities. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Global Bond Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,037.40 | $0.67 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.55 | 0.66 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Since Inception (9/7/2017) | Final Value of a $10,000 Investment | ||
Global Bond Index Portfolio | 6.52% | 0.99% | 0.88% | $10,570 | |
Global Bond Composite Index | 6.56 | 1.14 | 1.02 | 10,661 |
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 70.0% |
Vanguard Total International Bond Index Fund Admiral Shares | 30.0 |
Shares | Market Value• ($000) | |||||
Investment Companies (100.0%) | ||||||
U.S. Bond Fund (70.0%) | ||||||
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 29,057,616 | 308,882 | ||||
International Bond Fund (30.0%) | ||||||
Vanguard Total International Bond Index Fund Admiral Shares | 6,698,265 | 132,090 | ||||
Total Investment Companies (Cost $501,064) | 440,972 | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 5.435% (Cost $173) | 1,733 | 173 | |||
Total Investments (100.0%) (Cost $501,237) | 441,145 | |||||
Other Assets and Liabilities—Net (0.0%) | (84) | |||||
Net Assets (100%) | 441,061 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | 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, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $501,237) | 441,145 |
Receivables for Investment Securities Sold | 287 |
Receivables for Accrued Income | 1 |
Receivables for Capital Shares Issued | 101 |
Total Assets | 441,534 |
Liabilities | |
Payables for Capital Shares Redeemed | 473 |
Total Liabilities | 473 |
Net Assets | 441,061 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 489,169 |
Total Distributable Earnings (Loss) | (48,108) |
Net Assets | 441,061 |
Net Assets | |
Applicable to 23,708,742 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 441,061 |
Net Asset Value Per Share | $18.60 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 12,438 |
Net Investment Income—Note B | 12,438 |
Realized Net Gain (Loss) on Affiliated Funds Sold | 108 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | 13,734 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 26,280 |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 12,438 | 7,788 |
Realized Net Gain (Loss) | 108 | 470 |
Change in Unrealized Appreciation (Depreciation) | 13,734 | (68,907) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 26,280 | (60,649) |
Distributions | ||
Total Distributions | (8,331) | (15,847) |
Capital Share Transactions | ||
Issued | 80,231 | 62,635 |
Issued in Lieu of Cash Distributions | 8,331 | 15,847 |
Redeemed | (51,161) | (81,730) |
Net Increase (Decrease) from Capital Share Transactions | 37,401 | (3,248) |
Total Increase (Decrease) | 55,350 | (79,744) |
Net Assets | ||
Beginning of Period | 385,711 | 465,455 |
End of Period | 441,061 | 385,711 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $17.83 | $21.30 | $22.40 | $21.41 | $20.07 |
Investment Operations | |||||
Net Investment Income1 | .546 | .352 | .498 | .437 | .571 |
Capital Gain Distributions Received1 | — | .098 | .165 | .011 | — |
Net Realized and Unrealized Gain (Loss) on Investments | .602 | (3.193) | (1.083) | .962 | 1.100 |
Total from Investment Operations | 1.148 | (2.743) | (.420) | 1.410 | 1.671 |
Distributions | |||||
Dividends from Net Investment Income | (.348) | (.531) | (.390) | (.338) | (.306) |
Distributions from Realized Capital Gains | (.030) | (.196) | (.290) | (.082) | (.025) |
Total Distributions | (.378) | (.727) | (.680) | (.420) | (.331) |
Net Asset Value, End of Period | $18.60 | $17.83 | $21.30 | $22.40 | $21.41 |
Total Return | 6.52% | -13.13% | -1.84% | 6.67% | 8.41% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $441 | $386 | $465 | $438 | $232 |
Ratio of Total Expenses to Average Net Assets | — | — | — | — | — |
Acquired Fund Fees and Expenses | 0.13% | 0.13% | 0.13% | 0.13% | 0.13% |
Ratio of Net Investment Income to Average Net Assets | 3.04% | 1.87% | 2.32% | 1.98% | 2.73% |
Portfolio Turnover Rate | 8% | 11% | 7% | 16% | 12% |
1 | Calculated based on average shares outstanding. |
Amount ($000) | |
Undistributed Ordinary Income | 12,259 |
Undistributed Long-Term Gains | 286 |
Net Unrealized Gains (Losses) | (60,653) |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | (48,108) |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 7,663 | 11,556 |
Long-Term Capital Gains | 668 | 4,291 |
Total | 8,331 | 15,847 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 501,798 |
Gross Unrealized Appreciation | 926 |
Gross Unrealized Depreciation | (61,579) |
Net Unrealized Appreciation (Depreciation) | (60,653) |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 4,476 | 3,291 |
Issued in Lieu of Cash Distributions | 465 | 824 |
Redeemed | (2,865) | (4,337) |
Net Increase (Decrease) in Shares Outstanding | 2,076 | (222) |
Current Period Transactions | ||||||||
Dec. 31, 2022 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2023 Market Value ($000) | |
Vanguard Market Liquidity Fund | — | NA1 | NA1 | — | — | 5 | — | 173 |
Vanguard Total International Bond Index Fund | 115,544 | 25,510 | 13,755 | 7 | 4,784 | 5,553 | — | 132,090 |
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 270,525 | 47,575 | 18,269 | 101 | 8,950 | 6,880 | — | 308,882 |
Total | 386,069 | 73,085 | 32,024 | 108 | 13,734 | 12,438 | — | 441,145 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
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February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
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Total Bond Market Index Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Total Bond Market Index Portfolio returned 5.58%, in line with the 5.60% return of its benchmark, the Bloomberg U.S. Aggregate Float Adjusted Index. |
• | With inflation continuing to ease, several major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | With yields ending 2023 mixed, U.S. Treasuries returned 4.05%, as measured by the Bloomberg U.S. Treasury Index. Returns were higher for corporate bonds (+8.52%) and for mortgage-backed bonds (+5.05%), as measured by components of the Bloomberg U.S. Aggregate Bond Index. |
• | By credit quality, lower-rated investment-grade bonds generally fared better than higher-rated ones. By maturity, longer-dated bonds outperformed those with shorter maturities. |
• | Over the past decade, the portfolio recorded an average annual return of 1.71%, in line with its benchmark index. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Total Bond Market Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,033.00 | $0.72 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.50 | 0.71 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Total Bond Market Index Portfolio | 5.58% | 1.04% | 1.71% | $11,846 | |
Bloomberg U.S. Aggregate Float Adjusted Index | 5.60 | 1.17 | 1.83 | 11,989 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.6% |
Corporate Bonds | 26.9 |
Sovereign Bonds | 3.4 |
Taxable Municipal Bonds | 0.6 |
U.S. Government and Agency Obligations | 66.5 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (66.0%) | ||||||
U.S. Government Securities (44.9%) | ||||||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 5,590 | 5,459 | ||
United States Treasury Note/Bond | 4.125% | 1/31/25 | 3,850 | 3,827 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 6,240 | 6,022 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 8,624 | 8,368 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 10,386 | 9,974 | ||
United States Treasury Note/Bond | 4.625% | 2/28/25 | 5,525 | 5,521 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 7,025 | 6,788 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 13,674 | 12,998 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 1,961 | 1,914 | ||
United States Treasury Note/Bond | 3.875% | 3/31/25 | 1,782 | 1,766 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 10,291 | 10,037 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 8,094 | 7,660 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 4,060 | 3,971 | ||
United States Treasury Note/Bond | 3.875% | 4/30/25 | 7,911 | 7,841 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 8,935 | 8,649 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 5,755 | 5,617 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 9,593 | 9,034 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 6,350 | 6,205 | ||
United States Treasury Note/Bond | 4.250% | 5/31/25 | 7,441 | 7,413 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 11,785 | 11,518 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 11,764 | 11,047 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 4,880 | 4,761 | ||
United States Treasury Note/Bond | 4.625% | 6/30/25 | 8,596 | 8,617 | ||
United States Treasury Note/Bond | 3.000% | 7/15/25 | 4,590 | 4,490 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 8,797 | 8,238 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 5,105 | 4,983 | ||
United States Treasury Note/Bond | 4.750% | 7/31/25 | 7,248 | 7,282 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 23,280 | 22,404 | ||
United States Treasury Note/Bond | 3.125% | 8/15/25 | 5,969 | 5,850 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 2,085 | 2,159 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 6,080 | 5,677 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 4,085 | 3,976 | ||
United States Treasury Note/Bond | 5.000% | 8/31/25 | 7,531 | 7,602 | ||
United States Treasury Note/Bond | 3.500% | 9/15/25 | 4,500 | 4,434 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 8,125 | 7,566 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 1,000 | 977 | ||
United States Treasury Note/Bond | 5.000% | 9/30/25 | 5,805 | 5,865 | ||
United States Treasury Note/Bond | 4.250% | 10/15/25 | 8,390 | 8,376 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 7,765 | 7,213 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 4,015 | 3,922 | ||
United States Treasury Note/Bond | 5.000% | 10/31/25 | 5,001 | 5,059 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 10,421 | 10,037 | ||
United States Treasury Note/Bond | 4.500% | 11/15/25 | 7,088 | 7,112 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 11,730 | 10,892 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 6,285 | 6,123 | ||
United States Treasury Note/Bond | 4.875% | 11/30/25 | 13,590 | 13,732 | ||
United States Treasury Note/Bond | 4.000% | 12/15/25 | 10,225 | 10,172 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 13,793 | 12,784 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 4,165 | 4,037 | ||
United States Treasury Note/Bond | 3.875% | 1/15/26 | 6,775 | 6,724 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 11,120 | 10,272 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 4,700 | 4,552 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 9,136 | 8,659 | ||
United States Treasury Note/Bond | 4.000% | 2/15/26 | 6,868 | 6,837 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 8,501 | 7,855 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 3,700 | 3,571 | ||
United States Treasury Note/Bond | 4.625% | 3/15/26 | 10,515 | 10,609 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 8,152 | 7,566 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 6,250 | 5,996 | ||
United States Treasury Note/Bond | 3.750% | 4/15/26 | 6,220 | 6,164 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 9,777 | 9,045 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 4,780 | 4,593 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 10,789 | 10,180 | ||
United States Treasury Note/Bond | 3.625% | 5/15/26 | 7,086 | 7,005 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 11,025 | 10,177 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 4,595 | 4,388 | ||
United States Treasury Note/Bond | 4.125% | 6/15/26 | 6,563 | 6,563 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 3,977 | 3,678 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 3,535 | 3,352 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 4.500% | 7/15/26 | 5,457 | 5,510 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 9,800 | 8,976 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 6,966 | 6,589 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 10,068 | 9,423 | ||
United States Treasury Note/Bond | 4.375% | 8/15/26 | 12,028 | 12,114 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 630 | 669 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 12,214 | 11,200 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 3,100 | 2,890 | ||
United States Treasury Note/Bond | 4.625% | 9/15/26 | 5,800 | 5,882 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 8,820 | 8,103 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 1,615 | 1,515 | ||
United States Treasury Note/Bond | 4.625% | 10/15/26 | 6,756 | 6,858 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 9,930 | 9,164 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 4,075 | 3,815 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 8,921 | 8,436 | ||
United States Treasury Note/Bond | 4.625% | 11/15/26 | 9,608 | 9,763 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 765 | 813 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 10,220 | 9,450 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 5,070 | 4,739 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 9,191 | 8,486 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 4,983 | 4,670 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 9,134 | 8,480 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 6,372 | 6,049 | ||
United States Treasury Note/Bond | 6.625% | 2/15/27 | 65 | 70 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 3,143 | 2,879 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 8,238 | 7,726 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 5,063 | 4,552 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 6,975 | 6,668 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 4,290 | 3,831 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 5,620 | 5,408 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 10,931 | 10,383 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 6,605 | 5,883 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 8,160 | 7,813 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 7,990 | 7,097 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 9,864 | 9,642 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 8,560 | 7,552 | ||
United States Treasury Note/Bond | 2.750% | 7/31/27 | 9,284 | 8,914 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 8,422 | 7,943 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 185 | 199 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 7,825 | 6,915 | ||
United States Treasury Note/Bond | 3.125% | 8/31/27 | 7,888 | 7,669 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 7,875 | 6,908 | ||
United States Treasury Note/Bond | 4.125% | 9/30/27 | 7,865 | 7,919 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 11,115 | 9,774 | ||
United States Treasury Note/Bond | 4.125% | 10/31/27 | 8,761 | 8,820 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 8,402 | 7,902 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 6,089 | 6,551 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 8,128 | 7,167 | ||
United States Treasury Note/Bond | 3.875% | 11/30/27 | 11,760 | 11,740 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 11,360 | 9,990 | ||
United States Treasury Note/Bond | 3.875% | 12/31/27 | 6,060 | 6,053 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 12,285 | 10,834 | ||
United States Treasury Note/Bond | 3.500% | 1/31/28 | 7,650 | 7,534 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 9,790 | 9,359 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 11,393 | 10,190 | ||
United States Treasury Note/Bond | 4.000% | 2/29/28 | 5,424 | 5,444 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 10,511 | 9,427 | ||
United States Treasury Note/Bond | 3.625% | 3/31/28 | 8,071 | 7,985 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 12,326 | 11,039 | ||
United States Treasury Note/Bond | 3.500% | 4/30/28 | 6,703 | 6,600 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 12,080 | 11,589 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 10,615 | 9,489 | ||
United States Treasury Note/Bond | 3.625% | 5/31/28 | 5,882 | 5,823 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 9,941 | 8,869 | ||
United States Treasury Note/Bond | 4.000% | 6/30/28 | 8,012 | 8,053 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 11,480 | 10,101 | ||
United States Treasury Note/Bond | 4.125% | 7/31/28 | 6,769 | 6,842 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 11,632 | 11,134 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 325 | 347 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 10,610 | 9,372 | ||
United States Treasury Note/Bond | 4.375% | 8/31/28 | 8,667 | 8,857 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 11,767 | 10,433 | ||
United States Treasury Note/Bond | 4.625% | 9/30/28 | 8,643 | 8,927 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 10,725 | 9,550 | ||
United States Treasury Note/Bond | 4.875% | 10/31/28 | 8,068 | 8,426 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 11,328 | 10,949 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 1,655 | 1,752 | ||
United States Treasury Note/Bond | 1.500% | 11/30/28 | 9,995 | 8,939 | ||
United States Treasury Note/Bond | 4.375% | 11/30/28 | 11,190 | 11,458 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 10,590 | 9,400 | ||
United States Treasury Note/Bond | 3.750% | 12/31/28 | 6,555 | 6,528 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 8,040 | 7,259 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 10,133 | 9,547 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 8,640 | 7,838 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 10,295 | 9,565 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 7,750 | 7,378 | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 9,195 | 8,532 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | 6,730 | 6,360 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 7,145 | 6,923 | ||
United States Treasury Note/Bond | 2.625% | 7/31/29 | 8,050 | 7,547 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 7,070 | 6,296 | ||
United States Treasury Note/Bond | 3.125% | 8/31/29 | 5,835 | 5,611 | ||
United States Treasury Note/Bond | 3.875% | 9/30/29 | 4,525 | 4,520 | ||
United States Treasury Note/Bond | 4.000% | 10/31/29 | 5,925 | 5,958 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 4,541 | 4,056 | ||
United States Treasury Note/Bond | 3.875% | 11/30/29 | 8,703 | 8,695 | ||
United States Treasury Note/Bond | 3.875% | 12/31/29 | 4,879 | 4,875 | ||
United States Treasury Note/Bond | 3.500% | 1/31/30 | 3,830 | 3,750 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 7,154 | 6,237 | ||
United States Treasury Note/Bond | 4.000% | 2/28/30 | 4,540 | 4,567 | ||
United States Treasury Note/Bond | 3.625% | 3/31/30 | 4,725 | 4,656 | ||
United States Treasury Note/Bond | 3.500% | 4/30/30 | 5,295 | 5,180 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 14,554 | 11,902 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 1,350 | 1,524 | ||
United States Treasury Note/Bond | 3.750% | 5/31/30 | 6,130 | 6,082 | ||
United States Treasury Note/Bond | 3.750% | 6/30/30 | 4,600 | 4,563 | ||
United States Treasury Note/Bond | 4.000% | 7/31/30 | 6,044 | 6,083 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 18,852 | 15,305 | ||
United States Treasury Note/Bond | 4.125% | 8/31/30 | 5,681 | 5,759 | ||
United States Treasury Note/Bond | 4.625% | 9/30/30 | 6,192 | 6,462 | ||
United States Treasury Note/Bond | 4.875% | 10/31/30 | 5,840 | 6,185 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 19,461 | 16,007 | ||
United States Treasury Note/Bond | 4.375% | 11/30/30 | 6,405 | 6,594 | ||
United States Treasury Note/Bond | 3.750% | 12/31/30 | 8,300 | 8,239 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 21,338 | 17,827 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 1,540 | 1,684 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 19,034 | 16,345 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 20,157 | 16,705 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 22,353 | 18,584 | ||
United States Treasury Note/Bond | 1.875% | 2/15/32 | 20,883 | 17,976 | ||
United States Treasury Note/Bond | 2.875% | 5/15/32 | 18,654 | 17,313 | ||
United States Treasury Note/Bond | 2.750% | 8/15/32 | 17,860 | 16,381 | ||
United States Treasury Note/Bond | 4.125% | 11/15/32 | 18,909 | 19,249 | ||
United States Treasury Note/Bond | 3.500% | 2/15/33 | 18,813 | 18,269 | ||
United States Treasury Note/Bond | 3.375% | 5/15/33 | 19,693 | 18,930 | ||
United States Treasury Note/Bond | 3.875% | 8/15/33 | 20,557 | 20,563 | ||
United States Treasury Note/Bond | 4.500% | 11/15/33 | 13,401 | 14,092 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 2,920 | 3,119 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 1,670 | 1,830 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 1,885 | 2,111 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 1,200 | 1,263 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 1,059 | 1,127 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 1,320 | 1,252 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 1,512 | 1,560 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 2,601 | 2,757 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 1,742 | 1,818 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 1,300 | 1,394 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 6,810 | 4,399 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 1,875 | 1,951 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 8,205 | 5,249 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 2,515 | 2,458 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 10,129 | 6,741 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 2,195 | 2,242 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 12,303 | 8,870 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 2,556 | 2,770 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 10,495 | 8,021 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 1,904 | 1,968 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 13,291 | 9,270 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 2,140 | 2,041 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 11,218 | 8,142 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 2,701 | 2,355 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 9,361 | 7,208 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 2,081 | 1,808 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 1,720 | 1,459 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 7,780 | 6,848 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 2,895 | 2,354 | ||
United States Treasury Note/Bond | 3.375% | 8/15/42 | 5,242 | 4,690 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 4,646 | 3,766 | ||
United States Treasury Note/Bond | 4.000% | 11/15/42 | 6,122 | 5,969 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 3,380 | 2,897 | ||
United States Treasury Note/Bond | 3.875% | 2/15/43 | 5,624 | 5,381 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 4,440 | 3,655 | ||
United States Treasury Note/Bond | 3.875% | 5/15/43 | 6,186 | 5,918 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 4,680 | 4,314 | ||
United States Treasury Note/Bond | 4.375% | 8/15/43 | 5,970 | 6,115 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 2,454 | 2,298 | ||
United States Treasury Note/Bond | 4.750% | 11/15/43 | 3,860 | 4,154 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 5,452 | 5,009 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 5,369 | 4,745 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 5,996 | 5,089 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 5,702 | 4,733 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 6,755 | 5,130 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 3,682 | 3,046 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 4,641 | 3,753 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 840 | 693 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 4,765 | 3,586 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 5,456 | 4,097 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 6,111 | 4,358 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 2,765 | 2,221 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 4,690 | 3,847 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 4,615 | 3,783 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 6,238 | 4,876 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 5,833 | 4,557 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 6,979 | 5,708 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 7,184 | 6,007 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 7,810 | 6,382 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 7,625 | 6,669 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 8,344 | 6,816 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 7,105 | 5,670 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 6,969 | 4,887 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 6,432 | 4,633 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 8,212 | 5,425 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 10,341 | 5,600 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 11,171 | 6,254 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 12,196 | 7,299 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 13,054 | 8,318 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 13,225 | 9,481 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 12,950 | 8,494 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 12,140 | 7,711 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 11,667 | 8,123 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 10,830 | 8,661 | ||
United States Treasury Note/Bond | 3.000% | 8/15/52 | 10,798 | 8,868 | ||
United States Treasury Note/Bond | 4.000% | 11/15/52 | 10,051 | 9,957 | ||
United States Treasury Note/Bond | 3.625% | 2/15/53 | 10,358 | 9,605 | ||
United States Treasury Note/Bond | 3.625% | 5/15/53 | 11,694 | 10,859 | ||
United States Treasury Note/Bond | 4.125% | 8/15/53 | 11,793 | 11,974 | ||
United States Treasury Note/Bond | 4.750% | 11/15/53 | 8,030 | 9,045 | ||
1,940,051 | ||||||
Agency Bonds and Notes (0.8%) | ||||||
Federal Farm Credit Banks Funding Corp. | 1.125% | 1/6/25 | 210 | 202 | ||
Federal Farm Credit Banks Funding Corp. | 1.750% | 2/14/25 | 520 | 503 | ||
Federal Farm Credit Banks Funding Corp. | 4.250% | 9/30/25 | 280 | 279 | ||
Federal Farm Credit Banks Funding Corp. | 5.125% | 10/10/25 | 600 | 607 | ||
Federal Farm Credit Banks Funding Corp. | 4.375% | 6/23/26 | 2,425 | 2,434 | ||
Federal Farm Credit Banks Funding Corp. | 4.500% | 8/14/26 | 200 | 202 | ||
Federal Home Loan Banks | 5.000% | 2/28/25 | 1,350 | 1,354 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 1,000 | 950 | ||
Federal Home Loan Banks | 4.625% | 6/6/25 | 450 | 451 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 500 | 468 | ||
Federal Home Loan Banks | 4.500% | 12/12/25 | 500 | 501 | ||
Federal Home Loan Banks | 4.625% | 11/17/26 | 550 | 558 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 1,000 | 921 | ||
Federal Home Loan Banks | 4.000% | 6/30/28 | 450 | 451 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 315 | 306 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 1,400 | 1,577 | ||
1 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 1,200 | 1,159 | |
1 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 1,500 | 1,409 | |
1 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 2,000 | 1,868 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 127 | 145 | |
1 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 1,525 | 1,779 | |
1 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 1,102 | 1,272 | |
1 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 1,300 | 1,259 | |
1 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 1,000 | 951 | |
1 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 1,000 | 944 | |
1 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 2,000 | 1,873 | |
1 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 2,000 | 1,865 | |
1 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 575 | 549 | |
1 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 500 | 472 | |
1 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 1,000 | 888 | |
1 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 175 | 194 | |
1 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 925 | 1,076 | |
1 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 300 | 353 | |
1 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 1,400 | 1,146 | |
1 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 720 | 829 | |
1 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 275 | 312 | |
Private Export Funding Corp. | 3.250% | 6/15/25 | 50 | 49 | ||
Private Export Funding Corp. | 1.400% | 7/15/28 | 175 | 156 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 200 | 190 | ||
Tennessee Valley Authority | 6.750% | 11/1/25 | 134 | 139 | ||
Tennessee Valley Authority | 3.875% | 3/15/28 | 375 | 373 | ||
Tennessee Valley Authority | 7.125% | 5/1/30 | 1,000 | 1,164 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 550 | 449 | ||
Tennessee Valley Authority | 4.650% | 6/15/35 | 175 | 179 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 250 | 284 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 100 | 110 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 512 | 544 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 100 | 102 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 50 | 55 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 180 | 176 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 200 | 183 | ||
36,260 | ||||||
Conventional Mortgage-Backed Securities (20.3%) | ||||||
1,2 | Fannie Mae Pool | 6.500% | 9/1/32 | 9 | 9 | |
1,2 | Fannie Mae Pool | 2.500% | 12/1/51 | 493 | 420 | |
1,2 | Freddie Mac Gold Pool | 5.500% | 1/1/24– 6/1/41 | 1,089 | 1,134 | |
1,2 | Freddie Mac Gold Pool | 4.500% | 4/1/24– 10/1/48 | 4,684 | 4,666 | |
1,2 | Freddie Mac Gold Pool | 7.000% | 5/1/24– 2/1/37 | 58 | 60 | |
1,2 | Freddie Mac Gold Pool | 4.000% | 6/1/24– 11/1/48 | 9,245 | 8,959 | |
1,2 | Freddie Mac Gold Pool | 8.500% | 7/1/24– 11/1/30 | 2 | 2 | |
1,2 | Freddie Mac Gold Pool | 5.000% | 10/1/24– 11/1/48 | 1,396 | 1,425 | |
1,2 | Freddie Mac Gold Pool | 8.000% | 11/1/24– 7/1/30 | 3 | 3 | |
1,2 | Freddie Mac Gold Pool | 7.500% | 7/1/25– 4/1/28 | 2 | 2 | |
1,2 | Freddie Mac Gold Pool | 3.500% | 9/1/25– 11/1/48 | 16,213 | 15,261 | |
1,2 | Freddie Mac Gold Pool | 3.000% | 10/1/26– 8/1/47 | 11,128 | 10,312 | |
1,2 | Freddie Mac Gold Pool | 2.500% | 4/1/27– 3/1/37 | 3,906 | 3,702 | |
1,2 | Freddie Mac Gold Pool | 9.000% | 5/1/27– 5/1/30 | 1 | 1 | |
1,2 | Freddie Mac Gold Pool | 6.000% | 7/1/28– 3/1/39 | 774 | 803 | |
1,2 | Freddie Mac Gold Pool | 2.000% | 8/1/28– 12/1/31 | 215 | 199 | |
1,2 | Freddie Mac Pool | 5.500% | 3/1/53 | 354 | 356 | |
2,3 | Ginnie Mae | 2.500% | 1/22/54 | 490 | 429 | |
2,3 | Ginnie Mae | 4.000% | 1/22/54 | 270 | 258 | |
2,3 | Ginnie Mae | 4.500% | 1/22/54 | 440 | 429 | |
2,3 | Ginnie Mae | 5.000% | 1/22/54 | 440 | 437 | |
2,3 | Ginnie Mae | 5.500% | 1/22/54 | 730 | 735 | |
2,3 | Ginnie Mae | 6.000% | 1/22/54 | 1,410 | 1,434 | |
2 | Ginnie Mae | 7.000% | 1/22/54 | 350 | 360 | |
2 | Ginnie Mae | 7.500% | 1/22/54 | 250 | 258 | |
2 | Ginnie Mae I Pool | 7.000% | 3/15/24– 10/15/31 | 17 | 17 | |
2,3 | Ginnie Mae I Pool | 6.500% | 5/15/24– 12/15/38 | 76 | 78 | |
2 | Ginnie Mae I Pool | 8.000% | 8/15/24– 10/15/30 | 6 | 6 | |
2 | Ginnie Mae I Pool | 4.000% | 10/15/24– 11/15/47 | 1,010 | 980 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Ginnie Mae I Pool | 4.500% | 10/15/24– 3/15/41 | 1,082 | 1,079 | |
2 | Ginnie Mae I Pool | 3.500% | 11/15/25– 9/15/49 | 988 | 946 | |
2 | Ginnie Mae I Pool | 7.500% | 12/15/25– 1/15/31 | 6 | 6 | |
2 | Ginnie Mae I Pool | 3.000% | 1/15/26– 12/15/45 | 1,139 | 1,046 | |
2 | Ginnie Mae I Pool | 6.000% | 6/15/32– 3/15/40 | 49 | 49 | |
2 | Ginnie Mae I Pool | 5.000% | 5/15/34– 4/15/41 | 738 | 757 | |
2 | Ginnie Mae II Pool | 3.500% | 9/20/25– 6/20/53 | 26,181 | 24,751 | |
2 | Ginnie Mae II Pool | 4.000% | 9/20/25– 1/20/53 | 18,014 | 17,463 | |
2 | Ginnie Mae II Pool | 3.000% | 2/20/27– 6/20/52 | 33,668 | 30,788 | |
2 | Ginnie Mae II Pool | 2.500% | 6/20/27– 4/20/52 | 34,565 | 30,346 | |
2 | Ginnie Mae II Pool | 5.000% | 12/20/32– 11/20/53 | 17,154 | 17,110 | |
2,3 | Ginnie Mae II Pool | 6.500% | 12/20/35– 1/22/54 | 6,290 | 6,440 | |
2 | Ginnie Mae II Pool | 7.000% | 8/20/36– 12/20/53 | 1,401 | 1,449 | |
2 | Ginnie Mae II Pool | 4.500% | 2/20/39– 6/20/53 | 16,815 | 16,532 | |
2 | Ginnie Mae II Pool | 2.000% | 8/20/50– 1/20/52 | 34,124 | 28,950 | |
2 | Ginnie Mae II Pool | 1.500% | 12/20/51 | 991 | 805 | |
2 | Ginnie Mae II Pool | 5.500% | 10/20/52– 11/20/53 | 14,545 | 14,657 | |
2 | Ginnie Mae II Pool | 6.000% | 12/20/52– 12/20/53 | 9,941 | 10,120 | |
1,2,3 | UMBS Pool | 7.000% | 1/1/24– 1/16/54 | 3,246 | 3,365 | |
1,2,3 | UMBS Pool | 4.000% | 2/1/24– 1/16/54 | 41,341 | 39,666 | |
1,2,3 | UMBS Pool | 6.000% | 3/1/24– 1/16/54 | 27,434 | 28,033 | |
1,2,3 | UMBS Pool | 4.500% | 5/1/24– 1/16/54 | 33,501 | 32,838 | |
1,2,3 | UMBS Pool | 5.000% | 5/1/24– 1/16/54 | 38,194 | 38,016 | |
1,2 | UMBS Pool | 7.500% | 5/1/24– 1/1/54 | 259 | 268 | |
1,2 | UMBS Pool | 8.000% | 9/1/24– 11/1/30 | 1 | 1 | |
1,2 | UMBS Pool | 8.500% | 10/1/24– 4/1/31 | 1 | 1 | |
1,2 | UMBS Pool | 3.500% | 9/1/25– 4/1/53 | 45,928 | 42,822 | |
1,2,3 | UMBS Pool | 3.000% | 11/1/25– 1/16/54 | 81,447 | 73,499 | |
1,2,3 | UMBS Pool | 2.500% | 1/1/27– 9/1/52 | 131,309 | 113,814 | |
1,2,3 | UMBS Pool | 2.000% | 11/1/27– 7/1/52 | 188,048 | 157,457 | |
1,2,3 | UMBS Pool | 5.500% | 11/1/31– 1/16/54 | 36,931 | 37,298 | |
1,2,3 | UMBS Pool | 1.500% | 7/1/35– 4/1/52 | 45,064 | 36,864 | |
1,2,3 | UMBS Pool | 6.500% | 11/1/52– 1/16/54 | 16,357 | 16,820 | |
876,791 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
1,2,4 | Fannie Mae Pool, 1YR CMT + 2.155% | 4.280% | 12/1/37 | 13 | 13 | |
1,2,4 | Fannie Mae Pool, 1YR CMT + 2.313% | 4.438% | 1/1/35 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.290% | 4.131% | 12/1/41 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.310% | 5.560% | 9/1/37 | 20 | 20 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.433% | 5.683% | 7/1/36 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.465% | 5.715% | 10/1/37 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.477% | 4.158% | 3/1/43 | 25 | 26 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.527% | 5.777% | 10/1/37 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.558% | 5.807% | 9/1/43 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.560% | 6.808% | 7/1/43 | 28 | 29 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.589% | 5.312% | 6/1/43 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.600% | 5.850% | 8/1/35 | 23 | 23 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.623% | 3.998% | 2/1/36 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.627% | 4.127% | 3/1/38 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.635% | 5.885% | 11/1/36 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.640% | 5.890% | 1/1/42 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.660% | 5.910% | 9/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.673% | 5.861% | 10/1/42 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.682% | 4.057% | 1/1/37 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.690% | 5.940% | 10/1/39– 9/1/42 | 21 | 21 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.690% | 5.183% | 5/1/40 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.695% | 5.945% | 7/1/39 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.698% | 5.948% | 8/1/40 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.699% | 5.128% | 8/1/39 | 12 | 12 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.700% | 6.075% | 7/1/37 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.700% | 4.341% | 12/1/40 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.702% | 5.951% | 10/1/42 | 9 | 10 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.705% | 5.955% | 11/1/39 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.732% | 4.613% | 5/1/42 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.737% | 5.987% | 9/1/34 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.744% | 5.815% | 9/1/43 | 10 | 10 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.747% | 5.850% | 7/1/41 | 18 | 18 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.749% | 5.902% | 12/1/33 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.750% | 6.000% | 10/1/40 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.773% | 4.508% | 5/1/42 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.780% | 4.280% | 2/1/41 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.784% | 5.262% | 7/1/42 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.794% | 5.724% | 3/1/42 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.795% | 4.446% | 3/1/42 | 9 | 9 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.796% | 5.965% | 11/1/39 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.797% | 5.614% | 8/1/42 | 22 | 23 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.805% | 6.055% | 11/1/41 | 12 | 12 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.807% | 4.467% | 3/1/41 | 7 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.810% | 6.060% | 11/1/33– 10/1/40 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.810% | 4.060% | 12/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.813% | 6.063% | 11/1/41 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.813% | 5.731% | 1/1/42 | 6 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.065% | 11/1/40– 12/1/41 | 20 | 21 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 4.243% | 2/1/41 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 5.450% | 5/1/41 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 5.565% | 6/1/41 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.825% | 4.575% | 3/1/41 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.830% | 4.308% | 4/1/41 | 12 | 13 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.830% | 6.080% | 6/1/41 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.835% | 4.157% | 1/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.835% | 5.210% | 5/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.836% | 4.143% | 2/1/41 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.839% | 6.090% | 12/1/39 | 6 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.840% | 6.090% | 8/1/39 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.862% | 6.061% | 9/1/40 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.880% | 5.772% | 11/1/34 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.914% | 5.289% | 4/1/37 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT6M + 1.037% | 6.809% | 4/1/37 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT6M + 1.840% | 5.090% | 8/1/37 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 6.375% | 11/1/34 | 10 | 11 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.486% | 2/1/36 | 3 | 3 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 5.375% | 5/1/36 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.412% | 4.568% | 10/1/36 | 5 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.625% | 3.875% | 1/1/38 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | 5.659% | 12/1/36 | 4 | 5 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | 5.390% | 5/1/42 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | 5.910% | 10/1/37 | 3 | 3 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | 5.915% | 12/1/34 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | 4.073% | 2/1/37 | 5 | 5 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727% | 3.998% | 1/1/35 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | 5.992% | 12/1/36 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | 3.995% | 12/1/40 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | 5.125% | 5/1/38 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.823% | 5.137% | 12/1/35 | 3 | 3 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.845% | 5.021% | 2/1/42 | 4 | 4 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | 6.105% | 5/1/37 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 5.357% | 5/1/40 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 6.130% | 6/1/40 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 4.130% | 12/1/40 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 4.203% | 1/1/41 | 7 | 8 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 4.380% | 3/1/41 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 5.849% | 6/1/41 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | 5.598% | 6/1/40 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.885% | 4.774% | 2/1/42 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.895% | 6.145% | 9/1/40 | 4 | 4 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | 6.150% | 6/1/40– 11/1/40 | 8 | 8 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 4.218% | 1/1/41 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 4.389% | 2/1/41 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 4.410% | 2/1/41 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | 4.585% | 3/1/38 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | 5.020% | 6/1/37 | 6 | 6 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 5.625% | 7/20/38 | 2 | 2 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.750% | 10/20/38– 12/20/42 | 49 | 49 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.750% | 12/20/39– 12/20/40 | 7 | 7 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.625% | 1/20/41– 3/20/43 | 53 | 53 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.875% | 4/20/41– 6/20/43 | 37 | 37 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.250% | 11/20/40 | 1 | 1 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.375% | 5/20/41 | 2 | 2 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 6.000% | 5/20/41 | 3 | 3 | |
746 | ||||||
Total U.S. Government and Agency Obligations (Cost $3,120,845) | 2,853,848 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%) | ||||||
2 | Ally Auto Receivables Trust Class A3 Series 2022-1 | 3.310% | 11/15/26 | 120 | 118 | |
2 | Ally Auto Receivables Trust Class A3 Series 2022-2 | 4.760% | 5/17/27 | 150 | 149 | |
2 | Ally Auto Receivables Trust Class A3 Series 2023-1 | 5.460% | 5/15/28 | 53 | 54 | |
2 | Ally Auto Receivables Trust Class A4 Series 2022-2 | 4.870% | 4/17/28 | 50 | 50 | |
2 | Ally Auto Receivables Trust Class A4 Series 2023-1 | 5.270% | 11/15/28 | 16 | 16 | |
2 | American Express Credit Account Class A Series 2022-2 | 3.390% | 5/15/27 | 750 | 735 | |
2 | American Express Credit Account Master Trust Class A Series 2021-1 | 0.900% | 11/15/26 | 425 | 410 | |
2 | American Express Credit Account Master Trust Class A Series 2022-3 | 3.750% | 8/15/27 | 425 | 418 | |
2 | American Express Credit Account Master Trust Class A Series 2023-1 | 4.870% | 5/15/28 | 275 | 277 | |
2 | American Express Credit Account Master Trust Class A Series 2023-2 | 4.800% | 5/15/30 | 75 | 76 | |
2 | American Express Credit Account Master Trust Class A Series 2023-3 | 5.230% | 9/15/28 | 200 | 203 | |
2 | American Express Credit Account Master Trust Class A Series 2023-4 | 5.150% | 9/15/30 | 200 | 206 | |
2 | AmeriCredit Automobile Receivables Trust Class A3 Series 2021-2 | 0.340% | 12/18/26 | 6 | 6 | |
2 | AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | 5.620% | 11/18/27 | 50 | 50 | |
2 | AmeriCredit Automobile Receivables Trust Class B Series 2020-3 | 0.760% | 12/18/25 | 12 | 12 | |
2 | AmeriCredit Automobile Receivables Trust Class B Series 2021-1 | 0.680% | 10/19/26 | 19 | 19 | |
2 | AmeriCredit Automobile Receivables Trust Class C Series 2021-1 | 0.890% | 10/19/26 | 25 | 24 | |
2 | AmeriCredit Automobile Receivables Trust Class C Series 2023-1 | 5.800% | 12/18/28 | 25 | 25 | |
2 | BA Credit Card Trust Class A1 Series 2021-A1 | 0.440% | 9/15/26 | 35 | 35 | |
2 | BA Credit Card Trust Class A1 Series 2022-A1 | 3.530% | 11/15/27 | 150 | 147 | |
2 | BA Credit Card Trust Class A1 Series 2023-A1 | 4.790% | 5/15/28 | 200 | 201 | |
2 | Banc of America Commercial Mortgage Trust Class A4 Series 2015-UBS7 | 3.705% | 9/15/48 | 75 | 72 | |
2 | Banc of America Commercial Mortgage Trust Class A4 Series 2017-BNK3 | 3.574% | 2/15/50 | 72 | 68 | |
2 | Banc of America Commercial Mortgage Trust Class ASB Series 2015-UBS7 | 3.429% | 9/15/48 | 20 | 19 | |
2 | BANK Class A2 Series 2018-BNK14 | 4.128% | 9/15/60 | 20 | 20 | |
2 | BANK Class A3 Series 2017-BNK9 | 3.279% | 11/15/54 | 67 | 63 | |
2,4 | BANK Class A3 Series 2018-BNK11 | 4.046% | 3/15/61 | 100 | 96 | |
2 | BANK Class A3 Series 2019-BNK19 | 3.183% | 8/15/61 | 75 | 64 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | BANK Class A3 Series 2019-BNK20 | 3.011% | 9/15/62 | 170 | 145 | |
2 | BANK Class A3 Series 2019-BNK23 | 2.920% | 12/15/52 | 180 | 159 | |
2 | BANK Class A3 Series 2019-BNK24 | 2.960% | 11/15/62 | 150 | 133 | |
2,4 | BANK Class A3 Series 2023-5YR2 | 6.656% | 7/15/56 | 100 | 106 | |
2,4 | BANK Class A3 Series 2023-5YR3 | 6.724% | 9/15/56 | 50 | 53 | |
2 | BANK Class A4 Series 2017-BNK6 | 3.254% | 7/15/60 | 50 | 47 | |
2 | BANK Class A4 Series 2017-BNK7 | 3.175% | 9/15/60 | 100 | 93 | |
2 | BANK Class A4 Series 2017-BNK8 | 3.488% | 11/15/50 | 150 | 135 | |
2 | BANK Class A4 Series 2017-BNK9 | 3.538% | 11/15/54 | 150 | 140 | |
2,4 | BANK Class A4 Series 2018-BNK12 | 4.255% | 5/15/61 | 125 | 121 | |
2 | BANK Class A4 Series 2018-BNK13 | 3.953% | 8/15/61 | 50 | 47 | |
2,4 | BANK Class A4 Series 2018-BNK14 | 4.231% | 9/15/60 | 100 | 96 | |
2,4 | BANK Class A4 Series 2018-BNK15 | 4.407% | 11/15/61 | 110 | 107 | |
2 | BANK Class A4 Series 2019-BNK16 | 4.005% | 2/15/52 | 125 | 119 | |
2 | BANK Class A4 Series 2019-BNK17 | 3.714% | 4/15/52 | 100 | 94 | |
2 | BANK Class A4 Series 2019-BNK18 | 3.584% | 5/15/62 | 100 | 87 | |
2 | BANK Class A4 Series 2019-BNK22 | 2.978% | 11/15/62 | 290 | 256 | |
2 | BANK Class A4 Series 2020-BNK26 | 2.403% | 3/15/63 | 175 | 148 | |
2 | BANK Class A4 Series 2020-BNK28 | 1.844% | 3/15/63 | 50 | 41 | |
2 | BANK Class A4 Series 2020-BNK29 | 1.997% | 11/15/53 | 50 | 40 | |
2 | BANK Class A4 Series 2020-BNK30 | 1.925% | 12/15/53 | 75 | 60 | |
2 | BANK Class A4 Series 2021-BNK31 | 2.036% | 2/15/54 | 50 | 41 | |
2 | Bank Class A4 Series 2023-BNK46 | 5.745% | 8/15/56 | 100 | 105 | |
2 | BANK Class A5 Series 2017-BNK5 | 3.390% | 6/15/60 | 150 | 142 | |
2 | BANK Class A5 Series 2017-BNK6 | 3.518% | 7/15/60 | 404 | 382 | |
2 | BANK Class A5 Series 2017-BNK7 | 3.435% | 9/15/60 | 75 | 71 | |
2 | BANK Class A5 Series 2018-BNK10 | 3.688% | 2/15/61 | 250 | 237 | |
2,4 | BANK Class A5 Series 2018-BNK13 | 4.217% | 8/15/61 | 25 | 24 | |
2 | BANK Class A5 Series 2019-BNK21 | 2.851% | 10/17/52 | 100 | 87 | |
2 | BANK Class A5 Series 2020-BNK25 | 2.649% | 1/15/63 | 200 | 171 | |
2 | BANK Class A5 Series 2020-BNK27 | 2.144% | 4/15/63 | 150 | 123 | |
2 | BANK Class A5 Series 2021-BN32 | 2.643% | 4/15/54 | 75 | 64 | |
2 | BANK Class A5 Series 2021-BNK33 | 2.556% | 5/15/64 | 50 | 42 | |
2 | BANK Class A5 Series 2021-BNK34 | 2.438% | 6/15/63 | 150 | 120 | |
2 | BANK Class A5 Series 2021-BNK35 | 2.285% | 6/15/64 | 100 | 83 | |
2 | BANK Class A5 Series 2021-BNK36 | 2.470% | 9/15/64 | 125 | 105 | |
2,4 | BANK Class A5 Series 2021-BNK37 | 2.618% | 11/15/64 | 125 | 105 | |
2 | BANK Class A5 Series 2022-BNK43 | 4.399% | 8/15/55 | 175 | 167 | |
2 | BANK Class A5 Series 2023-BNK45 | 5.203% | 2/15/56 | 50 | 51 | |
2 | BANK Class AS Series 2017-BNK5 | 3.624% | 6/15/60 | 100 | 93 | |
2,4 | BANK Class AS Series 2017-BNK6 | 3.741% | 7/15/60 | 404 | 370 | |
2 | BANK Class AS Series 2017-BNK7 | 3.748% | 9/15/60 | 75 | 69 | |
2 | BANK Class AS Series 2017-BNK8 | 3.731% | 11/15/50 | 25 | 21 | |
2,4 | BANK Class AS Series 2018-BNK10 | 3.898% | 2/15/61 | 50 | 46 | |
2,4 | BANK Class AS Series 2018-BNK12 | 4.345% | 5/15/61 | 50 | 46 | |
2,4 | BANK Class AS Series 2018-BNK14 | 4.481% | 9/15/60 | 25 | 23 | |
2 | BANK Class AS Series 2019-BNK17 | 3.976% | 4/15/52 | 25 | 23 | |
2,4 | BANK Class AS Series 2019-BNK18 | 3.826% | 5/15/62 | 50 | 44 | |
2 | BANK Class AS Series 2019-BNK21 | 3.093% | 10/17/52 | 75 | 59 | |
2 | BANK Class AS Series 2019-BNK23 | 3.203% | 12/15/52 | 75 | 60 | |
2,4 | BANK Class AS Series 2019-BNK24 | 3.283% | 11/15/62 | 75 | 65 | |
2 | BANK Class AS Series 2020-BNK25 | 2.841% | 1/15/63 | 65 | 53 | |
2 | BANK Class AS Series 2020-BNK26 | 2.687% | 3/15/63 | 55 | 41 | |
2 | BANK Class AS Series 2020-BNK27 | 2.551% | 4/15/63 | 50 | 40 | |
2,4 | BANK Class AS Series 2021-BNK31 | 2.211% | 2/15/54 | 25 | 19 | |
2,4 | BANK Class AS Series 2021-BNK36 | 2.695% | 9/15/64 | 50 | 41 | |
2,4 | BANK Class AS Series 2023-5YR2 | 7.140% | 7/15/56 | 25 | 26 | |
2,4 | Bank Class AS Series 2023-5YR3 | 7.315% | 9/15/56 | 50 | 53 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | BANK Class AS Series 2023-BNK45 | 5.651% | 2/15/56 | 25 | 25 | |
2 | BANK Class ASB Series 2018-BNK10 | 3.641% | 2/15/61 | 41 | 40 | |
2,4 | BANK Class C Series 2017-BNK8 | 4.094% | 11/15/50 | 50 | 33 | |
2,4 | BANK Class C Series 2019-BNK19 | 4.029% | 8/15/61 | 35 | 21 | |
2 | Bank of America Commercial Mortgage Trust Class AS Series 2017-BNK3 | 3.748% | 2/15/50 | 28 | 26 | |
2 | Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | 3.583% | 5/15/52 | 250 | 232 | |
2 | Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | 3.063% | 11/15/52 | 150 | 135 | |
2 | Barclays Commercial Mortgage Trust Class A5 Series 2019-C4 | 2.919% | 8/15/52 | 275 | 246 | |
2,4 | Barclays Commercial Mortgage Trust Class A5 Series 2022-C14 | 2.946% | 2/15/55 | 200 | 172 | |
2 | Barclays Commercial Mortgage Trust Class AS Series 2019-C4 | 3.171% | 8/15/52 | 25 | 20 | |
2,4 | Barclays Commercial Mortgage Trust Class AS Series 2019-C5 | 3.366% | 11/15/52 | 100 | 87 | |
2 | Barclays Dryrock Issuance Trust Class A Series 2022-1 | 3.070% | 2/15/28 | 100 | 97 | |
2 | Barclays Dryrock Issuance Trust Class A Series 2023-1 | 4.720% | 2/15/29 | 275 | 275 | |
2 | BBCMS Mortgage Trust Class A4 Series 2017-C1 | 3.674% | 2/15/50 | 125 | 118 | |
2 | BBCMS Mortgage Trust Class A4 Series 2020-C6 | 2.639% | 2/15/53 | 100 | 88 | |
2 | BBCMS Mortgage Trust Class A5 Series 2018-C2 | 4.314% | 12/15/51 | 125 | 121 | |
2 | BBCMS Mortgage Trust Class A5 Series 2020-C7 | 2.037% | 4/15/53 | 50 | 42 | |
2 | BBCMS Mortgage Trust Class A5 Series 2020-C8 | 2.040% | 10/15/53 | 125 | 104 | |
2 | BBCMS Mortgage Trust Class A5 Series 2021-C11 | 2.322% | 9/15/54 | 50 | 42 | |
2 | BBCMS Mortgage Trust Class A5 Series 2021-C12 | 2.689% | 11/15/54 | 100 | 84 | |
2 | BBCMS Mortgage Trust Class A5 Series 2021-C9 | 2.299% | 2/15/54 | 150 | 126 | |
2 | BBCMS Mortgage Trust Class A5 Series 2023-C19 | 5.451% | 4/15/56 | 50 | 51 | |
2 | BBCMS Mortgage Trust Class A5 Series 2023-C20 | 5.576% | 7/15/56 | 25 | 26 | |
2,4 | BBCMS Mortgage Trust Class A5 Series 2023-C21 | 6.000% | 9/15/56 | 100 | 107 | |
2,4 | BBCMS Mortgage Trust Class A5 Series 2023-C22 | 6.804% | 11/15/56 | 50 | 57 | |
2 | BBCMS Mortgage Trust Class AS Series 2017-C1 | 3.898% | 2/15/50 | 100 | 93 | |
2 | BBCMS Mortgage Trust Class AS Series 2020-C6 | 2.840% | 2/15/53 | 35 | 29 | |
2,4 | BBCMS Mortgage Trust Class AS Series 2023-C19 | 6.070% | 4/15/56 | 25 | 25 | |
2,4 | BBCMS Mortgage Trust Class AS Series 2023-C20 | 5.973% | 7/15/56 | 25 | 25 | |
2,4 | BBCMS Mortgage Trust Class AS Series 2023-C21 | 6.296% | 9/15/56 | 50 | 52 | |
2 | BBCMS Trust Class A5 Series 2021-C10 | 2.492% | 7/15/54 | 150 | 127 | |
2 | Benchmark Mortgage Trust Class A2 Series 2018-B2 | 3.662% | 2/15/51 | 24 | 23 | |
2 | Benchmark Mortgage Trust Class A2 Series 2018-B3 | 3.848% | 4/10/51 | 17 | 16 | |
2 | Benchmark Mortgage Trust Class A2 Series 2020-B17 | 2.211% | 3/15/53 | 50 | 46 | |
2 | Benchmark Mortgage Trust Class A3 Series 2020-IG1 | 2.687% | 9/15/43 | 125 | 100 | |
2,4 | Benchmark Mortgage Trust Class A3 Series 2023-V2 | 5.812% | 5/15/55 | 75 | 77 | |
2,4 | Benchmark Mortgage Trust Class A3 Series 2023-V3 | 6.363% | 7/15/56 | 20 | 21 | |
2 | Benchmark Mortgage Trust Class A4 Series 2018-B5 | 4.208% | 7/15/51 | 75 | 72 | |
2 | Benchmark Mortgage Trust Class A4 Series 2018-B6 | 4.261% | 10/10/51 | 50 | 47 | |
2,4 | Benchmark Mortgage Trust Class A4 Series 2018-B7 | 4.510% | 5/15/53 | 175 | 168 | |
2 | Benchmark Mortgage Trust Class A4 Series 2019-B10 | 3.717% | 3/15/62 | 80 | 75 | |
2 | Benchmark Mortgage Trust Class A4 Series 2019-B13 | 2.952% | 8/15/57 | 280 | 250 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2018-B1 | 3.666% | 1/15/51 | 100 | 94 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2018-B2 | 3.882% | 2/15/51 | 325 | 305 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Benchmark Mortgage Trust Class A5 Series 2018-B3 | 4.025% | 4/10/51 | 225 | 213 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2018-B4 | 4.121% | 7/15/51 | 350 | 334 | |
2 | Benchmark Mortgage Trust Class A5 Series 2018-B8 | 4.232% | 1/15/52 | 125 | 118 | |
2 | Benchmark Mortgage Trust Class A5 Series 2019-B14 | 3.049% | 12/15/62 | 225 | 202 | |
2 | Benchmark Mortgage Trust Class A5 Series 2019-B15 | 2.928% | 12/15/72 | 230 | 197 | |
2 | Benchmark Mortgage Trust Class A5 Series 2019-B9 | 4.016% | 3/15/52 | 105 | 98 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B16 | 2.732% | 2/15/53 | 100 | 88 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B17 | 2.289% | 3/15/53 | 100 | 83 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B20 | 2.034% | 10/15/53 | 100 | 79 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B21 | 1.978% | 12/17/53 | 125 | 101 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B22 | 1.973% | 1/15/54 | 100 | 80 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B23 | 2.070% | 2/15/54 | 225 | 177 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B24 | 2.584% | 3/15/54 | 125 | 102 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B25 | 2.577% | 4/15/54 | 125 | 101 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B25 | 2.847% | 4/15/54 | 50 | 38 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B26 | 2.613% | 6/15/54 | 75 | 61 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B28 | 2.224% | 8/15/54 | 100 | 82 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B29 | 2.388% | 9/15/54 | 50 | 41 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B30 | 2.576% | 11/15/54 | 200 | 168 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2022-B32 | 3.002% | 1/15/55 | 275 | 225 | |
2 | Benchmark Mortgage Trust Class A5 Series 2022-B33 | 3.458% | 3/15/55 | 75 | 67 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2022-B34 | 3.786% | 4/15/55 | 50 | 43 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2022-B36 | 4.470% | 7/15/55 | 100 | 95 | |
2 | Benchmark Mortgage Trust Class A5 Series 2023-B39 | 5.754% | 7/15/56 | 175 | 184 | |
2,4 | Benchmark Mortgage Trust Class AM Series 2018-B1 | 3.878% | 1/15/51 | 50 | 45 | |
2,4 | Benchmark Mortgage Trust Class AM Series 2018-B4 | 4.311% | 7/15/51 | 75 | 69 | |
2 | Benchmark Mortgage Trust Class AM Series 2019-B10 | 3.979% | 3/15/62 | 50 | 46 | |
2,4 | Benchmark Mortgage Trust Class AM Series 2020-B16 | 2.944% | 2/15/53 | 25 | 21 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2018-B2 | 4.084% | 2/15/51 | 150 | 125 | |
2 | Benchmark Mortgage Trust Class AS Series 2018-B6 | 4.441% | 10/10/51 | 25 | 23 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2018-B8 | 4.532% | 1/15/52 | 50 | 44 | |
2 | Benchmark Mortgage Trust Class AS Series 2019-B11 | 3.784% | 5/15/52 | 75 | 59 | |
2 | Benchmark Mortgage Trust Class AS Series 2020-B17 | 2.583% | 3/15/53 | 30 | 24 | |
2 | Benchmark Mortgage Trust Class AS Series 2020-B19 | 2.148% | 9/15/53 | 25 | 18 | |
2 | Benchmark Mortgage Trust Class AS Series 2020-B20 | 2.375% | 10/15/53 | 10 | 8 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2020-IG1 | 2.909% | 9/15/43 | 50 | 36 | |
2 | Benchmark Mortgage Trust Class AS Series 2021-B23 | 2.274% | 2/15/54 | 75 | 56 | |
2 | Benchmark Mortgage Trust Class AS Series 2021-B24 | 2.780% | 3/15/54 | 25 | 20 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2022-B32 | 3.410% | 1/15/55 | 75 | 60 | |
2 | Benchmark Mortgage Trust Class AS Series 2023-B39 | 6.250% | 7/15/56 | 50 | 52 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2023-V2 | 6.537% | 5/15/55 | 25 | 25 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2023-V3 | 7.097% | 7/15/56 | 60 | 62 | |
2,4 | BMO Mortgage Trust Class A3 Series 2023-5C1 | 6.534% | 8/15/56 | 400 | 421 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | BMO Mortgage Trust Class A5 Series 2022-C1 | 3.374% | 2/15/55 | 50 | 44 | |
2 | BMO Mortgage Trust Class A5 Series 2022-C3 | 5.313% | 9/15/54 | 200 | 203 | |
2,4 | BMO Mortgage Trust Class A5 Series 2023-C4 | 5.117% | 2/15/56 | 50 | 50 | |
2 | BMO Mortgage Trust Class A5 Series 2023-C5 | 5.765% | 6/15/56 | 50 | 53 | |
2,4 | BMO Mortgage Trust Class A5 Series 2023-C6 | 5.956% | 9/15/56 | 100 | 107 | |
2 | BMO Mortgage Trust Class A5 Series 2023-C7 | 6.160% | 12/15/56 | 300 | 326 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-5C1 | 7.118% | 8/15/56 | 300 | 311 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-5C1 | 6.550% | 9/15/56 | 40 | 42 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-5C2 | 7.244% | 11/15/56 | 200 | 210 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-C5 | 6.162% | 6/15/56 | 25 | 25 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-C7 | 6.674% | 12/15/56 | 200 | 214 | |
2 | BMW Vehicle Lease Trust Class A3 Series 2023-1 | 5.160% | 11/25/25 | 50 | 50 | |
2 | BMW Vehicle Lease Trust Class A3 Series 2023-2 | 5.990% | 9/25/26 | 25 | 25 | |
2 | BMW Vehicle Lease Trust Class A4 Series 2021-2 | 0.430% | 1/27/25 | 37 | 37 | |
2 | BMW Vehicle Lease Trust Class A4 Series 2023-1 | 5.070% | 6/25/26 | 25 | 25 | |
2 | BMW Vehicle Lease Trust Class A4 Series 2023-2 | 5.980% | 2/25/27 | 25 | 25 | |
2 | BMW Vehicle Owner Trust Class A3 Series 2022-A | 3.210% | 8/25/26 | 24 | 24 | |
2 | BMW Vehicle Owner Trust Class A3 Series 2023-A | 5.470% | 2/25/28 | 25 | 25 | |
2 | BMW Vehicle Owner Trust Class A4 Series 2023-A | 5.250% | 11/26/29 | 7 | 7 | |
2 | Cantor Commercial Real Estate Lending Class A4 Series 2019-CF3 | 3.006% | 1/15/53 | 135 | 117 | |
2 | Cantor Commercial Real Estate Lending Class A5 Series 2019-CF1 | 3.786% | 5/15/52 | 125 | 114 | |
2 | Cantor Commercial Real Estate Lending Class A5 Series 2019-CF2 | 2.874% | 11/15/52 | 140 | 122 | |
2 | Cantor Commercial Real Estate Lending Class AS Series 2019-CF3 | 3.298% | 1/15/53 | 60 | 50 | |
2 | Capital One Multi-Asset Execution Trust Class A Series 2022-A2 | 3.490% | 5/15/27 | 400 | 392 | |
2 | Capital One Multi-Asset Execution Trust Class A Series 2023-A1 | 4.420% | 5/15/28 | 300 | 299 | |
2 | Capital One Multi-Asset Execution Trust Class A1 Series 2021-A1 | 0.550% | 7/15/26 | 200 | 195 | |
2 | Capital One Multi-Asset Execution Trust Class A1 Series 2022-A1 | 2.800% | 3/15/27 | 400 | 390 | |
2 | Capital One Multi-Asset Execution Trust Class A2 Series 2021-A2 | 1.390% | 7/15/30 | 450 | 394 | |
2 | Capital One Multi-Asset Execution Trust Class A3 Series 2019-A3 | 2.060% | 8/15/28 | 300 | 281 | |
2 | Capital One Multi-Asset Execution Trust Class A3 Series 2021-A3 | 1.040% | 11/15/26 | 400 | 386 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2021-1 | 0.770% | 9/15/26 | 73 | 70 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2022-1 | 3.170% | 4/15/27 | 100 | 98 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2022-2 | 3.660% | 5/17/27 | 75 | 74 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2023-1 | 4.870% | 2/15/28 | 25 | 25 | |
2 | Capital One Prime Auto Receivables Trust Class A4 Series 2022-1 | 3.320% | 9/15/27 | 50 | 48 | |
2 | Capital One Prime Auto Receivables Trust Class A4 Series 2023-1 | 4.760% | 8/15/28 | 25 | 25 | |
2 | CarMax Auto Owner Trust Class A3 Series 2020-4 | 0.500% | 8/15/25 | 82 | 81 | |
2 | CarMax Auto Owner Trust Class A3 Series 2021-1 | 0.340% | 12/15/25 | 16 | 16 | |
2 | CarMax Auto Owner Trust Class A3 Series 2021-2 | 0.520% | 2/17/26 | 40 | 39 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | CarMax Auto Owner Trust Class A3 Series 2021-4 | 0.560% | 9/15/26 | 68 | 65 | |
2 | CarMax Auto Owner Trust Class A3 Series 2022-1 | 1.470% | 12/15/26 | 83 | 81 | |
2 | CarMax Auto Owner Trust Class A3 Series 2022-2 | 3.490% | 2/16/27 | 98 | 97 | |
2 | CarMax Auto Owner Trust Class A3 Series 2023-1 | 4.750% | 10/15/27 | 100 | 100 | |
2 | Carmax Auto Owner Trust Class A3 Series 2023-2 | 5.050% | 1/18/28 | 75 | 75 | |
2 | CarMax Auto Owner Trust Class A3 Series 2023-3 | 5.280% | 5/15/28 | 40 | 40 | |
2 | CarMax Auto Owner Trust Class A4 Series 2020-1 | 2.030% | 6/16/25 | 10 | 10 | |
2 | CarMax Auto Owner Trust Class A4 Series 2020-3 | 0.770% | 3/16/26 | 20 | 20 | |
2 | CarMax Auto Owner Trust Class A4 Series 2020-4 | 0.630% | 6/15/26 | 25 | 24 | |
2 | CarMax Auto Owner Trust Class A4 Series 2021-2 | 0.810% | 12/15/26 | 25 | 24 | |
2 | CarMax Auto Owner Trust Class A4 Series 2022-1 | 1.700% | 8/16/27 | 50 | 47 | |
2 | CarMax Auto Owner Trust Class A4 Series 2023-1 | 4.650% | 1/16/29 | 25 | 25 | |
2 | Carmax Auto Owner Trust Class A4 Series 2023-2 | 5.010% | 11/15/28 | 25 | 25 | |
2 | CarMax Auto Owner Trust Class A4 Series 2023-3 | 5.260% | 2/15/29 | 20 | 20 | |
2 | CarMax Auto Owner Trust Class A4 Series 2023-4 | 5.960% | 5/15/29 | 50 | 52 | |
2 | Carvana Auto Receivables Trust Class A3 Series 2021-P3 | 0.700% | 11/10/26 | 51 | 50 | |
2 | CD Mortgage Trust Class A3 Series 2019-CD8 | 2.657% | 8/15/57 | 40 | 35 | |
2 | CD Mortgage Trust Class A4 Series 2016-CD1 | 2.724% | 8/10/49 | 150 | 137 | |
2,4 | CD Mortgage Trust Class A4 Series 2016-CD2 | 3.526% | 11/10/49 | 100 | 92 | |
2 | CD Mortgage Trust Class A4 Series 2017-CD3 | 3.631% | 2/10/50 | 144 | 131 | |
2 | CD Mortgage Trust Class A4 Series 2018-CD7 | 4.279% | 8/15/51 | 75 | 71 | |
2 | CD Mortgage Trust Class A4 Series 2019-CD8 | 2.912% | 8/15/57 | 450 | 368 | |
2 | CD Mortgage Trust Class A5 Series 2017-CD6 | 3.456% | 11/13/50 | 125 | 116 | |
2 | CD Mortgage Trust Class AAB Series 2017-CD3 | 3.453% | 2/10/50 | 15 | 15 | |
2,4 | CD Mortgage Trust Class AM Series 2017-CD6 | 3.709% | 11/13/50 | 75 | 67 | |
2 | CD Mortgage Trust Class AS Series 2017-CD3 | 3.833% | 2/10/50 | 31 | 25 | |
2 | CD Mortgage Trust Class ASB Series 2017-CD6 | 3.332% | 11/13/50 | 39 | 38 | |
2 | CD Mortgage Trust Class ASB Series 2018-CD7 | 4.213% | 8/15/51 | 9 | 9 | |
2 | CenterPoint Energy Transition Bond Co. IV LLC Class A3 Series 2012-1 | 3.028% | 10/15/25 | 83 | 82 | |
2 | CFCRE Commercial Mortgage Trust Class A3 Series 2016-C3 | 3.865% | 1/10/48 | 125 | 120 | |
2,4 | CFCRE Commercial Mortgage Trust Class A3 Series 2016-C6 | 3.217% | 11/10/49 | 250 | 236 | |
2 | CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | 3.283% | 5/10/58 | 150 | 142 | |
2 | CFCRE Commercial Mortgage Trust Class A4 Series 2017-C8 | 3.572% | 6/15/50 | 50 | 46 | |
2 | CFCRE Commercial Mortgage Trust Class AM Series 2016-C4 | 3.691% | 5/10/58 | 100 | 92 | |
2 | CGMS Commercial Mortgage Trust Class A4 Series 2017-B1 | 3.458% | 8/15/50 | 250 | 233 | |
2,4 | CGMS Commercial Mortgage Trust Class AS Series 2017-B1 | 3.711% | 8/15/50 | 50 | 46 | |
2 | Chase Issuance Trust Class A Series 2022-A1 | 3.970% | 9/15/27 | 100 | 99 | |
2 | Chase Issuance Trust Class A Series 2023-A1 | 5.160% | 9/15/28 | 120 | 122 | |
2 | Chase Issuance Trust Class A Series 2023-A2 | 5.080% | 9/15/30 | 100 | 103 | |
2 | Citibank Credit Card Issuance Trust Class A3 Series 2007-A3 | 6.150% | 6/15/39 | 100 | 101 | |
2 | Citibank Credit Card Issuance Trust Class A7 Series 2018-A7 | 3.960% | 10/13/30 | 200 | 196 | |
2 | Citigroup Commercial Mortgage Trust Class A2 Series 2018-B2 | 3.788% | 3/10/51 | 25 | 25 | |
2 | Citigroup Commercial Mortgage Trust Class A3 Series 2016-P4 | 2.646% | 7/10/49 | 150 | 142 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Citigroup Commercial Mortgage Trust Class A3 Series 2017-C4 | 3.209% | 10/12/50 | 85 | 79 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2014-GC19 | 4.023% | 3/11/47 | 3 | 3 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2014-GC23 | 3.622% | 7/10/47 | 100 | 99 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2014-GC25 | 3.635% | 10/10/47 | 175 | 171 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC29 | 3.192% | 4/10/48 | 175 | 169 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | 3.762% | 6/10/48 | 100 | 96 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC33 | 3.778% | 9/10/58 | 100 | 96 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-C1 | 3.209% | 5/10/49 | 125 | 118 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-GC37 | 3.314% | 4/10/49 | 50 | 48 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-P4 | 2.902% | 7/10/49 | 75 | 70 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | 3.471% | 10/12/50 | 250 | 233 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | 4.009% | 3/10/51 | 275 | 262 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2019-GC43 | 3.038% | 11/10/52 | 275 | 237 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2014-GC21 | 3.855% | 5/10/47 | 50 | 50 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2015-GC27 | 3.137% | 2/10/48 | 225 | 219 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2016-GC36 | 3.616% | 2/10/49 | 475 | 452 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2019-GC41 | 2.869% | 8/10/56 | 225 | 199 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2020-GC46 | 2.717% | 2/15/53 | 110 | 95 | |
2,4 | Citigroup Commercial Mortgage Trust Class A5 Series 2022-GC48 | 4.580% | 5/15/54 | 75 | 73 | |
2 | Citigroup Commercial Mortgage Trust Class AAB Series 2016-C1 | 3.003% | 5/10/49 | 24 | 23 | |
2 | Citigroup Commercial Mortgage Trust Class AS Series 2014-GC19 | 4.345% | 3/11/47 | 25 | 25 | |
2 | Citigroup Commercial Mortgage Trust Class AS Series 2015-GC27 | 3.571% | 2/10/48 | 100 | 97 | |
2 | Citigroup Commercial Mortgage Trust Class AS Series 2017-C4 | 3.764% | 10/12/50 | 50 | 46 | |
2,4 | Citigroup Commercial Mortgage Trust Class AS Series 2020-GC46 | 2.918% | 2/15/53 | 45 | 35 | |
2,4 | Citigroup Commercial Mortgage Trust Class B Series 2014-GC21 | 4.328% | 5/10/47 | 50 | 47 | |
2,4 | Citigroup Commercial Mortgage Trust Class B Series 2015-GC29 | 3.758% | 4/10/48 | 84 | 80 | |
2 | CNH Equipment Trust Class A3 Series 2022-A | 2.940% | 7/15/27 | 50 | 49 | |
2 | CNH Equipment Trust Class A3 Series 2023-A | 4.810% | 8/15/28 | 50 | 50 | |
2 | CNH Equipment Trust Class A3 Series 2023-B | 5.600% | 2/15/29 | 50 | 51 | |
2 | COMM Mortgage Trust Class A3 Series 2012-CR4 | 2.853% | 10/15/45 | 4 | 4 | |
2 | COMM Mortgage Trust Class A3 Series 2014-CR21 | 3.528% | 12/10/47 | 144 | 142 | |
2 | COMM Mortgage Trust Class A3 Series 2017-COR2 | 3.510% | 9/10/50 | 35 | 33 | |
2 | COMM Mortgage Trust Class A3 Series 2018-COR3 | 4.228% | 5/10/51 | 125 | 117 | |
2,4 | COMM Mortgage Trust Class A4 Series 2014-CR15 | 4.074% | 2/10/47 | 35 | 35 | |
2 | COMM Mortgage Trust Class A4 Series 2014-CR20 | 3.590% | 11/10/47 | 50 | 49 | |
2 | COMM Mortgage Trust Class A4 Series 2014-LC15 | 4.006% | 4/10/47 | 79 | 78 | |
2 | COMM Mortgage Trust Class A4 Series 2014-UBS3 | 3.819% | 6/10/47 | 100 | 99 | |
2 | COMM Mortgage Trust Class A4 Series 2014-UBS5 | 3.838% | 9/10/47 | 125 | 123 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR23 | 3.497% | 5/10/48 | 100 | 97 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR24 | 3.432% | 8/10/48 | 154 | 150 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR25 | 3.759% | 8/10/48 | 125 | 121 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR26 | 3.630% | 10/10/48 | 225 | 216 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | COMM Mortgage Trust Class A4 Series 2015-CR27 | 3.612% | 10/10/48 | 125 | 121 | |
2 | COMM Mortgage Trust Class A4 Series 2015-LC19 | 3.183% | 2/10/48 | 125 | 122 | |
2 | COMM Mortgage Trust Class A4 Series 2016-CR28 | 3.762% | 2/10/49 | 150 | 144 | |
2 | COMM Mortgage Trust Class A5 Series 2014-CR17 | 3.977% | 5/10/47 | 50 | 50 | |
2 | COMM Mortgage Trust Class A5 Series 2014-CR19 | 3.796% | 8/10/47 | 175 | 173 | |
2 | COMM Mortgage Trust Class A5 Series 2014-LC17 | 3.917% | 10/10/47 | 50 | 49 | |
2 | COMM Mortgage Trust Class A5 Series 2014-UBS2 | 3.961% | 3/10/47 | 23 | 23 | |
2 | COMM Mortgage Trust Class A5 Series 2014-UBS4 | 3.694% | 8/10/47 | 125 | 122 | |
2 | COMM Mortgage Trust Class A5 Series 2014-UBS6 | 3.644% | 12/10/47 | 225 | 220 | |
2 | COMM Mortgage Trust Class A5 Series 2015-CR22 | 3.309% | 3/10/48 | 150 | 145 | |
2 | COMM Mortgage Trust Class A5 Series 2015-DC1 | 3.350% | 2/10/48 | 75 | 73 | |
2 | COMM Mortgage Trust Class A5 Series 2015-PC1 | 3.902% | 7/10/50 | 100 | 97 | |
2 | COMM Mortgage Trust Class A5 Series 2019-GC44 | 2.950% | 8/15/57 | 115 | 102 | |
2 | COMM Mortgage Trust Class AM Series 2013-CR12 | 4.300% | 10/10/46 | 25 | 24 | |
2 | COMM Mortgage Trust Class AM Series 2014-CR16 | 4.278% | 4/10/47 | 75 | 73 | |
2 | COMM Mortgage Trust Class AM Series 2014-CR19 | 4.080% | 8/10/47 | 50 | 48 | |
2 | COMM Mortgage Trust Class AM Series 2014-UBS2 | 4.199% | 3/10/47 | 15 | 15 | |
2 | COMM Mortgage Trust Class AM Series 2014-UBS4 | 3.968% | 8/10/47 | 44 | 41 | |
2 | COMM Mortgage Trust Class AM Series 2014-UBS6 | 4.048% | 12/10/47 | 50 | 47 | |
2,4 | COMM Mortgage Trust Class AM Series 2015-CR22 | 3.603% | 3/10/48 | 100 | 96 | |
2 | COMM Mortgage Trust Class AM Series 2015-CR23 | 3.801% | 5/10/48 | 50 | 48 | |
2 | COMM Mortgage Trust Class AM Series 2015-LC19 | 3.527% | 2/10/48 | 50 | 48 | |
2 | COMM Mortgage Trust Class AM Series 2019-GC44 | 3.263% | 8/15/57 | 50 | 42 | |
2 | COMM Mortgage Trust Class ASB Series 2014-UBS6 | 3.387% | 12/10/47 | 20 | 20 | |
2 | COMM Mortgage Trust Class ASB Series 2015-CR23 | 3.257% | 5/10/48 | 17 | 17 | |
2 | COMM Mortgage Trust Class ASB Series 2015-CR27 | 3.404% | 10/10/48 | 46 | 45 | |
2 | COMM Mortgage Trust Class ASB Series 2015-LC19 | 3.040% | 2/10/48 | 5 | 5 | |
2 | COMM Mortgage Trust Class ASB Series 2016-DC2 | 3.550% | 2/10/49 | 48 | 47 | |
2,4 | COMM Mortgage Trust Class B Series 2013-CR12 | 4.762% | 10/10/46 | 25 | 18 | |
2,4 | COMM Mortgage Trust Class B Series 2014-CR15 | 4.509% | 2/10/47 | 28 | 25 | |
2 | COMM Mortgage Trust Class B Series 2014-CR17 | 4.377% | 5/10/47 | 25 | 24 | |
2 | COMM Mortgage Trust Class B Series 2014-UBS2 | 4.701% | 3/10/47 | 10 | 10 | |
2,4 | COMM Mortgage Trust Class C Series 2014-CR15 | 4.559% | 2/10/47 | 50 | 44 | |
2 | CSAIL Commercial Mortgage Trust Class A3 Series 2019-C16 | 3.329% | 6/15/52 | 275 | 246 | |
2 | CSAIL Commercial Mortgage Trust Class A3 Series 2021-C20 | 2.805% | 3/15/54 | 250 | 209 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C1 | 3.505% | 4/15/50 | 100 | 97 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C2 | 3.504% | 6/15/57 | 150 | 145 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C3 | 3.718% | 8/15/48 | 100 | 97 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C4 | 3.808% | 11/15/48 | 200 | 193 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2017-C8 | 3.392% | 6/15/50 | 150 | 138 | |
2,4 | CSAIL Commercial Mortgage Trust Class A4 Series 2018-CX12 | 4.224% | 8/15/51 | 25 | 24 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2019-C15 | 4.053% | 3/15/52 | 225 | 210 | |
2 | CSAIL Commercial Mortgage Trust Class A5 Series 2016-C7 | 3.502% | 11/15/49 | 200 | 188 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX10 | 3.458% | 11/15/50 | 150 | 138 | |
2 | CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX9 | 3.446% | 9/15/50 | 50 | 46 | |
2,4 | CSAIL Commercial Mortgage Trust Class A5 Series 2018-CX11 | 4.033% | 4/15/51 | 275 | 260 | |
2,4 | CSAIL Commercial Mortgage Trust Class AS Series 2015-C1 | 3.791% | 4/15/50 | 75 | 72 | |
2,4 | CSAIL Commercial Mortgage Trust Class AS Series 2015-C2 | 3.849% | 6/15/57 | 75 | 70 | |
2,4 | CSAIL Commercial Mortgage Trust Class AS Series 2021-C20 | 3.076% | 3/15/54 | 50 | 41 | |
2 | CSAIL Commercial Mortgage Trust Class ASB Series 2015-C3 | 3.448% | 8/15/48 | 20 | 20 | |
2 | CSAIL Commercial Mortgage Trust Class ASB Series 2015-C4 | 3.617% | 11/15/48 | 17 | 17 | |
2,4 | CSAIL Commercial Mortgage Trust Class B Series 2015-C1 | 4.044% | 4/15/50 | 50 | 47 | |
2,4 | CSAIL Commercial Mortgage Trust Class B Series 2015-C3 | 4.101% | 8/15/48 | 50 | 44 | |
2 | Daimler Trucks Retail Trust Class A3 Series 2022-1 | 5.230% | 2/17/26 | 50 | 50 | |
2 | DBGS Mortgage Trust Class A4 Series 2018-C1 | 4.466% | 10/15/51 | 100 | 94 | |
2 | DBJPM Mortgage Trust Class A4 Series 2016-C1 | 3.276% | 5/10/49 | 75 | 71 | |
2 | DBJPM Mortgage Trust Class A5 Series 2016-C3 | 2.890% | 8/10/49 | 100 | 92 | |
2 | DBJPM Mortgage Trust Class A5 Series 2017-C6 | 3.328% | 6/10/50 | 100 | 93 | |
2 | DBJPM Mortgage Trust Class A5 Series 2020-C9 | 1.926% | 8/15/53 | 50 | 41 | |
2,4 | DBJPM Mortgage Trust Class AM Series 2017-C6 | 3.561% | 6/10/50 | 50 | 44 | |
2 | Discover Card Execution Note Trust Class A Series 2022-A2 | 3.320% | 5/15/27 | 400 | 392 | |
2 | Discover Card Execution Note Trust Class A Series 2022-A4 | 5.030% | 10/15/27 | 225 | 226 | |
2 | Discover Card Execution Note Trust Class A Series 2023-A1 | 4.310% | 3/15/28 | 300 | 298 | |
2 | Discover Card Execution Note Trust Class A Series 2023-A2 | 4.930% | 6/15/28 | 275 | 277 | |
2 | Discover Card Execution Note Trust Class A1 Series 2021-A1 | 0.580% | 9/15/26 | 175 | 169 | |
2 | Discover Card Execution Note Trust Class A1 Series 2022-A1 | 1.960% | 2/15/27 | 200 | 193 | |
2 | Discover Card Execution Note Trust Class A2 Series 2021-A2 | 1.030% | 9/15/28 | 150 | 136 | |
2 | Discover Card Execution Note Trust Class A3 Series 2022-A3 | 3.560% | 7/15/27 | 400 | 392 | |
2 | Drive Auto Receivables Trust Class C Series 2021-1 | 1.020% | 6/15/27 | 5 | 5 | |
2 | Drive Auto Receivables Trust Class C Series 2021-2 | 0.870% | 10/15/27 | 26 | 26 | |
2 | Drive Auto Receivables Trust Class D Series 2021-2 | 1.390% | 3/15/29 | 50 | 48 | |
2 | Exeter Automobile Receivables Trust Class B Series 2022-2A | 3.650% | 10/15/26 | 20 | 20 | |
2 | Exeter Automobile Receivables Trust Class B Series 2023-1A | 5.720% | 4/15/27 | 25 | 25 | |
2 | Exeter Automobile Receivables Trust Class B Series 2023-4A | 6.310% | 10/15/27 | 20 | 20 | |
2 | Exeter Automobile Receivables Trust Class C Series 2021-1A | 0.740% | 1/15/26 | 1 | 1 | |
2 | Exeter Automobile Receivables Trust Class C Series 2021-3A | 0.960% | 10/15/26 | 39 | 38 | |
2 | Exeter Automobile Receivables Trust Class C Series 2022-2A | 3.850% | 7/17/28 | 50 | 49 | |
2 | Exeter Automobile Receivables Trust Class C Series 2023-1A | 5.820% | 2/15/28 | 25 | 25 | |
2 | Exeter Automobile Receivables Trust Class C Series 2023-4A | 6.510% | 8/15/28 | 20 | 20 | |
2 | Exeter Automobile Receivables Trust Class D Series 2021-3A | 1.550% | 6/15/27 | 35 | 33 | |
2 | Exeter Automobile Receivables Trust Class D Series 2022-1A | 3.020% | 6/15/28 | 50 | 47 | |
2 | Exeter Automobile Receivables Trust Class D Series 2022-2A | 4.560% | 7/17/28 | 25 | 24 | |
1,2,4 | Fannie Mae-Aces Class 1A Series 2014-M7 | 3.202% | 6/25/24 | 116 | 115 | |
1,2 | Fannie Mae-Aces Class 2A2 Series 2019-M21 | 2.350% | 2/25/31 | 29 | 26 | |
1,2,4 | Fannie Mae-Aces Class 2A2 Series 2021-M13 | 1.626% | 3/25/33 | 200 | 158 | |
1,2 | Fannie Mae-Aces Class 3A2 Series 2019-M18 | 2.577% | 9/25/31 | 100 | 88 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Fannie Mae-Aces Class A Series 2015-M2 | 2.620% | 12/25/24 | 124 | 121 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M13 | 3.021% | 8/25/24 | 85 | 84 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M3 | 3.501% | 1/25/24 | 6 | 6 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M4 | 3.346% | 3/25/24 | 40 | 40 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M8 | 3.056% | 6/25/24 | 53 | 53 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M9 | 3.103% | 7/25/24 | 92 | 91 | |
1,2 | Fannie Mae-Aces Class A2 Series 2015-M1 | 2.532% | 9/25/24 | 191 | 187 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M10 | 3.092% | 4/25/27 | 66 | 63 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M12 | 2.802% | 5/25/25 | 144 | 140 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M15 | 2.923% | 10/25/25 | 134 | 130 | |
1,2 | Fannie Mae-Aces Class A2 Series 2015-M3 | 2.723% | 10/25/24 | 64 | 62 | |
1,2 | Fannie Mae-Aces Class A2 Series 2015-M7 | 2.590% | 12/25/24 | 116 | 114 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M8 | 2.900% | 1/25/25 | 83 | 81 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2016-M11 | 2.369% | 7/25/26 | 233 | 221 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2016-M12 | 2.445% | 9/25/26 | 230 | 219 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2016-M13 | 2.513% | 9/25/26 | 54 | 52 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M3 | 2.702% | 2/25/26 | 59 | 57 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M4 | 2.576% | 3/25/26 | 60 | 57 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M5 | 2.469% | 4/25/26 | 176 | 169 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M7 | 2.499% | 9/25/26 | 41 | 39 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M9 | 2.292% | 6/25/26 | 284 | 269 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M1 | 2.417% | 10/25/26 | 147 | 138 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M12 | 3.060% | 6/25/27 | 192 | 185 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M14 | 2.862% | 11/25/27 | 55 | 52 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M2 | 2.825% | 2/25/27 | 120 | 115 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M4 | 2.552% | 12/25/26 | 135 | 128 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M5 | 3.069% | 4/25/29 | 53 | 50 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M7 | 2.961% | 2/25/27 | 208 | 197 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M8 | 3.061% | 5/25/27 | 406 | 390 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M10 | 3.357% | 7/25/28 | 125 | 120 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M12 | 3.631% | 8/25/30 | 50 | 48 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M13 | 3.740% | 9/25/30 | 155 | 148 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M14 | 3.581% | 8/25/28 | 167 | 161 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M2 | 2.908% | 1/25/28 | 382 | 363 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M3 | 3.069% | 2/25/30 | 62 | 58 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M4 | 3.064% | 3/25/28 | 125 | 120 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M7 | 3.032% | 3/25/28 | 91 | 86 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2019-M1 | 3.547% | 9/25/28 | 174 | 165 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2019-M12 | 2.885% | 6/25/29 | 393 | 366 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M18 | 2.469% | 8/25/29 | 238 | 216 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2019-M2 | 3.624% | 11/25/28 | 181 | 176 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M22 | 2.522% | 8/25/29 | 335 | 304 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M4 | 3.610% | 2/25/31 | 288 | 273 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Fannie Mae-Aces Class A2 Series 2019-M5 | 3.273% | 2/25/29 | 195 | 186 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M7 | 3.143% | 4/25/29 | 190 | 177 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M9 | 2.937% | 6/25/29 | 291 | 274 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M1 | 2.444% | 10/25/29 | 950 | 852 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M14 | 1.784% | 5/25/30 | 244 | 209 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2020-M29 | 1.492% | 5/25/30 | 100 | 83 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M42 | 1.270% | 7/25/30 | 10 | 8 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M46 | 1.323% | 5/25/30 | 250 | 208 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M5 | 2.210% | 1/25/30 | 110 | 98 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2020-M52 | 1.316% | 10/25/30 | 275 | 224 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M1 | 1.390% | 11/25/30 | 60 | 49 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M11 | 1.458% | 3/25/31 | 225 | 181 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M13 | 1.602% | 4/25/31 | 50 | 41 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M19 | 1.739% | 10/25/31 | 275 | 228 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M1G | 1.469% | 11/25/30 | 50 | 41 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M3G | 1.245% | 1/25/31 | 225 | 183 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M1 | 1.668% | 10/25/31 | 325 | 262 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M10 | 1.938% | 1/25/32 | 225 | 186 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M1G | 1.532% | 9/25/31 | 75 | 61 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M3 | 1.707% | 11/25/31 | 100 | 82 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M4 | 2.290% | 5/25/30 | 150 | 133 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M8 | 1.937% | 12/25/31 | 150 | 125 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2023-M1S | 4.506% | 4/25/33 | 140 | 140 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2023-M6 | 4.190% | 7/25/28 | 140 | 138 | |
1,2,4 | Fannie mae-Aces Class A2 Series 2023-M8 | 4.471% | 3/25/33 | 50 | 50 | |
1,2,4 | Fannie Mae-Aces Class ATS2 Series 2017-M15 | 3.155% | 11/25/27 | 234 | 225 | |
1,2,4 | Fannie Mae-Aces Class AV2 Series 2017-M10 | 2.584% | 7/25/24 | 56 | 55 | |
1,2,4 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K-160 | 4.500% | 8/25/33 | 200 | 201 | |
1,2 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K-161 | 4.900% | 10/25/33 | 100 | 103 | |
1,2,4 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K510 | 5.069% | 10/25/28 | 100 | 103 | |
1,2 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K753 | 4.400% | 10/25/30 | 200 | 200 | |
1,2 | FHLMC Multifamily Structured Pass Through Certificates Class A2 Series K-1522 | 2.361% | 10/25/36 | 150 | 115 | |
1,2,4 | FHLMC Multifamily Structured Pass-Through Certificates Class A2 Series K508 | 4.740% | 8/25/28 | 150 | 152 | |
1,2 | FHLMC Multifamily Structured Pass-Through Certificates Class A2 Series K509 | 4.850% | 9/25/28 | 100 | 101 | |
2 | Fifth Third Auto Trust Class A3 Series 2023-1 | 5.530% | 8/15/28 | 100 | 101 | |
2 | Fifth Third Auto Trust Class A4 Series 2023-1 | 5.520% | 2/17/31 | 20 | 20 | |
2 | First National Master Note Trust Class A Series 2023-2 | 5.770% | 9/15/29 | 50 | 51 | |
2 | Ford Credit Auto Lease Trust Class A3 Series 2023-A | 4.940% | 3/15/26 | 50 | 50 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Ford Credit Auto Lease Trust Class A3 Series 2023-B | 5.910% | 10/15/26 | 100 | 101 | |
2 | Ford Credit Auto Lease Trust Class A4 Series 2023-A | 4.830% | 5/15/26 | 25 | 25 | |
2 | Ford Credit Auto Lease Trust Class A4 Series 2023-B | 5.870% | 1/15/27 | 50 | 51 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2020-C | 0.410% | 7/15/25 | 12 | 12 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2021-A | 0.300% | 8/15/25 | 35 | 34 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2022-A | 1.290% | 6/15/26 | 37 | 36 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2022-B | 3.740% | 9/15/26 | 75 | 74 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2022-C | 4.480% | 12/15/26 | 100 | 99 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2023-A | 4.650% | 2/15/28 | 50 | 50 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2023-B | 5.230% | 5/15/28 | 50 | 51 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2023-C | 5.530% | 9/15/28 | 100 | 102 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2020-B | 0.790% | 11/15/25 | 19 | 19 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2020-C | 0.510% | 8/15/26 | 25 | 24 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2021-A | 0.490% | 9/15/26 | 50 | 48 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2022-C | 4.590% | 12/15/27 | 100 | 99 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2023-A | 4.560% | 12/15/28 | 25 | 25 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2023-C | 5.490% | 5/15/29 | 50 | 51 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2018-4 | 4.060% | 11/15/30 | 100 | 97 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2019-2 | 3.060% | 4/15/26 | 150 | 149 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2019-4 | 2.440% | 9/15/26 | 185 | 181 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2020-2 | 1.060% | 9/15/27 | 150 | 141 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K040 | 2.768% | 4/25/24 | 6 | 6 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K042 | 2.267% | 6/25/24 | 4 | 4 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K047 | 2.827% | 12/25/24 | 5 | 5 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K080 | 3.736% | 4/25/28 | 77 | 75 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K087 | 3.591% | 10/25/27 | 76 | 75 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K121 | 0.995% | 8/25/30 | 23 | 20 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K122 | 0.863% | 5/25/30 | 14 | 12 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K129 | 1.342% | 9/25/30 | 44 | 38 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K143 | 2.711% | 4/25/55 | 99 | 91 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K-1520 | 2.007% | 7/25/35 | 49 | 41 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K038 | 3.389% | 3/25/24 | 135 | 134 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K039 | 3.303% | 7/25/24 | 205 | 203 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K040 | 3.241% | 9/25/24 | 275 | 271 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K041 | 3.171% | 10/25/24 | 272 | 268 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K042 | 2.670% | 12/25/24 | 25 | 24 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K043 | 3.062% | 12/25/24 | 148 | 145 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K045 | 3.023% | 1/25/25 | 153 | 150 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K046 | 3.205% | 3/25/25 | 175 | 171 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K047 | 3.329% | 5/25/25 | 175 | 171 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K048 | 3.284% | 6/25/25 | 325 | 318 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K049 | 3.010% | 7/25/25 | 125 | 122 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K050 | 3.334% | 8/25/25 | 200 | 195 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K052 | 3.151% | 11/25/25 | 125 | 122 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K053 | 2.995% | 12/25/25 | 75 | 73 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K056 | 2.525% | 5/25/26 | 150 | 143 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K058 | 2.653% | 8/25/26 | 100 | 95 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K064 | 3.224% | 3/25/27 | 300 | 290 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K065 | 3.243% | 4/25/27 | 433 | 418 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K066 | 3.117% | 6/25/27 | 150 | 144 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K067 | 3.194% | 7/25/27 | 500 | 481 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K068 | 3.244% | 8/25/27 | 125 | 120 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K069 | 3.187% | 9/25/27 | 200 | 192 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K070 | 3.303% | 11/25/27 | 75 | 72 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K071 | 3.286% | 11/25/27 | 225 | 216 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K072 | 3.444% | 12/25/27 | 100 | 97 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K073 | 3.350% | 1/25/28 | 125 | 120 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K074 | 3.600% | 1/25/28 | 225 | 218 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K075 | 3.650% | 2/25/28 | 150 | 146 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K076 | 3.900% | 4/25/28 | 350 | 344 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K078 | 3.854% | 6/25/28 | 100 | 98 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K079 | 3.926% | 6/25/28 | 25 | 25 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K080 | 3.926% | 7/25/28 | 175 | 172 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K081 | 3.900% | 8/25/28 | 350 | 343 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K082 | 3.920% | 9/25/28 | 75 | 74 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K083 | 4.050% | 9/25/28 | 1,700 | 1,676 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K084 | 3.780% | 10/25/28 | 275 | 268 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K085 | 4.060% | 10/25/28 | 225 | 222 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K087 | 3.771% | 12/25/28 | 400 | 390 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K088 | 3.690% | 1/25/29 | 275 | 267 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K089 | 3.563% | 1/25/29 | 25 | 24 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K090 | 3.422% | 2/25/29 | 200 | 192 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K091 | 3.505% | 3/25/29 | 450 | 433 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K092 | 3.298% | 4/25/29 | 225 | 214 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K093 | 2.982% | 5/25/29 | 400 | 375 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K094 | 2.903% | 6/25/29 | 275 | 256 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K095 | 2.785% | 6/25/29 | 275 | 255 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K096 | 2.519% | 7/25/29 | 225 | 205 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K098 | 2.425% | 8/25/29 | 450 | 407 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K099 | 2.595% | 9/25/29 | 210 | 192 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K101 | 2.524% | 10/25/29 | 370 | 335 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K102 | 2.537% | 10/25/29 | 350 | 318 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K103 | 2.651% | 11/25/29 | 300 | 274 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K104 | 2.253% | 1/25/30 | 445 | 396 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K105 | 1.872% | 1/25/30 | 95 | 83 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K106 | 2.069% | 1/25/30 | 1,300 | 1,142 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K107 | 1.639% | 1/25/30 | 100 | 86 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K108 | 1.517% | 3/25/30 | 150 | 127 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K109 | 1.558% | 4/25/30 | 425 | 360 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K110 | 1.477% | 4/25/30 | 25 | 21 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K111 | 1.350% | 5/25/30 | 25 | 21 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K114 | 1.366% | 6/25/30 | 125 | 104 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K116 | 1.378% | 7/25/30 | 320 | 266 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K117 | 1.406% | 8/25/30 | 25 | 21 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K118 | 1.493% | 9/25/30 | 400 | 333 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K120 | 1.500% | 10/25/30 | 300 | 249 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K121 | 1.547% | 10/25/30 | 175 | 146 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K122 | 1.521% | 11/25/30 | 175 | 145 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K124 | 1.658% | 12/25/30 | 150 | 125 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K125 | 1.846% | 1/25/31 | 700 | 592 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K126 | 2.074% | 1/25/31 | 250 | 215 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K127 | 2.108% | 1/25/31 | 425 | 366 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K128 | 2.020% | 3/25/31 | 250 | 214 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K129 | 1.914% | 5/25/31 | 400 | 339 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K130 | 1.723% | 6/25/31 | 150 | 125 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K131 | 1.853% | 7/25/31 | 400 | 336 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K132 | 2.023% | 8/25/31 | 100 | 85 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K133 | 2.096% | 9/25/31 | 200 | 170 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K134 | 2.243% | 10/25/31 | 200 | 172 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K135 | 2.154% | 10/25/31 | 125 | 107 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K138 | 2.476% | 1/25/32 | 150 | 130 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K140 | 2.250% | 1/25/32 | 100 | 85 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K143 | 2.350% | 3/25/32 | 100 | 86 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K148 | 3.500% | 7/25/32 | 700 | 654 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1510 | 3.718% | 1/25/31 | 75 | 72 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1511 | 3.470% | 3/25/31 | 100 | 94 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1514 | 2.859% | 10/25/34 | 225 | 191 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1515 | 1.940% | 2/25/35 | 150 | 118 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1516 | 1.721% | 5/25/35 | 225 | 162 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1517 | 1.716% | 7/25/35 | 25 | 19 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1518 | 1.860% | 10/25/35 | 100 | 75 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1519 | 2.013% | 12/25/35 | 100 | 76 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K152 | 3.080% | 1/25/31 | 100 | 92 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1520 | 2.438% | 2/25/36 | 200 | 159 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | 2.184% | 8/25/36 | 150 | 115 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K155 | 3.750% | 11/25/32 | 100 | 96 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | 4.430% | 2/25/33 | 75 | 75 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K157 | 3.990% | 5/25/33 | 75 | 73 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-157 | 4.200% | 5/25/33 | 175 | 172 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K158 | 3.900% | 12/25/30 | 100 | 97 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K159 | 3.950% | 11/25/30 | 50 | 49 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-159 | 4.500% | 7/25/33 | 140 | 141 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K505 | 4.819% | 6/25/28 | 140 | 143 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K506 | 4.650% | 8/25/28 | 100 | 101 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K507 | 4.800% | 9/25/28 | 100 | 102 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | 4.860% | 10/25/28 | 50 | 51 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K512 | 5.000% | 11/25/28 | 50 | 51 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K726 | 2.905% | 4/25/24 | 105 | 104 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K727 | 2.946% | 7/25/24 | 142 | 140 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K728 | 3.064% | 8/25/24 | 212 | 209 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K729 | 3.136% | 10/25/24 | 900 | 885 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K730 | 3.590% | 1/25/25 | 261 | 257 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K731 | 3.600% | 2/25/25 | 195 | 192 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K734 | 3.208% | 2/25/26 | 375 | 365 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K735 | 2.862% | 5/25/26 | 490 | 472 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K738 | 1.545% | 1/25/27 | 100 | 92 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K739 | 1.336% | 9/25/27 | 25 | 23 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K742 | 1.760% | 3/25/28 | 200 | 181 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K743 | 1.770% | 5/25/28 | 125 | 112 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K744 | 1.712% | 7/25/28 | 98 | 88 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K745 | 1.657% | 8/25/28 | 50 | 44 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K746 | 2.031% | 9/25/28 | 150 | 135 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K747 | 2.050% | 11/25/28 | 125 | 113 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K751 | 4.412% | 3/25/30 | 150 | 150 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K752 | 4.284% | 7/25/30 | 140 | 139 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K754 | 4.940% | 11/25/30 | 100 | 103 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series KC02 | 3.370% | 7/25/25 | 152 | 149 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series KW01 | 2.853% | 1/25/26 | 200 | 194 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1510 | 3.794% | 1/25/34 | 395 | 375 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1511 | 3.542% | 3/25/34 | 225 | 209 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | 2.797% | 8/25/34 | 335 | 282 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K154 | 3.459% | 11/25/32 | 50 | 47 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K155 | 3.750% | 4/25/33 | 200 | 189 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K157 | 3.990% | 8/25/33 | 75 | 72 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class AM Series K749 | 2.120% | 4/25/29 | 50 | 44 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2022-1 | 1.900% | 3/20/25 | 87 | 86 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2022-2 | 3.420% | 6/20/25 | 64 | 64 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2022-3 | 4.010% | 9/22/25 | 99 | 98 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2023-1 | 5.160% | 4/20/26 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2023-2 | 5.050% | 7/20/26 | 50 | 50 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2023-3 | 5.380% | 11/20/26 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class A4 Series 2023-1 | 5.160% | 1/20/27 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class B Series 2023-1 | 5.510% | 1/20/27 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class B Series 2023-2 | 5.540% | 5/20/27 | 25 | 25 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2020-3 | 0.450% | 4/16/25 | 8 | 8 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2020-4 | 0.380% | 8/18/25 | 14 | 14 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-1 | 0.350% | 10/16/25 | 13 | 13 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-2 | 0.510% | 4/16/26 | 22 | 22 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-3 | 0.480% | 6/16/26 | 55 | 53 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-4 | 0.680% | 9/16/26 | 54 | 52 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-1 | 1.260% | 11/16/26 | 42 | 40 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-2 | 3.100% | 2/16/27 | 50 | 49 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-3 | 3.640% | 4/16/27 | 50 | 49 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-4 | 4.820% | 8/16/27 | 125 | 125 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-1 | 4.660% | 2/16/28 | 50 | 50 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | 4.470% | 2/16/28 | 50 | 50 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | 5.450% | 6/16/28 | 30 | 30 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-4 | 5.780% | 8/16/28 | 50 | 51 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2020-3 | 0.580% | 1/16/26 | 25 | 24 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-1 | 0.540% | 5/17/27 | 250 | 240 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-2 | 0.820% | 10/16/26 | 25 | 24 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-3 | 0.730% | 8/16/27 | 50 | 47 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-2 | 4.430% | 10/16/28 | 50 | 50 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-3 | 5.340% | 12/18/28 | 18 | 18 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-4 | 5.710% | 2/16/29 | 50 | 52 | |
2 | GS Mortgage Securities Trust Class A3 Series 2017-GS6 | 3.433% | 5/10/50 | 150 | 136 | |
2 | GS Mortgage Securities Trust Class A4 Series 2015-GC30 | 3.382% | 5/10/50 | 150 | 145 | |
2 | GS Mortgage Securities Trust Class A4 Series 2015-GC32 | 3.764% | 7/10/48 | 50 | 48 | |
2 | GS Mortgage Securities Trust Class A4 Series 2015-GC34 | 3.506% | 10/10/48 | 100 | 94 | |
2 | GS Mortgage Securities Trust Class A4 Series 2016-GS2 | 3.050% | 5/10/49 | 75 | 71 | |
2 | GS Mortgage Securities Trust Class A4 Series 2016-GS3 | 2.850% | 10/10/49 | 200 | 187 | |
2,4 | GS Mortgage Securities Trust Class A4 Series 2016-GS4 | 3.442% | 11/10/49 | 75 | 71 | |
2 | GS Mortgage Securities Trust Class A4 Series 2017-GS5 | 3.674% | 3/10/50 | 150 | 139 | |
2 | GS Mortgage Securities Trust Class A4 Series 2017-GS7 | 3.430% | 8/10/50 | 261 | 232 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GC39 | 3.567% | 5/10/52 | 100 | 91 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GC40 | 3.160% | 7/10/52 | 150 | 135 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GC42 | 3.001% | 9/10/52 | 275 | 246 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GSA1 | 3.048% | 11/10/52 | 125 | 111 | |
2 | GS Mortgage Securities Trust Class A5 Series 2014-GC22 | 3.862% | 6/10/47 | 50 | 49 | |
2 | GS Mortgage Securities Trust Class A5 Series 2014-GC24 | 3.931% | 9/10/47 | 125 | 123 | |
2 | GS Mortgage Securities Trust Class A5 Series 2014-GC26 | 3.629% | 11/10/47 | 225 | 220 | |
2 | GS Mortgage Securities Trust Class A5 Series 2015-GC28 | 3.396% | 2/10/48 | 150 | 147 | |
2 | GS Mortgage Securities Trust Class A5 Series 2020-GC45 | 2.911% | 2/13/53 | 125 | 111 | |
2 | GS Mortgage Securities Trust Class A5 Series 2020-GC47 | 2.377% | 5/12/53 | 75 | 63 | |
2 | GS Mortgage Securities Trust Class A5 Series 2020-GSA2 | 2.012% | 12/12/53 | 125 | 100 | |
2 | GS Mortgage Securities Trust Class AAB Series 2014-GC26 | 3.365% | 11/10/47 | 11 | 10 | |
2 | GS Mortgage Securities Trust Class AAB Series 2015-GC32 | 3.513% | 7/10/48 | 37 | 36 | |
2 | GS Mortgage Securities Trust Class AAB Series 2015-GC34 | 3.278% | 10/10/48 | 45 | 44 | |
2 | GS Mortgage Securities Trust Class AS Series 2014-GC26 | 3.964% | 11/10/47 | 50 | 48 | |
2,4 | GS Mortgage Securities Trust Class AS Series 2016-GS4 | 3.645% | 11/10/49 | 50 | 46 | |
2,4 | GS Mortgage Securities Trust Class AS Series 2017-GS5 | 3.826% | 3/10/50 | 50 | 43 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | GS Mortgage Securities Trust Class AS Series 2017-GS6 | 3.638% | 5/10/50 | 100 | 83 | |
2 | GS Mortgage Securities Trust Class AS Series 2017-GS7 | 3.663% | 8/10/50 | 70 | 59 | |
2 | GS Mortgage Securities Trust Class AS Series 2019-GC42 | 3.212% | 9/10/52 | 50 | 41 | |
2,4 | GS Mortgage Securities Trust Class AS Series 2020-GC45 | 3.173% | 2/13/53 | 35 | 30 | |
2 | GS Mortgage Securities Trust Class AS Series 2020-GSA2 | 2.224% | 12/12/53 | 25 | 19 | |
2,4 | GS Mortgage Securities Trust Class B Series 2014-GC24 | 4.497% | 9/10/47 | 25 | 24 | |
2,4 | GS Mortgage Securities Trust Class B Series 2014-GC26 | 4.215% | 11/10/47 | 50 | 44 | |
2,4 | GS Mortgage Securities Trust Class C Series 2017-GS6 | 4.322% | 5/10/50 | 10 | 8 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2021-B | 0.560% | 11/16/26 | 60 | 59 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2022-A | 3.060% | 2/15/27 | 21 | 21 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2023-A | 5.050% | 12/15/27 | 50 | 50 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2023-B | 5.690% | 8/15/28 | 50 | 51 | |
2 | Harley-Davidson Motorcycle Trust Class A4 Series 2022-A | 3.260% | 1/15/30 | 25 | 24 | |
2 | Harley-Davidson Motorcycle Trust Class A4 Series 2023-A | 4.970% | 6/17/30 | 50 | 50 | |
2 | Harley-Davidson Motorcycle Trust Class A4 Series 2023-B | 5.780% | 4/15/31 | 50 | 51 | |
2 | Honda Auto Receivables Owner Trust Class A2 Series 2023-4 | 5.670% | 6/21/28 | 200 | 204 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-1 | 0.270% | 4/21/25 | 17 | 16 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-2 | 0.330% | 8/15/25 | 42 | 41 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-3 | 0.410% | 11/18/25 | 39 | 38 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-4 | 0.880% | 1/21/26 | 70 | 68 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2022-1 | 1.880% | 5/15/26 | 49 | 48 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2022-2 | 3.730% | 7/20/26 | 50 | 49 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | 5.040% | 4/21/27 | 50 | 50 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | 4.930% | 11/15/27 | 25 | 25 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2023-3 | 5.410% | 2/18/28 | 100 | 101 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2020-3 | 0.460% | 4/19/27 | 25 | 25 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2021-1 | 0.420% | 1/21/28 | 50 | 49 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | 4.970% | 6/21/29 | 25 | 25 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2023-3 | 5.300% | 12/18/29 | 20 | 20 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2020-C | 0.380% | 5/15/25 | 5 | 5 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2021-A | 0.380% | 9/15/25 | 14 | 14 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2021-C | 0.740% | 5/15/26 | 35 | 34 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2023-A | 4.580% | 4/15/27 | 75 | 74 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2023-B | 5.480% | 4/17/28 | 43 | 44 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2023-C | 5.540% | 10/16/28 | 50 | 51 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2020-B | 0.620% | 12/15/25 | 12 | 11 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2021-A | 0.620% | 5/17/27 | 25 | 24 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2023-A | 4.480% | 7/17/28 | 25 | 25 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2023-B | 5.310% | 8/15/29 | 13 | 13 | |
2 | John Deere Owner Trust Class A3 Series 2021-B | 0.520% | 3/16/26 | 61 | 59 | |
2 | John Deere Owner Trust Class A3 Series 2022-C | 5.090% | 6/15/27 | 175 | 175 | |
2 | John Deere Owner Trust Class A3 Series 2023-A | 5.010% | 11/15/27 | 50 | 50 | |
2 | John Deere Owner Trust Class A3 Series 2023-B | 5.180% | 3/15/28 | 50 | 50 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | John Deere Owner Trust Class A3 Series 2023-C | 5.480% | 5/15/28 | 120 | 122 | |
2 | John Deere Owner Trust Class A4 Series 2022-C | 5.200% | 9/17/29 | 50 | 50 | |
2 | John Deere Owner Trust Class A4 Series 2023-A | 5.010% | 12/17/29 | 25 | 25 | |
2 | John Deere Owner Trust Class A4 Series 2023-B | 5.110% | 5/15/30 | 25 | 25 | |
2 | John Deere Owner Trust Class A4 Series 2023-C | 5.390% | 8/15/30 | 20 | 21 | |
2,4 | JP Morgan Chase Commercial Mortgage Securities Trust Class A4 Series 2016-JP4 | 3.648% | 12/15/49 | 100 | 94 | |
2 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2014-C20 | 3.805% | 7/15/47 | 75 | 74 | |
2 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2015-JP1 | 3.914% | 1/15/49 | 75 | 72 | |
2 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2016-JP3 | 2.870% | 8/15/49 | 250 | 232 | |
2,4 | JP Morgan Chase Commercial Mortgage Securities Trust Class AS Series 2016-JP4 | 3.870% | 12/15/49 | 75 | 69 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A3 Series 2015-C31 | 3.801% | 8/15/48 | 89 | 86 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2014-C19 | 3.997% | 4/15/47 | 21 | 21 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2014-C22 | 3.801% | 9/15/47 | 175 | 172 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2014-C26 | 3.494% | 1/15/48 | 175 | 170 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C27 | 3.179% | 2/15/48 | 59 | 57 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C28 | 3.227% | 10/15/48 | 125 | 120 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C29 | 3.611% | 5/15/48 | 100 | 96 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C33 | 3.770% | 12/15/48 | 82 | 79 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C18 | 4.079% | 2/15/47 | 82 | 80 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C21 | 3.775% | 8/15/47 | 25 | 25 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C23 | 3.934% | 9/15/47 | 85 | 84 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C24 | 3.639% | 11/15/47 | 50 | 49 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C25 | 3.672% | 11/15/47 | 200 | 195 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C30 | 3.822% | 7/15/48 | 100 | 95 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | 3.598% | 11/15/48 | 125 | 119 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C18 | 4.439% | 2/15/47 | 25 | 25 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C19 | 4.243% | 4/15/47 | 50 | 49 | |
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C22 | 4.110% | 9/15/47 | 50 | 48 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C23 | 4.202% | 9/15/47 | 50 | 49 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C24 | 3.914% | 11/15/47 | 75 | 69 | |
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C25 | 4.065% | 11/15/47 | 50 | 48 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C26 | 3.800% | 1/15/48 | 50 | 48 | |
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C28 | 3.532% | 10/15/48 | 50 | 48 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C30 | 4.226% | 7/15/48 | 50 | 46 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2014-C21 | 3.428% | 8/15/47 | 1 | 1 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C27 | 3.017% | 2/15/48 | 25 | 25 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C29 | 3.304% | 5/15/48 | 13 | 13 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C30 | 3.559% | 7/15/48 | 27 | 27 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C31 | 3.540% | 8/15/48 | 17 | 16 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C32 | 3.358% | 11/15/48 | 39 | 38 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2016-C1 | 3.316% | 3/17/49 | 29 | 28 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C18 | 4.645% | 2/15/47 | 30 | 27 | |
2 | JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C26 | 3.951% | 1/15/48 | 50 | 45 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A4 Series 2019-COR5 | 3.386% | 6/13/52 | 200 | 179 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP5 | 3.723% | 3/15/50 | 400 | 379 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP6 | 3.490% | 7/15/50 | 100 | 93 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2019-COR4 | 4.029% | 3/10/52 | 100 | 90 | |
2 | JPMCC Commercial Mortgage Securities Trust Class AS Series 2017-JP6 | 3.744% | 7/15/50 | 100 | 88 | |
2 | JPMCC Commercial Mortgage Securities Trust Class AS Series 2019-COR5 | 3.669% | 6/13/52 | 25 | 22 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2016-C2 | 3.144% | 6/15/49 | 75 | 70 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | 4.211% | 6/15/51 | 225 | 212 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2019-COR6 | 3.057% | 11/13/52 | 175 | 138 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | 3.409% | 10/15/50 | 75 | 69 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A5 Series 2020-COR7 | 2.180% | 5/13/53 | 50 | 39 | |
2 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2016-C2 | 3.484% | 6/15/49 | 50 | 45 | |
2,4 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2017-C7 | 3.713% | 10/15/50 | 50 | 45 | |
2 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2018-C8 | 4.421% | 6/15/51 | 25 | 23 | |
2 | Mercedes-Benz Auto Lease Trust Class A3 Series 2021-B | 0.400% | 11/15/24 | 4 | 5 | |
2 | Mercedes-Benz Auto Lease Trust Class A3 Series 2023-A | 4.740% | 1/15/27 | 75 | 75 | |
2 | Mercedes-Benz Auto Lease Trust Class A4 Series 2021-B | 0.510% | 3/15/27 | 25 | 25 | |
2 | Mercedes-Benz Auto Lease Trust Class A4 Series 2023-A | 4.710% | 2/15/29 | 50 | 49 | |
2 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2021-1 | 0.460% | 6/15/26 | 42 | 41 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-1 | 4.510% | 11/15/27 | 75 | 75 | |
2 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-2 | 5.950% | 11/15/28 | 50 | 52 | |
2 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2020-1 | 0.770% | 10/15/26 | 9 | 9 | |
2 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-2 | 6.010% | 1/15/31 | 50 | 52 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A3 Series 2017-C34 | 3.276% | 11/15/52 | 125 | 117 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2014-C19 | 3.526% | 12/15/47 | 75 | 73 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C20 | 3.249% | 2/15/48 | 200 | 194 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C21 | 3.338% | 3/15/48 | 100 | 97 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C22 | 3.306% | 4/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C23 | 3.719% | 7/15/50 | 125 | 121 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C24 | 3.732% | 5/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C27 | 3.753% | 12/15/47 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2016-C28 | 3.544% | 1/15/49 | 225 | 215 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | 3.536% | 11/15/52 | 150 | 139 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2014-C16 | 3.892% | 6/15/47 | 71 | 70 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2015-C25 | 3.635% | 10/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2015-C26 | 3.531% | 10/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C30 | 2.860% | 9/15/49 | 200 | 186 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C31 | 3.102% | 11/15/49 | 250 | 233 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2017-C33 | 3.599% | 5/15/50 | 150 | 142 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class AS Series 2017-C33 | 3.852% | 5/15/50 | 100 | 93 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2014-C19 | 3.326% | 12/15/47 | 7 | 7 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C20 | 3.069% | 2/15/48 | 7 | 7 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C22 | 3.040% | 4/15/48 | 20 | 19 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C23 | 3.398% | 7/15/50 | 12 | 12 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C25 | 3.383% | 10/15/48 | 37 | 36 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C26 | 3.323% | 10/15/48 | 25 | 25 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C27 | 3.557% | 12/15/47 | 15 | 15 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2016-C28 | 3.288% | 1/15/49 | 29 | 28 | |
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2014-C14 | 4.847% | 2/15/47 | 100 | 99 | |
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2014-C16 | 4.352% | 6/15/47 | 50 | 46 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2014-C18 | 4.428% | 10/15/47 | 50 | 48 | |
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2015-C22 | 3.883% | 4/15/48 | 50 | 46 | |
2 | Morgan Stanley Capital I Class A4 Series 2017-HR2 | 3.587% | 12/15/50 | 50 | 47 | |
2 | Morgan Stanley Capital I Trust Class A3 Series 2016-UBS9 | 3.329% | 3/15/49 | 25 | 24 | |
2 | Morgan Stanley Capital I Trust Class A3 Series 2019-L2 | 3.806% | 3/15/52 | 50 | 47 | |
2 | Morgan Stanley Capital I Trust Class A3 Series 2020-L4 | 2.698% | 2/15/53 | 175 | 154 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2015-UBS8 | 3.809% | 12/15/48 | 75 | 72 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2016-BNK2 | 3.049% | 11/15/49 | 100 | 93 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2016-UB11 | 2.782% | 8/15/49 | 200 | 187 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2016-UBS12 | 3.596% | 12/15/49 | 200 | 187 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2019-H6 | 3.417% | 6/15/52 | 250 | 229 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2019-L2 | 4.071% | 3/15/52 | 150 | 131 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | 3.127% | 11/15/52 | 200 | 175 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2020-HR8 | 2.041% | 7/15/53 | 65 | 54 | |
2,4 | Morgan Stanley Capital I Trust Class A4 Series 2021-L6 | 2.444% | 6/15/54 | 75 | 62 | |
2 | Morgan Stanley Capital I Trust Class A5 Series 2017-H1 | 3.530% | 6/15/50 | 150 | 140 | |
2 | Morgan Stanley Capital I Trust Class A5 Series 2021-L7 | 2.574% | 10/15/54 | 150 | 126 | |
2,4 | Morgan Stanley Capital I Trust Class A5 Series 2022-L8 | 3.794% | 4/15/55 | 150 | 136 | |
2 | Morgan Stanley Capital I Trust Class AS Series 2016-BNK2 | 3.282% | 11/15/49 | 83 | 72 | |
2 | Morgan Stanley Capital I Trust Class AS Series 2019-H6 | 3.700% | 6/15/52 | 25 | 22 | |
2 | Morgan Stanley Capital I Trust Class AS Series 2020-L4 | 2.880% | 2/15/53 | 25 | 20 | |
2 | MSWF Commercial Mortgage Trust Class A5 Series 2023-1 | 5.752% | 5/15/56 | 100 | 105 | |
2,4 | MSWF Commercial Mortgage Trust Class A5 Series 2023-2 | 6.014% | 12/15/56 | 50 | 54 | |
2,4 | MSWF Commercial Mortgage Trust Class AS Series 2023-1 | 6.199% | 5/15/56 | 50 | 50 | |
2 | Nissan Auto Lease Trust Class A3 Series 2023-A | 4.910% | 1/15/26 | 50 | 50 | |
2 | Nissan Auto Lease Trust Class A3 Series 2023-B | 5.690% | 7/15/26 | 25 | 25 | |
2 | Nissan Auto Lease Trust Class A4 Series 2023-A | 4.800% | 7/15/27 | 25 | 25 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2021-A | 0.330% | 10/15/25 | 45 | 44 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2022-A | 1.860% | 8/17/26 | 48 | 46 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2022-B | 4.460% | 5/17/27 | 75 | 74 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2023-A | 4.910% | 11/15/27 | 100 | 100 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2019-C | 1.950% | 5/15/26 | 8 | 8 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2021-A | 0.570% | 9/15/27 | 50 | 47 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2022-A | 2.070% | 12/17/29 | 25 | 24 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2023-B | 5.960% | 10/15/30 | 200 | 210 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-1 | 4.880% | 4/15/27 | 150 | 149 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-2 | 5.210% | 7/15/27 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | 5.730% | 4/17/28 | 40 | 40 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-5 | 6.020% | 9/15/28 | 100 | 101 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2022-1 | 2.360% | 8/17/26 | 53 | 53 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2022-2 | 3.440% | 9/15/27 | 50 | 49 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-1 | 4.980% | 2/15/28 | 25 | 25 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Santander Drive Auto Receivables Trust Class B Series 2023-2 | 5.240% | 5/15/28 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-3 | 5.610% | 7/17/28 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-4 | 5.770% | 12/15/28 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-5 | 6.160% | 12/17/29 | 50 | 51 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2021-3 | 0.950% | 9/15/27 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2021-4 | 1.260% | 2/16/27 | 50 | 49 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2022-1 | 2.560% | 4/17/28 | 25 | 24 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2022-2 | 3.760% | 7/16/29 | 50 | 48 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-1 | 5.090% | 5/15/30 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-2 | 5.470% | 12/16/30 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-3 | 5.770% | 11/15/30 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-4 | 6.040% | 12/15/31 | 60 | 60 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-5 | 6.430% | 2/18/31 | 50 | 51 | |
2 | Santander Drive Auto Receivables Trust Class D Series 2021-2 | 1.350% | 7/15/27 | 60 | 58 | |
2 | Santander Drive Auto Receivables Trust Class D Series 2021-3 | 1.330% | 9/15/27 | 50 | 48 | |
2 | Synchrony Card Funding LLC Class A Series 2022-A1 | 3.370% | 4/15/28 | 200 | 195 | |
2 | Synchrony Card Funding LLC Class A Series 2023-A1 | 5.540% | 7/15/29 | 75 | 76 | |
2 | Synchrony Card Funding LLC Class A Series 2023-A2 | 5.740% | 10/15/29 | 200 | 205 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2020-A | 0.260% | 5/15/25 | 9 | 8 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2021-B | 0.260% | 11/17/25 | 132 | 129 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2021-C | 0.430% | 1/15/26 | 74 | 72 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2021-D | 0.710% | 4/15/26 | 71 | 69 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2022-B | 2.930% | 9/15/26 | 75 | 74 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2022-C | 3.760% | 4/15/27 | 50 | 49 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-A | 4.630% | 9/15/27 | 50 | 50 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | 4.710% | 2/15/28 | 50 | 50 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | 5.160% | 4/17/28 | 50 | 50 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-D | 5.540% | 8/15/28 | 50 | 51 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2020-A | 1.680% | 5/15/25 | 14 | 14 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2020-A | 0.390% | 6/15/26 | 25 | 24 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2020-D | 0.470% | 1/15/26 | 24 | 23 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2021-B | 0.530% | 10/15/26 | 50 | 47 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | 4.420% | 8/15/28 | 25 | 25 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-B | 4.660% | 9/15/28 | 25 | 25 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-D | 5.490% | 3/15/29 | 50 | 51 | |
2 | UBS Commercial Mortgage Trust Class A3 Series 2017-C4 | 3.301% | 10/15/50 | 91 | 85 | |
2 | UBS Commercial Mortgage Trust Class A3 Series 2018-C8 | 3.720% | 2/15/51 | 120 | 113 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C1 | 3.460% | 6/15/50 | 100 | 93 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C2 | 3.487% | 8/15/50 | 150 | 141 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C3 | 3.426% | 8/15/50 | 175 | 162 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C4 | 3.563% | 10/15/50 | 150 | 139 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | 3.679% | 12/15/50 | 150 | 138 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C10 | 4.313% | 5/15/51 | 175 | 166 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C13 | 4.334% | 10/15/51 | 75 | 71 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C14 | 4.448% | 12/15/51 | 225 | 212 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C15 | 4.341% | 12/15/51 | 125 | 119 | |
2,4 | UBS Commercial Mortgage Trust Class A4 Series 2018-C9 | 4.117% | 3/15/51 | 275 | 258 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2019-C16 | 3.605% | 4/15/52 | 100 | 90 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2019-C17 | 2.921% | 10/15/52 | 125 | 109 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2019-C18 | 3.035% | 12/15/52 | 75 | 65 | |
2 | UBS Commercial Mortgage Trust Class A5 Series 2017-C5 | 3.474% | 11/15/50 | 100 | 92 | |
2,4 | UBS Commercial Mortgage Trust Class A5 Series 2018-C11 | 4.241% | 6/15/51 | 125 | 117 | |
2 | UBS Commercial Mortgage Trust Class A5 Series 2018-C12 | 4.296% | 8/15/51 | 100 | 94 | |
2 | UBS Commercial Mortgage Trust Class AS Series 2017-C1 | 3.724% | 6/15/50 | 50 | 46 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C2 | 3.740% | 8/15/50 | 50 | 44 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C3 | 3.739% | 8/15/50 | 75 | 69 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C4 | 3.836% | 10/15/50 | 62 | 55 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C7 | 4.061% | 12/15/50 | 100 | 92 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2018-C8 | 4.215% | 2/15/51 | 75 | 69 | |
2 | UBS Commercial Mortgage Trust Class AS Series 2019-C16 | 3.887% | 4/15/52 | 25 | 22 | |
2 | Verizon Master Trust Class A Series 2021-1 | 0.500% | 5/20/27 | 550 | 540 | |
2 | Verizon Master Trust Class A Series 2021-2 | 0.990% | 4/20/28 | 350 | 338 | |
2 | Verizon Master Trust Class A Series 2022-2 | 1.530% | 7/20/28 | 150 | 144 | |
2 | Verizon Master Trust Class A Series 2022-4 | 3.400% | 11/20/28 | 200 | 195 | |
2 | Verizon Master Trust Class A Series 2022-6 | 3.670% | 1/22/29 | 100 | 99 | |
2 | Verizon Master Trust Class A Series 2023-1 | 4.490% | 1/22/29 | 175 | 174 | |
2 | Verizon Master Trust Class A Series 2023-2 | 4.890% | 4/13/28 | 75 | 75 | |
2 | Verizon Master Trust Class A1A Series 2023-4 | 5.160% | 6/20/29 | 160 | 162 | |
2 | Verizon Master Trust Class A1A Series 2023-5 | 5.610% | 9/8/28 | 50 | 50 | |
2 | Verizon Master Trust Class A1A Series 2023-7 | 5.670% | 11/20/29 | 50 | 51 | |
2 | Volkswagen Auto Lease Trust Class A3 Series 2023-A | 5.810% | 10/20/26 | 100 | 101 | |
2 | Volkswagen Auto Lease Trust Class A4 Series 2023-A | 5.800% | 4/20/28 | 40 | 40 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2021-1 | 1.020% | 6/22/26 | 83 | 81 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-1 | 5.020% | 6/20/28 | 50 | 50 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-2 | 5.480% | 12/20/28 | 50 | 51 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A4 Series 2023-2 | 5.570% | 4/22/30 | 50 | 52 | |
2 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-BNK1 | 2.652% | 8/15/49 | 150 | 139 | |
2 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-C36 | 2.807% | 11/15/59 | 41 | 39 | |
2 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | 3.317% | 10/15/50 | 100 | 94 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C26 | 3.166% | 2/15/48 | 75 | 73 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C27 | 3.190% | 2/15/48 | 146 | 143 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C28 | 3.540% | 5/15/48 | 175 | 169 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C29 | 3.637% | 6/15/48 | 175 | 170 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C30 | 3.664% | 9/15/58 | 50 | 48 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-LC22 | 3.839% | 9/15/58 | 75 | 72 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-P2 | 3.809% | 12/15/48 | 50 | 48 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-SG1 | 3.789% | 9/15/48 | 204 | 197 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C33 | 3.426% | 3/15/59 | 325 | 310 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C34 | 3.096% | 6/15/49 | 75 | 71 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-LC24 | 2.942% | 10/15/49 | 162 | 152 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | 3.581% | 10/15/50 | 150 | 142 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C41 | 3.472% | 11/15/50 | 250 | 235 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C43 | 4.012% | 3/15/51 | 275 | 262 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | 4.184% | 6/15/51 | 200 | 192 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | 4.152% | 8/15/51 | 75 | 71 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | 4.442% | 9/15/61 | 150 | 146 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C51 | 3.311% | 6/15/52 | 200 | 177 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C53 | 3.040% | 10/15/52 | 200 | 179 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C54 | 3.146% | 12/15/52 | 100 | 90 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2020-C58 | 2.092% | 7/15/53 | 50 | 41 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2014-LC16 | 3.817% | 8/15/50 | 75 | 74 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2014-LC18 | 3.405% | 12/15/47 | 125 | 122 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2015-LC20 | 3.184% | 4/15/50 | 276 | 267 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2015-NXS1 | 3.148% | 5/15/48 | 50 | 48 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2016-C37 | 3.794% | 12/15/49 | 100 | 96 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C38 | 3.453% | 7/15/50 | 192 | 180 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C39 | 3.418% | 9/15/50 | 175 | 163 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C44 | 4.212% | 5/15/51 | 175 | 168 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2019-C52 | 2.892% | 8/15/52 | 270 | 240 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C55 | 2.725% | 2/15/53 | 165 | 144 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C56 | 2.448% | 6/15/53 | 50 | 42 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2021-C59 | 2.626% | 4/15/54 | 100 | 85 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2014-LC18 | 3.808% | 12/15/47 | 75 | 72 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2015-C26 | 3.580% | 2/15/48 | 50 | 48 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2015-C28 | 3.872% | 5/15/48 | 31 | 29 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2015-LC22 | 4.207% | 9/15/58 | 75 | 73 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C38 | 3.665% | 7/15/50 | 54 | 48 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C39 | 3.702% | 9/15/50 | 100 | 88 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C40 | 3.854% | 10/15/50 | 25 | 23 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2018-C43 | 4.152% | 3/15/51 | 50 | 46 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2019-C52 | 3.143% | 8/15/52 | 100 | 84 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-C26 | 2.991% | 2/15/48 | 25 | 24 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-C29 | 3.400% | 6/15/48 | 31 | 30 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-LC20 | 2.978% | 4/15/50 | 8 | 8 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-LC22 | 3.571% | 9/15/58 | 15 | 15 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-NXS1 | 2.934% | 5/15/48 | 2 | 2 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-P2 | 3.656% | 12/15/48 | 40 | 39 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2016-C32 | 3.324% | 1/15/59 | 22 | 22 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2016-LC24 | 2.825% | 10/15/49 | 48 | 46 | |
2 | Wells Fargo Commercial Mortgage Trust Class B Series 2015-LC20 | 3.719% | 4/15/50 | 50 | 47 | |
2 | WFRBS Commercial Mortgage Trust Class A3 Series 2014-C24 | 3.428% | 11/15/47 | 25 | 24 | |
2 | WFRBS Commercial Mortgage Trust Class A4 Series 2014-C21 | 3.410% | 8/15/47 | 46 | 46 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C19 | 4.101% | 3/15/47 | 39 | 39 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C20 | 3.995% | 5/15/47 | 25 | 24 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C21 | 3.678% | 8/15/47 | 75 | 74 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C22 | 3.752% | 9/15/57 | 150 | 146 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C23 | 3.917% | 10/15/57 | 50 | 49 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C24 | 3.607% | 11/15/47 | 65 | 63 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C25 | 3.631% | 11/15/47 | 50 | 49 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-LC14 | 4.045% | 3/15/47 | 9 | 9 | |
2 | WFRBS Commercial Mortgage Trust Class AS Series 2013-C14 | 3.488% | 6/15/46 | 20 | 19 | |
2,4 | WFRBS Commercial Mortgage Trust Class AS Series 2013-C15 | 4.358% | 8/15/46 | 9 | 9 | |
2 | WFRBS Commercial Mortgage Trust Class AS Series 2014-C20 | 4.176% | 5/15/47 | 25 | 24 | |
2,4 | WFRBS Commercial Mortgage Trust Class AS Series 2014-LC14 | 4.351% | 3/15/47 | 60 | 59 | |
2 | WFRBS Commercial Mortgage Trust Class ASB Series 2014-C23 | 3.636% | 10/15/57 | 10 | 10 | |
2,4 | WFRBS Commercial Mortgage Trust Class B Series 2014-C19 | 4.723% | 3/15/47 | 25 | 24 | |
2,4 | WFRBS Commercial Mortgage Trust Class B Series 2014-C22 | 4.371% | 9/15/57 | 25 | 22 | |
2 | World Omni Auto Receivables Trust Ciass A4 Series 2023-B | 4.680% | 5/15/29 | 50 | 50 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2020-B | 0.630% | 5/15/25 | 1 | 1 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2020-C | 0.480% | 11/17/25 | 9 | 9 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-A | 0.300% | 1/15/26 | 15 | 14 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-B | 0.420% | 6/15/26 | 36 | 35 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-C | 0.440% | 8/17/26 | 58 | 56 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-D | 0.810% | 10/15/26 | 70 | 68 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2022-A | 1.660% | 5/17/27 | 45 | 44 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2022-B | 3.250% | 7/15/27 | 75 | 74 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2022-C | 3.660% | 10/15/27 | 50 | 49 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-A | 4.830% | 5/15/28 | 75 | 75 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-B | 4.660% | 5/15/28 | 50 | 50 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-C | 5.150% | 11/15/28 | 25 | 25 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-D | 5.790% | 2/15/29 | 300 | 307 | |
2 | World Omni Auto Receivables Trust Class A4 Series 2020-B | 0.820% | 1/15/26 | 10 | 10 | |
2 | World Omni Auto Receivables Trust Class A4 Series 2020-C | 0.610% | 10/15/26 | 25 | 24 | |
2 | World Omni Auto Receivables Trust Class A4 Series 2023-A | 4.660% | 5/15/29 | 25 | 25 | |
2 | World Omni Automobile Lease Securitization Class A3 Series 2023-A | 5.070% | 9/15/26 | 50 | 50 | |
2 | World Omni Select Auto Trust Class A3 Series 2023-A | 5.650% | 7/17/28 | 75 | 75 | |
2 | World Omni Select Auto Trust Class C Series 2023-A | 6.000% | 1/16/29 | 25 | 25 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $119,839) | 110,295 | |||||
Corporate Bonds (26.7%) | ||||||
Communications (2.3%) | ||||||
Alphabet Inc. | 0.450% | 8/15/25 | 500 | 469 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 500 | 447 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alphabet Inc. | 1.100% | 8/15/30 | 500 | 415 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 200 | 139 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 540 | 338 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 200 | 189 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 200 | 178 | ||
America Movil SAB de CV | 4.700% | 7/21/32 | 250 | 245 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 300 | 334 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 150 | 164 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 200 | 218 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 250 | 226 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 200 | 177 | ||
AT&T Inc. | 3.875% | 1/15/26 | 400 | 392 | ||
AT&T Inc. | 5.539% | 2/20/26 | 250 | 250 | ||
AT&T Inc. | 1.700% | 3/25/26 | 500 | 468 | ||
AT&T Inc. | 3.800% | 2/15/27 | 700 | 683 | ||
AT&T Inc. | 2.300% | 6/1/27 | 450 | 418 | ||
AT&T Inc. | 1.650% | 2/1/28 | 500 | 445 | ||
AT&T Inc. | 4.100% | 2/15/28 | 402 | 393 | ||
AT&T Inc. | 4.350% | 3/1/29 | 663 | 655 | ||
AT&T Inc. | 4.300% | 2/15/30 | 460 | 450 | ||
AT&T Inc. | 2.750% | 6/1/31 | 450 | 394 | ||
AT&T Inc. | 2.250% | 2/1/32 | 600 | 496 | ||
AT&T Inc. | 2.550% | 12/1/33 | 472 | 385 | ||
AT&T Inc. | 4.500% | 5/15/35 | 200 | 190 | ||
AT&T Inc. | 5.250% | 3/1/37 | 550 | 553 | ||
AT&T Inc. | 4.900% | 8/15/37 | 300 | 290 | ||
AT&T Inc. | 4.850% | 3/1/39 | 480 | 459 | ||
AT&T Inc. | 3.500% | 6/1/41 | 500 | 397 | ||
AT&T Inc. | 4.300% | 12/15/42 | 271 | 236 | ||
AT&T Inc. | 4.750% | 5/15/46 | 723 | 655 | ||
AT&T Inc. | 5.150% | 11/15/46 | 736 | 709 | ||
AT&T Inc. | 4.500% | 3/9/48 | 400 | 350 | ||
AT&T Inc. | 3.650% | 6/1/51 | 367 | 277 | ||
AT&T Inc. | 3.500% | 9/15/53 | 1,764 | 1,283 | ||
AT&T Inc. | 3.550% | 9/15/55 | 1,550 | 1,118 | ||
AT&T Inc. | 3.800% | 12/1/57 | 968 | 721 | ||
AT&T Inc. | 3.650% | 9/15/59 | 629 | 452 | ||
AT&T Inc. | 3.850% | 6/1/60 | 416 | 311 | ||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 195 | ||
Baidu Inc. | 3.625% | 7/6/27 | 200 | 192 | ||
Baidu Inc. | 3.425% | 4/7/30 | 200 | 182 | ||
Baidu Inc. | 2.375% | 8/23/31 | 200 | 165 | ||
Bell Telephone Co. of Canada or Bell Canada | 5.100% | 5/11/33 | 1,000 | 1,025 | ||
Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 100 | 71 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 100 | 98 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 225 | 221 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 100 | 97 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 300 | 302 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 516 | 639 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 850 | 842 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.150% | 11/10/26 | 500 | 511 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 230 | 217 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.250% | 1/15/29 | 250 | 217 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 225 | 223 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/31 | 330 | 279 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.400% | 4/1/33 | 200 | 185 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.650% | 2/1/34 | 200 | 211 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 350 | 316 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.500% | 6/1/41 | 180 | 127 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.500% | 3/1/42 | 250 | 174 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 450 | 442 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 450 | 384 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 400 | 356 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 275 | 224 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 650 | 506 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.700% | 4/1/51 | 400 | 261 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.900% | 6/1/52 | 500 | 337 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.250% | 4/1/53 | 300 | 252 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 75 | 75 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.850% | 4/1/61 | 300 | 189 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.400% | 12/1/61 | 200 | 138 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.950% | 6/30/62 | 250 | 159 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.500% | 4/1/63 | 200 | 167 | ||
Comcast Corp. | 3.375% | 8/15/25 | 500 | 489 | ||
Comcast Corp. | 3.950% | 10/15/25 | 625 | 617 | ||
Comcast Corp. | 3.150% | 3/1/26 | 400 | 388 | ||
Comcast Corp. | 2.350% | 1/15/27 | 495 | 465 | ||
Comcast Corp. | 3.300% | 2/1/27 | 400 | 386 | ||
Comcast Corp. | 3.300% | 4/1/27 | 150 | 144 | ||
Comcast Corp. | 3.150% | 2/15/28 | 325 | 310 | ||
Comcast Corp. | 4.150% | 10/15/28 | 950 | 937 | ||
Comcast Corp. | 4.550% | 1/15/29 | 200 | 201 | ||
Comcast Corp. | 4.250% | 10/15/30 | 350 | 345 | ||
Comcast Corp. | 1.950% | 1/15/31 | 500 | 422 | ||
Comcast Corp. | 1.500% | 2/15/31 | 500 | 408 | ||
Comcast Corp. | 4.250% | 1/15/33 | 275 | 267 | ||
Comcast Corp. | 4.800% | 5/15/33 | 200 | 203 | ||
Comcast Corp. | 4.200% | 8/15/34 | 175 | 167 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,065 | 1,144 | ||
Comcast Corp. | 4.400% | 8/15/35 | 150 | 144 | ||
Comcast Corp. | 3.200% | 7/15/36 | 225 | 189 | ||
Comcast Corp. | 6.450% | 3/15/37 | 175 | 200 | ||
Comcast Corp. | 4.600% | 10/15/38 | 550 | 533 | ||
Comcast Corp. | 3.250% | 11/1/39 | 250 | 203 | ||
Comcast Corp. | 3.750% | 4/1/40 | 300 | 258 | ||
Comcast Corp. | 4.650% | 7/15/42 | 370 | 348 | ||
Comcast Corp. | 3.400% | 7/15/46 | 200 | 155 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 3.969% | 11/1/47 | 1,086 | 913 | ||
Comcast Corp. | 4.000% | 3/1/48 | 200 | 168 | ||
Comcast Corp. | 4.700% | 10/15/48 | 38 | 36 | ||
Comcast Corp. | 3.999% | 11/1/49 | 268 | 224 | ||
Comcast Corp. | 3.450% | 2/1/50 | 400 | 308 | ||
Comcast Corp. | 2.800% | 1/15/51 | 300 | 200 | ||
Comcast Corp. | 2.887% | 11/1/51 | 882 | 597 | ||
Comcast Corp. | 5.350% | 5/15/53 | 283 | 294 | ||
Comcast Corp. | 2.937% | 11/1/56 | 853 | 562 | ||
Comcast Corp. | 4.950% | 10/15/58 | 238 | 234 | ||
Comcast Corp. | 2.987% | 11/1/63 | 847 | 547 | ||
Comcast Corp. | 5.500% | 5/15/64 | 248 | 261 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 775 | 934 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 303 | 296 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 400 | 381 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 325 | 291 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 150 | 150 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 225 | 194 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 75 | 65 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 200 | 161 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 269 | 191 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 100 | 100 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 150 | 150 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 150 | 150 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 250 | 229 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 81 | 72 | ||
Fox Corp. | 3.050% | 4/7/25 | 100 | 97 | ||
Fox Corp. | 4.709% | 1/25/29 | 375 | 373 | ||
Fox Corp. | 3.500% | 4/8/30 | 150 | 138 | ||
Fox Corp. | 5.476% | 1/25/39 | 250 | 244 | ||
Fox Corp. | 5.576% | 1/25/49 | 325 | 312 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 100 | 99 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 125 | 131 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 225 | 193 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 200 | 179 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 210 | 209 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 100 | 99 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 100 | 98 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 175 | 166 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 125 | 147 | ||
Meta Platforms Inc. | 3.500% | 8/15/27 | 200 | 195 | ||
Meta Platforms Inc. | 4.600% | 5/15/28 | 275 | 279 | ||
Meta Platforms Inc. | 4.800% | 5/15/30 | 200 | 205 | ||
Meta Platforms Inc. | 3.850% | 8/15/32 | 200 | 190 | ||
Meta Platforms Inc. | 4.950% | 5/15/33 | 300 | 310 | ||
Meta Platforms Inc. | 4.450% | 8/15/52 | 500 | 460 | ||
Meta Platforms Inc. | 5.600% | 5/15/53 | 442 | 480 | ||
Meta Platforms Inc. | 4.650% | 8/15/62 | 200 | 187 | ||
Meta Platforms Inc. | 5.750% | 5/15/63 | 310 | 340 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 225 | 206 | ||
Netflix Inc. | 4.375% | 11/15/26 | 245 | 244 | ||
Netflix Inc. | 4.875% | 4/15/28 | 467 | 473 | ||
Netflix Inc. | 5.875% | 11/15/28 | 230 | 243 | ||
Netflix Inc. | 6.375% | 5/15/29 | 85 | 93 | ||
5 | Netflix Inc. | 5.375% | 11/15/29 | 147 | 152 | |
5 | Netflix Inc. | 4.875% | 6/15/30 | 83 | 84 | |
Omnicom Group Inc. | 2.450% | 4/30/30 | 150 | 130 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 100 | 97 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 200 | 172 | ||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 250 | 244 | ||
Orange SA | 9.000% | 3/1/31 | 550 | 680 | ||
Orange SA | 5.375% | 1/13/42 | 325 | 331 | ||
Orange SA | 5.500% | 2/6/44 | 200 | 208 | ||
Paramount Global Inc. | 2.900% | 1/15/27 | 279 | 258 | ||
Paramount Global Inc. | 3.375% | 2/15/28 | 100 | 91 | ||
Paramount Global Inc. | 3.700% | 6/1/28 | 100 | 92 | ||
Paramount Global Inc. | 4.950% | 1/15/31 | 250 | 237 | ||
Paramount Global Inc. | 4.200% | 5/19/32 | 200 | 179 | ||
Paramount Global Inc. | 5.500% | 5/15/33 | 75 | 71 | ||
Paramount Global Inc. | 6.875% | 4/30/36 | 240 | 244 | ||
Paramount Global Inc. | 4.850% | 7/1/42 | 225 | 180 | ||
Paramount Global Inc. | 4.375% | 3/15/43 | 256 | 190 | ||
Paramount Global Inc. | 5.850% | 9/1/43 | 225 | 203 | ||
Paramount Global Inc. | 4.900% | 8/15/44 | 100 | 79 | ||
Paramount Global Inc. | 4.950% | 5/19/50 | 150 | 122 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 125 | 121 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 100 | 95 | ||
Rogers Communications Inc. | 3.200% | 3/15/27 | 200 | 191 | ||
Rogers Communications Inc. | 3.800% | 3/15/32 | 400 | 368 | ||
Rogers Communications Inc. | 4.500% | 3/15/42 | 200 | 177 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 265 | 235 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rogers Communications Inc. | 5.000% | 3/15/44 | 190 | 178 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 250 | 212 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 150 | 114 | ||
Rogers Communications Inc. | 4.550% | 3/15/52 | 400 | 350 | ||
Sprint Capital Corp. | 6.875% | 11/15/28 | 250 | 271 | ||
Sprint Capital Corp. | 8.750% | 3/15/32 | 448 | 553 | ||
Sprint LLC | 7.625% | 2/15/25 | 245 | 249 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 200 | 196 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 200 | 194 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 250 | 245 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 475 | 538 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 200 | 183 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 550 | 512 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 250 | 221 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 250 | 293 | ||
TELUS Corp. | 2.800% | 2/16/27 | 100 | 94 | ||
TELUS Corp. | 3.400% | 5/13/32 | 100 | 89 | ||
TELUS Corp. | 4.300% | 6/15/49 | 200 | 168 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 200 | 162 | ||
Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | 200 | 233 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 200 | 197 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 50 | 52 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 400 | 398 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 425 | 387 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 250 | 219 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 250 | 197 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 600 | 588 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 200 | 186 | ||
T-Mobile USA Inc. | 2.250% | 2/15/26 | 339 | 321 | ||
T-Mobile USA Inc. | 2.625% | 4/15/26 | 104 | 99 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 800 | 776 | ||
T-Mobile USA Inc. | 5.375% | 4/15/27 | 70 | 70 | ||
T-Mobile USA Inc. | 4.750% | 2/1/28 | 200 | 199 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 250 | 226 | ||
T-Mobile USA Inc. | 4.950% | 3/15/28 | 70 | 71 | ||
T-Mobile USA Inc. | 4.800% | 7/15/28 | 200 | 202 | ||
T-Mobile USA Inc. | 2.625% | 2/15/29 | 140 | 126 | ||
T-Mobile USA Inc. | 2.400% | 3/15/29 | 100 | 90 | ||
T-Mobile USA Inc. | 3.375% | 4/15/29 | 110 | 102 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 1,520 | 1,443 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 900 | 775 | ||
T-Mobile USA Inc. | 2.875% | 2/15/31 | 186 | 164 | ||
T-Mobile USA Inc. | 3.500% | 4/15/31 | 395 | 361 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 500 | 416 | ||
T-Mobile USA Inc. | 2.700% | 3/15/32 | 200 | 171 | ||
T-Mobile USA Inc. | 5.200% | 1/15/33 | 300 | 307 | ||
T-Mobile USA Inc. | 5.050% | 7/15/33 | 460 | 464 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 400 | 362 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 155 | 116 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 850 | 753 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 1,000 | 724 | ||
T-Mobile USA Inc. | 3.400% | 10/15/52 | 575 | 420 | ||
T-Mobile USA Inc. | 5.650% | 1/15/53 | 158 | 165 | ||
T-Mobile USA Inc. | 5.750% | 1/15/54 | 221 | 234 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 200 | 146 | ||
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 300 | 290 | ||
TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 170 | 159 | ||
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 75 | 69 | ||
TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 205 | 184 | ||
TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 125 | 106 | ||
TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 200 | 179 | ||
TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 300 | 220 | ||
Verisign Inc. | 2.700% | 6/15/31 | 200 | 172 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 250 | 245 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 500 | 465 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 500 | 466 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 475 | 453 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 700 | 690 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 150 | 143 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 600 | 542 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 829 | 820 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 727 | 703 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 310 | 284 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 527 | 434 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 500 | 411 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 800 | 690 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 933 | 777 | ||
Verizon Communications Inc. | 5.050% | 5/9/33 | 177 | 181 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 575 | 561 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 325 | 313 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 256 | 241 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Verizon Communications Inc. | 4.812% | 3/15/39 | 350 | 339 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 700 | 505 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 600 | 479 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 200 | 148 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 200 | 194 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 250 | 215 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 639 | 610 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 176 | 161 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 250 | 208 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 500 | 341 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 900 | 694 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 900 | 599 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 500 | 329 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 500 | 383 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 103 | 103 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 150 | 172 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 100 | 109 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 200 | 217 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 275 | 240 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 83 | 81 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 350 | 318 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 300 | 250 | ||
Vodafone Group plc | 5.625% | 2/10/53 | 310 | 314 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 100 | 91 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 345 | 339 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 125 | 123 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 300 | 284 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 200 | 185 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 400 | 355 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 240 | 233 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 700 | 623 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 400 | 453 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 149 | 171 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 200 | 235 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 75 | 73 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 400 | 338 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 100 | 105 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 175 | 169 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 275 | 189 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 395 | 384 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 400 | 322 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 300 | 244 | ||
Warnermedia Holdings Inc. | 3.638% | 3/15/25 | 300 | 294 | ||
Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 800 | 767 | ||
Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 300 | 284 | ||
Warnermedia Holdings Inc. | 4.279% | 3/15/32 | 1,000 | 915 | ||
Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 900 | 793 | ||
Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 1,400 | 1,205 | ||
Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 350 | 301 | ||
Weibo Corp. | 3.375% | 7/8/30 | 200 | 172 | ||
98,236 | ||||||
Consumer Discretionary (1.7%) | ||||||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 400 | 379 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 300 | 248 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 280 | 263 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 200 | 172 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 225 | 184 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 200 | 133 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 100 | 81 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 300 | 190 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 120 | 119 | ||
Amazon.com Inc. | 3.000% | 4/13/25 | 200 | 196 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 285 | 270 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 225 | 228 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 600 | 554 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 600 | 583 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 285 | 257 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 725 | 697 | ||
Amazon.com Inc. | 4.550% | 12/1/27 | 500 | 507 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 500 | 450 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 400 | 388 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 405 | 343 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 500 | 431 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 500 | 476 | ||
Amazon.com Inc. | 4.700% | 12/1/32 | 500 | 514 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 225 | 233 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 600 | 557 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 500 | 393 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 600 | 541 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 800 | 533 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 700 | 523 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 400 | 351 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 400 | 265 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amazon.com Inc. | 3.250% | 5/12/61 | 200 | 147 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 400 | 354 | ||
American Honda Finance Corp. | 4.600% | 4/17/25 | 200 | 199 | ||
American Honda Finance Corp. | 1.200% | 7/8/25 | 200 | 190 | ||
American Honda Finance Corp. | 5.250% | 7/7/26 | 200 | 204 | ||
American Honda Finance Corp. | 2.350% | 1/8/27 | 100 | 94 | ||
American Honda Finance Corp. | 2.000% | 3/24/28 | 100 | 91 | ||
American Honda Finance Corp. | 5.125% | 7/7/28 | 200 | 206 | ||
American Honda Finance Corp. | 5.650% | 11/15/28 | 200 | 209 | ||
American Honda Finance Corp. | 2.250% | 1/12/29 | 100 | 90 | ||
American Honda Finance Corp. | 4.600% | 4/17/30 | 200 | 200 | ||
American Honda Finance Corp. | 1.800% | 1/13/31 | 300 | 254 | ||
2 | American University | 3.672% | 4/1/49 | 110 | 89 | |
Aptiv plc | 4.350% | 3/15/29 | 50 | 49 | ||
Aptiv plc | 4.400% | 10/1/46 | 50 | 40 | ||
Aptiv plc | 5.400% | 3/15/49 | 50 | 47 | ||
Aptiv plc | 3.100% | 12/1/51 | 250 | 163 | ||
Aptiv plc / Aptiv Corp. | 3.250% | 3/1/32 | 200 | 177 | ||
Aptiv plc / Aptiv Corp. | 4.150% | 5/1/52 | 200 | 159 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 150 | 147 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 75 | 70 | ||
AutoNation Inc. | 3.850% | 3/1/32 | 250 | 223 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 132 | 129 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 100 | 97 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 100 | 96 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 250 | 240 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 200 | 163 | ||
AutoZone Inc. | 4.750% | 8/1/32 | 200 | 198 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 200 | 199 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 200 | 185 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 100 | 83 | ||
California Endowment | 2.498% | 4/1/51 | 50 | 32 | ||
California Institute of Technology | 4.321% | 8/1/45 | 70 | 65 | ||
California Institute of Technology | 4.700% | 11/1/11 | 50 | 45 | ||
California Institute of Technology | 3.650% | 9/1/19 | 100 | 71 | ||
Claremont Mckenna College | 3.775% | 1/1/22 | 150 | 103 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 200 | 194 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 50 | 42 | ||
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 200 | 170 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 100 | 72 | ||
2 | Duke University | 2.682% | 10/1/44 | 100 | 75 | |
2 | Duke University | 2.757% | 10/1/50 | 50 | 35 | |
2 | Duke University | 2.832% | 10/1/55 | 125 | 86 | |
eBay Inc. | 1.900% | 3/11/25 | 180 | 173 | ||
eBay Inc. | 1.400% | 5/10/26 | 200 | 185 | ||
eBay Inc. | 3.600% | 6/5/27 | 300 | 290 | ||
eBay Inc. | 2.700% | 3/11/30 | 200 | 178 | ||
eBay Inc. | 2.600% | 5/10/31 | 200 | 174 | ||
eBay Inc. | 4.000% | 7/15/42 | 200 | 167 | ||
eBay Inc. | 3.650% | 5/10/51 | 200 | 153 | ||
Emory University | 2.143% | 9/1/30 | 150 | 129 | ||
Emory University | 2.969% | 9/1/50 | 50 | 36 | ||
Ford Foundation | 2.415% | 6/1/50 | 60 | 39 | ||
Ford Foundation | 2.815% | 6/1/70 | 150 | 96 | ||
Ford Motor Co. | 9.625% | 4/22/30 | 50 | 59 | ||
Ford Motor Co. | 7.450% | 7/16/31 | 60 | 65 | ||
Ford Motor Co. | 3.250% | 2/12/32 | 251 | 209 | ||
Ford Motor Co. | 6.100% | 8/19/32 | 131 | 132 | ||
Ford Motor Co. | 4.750% | 1/15/43 | 149 | 123 | ||
Ford Motor Co. | 7.400% | 11/1/46 | 30 | 33 | ||
Ford Motor Co. | 5.291% | 12/8/46 | 97 | 86 | ||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 250 | 243 | ||
Ford Motor Credit Co. LLC | 4.542% | 8/1/26 | 200 | 194 | ||
Ford Motor Credit Co. LLC | 2.700% | 8/10/26 | 208 | 193 | ||
Ford Motor Credit Co. LLC | 4.271% | 1/9/27 | 200 | 192 | ||
Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | 208 | 203 | ||
Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | 2,718 | 2,577 | ||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 200 | 187 | ||
Ford Motor Credit Co. LLC | 7.350% | 11/4/27 | 208 | 219 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/16/28 | 200 | 180 | ||
Ford Motor Credit Co. LLC | 6.800% | 5/12/28 | 208 | 217 | ||
Ford Motor Credit Co. LLC | 6.798% | 11/7/28 | 200 | 209 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/10/29 | 200 | 175 | ||
Ford Motor Credit Co. LLC | 5.113% | 5/3/29 | 208 | 202 | ||
Ford Motor Credit Co. LLC | 7.350% | 3/6/30 | 201 | 216 | ||
Ford Motor Credit Co. LLC | 4.000% | 11/13/30 | 260 | 233 | ||
Ford Motor Credit Co. LLC | 3.625% | 6/17/31 | 200 | 172 | ||
Ford Motor Credit Co. LLC | 7.122% | 11/7/33 | 200 | 215 | ||
Fortune Brands Innovations Inc. | 4.000% | 6/15/25 | 233 | 229 | ||
Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | 50 | 46 | ||
Fortune Brands Innovations Inc. | 5.875% | 6/1/33 | 100 | 105 | ||
General Motors Co. | 6.125% | 10/1/25 | 600 | 608 | ||
General Motors Co. | 6.800% | 10/1/27 | 100 | 106 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Motors Co. | 5.600% | 10/15/32 | 200 | 205 | ||
General Motors Co. | 5.000% | 4/1/35 | 165 | 158 | ||
General Motors Co. | 6.600% | 4/1/36 | 250 | 267 | ||
General Motors Co. | 5.150% | 4/1/38 | 225 | 213 | ||
General Motors Co. | 6.250% | 10/2/43 | 210 | 215 | ||
General Motors Co. | 5.200% | 4/1/45 | 230 | 207 | ||
General Motors Co. | 5.400% | 4/1/48 | 200 | 183 | ||
General Motors Co. | 5.950% | 4/1/49 | 175 | 172 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 958 | 930 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 250 | 245 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 325 | 320 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 150 | 144 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 150 | 150 | ||
General Motors Financial Co. Inc. | 5.400% | 4/6/26 | 200 | 201 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 200 | 183 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 325 | 319 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 250 | 250 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 500 | 461 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 200 | 180 | ||
General Motors Financial Co. Inc. | 5.800% | 6/23/28 | 250 | 257 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 200 | 178 | ||
General Motors Financial Co. Inc. | 5.800% | 1/7/29 | 500 | 512 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 500 | 482 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 700 | 636 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 300 | 248 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 200 | 168 | ||
General Motors Financial Co. Inc. | 6.400% | 1/9/33 | 100 | 107 | ||
General Motors Financial Co. Inc. | 6.100% | 1/7/34 | 500 | 514 | ||
Genuine Parts Co. | 6.875% | 11/1/33 | 75 | 83 | ||
George Washington University | 4.126% | 9/15/48 | 150 | 134 | ||
Georgetown University | 4.315% | 4/1/49 | 68 | 60 | ||
Georgetown University | 2.943% | 4/1/50 | 100 | 69 | ||
Georgetown University | 5.215% | 10/1/18 | 59 | 57 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 100 | 97 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 125 | 100 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 350 | 326 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 125 | 130 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 50 | 44 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 200 | 195 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 395 | 373 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 200 | 190 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 600 | 565 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 445 | 407 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 500 | 409 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 200 | 167 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 200 | 185 | ||
Home Depot Inc. | 4.500% | 9/15/32 | 200 | 204 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 825 | 922 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 295 | 245 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 175 | 196 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 200 | 182 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 300 | 298 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 100 | 93 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 330 | 299 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 250 | 215 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 225 | 213 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 375 | 292 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 200 | 127 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 300 | 205 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 500 | 406 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 250 | 253 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 200 | 189 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 200 | 183 | ||
Howard University | 5.209% | 10/1/52 | 50 | 46 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 200 | 198 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 75 | 73 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 200 | 207 | ||
JD.com Inc. | 3.875% | 4/29/26 | 200 | 195 | ||
JD.com Inc. | 3.375% | 1/14/30 | 200 | 181 | ||
2 | Johns Hopkins University | 4.083% | 7/1/53 | 75 | 66 | |
Johns Hopkins University | 4.705% | 7/1/32 | 75 | 77 | ||
Lear Corp. | 3.800% | 9/15/27 | 41 | 40 | ||
Lear Corp. | 4.250% | 5/15/29 | 150 | 144 | ||
Lear Corp. | 3.500% | 5/30/30 | 100 | 90 | ||
Lear Corp. | 5.250% | 5/15/49 | 125 | 116 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 125 | 118 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 75 | 73 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 200 | 144 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 200 | 172 | ||
Lennar Corp. | 5.250% | 6/1/26 | 200 | 201 | ||
Lowe's Cos. Inc. | 4.400% | 9/8/25 | 150 | 149 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 200 | 195 | ||
Lowe's Cos. Inc. | 4.800% | 4/1/26 | 200 | 200 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 250 | 238 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 350 | 336 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 260 | 228 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 200 | 177 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 67 | 73 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 300 | 289 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 250 | 249 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 300 | 249 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 500 | 438 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 500 | 468 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/33 | 250 | 255 | ||
Lowe's Cos. Inc. | 5.150% | 7/1/33 | 200 | 206 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 200 | 146 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 28 | 23 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 250 | 198 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 300 | 247 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 500 | 341 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 300 | 254 | ||
Lowe's Cos. Inc. | 5.625% | 4/15/53 | 200 | 211 | ||
Lowe's Cos. Inc. | 5.750% | 7/1/53 | 200 | 212 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 250 | 212 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 200 | 211 | ||
Lowe's Cos. Inc. | 5.850% | 4/1/63 | 200 | 210 | ||
Magna International Inc. | 4.150% | 10/1/25 | 100 | 99 | ||
Magna International Inc. | 2.450% | 6/15/30 | 100 | 88 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 175 | 172 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 65 | 63 | ||
Marriott International Inc. | 3.125% | 6/15/26 | 1,083 | 1,040 | ||
Marriott International Inc. | 4.000% | 4/15/28 | 50 | 48 | ||
Marriott International Inc. | 4.625% | 6/15/30 | 200 | 197 | ||
Marriott International Inc. | 2.850% | 4/15/31 | 300 | 260 | ||
Masco Corp. | 3.500% | 11/15/27 | 100 | 95 | ||
Masco Corp. | 1.500% | 2/15/28 | 200 | 175 | ||
Masco Corp. | 7.750% | 8/1/29 | 24 | 27 | ||
Masco Corp. | 2.000% | 2/15/31 | 100 | 82 | ||
Masco Corp. | 4.500% | 5/15/47 | 100 | 86 | ||
2 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 125 | 113 | |
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 85 | 64 | ||
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 100 | 76 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 130 | 150 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 125 | 121 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 100 | 79 | ||
McDonald's Corp. | 3.300% | 7/1/25 | 497 | 486 | ||
McDonald's Corp. | 3.700% | 1/30/26 | 300 | 295 | ||
McDonald's Corp. | 3.500% | 3/1/27 | 200 | 195 | ||
McDonald's Corp. | 3.500% | 7/1/27 | 315 | 306 | ||
McDonald's Corp. | 3.800% | 4/1/28 | 350 | 341 | ||
McDonald's Corp. | 4.800% | 8/14/28 | 200 | 204 | ||
McDonald's Corp. | 2.625% | 9/1/29 | 200 | 183 | ||
McDonald's Corp. | 2.125% | 3/1/30 | 200 | 175 | ||
McDonald's Corp. | 3.600% | 7/1/30 | 200 | 190 | ||
McDonald's Corp. | 4.700% | 12/9/35 | 200 | 197 | ||
McDonald's Corp. | 6.300% | 10/15/37 | 150 | 170 | ||
McDonald's Corp. | 6.300% | 3/1/38 | 100 | 114 | ||
McDonald's Corp. | 5.700% | 2/1/39 | 100 | 108 | ||
McDonald's Corp. | 3.700% | 2/15/42 | 25 | 21 | ||
McDonald's Corp. | 3.625% | 5/1/43 | 100 | 83 | ||
McDonald's Corp. | 4.600% | 5/26/45 | 210 | 198 | ||
McDonald's Corp. | 4.875% | 12/9/45 | 300 | 296 | ||
McDonald's Corp. | 4.450% | 3/1/47 | 250 | 230 | ||
McDonald's Corp. | 4.450% | 9/1/48 | 150 | 139 | ||
McDonald's Corp. | 3.625% | 9/1/49 | 200 | 161 | ||
McDonald's Corp. | 4.200% | 4/1/50 | 200 | 178 | ||
MDC Holdings Inc. | 2.500% | 1/15/31 | 100 | 82 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 100 | 93 | ||
Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | 250 | 313 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 125 | 116 | ||
NIKE Inc. | 2.400% | 3/27/25 | 225 | 219 | ||
NIKE Inc. | 2.375% | 11/1/26 | 200 | 190 | ||
NIKE Inc. | 2.750% | 3/27/27 | 200 | 191 | ||
NIKE Inc. | 2.850% | 3/27/30 | 200 | 184 | ||
NIKE Inc. | 3.625% | 5/1/43 | 125 | 108 | ||
NIKE Inc. | 3.875% | 11/1/45 | 225 | 198 | ||
NIKE Inc. | 3.375% | 3/27/50 | 300 | 246 | ||
2 | Northwestern University | 4.643% | 12/1/44 | 75 | 72 | |
2 | Northwestern University | 2.640% | 12/1/50 | 50 | 35 | |
2 | Northwestern University | 3.662% | 12/1/57 | 75 | 61 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NVR Inc. | 3.000% | 5/15/30 | 200 | 178 | ||
O'Reilly Automotive Inc. | 5.750% | 11/20/26 | 200 | 205 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 325 | 313 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 500 | 407 | ||
President and Fellows of Harvard College | 4.875% | 10/15/40 | 225 | 228 | ||
President and Fellows of Harvard College | 3.150% | 7/15/46 | 100 | 78 | ||
President and Fellows of Harvard College | 3.745% | 11/15/52 | 100 | 87 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 200 | 203 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 300 | 328 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 50 | 49 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 200 | 182 | ||
Rockefeller Foundation | 2.492% | 10/1/50 | 250 | 166 | ||
Ross Stores Inc. | 4.600% | 4/15/25 | 200 | 198 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 200 | 165 | ||
Sands China Ltd. | 5.375% | 8/8/25 | 400 | 394 | ||
Sands China Ltd. | 4.300% | 1/8/26 | 200 | 192 | ||
Sands China Ltd. | 2.550% | 3/8/27 | 200 | 181 | ||
Sands China Ltd. | 5.650% | 8/8/28 | 400 | 395 | ||
Sands China Ltd. | 4.625% | 6/18/30 | 200 | 182 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 200 | 190 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 100 | 96 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 200 | 197 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 200 | 193 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 450 | 395 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 550 | 486 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 50 | 45 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 125 | 101 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 200 | 183 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 100 | 75 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 300 | 233 | ||
Tapestry Inc. | 7.050% | 11/27/25 | 200 | 205 | ||
Tapestry Inc. | 7.000% | 11/27/26 | 200 | 208 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 23 | 22 | ||
Tapestry Inc. | 7.350% | 11/27/28 | 200 | 210 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 200 | 162 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 350 | 332 | ||
Toll Brothers Finance Corp. | 4.350% | 2/15/28 | 250 | 244 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 500 | 466 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 100 | 94 | ||
Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 200 | 193 | ||
Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 250 | 242 | ||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 125 | 123 | ||
Toyota Motor Credit Corp. | 5.600% | 9/11/25 | 200 | 203 | ||
Toyota Motor Credit Corp. | 4.450% | 5/18/26 | 144 | 144 | ||
Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 200 | 185 | ||
Toyota Motor Credit Corp. | 5.400% | 11/20/26 | 200 | 205 | ||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 200 | 193 | ||
Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 80 | 74 | ||
Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 500 | 447 | ||
Toyota Motor Credit Corp. | 4.550% | 9/20/27 | 250 | 252 | ||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 100 | 95 | ||
Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 200 | 182 | ||
Toyota Motor Credit Corp. | 5.250% | 9/11/28 | 200 | 207 | ||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 530 | 517 | ||
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 150 | 132 | ||
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 400 | 376 | ||
Toyota Motor Credit Corp. | 4.550% | 5/17/30 | 101 | 102 | ||
Toyota Motor Credit Corp. | 5.550% | 11/20/30 | 200 | 211 | ||
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 200 | 167 | ||
Tractor Supply Co. | 1.750% | 11/1/30 | 200 | 164 | ||
Trustees of Boston College | 3.129% | 7/1/52 | 100 | 73 | ||
2 | Trustees of Boston University | 4.061% | 10/1/48 | 50 | 44 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 150 | 167 | ||
Trustees of Princeton University | 2.516% | 7/1/50 | 150 | 103 | ||
Trustees of Princeton University | 4.201% | 3/1/52 | 100 | 93 | ||
Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 200 | 130 | ||
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 50 | 46 | ||
2 | University of Chicago | 2.547% | 4/1/50 | 100 | 68 | |
University of Chicago | 3.000% | 10/1/52 | 50 | 36 | ||
2 | University of Chicago | 4.003% | 10/1/53 | 100 | 88 | |
University of Miami | 4.063% | 4/1/52 | 100 | 85 | ||
2 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 100 | 81 | |
University of Notre Dame du Lac | 3.394% | 2/15/48 | 125 | 101 | ||
2 | University of Southern California | 3.028% | 10/1/39 | 100 | 83 | |
2 | University of Southern California | 3.841% | 10/1/47 | 100 | 85 | |
University of Southern California | 2.945% | 10/1/51 | 200 | 142 | ||
University of Southern California | 5.250% | 10/1/11 | 100 | 103 | ||
VF Corp. | 2.400% | 4/23/25 | 200 | 191 | ||
VF Corp. | 2.950% | 4/23/30 | 200 | 167 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Washington University | 3.524% | 4/15/54 | 100 | 81 | ||
Washington University | 4.349% | 4/15/22 | 50 | 42 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 75 | 73 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 150 | 149 | ||
Whirlpool Corp. | 5.500% | 3/1/33 | 100 | 102 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 100 | 85 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 75 | 63 | ||
2 | William Marsh Rice University | 3.574% | 5/15/45 | 150 | 125 | |
Yale University | 0.873% | 4/15/25 | 100 | 95 | ||
Yale University | 1.482% | 4/15/30 | 100 | 83 | ||
Yale University | 2.402% | 4/15/50 | 100 | 66 | ||
75,408 | ||||||
Consumer Staples (1.7%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 100 | 111 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 150 | 145 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 120 | 123 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 500 | 367 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 275 | 224 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 125 | 104 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 350 | 346 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 425 | 320 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 155 | 158 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 750 | 530 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 70 | 74 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 311 | 305 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 1,195 | 1,193 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 2,130 | 2,101 | ||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 100 | 100 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 450 | 429 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 475 | 463 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 500 | 494 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 465 | 473 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 1,000 | 953 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 275 | 261 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 150 | 200 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 125 | 132 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 325 | 326 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 117 | 111 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 601 | 555 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 600 | 647 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 175 | 167 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 155 | 174 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 200 | 190 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 80 | 88 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 95 | 102 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 50 | 41 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 125 | 117 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 200 | 135 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 330 | 327 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 231 | 221 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 500 | 447 | ||
BAT Capital Corp. | 6.343% | 8/2/30 | 200 | 210 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 500 | 419 | ||
BAT Capital Corp. | 7.750% | 10/19/32 | 100 | 113 | ||
BAT Capital Corp. | 6.421% | 8/2/33 | 200 | 209 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 525 | 440 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 575 | 442 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 250 | 198 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 300 | 212 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 200 | 181 | ||
BAT International Finance plc | 5.931% | 2/2/29 | 200 | 208 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 81 | 80 | ||
Brown-Forman Corp. | 4.750% | 4/15/33 | 200 | 204 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 100 | 93 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 200 | 193 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 350 | 305 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Campbell Soup Co. | 3.300% | 3/19/25 | 125 | 122 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 175 | 171 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 135 | 123 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 100 | 69 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 100 | 96 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 75 | 63 | ||
Clorox Co. | 3.100% | 10/1/27 | 50 | 47 | ||
Clorox Co. | 3.900% | 5/15/28 | 50 | 48 | ||
Clorox Co. | 1.800% | 5/15/30 | 50 | 42 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 200 | 195 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 559 | 535 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 500 | 441 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 125 | 113 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 250 | 240 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 500 | 413 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 100 | 93 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 200 | 151 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 500 | 397 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 175 | 163 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 300 | 207 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 325 | 225 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 125 | 122 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 200 | 180 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 150 | 151 | ||
Colgate-Palmolive Co. | 3.100% | 8/15/27 | 250 | 241 | ||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 150 | 139 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 150 | 149 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 75 | 81 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 50 | 58 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 100 | 98 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 100 | 99 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 425 | 414 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 150 | 145 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 175 | 168 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 75 | 75 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 225 | 209 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 356 | 319 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 200 | 168 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 225 | 223 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 125 | 100 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 100 | 96 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 250 | 227 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,900 | 1,628 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 200 | 166 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 100 | 119 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 200 | 189 | ||
Diageo Capital plc | 5.300% | 10/24/27 | 250 | 258 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 200 | 173 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 200 | 167 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 50 | 55 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 250 | 218 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 105 | 103 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 150 | 145 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 150 | 147 | ||
Dollar General Corp. | 5.200% | 7/5/28 | 200 | 203 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 100 | 92 | ||
Dollar General Corp. | 5.450% | 7/5/33 | 200 | 204 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 350 | 278 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 200 | 196 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 300 | 294 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 367 | 352 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 125 | 111 | ||
Estee Lauder Cos. Inc. | 4.650% | 5/15/33 | 200 | 201 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 75 | 83 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 100 | 91 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 100 | 86 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 125 | 91 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 75 | 72 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 100 | 88 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 200 | 152 | ||
General Mills Inc. | 4.200% | 4/17/28 | 225 | 222 | ||
General Mills Inc. | 2.875% | 4/15/30 | 150 | 136 | ||
General Mills Inc. | 2.250% | 10/14/31 | 250 | 210 | ||
General Mills Inc. | 4.950% | 3/29/33 | 200 | 203 | ||
Haleon US Capital LLC | 3.375% | 3/24/27 | 250 | 241 | ||
Haleon US Capital LLC | 3.375% | 3/24/29 | 250 | 237 | ||
Haleon US Capital LLC | 3.625% | 3/24/32 | 1,000 | 923 | ||
Hershey Co. | 3.200% | 8/21/25 | 65 | 64 | ||
Hershey Co. | 2.300% | 8/15/26 | 100 | 95 | ||
Hershey Co. | 2.450% | 11/15/29 | 130 | 118 | ||
Hershey Co. | 3.125% | 11/15/49 | 150 | 114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hormel Foods Corp. | 1.800% | 6/11/30 | 200 | 170 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 200 | 145 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 100 | 96 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 175 | 156 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 175 | 172 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 150 | 143 | ||
J M Smucker Co. | 5.900% | 11/15/28 | 75 | 79 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 100 | 86 | ||
J M Smucker Co. | 2.125% | 3/15/32 | 100 | 81 | ||
J M Smucker Co. | 6.200% | 11/15/33 | 200 | 218 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 100 | 93 | ||
J M Smucker Co. | 6.500% | 11/15/43 | 130 | 145 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 125 | 110 | ||
J M Smucker Co. | 6.500% | 11/15/53 | 200 | 231 | ||
5 | JBS USA LUX SA / JBS USA Food Co. / JBS Luxembourg SARL | 6.750% | 3/15/34 | 198 | 208 | |
5 | JBS USA LUX SA / JBS USA Food Co. / JBS Luxembourg SARL | 7.250% | 11/15/53 | 122 | 133 | |
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 5.500% | 1/15/30 | 500 | 490 | ||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 5.750% | 4/1/33 | 700 | 691 | ||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 4.375% | 2/2/52 | 400 | 297 | ||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 6.500% | 12/1/52 | 200 | 200 | ||
Kellanova | 3.250% | 4/1/26 | 125 | 121 | ||
Kellanova | 3.400% | 11/15/27 | 125 | 120 | ||
Kellanova | 4.300% | 5/15/28 | 100 | 99 | ||
Kellanova | 7.450% | 4/1/31 | 125 | 143 | ||
Kenvue Inc. | 5.050% | 3/22/28 | 200 | 205 | ||
Kenvue Inc. | 4.900% | 3/22/33 | 200 | 206 | ||
Kenvue Inc. | 5.100% | 3/22/43 | 200 | 208 | ||
Kenvue Inc. | 5.050% | 3/22/53 | 200 | 207 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 66 | 65 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 100 | 97 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 75 | 71 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 100 | 96 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 250 | 244 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 150 | 138 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 250 | 214 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 250 | 241 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 200 | 181 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 125 | 111 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 150 | 122 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 250 | 229 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 50 | 49 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 100 | 97 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 500 | 446 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 50 | 49 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 150 | 142 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 155 | 145 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 250 | 211 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 250 | 298 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 25 | 26 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 175 | 134 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 37 | 38 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 350 | 336 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 200 | 191 | ||
Kraft Heinz Foods Co. | 4.250% | 3/1/31 | 200 | 196 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 100 | 116 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 250 | 281 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 800 | 784 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 450 | 394 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 350 | 332 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 250 | 258 | ||
Kroger Co. | 3.500% | 2/1/26 | 160 | 156 | ||
Kroger Co. | 2.650% | 10/15/26 | 140 | 132 | ||
Kroger Co. | 3.700% | 8/1/27 | 100 | 97 | ||
Kroger Co. | 7.700% | 6/1/29 | 50 | 57 | ||
Kroger Co. | 8.000% | 9/15/29 | 125 | 143 | ||
Kroger Co. | 2.200% | 5/1/30 | 100 | 86 | ||
Kroger Co. | 7.500% | 4/1/31 | 100 | 115 | ||
Kroger Co. | 5.400% | 7/15/40 | 50 | 49 | ||
Kroger Co. | 5.000% | 4/15/42 | 125 | 117 | ||
Kroger Co. | 5.150% | 8/1/43 | 100 | 96 | ||
Kroger Co. | 4.450% | 2/1/47 | 150 | 133 | ||
Kroger Co. | 4.650% | 1/15/48 | 225 | 202 | ||
Kroger Co. | 3.950% | 1/15/50 | 175 | 143 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 150 | 143 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 250 | 219 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 355 | 350 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 100 | 106 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 150 | 141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 375 | 359 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 200 | 193 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 375 | 320 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 100 | 95 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 200 | 189 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 115 | 104 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 500 | 407 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 250 | 168 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 265 | 258 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 200 | 195 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 452 | 445 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 225 | 214 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 100 | 95 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 325 | 312 | ||
PepsiCo Inc. | 4.450% | 5/15/28 | 200 | 204 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 200 | 184 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 345 | 317 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 200 | 170 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 200 | 165 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 175 | 149 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 200 | 151 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 100 | 85 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 300 | 289 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 300 | 248 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 100 | 89 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 240 | 192 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 325 | 239 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 150 | 130 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 150 | 146 | ||
Philip Morris International Inc. | 5.000% | 11/17/25 | 200 | 201 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 305 | 292 | ||
Philip Morris International Inc. | 5.125% | 11/17/27 | 200 | 204 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 100 | 94 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 250 | 234 | ||
Philip Morris International Inc. | 5.625% | 11/17/29 | 200 | 210 | ||
Philip Morris International Inc. | 5.125% | 2/15/30 | 200 | 204 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 150 | 129 | ||
Philip Morris International Inc. | 5.500% | 9/7/30 | 244 | 253 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 412 | ||
Philip Morris International Inc. | 5.750% | 11/17/32 | 700 | 735 | ||
Philip Morris International Inc. | 5.375% | 2/15/33 | 200 | 205 | ||
Philip Morris International Inc. | 5.625% | 9/7/33 | 114 | 119 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 200 | 224 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 500 | 444 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 125 | 112 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 25 | 21 | ||
Pilgrim's Pride Corp. | 3.500% | 3/1/32 | 500 | 424 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 300 | 280 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 500 | 479 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 500 | 468 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 300 | 248 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 150 | 168 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 188 | 168 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 169 | 144 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 326 | 322 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 175 | 173 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 100 | 109 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 75 | 75 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 450 | 424 | ||
Sysco Corp. | 3.750% | 10/1/25 | 75 | 73 | ||
Sysco Corp. | 3.300% | 7/15/26 | 250 | 242 | ||
Sysco Corp. | 3.250% | 7/15/27 | 175 | 167 | ||
Sysco Corp. | 5.750% | 1/17/29 | 100 | 104 | ||
Sysco Corp. | 2.400% | 2/15/30 | 100 | 88 | ||
Sysco Corp. | 5.950% | 4/1/30 | 166 | 177 | ||
Sysco Corp. | 6.000% | 1/17/34 | 100 | 108 | ||
Sysco Corp. | 6.600% | 4/1/40 | 175 | 197 | ||
Sysco Corp. | 4.500% | 4/1/46 | 200 | 178 | ||
Sysco Corp. | 4.450% | 3/15/48 | 100 | 88 | ||
Sysco Corp. | 6.600% | 4/1/50 | 250 | 293 | ||
Sysco Corp. | 3.150% | 12/14/51 | 250 | 179 | ||
Target Corp. | 2.250% | 4/15/25 | 200 | 194 | ||
Target Corp. | 2.500% | 4/15/26 | 175 | 169 | ||
Target Corp. | 1.950% | 1/15/27 | 100 | 93 | ||
Target Corp. | 3.375% | 4/15/29 | 200 | 193 | ||
Target Corp. | 2.650% | 9/15/30 | 250 | 224 | ||
Target Corp. | 4.500% | 9/15/32 | 200 | 202 | ||
Target Corp. | 6.500% | 10/15/37 | 103 | 120 | ||
Target Corp. | 7.000% | 1/15/38 | 125 | 152 | ||
Target Corp. | 3.900% | 11/15/47 | 300 | 260 | ||
Target Corp. | 4.800% | 1/15/53 | 250 | 248 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 100 | 98 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 275 | 262 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tyson Foods Inc. | 4.350% | 3/1/29 | 280 | 272 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 200 | 184 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 275 | 250 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 100 | 98 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 225 | 221 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 125 | 118 | ||
Unilever Capital Corp. | 4.875% | 9/8/28 | 200 | 206 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 300 | 249 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 500 | 416 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 200 | 223 | ||
Unilever Capital Corp. | 5.000% | 12/8/33 | 200 | 208 | ||
Walmart Inc. | 2.650% | 12/15/24 | 200 | 196 | ||
Walmart Inc. | 3.550% | 6/26/25 | 309 | 305 | ||
Walmart Inc. | 3.900% | 9/9/25 | 225 | 223 | ||
Walmart Inc. | 4.000% | 4/15/26 | 100 | 99 | ||
Walmart Inc. | 3.050% | 7/8/26 | 250 | 243 | ||
Walmart Inc. | 1.050% | 9/17/26 | 100 | 92 | ||
Walmart Inc. | 3.900% | 4/15/28 | 200 | 198 | ||
Walmart Inc. | 3.700% | 6/26/28 | 450 | 444 | ||
Walmart Inc. | 3.250% | 7/8/29 | 300 | 288 | ||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 159 | ||
Walmart Inc. | 1.800% | 9/22/31 | 100 | 85 | ||
Walmart Inc. | 4.150% | 9/9/32 | 250 | 250 | ||
Walmart Inc. | 4.100% | 4/15/33 | 250 | 247 | ||
Walmart Inc. | 5.250% | 9/1/35 | 192 | 210 | ||
Walmart Inc. | 6.200% | 4/15/38 | 315 | 371 | ||
Walmart Inc. | 3.950% | 6/28/38 | 275 | 262 | ||
Walmart Inc. | 5.000% | 10/25/40 | 100 | 106 | ||
Walmart Inc. | 4.000% | 4/11/43 | 274 | 249 | ||
Walmart Inc. | 3.625% | 12/15/47 | 265 | 225 | ||
Walmart Inc. | 4.050% | 6/29/48 | 375 | 343 | ||
Walmart Inc. | 2.650% | 9/22/51 | 200 | 140 | ||
Walmart Inc. | 4.500% | 9/9/52 | 200 | 195 | ||
Walmart Inc. | 4.500% | 4/15/53 | 250 | 244 | ||
72,384 | ||||||
Energy (1.9%) | ||||||
Apache Corp. | 4.375% | 10/15/28 | 44 | 42 | ||
Apache Corp. | 4.250% | 1/15/30 | 90 | 85 | ||
Apache Corp. | 6.000% | 1/15/37 | 77 | 76 | ||
Apache Corp. | 5.100% | 9/1/40 | 233 | 200 | ||
Apache Corp. | 5.250% | 2/1/42 | 65 | 55 | ||
Apache Corp. | 4.750% | 4/15/43 | 75 | 59 | ||
Apache Corp. | 5.350% | 7/1/49 | 68 | 57 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 175 | 177 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 2.061% | 12/15/26 | 200 | 187 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 200 | 191 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 250 | 232 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 275 | 233 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 200 | 203 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 100 | 98 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 100 | 98 | ||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 550 | 532 | ||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 400 | 383 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 225 | 224 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 350 | 335 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 200 | 174 | ||
BP Capital Markets America Inc. | 4.812% | 2/13/33 | 400 | 404 | ||
BP Capital Markets America Inc. | 4.893% | 9/11/33 | 300 | 305 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 300 | 232 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 450 | 319 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 300 | 201 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 500 | 347 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 300 | 211 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 400 | 290 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 200 | 192 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 175 | 204 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 500 | 486 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 100 | 88 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 125 | 134 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 100 | 102 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 300 | 314 | ||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 140 | 127 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 100 | 98 | ||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 100 | 83 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 38 | 36 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 39 | 43 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 119 | 113 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 150 | 111 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 225 | 226 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 525 | 527 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 300 | 284 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 100 | 80 | ||
Cheniere Energy Inc. | 4.625% | 10/15/28 | 252 | 246 | ||
Cheniere Energy Partners LP | 4.500% | 10/1/29 | 275 | 263 | ||
Cheniere Energy Partners LP | 4.000% | 3/1/31 | 146 | 133 | ||
Cheniere Energy Partners LP | 3.250% | 1/31/32 | 350 | 298 | ||
5 | Cheniere Energy Partners LP | 5.950% | 6/30/33 | 247 | 254 | |
Chevron Corp. | 1.554% | 5/11/25 | 300 | 288 | ||
Chevron Corp. | 2.236% | 5/11/30 | 500 | 443 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 500 | 445 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 100 | 99 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 200 | 190 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 175 | 184 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 200 | 128 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 400 | 359 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 200 | 150 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 200 | 199 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 200 | 211 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 225 | 249 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 300 | 296 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 100 | 100 | ||
ConocoPhillips | 4.300% | 8/15/28 | 46 | 45 | ||
ConocoPhillips | 2.400% | 2/15/31 | 300 | 256 | ||
ConocoPhillips | 5.900% | 5/15/38 | 450 | 484 | ||
ConocoPhillips | 6.500% | 2/1/39 | 100 | 116 | ||
ConocoPhillips | 4.875% | 10/1/47 | 100 | 97 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 262 | 292 | ||
ConocoPhillips Co. | 5.050% | 9/15/33 | 200 | 206 | ||
ConocoPhillips Co. | 3.758% | 3/15/42 | 88 | 74 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 275 | 246 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 100 | 81 | ||
ConocoPhillips Co. | 5.300% | 5/15/53 | 178 | 183 | ||
ConocoPhillips Co. | 5.550% | 3/15/54 | 175 | 186 | ||
ConocoPhillips Co. | 4.025% | 3/15/62 | 300 | 244 | ||
ConocoPhillips Co. | 5.700% | 9/15/63 | 125 | 135 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 200 | 194 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 50 | 40 | ||
Coterra Energy Inc. | 3.900% | 5/15/27 | 200 | 193 | ||
DCP Midstream Operating LP | 5.625% | 7/15/27 | 75 | 77 | ||
DCP Midstream Operating LP | 3.250% | 2/15/32 | 181 | 157 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 100 | 101 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 100 | 101 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 130 | 131 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 130 | 125 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 160 | 186 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 163 | 190 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 150 | 133 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 100 | 97 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 200 | 186 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 200 | 178 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 200 | 166 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 100 | 81 | ||
Diamondback Energy Inc. | 6.250% | 3/15/53 | 200 | 214 | ||
Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 100 | 90 | ||
Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 200 | 171 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 150 | 152 | ||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 150 | 175 | ||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 125 | 123 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 100 | 97 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 200 | 183 | ||
Enbridge Inc. | 5.900% | 11/15/26 | 125 | 128 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 150 | 145 | ||
Enbridge Inc. | 6.000% | 11/15/28 | 125 | 131 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 200 | 183 | ||
Enbridge Inc. | 6.200% | 11/15/30 | 125 | 134 | ||
Enbridge Inc. | 5.700% | 3/8/33 | 350 | 364 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 200 | 164 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 100 | 86 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 100 | 80 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 200 | 146 | ||
Enbridge Inc. | 6.700% | 11/15/53 | 215 | 251 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 700 | 689 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 500 | 497 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 150 | 147 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer LP | 5.500% | 6/1/27 | 300 | 304 | ||
Energy Transfer LP | 5.550% | 2/15/28 | 200 | 204 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 200 | 199 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 425 | 428 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 250 | 232 | ||
Energy Transfer LP | 5.750% | 2/15/33 | 200 | 207 | ||
Energy Transfer LP | 6.550% | 12/1/33 | 500 | 543 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 225 | 242 | ||
Energy Transfer LP | 5.800% | 6/15/38 | 150 | 151 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 100 | 101 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 275 | 291 | ||
Energy Transfer LP | 4.950% | 1/15/43 | 175 | 153 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 300 | 277 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 100 | 88 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 100 | 93 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 200 | 202 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 200 | 184 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 275 | 257 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 300 | 303 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 320 | 332 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 500 | 447 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 150 | 148 | ||
Enterprise Products Operating LLC | 5.050% | 1/10/26 | 200 | 202 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 150 | 148 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 100 | 98 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 200 | 187 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 300 | 272 | ||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 175 | 201 | ||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 150 | 184 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 300 | 328 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 175 | 188 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 300 | 274 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 520 | 500 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 425 | 406 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 100 | 88 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 350 | 305 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 300 | 219 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 200 | 148 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 200 | 163 | ||
Enterprise Products Operating LLC | 5.250% | 8/16/77 | 100 | 96 | ||
Enterprise Products Operating LLC | 5.375% | 2/15/78 | 200 | 179 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 150 | 149 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 200 | 199 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 200 | 197 | ||
EQT Corp. | 6.125% | 2/1/25 | 56 | 56 | ||
5 | EQT Corp. | 3.125% | 5/15/26 | 150 | 142 | |
EQT Corp. | 3.900% | 10/1/27 | 200 | 191 | ||
EQT Corp. | 5.700% | 4/1/28 | 200 | 203 | ||
EQT Corp. | 5.000% | 1/15/29 | 200 | 199 | ||
EQT Corp. | 7.000% | 2/1/30 | 200 | 215 | ||
Equinor ASA | 1.750% | 1/22/26 | 479 | 453 | ||
Equinor ASA | 7.250% | 9/23/27 | 250 | 274 | ||
Equinor ASA | 3.625% | 9/10/28 | 175 | 171 | ||
Equinor ASA | 2.375% | 5/22/30 | 400 | 357 | ||
Equinor ASA | 5.100% | 8/17/40 | 125 | 129 | ||
Equinor ASA | 4.250% | 11/23/41 | 175 | 162 | ||
Equinor ASA | 3.950% | 5/15/43 | 125 | 110 | ||
Equinor ASA | 4.800% | 11/8/43 | 175 | 172 | ||
Equinor ASA | 3.250% | 11/18/49 | 225 | 171 | ||
Equinor ASA | 3.700% | 4/6/50 | 405 | 334 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 950 | 931 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 300 | 291 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 600 | 571 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 250 | 227 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 650 | 581 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 100 | 80 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 400 | 371 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 235 | 193 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 200 | 178 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 825 | 753 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 500 | 394 | ||
Halliburton Co. | 3.800% | 11/15/25 | 8 | 8 | ||
Halliburton Co. | 2.920% | 3/1/30 | 200 | 180 | ||
Halliburton Co. | 6.700% | 9/15/38 | 345 | 403 | ||
Halliburton Co. | 4.500% | 11/15/41 | 100 | 91 | ||
Halliburton Co. | 5.000% | 11/15/45 | 500 | 485 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 100 | 84 | ||
Hess Corp. | 4.300% | 4/1/27 | 250 | 248 | ||
Hess Corp. | 7.125% | 3/15/33 | 100 | 116 | ||
Hess Corp. | 5.600% | 2/15/41 | 450 | 473 | ||
HF Sinclair Corp. | 5.875% | 4/1/26 | 200 | 202 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 50 | 51 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 250 | 263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 50 | 55 | ||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 200 | 211 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 250 | 264 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 50 | 48 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 475 | 408 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 75 | 67 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 300 | 296 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 200 | 184 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 200 | 198 | ||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 290 | 332 | ||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 265 | 303 | ||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 175 | 174 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 200 | 193 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 350 | 313 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 200 | 143 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 200 | 182 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 125 | 117 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 200 | 161 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 150 | 119 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 100 | 89 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 200 | 195 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 400 | 433 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 300 | 298 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 200 | 202 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 300 | 323 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 260 | 218 | ||
MPLX LP | 4.875% | 12/1/24 | 400 | 397 | ||
MPLX LP | 4.875% | 6/1/25 | 283 | 281 | ||
MPLX LP | 4.125% | 3/1/27 | 300 | 294 | ||
MPLX LP | 4.250% | 12/1/27 | 400 | 391 | ||
MPLX LP | 4.000% | 3/15/28 | 400 | 386 | ||
MPLX LP | 2.650% | 8/15/30 | 500 | 432 | ||
MPLX LP | 4.950% | 9/1/32 | 149 | 146 | ||
MPLX LP | 5.000% | 3/1/33 | 200 | 196 | ||
MPLX LP | 4.500% | 4/15/38 | 400 | 356 | ||
MPLX LP | 5.500% | 2/15/49 | 455 | 441 | ||
MPLX LP | 4.950% | 3/14/52 | 200 | 179 | ||
MPLX LP | 5.650% | 3/1/53 | 200 | 198 | ||
NOV Inc. | 3.600% | 12/1/29 | 200 | 185 | ||
NOV Inc. | 3.950% | 12/1/42 | 125 | 96 | ||
Occidental Petroleum Corp. | 5.875% | 9/1/25 | 107 | 108 | ||
Occidental Petroleum Corp. | 5.500% | 12/1/25 | 80 | 80 | ||
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 150 | 151 | ||
Occidental Petroleum Corp. | 8.500% | 7/15/27 | 86 | 94 | ||
Occidental Petroleum Corp. | 6.375% | 9/1/28 | 97 | 102 | ||
Occidental Petroleum Corp. | 8.875% | 7/15/30 | 176 | 206 | ||
Occidental Petroleum Corp. | 6.625% | 9/1/30 | 255 | 271 | ||
Occidental Petroleum Corp. | 6.125% | 1/1/31 | 196 | 204 | ||
Occidental Petroleum Corp. | 7.500% | 5/1/31 | 153 | 172 | ||
Occidental Petroleum Corp. | 7.875% | 9/15/31 | 85 | 97 | ||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 301 | 319 | ||
Occidental Petroleum Corp. | 7.950% | 6/15/39 | 43 | 50 | ||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 128 | 132 | ||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 196 | 212 | ||
Occidental Petroleum Corp. | 4.400% | 4/15/46 | 75 | 61 | ||
Occidental Petroleum Corp. | 4.200% | 3/15/48 | 53 | 42 | ||
ONEOK Inc. | 2.200% | 9/15/25 | 425 | 404 | ||
ONEOK Inc. | 5.550% | 11/1/26 | 52 | 53 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 200 | 197 | ||
ONEOK Inc. | 5.650% | 11/1/28 | 100 | 103 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 100 | 97 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 245 | 226 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 200 | 180 | ||
ONEOK Inc. | 6.050% | 9/1/33 | 350 | 370 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 200 | 179 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 150 | 126 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 100 | 84 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 150 | 172 | ||
ONEOK Inc. | 6.625% | 9/1/53 | 250 | 280 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 300 | 327 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 150 | 157 | ||
Ovintiv Inc. | 5.375% | 1/1/26 | 100 | 100 | ||
Ovintiv Inc. | 5.650% | 5/15/28 | 100 | 102 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 50 | 55 | ||
Ovintiv Inc. | 6.250% | 7/15/33 | 100 | 103 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 150 | 160 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 200 | 207 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 100 | 103 | ||
Ovintiv Inc. | 7.100% | 7/15/53 | 75 | 83 | ||
Patterson-UTI Energy Inc. | 5.150% | 11/15/29 | 150 | 143 | ||
Patterson-UTI Energy Inc. | 7.150% | 10/1/33 | 100 | 106 | ||
2 | Petroleos Mexicanos | 2.378% | 4/15/25 | 7 | 7 | |
Phillips 66 | 3.850% | 4/9/25 | 300 | 295 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phillips 66 | 3.900% | 3/15/28 | 150 | 146 | ||
Phillips 66 | 2.150% | 12/15/30 | 100 | 84 | ||
Phillips 66 | 4.650% | 11/15/34 | 300 | 292 | ||
Phillips 66 | 4.875% | 11/15/44 | 500 | 479 | ||
Phillips 66 | 3.300% | 3/15/52 | 200 | 143 | ||
Phillips 66 Co. | 3.605% | 2/15/25 | 250 | 246 | ||
Phillips 66 Co. | 4.950% | 12/1/27 | 200 | 202 | ||
Phillips 66 Co. | 3.750% | 3/1/28 | 50 | 48 | ||
Phillips 66 Co. | 3.150% | 12/15/29 | 100 | 92 | ||
Phillips 66 Co. | 4.680% | 2/15/45 | 245 | 223 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 300 | 255 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 200 | 170 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 100 | 99 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 275 | 253 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.800% | 9/15/30 | 200 | 184 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 100 | 107 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 110 | 100 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 200 | 167 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 50 | 43 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 400 | 401 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 450 | 458 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 250 | 251 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 300 | 294 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 300 | 294 | ||
Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | 150 | 159 | ||
Schlumberger Investment SA | 4.500% | 5/15/28 | 100 | 101 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 300 | 270 | ||
Schlumberger Investment SA | 4.850% | 5/15/33 | 100 | 102 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 200 | 196 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 500 | 482 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 600 | 571 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 100 | 98 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 550 | 495 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 50 | 46 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 300 | 287 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 475 | 547 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 175 | 187 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 200 | 151 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 300 | 284 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 430 | 395 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 700 | 608 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 500 | 368 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 200 | 143 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 138 | 135 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 205 | 197 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 325 | 279 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 125 | 131 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 225 | 246 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 300 | 321 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 100 | 79 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 200 | 150 | ||
Targa Resources Corp. | 6.150% | 3/1/29 | 175 | 183 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 200 | 184 | ||
Targa Resources Corp. | 6.125% | 3/15/33 | 284 | 300 | ||
Targa Resources Corp. | 6.500% | 3/30/34 | 175 | 189 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 200 | 176 | ||
Targa Resources Corp. | 6.500% | 2/15/53 | 200 | 217 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 6.500% | 7/15/27 | 100 | 102 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 5.000% | 1/15/28 | 100 | 99 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 6.875% | 1/15/29 | 100 | 103 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 5.500% | 3/1/30 | 200 | 200 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.875% | 2/1/31 | 200 | 194 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.000% | 1/15/32 | 200 | 182 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 50 | 48 | ||
Total Capital International SA | 3.386% | 6/29/60 | 200 | 149 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Total Energies Capital International SA | 2.434% | 1/10/25 | 175 | 171 | ||
Total Energies Capital International SA | 3.461% | 7/12/49 | 200 | 158 | ||
Total Energies Capital International SA | 3.127% | 5/29/50 | 100 | 74 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 250 | 244 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 400 | 381 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 200 | 167 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 300 | 284 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 150 | 152 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 300 | 310 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 300 | 278 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 200 | 211 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 300 | 275 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 100 | 97 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 200 | 182 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 100 | 90 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 100 | 81 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 137 | 135 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 400 | 462 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 300 | 329 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 150 | 139 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 100 | 73 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 75 | 74 | ||
Western Midstream Operating LP | 3.100% | 2/1/25 | 200 | 195 | ||
Western Midstream Operating LP | 4.750% | 8/15/28 | 54 | 53 | ||
Western Midstream Operating LP | 4.050% | 2/1/30 | 227 | 213 | ||
Western Midstream Operating LP | 6.150% | 4/1/33 | 132 | 137 | ||
Western Midstream Operating LP | 5.300% | 3/1/48 | 200 | 175 | ||
Western Midstream Operating LP | 5.250% | 2/1/50 | 300 | 268 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 681 | 670 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 300 | 289 | ||
Williams Cos. Inc. | 5.300% | 8/15/28 | 138 | 141 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 200 | 183 | ||
Williams Cos. Inc. | 2.600% | 3/15/31 | 200 | 171 | ||
Williams Cos. Inc. | 4.650% | 8/15/32 | 200 | 195 | ||
Williams Cos. Inc. | 5.650% | 3/15/33 | 200 | 209 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 100 | 107 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 100 | 101 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 400 | 390 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 100 | 101 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 200 | 189 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 150 | 136 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 200 | 147 | ||
Williams Cos. Inc. | 5.300% | 8/15/52 | 100 | 97 | ||
82,837 | ||||||
Financials (7.7%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 50 | 59 | ||
Aegon Ltd. | 5.500% | 4/11/48 | 200 | 190 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 250 | 254 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 125 | 123 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.450% | 10/29/26 | 750 | 695 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.100% | 1/15/27 | 200 | 204 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 300 | 285 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 10/15/27 | 500 | 491 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 300 | 286 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.750% | 6/6/28 | 200 | 205 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.000% | 10/29/28 | 750 | 685 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.150% | 9/30/30 | 200 | 211 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/30/32 | 750 | 653 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.400% | 10/29/33 | 500 | 430 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.850% | 10/29/41 | 300 | 243 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 125 | 121 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 300 | 267 | ||
Aflac Inc. | 2.875% | 10/15/26 | 75 | 71 | ||
Aflac Inc. | 4.000% | 10/15/46 | 50 | 41 | ||
Aflac Inc. | 4.750% | 1/15/49 | 235 | 221 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Air Lease Corp. | 2.300% | 2/1/25 | 200 | 193 | ||
Air Lease Corp. | 3.250% | 3/1/25 | 150 | 146 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 250 | 242 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 200 | 183 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 75 | 72 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 200 | 189 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 500 | 438 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 100 | 98 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 100 | 90 | ||
Air Lease Corp. | 3.000% | 2/1/30 | 225 | 200 | ||
Air Lease Corp. | 3.125% | 12/1/30 | 750 | 657 | ||
Air Lease Corp. | 2.875% | 1/15/32 | 200 | 170 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 100 | 97 | ||
Alleghany Corp. | 3.625% | 5/15/30 | 100 | 95 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 100 | 97 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 250 | 189 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 75 | 73 | ||
Allstate Corp. | 1.450% | 12/15/30 | 100 | 81 | ||
Allstate Corp. | 5.250% | 3/30/33 | 200 | 204 | ||
Allstate Corp. | 5.550% | 5/9/35 | 75 | 78 | ||
Allstate Corp. | 4.500% | 6/15/43 | 125 | 112 | ||
Allstate Corp. | 4.200% | 12/15/46 | 200 | 170 | ||
Allstate Corp. | 3.850% | 8/10/49 | 100 | 81 | ||
Allstate Corp. | 6.500% | 5/15/67 | 100 | 99 | ||
Ally Financial Inc. | 2.200% | 11/2/28 | 450 | 385 | ||
Ally Financial Inc. | 6.992% | 6/13/29 | 200 | 207 | ||
Ally Financial Inc. | 8.000% | 11/1/31 | 400 | 438 | ||
American Express Co. | 3.625% | 12/5/24 | 241 | 237 | ||
American Express Co. | 2.250% | 3/4/25 | 200 | 194 | ||
American Express Co. | 4.200% | 11/6/25 | 150 | 148 | ||
American Express Co. | 4.900% | 2/13/26 | 230 | 231 | ||
American Express Co. | 4.990% | 5/1/26 | 200 | 200 | ||
American Express Co. | 3.125% | 5/20/26 | 250 | 241 | ||
American Express Co. | 6.338% | 10/30/26 | 200 | 204 | ||
American Express Co. | 1.650% | 11/4/26 | 525 | 485 | ||
American Express Co. | 2.550% | 3/4/27 | 200 | 187 | ||
American Express Co. | 3.300% | 5/3/27 | 350 | 335 | ||
American Express Co. | 5.389% | 7/28/27 | 200 | 202 | ||
American Express Co. | 5.282% | 7/27/29 | 200 | 204 | ||
American Express Co. | 6.489% | 10/30/31 | 200 | 217 | ||
American Express Co. | 5.043% | 5/1/34 | 192 | 192 | ||
American Express Co. | 4.050% | 12/3/42 | 67 | 61 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 150 | 150 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 110 | 92 | ||
American International Group Inc. | 4.200% | 4/1/28 | 120 | 117 | ||
American International Group Inc. | 4.250% | 3/15/29 | 30 | 29 | ||
American International Group Inc. | 3.400% | 6/30/30 | 120 | 110 | ||
American International Group Inc. | 3.875% | 1/15/35 | 100 | 91 | ||
American International Group Inc. | 4.700% | 7/10/35 | 45 | 42 | ||
American International Group Inc. | 6.250% | 5/1/36 | 475 | 505 | ||
American International Group Inc. | 4.500% | 7/16/44 | 350 | 316 | ||
American International Group Inc. | 4.750% | 4/1/48 | 200 | 190 | ||
American International Group Inc. | 5.750% | 4/1/48 | 125 | 124 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 20 | 20 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 100 | 96 | ||
Ameriprise Financial Inc. | 5.150% | 5/15/33 | 200 | 206 | ||
Aon Corp. | 8.205% | 1/1/27 | 25 | 27 | ||
Aon Corp. | 4.500% | 12/15/28 | 100 | 99 | ||
Aon Corp. | 3.750% | 5/2/29 | 90 | 86 | ||
Aon Corp. | 2.800% | 5/15/30 | 405 | 359 | ||
Aon Corp. | 6.250% | 9/30/40 | 100 | 108 | ||
Aon Corp. / Aon Global Holdings plc | 5.350% | 2/28/33 | 225 | 231 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 125 | 122 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 175 | 157 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 100 | 92 | ||
Apollo Global Management Inc. | 6.375% | 11/15/33 | 75 | 81 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 100 | 97 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 94 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 50 | 57 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 200 | 153 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 50 | 47 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 105 | 103 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 115 | 110 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 500 | 456 | ||
Ares Capital Corp. | 7.000% | 1/15/27 | 80 | 82 | ||
Ares Capital Corp. | 2.875% | 6/15/27 | 224 | 205 | ||
Arthur J Gallagher & Co. | 5.500% | 3/2/33 | 200 | 204 | ||
Arthur J Gallagher & Co. | 5.750% | 3/2/53 | 200 | 205 | ||
Assurant Inc. | 4.900% | 3/27/28 | 100 | 99 | ||
Assurant Inc. | 6.750% | 2/15/34 | 9 | 10 | ||
Assured Guaranty US Holdings Inc. | 6.125% | 9/15/28 | 100 | 105 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Athene Holding Ltd. | 4.125% | 1/12/28 | 200 | 191 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 210 | 217 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 500 | 440 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 5 | 4 | ||
Australia & New Zealand Banking Group Ltd. | 5.375% | 7/3/25 | 200 | 202 | ||
Australia & New Zealand Banking Group Ltd. | 5.671% | 10/3/25 | 250 | 254 | ||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 245 | ||
Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | 250 | 251 | ||
AXA SA | 8.600% | 12/15/30 | 112 | 135 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 50 | 47 | ||
AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 50 | 42 | ||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 550 | 527 | ||
Banco Bilbao Vizcaya Argentaria SA | 7.883% | 11/15/34 | 200 | 218 | ||
Banco Santander SA | 5.147% | 8/18/25 | 200 | 199 | ||
Banco Santander SA | 5.179% | 11/19/25 | 250 | 248 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 926 | ||
Banco Santander SA | 4.250% | 4/11/27 | 600 | 581 | ||
Banco Santander SA | 5.294% | 8/18/27 | 200 | 200 | ||
Banco Santander SA | 6.527% | 11/7/27 | 800 | 828 | ||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 189 | ||
Banco Santander SA | 4.379% | 4/12/28 | 200 | 194 | ||
Banco Santander SA | 6.607% | 11/7/28 | 200 | 213 | ||
Banco Santander SA | 2.958% | 3/25/31 | 600 | 516 | ||
Banco Santander SA | 6.921% | 8/8/33 | 400 | 427 | ||
Banco Santander SA | 6.938% | 11/7/33 | 200 | 222 | ||
Bank of America Corp. | 1.530% | 12/6/25 | 1,225 | 1,177 | ||
Bank of America Corp. | 3.366% | 1/23/26 | 300 | 293 | ||
Bank of America Corp. | 2.015% | 2/13/26 | 1,000 | 961 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 475 | 469 | ||
Bank of America Corp. | 3.384% | 4/2/26 | 582 | 566 | ||
Bank of America Corp. | 3.500% | 4/19/26 | 320 | 311 | ||
Bank of America Corp. | 1.319% | 6/19/26 | 500 | 471 | ||
Bank of America Corp. | 4.250% | 10/22/26 | 725 | 712 | ||
Bank of America Corp. | 1.197% | 10/24/26 | 500 | 464 | ||
Bank of America Corp. | 5.080% | 1/20/27 | 275 | 275 | ||
Bank of America Corp. | 3.559% | 4/23/27 | 750 | 722 | ||
Bank of America Corp. | 1.734% | 7/22/27 | 500 | 458 | ||
Bank of America Corp. | 3.248% | 10/21/27 | 750 | 714 | ||
Bank of America Corp. | 4.183% | 11/25/27 | 560 | 545 | ||
Bank of America Corp. | 3.824% | 1/20/28 | 1,248 | 1,200 | ||
Bank of America Corp. | 2.551% | 2/4/28 | 675 | 625 | ||
Bank of America Corp. | 3.705% | 4/24/28 | 350 | 334 | ||
Bank of America Corp. | 3.593% | 7/21/28 | 800 | 759 | ||
Bank of America Corp. | 6.204% | 11/10/28 | 350 | 365 | ||
Bank of America Corp. | 3.419% | 12/20/28 | 1,334 | 1,256 | ||
Bank of America Corp. | 3.970% | 3/5/29 | 225 | 215 | ||
Bank of America Corp. | 5.202% | 4/25/29 | 450 | 453 | ||
Bank of America Corp. | 2.087% | 6/14/29 | 1,500 | 1,323 | ||
Bank of America Corp. | 4.271% | 7/23/29 | 575 | 555 | ||
Bank of America Corp. | 3.974% | 2/7/30 | 150 | 142 | ||
Bank of America Corp. | 3.194% | 7/23/30 | 1,125 | 1,020 | ||
Bank of America Corp. | 2.884% | 10/22/30 | 300 | 266 | ||
Bank of America Corp. | 2.496% | 2/13/31 | 750 | 645 | ||
Bank of America Corp. | 2.592% | 4/29/31 | 2,000 | 1,722 | ||
Bank of America Corp. | 2.687% | 4/22/32 | 500 | 422 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 1,500 | 1,244 | ||
Bank of America Corp. | 2.972% | 2/4/33 | 925 | 786 | ||
Bank of America Corp. | 5.015% | 7/22/33 | 500 | 494 | ||
Bank of America Corp. | 5.288% | 4/25/34 | 450 | 451 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 335 | 358 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 570 | 501 | ||
Bank of America Corp. | 4.244% | 4/24/38 | 300 | 271 | ||
Bank of America Corp. | 7.750% | 5/14/38 | 240 | 292 | ||
Bank of America Corp. | 4.078% | 4/23/40 | 550 | 482 | ||
Bank of America Corp. | 2.676% | 6/19/41 | 1,000 | 717 | ||
Bank of America Corp. | 5.875% | 2/7/42 | 300 | 324 | ||
Bank of America Corp. | 3.311% | 4/22/42 | 400 | 312 | ||
Bank of America Corp. | 5.000% | 1/21/44 | 615 | 606 | ||
Bank of America Corp. | 4.875% | 4/1/44 | 300 | 292 | ||
Bank of America Corp. | 4.750% | 4/21/45 | 100 | 91 | ||
Bank of America Corp. | 4.443% | 1/20/48 | 100 | 90 | ||
Bank of America Corp. | 4.330% | 3/15/50 | 250 | 219 | ||
Bank of America Corp. | 4.083% | 3/20/51 | 1,500 | 1,266 | ||
Bank of America Corp. | 2.831% | 10/24/51 | 500 | 339 | ||
Bank of America Corp. | 3.483% | 3/13/52 | 500 | 386 | ||
Bank of America Corp. | 2.972% | 7/21/52 | 400 | 282 | ||
Bank of America NA | 5.650% | 8/18/25 | 275 | 279 | ||
Bank of America NA | 5.526% | 8/18/26 | 275 | 280 | ||
Bank of America NA | 6.000% | 10/15/36 | 250 | 271 | ||
Bank of Montreal | 5.200% | 12/12/24 | 200 | 200 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of Montreal | 1.500% | 1/10/25 | 200 | 193 | ||
Bank of Montreal | 1.850% | 5/1/25 | 457 | 438 | ||
Bank of Montreal | 3.700% | 6/7/25 | 200 | 196 | ||
Bank of Montreal | 5.920% | 9/25/25 | 200 | 203 | ||
Bank of Montreal | 5.300% | 6/5/26 | 200 | 202 | ||
Bank of Montreal | 2.650% | 3/8/27 | 200 | 188 | ||
Bank of Montreal | 5.203% | 2/1/28 | 200 | 204 | ||
Bank of Montreal | 5.717% | 9/25/28 | 200 | 207 | ||
Bank of Montreal | 3.803% | 12/15/32 | 500 | 460 | ||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 84 | 83 | ||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 547 | 535 | ||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 576 | 552 | ||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 408 | 385 | ||
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 120 | 112 | ||
Bank of New York Mellon Corp. | 4.947% | 4/26/27 | 200 | 200 | ||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 150 | 144 | ||
Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 150 | 144 | ||
Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 200 | 207 | ||
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 200 | 185 | ||
Bank of New York Mellon Corp. | 4.543% | 2/1/29 | 200 | 199 | ||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 100 | 94 | ||
Bank of New York Mellon Corp. | 6.317% | 10/25/29 | 200 | 212 | ||
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 80 | 68 | ||
Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 200 | 212 | ||
Bank of New York Mellon Corp. | 4.706% | 2/1/34 | 200 | 196 | ||
Bank of New York Mellon Corp. | 4.967% | 4/26/34 | 1,200 | 1,195 | ||
Bank of Nova Scotia | 5.250% | 12/6/24 | 200 | 200 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 200 | 193 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 1,875 | 1,818 | ||
Bank of Nova Scotia | 3.450% | 4/11/25 | 200 | 196 | ||
Bank of Nova Scotia | 5.450% | 6/12/25 | 200 | 201 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 300 | 295 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 100 | 95 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 500 | 455 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 200 | 184 | ||
Bank of Nova Scotia | 5.250% | 6/12/28 | 200 | 203 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 200 | 168 | ||
Bank of Nova Scotia | 5.650% | 2/1/34 | 200 | 208 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 200 | 179 | ||
Barclays plc | 3.650% | 3/16/25 | 350 | 342 | ||
Barclays plc | 4.375% | 1/12/26 | 300 | 296 | ||
Barclays plc | 2.852% | 5/7/26 | 300 | 290 | ||
Barclays plc | 5.200% | 5/12/26 | 610 | 606 | ||
Barclays plc | 5.304% | 8/9/26 | 500 | 498 | ||
Barclays plc | 7.325% | 11/2/26 | 375 | 387 | ||
Barclays plc | 5.829% | 5/9/27 | 350 | 353 | ||
Barclays plc | 4.337% | 1/10/28 | 200 | 194 | ||
Barclays plc | 4.836% | 5/9/28 | 400 | 390 | ||
Barclays plc | 5.501% | 8/9/28 | 325 | 327 | ||
Barclays plc | 7.385% | 11/2/28 | 375 | 401 | ||
Barclays plc | 4.972% | 5/16/29 | 500 | 491 | ||
Barclays plc | 6.490% | 9/13/29 | 326 | 340 | ||
Barclays plc | 5.088% | 6/20/30 | 345 | 334 | ||
Barclays plc | 2.645% | 6/24/31 | 400 | 338 | ||
Barclays plc | 5.746% | 8/9/33 | 325 | 328 | ||
Barclays plc | 7.437% | 11/2/33 | 1,125 | 1,261 | ||
Barclays plc | 7.119% | 6/27/34 | 270 | 287 | ||
Barclays plc | 3.564% | 9/23/35 | 250 | 215 | ||
Barclays plc | 5.250% | 8/17/45 | 250 | 245 | ||
Barclays plc | 4.950% | 1/10/47 | 200 | 187 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 140 | 159 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 195 | 188 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 750 | 692 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 180 | 168 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 725 | 509 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 534 | 448 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 725 | 705 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 100 | 97 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 90 | 87 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 380 | 339 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 600 | 502 | ||
BlackRock Inc. | 4.750% | 5/25/33 | 200 | 202 | ||
Blackstone Private Credit Fund | 2.625% | 12/15/26 | 300 | 272 | ||
Blackstone Private Credit Fund | 3.250% | 3/15/27 | 400 | 367 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 500 | 458 | ||
Blue Owl Capital Corp. | 3.750% | 7/22/25 | 180 | 173 | ||
Blue Owl Capital Corp. | 3.400% | 7/15/26 | 244 | 227 | ||
5 | Blue Owl Credit Income Corp. | 7.950% | 6/13/28 | 200 | 207 | |
5 | BNP Paribas SA | 3.052% | 1/13/31 | 50 | 44 | |
BPCE SA | 3.375% | 12/2/26 | 250 | 242 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 173 | 137 | ||
Brookfield Corp. | 4.000% | 1/15/25 | 157 | 155 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Brookfield Finance I UK plc / Brookfield Finance Inc. | 2.340% | 1/30/32 | 120 | 96 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 50 | 49 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 125 | 120 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 150 | 149 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 205 | 198 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 185 | 161 | ||
Brookfield Finance LLC / Brookfield Finance Inc. | 3.450% | 4/15/50 | 125 | 87 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 75 | 73 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 500 | 410 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 120 | 116 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 200 | 195 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 275 | 252 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 200 | 192 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 200 | 183 | ||
Canadian Imperial Bank of Commerce | 6.092% | 10/3/33 | 200 | 213 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 175 | 172 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 243 | 233 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 500 | 479 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 100 | 96 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 800 | 763 | ||
Capital One Financial Corp. | 7.149% | 10/29/27 | 200 | 208 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 300 | 285 | ||
Capital One Financial Corp. | 5.468% | 2/1/29 | 200 | 200 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 230 | 205 | ||
Capital One Financial Corp. | 7.624% | 10/30/31 | 200 | 219 | ||
Capital One Financial Corp. | 5.817% | 2/1/34 | 732 | 729 | ||
Capital One Financial Corp. | 6.377% | 6/8/34 | 500 | 515 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 110 | 107 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 384 | 377 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 25 | 25 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 300 | 275 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 500 | 459 | ||
Charles Schwab Corp. | 5.875% | 8/24/26 | 180 | 185 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 250 | 239 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 245 | 228 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 125 | 119 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 100 | 94 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 125 | 121 | ||
Charles Schwab Corp. | 5.643% | 5/19/29 | 220 | 226 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 100 | 94 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 50 | 45 | ||
Charles Schwab Corp. | 6.196% | 11/17/29 | 220 | 231 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 50 | 50 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 500 | 418 | ||
Charles Schwab Corp. | 6.136% | 8/24/34 | 235 | 248 | ||
Chubb Corp. | 6.000% | 5/11/37 | 125 | 138 | ||
Chubb Corp. | 6.500% | 5/15/38 | 95 | 110 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 250 | 245 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 355 | 345 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 200 | 233 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 100 | 91 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 350 | 329 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 100 | 73 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 200 | 144 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 350 | 206 | ||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 100 | 107 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 75 | 79 | ||
Citibank NA | 5.864% | 9/29/25 | 250 | 254 | ||
Citibank NA | 5.488% | 12/4/26 | 450 | 458 | ||
Citibank NA | 5.803% | 9/29/28 | 450 | 470 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 350 | 344 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 1,716 | 1,697 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 75 | 75 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 275 | 269 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 300 | 288 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 275 | 271 | ||
Citigroup Inc. | 5.610% | 9/29/26 | 200 | 201 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 1,025 | 978 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 75 | 74 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 1,230 | 1,202 | ||
Citigroup Inc. | 3.887% | 1/10/28 | 475 | 460 | ||
Citigroup Inc. | 3.070% | 2/24/28 | 1,000 | 942 | ||
Citigroup Inc. | 4.658% | 5/24/28 | 350 | 348 | ||
Citigroup Inc. | 3.668% | 7/24/28 | 900 | 858 | ||
Citigroup Inc. | 4.125% | 7/25/28 | 100 | 96 | ||
Citigroup Inc. | 3.520% | 10/27/28 | 580 | 548 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 3.980% | 3/20/30 | 475 | 451 | ||
Citigroup Inc. | 2.976% | 11/5/30 | 300 | 267 | ||
Citigroup Inc. | 2.666% | 1/29/31 | 500 | 434 | ||
Citigroup Inc. | 4.412% | 3/31/31 | 750 | 718 | ||
Citigroup Inc. | 2.572% | 6/3/31 | 500 | 427 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 100 | 109 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 475 | 392 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 230 | 196 | ||
Citigroup Inc. | 3.785% | 3/17/33 | 600 | 540 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 220 | 215 | ||
Citigroup Inc. | 6.270% | 11/17/33 | 500 | 535 | ||
Citigroup Inc. | 6.174% | 5/25/34 | 350 | 363 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 75 | 80 | ||
Citigroup Inc. | 3.878% | 1/24/39 | 225 | 194 | ||
Citigroup Inc. | 8.125% | 7/15/39 | 562 | 725 | ||
Citigroup Inc. | 5.316% | 3/26/41 | 1,000 | 1,003 | ||
Citigroup Inc. | 5.875% | 1/30/42 | 100 | 106 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 375 | 361 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 200 | 182 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 375 | 336 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 450 | 416 | ||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 175 | 163 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 200 | 168 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 357 | 304 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 125 | 96 | ||
CME Group Inc. | 2.650% | 3/15/32 | 500 | 444 | ||
CME Group Inc. | 5.300% | 9/15/43 | 200 | 213 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 125 | 124 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 100 | 96 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 100 | 96 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 250 | 248 | ||
Comerica Bank | 4.000% | 7/27/25 | 50 | 48 | ||
Comerica Inc. | 4.000% | 2/1/29 | 90 | 85 | ||
Commonwealth Bank of Australia | 5.316% | 3/13/26 | 265 | 269 | ||
Cooperatieve Rabobank UA | 5.000% | 1/13/25 | 250 | 250 | ||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 666 | 653 | ||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 475 | 455 | ||
Cooperatieve Rabobank UA | 5.500% | 10/5/26 | 250 | 256 | ||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 100 | 106 | ||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 250 | 258 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 350 | 347 | ||
Corebridge Financial Inc. | 3.500% | 4/4/25 | 500 | 488 | ||
Corebridge Financial Inc. | 3.850% | 4/5/29 | 185 | 175 | ||
Corebridge Financial Inc. | 3.900% | 4/5/32 | 500 | 453 | ||
5 | Corebridge Financial Inc. | 6.050% | 9/15/33 | 400 | 418 | |
Corebridge Financial Inc. | 5.750% | 1/15/34 | 132 | 135 | ||
Corebridge Financial Inc. | 4.350% | 4/5/42 | 100 | 85 | ||
Corebridge Financial Inc. | 4.400% | 4/5/52 | 215 | 180 | ||
Credit Suisse AG | 3.700% | 2/21/25 | 300 | 294 | ||
Credit Suisse AG | 1.250% | 8/7/26 | 255 | 231 | ||
Credit Suisse AG | 5.000% | 7/9/27 | 250 | 250 | ||
Credit Suisse AG | 7.500% | 2/15/28 | 425 | 466 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 100 | 114 | ||
Deutsche Bank AG | 4.500% | 4/1/25 | 200 | 196 | ||
Deutsche Bank AG | 4.100% | 1/13/26 | 100 | 97 | ||
Deutsche Bank AG | 1.686% | 3/19/26 | 500 | 465 | ||
Deutsche Bank AG | 6.119% | 7/14/26 | 1,150 | 1,162 | ||
Deutsche Bank AG | 7.146% | 7/13/27 | 500 | 519 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 250 | 229 | ||
Deutsche Bank AG | 6.720% | 1/18/29 | 325 | 340 | ||
Deutsche Bank AG | 6.819% | 11/20/29 | 1,225 | 1,289 | ||
Deutsche Bank AG | 3.729% | 1/14/32 | 250 | 210 | ||
Deutsche Bank AG | 4.875% | 12/1/32 | 240 | 224 | ||
Deutsche Bank AG | 3.742% | 1/7/33 | 215 | 176 | ||
Deutsche Bank AG | 7.079% | 2/10/34 | 200 | 205 | ||
Discover Bank | 3.450% | 7/27/26 | 309 | 292 | ||
Discover Bank | 4.650% | 9/13/28 | 250 | 238 | ||
Discover Bank | 2.700% | 2/6/30 | 100 | 85 | ||
Discover Financial Services | 3.750% | 3/4/25 | 183 | 179 | ||
Discover Financial Services | 4.500% | 1/30/26 | 428 | 422 | ||
Discover Financial Services | 4.100% | 2/9/27 | 250 | 240 | ||
Discover Financial Services | 6.700% | 11/29/32 | 250 | 262 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 100 | 96 | ||
Enstar Finance LLC | 5.750% | 9/1/40 | 11 | 10 | ||
Enstar Finance LLC | 5.500% | 1/15/42 | 102 | 87 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 395 | 385 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 75 | 80 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 279 | 270 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 350 | 326 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 100 | 92 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 500 | 343 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 50 | 49 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 100 | 96 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | 200 | 200 | ||
5 | Fairfax Financial Holdings Ltd. | 6.000% | 12/7/33 | 100 | 103 | |
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 100 | 90 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 500 | 415 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 349 | 338 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 100 | 92 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 200 | 180 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 75 | 72 | ||
Fifth Third Bancorp | 6.339% | 7/27/29 | 200 | 208 | ||
Fifth Third Bancorp | 4.772% | 7/28/30 | 125 | 123 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 200 | 237 | ||
Fifth Third Bank NA | 3.950% | 7/28/25 | 200 | 196 | ||
Fifth Third Bank NA | 3.850% | 3/15/26 | 200 | 192 | ||
Fifth Third Bank NA | 2.250% | 2/1/27 | 250 | 231 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 200 | 158 | ||
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 75 | 76 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 200 | 127 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 100 | 97 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 500 | 473 | ||
FS KKR Capital Corp. | 3.125% | 10/12/28 | 200 | 174 | ||
GATX Corp. | 3.250% | 3/30/25 | 125 | 122 | ||
GATX Corp. | 3.250% | 9/15/26 | 50 | 48 | ||
GATX Corp. | 3.850% | 3/30/27 | 175 | 168 | ||
GATX Corp. | 3.500% | 3/15/28 | 100 | 94 | ||
GATX Corp. | 4.550% | 11/7/28 | 150 | 147 | ||
GATX Corp. | 4.700% | 4/1/29 | 75 | 74 | ||
GATX Corp. | 6.900% | 5/1/34 | 200 | 221 | ||
GATX Corp. | 4.500% | 3/30/45 | 50 | 41 | ||
GATX Corp. | 3.100% | 6/1/51 | 200 | 132 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 80 | 79 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 225 | 236 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 1,332 | 1,306 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 50 | 49 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 825 | 809 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 200 | 196 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 200 | 195 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 1,250 | 1,204 | ||
Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 500 | 461 | ||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 400 | 411 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 350 | 341 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 200 | 181 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 1,350 | 1,235 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 1,008 | 935 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 495 | 474 | ||
Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 625 | 598 | ||
Goldman Sachs Group Inc. | 4.482% | 8/23/28 | 475 | 466 | ||
Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 450 | 427 | ||
Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 475 | 459 | ||
Goldman Sachs Group Inc. | 6.484% | 10/24/29 | 450 | 478 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 1,250 | 1,175 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 1,550 | 1,254 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 800 | 667 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 300 | 258 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 50 | 54 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 975 | 1,075 | ||
Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 405 | 354 | ||
Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 500 | 453 | ||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 675 | 752 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 1,030 | 788 | ||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 475 | 459 | ||
Golub Capital BDC Inc. | 2.050% | 2/15/27 | 65 | 57 | ||
Golub Capital BDC Inc. | 7.050% | 12/5/28 | 80 | 84 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 100 | 98 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 350 | 318 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 50 | 53 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 100 | 107 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 175 | 150 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 125 | 96 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 200 | 134 | ||
HSBC Bank USA NA | 7.000% | 1/15/39 | 250 | 290 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 150 | 147 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 1,100 | 1,082 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 300 | 291 | ||
HSBC Holdings plc | 1.645% | 4/18/26 | 1,000 | 950 | ||
HSBC Holdings plc | 3.900% | 5/25/26 | 450 | 438 | ||
HSBC Holdings plc | 2.099% | 6/4/26 | 1,700 | 1,619 | ||
HSBC Holdings plc | 4.292% | 9/12/26 | 500 | 490 | ||
HSBC Holdings plc | 7.336% | 11/3/26 | 250 | 260 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HSBC Holdings plc | 4.375% | 11/23/26 | 350 | 342 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 500 | 458 | ||
HSBC Holdings plc | 5.887% | 8/14/27 | 340 | 345 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 725 | 666 | ||
HSBC Holdings plc | 4.041% | 3/13/28 | 400 | 385 | ||
HSBC Holdings plc | 5.210% | 8/11/28 | 815 | 815 | ||
HSBC Holdings plc | 4.583% | 6/19/29 | 400 | 388 | ||
HSBC Holdings plc | 2.206% | 8/17/29 | 500 | 436 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 250 | 248 | ||
HSBC Holdings plc | 3.973% | 5/22/30 | 570 | 533 | ||
HSBC Holdings plc | 7.625% | 5/17/32 | 100 | 109 | ||
HSBC Holdings plc | 2.871% | 11/22/32 | 1,225 | 1,019 | ||
HSBC Holdings plc | 7.350% | 11/27/32 | 100 | 106 | ||
HSBC Holdings plc | 4.762% | 3/29/33 | 300 | 280 | ||
HSBC Holdings plc | 5.402% | 8/11/33 | 275 | 276 | ||
HSBC Holdings plc | 8.113% | 11/3/33 | 250 | 288 | ||
HSBC Holdings plc | 6.254% | 3/9/34 | 350 | 371 | ||
HSBC Holdings plc | 6.547% | 6/20/34 | 200 | 209 | ||
HSBC Holdings plc | 7.399% | 11/13/34 | 200 | 220 | ||
HSBC Holdings plc | 6.500% | 5/2/36 | 600 | 625 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 50 | 54 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 200 | 214 | ||
HSBC Holdings plc | 6.332% | 3/9/44 | 350 | 378 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 750 | 732 | ||
HSBC USA Inc. | 5.625% | 3/17/25 | 405 | 407 | ||
Huntington Bancshares Inc. | 4.443% | 8/4/28 | 200 | 194 | ||
Huntington Bancshares Inc. | 6.208% | 8/21/29 | 205 | 211 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 250 | 214 | ||
Huntington National Bank | 4.270% | 11/25/26 | 150 | 141 | ||
Huntington National Bank | 4.552% | 5/17/28 | 250 | 242 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 250 | 241 | ||
ING Groep NV | 3.869% | 3/28/26 | 200 | 196 | ||
ING Groep NV | 3.950% | 3/29/27 | 300 | 291 | ||
ING Groep NV | 4.017% | 3/28/28 | 200 | 195 | ||
ING Groep NV | 4.550% | 10/2/28 | 200 | 197 | ||
ING Groep NV | 4.050% | 4/9/29 | 200 | 193 | ||
Intercontinental Exchange Inc. | 3.650% | 5/23/25 | 150 | 147 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 300 | 295 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 150 | 143 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 150 | 147 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 75 | 73 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 122 | 122 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 750 | 648 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 165 | 165 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 500 | 373 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 175 | 157 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 60 | 43 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 111 | 111 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 300 | 203 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 110 | 113 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 170 | 166 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 75 | 74 | ||
Jackson Financial Inc. | 3.125% | 11/23/31 | 250 | 210 | ||
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 75 | 74 | ||
Jefferies Financial Group Inc. | 4.850% | 1/15/27 | 200 | 199 | ||
Jefferies Financial Group Inc. | 5.875% | 7/21/28 | 200 | 205 | ||
Jefferies Financial Group Inc. | 4.150% | 1/23/30 | 300 | 282 | ||
Jefferies Financial Group Inc. | 6.250% | 1/15/36 | 75 | 79 | ||
Jefferies Financial Group Inc. | 6.500% | 1/20/43 | 75 | 79 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 445 | 444 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 400 | 392 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 362 | 357 | ||
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 1,300 | 1,252 | ||
JPMorgan Chase & Co. | 5.546% | 12/15/25 | 450 | 450 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 685 | 663 | ||
JPMorgan Chase & Co. | 2.083% | 4/22/26 | 500 | 479 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 300 | 290 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 875 | 834 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 450 | 441 | ||
JPMorgan Chase & Co. | 3.960% | 1/29/27 | 500 | 488 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 500 | 461 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 500 | 453 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 959 | ||
JPMorgan Chase & Co. | 3.782% | 2/1/28 | 625 | 604 | ||
JPMorgan Chase & Co. | 3.540% | 5/1/28 | 350 | 334 | ||
JPMorgan Chase & Co. | 3.509% | 1/23/29 | 575 | 544 | ||
JPMorgan Chase & Co. | 4.005% | 4/23/29 | 300 | 289 | ||
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 625 | 554 | ||
JPMorgan Chase & Co. | 4.203% | 7/23/29 | 250 | 243 | ||
JPMorgan Chase & Co. | 5.299% | 7/24/29 | 515 | 523 | ||
JPMorgan Chase & Co. | 6.087% | 10/23/29 | 212 | 223 | ||
JPMorgan Chase & Co. | 4.452% | 12/5/29 | 300 | 294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 3.702% | 5/6/30 | 300 | 282 | ||
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 275 | 269 | ||
JPMorgan Chase & Co. | 2.739% | 10/15/30 | 1,500 | 1,334 | ||
JPMorgan Chase & Co. | 4.493% | 3/24/31 | 1,050 | 1,024 | ||
JPMorgan Chase & Co. | 2.522% | 4/22/31 | 2,000 | 1,731 | ||
JPMorgan Chase & Co. | 2.956% | 5/13/31 | 500 | 440 | ||
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 500 | 406 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 500 | 423 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 1,000 | 856 | ||
JPMorgan Chase & Co. | 5.717% | 9/14/33 | 1,000 | 1,034 | ||
JPMorgan Chase & Co. | 5.350% | 6/1/34 | 703 | 714 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 450 | 516 | ||
JPMorgan Chase & Co. | 3.882% | 7/24/38 | 500 | 443 | ||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 650 | 677 | ||
JPMorgan Chase & Co. | 3.109% | 4/22/41 | 500 | 386 | ||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 275 | 292 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 150 | 156 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 450 | 349 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 300 | 314 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 100 | 96 | ||
JPMorgan Chase & Co. | 4.260% | 2/22/48 | 375 | 333 | ||
JPMorgan Chase & Co. | 4.032% | 7/24/48 | 500 | 426 | ||
JPMorgan Chase & Co. | 3.964% | 11/15/48 | 1,000 | 841 | ||
JPMorgan Chase & Co. | 3.897% | 1/23/49 | 400 | 333 | ||
JPMorgan Chase & Co. | 3.109% | 4/22/51 | 500 | 360 | ||
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 745 | 559 | ||
JPMorgan Chase Bank NA | 5.110% | 12/8/26 | 290 | 293 | ||
Kemper Corp. | 4.350% | 2/15/25 | 40 | 39 | ||
KeyBank NA | 3.300% | 6/1/25 | 403 | 388 | ||
KeyBank NA | 4.700% | 1/26/26 | 250 | 244 | ||
KeyBank NA | 5.850% | 11/15/27 | 250 | 250 | ||
KeyBank NA | 6.950% | 2/1/28 | 250 | 254 | ||
KeyBank NA | 5.000% | 1/26/33 | 250 | 234 | ||
KeyCorp | 4.150% | 10/29/25 | 150 | 146 | ||
KeyCorp | 4.100% | 4/30/28 | 600 | 565 | ||
KeyCorp | 2.550% | 10/1/29 | 150 | 127 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 50 | 49 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 100 | 94 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 100 | 97 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 100 | 100 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 120 | 123 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 13 | 13 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 75 | 73 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 100 | 96 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 350 | 309 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 75 | 79 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 160 | 180 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 200 | 198 | ||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 700 | 686 | ||
Lloyds Banking Group plc | 3.511% | 3/18/26 | 200 | 195 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 575 | 565 | ||
Lloyds Banking Group plc | 4.716% | 8/11/26 | 200 | 197 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 436 | 419 | ||
Lloyds Banking Group plc | 5.985% | 8/7/27 | 275 | 280 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 200 | 191 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 250 | 244 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 200 | 197 | ||
Lloyds Banking Group plc | 3.574% | 11/7/28 | 200 | 188 | ||
Lloyds Banking Group plc | 5.871% | 3/6/29 | 200 | 205 | ||
Lloyds Banking Group plc | 7.953% | 11/15/33 | 200 | 229 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 450 | 431 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 275 | 221 | ||
Loews Corp. | 6.000% | 2/1/35 | 50 | 54 | ||
Loews Corp. | 4.125% | 5/15/43 | 100 | 89 | ||
LPL Holdings Inc. | 6.750% | 11/17/28 | 200 | 213 | ||
M&T Bank Corp. | 7.413% | 10/30/29 | 200 | 215 | ||
M&T Bank Corp. | 5.053% | 1/27/34 | 200 | 189 | ||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 160 | 155 | ||
Manufacturers & Traders Trust Co. | 4.650% | 1/27/26 | 250 | 245 | ||
Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 250 | 243 | ||
Manulife Financial Corp. | 4.150% | 3/4/26 | 175 | 173 | ||
Manulife Financial Corp. | 4.061% | 2/24/32 | 190 | 180 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 200 | 204 | ||
Markel Group Inc. | 3.500% | 11/1/27 | 50 | 48 | ||
Markel Group Inc. | 3.350% | 9/17/29 | 75 | 69 | ||
Markel Group Inc. | 4.300% | 11/1/47 | 50 | 41 | ||
Markel Group Inc. | 5.000% | 5/20/49 | 150 | 139 | ||
Markel Group Inc. | 4.150% | 9/17/50 | 200 | 163 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 100 | 98 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 100 | 98 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 710 | 613 | ||
Marsh & McLennan Cos. Inc. | 5.400% | 9/15/33 | 200 | 211 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 250 | 243 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 100 | 90 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 200 | 175 | ||
Marsh & McLennan Cos. Inc. | 5.700% | 9/15/53 | 300 | 326 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 75 | 72 | ||
MetLife Inc. | 3.000% | 3/1/25 | 250 | 244 | ||
MetLife Inc. | 3.600% | 11/13/25 | 400 | 394 | ||
MetLife Inc. | 6.500% | 12/15/32 | 175 | 199 | ||
MetLife Inc. | 5.375% | 7/15/33 | 200 | 209 | ||
MetLife Inc. | 6.375% | 6/15/34 | 100 | 112 | ||
MetLife Inc. | 5.875% | 2/6/41 | 590 | 645 | ||
MetLife Inc. | 4.125% | 8/13/42 | 175 | 155 | ||
MetLife Inc. | 4.875% | 11/13/43 | 355 | 346 | ||
MetLife Inc. | 4.721% | 12/15/44 | 63 | 59 | ||
MetLife Inc. | 5.250% | 1/15/54 | 200 | 206 | ||
MetLife Inc. | 6.400% | 12/15/66 | 210 | 217 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 250 | 246 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 2,000 | 1,889 | ||
Mitsubishi UFJ Financial Group Inc. | 5.719% | 2/20/26 | 500 | 502 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 525 | 513 | ||
Mitsubishi UFJ Financial Group Inc. | 5.541% | 4/17/26 | 225 | 226 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 250 | 236 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 500 | 485 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 400 | 366 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 250 | 238 | ||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 400 | 370 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 200 | 195 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 200 | 194 | ||
Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | 200 | 203 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 200 | 191 | ||
Mitsubishi UFJ Financial Group Inc. | 5.242% | 4/19/29 | 225 | 228 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 175 | 161 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 50 | 44 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 500 | 420 | ||
Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 400 | 343 | ||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 200 | 191 | ||
Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | 500 | 508 | ||
Mitsubishi UFJ Financial Group Inc. | 5.406% | 4/19/34 | 1,034 | 1,066 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 50 | 47 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 200 | 175 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 241 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 200 | 183 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 325 | 315 | ||
Mizuho Financial Group Inc. | 5.778% | 7/6/29 | 225 | 232 | ||
Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 400 | 387 | ||
Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 500 | 450 | ||
Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 100 | 88 | ||
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 500 | 407 | ||
Mizuho Financial Group Inc. | 5.748% | 7/6/34 | 780 | 809 | ||
Morgan Stanley | 4.000% | 7/23/25 | 330 | 325 | ||
Morgan Stanley | 5.000% | 11/24/25 | 650 | 649 | ||
Morgan Stanley | 3.875% | 1/27/26 | 225 | 220 | ||
Morgan Stanley | 2.188% | 4/28/26 | 1,000 | 960 | ||
Morgan Stanley | 3.125% | 7/27/26 | 700 | 670 | ||
Morgan Stanley | 6.250% | 8/9/26 | 1,796 | 1,852 | ||
Morgan Stanley | 4.350% | 9/8/26 | 966 | 949 | ||
Morgan Stanley | 6.138% | 10/16/26 | 500 | 509 | ||
Morgan Stanley | 0.985% | 12/10/26 | 500 | 460 | ||
Morgan Stanley | 3.625% | 1/20/27 | 250 | 243 | ||
Morgan Stanley | 5.050% | 1/28/27 | 350 | 350 | ||
Morgan Stanley | 3.950% | 4/23/27 | 325 | 315 | ||
Morgan Stanley | 1.593% | 5/4/27 | 525 | 484 | ||
Morgan Stanley | 2.475% | 1/21/28 | 500 | 464 | ||
Morgan Stanley | 4.210% | 4/20/28 | 200 | 195 | ||
4 | Morgan Stanley | 3.591% | 7/22/28 | 935 | 892 | |
Morgan Stanley | 6.296% | 10/18/28 | 500 | 524 | ||
Morgan Stanley | 3.772% | 1/24/29 | 575 | 548 | ||
Morgan Stanley | 5.123% | 2/1/29 | 350 | 351 | ||
Morgan Stanley | 5.164% | 4/20/29 | 450 | 452 | ||
Morgan Stanley | 5.449% | 7/20/29 | 350 | 357 | ||
Morgan Stanley | 6.407% | 11/1/29 | 350 | 371 | ||
Morgan Stanley | 4.431% | 1/23/30 | 550 | 536 | ||
Morgan Stanley | 2.699% | 1/22/31 | 1,750 | 1,533 | ||
Morgan Stanley | 3.622% | 4/1/31 | 600 | 553 | ||
Morgan Stanley | 1.794% | 2/13/32 | 500 | 399 | ||
Morgan Stanley | 7.250% | 4/1/32 | 150 | 177 | ||
Morgan Stanley | 1.928% | 4/28/32 | 200 | 161 | ||
Morgan Stanley | 2.239% | 7/21/32 | 500 | 409 | ||
Morgan Stanley | 2.511% | 10/20/32 | 600 | 498 | ||
Morgan Stanley | 2.943% | 1/21/33 | 500 | 425 | ||
Morgan Stanley | 6.342% | 10/18/33 | 750 | 808 | ||
Morgan Stanley | 5.250% | 4/21/34 | 450 | 450 | ||
Morgan Stanley | 6.627% | 11/1/34 | 350 | 388 | ||
Morgan Stanley | 5.297% | 4/20/37 | 350 | 340 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Morgan Stanley | 5.948% | 1/19/38 | 350 | 354 | ||
4 | Morgan Stanley | 3.971% | 7/22/38 | 375 | 329 | |
Morgan Stanley | 4.457% | 4/22/39 | 250 | 230 | ||
Morgan Stanley | 3.217% | 4/22/42 | 325 | 251 | ||
Morgan Stanley | 6.375% | 7/24/42 | 600 | 695 | ||
Morgan Stanley | 4.300% | 1/27/45 | 650 | 587 | ||
Morgan Stanley | 2.802% | 1/25/52 | 940 | 627 | ||
Morgan Stanley Bank NA | 5.479% | 7/16/25 | 350 | 353 | ||
Morgan Stanley Bank NA | 4.754% | 4/21/26 | 275 | 275 | ||
Morgan Stanley Bank NA | 5.882% | 10/30/26 | 275 | 283 | ||
Nasdaq Inc. | 5.650% | 6/28/25 | 500 | 505 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 100 | 98 | ||
Nasdaq Inc. | 5.350% | 6/28/28 | 200 | 206 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 250 | 203 | ||
Nasdaq Inc. | 5.550% | 2/15/34 | 200 | 208 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 200 | 139 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 35 | 25 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 200 | 159 | ||
Nasdaq Inc. | 5.950% | 8/15/53 | 200 | 215 | ||
Nasdaq Inc. | 6.100% | 6/28/63 | 200 | 217 | ||
National Australia Bank Ltd. | 5.200% | 5/13/25 | 500 | 503 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 100 | 97 | ||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 200 | 190 | ||
National Australia Bank Ltd. | 4.944% | 1/12/28 | 250 | 253 | ||
National Australia Bank Ltd. | 4.900% | 6/13/28 | 500 | 505 | ||
National Bank of Canada | 5.250% | 1/17/25 | 250 | 250 | ||
National Bank of Canada | 5.600% | 12/18/28 | 250 | 257 | ||
Natwest Group plc | 5.076% | 1/27/30 | 200 | 197 | ||
Natwest Group plc | 4.445% | 5/8/30 | 700 | 670 | ||
Natwest Group plc | 6.016% | 3/2/34 | 200 | 210 | ||
NatWest Group plc | 7.472% | 11/10/26 | 200 | 207 | ||
NatWest Group plc | 5.847% | 3/2/27 | 200 | 202 | ||
NatWest Group plc | 5.516% | 9/30/28 | 200 | 201 | ||
NatWest Group plc | 4.892% | 5/18/29 | 1,000 | 983 | ||
NatWest Group plc | 5.808% | 9/13/29 | 200 | 205 | ||
Nomura Holdings Inc. | 2.648% | 1/16/25 | 170 | 165 | ||
Nomura Holdings Inc. | 5.099% | 7/3/25 | 225 | 224 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 300 | 284 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 200 | 183 | ||
Nomura Holdings Inc. | 5.386% | 7/6/27 | 200 | 201 | ||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 200 | 176 | ||
Nomura Holdings Inc. | 5.605% | 7/6/29 | 225 | 230 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 400 | 354 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 250 | 213 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 200 | 166 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 150 | 148 | ||
Northern Trust Corp. | 4.000% | 5/10/27 | 200 | 197 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 100 | 97 | ||
Northern Trust Corp. | 3.375% | 5/8/32 | 50 | 46 | ||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 40 | 39 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 100 | 96 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 200 | 147 | ||
ORIX Corp. | 3.250% | 12/4/24 | 75 | 73 | ||
ORIX Corp. | 3.700% | 7/18/27 | 200 | 193 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 47 | 46 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 200 | 180 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 95 | 90 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 100 | 86 | ||
PNC Bank NA | 2.950% | 2/23/25 | 293 | 285 | ||
PNC Bank NA | 3.250% | 6/1/25 | 169 | 165 | ||
PNC Bank NA | 3.100% | 10/25/27 | 250 | 235 | ||
PNC Bank NA | 3.250% | 1/22/28 | 150 | 141 | ||
PNC Bank NA | 4.050% | 7/26/28 | 250 | 241 | ||
PNC Bank NA | 2.700% | 10/22/29 | 150 | 132 | ||
PNC Financial Services Group Inc. | 5.812% | 6/12/26 | 200 | 201 | ||
PNC Financial Services Group Inc. | 4.758% | 1/26/27 | 200 | 198 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 450 | 427 | ||
PNC Financial Services Group Inc. | 6.615% | 10/20/27 | 200 | 208 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 500 | 474 | ||
PNC Financial Services Group Inc. | 5.582% | 6/12/29 | 200 | 204 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 425 | 372 | ||
PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 200 | 188 | ||
PNC Financial Services Group Inc. | 6.037% | 10/28/33 | 255 | 267 | ||
PNC Financial Services Group Inc. | 5.068% | 1/24/34 | 200 | 196 | ||
PNC Financial Services Group Inc. | 5.939% | 8/18/34 | 90 | 94 | ||
PNC Financial Services Group Inc. | 6.875% | 10/20/34 | 430 | 478 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 128 | 125 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 100 | 95 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 50 | 46 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 150 | 133 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 195 | 165 | ||
Progressive Corp. | 2.450% | 1/15/27 | 150 | 141 | ||
Progressive Corp. | 6.625% | 3/1/29 | 125 | 137 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Progressive Corp. | 4.950% | 6/15/33 | 100 | 103 | ||
Progressive Corp. | 4.350% | 4/25/44 | 50 | 45 | ||
Progressive Corp. | 4.125% | 4/15/47 | 290 | 256 | ||
Progressive Corp. | 4.200% | 3/15/48 | 115 | 103 | ||
Progressive Corp. | 3.950% | 3/26/50 | 180 | 153 | ||
Progressive Corp. | 3.700% | 3/15/52 | 100 | 81 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 200 | 180 | ||
Prudential Financial Inc. | 3.878% | 3/27/28 | 163 | 159 | ||
Prudential Financial Inc. | 5.750% | 7/15/33 | 100 | 109 | ||
Prudential Financial Inc. | 5.700% | 12/14/36 | 125 | 135 | ||
Prudential Financial Inc. | 6.625% | 12/1/37 | 65 | 75 | ||
Prudential Financial Inc. | 3.000% | 3/10/40 | 50 | 39 | ||
Prudential Financial Inc. | 6.625% | 6/21/40 | 65 | 74 | ||
Prudential Financial Inc. | 5.100% | 8/15/43 | 50 | 47 | ||
Prudential Financial Inc. | 4.600% | 5/15/44 | 525 | 489 | ||
Prudential Financial Inc. | 5.375% | 5/15/45 | 250 | 247 | ||
Prudential Financial Inc. | 3.905% | 12/7/47 | 182 | 149 | ||
Prudential Financial Inc. | 5.700% | 9/15/48 | 250 | 243 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 363 | 299 | ||
Prudential Financial Inc. | 4.350% | 2/25/50 | 210 | 186 | ||
Prudential Financial Inc. | 3.700% | 10/1/50 | 200 | 173 | ||
Prudential Financial Inc. | 5.125% | 3/1/52 | 250 | 235 | ||
Prudential Funding Asia plc | 3.125% | 4/14/30 | 200 | 180 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 55 | 55 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 210 | 196 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 250 | 189 | ||
Regions Bank | 6.450% | 6/26/37 | 250 | 254 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 100 | 95 | ||
Regions Financial Corp. | 1.800% | 8/12/28 | 120 | 103 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 50 | 48 | ||
Reinsurance Group of America Inc. | 6.000% | 9/15/33 | 100 | 105 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 10 | 10 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 75 | 71 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 75 | 70 | ||
RenaissanceRe Holdings Ltd. | 5.750% | 6/5/33 | 132 | 133 | ||
Royal Bank of Canada | 1.600% | 1/21/25 | 100 | 96 | ||
Royal Bank of Canada | 3.375% | 4/14/25 | 200 | 196 | ||
Royal Bank of Canada | 4.950% | 4/25/25 | 200 | 200 | ||
Royal Bank of Canada | 4.875% | 1/12/26 | 200 | 201 | ||
Royal Bank of Canada | 4.650% | 1/27/26 | 898 | 891 | ||
Royal Bank of Canada | 1.200% | 4/27/26 | 200 | 185 | ||
Royal Bank of Canada | 1.400% | 11/2/26 | 500 | 457 | ||
Royal Bank of Canada | 2.050% | 1/21/27 | 100 | 93 | ||
Royal Bank of Canada | 3.625% | 5/4/27 | 200 | 193 | ||
Royal Bank of Canada | 4.240% | 8/3/27 | 200 | 198 | ||
Royal Bank of Canada | 6.000% | 11/1/27 | 200 | 210 | ||
Royal Bank of Canada | 4.900% | 1/12/28 | 200 | 202 | ||
Royal Bank of Canada | 2.300% | 11/3/31 | 500 | 422 | ||
Royal Bank of Canada | 3.875% | 5/4/32 | 200 | 188 | ||
Royal Bank of Canada | 5.000% | 2/1/33 | 465 | 473 | ||
Royal Bank of Canada | 5.000% | 5/2/33 | 200 | 204 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 1,125 | 1,113 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 400 | 379 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 250 | 243 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 200 | 183 | ||
Santander Holdings USA Inc. | 6.499% | 3/9/29 | 200 | 207 | ||
Santander UK Group Holdings plc | 1.532% | 8/21/26 | 600 | 560 | ||
Santander UK Group Holdings plc | 1.673% | 6/14/27 | 400 | 364 | ||
Santander UK Group Holdings plc | 3.823% | 11/3/28 | 200 | 188 | ||
Santander UK Group Holdings plc | 6.534% | 1/10/29 | 415 | 430 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 50 | 48 | ||
State Street Corp. | 3.300% | 12/16/24 | 227 | 223 | ||
State Street Corp. | 3.550% | 8/18/25 | 200 | 196 | ||
State Street Corp. | 5.104% | 5/18/26 | 500 | 500 | ||
State Street Corp. | 2.650% | 5/19/26 | 125 | 119 | ||
State Street Corp. | 5.272% | 8/3/26 | 215 | 218 | ||
State Street Corp. | 5.684% | 11/21/29 | 200 | 207 | ||
State Street Corp. | 4.141% | 12/3/29 | 200 | 194 | ||
State Street Corp. | 2.400% | 1/24/30 | 150 | 134 | ||
State Street Corp. | 4.821% | 1/26/34 | 130 | 128 | ||
State Street Corp. | 5.159% | 5/18/34 | 500 | 504 | ||
State Street Corp. | 3.031% | 11/1/34 | 125 | 112 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 320 | 311 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 1,500 | 1,420 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 200 | 184 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 150 | 146 | ||
Sumitomo Mitsui Financial Group Inc. | 5.880% | 7/13/26 | 200 | 205 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 125 | 119 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 175 | 167 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 200 | 192 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 700 | 666 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 300 | 286 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 100 | 96 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 500 | 438 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 475 | 434 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 150 | 136 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,870 | 1,654 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 200 | 162 | ||
Sumitomo Mitsui Financial Group Inc. | 5.766% | 1/13/33 | 295 | 312 | ||
Sumitomo Mitsui Financial Group Inc. | 5.776% | 7/13/33 | 200 | 212 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 200 | 138 | ||
Sumitomo Mitsui Financial Group Inc. | 6.184% | 7/13/43 | 200 | 223 | ||
Synchrony Financial | 4.500% | 7/23/25 | 426 | 416 | ||
Synchrony Financial | 3.700% | 8/4/26 | 125 | 117 | ||
Synchrony Financial | 3.950% | 12/1/27 | 300 | 281 | ||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 400 | 398 | ||
Toronto-Dominion Bank | 1.250% | 12/13/24 | 825 | 795 | ||
Toronto-Dominion Bank | 1.450% | 1/10/25 | 200 | 193 | ||
Toronto-Dominion Bank | 3.766% | 6/6/25 | 425 | 418 | ||
Toronto-Dominion Bank | 1.150% | 6/12/25 | 200 | 189 | ||
Toronto-Dominion Bank | 0.750% | 1/6/26 | 200 | 185 | ||
Toronto-Dominion Bank | 5.103% | 1/9/26 | 200 | 201 | ||
Toronto-Dominion Bank | 5.532% | 7/17/26 | 225 | 229 | ||
Toronto-Dominion Bank | 1.250% | 9/10/26 | 325 | 297 | ||
Toronto-Dominion Bank | 1.950% | 1/12/27 | 200 | 185 | ||
Toronto-Dominion Bank | 4.108% | 6/8/27 | 425 | 418 | ||
Toronto-Dominion Bank | 5.156% | 1/10/28 | 225 | 229 | ||
Toronto-Dominion Bank | 5.523% | 7/17/28 | 225 | 232 | ||
Toronto-Dominion Bank | 2.000% | 9/10/31 | 325 | 270 | ||
Toronto-Dominion Bank | 2.450% | 1/12/32 | 850 | 713 | ||
Toronto-Dominion Bank | 4.456% | 6/8/32 | 400 | 389 | ||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 150 | 170 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 150 | 134 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 225 | 194 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 200 | 174 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 500 | 331 | ||
Travelers Cos. Inc. | 5.450% | 5/25/53 | 143 | 155 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 26 | 30 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 100 | 99 | ||
Truist Bank | 2.150% | 12/6/24 | 250 | 243 | ||
Truist Bank | 3.625% | 9/16/25 | 500 | 484 | ||
Truist Bank | 3.300% | 5/15/26 | 200 | 191 | ||
Truist Bank | 2.636% | 9/17/29 | 250 | 233 | ||
Truist Financial Corp. | 3.700% | 6/5/25 | 175 | 171 | ||
Truist Financial Corp. | 1.200% | 8/5/25 | 200 | 188 | ||
Truist Financial Corp. | 6.047% | 6/8/27 | 265 | 270 | ||
Truist Financial Corp. | 1.125% | 8/3/27 | 500 | 438 | ||
Truist Financial Corp. | 3.875% | 3/19/29 | 200 | 187 | ||
Truist Financial Corp. | 1.887% | 6/7/29 | 500 | 432 | ||
Truist Financial Corp. | 7.161% | 10/30/29 | 200 | 216 | ||
Truist Financial Corp. | 1.950% | 6/5/30 | 100 | 84 | ||
Truist Financial Corp. | 4.916% | 7/28/33 | 200 | 187 | ||
Truist Financial Corp. | 5.122% | 1/26/34 | 810 | 784 | ||
Truist Financial Corp. | 5.867% | 6/8/34 | 200 | 204 | ||
UBS AG | 5.800% | 9/11/25 | 200 | 202 | ||
UBS AG | 5.650% | 9/11/28 | 225 | 233 | ||
UBS Group AG | 3.750% | 3/26/25 | 250 | 245 | ||
UBS Group AG | 4.550% | 4/17/26 | 456 | 450 | ||
UBS Group AG | 4.875% | 5/15/45 | 375 | 357 | ||
Unum Group | 4.000% | 6/15/29 | 80 | 76 | ||
Unum Group | 5.750% | 8/15/42 | 75 | 73 | ||
Unum Group | 4.500% | 12/15/49 | 100 | 79 | ||
US Bancorp | 3.950% | 11/17/25 | 25 | 25 | ||
US Bancorp | 3.100% | 4/27/26 | 300 | 288 | ||
US Bancorp | 2.375% | 7/22/26 | 249 | 234 | ||
US Bancorp | 5.727% | 10/21/26 | 525 | 528 | ||
US Bancorp | 3.150% | 4/27/27 | 275 | 262 | ||
US Bancorp | 6.787% | 10/26/27 | 200 | 209 | ||
US Bancorp | 5.775% | 6/12/29 | 275 | 282 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
US Bancorp | 3.000% | 7/30/29 | 240 | 217 | ||
US Bancorp | 2.677% | 1/27/33 | 90 | 75 | ||
US Bancorp | 4.967% | 7/22/33 | 235 | 223 | ||
US Bancorp | 5.850% | 10/21/33 | 525 | 542 | ||
US Bancorp | 4.839% | 2/1/34 | 360 | 345 | ||
US Bancorp | 5.836% | 6/12/34 | 275 | 284 | ||
US Bancorp | 2.491% | 11/3/36 | 450 | 352 | ||
US Bank NA | 2.050% | 1/21/25 | 175 | 169 | ||
US Bank NA | 2.800% | 1/27/25 | 625 | 608 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 250 | 242 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 75 | 74 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 40 | 35 | ||
Voya Financial Inc. | 4.700% | 1/23/48 | 100 | 83 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 55 | 51 | ||
Wells Fargo & Co. | 3.000% | 2/19/25 | 425 | 416 | ||
Wells Fargo & Co. | 2.164% | 2/11/26 | 500 | 481 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 1,275 | 1,222 | ||
Wells Fargo & Co. | 3.908% | 4/25/26 | 400 | 392 | ||
Wells Fargo & Co. | 4.100% | 6/3/26 | 725 | 709 | ||
Wells Fargo & Co. | 4.540% | 8/15/26 | 275 | 272 | ||
Wells Fargo & Co. | 3.000% | 10/23/26 | 675 | 641 | ||
Wells Fargo & Co. | 4.300% | 7/22/27 | 475 | 465 | ||
Wells Fargo & Co. | 3.584% | 5/22/28 | 500 | 476 | ||
Wells Fargo & Co. | 4.808% | 7/25/28 | 975 | 968 | ||
Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 195 | ||
Wells Fargo & Co. | 5.574% | 7/25/29 | 350 | 357 | ||
Wells Fargo & Co. | 6.303% | 10/23/29 | 990 | 1,044 | ||
Wells Fargo & Co. | 2.879% | 10/30/30 | 1,300 | 1,155 | ||
Wells Fargo & Co. | 4.478% | 4/4/31 | 1,250 | 1,209 | ||
Wells Fargo & Co. | 4.897% | 7/25/33 | 975 | 950 | ||
Wells Fargo & Co. | 5.389% | 4/24/34 | 952 | 955 | ||
Wells Fargo & Co. | 5.557% | 7/25/34 | 350 | 357 | ||
Wells Fargo & Co. | 3.068% | 4/30/41 | 600 | 454 | ||
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,000 | 973 | ||
Wells Fargo & Co. | 4.650% | 11/4/44 | 325 | 286 | ||
Wells Fargo & Co. | 3.900% | 5/1/45 | 250 | 207 | ||
Wells Fargo & Co. | 4.900% | 11/17/45 | 250 | 228 | ||
Wells Fargo & Co. | 4.400% | 6/14/46 | 300 | 252 | ||
Wells Fargo & Co. | 4.750% | 12/7/46 | 350 | 309 | ||
Wells Fargo & Co. | 5.013% | 4/4/51 | 1,750 | 1,669 | ||
Wells Fargo & Co. | 4.611% | 4/25/53 | 400 | 362 | ||
Wells Fargo Bank NA | 5.550% | 8/1/25 | 300 | 303 | ||
Wells Fargo Bank NA | 5.450% | 8/7/26 | 300 | 305 | ||
Wells Fargo Bank NA | 5.254% | 12/11/26 | 450 | 456 | ||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 200 | 207 | ||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 300 | 315 | ||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 225 | 251 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 200 | 195 | ||
Westpac Banking Corp. | 5.512% | 11/17/25 | 200 | 203 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 200 | 192 | ||
Westpac Banking Corp. | 1.150% | 6/3/26 | 218 | 201 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 175 | 167 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 250 | 241 | ||
Westpac Banking Corp. | 5.535% | 11/17/28 | 200 | 208 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 275 | 243 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 150 | 134 | ||
Westpac Banking Corp. | 2.894% | 2/4/30 | 425 | 410 | ||
Westpac Banking Corp. | 4.322% | 11/23/31 | 500 | 481 | ||
Westpac Banking Corp. | 5.405% | 8/10/33 | 200 | 198 | ||
Westpac Banking Corp. | 6.820% | 11/17/33 | 200 | 217 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 25 | 23 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 315 | 256 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 500 | 406 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 200 | 174 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 200 | 138 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 100 | 97 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 440 | 395 | ||
Willis North America Inc. | 5.350% | 5/15/33 | 100 | 101 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 50 | 46 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 90 | 70 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 205 | ||
333,744 | ||||||
Health Care (2.9%) | ||||||
Abbott Laboratories | 3.750% | 11/30/26 | 367 | 362 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 100 | 89 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 150 | 127 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 200 | 205 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 250 | 271 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 700 | 718 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 411 | 404 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 740 | 710 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 350 | 348 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 1,130 | 1,056 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AbbVie Inc. | 4.550% | 3/15/35 | 350 | 344 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 495 | 484 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 825 | 746 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 50 | 47 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 501 | 465 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 230 | 224 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 200 | 192 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 402 | 384 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 455 | 418 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 350 | 342 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 1,025 | 915 | ||
Adventist Health System | 2.952% | 3/1/29 | 100 | 90 | ||
Adventist Health System | 3.630% | 3/1/49 | 100 | 74 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 50 | 49 | ||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 25 | 21 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 100 | 89 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 75 | 57 | ||
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 75 | 53 | ||
Aetna Inc. | 6.625% | 6/15/36 | 130 | 146 | ||
Aetna Inc. | 6.750% | 12/15/37 | 100 | 112 | ||
Aetna Inc. | 4.500% | 5/15/42 | 75 | 66 | ||
Aetna Inc. | 4.125% | 11/15/42 | 75 | 62 | ||
Aetna Inc. | 3.875% | 8/15/47 | 300 | 235 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 75 | 72 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 100 | 91 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 100 | 86 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 75 | 73 | ||
AHS Hospital Corp. | 2.780% | 7/1/51 | 150 | 99 | ||
2 | Allina Health System | 3.887% | 4/15/49 | 75 | 62 | |
Amgen Inc. | 1.900% | 2/21/25 | 180 | 174 | ||
Amgen Inc. | 5.250% | 3/2/25 | 200 | 200 | ||
Amgen Inc. | 5.507% | 3/2/26 | 350 | 350 | ||
Amgen Inc. | 2.200% | 2/21/27 | 150 | 139 | ||
Amgen Inc. | 3.200% | 11/2/27 | 600 | 573 | ||
Amgen Inc. | 5.150% | 3/2/28 | 500 | 511 | ||
Amgen Inc. | 1.650% | 8/15/28 | 200 | 177 | ||
Amgen Inc. | 4.050% | 8/18/29 | 200 | 196 | ||
Amgen Inc. | 5.250% | 3/2/30 | 250 | 257 | ||
Amgen Inc. | 2.000% | 1/15/32 | 450 | 369 | ||
Amgen Inc. | 3.350% | 2/22/32 | 500 | 456 | ||
Amgen Inc. | 4.200% | 3/1/33 | 200 | 190 | ||
Amgen Inc. | 5.250% | 3/2/33 | 950 | 974 | ||
Amgen Inc. | 3.150% | 2/21/40 | 575 | 448 | ||
Amgen Inc. | 2.800% | 8/15/41 | 450 | 328 | ||
Amgen Inc. | 4.950% | 10/1/41 | 240 | 230 | ||
Amgen Inc. | 5.150% | 11/15/41 | 126 | 124 | ||
Amgen Inc. | 5.600% | 3/2/43 | 300 | 310 | ||
Amgen Inc. | 4.400% | 5/1/45 | 450 | 400 | ||
Amgen Inc. | 3.375% | 2/21/50 | 725 | 541 | ||
Amgen Inc. | 4.663% | 6/15/51 | 500 | 456 | ||
Amgen Inc. | 3.000% | 1/15/52 | 806 | 564 | ||
Amgen Inc. | 4.200% | 2/22/52 | 500 | 423 | ||
Amgen Inc. | 5.650% | 3/2/53 | 500 | 527 | ||
Amgen Inc. | 2.770% | 9/1/53 | 422 | 271 | ||
Amgen Inc. | 5.750% | 3/2/63 | 500 | 526 | ||
Ascension Health | 2.532% | 11/15/29 | 350 | 313 | ||
Ascension Health | 3.106% | 11/15/39 | 100 | 79 | ||
Ascension Health | 3.945% | 11/15/46 | 175 | 151 | ||
2 | Ascension Health | 4.847% | 11/15/53 | 75 | 73 | |
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 200 | 185 | ||
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 200 | 179 | ||
Astrazeneca Finance LLC | 4.900% | 3/3/30 | 200 | 206 | ||
Astrazeneca Finance LLC | 2.250% | 5/28/31 | 200 | 173 | ||
Astrazeneca Finance LLC | 4.875% | 3/3/33 | 200 | 207 | ||
Astrazeneca Finance LLC | 4.875% | 3/3/28 | 200 | 204 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 400 | 391 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 500 | 460 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 200 | 197 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 300 | 249 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 450 | 526 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 290 | 263 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 200 | 188 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 335 | 250 | ||
Banner Health | 2.338% | 1/1/30 | 125 | 108 | ||
Banner Health | 3.181% | 1/1/50 | 75 | 55 | ||
Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 250 | 185 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 97 | 95 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 73 | 73 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 750 | 687 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 250 | 224 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 500 | 420 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 100 | 73 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Baxter International Inc. | 3.132% | 12/1/51 | 200 | 138 | ||
Baylor Scott & White Holdings | 1.777% | 11/15/30 | 100 | 83 | ||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 100 | 89 | ||
Baylor Scott & White Holdings | 2.839% | 11/15/50 | 350 | 241 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 75 | 74 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 375 | 363 | ||
Becton Dickinson & Co. | 4.693% | 2/13/28 | 250 | 251 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 125 | 112 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 375 | 313 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 172 | 161 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 300 | 280 | ||
Biogen Inc. | 4.050% | 9/15/25 | 350 | 344 | ||
Biogen Inc. | 2.250% | 5/1/30 | 400 | 341 | ||
Biogen Inc. | 3.150% | 5/1/50 | 300 | 210 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 250 | 225 | ||
Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | 25 | 24 | ||
2 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 100 | 89 | |
Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 250 | 174 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 550 | 527 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 150 | 134 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 131 | 125 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 50 | 60 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 133 | 128 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 302 | 293 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 500 | 445 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 210 | 204 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 275 | 270 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 155 | 147 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 200 | 164 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 300 | 267 | ||
Bristol-Myers Squibb Co. | 5.900% | 11/15/33 | 175 | 191 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 100 | 78 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 175 | 164 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 250 | 220 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 233 | 212 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 700 | 607 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 500 | 317 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 720 | 566 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 200 | 156 | ||
Bristol-Myers Squibb Co. | 6.400% | 11/15/63 | 350 | 407 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 100 | 98 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 75 | 67 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 50 | 44 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 125 | 107 | ||
Cencora Inc. | 3.250% | 3/1/25 | 50 | 49 | ||
Cencora Inc. | 3.450% | 12/15/27 | 275 | 265 | ||
Cencora Inc. | 2.700% | 3/15/31 | 300 | 263 | ||
Cencora Inc. | 4.300% | 12/15/47 | 175 | 157 | ||
Centene Corp. | 4.250% | 12/15/27 | 474 | 458 | ||
Centene Corp. | 2.450% | 7/15/28 | 467 | 417 | ||
Centene Corp. | 4.625% | 12/15/29 | 736 | 707 | ||
Centene Corp. | 3.375% | 2/15/30 | 110 | 99 | ||
Centene Corp. | 3.000% | 10/15/30 | 407 | 354 | ||
Centene Corp. | 2.500% | 3/1/31 | 395 | 329 | ||
Centene Corp. | 2.625% | 8/1/31 | 254 | 212 | ||
Children's Health System of Texas | 2.511% | 8/15/50 | 100 | 62 | ||
Children's Hospital Corp. | 4.115% | 1/1/47 | 75 | 66 | ||
Children's Hospital Corp. | 2.585% | 2/1/50 | 50 | 33 | ||
Children's Hospital Medical Center | 4.268% | 5/15/44 | 50 | 46 | ||
CHRISTUS Health | 4.341% | 7/1/28 | 125 | 123 | ||
Cigna Group | 3.250% | 4/15/25 | 250 | 244 | ||
Cigna Group | 4.125% | 11/15/25 | 467 | 461 | ||
Cigna Group | 4.500% | 2/25/26 | 390 | 387 | ||
Cigna Group | 3.400% | 3/1/27 | 275 | 265 | ||
Cigna Group | 7.875% | 5/15/27 | 41 | 45 | ||
Cigna Group | 4.375% | 10/15/28 | 610 | 605 | ||
Cigna Group | 2.400% | 3/15/30 | 265 | 232 | ||
Cigna Group | 2.375% | 3/15/31 | 250 | 213 | ||
Cigna Group | 4.800% | 8/15/38 | 415 | 402 | ||
Cigna Group | 3.200% | 3/15/40 | 150 | 117 | ||
Cigna Group | 6.125% | 11/15/41 | 92 | 101 | ||
Cigna Group | 4.800% | 7/15/46 | 400 | 376 | ||
Cigna Group | 3.875% | 10/15/47 | 170 | 138 | ||
Cigna Group | 4.900% | 12/15/48 | 545 | 519 | ||
Cigna Group | 3.400% | 3/15/50 | 375 | 277 | ||
City of Hope | 5.623% | 11/15/43 | 75 | 75 | ||
City of Hope | 4.378% | 8/15/48 | 100 | 85 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 100 | 94 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 500 | 433 | ||
2 | CommonSpirit Health | 4.350% | 11/1/42 | 225 | 195 | |
CommonSpirit Health | 3.817% | 10/1/49 | 50 | 39 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 200 | 169 | ||
Community Health Network Inc. | 3.099% | 5/1/50 | 140 | 94 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Corewell Health Obligated Group | 3.487% | 7/15/49 | 75 | 58 | ||
Cottage Health Obligated Group | 3.304% | 11/1/49 | 100 | 75 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 573 | 563 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 416 | 397 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 450 | 430 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 400 | 355 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 677 | 665 | ||
CVS Health Corp. | 5.000% | 1/30/29 | 470 | 478 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 360 | 335 | ||
CVS Health Corp. | 5.125% | 2/21/30 | 250 | 254 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 225 | 186 | ||
CVS Health Corp. | 5.250% | 1/30/31 | 100 | 103 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 350 | 288 | ||
CVS Health Corp. | 5.250% | 2/21/33 | 250 | 256 | ||
CVS Health Corp. | 5.300% | 6/1/33 | 400 | 411 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 125 | 123 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 1,000 | 945 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 75 | 80 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 200 | 172 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 150 | 145 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 525 | 498 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 1,535 | 1,440 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 300 | 251 | ||
CVS Health Corp. | 5.625% | 2/21/53 | 220 | 223 | ||
CVS Health Corp. | 5.875% | 6/1/53 | 118 | 124 | ||
CVS Health Corp. | 6.000% | 6/1/63 | 135 | 144 | ||
Danaher Corp. | 3.350% | 9/15/25 | 100 | 98 | ||
Danaher Corp. | 4.375% | 9/15/45 | 75 | 70 | ||
Danaher Corp. | 2.600% | 10/1/50 | 500 | 335 | ||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 100 | 79 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 150 | 133 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 150 | 136 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 175 | 145 | ||
Dignity Health | 3.812% | 11/1/24 | 100 | 98 | ||
Dignity Health | 4.500% | 11/1/42 | 100 | 88 | ||
Dignity Health | 5.267% | 11/1/64 | 50 | 47 | ||
Duke University Health System Inc. | 3.920% | 6/1/47 | 100 | 85 | ||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 100 | 99 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 100 | 97 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 530 | 460 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 650 | 565 | ||
Elevance Health Inc. | 4.100% | 5/15/32 | 200 | 191 | ||
Elevance Health Inc. | 5.500% | 10/15/32 | 250 | 262 | ||
Elevance Health Inc. | 4.750% | 2/15/33 | 200 | 200 | ||
Elevance Health Inc. | 5.950% | 12/15/34 | 1 | 1 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 75 | 80 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 50 | 55 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 175 | 163 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 775 | 719 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 100 | 98 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 261 | 233 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 155 | 141 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 200 | 183 | ||
Elevance Health Inc. | 5.125% | 2/15/53 | 200 | 201 | ||
Elevance Health Inc. | 4.850% | 8/15/54 | 30 | 27 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 71 | 69 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 92 | 88 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 250 | 158 | ||
Eli Lilly & Co. | 4.950% | 2/27/63 | 250 | 260 | ||
GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | 250 | 252 | ||
GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 200 | 207 | ||
GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | 250 | 267 | ||
GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 150 | 174 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 575 | 563 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 525 | 501 | ||
Gilead Sciences Inc. | 5.250% | 10/15/33 | 100 | 104 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 575 | 569 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 350 | 322 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 175 | 187 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 400 | 387 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 455 | 434 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 475 | 329 | ||
Gilead Sciences Inc. | 5.550% | 10/15/53 | 100 | 108 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 604 | 594 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 375 | 370 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 85 | 92 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 550 | 640 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 100 | 93 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 25 | 24 | ||
Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 250 | 178 | ||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 125 | 110 | ||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 50 | 45 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 75 | 54 | |
HCA Inc. | 5.375% | 2/1/25 | 250 | 250 | ||
HCA Inc. | 5.250% | 4/15/25 | 320 | 320 | ||
HCA Inc. | 5.250% | 6/15/26 | 325 | 327 | ||
HCA Inc. | 4.500% | 2/15/27 | 125 | 124 | ||
HCA Inc. | 5.200% | 6/1/28 | 177 | 179 | ||
HCA Inc. | 5.625% | 9/1/28 | 275 | 281 | ||
HCA Inc. | 4.125% | 6/15/29 | 405 | 388 | ||
HCA Inc. | 3.500% | 9/1/30 | 500 | 454 | ||
HCA Inc. | 2.375% | 7/15/31 | 400 | 331 | ||
HCA Inc. | 3.625% | 3/15/32 | 250 | 224 | ||
HCA Inc. | 5.500% | 6/1/33 | 221 | 225 | ||
HCA Inc. | 5.125% | 6/15/39 | 200 | 191 | ||
HCA Inc. | 4.375% | 3/15/42 | 250 | 212 | ||
HCA Inc. | 5.500% | 6/15/47 | 425 | 409 | ||
HCA Inc. | 5.250% | 6/15/49 | 400 | 372 | ||
HCA Inc. | 3.500% | 7/15/51 | 200 | 141 | ||
HCA Inc. | 4.625% | 3/15/52 | 300 | 256 | ||
HCA Inc. | 5.900% | 6/1/53 | 177 | 182 | ||
Humana Inc. | 1.350% | 2/3/27 | 200 | 180 | ||
Humana Inc. | 3.950% | 3/15/27 | 150 | 147 | ||
Humana Inc. | 5.750% | 12/1/28 | 100 | 105 | ||
Humana Inc. | 4.875% | 4/1/30 | 135 | 137 | ||
Humana Inc. | 2.150% | 2/3/32 | 200 | 165 | ||
Humana Inc. | 5.950% | 3/15/34 | 200 | 214 | ||
Humana Inc. | 4.625% | 12/1/42 | 110 | 101 | ||
Humana Inc. | 4.950% | 10/1/44 | 270 | 256 | ||
Humana Inc. | 3.950% | 8/15/49 | 40 | 33 | ||
Humana Inc. | 5.500% | 3/15/53 | 200 | 207 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 100 | 91 | ||
Illumina Inc. | 2.550% | 3/23/31 | 250 | 211 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 125 | 108 | ||
Iowa Health System | 3.665% | 2/15/50 | 125 | 95 | ||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 125 | 106 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 250 | 245 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 350 | 336 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 200 | 193 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 300 | 268 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 100 | 96 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 375 | 315 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 150 | 162 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 175 | 180 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 175 | 162 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 300 | 277 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 200 | 231 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 250 | 178 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 150 | 150 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 75 | 78 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 200 | 200 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 400 | 350 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 250 | 220 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 400 | 264 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 100 | 96 | ||
Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 250 | 188 | ||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 235 | 229 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 150 | 133 | ||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 225 | 169 | ||
Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 250 | 178 | ||
Koninklijke KPN NV | 6.875% | 3/11/38 | 100 | 112 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 150 | 138 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 100 | 97 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 200 | 197 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 200 | 185 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 100 | 97 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 125 | 113 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 200 | 173 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 195 | 180 | ||
Mass General Brigham Inc. | 3.192% | 7/1/49 | 150 | 110 | ||
Mass General Brigham Inc. | 3.342% | 7/1/60 | 250 | 179 | ||
Mayo Clinic | 3.774% | 11/15/43 | 75 | 64 | ||
Mayo Clinic | 4.128% | 11/15/52 | 50 | 45 | ||
Mayo Clinic | 3.196% | 11/15/61 | 250 | 176 | ||
McKesson Corp. | 0.900% | 12/3/25 | 500 | 464 | ||
McKesson Corp. | 4.900% | 7/15/28 | 24 | 24 | ||
McKesson Corp. | 5.100% | 7/15/33 | 100 | 103 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | MedStar Health Inc. | 3.626% | 8/15/49 | 75 | 57 | |
Medtronic Inc. | 4.375% | 3/15/35 | 511 | 499 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 244 | 238 | ||
Memorial Health Services | 3.447% | 11/1/49 | 150 | 114 | ||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 100 | 71 | ||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 150 | 131 | ||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 25 | 22 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 740 | 724 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 400 | 367 | ||
Merck & Co. Inc. | 4.050% | 5/17/28 | 100 | 100 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 375 | 360 | ||
Merck & Co. Inc. | 4.300% | 5/17/30 | 133 | 133 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 210 | 176 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 450 | 385 | ||
Merck & Co. Inc. | 4.500% | 5/17/33 | 265 | 267 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 125 | 147 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 200 | 182 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 100 | 85 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 200 | 184 | ||
Merck & Co. Inc. | 4.900% | 5/17/44 | 133 | 135 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 525 | 447 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 300 | 265 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 700 | 482 | ||
Merck & Co. Inc. | 5.000% | 5/17/53 | 265 | 273 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 375 | 251 | ||
Merck & Co. Inc. | 5.150% | 5/17/63 | 177 | 185 | ||
Methodist Hospital | 2.705% | 12/1/50 | 300 | 200 | ||
2 | Montefiore Obligated Group | 5.246% | 11/1/48 | 150 | 109 | |
Mount Sinai Hospital | 3.391% | 7/1/50 | 500 | 351 | ||
MultiCare Health System | 2.803% | 8/15/50 | 250 | 154 | ||
Mylan Inc. | 5.400% | 11/29/43 | 100 | 87 | ||
Mylan Inc. | 5.200% | 4/15/48 | 175 | 145 | ||
New York and Presbyterian Hospital | 4.024% | 8/1/45 | 130 | 112 | ||
New York and Presbyterian Hospital | 4.063% | 8/1/56 | 75 | 63 | ||
New York and Presbyterian Hospital | 2.606% | 8/1/60 | 100 | 59 | ||
New York and Presbyterian Hospital | 3.954% | 8/1/19 | 125 | 92 | ||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 100 | 81 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 200 | 169 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 100 | 76 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 250 | 193 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 287 | 285 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 200 | 194 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 525 | 492 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 175 | 168 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 410 | 361 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 100 | 87 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 375 | 360 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 225 | 203 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 75 | 54 | ||
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | 2.667% | 10/1/50 | 10 | 6 | ||
NYU Langone Hospitals | 4.784% | 7/1/44 | 100 | 94 | ||
2 | NYU Langone Hospitals | 4.368% | 7/1/47 | 110 | 98 | |
NYU Langone Hospitals | 3.380% | 7/1/55 | 200 | 142 | ||
Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 50 | 34 | ||
2 | OhioHealth Corp. | 3.042% | 11/15/50 | 100 | 74 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 50 | 42 | ||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 75 | 66 | ||
PeaceHealth Obligated Group | 3.218% | 11/15/50 | 200 | 130 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 200 | 195 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 375 | 361 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 300 | 271 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 225 | 192 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 200 | 166 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 150 | 138 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 125 | 111 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 425 | 527 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 200 | 147 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 125 | 115 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 200 | 189 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 250 | 222 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 350 | 317 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 175 | 153 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 450 | 313 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pfizer Investment Enterprises Pte Ltd. | 4.650% | 5/19/25 | 531 | 530 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.450% | 5/19/26 | 531 | 530 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.450% | 5/19/28 | 707 | 707 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.650% | 5/19/30 | 527 | 531 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.750% | 5/19/33 | 884 | 886 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.110% | 5/19/43 | 525 | 524 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.300% | 5/19/53 | 1,061 | 1,085 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.340% | 5/19/63 | 707 | 715 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 175 | 191 | ||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 50 | 47 | ||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 150 | 131 | ||
Providence St. Joseph Health Obligated Group | 5.403% | 10/1/33 | 200 | 204 | ||
2 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 75 | 58 | |
2 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 75 | 58 | |
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 100 | 98 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 125 | 122 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 140 | 137 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 160 | 143 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 125 | 109 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 13 | 13 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 25 | 23 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 500 | 411 | ||
Revvity Inc. | 1.900% | 9/15/28 | 250 | 217 | ||
Revvity Inc. | 3.625% | 3/15/51 | 150 | 108 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 300 | 280 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 300 | 252 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 350 | 249 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 250 | 170 | ||
Rush Obligated Group | 3.922% | 11/15/29 | 75 | 72 | ||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 100 | 83 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 25 | 19 | ||
Sanofi SA | 3.625% | 6/19/28 | 225 | 220 | ||
Seattle Children's Hospital | 2.719% | 10/1/50 | 200 | 132 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 575 | 553 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 300 | 248 | ||
SSM Health Care Corp. | 3.823% | 6/1/27 | 100 | 97 | ||
SSM Health Care Corp. | 4.894% | 6/1/28 | 200 | 201 | ||
Stanford Health Care | 3.795% | 11/15/48 | 125 | 104 | ||
Stryker Corp. | 1.150% | 6/15/25 | 100 | 95 | ||
Stryker Corp. | 3.375% | 11/1/25 | 140 | 136 | ||
Stryker Corp. | 3.500% | 3/15/26 | 183 | 178 | ||
Stryker Corp. | 3.650% | 3/7/28 | 50 | 48 | ||
Stryker Corp. | 4.100% | 4/1/43 | 75 | 66 | ||
Stryker Corp. | 4.375% | 5/15/44 | 50 | 46 | ||
Sutter Health | 1.321% | 8/15/25 | 500 | 467 | ||
Sutter Health | 3.695% | 8/15/28 | 75 | 72 | ||
Sutter Health | 5.164% | 8/15/33 | 75 | 76 | ||
Sutter Health | 4.091% | 8/15/48 | 75 | 65 | ||
Sutter Health | 3.361% | 8/15/50 | 125 | 93 | ||
Sutter Health | 5.547% | 8/15/53 | 75 | 80 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 405 | 411 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 150 | 115 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 610 | 437 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 200 | 140 | ||
Texas Health Resources | 2.328% | 11/15/50 | 300 | 182 | ||
Thermo Fisher Scientific Inc. | 4.953% | 8/10/26 | 100 | 101 | ||
Thermo Fisher Scientific Inc. | 5.000% | 12/5/26 | 200 | 203 | ||
Thermo Fisher Scientific Inc. | 5.000% | 1/31/29 | 200 | 205 | ||
Thermo Fisher Scientific Inc. | 4.977% | 8/10/30 | 150 | 154 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 1,000 | 843 | ||
Thermo Fisher Scientific Inc. | 5.086% | 8/10/33 | 200 | 208 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 250 | 190 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 185 | 193 | ||
Trinity Health Corp. | 4.125% | 12/1/45 | 85 | 74 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 400 | 394 | ||
UnitedHealth Group Inc. | 5.150% | 10/15/25 | 200 | 202 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 225 | 219 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 175 | 171 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 350 | 339 | ||
UnitedHealth Group Inc. | 3.700% | 5/15/27 | 120 | 118 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 150 | 143 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UnitedHealth Group Inc. | 5.250% | 2/15/28 | 375 | 388 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 150 | 147 | ||
UnitedHealth Group Inc. | 4.250% | 1/15/29 | 200 | 200 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 150 | 139 | ||
UnitedHealth Group Inc. | 5.300% | 2/15/30 | 200 | 209 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 755 | 653 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 650 | 563 | ||
UnitedHealth Group Inc. | 4.200% | 5/15/32 | 250 | 244 | ||
UnitedHealth Group Inc. | 5.350% | 2/15/33 | 375 | 397 | ||
UnitedHealth Group Inc. | 4.500% | 4/15/33 | 200 | 198 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 175 | 176 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 50 | 59 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 125 | 147 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 245 | 296 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 240 | 204 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 200 | 152 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 60 | 66 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 300 | 235 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 110 | 105 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 50 | 46 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 175 | 153 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 125 | 116 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 305 | 296 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 210 | 187 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 290 | 259 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 300 | 268 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 150 | 138 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 310 | 253 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 750 | 570 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 200 | 226 | ||
UnitedHealth Group Inc. | 5.050% | 4/15/53 | 269 | 272 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 420 | 343 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 250 | 178 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 200 | 231 | ||
UnitedHealth Group Inc. | 5.200% | 4/15/63 | 300 | 307 | ||
Universal Health Services Inc. | 2.650% | 10/15/30 | 300 | 254 | ||
UPMC | 3.600% | 4/3/25 | 125 | 122 | ||
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 889 | 861 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 225 | 188 | ||
Viatris Inc. | 1.650% | 6/22/25 | 175 | 166 | ||
Viatris Inc. | 2.300% | 6/22/27 | 175 | 159 | ||
Viatris Inc. | 4.000% | 6/22/50 | 250 | 176 | ||
WakeMed | 3.286% | 10/1/52 | 200 | 144 | ||
2 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 50 | 45 | |
Wyeth LLC | 6.500% | 2/1/34 | 150 | 169 | ||
Wyeth LLC | 6.000% | 2/15/36 | 85 | 94 | ||
Wyeth LLC | 5.950% | 4/1/37 | 385 | 422 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 250 | 241 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 200 | 171 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 50 | 51 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 150 | 133 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 100 | 99 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 150 | 142 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 100 | 98 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 150 | 129 | ||
Zoetis Inc. | 5.600% | 11/16/32 | 250 | 268 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 175 | 167 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 150 | 128 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 75 | 68 | ||
124,792 | ||||||
Industrials (2.0%) | ||||||
3M Co. | 2.000% | 2/14/25 | 150 | 145 | ||
3M Co. | 2.650% | 4/15/25 | 100 | 97 | ||
3M Co. | 3.000% | 8/7/25 | 100 | 97 | ||
3M Co. | 2.250% | 9/19/26 | 150 | 140 | ||
3M Co. | 2.875% | 10/15/27 | 125 | 118 | ||
3M Co. | 3.375% | 3/1/29 | 150 | 140 | ||
3M Co. | 2.375% | 8/26/29 | 360 | 319 | ||
3M Co. | 3.125% | 9/19/46 | 75 | 55 | ||
3M Co. | 3.625% | 10/15/47 | 100 | 76 | ||
3M Co. | 4.000% | 9/14/48 | 250 | 214 | ||
3M Co. | 3.250% | 8/26/49 | 300 | 218 | ||
3M Co. | 3.700% | 4/15/50 | 125 | 99 | ||
Allegion plc | 3.500% | 10/1/29 | 75 | 69 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 175 | 166 | ||
American Airlines Class A Series 2021-1 Pass Through Trust | 2.875% | 1/11/36 | 128 | 106 | ||
2 | American Airlines Class AA Series 2015-2 Pass Through Trust | 3.600% | 3/22/29 | 35 | 33 | |
2 | American Airlines Class AA Series 2016-1 Pass Through Trust | 3.575% | 7/15/29 | 100 | 93 | |
2 | American Airlines Class AA Series 2016-3 Pass Through Trust | 3.000% | 4/15/30 | 101 | 91 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | American Airlines Class AA Series 2017-1 Pass Through Trust | 3.650% | 8/15/30 | 34 | 31 | |
2 | American Airlines Class AA Series 2019-1 Pass Through Trust | 3.150% | 8/15/33 | 41 | 36 | |
Amphenol Corp. | 2.050% | 3/1/25 | 40 | 39 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 100 | 100 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 275 | 251 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 100 | 84 | ||
Block Financial LLC | 5.250% | 10/1/25 | 100 | 99 | ||
Block Financial LLC | 3.875% | 8/15/30 | 200 | 183 | ||
BNSF Funding Trust I | 6.613% | 12/15/55 | 65 | 63 | ||
Boeing Co. | 2.500% | 3/1/25 | 145 | 140 | ||
Boeing Co. | 4.875% | 5/1/25 | 795 | 791 | ||
Boeing Co. | 2.196% | 2/4/26 | 1,200 | 1,134 | ||
Boeing Co. | 3.100% | 5/1/26 | 100 | 96 | ||
Boeing Co. | 2.250% | 6/15/26 | 50 | 47 | ||
Boeing Co. | 2.700% | 2/1/27 | 195 | 184 | ||
Boeing Co. | 2.800% | 3/1/27 | 50 | 47 | ||
Boeing Co. | 5.040% | 5/1/27 | 360 | 363 | ||
Boeing Co. | 3.250% | 3/1/28 | 100 | 94 | ||
Boeing Co. | 3.450% | 11/1/28 | 250 | 235 | ||
Boeing Co. | 3.200% | 3/1/29 | 200 | 187 | ||
Boeing Co. | 2.950% | 2/1/30 | 190 | 171 | ||
Boeing Co. | 5.150% | 5/1/30 | 695 | 708 | ||
Boeing Co. | 6.125% | 2/15/33 | 75 | 81 | ||
Boeing Co. | 3.600% | 5/1/34 | 350 | 310 | ||
Boeing Co. | 3.250% | 2/1/35 | 190 | 160 | ||
Boeing Co. | 6.625% | 2/15/38 | 50 | 56 | ||
Boeing Co. | 3.550% | 3/1/38 | 50 | 41 | ||
Boeing Co. | 3.500% | 3/1/39 | 75 | 60 | ||
Boeing Co. | 6.875% | 3/15/39 | 100 | 114 | ||
Boeing Co. | 5.875% | 2/15/40 | 75 | 78 | ||
Boeing Co. | 5.705% | 5/1/40 | 740 | 767 | ||
Boeing Co. | 3.375% | 6/15/46 | 75 | 55 | ||
Boeing Co. | 3.650% | 3/1/47 | 55 | 41 | ||
Boeing Co. | 3.625% | 3/1/48 | 75 | 55 | ||
Boeing Co. | 3.850% | 11/1/48 | 60 | 47 | ||
Boeing Co. | 3.900% | 5/1/49 | 150 | 119 | ||
Boeing Co. | 3.750% | 2/1/50 | 250 | 195 | ||
Boeing Co. | 5.805% | 5/1/50 | 530 | 550 | ||
Boeing Co. | 3.825% | 3/1/59 | 200 | 148 | ||
Boeing Co. | 3.950% | 8/1/59 | 75 | 58 | ||
Boeing Co. | 5.930% | 5/1/60 | 735 | 763 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 100 | 98 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 75 | 74 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 225 | 217 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 140 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 125 | 125 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 250 | 262 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 250 | 231 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 200 | 185 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 175 | 163 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 125 | 128 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 100 | 99 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 150 | 140 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 125 | 111 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 75 | 72 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 150 | 127 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 125 | 110 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 375 | 325 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 200 | 176 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 400 | 322 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 200 | 145 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 200 | 140 | ||
Burlington Northern Santa Fe LLC | 5.200% | 4/15/54 | 325 | 339 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 75 | 85 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 75 | 84 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 100 | 113 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 100 | 77 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 425 | 279 | ||
Canadian Pacific Railway Co. | 2.875% | 11/15/29 | 100 | 90 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 200 | 171 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 100 | 114 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 250 | 232 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 80 | 85 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 178 | 159 | ||
Canadian Pacific Railway Co. | 4.300% | 5/15/43 | 75 | 66 | ||
Canadian Pacific Railway Co. | 4.950% | 8/15/45 | 125 | 119 | ||
Canadian Pacific Railway Co. | 4.700% | 5/1/48 | 225 | 205 | ||
Canadian Pacific Railway Co. | 3.500% | 5/1/50 | 100 | 77 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 500 | 362 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 120 | 134 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 400 | 387 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Carrier Global Corp. | 5.800% | 11/30/25 | 200 | 203 | |
Carrier Global Corp. | 2.493% | 2/15/27 | 250 | 235 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 355 | 318 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 85 | 74 | ||
5 | Carrier Global Corp. | 5.900% | 3/15/34 | 175 | 189 | |
Carrier Global Corp. | 3.377% | 4/5/40 | 300 | 242 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 400 | 314 | ||
5 | Carrier Global Corp. | 6.200% | 3/15/54 | 200 | 232 | |
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 277 | 273 | ||
Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | 200 | 200 | ||
Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 100 | 96 | ||
Caterpillar Financial Services Corp. | 3.650% | 8/12/25 | 300 | 295 | ||
Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 400 | 374 | ||
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 300 | 278 | ||
Caterpillar Financial Services Corp. | 4.350% | 5/15/26 | 200 | 200 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 100 | 95 | ||
Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 200 | 184 | ||
Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 200 | 185 | ||
Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | 300 | 293 | ||
Caterpillar Inc. | 2.600% | 9/19/29 | 200 | 184 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 120 | 109 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 100 | 113 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 150 | 159 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 243 | 214 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 200 | 158 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 200 | 159 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 100 | 97 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 175 | 171 | ||
Cintas Corp. No. 2 | 4.000% | 5/1/32 | 150 | 145 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 200 | 184 | ||
CNH Industrial NV | 3.850% | 11/15/27 | 100 | 97 | ||
CSX Corp. | 3.350% | 11/1/25 | 150 | 146 | ||
CSX Corp. | 3.250% | 6/1/27 | 150 | 145 | ||
CSX Corp. | 3.800% | 3/1/28 | 350 | 344 | ||
CSX Corp. | 4.250% | 3/15/29 | 200 | 200 | ||
CSX Corp. | 2.400% | 2/15/30 | 172 | 152 | ||
CSX Corp. | 4.100% | 11/15/32 | 187 | 182 | ||
CSX Corp. | 5.200% | 11/15/33 | 100 | 104 | ||
CSX Corp. | 6.220% | 4/30/40 | 152 | 171 | ||
CSX Corp. | 5.500% | 4/15/41 | 225 | 235 | ||
CSX Corp. | 4.750% | 5/30/42 | 210 | 201 | ||
CSX Corp. | 4.100% | 3/15/44 | 150 | 131 | ||
CSX Corp. | 4.300% | 3/1/48 | 250 | 223 | ||
CSX Corp. | 4.500% | 3/15/49 | 225 | 205 | ||
CSX Corp. | 3.350% | 9/15/49 | 265 | 201 | ||
CSX Corp. | 4.500% | 11/15/52 | 162 | 151 | ||
CSX Corp. | 4.500% | 8/1/54 | 25 | 23 | ||
CSX Corp. | 4.250% | 11/1/66 | 150 | 128 | ||
CSX Corp. | 4.650% | 3/1/68 | 75 | 69 | ||
Cummins Inc. | 0.750% | 9/1/25 | 400 | 375 | ||
Cummins Inc. | 2.600% | 9/1/50 | 200 | 133 | ||
Deere & Co. | 2.750% | 4/15/25 | 100 | 98 | ||
Deere & Co. | 5.375% | 10/16/29 | 125 | 132 | ||
Deere & Co. | 7.125% | 3/3/31 | 100 | 117 | ||
Deere & Co. | 3.900% | 6/9/42 | 250 | 225 | ||
Deere & Co. | 2.875% | 9/7/49 | 200 | 150 | ||
Deere & Co. | 3.750% | 4/15/50 | 175 | 153 | ||
2,5 | Delta Air Lines Inc. / SkyMiles IP Ltd. | 4.750% | 10/20/28 | 200 | 197 | |
2 | Delta Air Lines Pass Through Trust Class AA Series 2020-1 | 2.000% | 12/10/29 | 119 | 105 | |
Dover Corp. | 3.150% | 11/15/25 | 200 | 194 | ||
Dover Corp. | 2.950% | 11/4/29 | 75 | 68 | ||
Eaton Corp. | 3.103% | 9/15/27 | 128 | 123 | ||
Eaton Corp. | 4.150% | 3/15/33 | 236 | 231 | ||
Eaton Corp. | 4.150% | 11/2/42 | 150 | 138 | ||
Eaton Corp. | 4.700% | 8/23/52 | 228 | 225 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 200 | 179 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 100 | 86 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 200 | 171 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 150 | 103 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 200 | 138 | ||
FedEx Corp. | 3.250% | 4/1/26 | 100 | 97 | ||
FedEx Corp. | 3.100% | 8/5/29 | 200 | 185 | ||
FedEx Corp. | 4.250% | 5/15/30 | 100 | 98 | ||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 183 | ||
FedEx Corp. | 4.100% | 4/15/43 | 75 | 64 | ||
FedEx Corp. | 4.100% | 2/1/45 | 125 | 105 | ||
FedEx Corp. | 4.750% | 11/15/45 | 250 | 230 | ||
FedEx Corp. | 4.550% | 4/1/46 | 225 | 202 | ||
FedEx Corp. | 4.400% | 1/15/47 | 125 | 109 | ||
FedEx Corp. | 4.050% | 2/15/48 | 200 | 167 | ||
FedEx Corp. | 4.950% | 10/17/48 | 250 | 237 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
FedEx Corp. | 5.250% | 5/15/50 | 250 | 250 | ||
2 | FedEx Corp. Pass Through Trust Class AA Series 2020-1 | 1.875% | 8/20/35 | 420 | 350 | |
Fortive Corp. | 3.150% | 6/15/26 | 150 | 144 | ||
Fortive Corp. | 4.300% | 6/15/46 | 100 | 85 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 445 | 435 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 200 | 196 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 150 | 147 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 200 | 197 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 100 | 97 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 200 | 187 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 200 | 196 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 200 | 192 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 150 | 140 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 100 | 84 | ||
General Electric Co. | 5.875% | 1/14/38 | 560 | 616 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 250 | 205 | ||
Hexcel Corp. | 4.200% | 2/15/27 | 72 | 69 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 275 | 263 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 50 | 48 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 250 | 227 | ||
Honeywell International Inc. | 4.950% | 2/15/28 | 90 | 93 | ||
Honeywell International Inc. | 4.250% | 1/15/29 | 200 | 200 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 100 | 92 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,000 | 869 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 250 | 209 | ||
Honeywell International Inc. | 5.000% | 2/15/33 | 197 | 206 | ||
Honeywell International Inc. | 4.500% | 1/15/34 | 200 | 201 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 200 | 219 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 150 | 160 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 75 | 73 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 50 | 47 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 175 | 168 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 100 | 95 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 200 | 176 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 200 | 190 | ||
IDEX Corp. | 3.000% | 5/1/30 | 75 | 67 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 300 | 286 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 75 | 76 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 250 | 224 | ||
Ingersoll Rand Inc. | 5.400% | 8/14/28 | 100 | 103 | ||
Ingersoll Rand Inc. | 5.700% | 8/14/33 | 200 | 212 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 200 | 196 | ||
2 | JetBlue Pass Through Trust Class A Series 2020-1 | 4.000% | 5/15/34 | 121 | 110 | |
2 | JetBlue Pass Through Trust Class AA Series 2019-1 | 2.750% | 11/15/33 | 123 | 103 | |
John Deere Capital Corp. | 2.050% | 1/9/25 | 350 | 340 | ||
John Deere Capital Corp. | 1.250% | 1/10/25 | 500 | 482 | ||
John Deere Capital Corp. | 3.450% | 3/13/25 | 300 | 295 | ||
John Deere Capital Corp. | 5.300% | 9/8/25 | 350 | 355 | ||
John Deere Capital Corp. | 3.400% | 9/11/25 | 75 | 74 | ||
John Deere Capital Corp. | 4.800% | 1/9/26 | 200 | 201 | ||
John Deere Capital Corp. | 0.700% | 1/15/26 | 300 | 278 | ||
John Deere Capital Corp. | 2.650% | 6/10/26 | 100 | 96 | ||
John Deere Capital Corp. | 1.050% | 6/17/26 | 200 | 184 | ||
John Deere Capital Corp. | 5.150% | 9/8/26 | 200 | 204 | ||
John Deere Capital Corp. | 2.250% | 9/14/26 | 125 | 118 | ||
John Deere Capital Corp. | 2.350% | 3/8/27 | 200 | 188 | ||
John Deere Capital Corp. | 2.800% | 9/8/27 | 150 | 142 | ||
John Deere Capital Corp. | 4.150% | 9/15/27 | 200 | 199 | ||
John Deere Capital Corp. | 3.050% | 1/6/28 | 100 | 95 | ||
John Deere Capital Corp. | 4.750% | 1/20/28 | 200 | 203 | ||
John Deere Capital Corp. | 4.950% | 7/14/28 | 200 | 205 | ||
John Deere Capital Corp. | 3.450% | 3/7/29 | 50 | 48 | ||
John Deere Capital Corp. | 2.800% | 7/18/29 | 150 | 139 | ||
John Deere Capital Corp. | 2.450% | 1/9/30 | 325 | 293 | ||
John Deere Capital Corp. | 5.150% | 9/8/33 | 300 | 316 | ||
Johnson Controls International plc | 3.900% | 2/14/26 | 37 | 36 | ||
Johnson Controls International plc | 6.000% | 1/15/36 | 39 | 42 | ||
Johnson Controls International plc | 4.625% | 7/2/44 | 175 | 158 | ||
Johnson Controls International plc | 5.125% | 9/14/45 | 9 | 9 | ||
Johnson Controls International plc | 4.500% | 2/15/47 | 100 | 90 | ||
Johnson Controls International plc | 4.950% | 7/2/64 | 72 | 66 | ||
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 2.000% | 9/16/31 | 200 | 167 | ||
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 4.900% | 12/1/32 | 72 | 73 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 120 | 117 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 125 | 125 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 100 | 91 | ||
Kirby Corp. | 4.200% | 3/1/28 | 300 | 289 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 200 | 197 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 50 | 49 | ||
L3Harris Technologies Inc. | 5.400% | 1/15/27 | 200 | 204 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 175 | 173 | ||
L3Harris Technologies Inc. | 5.400% | 7/31/33 | 500 | 520 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 99 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 100 | 99 | ||
L3Harris Technologies Inc. | 5.600% | 7/31/53 | 500 | 534 | ||
Legrand France SA | 8.500% | 2/15/25 | 68 | 71 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 50 | 45 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 190 | 187 | ||
Lockheed Martin Corp. | 5.100% | 11/15/27 | 250 | 258 | ||
Lockheed Martin Corp. | 4.450% | 5/15/28 | 100 | 101 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 100 | 96 | ||
Lockheed Martin Corp. | 5.250% | 1/15/33 | 250 | 265 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 150 | 137 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 100 | 99 | ||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 300 | 340 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 270 | 244 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 100 | 86 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 275 | 270 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 175 | 125 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 331 | 294 | ||
Lockheed Martin Corp. | 4.150% | 6/15/53 | 250 | 224 | ||
Lockheed Martin Corp. | 5.700% | 11/15/54 | 250 | 282 | ||
Lockheed Martin Corp. | 5.200% | 2/15/55 | 115 | 121 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 125 | 112 | ||
Lockheed Martin Corp. | 5.900% | 11/15/63 | 134 | 157 | ||
5 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | 6.500% | 6/20/27 | 350 | 351 | |
Nordson Corp. | 5.600% | 9/15/28 | 60 | 62 | ||
Nordson Corp. | 5.800% | 9/15/33 | 79 | 84 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 50 | 49 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 310 | 297 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 60 | 66 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 120 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 113 | 110 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 200 | 180 | ||
Norfolk Southern Corp. | 5.050% | 8/1/30 | 100 | 103 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 200 | 178 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 113 | 109 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 75 | 67 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 75 | 69 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 25 | 22 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 73 | 62 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 75 | 57 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 350 | 249 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 239 | 202 | ||
Norfolk Southern Corp. | 5.350% | 8/1/54 | 200 | 208 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 438 | 308 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 100 | 76 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 275 | 269 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 150 | 144 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 100 | 96 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 290 | 288 | ||
Northrop Grumman Corp. | 4.700% | 3/15/33 | 100 | 101 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 90 | 91 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 150 | 150 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 275 | 263 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 380 | 327 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 310 | 319 | ||
Northrop Grumman Corp. | 4.950% | 3/15/53 | 100 | 99 | ||
Nvent Finance Sarl | 4.550% | 4/15/28 | 100 | 97 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 185 | 182 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 60 | 54 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 200 | 186 | ||
Otis Worldwide Corp. | 5.250% | 8/16/28 | 150 | 154 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 300 | 267 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 400 | 321 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 150 | 116 | ||
PACCAR Financial Corp. | 1.800% | 2/6/25 | 60 | 58 | ||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 125 | 120 | ||
Parker-Hannifin Corp. | 4.250% | 9/15/27 | 215 | 213 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 75 | 71 | ||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 150 | 167 | ||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 200 | 182 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 215 | 187 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 175 | 171 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 200 | 182 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 400 | 352 | ||
5 | Regal Rexnord Corp. | 6.050% | 2/15/26 | 100 | 101 | |
5 | Regal Rexnord Corp. | 6.050% | 4/15/28 | 250 | 253 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Regal Rexnord Corp. | 6.300% | 2/15/30 | 200 | 206 | |
5 | Regal Rexnord Corp. | 6.400% | 4/15/33 | 225 | 235 | |
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 463 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 175 | 196 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 100 | 108 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 100 | 97 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 200 | 165 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 125 | 113 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 200 | 130 | ||
RTX Corp. | 3.950% | 8/16/25 | 400 | 394 | ||
RTX Corp. | 3.500% | 3/15/27 | 300 | 289 | ||
RTX Corp. | 3.125% | 5/4/27 | 225 | 214 | ||
RTX Corp. | 7.200% | 8/15/27 | 25 | 27 | ||
RTX Corp. | 4.125% | 11/16/28 | 537 | 525 | ||
RTX Corp. | 2.250% | 7/1/30 | 300 | 259 | ||
RTX Corp. | 1.900% | 9/1/31 | 200 | 163 | ||
RTX Corp. | 2.375% | 3/15/32 | 200 | 167 | ||
RTX Corp. | 5.150% | 2/27/33 | 200 | 204 | ||
RTX Corp. | 6.100% | 3/15/34 | 197 | 214 | ||
RTX Corp. | 5.400% | 5/1/35 | 150 | 155 | ||
RTX Corp. | 6.050% | 6/1/36 | 100 | 108 | ||
RTX Corp. | 6.125% | 7/15/38 | 50 | 55 | ||
RTX Corp. | 4.450% | 11/16/38 | 175 | 161 | ||
RTX Corp. | 4.700% | 12/15/41 | 50 | 46 | ||
RTX Corp. | 4.500% | 6/1/42 | 675 | 615 | ||
RTX Corp. | 4.800% | 12/15/43 | 65 | 60 | ||
RTX Corp. | 4.150% | 5/15/45 | 200 | 171 | ||
RTX Corp. | 3.750% | 11/1/46 | 200 | 159 | ||
RTX Corp. | 4.350% | 4/15/47 | 250 | 219 | ||
RTX Corp. | 4.050% | 5/4/47 | 107 | 89 | ||
RTX Corp. | 4.625% | 11/16/48 | 350 | 320 | ||
RTX Corp. | 3.125% | 7/1/50 | 179 | 127 | ||
RTX Corp. | 2.820% | 9/1/51 | 200 | 132 | ||
RTX Corp. | 3.030% | 3/15/52 | 200 | 138 | ||
RTX Corp. | 5.375% | 2/27/53 | 200 | 204 | ||
RTX Corp. | 6.400% | 3/15/54 | 244 | 283 | ||
Ryder System Inc. | 4.625% | 6/1/25 | 193 | 192 | ||
Ryder System Inc. | 2.900% | 12/1/26 | 100 | 94 | ||
Ryder System Inc. | 5.650% | 3/1/28 | 100 | 103 | ||
Ryder System Inc. | 5.250% | 6/1/28 | 200 | 203 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 50 | 48 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 75 | 67 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 75 | 57 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 600 | 600 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 100 | 95 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 475 | 477 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 50 | 47 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 100 | 87 | ||
2 | Spirit Airlines Class A Series 2015-1 Pass Through Trust | 4.100% | 10/1/29 | 14 | 13 | |
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 100 | 97 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 75 | 73 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 90 | 81 | ||
Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 400 | 334 | ||
Textron Inc. | 4.000% | 3/15/26 | 200 | 196 | ||
Textron Inc. | 3.650% | 3/15/27 | 250 | 240 | ||
Textron Inc. | 3.900% | 9/17/29 | 225 | 214 | ||
Textron Inc. | 6.100% | 11/15/33 | 50 | 53 | ||
Timken Co. | 4.500% | 12/15/28 | 25 | 24 | ||
Trane Technologies Financing Ltd. | 3.500% | 3/21/26 | 75 | 73 | ||
Trane Technologies Financing Ltd. | 3.800% | 3/21/29 | 225 | 218 | ||
Trane Technologies Financing Ltd. | 5.250% | 3/3/33 | 200 | 207 | ||
Trane Technologies Financing Ltd. | 4.500% | 3/21/49 | 75 | 70 | ||
Trane Technologies Global Holding Co Ltd. | 5.750% | 6/15/43 | 125 | 134 | ||
Trimble Inc. | 4.750% | 12/1/24 | 93 | 92 | ||
Trimble Inc. | 4.900% | 6/15/28 | 50 | 50 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 200 | 191 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 200 | 173 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 125 | 147 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 206 | 202 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 560 | 551 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 75 | 72 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 513 | 479 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 200 | 179 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 100 | 89 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 100 | 88 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 500 | 420 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 90 | 80 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 200 | 153 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 250 | 178 | ||
Union Pacific Corp. | 4.950% | 9/9/52 | 110 | 112 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 600 | 476 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 3.875% | 2/1/55 | 100 | 82 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 100 | 82 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 386 | 315 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 325 | 219 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 535 | 424 | ||
2 | United Airlines Class A Series 2013-1 Pass Through Trust | 4.300% | 2/15/27 | 41 | 40 | |
2 | United Airlines Class A Series 2014-1 Pass Through Trust | 4.000% | 10/11/27 | 54 | 51 | |
2 | United Airlines Class A Series 2016-1 Pass Through Trust | 3.450% | 1/7/30 | 34 | 30 | |
2 | United Airlines Class A Series 2023-1 Pass Through Trust | 5.800% | 7/15/37 | 225 | 228 | |
2 | United Airlines Class AA Series 2015-1 Pass Through Trust | 3.450% | 6/1/29 | 112 | 104 | |
2 | United Airlines Class AA Series 2016-1 Pass Through Trust | 3.100% | 1/7/30 | 273 | 250 | |
2 | United Airlines Class AA Series 2016-2 Pass Through Trust | 2.875% | 4/7/30 | 52 | 46 | |
2 | United Airlines Class AA Series 2019-1 Pass Through Trust | 4.150% | 2/25/33 | 145 | 134 | |
2 | United Airlines Class AA Series 2019-2 Pass Through Trust | 2.700% | 11/1/33 | 83 | 70 | |
2 | United Airlines Class B Series 2020-1 Pass Through Trust | 4.875% | 7/15/27 | 243 | 236 | |
2 | United Airlines Pass Through Trust Class A Series 2020-1 | 5.875% | 4/15/29 | 446 | 451 | |
United Parcel Service Inc. | 3.900% | 4/1/25 | 300 | 297 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 399 | 380 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 100 | 97 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 100 | 91 | ||
United Parcel Service Inc. | 4.875% | 3/3/33 | 200 | 208 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 173 | 198 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 255 | 265 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 75 | 75 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 100 | 85 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 110 | 88 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 125 | 114 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 161 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 300 | 319 | ||
United Parcel Service Inc. | 5.050% | 3/3/53 | 200 | 208 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 150 | 135 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 75 | 67 | ||
5 | Veralto Corp. | 5.500% | 9/18/26 | 125 | 127 | |
5 | Veralto Corp. | 5.350% | 9/18/28 | 125 | 128 | |
5 | Veralto Corp. | 5.450% | 9/18/33 | 125 | 130 | |
Waste Connections Inc. | 4.250% | 12/1/28 | 51 | 51 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 200 | 191 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 139 | 125 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 200 | 167 | ||
Waste Connections Inc. | 3.200% | 6/1/32 | 500 | 450 | ||
Waste Connections Inc. | 4.200% | 1/15/33 | 132 | 128 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 75 | 54 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 200 | 141 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 100 | 93 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 125 | 120 | ||
Waste Management Inc. | 4.875% | 2/15/29 | 200 | 205 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 200 | 164 | ||
Waste Management Inc. | 4.625% | 2/15/33 | 88 | 88 | ||
Waste Management Inc. | 4.875% | 2/15/34 | 200 | 204 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 200 | 157 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 200 | 133 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 360 | 348 | ||
Westinghouse Air Brake Technologies Corp. | 4.700% | 9/15/28 | 175 | 173 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 75 | 72 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 75 | 63 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 75 | 68 | ||
Xylem Inc. | 3.250% | 11/1/26 | 100 | 96 | ||
Xylem Inc. | 1.950% | 1/30/28 | 100 | 91 | ||
Xylem Inc. | 2.250% | 1/30/31 | 100 | 86 | ||
Xylem Inc. | 4.375% | 11/1/46 | 100 | 86 | ||
84,473 | ||||||
Materials (0.8%) | ||||||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 200 | 175 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 200 | 153 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 200 | 143 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 75 | 70 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 300 | 279 | ||
Amcor Finance USA Inc. | 5.625% | 5/26/33 | 48 | 50 | ||
Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | 91 | 89 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 50 | 47 | ||
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 125 | 108 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 200 | 173 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 200 | 180 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 200 | 174 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 100 | 98 | ||
ArcelorMittal SA | 6.550% | 11/29/27 | 200 | 210 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 100 | 97 | ||
ArcelorMittal SA | 6.800% | 11/29/32 | 180 | 195 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 100 | 108 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 100 | 106 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 75 | 76 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 75 | 83 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 350 | 368 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 150 | 160 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 400 | 372 | ||
5 | Berry Global Inc. | 5.500% | 4/15/28 | 200 | 202 | |
BHP Billiton Finance USA Ltd. | 4.875% | 2/27/26 | 200 | 201 | ||
BHP Billiton Finance USA Ltd. | 4.750% | 2/28/28 | 200 | 202 | ||
BHP Billiton Finance USA Ltd. | 5.100% | 9/8/28 | 200 | 206 | ||
BHP Billiton Finance USA Ltd. | 4.900% | 2/28/33 | 200 | 205 | ||
BHP Billiton Finance USA Ltd. | 5.250% | 9/8/33 | 300 | 311 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 150 | 136 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 440 | 445 | ||
BHP Billiton Finance USA Ltd. | 5.500% | 9/8/53 | 140 | 153 | ||
Cabot Corp. | 4.000% | 7/1/29 | 55 | 52 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 50 | 49 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 125 | 120 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 150 | 133 | ||
Celanese US Holdings LLC | 6.050% | 3/15/25 | 82 | 82 | ||
Celanese US Holdings LLC | 6.165% | 7/15/27 | 400 | 410 | ||
Celanese US Holdings LLC | 6.350% | 11/15/28 | 175 | 183 | ||
Celanese US Holdings LLC | 6.330% | 7/15/29 | 200 | 210 | ||
Celanese US Holdings LLC | 6.550% | 11/15/30 | 150 | 159 | ||
Celanese US Holdings LLC | 6.379% | 7/15/32 | 200 | 212 | ||
Celanese US Holdings LLC | 6.700% | 11/15/33 | 150 | 163 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 279 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 200 | 172 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 200 | 198 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 150 | 138 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 100 | 96 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 10 | 10 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 225 | 227 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 400 | 343 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 106 | 102 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 203 | 283 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 100 | 98 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 200 | 184 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 100 | 102 | ||
Dow Chemical Co. | 6.900% | 5/15/53 | 150 | 181 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 350 | 348 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 425 | 432 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 300 | 308 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 375 | 392 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 200 | 197 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 225 | 205 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 150 | 132 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 200 | 192 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 100 | 92 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 100 | 96 | ||
Ecolab Inc. | 5.250% | 1/15/28 | 200 | 207 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 500 | 409 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 100 | 85 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 275 | 188 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 100 | 68 | ||
EIDP Inc. | 1.700% | 7/15/25 | 100 | 95 | ||
EIDP Inc. | 4.500% | 5/15/26 | 100 | 100 | ||
EIDP Inc. | 2.300% | 7/15/30 | 100 | 88 | ||
EIDP Inc. | 4.800% | 5/15/33 | 100 | 101 | ||
FMC Corp. | 5.150% | 5/18/26 | 100 | 100 | ||
FMC Corp. | 3.200% | 10/1/26 | 50 | 47 | ||
FMC Corp. | 3.450% | 10/1/29 | 100 | 91 | ||
FMC Corp. | 5.650% | 5/18/33 | 100 | 99 | ||
FMC Corp. | 4.500% | 10/1/49 | 100 | 79 | ||
FMC Corp. | 6.375% | 5/18/53 | 100 | 102 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 200 | 198 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 100 | 96 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 100 | 96 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 100 | 101 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 100 | 94 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 200 | 196 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 100 | 101 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 300 | 291 | ||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 100 | 104 | ||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 250 | 312 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 100 | 85 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 50 | 49 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 90 | 69 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 100 | 85 | ||
International Paper Co. | 5.000% | 9/15/35 | 100 | 100 | ||
International Paper Co. | 6.000% | 11/15/41 | 100 | 106 | ||
International Paper Co. | 4.800% | 6/15/44 | 300 | 277 | ||
International Paper Co. | 4.400% | 8/15/47 | 200 | 174 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 25 | 24 | ||
5 | Kinross Gold Corp. | 6.250% | 7/15/33 | 100 | 105 | |
Linde Inc. | 2.650% | 2/5/25 | 147 | 143 | ||
Linde Inc. | 4.700% | 12/5/25 | 200 | 200 | ||
Linde Inc. | 1.100% | 8/10/30 | 300 | 249 | ||
Linde Inc. | 3.550% | 11/7/42 | 50 | 42 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 200 | 191 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 491 | 459 | ||
LYB International Finance III LLC | 5.625% | 5/15/33 | 52 | 54 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 200 | 154 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 135 | 108 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 280 | 204 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 425 | 370 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 50 | 48 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 100 | 96 | ||
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 100 | 88 | ||
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 150 | 128 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 175 | 154 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 220 | 163 | ||
Mosaic Co. | 4.050% | 11/15/27 | 200 | 195 | ||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 102 | ||
Mosaic Co. | 4.875% | 11/15/41 | 50 | 45 | ||
Mosaic Co. | 5.625% | 11/15/43 | 100 | 99 | ||
Newmont Corp. | 2.800% | 10/1/29 | 150 | 137 | ||
Newmont Corp. | 2.250% | 10/1/30 | 200 | 173 | ||
Newmont Corp. | 2.600% | 7/15/32 | 100 | 85 | ||
Newmont Corp. | 5.875% | 4/1/35 | 100 | 108 | ||
Newmont Corp. | 6.250% | 10/1/39 | 225 | 250 | ||
Newmont Corp. | 5.450% | 6/9/44 | 200 | 203 | ||
Nucor Corp. | 2.000% | 6/1/25 | 100 | 96 | ||
Nucor Corp. | 3.950% | 5/1/28 | 100 | 98 | ||
Nucor Corp. | 2.700% | 6/1/30 | 100 | 91 | ||
Nucor Corp. | 3.125% | 4/1/32 | 100 | 90 | ||
Nucor Corp. | 6.400% | 12/1/37 | 100 | 114 | ||
Nucor Corp. | 2.979% | 12/15/55 | 300 | 204 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 243 | ||
Nutrien Ltd. | 5.950% | 11/7/25 | 200 | 204 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 50 | 49 | ||
Nutrien Ltd. | 4.900% | 3/27/28 | 200 | 202 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 250 | 232 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 275 | 276 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 50 | 47 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 191 | 185 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 100 | 95 | ||
Nutrien Ltd. | 5.800% | 3/27/53 | 45 | 48 | ||
Owens Corning | 3.400% | 8/15/26 | 200 | 193 | ||
Owens Corning | 3.950% | 8/15/29 | 100 | 95 | ||
Owens Corning | 3.875% | 6/1/30 | 50 | 47 | ||
Owens Corning | 4.300% | 7/15/47 | 200 | 176 | ||
Owens Corning | 4.400% | 1/30/48 | 75 | 65 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 100 | 95 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 140 | 127 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 90 | 74 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 100 | 70 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 300 | 261 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 100 | 85 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 225 | 246 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 75 | 83 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 350 | 239 | ||
Rio Tinto Finance USA plc | 5.000% | 3/9/33 | 200 | 207 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 150 | 145 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 250 | 226 | ||
Rio Tinto Finance USA plc | 5.125% | 3/9/53 | 200 | 208 | ||
Rohm and Haas Co. | 7.850% | 7/15/29 | 125 | 141 | ||
RPM International Inc. | 3.750% | 3/15/27 | 50 | 48 | ||
RPM International Inc. | 4.250% | 1/15/48 | 200 | 166 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 225 | 219 | ||
Sherwin-Williams Co. | 4.250% | 8/8/25 | 200 | 198 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 100 | 97 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 100 | 87 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 100 | 84 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 90 | 81 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 300 | 275 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 100 | 74 | ||
Sonoco Products Co. | 2.250% | 2/1/27 | 500 | 460 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 105 | 95 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 50 | 49 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 100 | 116 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 325 | 363 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 300 | 290 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 200 | 203 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 100 | 96 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 125 | 115 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 100 | 91 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 100 | 70 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 400 | 409 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 200 | 193 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 200 | 176 | ||
Suzano Austria GmbH | 3.125% | 1/15/32 | 125 | 103 | ||
Suzano International Finance BV | 4.000% | 1/14/25 | 150 | 147 | ||
Teck Resources Ltd. | 3.900% | 7/15/30 | 100 | 93 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 100 | 105 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 119 | 121 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 100 | 93 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 100 | 92 | ||
Vale Overseas Ltd. | 6.125% | 6/12/33 | 200 | 207 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 50 | 59 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 310 | 337 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 325 | 353 | ||
Vale SA | 5.625% | 9/11/42 | 75 | 73 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 200 | 198 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 150 | 140 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 125 | 113 | ||
Westlake Corp. | 3.600% | 8/15/26 | 100 | 97 | ||
Westlake Corp. | 3.375% | 6/15/30 | 100 | 91 | ||
Westlake Corp. | 5.000% | 8/15/46 | 200 | 183 | ||
Westlake Corp. | 3.125% | 8/15/51 | 100 | 66 | ||
Westlake Corp. | 3.375% | 8/15/61 | 100 | 65 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 250 | 291 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 100 | 99 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 250 | 236 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 200 | 201 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 100 | 86 | ||
Yamana Gold Inc. | 2.630% | 8/15/31 | 100 | 84 | ||
33,967 | ||||||
Real Estate (1.0%) | ||||||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 254 | 248 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 200 | 176 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 150 | 135 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 500 | 390 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 125 | 99 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 500 | 331 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 200 | 146 | ||
American Homes 4 Rent LP | 2.375% | 7/15/31 | 200 | 165 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 200 | 137 | ||
American Tower Corp. | 2.950% | 1/15/25 | 100 | 98 | ||
American Tower Corp. | 4.000% | 6/1/25 | 138 | 136 | ||
American Tower Corp. | 1.600% | 4/15/26 | 200 | 185 | ||
American Tower Corp. | 1.450% | 9/15/26 | 200 | 182 | ||
American Tower Corp. | 3.375% | 10/15/26 | 200 | 192 | ||
American Tower Corp. | 2.750% | 1/15/27 | 500 | 469 | ||
American Tower Corp. | 3.125% | 1/15/27 | 125 | 118 | ||
American Tower Corp. | 3.650% | 3/15/27 | 200 | 192 | ||
American Tower Corp. | 1.500% | 1/31/28 | 500 | 437 | ||
American Tower Corp. | 3.950% | 3/15/29 | 140 | 134 | ||
American Tower Corp. | 3.800% | 8/15/29 | 475 | 451 | ||
American Tower Corp. | 2.900% | 1/15/30 | 145 | 130 | ||
American Tower Corp. | 2.100% | 6/15/30 | 150 | 126 | ||
American Tower Corp. | 2.700% | 4/15/31 | 200 | 172 | ||
American Tower Corp. | 2.300% | 9/15/31 | 200 | 166 | ||
American Tower Corp. | 4.050% | 3/15/32 | 200 | 188 | ||
American Tower Corp. | 3.700% | 10/15/49 | 200 | 152 | ||
American Tower Corp. | 3.100% | 6/15/50 | 150 | 103 | ||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 100 | 98 | ||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 150 | 144 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 48 | ||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 75 | 72 | ||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 75 | 71 | ||
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 300 | 251 | ||
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 60 | 49 | ||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 60 | 51 | ||
Boston Properties LP | 3.200% | 1/15/25 | 111 | 108 | ||
Boston Properties LP | 3.650% | 2/1/26 | 100 | 96 | ||
Boston Properties LP | 2.750% | 10/1/26 | 50 | 46 | ||
Boston Properties LP | 3.400% | 6/21/29 | 400 | 360 | ||
Boston Properties LP | 2.900% | 3/15/30 | 400 | 343 | ||
Boston Properties LP | 2.450% | 10/1/33 | 400 | 305 | ||
Boston Properties LP | 6.500% | 1/15/34 | 50 | 53 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 125 | 122 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 200 | 194 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 75 | 71 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 533 | 507 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 250 | 235 | ||
Camden Property Trust | 3.150% | 7/1/29 | 50 | 46 | ||
Camden Property Trust | 2.800% | 5/15/30 | 265 | 238 | ||
Camden Property Trust | 3.350% | 11/1/49 | 120 | 90 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 125 | 125 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 200 | 169 | ||
CBRE Services Inc. | 5.950% | 8/15/34 | 200 | 210 | ||
Corporate Office Properties LP | 2.000% | 1/15/29 | 350 | 291 | ||
Crown Castle Inc. | 1.350% | 7/15/25 | 100 | 94 | ||
Crown Castle Inc. | 4.450% | 2/15/26 | 250 | 246 | ||
Crown Castle Inc. | 3.700% | 6/15/26 | 175 | 169 | ||
Crown Castle Inc. | 2.900% | 3/15/27 | 200 | 187 | ||
Crown Castle Inc. | 3.650% | 9/1/27 | 325 | 309 | ||
Crown Castle Inc. | 3.800% | 2/15/28 | 425 | 404 | ||
Crown Castle Inc. | 4.800% | 9/1/28 | 200 | 197 | ||
Crown Castle Inc. | 3.100% | 11/15/29 | 100 | 90 | ||
Crown Castle Inc. | 3.300% | 7/1/30 | 115 | 103 | ||
Crown Castle Inc. | 2.250% | 1/15/31 | 200 | 166 | ||
Crown Castle Inc. | 2.500% | 7/15/31 | 200 | 167 | ||
Crown Castle Inc. | 5.100% | 5/1/33 | 200 | 198 | ||
Crown Castle Inc. | 2.900% | 4/1/41 | 500 | 358 | ||
Crown Castle Inc. | 4.750% | 5/15/47 | 95 | 82 | ||
Crown Castle Inc. | 5.200% | 2/15/49 | 75 | 71 | ||
Crown Castle Inc. | 4.150% | 7/1/50 | 100 | 81 | ||
Crown Castle Inc. | 3.250% | 1/15/51 | 200 | 140 | ||
CubeSmart LP | 4.000% | 11/15/25 | 50 | 49 | ||
CubeSmart LP | 3.125% | 9/1/26 | 100 | 95 | ||
CubeSmart LP | 2.250% | 12/15/28 | 200 | 177 | ||
CubeSmart LP | 4.375% | 2/15/29 | 50 | 49 | ||
CubeSmart LP | 2.000% | 2/15/31 | 75 | 61 | ||
CubeSmart LP | 2.500% | 2/15/32 | 200 | 166 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 370 | 362 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 175 | 164 | ||
EPR Properties | 4.500% | 6/1/27 | 141 | 133 | ||
EPR Properties | 3.600% | 11/15/31 | 375 | 311 | ||
Equinix Inc. | 1.250% | 7/15/25 | 100 | 94 | ||
Equinix Inc. | 1.000% | 9/15/25 | 500 | 467 | ||
Equinix Inc. | 1.450% | 5/15/26 | 200 | 185 | ||
Equinix Inc. | 2.900% | 11/18/26 | 100 | 95 | ||
Equinix Inc. | 1.800% | 7/15/27 | 100 | 91 | ||
Equinix Inc. | 1.550% | 3/15/28 | 500 | 439 | ||
Equinix Inc. | 3.200% | 11/18/29 | 450 | 414 | ||
Equinix Inc. | 2.150% | 7/15/30 | 250 | 212 | ||
Equinix Inc. | 2.500% | 5/15/31 | 200 | 170 | ||
Equinix Inc. | 3.000% | 7/15/50 | 100 | 68 | ||
ERP Operating LP | 3.375% | 6/1/25 | 125 | 122 | ||
ERP Operating LP | 2.850% | 11/1/26 | 50 | 47 | ||
ERP Operating LP | 3.500% | 3/1/28 | 100 | 96 | ||
ERP Operating LP | 4.150% | 12/1/28 | 70 | 69 | ||
ERP Operating LP | 3.000% | 7/1/29 | 75 | 69 | ||
ERP Operating LP | 2.500% | 2/15/30 | 150 | 133 | ||
ERP Operating LP | 4.500% | 7/1/44 | 150 | 133 | ||
ERP Operating LP | 4.500% | 6/1/45 | 25 | 21 | ||
ERP Operating LP | 4.000% | 8/1/47 | 100 | 80 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 166 | 162 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 345 | 333 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 100 | 95 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 100 | 95 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 110 | 98 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 105 | 88 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 120 | 103 | ||
Extra Space Storage LP | 3.500% | 7/1/26 | 125 | 120 | ||
Extra Space Storage LP | 3.875% | 12/15/27 | 150 | 144 | ||
Extra Space Storage LP | 5.700% | 4/1/28 | 200 | 205 | ||
Extra Space Storage LP | 4.000% | 6/15/29 | 25 | 24 | ||
Extra Space Storage LP | 5.500% | 7/1/30 | 500 | 511 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Extra Space Storage LP | 5.900% | 1/15/31 | 100 | 105 | ||
Extra Space Storage LP | 2.400% | 10/15/31 | 200 | 165 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 100 | 82 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 50 | 47 | ||
Federal Realty OP LP | 3.200% | 6/15/29 | 25 | 23 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 150 | 125 | ||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 200 | 199 | ||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 175 | 174 | ||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 25 | 25 | ||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 275 | 274 | ||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 175 | 160 | ||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/31 | 200 | 180 | ||
Healthcare Realty Holdings LP | 3.500% | 8/1/26 | 130 | 124 | ||
Healthcare Realty Holdings LP | 2.000% | 3/15/31 | 250 | 201 | ||
Healthpeak OP LLC | 3.400% | 2/1/25 | 81 | 79 | ||
Healthpeak OP LLC | 3.250% | 7/15/26 | 25 | 24 | ||
Healthpeak OP LLC | 3.500% | 7/15/29 | 125 | 117 | ||
Healthpeak OP LLC | 3.000% | 1/15/30 | 200 | 178 | ||
Healthpeak OP LLC | 5.250% | 12/15/32 | 100 | 101 | ||
Healthpeak OP LLC | 6.750% | 2/1/41 | 100 | 112 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 250 | 195 | ||
Host Hotels & Resorts LP | 2.900% | 12/15/31 | 275 | 231 | ||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 100 | 84 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 25 | 20 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 60 | 45 | ||
Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 200 | 178 | ||
Invitation Homes Operating Partnership LP | 5.450% | 8/15/30 | 32 | 32 | ||
Invitation Homes Operating Partnership LP | 5.500% | 8/15/33 | 80 | 80 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 200 | 160 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 50 | 49 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 50 | 48 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 104 | 96 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 200 | 170 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 250 | 190 | ||
Kimco Realty OP LLC | 2.800% | 10/1/26 | 125 | 118 | ||
Kimco Realty OP LLC | 3.800% | 4/1/27 | 75 | 72 | ||
Kimco Realty OP LLC | 1.900% | 3/1/28 | 500 | 441 | ||
Kimco Realty OP LLC | 2.700% | 10/1/30 | 100 | 87 | ||
Kimco Realty OP LLC | 3.200% | 4/1/32 | 200 | 174 | ||
Kimco Realty OP LLC | 4.600% | 2/1/33 | 200 | 193 | ||
Kimco Realty OP LLC | 4.125% | 12/1/46 | 50 | 39 | ||
Kimco Realty OP LLC | 4.450% | 9/1/47 | 50 | 42 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 200 | 189 | ||
LXP Industrial Trust | 2.375% | 10/1/31 | 200 | 161 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 250 | 241 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 150 | 131 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 150 | 122 | ||
NNN REIT Inc. | 3.500% | 10/15/27 | 350 | 331 | ||
NNN REIT Inc. | 4.300% | 10/15/28 | 25 | 24 | ||
NNN REIT Inc. | 2.500% | 4/15/30 | 75 | 65 | ||
NNN REIT Inc. | 5.600% | 10/15/33 | 150 | 155 | ||
NNN REIT Inc. | 4.800% | 10/15/48 | 50 | 44 | ||
NNN REIT Inc. | 3.100% | 4/15/50 | 50 | 33 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 250 | 221 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 250 | 212 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 250 | 204 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 100 | 97 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 100 | 95 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 500 | 412 | ||
Piedmont Operating Partnership LP | 9.250% | 7/20/28 | 100 | 106 | ||
Prologis LP | 3.250% | 6/30/26 | 175 | 169 | ||
Prologis LP | 2.125% | 4/15/27 | 105 | 97 | ||
Prologis LP | 3.375% | 12/15/27 | 160 | 153 | ||
Prologis LP | 4.875% | 6/15/28 | 100 | 101 | ||
Prologis LP | 3.875% | 9/15/28 | 100 | 97 | ||
Prologis LP | 4.000% | 9/15/28 | 50 | 49 | ||
Prologis LP | 4.375% | 2/1/29 | 200 | 198 | ||
Prologis LP | 2.875% | 11/15/29 | 70 | 64 | ||
Prologis LP | 2.250% | 4/15/30 | 155 | 136 | ||
Prologis LP | 1.750% | 7/1/30 | 200 | 168 | ||
Prologis LP | 1.250% | 10/15/30 | 350 | 283 | ||
Prologis LP | 2.250% | 1/15/32 | 100 | 84 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Prologis LP | 4.750% | 6/15/33 | 100 | 101 | ||
Prologis LP | 5.125% | 1/15/34 | 127 | 131 | ||
Prologis LP | 4.375% | 9/15/48 | 75 | 67 | ||
Prologis LP | 3.000% | 4/15/50 | 140 | 101 | ||
Prologis LP | 5.250% | 6/15/53 | 200 | 209 | ||
Public Storage Operating Co. | 1.500% | 11/9/26 | 225 | 207 | ||
Public Storage Operating Co. | 3.094% | 9/15/27 | 100 | 95 | ||
Public Storage Operating Co. | 1.950% | 11/9/28 | 225 | 201 | ||
Public Storage Operating Co. | 5.125% | 1/15/29 | 100 | 103 | ||
Public Storage Operating Co. | 3.385% | 5/1/29 | 100 | 96 | ||
Public Storage Operating Co. | 2.250% | 11/9/31 | 225 | 192 | ||
Public Storage Operating Co. | 5.350% | 8/1/53 | 150 | 157 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 225 | 221 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 75 | 75 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 125 | 123 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 150 | 142 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 450 | 438 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 190 | 182 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 150 | 138 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 500 | 389 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 175 | 164 | ||
Regency Centers LP | 3.600% | 2/1/27 | 25 | 24 | ||
Regency Centers LP | 4.125% | 3/15/28 | 75 | 72 | ||
Regency Centers LP | 2.950% | 9/15/29 | 100 | 90 | ||
Regency Centers LP | 4.400% | 2/1/47 | 200 | 166 | ||
Regency Centers LP | 4.650% | 3/15/49 | 75 | 64 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 200 | 160 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 25 | 25 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 150 | 136 | ||
Sabra Health Care LP | 3.200% | 12/1/31 | 100 | 82 | ||
Safehold GL Holdings LLC | 2.850% | 1/15/32 | 200 | 163 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 300 | 293 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 189 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 500 | 456 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 250 | 225 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 200 | 177 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 250 | 210 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 500 | 416 | ||
Simon Property Group LP | 2.650% | 2/1/32 | 100 | 85 | ||
Simon Property Group LP | 6.250% | 1/15/34 | 85 | 93 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 100 | 84 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 200 | 145 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 200 | 158 | ||
Simon Property Group LP | 5.850% | 3/8/53 | 89 | 95 | ||
Simon Property Group LP | 6.650% | 1/15/54 | 85 | 100 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 70 | 68 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 80 | 76 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 300 | 266 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 60 | 57 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 80 | 73 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 75 | 70 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 100 | 92 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 200 | 175 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 200 | 183 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 175 | 164 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 50 | 46 | ||
UDR Inc. | 2.950% | 9/1/26 | 150 | 142 | ||
UDR Inc. | 3.500% | 7/1/27 | 150 | 143 | ||
UDR Inc. | 3.500% | 1/15/28 | 250 | 235 | ||
UDR Inc. | 3.200% | 1/15/30 | 60 | 55 | ||
UDR Inc. | 3.000% | 8/15/31 | 65 | 57 | ||
UDR Inc. | 1.900% | 3/15/33 | 200 | 153 | ||
UDR Inc. | 3.100% | 11/1/34 | 65 | 54 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 75 | 73 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 75 | 73 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 75 | 71 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 50 | 48 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 125 | 119 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 100 | 88 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 200 | 195 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 80 | 70 | ||
VICI Properties LP | 4.750% | 2/15/28 | 200 | 197 | ||
VICI Properties LP | 4.950% | 2/15/30 | 200 | 194 | ||
VICI Properties LP | 5.125% | 5/15/32 | 200 | 195 | ||
VICI Properties LP | 5.625% | 5/15/52 | 100 | 96 | ||
Welltower OP LLC | 3.625% | 3/15/24 | 195 | 194 | ||
Welltower OP LLC | 4.000% | 6/1/25 | 380 | 373 | ||
Welltower OP LLC | 4.250% | 4/1/26 | 150 | 148 | ||
Welltower OP LLC | 2.700% | 2/15/27 | 300 | 282 | ||
Welltower OP LLC | 4.250% | 4/15/28 | 125 | 123 | ||
Welltower OP LLC | 4.125% | 3/15/29 | 250 | 241 | ||
Welltower OP LLC | 2.750% | 1/15/31 | 250 | 218 | ||
Welltower OP LLC | 2.750% | 1/15/32 | 200 | 170 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Welltower OP LLC | 6.500% | 3/15/41 | 25 | 28 | ||
Welltower OP LLC | 4.950% | 9/1/48 | 75 | 71 | ||
Weyerhaeuser Co. | 4.750% | 5/15/26 | 51 | 51 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 150 | 143 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 200 | 191 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 29 | 34 | ||
Weyerhaeuser Co. | 3.375% | 3/9/33 | 200 | 178 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 50 | 49 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 75 | 73 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 200 | 156 | ||
42,635 | ||||||
Technology (2.4%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 20 | 19 | ||
Adobe Inc. | 3.250% | 2/1/25 | 175 | 172 | ||
Adobe Inc. | 2.150% | 2/1/27 | 180 | 169 | ||
Adobe Inc. | 2.300% | 2/1/30 | 225 | 202 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 200 | 172 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 85 | 83 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 200 | 196 | ||
Analog Devices Inc. | 3.450% | 6/15/27 | 100 | 97 | ||
Analog Devices Inc. | 1.700% | 10/1/28 | 200 | 178 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 200 | 149 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 400 | 287 | ||
Apple Inc. | 2.750% | 1/13/25 | 275 | 269 | ||
Apple Inc. | 1.125% | 5/11/25 | 900 | 858 | ||
Apple Inc. | 0.550% | 8/20/25 | 500 | 470 | ||
Apple Inc. | 0.700% | 2/8/26 | 500 | 463 | ||
Apple Inc. | 3.250% | 2/23/26 | 705 | 688 | ||
Apple Inc. | 2.450% | 8/4/26 | 450 | 429 | ||
Apple Inc. | 3.350% | 2/9/27 | 500 | 487 | ||
Apple Inc. | 3.200% | 5/11/27 | 775 | 751 | ||
Apple Inc. | 2.900% | 9/12/27 | 555 | 531 | ||
Apple Inc. | 1.200% | 2/8/28 | 500 | 445 | ||
Apple Inc. | 4.000% | 5/10/28 | 1,000 | 997 | ||
Apple Inc. | 1.400% | 8/5/28 | 475 | 421 | ||
Apple Inc. | 2.200% | 9/11/29 | 430 | 389 | ||
Apple Inc. | 4.150% | 5/10/30 | 88 | 88 | ||
Apple Inc. | 1.250% | 8/20/30 | 500 | 415 | ||
Apple Inc. | 1.650% | 2/8/31 | 500 | 422 | ||
Apple Inc. | 1.700% | 8/5/31 | 200 | 167 | ||
Apple Inc. | 4.300% | 5/10/33 | 177 | 180 | ||
Apple Inc. | 4.500% | 2/23/36 | 225 | 230 | ||
Apple Inc. | 2.375% | 2/8/41 | 500 | 367 | ||
Apple Inc. | 3.850% | 5/4/43 | 450 | 401 | ||
Apple Inc. | 4.450% | 5/6/44 | 200 | 195 | ||
Apple Inc. | 3.450% | 2/9/45 | 225 | 188 | ||
Apple Inc. | 4.375% | 5/13/45 | 400 | 380 | ||
Apple Inc. | 4.650% | 2/23/46 | 910 | 898 | ||
Apple Inc. | 3.850% | 8/4/46 | 375 | 327 | ||
Apple Inc. | 3.750% | 11/13/47 | 450 | 385 | ||
Apple Inc. | 2.650% | 5/11/50 | 515 | 355 | ||
Apple Inc. | 2.650% | 2/8/51 | 600 | 412 | ||
Apple Inc. | 4.850% | 5/10/53 | 221 | 225 | ||
Apple Inc. | 2.550% | 8/20/60 | 300 | 198 | ||
Apple Inc. | 2.800% | 2/8/61 | 600 | 409 | ||
Apple Inc. | 2.850% | 8/5/61 | 275 | 188 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 145 | 143 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 225 | 218 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 200 | 170 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 100 | 105 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 125 | 138 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 175 | 165 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 200 | 145 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 50 | 49 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 100 | 95 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 100 | 99 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 75 | 73 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 75 | 68 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 200 | 171 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 200 | 196 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 200 | 180 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 400 | 333 | ||
Avnet Inc. | 4.625% | 4/15/26 | 100 | 99 | ||
Avnet Inc. | 6.250% | 3/15/28 | 100 | 104 | ||
Booz Allen Hamilton Inc. | 5.950% | 8/4/33 | 150 | 158 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 725 | 708 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 150 | 144 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 278 | 269 | ||
5 | Broadcom Inc. | 1.950% | 2/15/28 | 157 | 141 | |
Broadcom Inc. | 4.110% | 9/15/28 | 428 | 418 | ||
5 | Broadcom Inc. | 4.000% | 4/15/29 | 200 | 193 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Broadcom Inc. | 4.750% | 4/15/29 | 300 | 301 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 250 | 254 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 600 | 573 | ||
5 | Broadcom Inc. | 2.450% | 2/15/31 | 500 | 428 | |
Broadcom Inc. | 4.300% | 11/15/32 | 400 | 384 | ||
5 | Broadcom Inc. | 3.419% | 4/15/33 | 652 | 573 | |
5 | Broadcom Inc. | 3.469% | 4/15/34 | 436 | 380 | |
5 | Broadcom Inc. | 3.187% | 11/15/36 | 50 | 41 | |
5 | Broadcom Inc. | 4.926% | 5/15/37 | 550 | 532 | |
5 | Broadcom Inc. | 3.500% | 2/15/41 | 700 | 556 | |
5 | Broadcom Inc. | 3.750% | 2/15/51 | 500 | 394 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 100 | 96 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 75 | 67 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 200 | 171 | ||
CDW LLC / CDW Finance Corp. | 4.125% | 5/1/25 | 100 | 98 | ||
CDW LLC / CDW Finance Corp. | 4.250% | 4/1/28 | 100 | 96 | ||
CDW LLC / CDW Finance Corp. | 3.250% | 2/15/29 | 100 | 91 | ||
CGI Inc. | 1.450% | 9/14/26 | 300 | 272 | ||
CGI Inc. | 2.300% | 9/14/31 | 100 | 81 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 100 | 97 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 225 | 215 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 400 | 444 | ||
Concentrix Corp. | 6.650% | 8/2/26 | 250 | 256 | ||
Concentrix Corp. | 6.600% | 8/2/28 | 250 | 258 | ||
Concentrix Corp. | 6.850% | 8/2/33 | 258 | 265 | ||
Corning Inc. | 5.750% | 8/15/40 | 195 | 200 | ||
Corning Inc. | 3.900% | 11/15/49 | 100 | 81 | ||
Corning Inc. | 4.375% | 11/15/57 | 300 | 262 | ||
Corning Inc. | 5.450% | 11/15/79 | 200 | 193 | ||
Dell Inc. | 7.100% | 4/15/28 | 30 | 32 | ||
Dell Inc. | 6.500% | 4/15/38 | 100 | 107 | ||
Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 200 | 202 | ||
Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 973 | 996 | ||
Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 250 | 250 | ||
Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 100 | 104 | ||
Dell International LLC / EMC Corp. | 5.250% | 2/1/28 | 200 | 205 | ||
Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 300 | 309 | ||
Dell International LLC / EMC Corp. | 6.200% | 7/15/30 | 62 | 67 | ||
Dell International LLC / EMC Corp. | 5.750% | 2/1/33 | 50 | 53 | ||
Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 173 | 213 | ||
Dell International LLC / EMC Corp. | 3.375% | 12/15/41 | 200 | 151 | ||
Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 105 | 138 | ||
Dell International LLC / EMC Corp. | 3.450% | 12/15/51 | 300 | 217 | ||
DXC Technology Co. | 1.800% | 9/15/26 | 200 | 182 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 200 | 175 | ||
Equifax Inc. | 2.600% | 12/1/24 | 75 | 73 | ||
Equifax Inc. | 2.600% | 12/15/25 | 100 | 95 | ||
Equifax Inc. | 5.100% | 6/1/28 | 400 | 404 | ||
Equifax Inc. | 3.100% | 5/15/30 | 120 | 108 | ||
Equifax Inc. | 2.350% | 9/15/31 | 200 | 166 | ||
FactSet Research Systems Inc. | 3.450% | 3/1/32 | 100 | 90 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 500 | 462 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 200 | 178 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 100 | 96 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 300 | 254 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 200 | 149 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 700 | 674 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 300 | 278 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 200 | 196 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 600 | 565 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 200 | 176 | ||
Fiserv Inc. | 5.625% | 8/21/33 | 94 | 98 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 415 | 367 | ||
Flex Ltd. | 4.750% | 6/15/25 | 26 | 26 | ||
Flex Ltd. | 4.875% | 6/15/29 | 50 | 49 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 337 | 327 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 150 | 149 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 200 | 184 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 310 | 281 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 200 | 176 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 200 | 171 | ||
Global Payments Inc. | 5.400% | 8/15/32 | 200 | 202 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 200 | 159 | ||
Global Payments Inc. | 5.950% | 8/15/52 | 75 | 77 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 500 | 498 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 150 | 140 | ||
Hewlett Packard Enterprise Co. | 5.250% | 7/1/28 | 200 | 205 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 150 | 165 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 275 | 297 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HP Inc. | 2.200% | 6/17/25 | 300 | 287 | ||
HP Inc. | 1.450% | 6/17/26 | 200 | 184 | ||
HP Inc. | 3.000% | 6/17/27 | 350 | 331 | ||
HP Inc. | 4.750% | 1/15/28 | 200 | 200 | ||
HP Inc. | 4.000% | 4/15/29 | 200 | 194 | ||
HP Inc. | 3.400% | 6/17/30 | 500 | 457 | ||
HP Inc. | 2.650% | 6/17/31 | 200 | 171 | ||
HP Inc. | 4.200% | 4/15/32 | 200 | 190 | ||
HP Inc. | 5.500% | 1/15/33 | 200 | 205 | ||
HP Inc. | 6.000% | 9/15/41 | 200 | 211 | ||
Intel Corp. | 3.400% | 3/25/25 | 300 | 295 | ||
Intel Corp. | 3.700% | 7/29/25 | 450 | 443 | ||
Intel Corp. | 2.600% | 5/19/26 | 210 | 201 | ||
Intel Corp. | 3.750% | 8/5/27 | 200 | 196 | ||
Intel Corp. | 4.875% | 2/10/28 | 310 | 315 | ||
Intel Corp. | 1.600% | 8/12/28 | 200 | 177 | ||
Intel Corp. | 2.450% | 11/15/29 | 375 | 338 | ||
Intel Corp. | 3.900% | 3/25/30 | 345 | 334 | ||
Intel Corp. | 2.000% | 8/12/31 | 250 | 211 | ||
Intel Corp. | 4.150% | 8/5/32 | 200 | 196 | ||
Intel Corp. | 4.000% | 12/15/32 | 150 | 145 | ||
Intel Corp. | 5.200% | 2/10/33 | 396 | 414 | ||
Intel Corp. | 4.600% | 3/25/40 | 150 | 146 | ||
Intel Corp. | 2.800% | 8/12/41 | 200 | 150 | ||
Intel Corp. | 4.800% | 10/1/41 | 162 | 158 | ||
Intel Corp. | 4.250% | 12/15/42 | 150 | 135 | ||
Intel Corp. | 4.100% | 5/19/46 | 250 | 220 | ||
Intel Corp. | 4.100% | 5/11/47 | 200 | 174 | ||
Intel Corp. | 3.734% | 12/8/47 | 674 | 549 | ||
Intel Corp. | 3.250% | 11/15/49 | 300 | 223 | ||
Intel Corp. | 4.750% | 3/25/50 | 400 | 379 | ||
Intel Corp. | 3.050% | 8/12/51 | 250 | 177 | ||
Intel Corp. | 5.700% | 2/10/53 | 481 | 521 | ||
Intel Corp. | 3.100% | 2/15/60 | 300 | 207 | ||
Intel Corp. | 3.200% | 8/12/61 | 200 | 138 | ||
Intel Corp. | 5.050% | 8/5/62 | 300 | 297 | ||
Intel Corp. | 5.900% | 2/10/63 | 200 | 223 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 300 | 313 | ||
International Business Machines Corp. | 4.500% | 2/6/26 | 200 | 199 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 285 | 278 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 700 | 680 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 265 | 242 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 75 | 79 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 75 | 80 | ||
International Business Machines Corp. | 4.500% | 2/6/28 | 200 | 201 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 750 | 716 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 265 | 228 | ||
International Business Machines Corp. | 4.750% | 2/6/33 | 200 | 203 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 400 | 363 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 48 | 51 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 165 | 123 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 358 | 312 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 500 | 439 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 165 | 114 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 100 | 75 | ||
International Business Machines Corp. | 5.100% | 2/6/53 | 300 | 302 | ||
Intuit Inc. | 0.950% | 7/15/25 | 100 | 94 | ||
Intuit Inc. | 1.350% | 7/15/27 | 100 | 90 | ||
Intuit Inc. | 1.650% | 7/15/30 | 100 | 84 | ||
Intuit Inc. | 5.200% | 9/15/33 | 200 | 210 | ||
Intuit Inc. | 5.500% | 9/15/53 | 275 | 302 | ||
Jabil Inc. | 3.950% | 1/12/28 | 100 | 95 | ||
Jabil Inc. | 3.600% | 1/15/30 | 100 | 90 | ||
Jabil Inc. | 3.000% | 1/15/31 | 150 | 130 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 200 | 190 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 25 | 26 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
KLA Corp. | 4.100% | 3/15/29 | 150 | 149 | ||
KLA Corp. | 4.650% | 7/15/32 | 200 | 204 | ||
KLA Corp. | 5.000% | 3/15/49 | 75 | 75 | ||
KLA Corp. | 3.300% | 3/1/50 | 150 | 115 | ||
KLA Corp. | 4.950% | 7/15/52 | 200 | 202 | ||
KLA Corp. | 5.250% | 7/15/62 | 200 | 208 | ||
Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 100 | 91 | ||
Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 100 | 88 | ||
Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 100 | 84 | ||
Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 100 | 75 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 145 | 143 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 150 | 147 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 150 | 148 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 295 | 254 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 125 | 125 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 150 | 107 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 100 | 69 | ||
Leidos Inc. | 3.625% | 5/15/25 | 100 | 98 | ||
Leidos Inc. | 4.375% | 5/15/30 | 150 | 144 | ||
Leidos Inc. | 2.300% | 2/15/31 | 200 | 167 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 100 | 90 | ||
Marvell Technology Inc. | 4.875% | 6/22/28 | 100 | 100 | ||
Marvell Technology Inc. | 2.950% | 4/15/31 | 100 | 87 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 400 | 388 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 100 | 96 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 200 | 194 | ||
Mastercard Inc. | 4.875% | 3/9/28 | 200 | 206 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 275 | 259 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 300 | 286 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 200 | 169 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 100 | 90 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 250 | 211 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 200 | 175 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 200 | 197 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 100 | 100 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 200 | 196 | ||
Micron Technology Inc. | 5.375% | 4/15/28 | 200 | 204 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 150 | 153 | ||
Micron Technology Inc. | 6.750% | 11/1/29 | 75 | 81 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 100 | 98 | ||
Micron Technology Inc. | 5.875% | 2/9/33 | 235 | 245 | ||
Micron Technology Inc. | 5.875% | 9/15/33 | 200 | 208 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 100 | 75 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 100 | 73 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 632 | 617 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 805 | 768 | ||
5 | Microsoft Corp. | 3.400% | 9/15/26 | 160 | 156 | |
Microsoft Corp. | 3.300% | 2/6/27 | 675 | 658 | ||
5 | Microsoft Corp. | 1.350% | 9/15/30 | 150 | 125 | |
Microsoft Corp. | 3.500% | 2/12/35 | 325 | 308 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 425 | 391 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 250 | 246 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 1,226 | 1,076 | ||
5 | Microsoft Corp. | 4.500% | 6/15/47 | 200 | 196 | |
Microsoft Corp. | 2.525% | 6/1/50 | 1,478 | 1,011 | ||
5 | Microsoft Corp. | 2.500% | 9/15/50 | 300 | 203 | |
Microsoft Corp. | 2.921% | 3/17/52 | 964 | 710 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 594 | 399 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 656 | 474 | ||
Moody's Corp. | 3.250% | 1/15/28 | 200 | 191 | ||
Moody's Corp. | 2.000% | 8/19/31 | 500 | 416 | ||
Moody's Corp. | 2.750% | 8/19/41 | 200 | 146 | ||
Moody's Corp. | 4.875% | 12/17/48 | 125 | 118 | ||
Moody's Corp. | 3.250% | 5/20/50 | 100 | 74 | ||
Moody's Corp. | 3.750% | 2/25/52 | 100 | 82 | ||
Moody's Corp. | 3.100% | 11/29/61 | 200 | 136 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 125 | 124 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 75 | 75 | ||
NetApp Inc. | 1.875% | 6/22/25 | 150 | 143 | ||
NetApp Inc. | 2.375% | 6/22/27 | 100 | 93 | ||
NetApp Inc. | 2.700% | 6/22/30 | 200 | 177 | ||
Nokia OYJ | 6.625% | 5/15/39 | 90 | 89 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 200 | 195 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 250 | 224 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 300 | 278 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 250 | 214 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 200 | 174 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 405 | 338 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 113 | 95 | ||
NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 100 | 100 | ||
NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 75 | 77 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 450 | 437 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/30 | 200 | 184 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 2.500% | 5/11/31 | 200 | 170 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 2.650% | 2/15/32 | 412 | 347 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.250% | 5/11/41 | 200 | 153 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.125% | 2/15/42 | 100 | 75 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.250% | 11/30/51 | 100 | 72 | ||
Oracle Corp. | 2.500% | 4/1/25 | 919 | 890 | ||
Oracle Corp. | 1.650% | 3/25/26 | 725 | 676 | ||
Oracle Corp. | 2.650% | 7/15/26 | 561 | 532 | ||
Oracle Corp. | 2.800% | 4/1/27 | 500 | 472 | ||
Oracle Corp. | 2.300% | 3/25/28 | 500 | 455 | ||
Oracle Corp. | 4.500% | 5/6/28 | 35 | 35 | ||
Oracle Corp. | 6.150% | 11/9/29 | 225 | 242 | ||
Oracle Corp. | 2.950% | 4/1/30 | 550 | 496 | ||
Oracle Corp. | 4.650% | 5/6/30 | 100 | 100 | ||
Oracle Corp. | 2.875% | 3/25/31 | 900 | 797 | ||
Oracle Corp. | 6.250% | 11/9/32 | 225 | 245 | ||
Oracle Corp. | 4.300% | 7/8/34 | 325 | 303 | ||
Oracle Corp. | 3.900% | 5/15/35 | 150 | 134 | ||
Oracle Corp. | 3.850% | 7/15/36 | 250 | 218 | ||
Oracle Corp. | 3.800% | 11/15/37 | 525 | 447 | ||
Oracle Corp. | 6.125% | 7/8/39 | 250 | 266 | ||
Oracle Corp. | 3.600% | 4/1/40 | 605 | 484 | ||
Oracle Corp. | 5.375% | 7/15/40 | 400 | 394 | ||
Oracle Corp. | 3.650% | 3/25/41 | 300 | 239 | ||
Oracle Corp. | 4.500% | 7/8/44 | 250 | 218 | ||
Oracle Corp. | 4.125% | 5/15/45 | 425 | 348 | ||
Oracle Corp. | 4.000% | 7/15/46 | 575 | 461 | ||
Oracle Corp. | 4.000% | 11/15/47 | 475 | 378 | ||
Oracle Corp. | 3.600% | 4/1/50 | 920 | 681 | ||
Oracle Corp. | 3.950% | 3/25/51 | 600 | 472 | ||
Oracle Corp. | 6.900% | 11/9/52 | 355 | 416 | ||
Oracle Corp. | 5.550% | 2/6/53 | 400 | 401 | ||
Oracle Corp. | 4.375% | 5/15/55 | 150 | 125 | ||
Oracle Corp. | 3.850% | 4/1/60 | 200 | 146 | ||
Oracle Corp. | 4.100% | 3/25/61 | 300 | 229 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 200 | 191 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 300 | 285 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 400 | 366 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 200 | 175 | ||
PayPal Holdings Inc. | 4.400% | 6/1/32 | 200 | 199 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 310 | 233 | ||
Qorvo Inc. | 1.750% | 12/15/24 | 100 | 96 | ||
Qorvo Inc. | 4.375% | 10/15/29 | 200 | 191 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 200 | 197 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 400 | 387 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 378 | 335 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 414 | 337 | ||
QUALCOMM Inc. | 5.400% | 5/20/33 | 200 | 216 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 200 | 205 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 275 | 273 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 350 | 321 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 200 | 156 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 200 | 187 | ||
QUALCOMM Inc. | 6.000% | 5/20/53 | 200 | 231 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 100 | 98 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 150 | 138 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 100 | 101 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 500 | 467 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 100 | 98 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 145 | 142 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 500 | 447 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 175 | 172 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 125 | 115 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 125 | 106 | ||
S&P Global Inc. | 2.450% | 3/1/27 | 250 | 236 | ||
S&P Global Inc. | 4.750% | 8/1/28 | 140 | 142 | ||
S&P Global Inc. | 2.700% | 3/1/29 | 250 | 231 | ||
S&P Global Inc. | 4.250% | 5/1/29 | 100 | 100 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 125 | 113 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 200 | 164 | ||
S&P Global Inc. | 2.900% | 3/1/32 | 300 | 268 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 150 | 113 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 200 | 166 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 100 | 60 | ||
S&P Global Inc. | 3.900% | 3/1/62 | 100 | 84 | ||
Salesforce Inc. | 3.700% | 4/11/28 | 325 | 319 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 200 | 178 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Salesforce Inc. | 1.950% | 7/15/31 | 300 | 256 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 250 | 191 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 400 | 286 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 250 | 176 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 400 | 329 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 200 | 186 | ||
Teledyne FLIR LLC | 2.500% | 8/1/30 | 100 | 86 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 300 | 261 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 200 | 192 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 200 | 184 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 94 | 90 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 100 | 90 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 210 | 182 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 150 | 128 | ||
Texas Instruments Inc. | 4.900% | 3/14/33 | 200 | 208 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 142 | 131 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 300 | 273 | ||
Texas Instruments Inc. | 5.000% | 3/14/53 | 200 | 205 | ||
Texas Instruments Inc. | 5.050% | 5/18/63 | 212 | 217 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 75 | 77 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 100 | 104 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 100 | 100 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 400 | 369 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 200 | 196 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 200 | 171 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 200 | 196 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 200 | 162 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 200 | 157 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 200 | 198 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 150 | 148 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 400 | 391 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 50 | 49 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 100 | 76 | ||
Visa Inc. | 3.150% | 12/14/25 | 925 | 903 | ||
Visa Inc. | 1.900% | 4/15/27 | 200 | 186 | ||
Visa Inc. | 0.750% | 8/15/27 | 500 | 442 | ||
Visa Inc. | 2.750% | 9/15/27 | 150 | 143 | ||
Visa Inc. | 1.100% | 2/15/31 | 400 | 325 | ||
Visa Inc. | 4.150% | 12/14/35 | 325 | 319 | ||
Visa Inc. | 2.700% | 4/15/40 | 200 | 155 | ||
Visa Inc. | 4.300% | 12/14/45 | 725 | 676 | ||
Visa Inc. | 3.650% | 9/15/47 | 100 | 84 | ||
Visa Inc. | 2.000% | 8/15/50 | 300 | 186 | ||
VMware LLC | 4.500% | 5/15/25 | 200 | 198 | ||
VMware LLC | 4.650% | 5/15/27 | 100 | 99 | ||
VMware LLC | 3.900% | 8/21/27 | 300 | 291 | ||
VMware LLC | 1.800% | 8/15/28 | 200 | 176 | ||
VMware LLC | 4.700% | 5/15/30 | 500 | 493 | ||
VMware LLC | 2.200% | 8/15/31 | 300 | 248 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 200 | 172 | ||
Western Union Co. | 2.850% | 1/10/25 | 108 | 105 | ||
Western Union Co. | 1.350% | 3/15/26 | 200 | 184 | ||
Western Union Co. | 6.200% | 11/17/36 | 100 | 104 | ||
Western Union Co. | 6.200% | 6/21/40 | 35 | 35 | ||
Workday Inc. | 3.500% | 4/1/27 | 200 | 193 | ||
Workday Inc. | 3.700% | 4/1/29 | 200 | 192 | ||
Workday Inc. | 3.800% | 4/1/32 | 200 | 186 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 200 | 177 | ||
105,515 | ||||||
Utilities (2.3%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 100 | 96 | ||
AEP Texas Inc. | 2.100% | 7/1/30 | 200 | 168 | ||
AEP Texas Inc. | 3.800% | 10/1/47 | 50 | 38 | ||
AEP Texas Inc. | 3.450% | 1/15/50 | 50 | 36 | ||
AEP Texas Inc. | 5.250% | 5/15/52 | 89 | 86 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 75 | 63 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 100 | 80 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 70 | 56 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 50 | ||
AEP Transmission Co. LLC | 3.650% | 4/1/50 | 150 | 118 | ||
AEP Transmission Co. LLC | 4.500% | 6/15/52 | 400 | 363 | ||
AES Corp. | 1.375% | 1/15/26 | 300 | 278 | ||
AES Corp. | 5.450% | 6/1/28 | 200 | 203 | ||
AES Corp. | 2.450% | 1/15/31 | 300 | 252 | ||
Alabama Power Co. | 1.450% | 9/15/30 | 500 | 405 | ||
Alabama Power Co. | 3.940% | 9/1/32 | 331 | 315 | ||
Alabama Power Co. | 6.125% | 5/15/38 | 50 | 54 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 25 | 21 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 75 | 65 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 150 | 122 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 250 | 219 | ||
Alabama Power Co. | 3.700% | 12/1/47 | 100 | 80 | ||
Alabama Power Co. | 4.300% | 7/15/48 | 100 | 87 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alabama Power Co. | 3.450% | 10/1/49 | 108 | 82 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 107 | 77 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 200 | 140 | ||
Ameren Corp. | 3.650% | 2/15/26 | 80 | 78 | ||
Ameren Corp. | 5.700% | 12/1/26 | 200 | 205 | ||
Ameren Corp. | 1.950% | 3/15/27 | 200 | 183 | ||
Ameren Corp. | 3.500% | 1/15/31 | 100 | 91 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 75 | 73 | ||
Ameren Illinois Co. | 4.950% | 6/1/33 | 125 | 127 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 150 | 123 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 60 | 44 | ||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 75 | 71 | ||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 150 | 147 | ||
American Electric Power Co. Inc. | 5.200% | 1/15/29 | 200 | 203 | ||
American Electric Power Co. Inc. | 5.625% | 3/1/33 | 200 | 208 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 71 | 51 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 150 | 127 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 125 | 122 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 325 | 307 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 125 | 118 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 100 | 90 | ||
American Water Capital Corp. | 4.450% | 6/1/32 | 250 | 248 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 150 | 174 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 100 | 88 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 100 | 82 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 100 | 87 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 125 | 108 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 100 | 77 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 98 | 72 | ||
Appalachian Power Co. | 3.300% | 6/1/27 | 500 | 475 | ||
Appalachian Power Co. | 4.500% | 3/1/49 | 71 | 60 | ||
Appalachian Power Co. | 3.700% | 5/1/50 | 100 | 75 | ||
Arizona Public Service Co. | 3.150% | 5/15/25 | 100 | 97 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 50 | 47 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 225 | 197 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 125 | 105 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 125 | 95 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 100 | 81 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 60 | 43 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 100 | 95 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 50 | 46 | ||
Atmos Energy Corp. | 5.900% | 11/15/33 | 100 | 109 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 200 | 209 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 100 | 90 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 50 | 44 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 400 | 305 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 200 | 136 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 230 | 225 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 195 | 184 | ||
Avista Corp. | 4.350% | 6/1/48 | 75 | 63 | ||
Avista Corp. | 4.000% | 4/1/52 | 72 | 57 | ||
Baltimore Gas and Electric Co. | 2.400% | 8/15/26 | 334 | 315 | ||
Baltimore Gas and Electric Co. | 2.250% | 6/15/31 | 100 | 85 | ||
Baltimore Gas and Electric Co. | 3.500% | 8/15/46 | 100 | 77 | ||
Baltimore Gas and Electric Co. | 3.750% | 8/15/47 | 250 | 200 | ||
Baltimore Gas and Electric Co. | 4.250% | 9/15/48 | 50 | 43 | ||
Baltimore Gas and Electric Co. | 3.200% | 9/15/49 | 80 | 58 | ||
Baltimore Gas and Electric Co. | 2.900% | 6/15/50 | 100 | 69 | ||
Baltimore Gas and Electric Co. | 5.400% | 6/1/53 | 200 | 207 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 100 | 98 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 125 | 119 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 700 | 663 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 100 | 108 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 225 | 240 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 150 | 148 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 150 | 139 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 50 | 40 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 200 | 175 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 200 | 170 | ||
Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 200 | 179 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 75 | 73 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 75 | 71 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 70 | 63 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 75 | 69 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 50 | 40 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 70 | 52 | ||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 300 | 283 | ||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 50 | 58 | ||
CenterPoint Energy Houston Electric LLC | 4.950% | 4/1/33 | 106 | 108 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 125 | 115 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 75 | 64 | ||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 150 | 132 | ||
CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 100 | 70 | ||
CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 200 | 152 | ||
CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | 56 | 55 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 200 | 184 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 21 | 20 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 80 | 71 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 200 | 171 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 50 | 38 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 100 | 97 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 100 | 83 | ||
CenterPoint Energy Resources Corp. | 5.400% | 3/1/33 | 147 | 153 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 250 | 263 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 50 | 42 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 100 | 96 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 125 | 105 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 275 | 281 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 75 | 72 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 50 | 48 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 75 | 71 | ||
CMS Energy Corp. | 4.750% | 6/1/50 | 100 | 91 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 223 | 212 | ||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 75 | 71 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 50 | 43 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 150 | 162 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 175 | 194 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 75 | 70 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 175 | 163 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 75 | 61 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 175 | 139 | ||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 100 | 81 | ||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 150 | 127 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 125 | 105 | ||
Commonwealth Edison Co. | 3.000% | 3/1/50 | 200 | 139 | ||
Commonwealth Edison Co. | 3.850% | 3/15/52 | 200 | 162 | ||
Connecticut Light and Power Co. | 0.750% | 12/1/25 | 500 | 463 | ||
Connecticut Light and Power Co. | 3.200% | 3/15/27 | 50 | 48 | ||
Connecticut Light and Power Co. | 4.300% | 4/15/44 | 150 | 133 | ||
Connecticut Light and Power Co. | 4.000% | 4/1/48 | 160 | 137 | ||
Connecticut Light and Power Co. | 5.250% | 1/15/53 | 200 | 204 | ||
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 600 | 519 | ||
Consolidated Edison Co. of New York Inc. | 5.200% | 3/1/33 | 76 | 79 | ||
Consolidated Edison Co. of New York Inc. | 5.500% | 3/15/34 | 200 | 210 | ||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 200 | 204 | ||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 275 | 290 | ||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 75 | 81 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 125 | 106 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 200 | 180 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 375 | 335 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 145 | 118 | ||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 75 | 61 | ||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 400 | 336 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 250 | 209 | ||
Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | 200 | 227 | ||
Consolidated Edison Co. of New York Inc. | 5.900% | 11/15/53 | 200 | 221 | ||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 75 | 62 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 120 | 104 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Constellation Energy Generation LLC | 5.600% | 3/1/28 | 46 | 47 | ||
Constellation Energy Generation LLC | 5.800% | 3/1/33 | 34 | 36 | ||
Constellation Energy Generation LLC | 6.125% | 1/15/34 | 200 | 214 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 360 | 386 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 75 | 75 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 155 | 155 | ||
Constellation Energy Generation LLC | 6.500% | 10/1/53 | 200 | 226 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 75 | 72 | ||
Consumers Energy Co. | 3.600% | 8/15/32 | 19 | 18 | ||
Consumers Energy Co. | 4.625% | 5/15/33 | 200 | 200 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 75 | 64 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 50 | 40 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 50 | 42 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 125 | 109 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 80 | 72 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 80 | 59 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 400 | 314 | ||
Consumers Energy Co. | 4.200% | 9/1/52 | 84 | 74 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 59 | 36 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 100 | 84 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 125 | 123 | ||
Dominion Energy Inc. | 1.450% | 4/15/26 | 200 | 185 | ||
Dominion Energy Inc. | 2.850% | 8/15/26 | 379 | 357 | ||
Dominion Energy Inc. | 4.250% | 6/1/28 | 125 | 123 | ||
Dominion Energy Inc. | 3.375% | 4/1/30 | 125 | 115 | ||
Dominion Energy Inc. | 2.250% | 8/15/31 | 250 | 207 | ||
Dominion Energy Inc. | 4.350% | 8/15/32 | 56 | 54 | ||
Dominion Energy Inc. | 5.375% | 11/15/32 | 200 | 205 | ||
Dominion Energy Inc. | 6.300% | 3/15/33 | 75 | 80 | ||
Dominion Energy Inc. | 5.950% | 6/15/35 | 225 | 237 | ||
Dominion Energy Inc. | 4.900% | 8/1/41 | 280 | 259 | ||
Dominion Energy Inc. | 4.050% | 9/15/42 | 300 | 244 | ||
Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 100 | 84 | ||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 50 | 57 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 125 | 136 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 75 | 76 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 75 | 69 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 147 | ||
DTE Electric Co. | 2.250% | 3/1/30 | 450 | 395 | ||
DTE Electric Co. | 2.625% | 3/1/31 | 100 | 88 | ||
DTE Electric Co. | 3.000% | 3/1/32 | 250 | 222 | ||
DTE Electric Co. | 4.000% | 4/1/43 | 225 | 193 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 50 | 40 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 100 | 80 | ||
DTE Electric Co. | 3.950% | 3/1/49 | 128 | 108 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 150 | 105 | ||
DTE Electric Co. | 3.650% | 3/1/52 | 250 | 198 | ||
DTE Energy Co. | 1.050% | 6/1/25 | 500 | 471 | ||
DTE Energy Co. | 2.850% | 10/1/26 | 300 | 284 | ||
DTE Energy Co. | 4.875% | 6/1/28 | 200 | 202 | ||
DTE Energy Co. | 3.400% | 6/15/29 | 94 | 88 | ||
DTE Energy Co. | 2.950% | 3/1/30 | 60 | 53 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 100 | 97 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 125 | 123 | ||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 125 | 132 | ||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 200 | 179 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 100 | 89 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 200 | 174 | ||
Duke Energy Carolinas LLC | 4.950% | 1/15/33 | 175 | 178 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 100 | 108 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 25 | 27 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 25 | 27 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 150 | 152 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 175 | 150 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 100 | 81 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 100 | 79 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 400 | 292 | ||
Duke Energy Carolinas LLC | 3.550% | 3/15/52 | 200 | 153 | ||
Duke Energy Carolinas LLC | 5.350% | 1/15/53 | 160 | 164 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 80 | 76 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 140 | 132 | ||
Duke Energy Corp. | 4.300% | 3/15/28 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Corp. | 2.450% | 6/1/30 | 100 | 87 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 200 | 171 | ||
Duke Energy Corp. | 5.750% | 9/15/33 | 100 | 106 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 125 | 114 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 280 | 217 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 115 | 94 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 140 | 103 | ||
Duke Energy Corp. | 5.000% | 8/15/52 | 250 | 234 | ||
Duke Energy Corp. | 6.100% | 9/15/53 | 150 | 163 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 200 | 157 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 100 | 97 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 425 | 379 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 100 | 84 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 200 | 169 | ||
Duke Energy Florida LLC | 5.875% | 11/15/33 | 100 | 108 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 225 | 250 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 200 | 224 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 200 | 165 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 100 | 75 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 200 | 173 | ||
Duke Energy Florida LLC | 6.200% | 11/15/53 | 150 | 172 | ||
2 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/31 | 86 | 80 | |
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 740 | 823 | ||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 225 | 180 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 100 | 85 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 25 | 20 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 175 | 170 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 125 | 119 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 200 | 165 | ||
Duke Energy Progress LLC | 5.250% | 3/15/33 | 200 | 207 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 300 | 266 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 85 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 50 | 39 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 100 | 77 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 434 | 293 | ||
Duke Energy Progress LLC | 5.350% | 3/15/53 | 200 | 203 | ||
Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/30 | 78 | 71 | ||
2 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/39 | 100 | 81 | |
Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/43 | 100 | 75 | ||
Edison International | 5.750% | 6/15/27 | 25 | 26 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 250 | 254 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 75 | 63 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 150 | 144 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 245 | 202 | ||
Enel Chile SA | 4.875% | 6/12/28 | 125 | 123 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 50 | 49 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 500 | 315 | ||
Entergy Corp. | 2.950% | 9/1/26 | 200 | 190 | ||
Entergy Corp. | 2.800% | 6/15/30 | 100 | 88 | ||
Entergy Corp. | 3.750% | 6/15/50 | 300 | 226 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 75 | 70 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 100 | 94 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 100 | 88 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 150 | 140 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 150 | 139 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 167 | 140 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 100 | 85 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 121 | 81 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 125 | 116 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 500 | 409 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 75 | 70 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 100 | 88 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 85 | 71 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 200 | 142 | ||
Evergy Inc. | 2.900% | 9/15/29 | 150 | 136 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 150 | 142 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 100 | 95 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 200 | 172 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 100 | 84 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 25 | 21 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 100 | 71 | ||
Evergy Metro Inc. | 2.250% | 6/1/30 | 100 | 85 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 100 | 99 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 100 | 85 | ||
Eversource Energy | 3.150% | 1/15/25 | 168 | 164 | ||
Eversource Energy | 3.300% | 1/15/28 | 100 | 95 | ||
Eversource Energy | 4.250% | 4/1/29 | 200 | 194 | ||
Eversource Energy | 3.375% | 3/1/32 | 119 | 105 | ||
Eversource Energy | 3.450% | 1/15/50 | 200 | 145 | ||
Exelon Corp. | 3.950% | 6/15/25 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Exelon Corp. | 3.400% | 4/15/26 | 200 | 194 | ||
Exelon Corp. | 2.750% | 3/15/27 | 250 | 235 | ||
Exelon Corp. | 5.150% | 3/15/28 | 200 | 203 | ||
Exelon Corp. | 4.050% | 4/15/30 | 250 | 239 | ||
Exelon Corp. | 5.300% | 3/15/33 | 159 | 162 | ||
Exelon Corp. | 4.950% | 6/15/35 | 225 | 216 | ||
Exelon Corp. | 5.625% | 6/15/35 | 20 | 21 | ||
Exelon Corp. | 5.100% | 6/15/45 | 145 | 137 | ||
Exelon Corp. | 4.450% | 4/15/46 | 175 | 152 | ||
Exelon Corp. | 4.100% | 3/15/52 | 250 | 203 | ||
Exelon Corp. | 5.600% | 3/15/53 | 200 | 204 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 300 | 293 | ||
Florida Power & Light Co. | 4.450% | 5/15/26 | 200 | 200 | ||
Florida Power & Light Co. | 3.300% | 5/30/27 | 50 | 48 | ||
Florida Power & Light Co. | 4.400% | 5/15/28 | 200 | 200 | ||
Florida Power & Light Co. | 4.625% | 5/15/30 | 200 | 202 | ||
Florida Power & Light Co. | 2.450% | 2/3/32 | 200 | 172 | ||
Florida Power & Light Co. | 5.100% | 4/1/33 | 200 | 207 | ||
Florida Power & Light Co. | 4.800% | 5/15/33 | 200 | 202 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 25 | 27 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 375 | 416 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 170 | 153 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 125 | 111 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 75 | 66 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 150 | 122 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 325 | 277 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 555 | 409 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 500 | 347 | ||
Fortis Inc. | 3.055% | 10/4/26 | 295 | 280 | ||
Georgia Power Co. | 3.250% | 4/1/26 | 100 | 96 | ||
Georgia Power Co. | 4.650% | 5/16/28 | 200 | 202 | ||
Georgia Power Co. | 4.950% | 5/17/33 | 200 | 202 | ||
Georgia Power Co. | 4.750% | 9/1/40 | 175 | 163 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 100 | 87 | ||
Georgia Power Co. | 5.125% | 5/15/52 | 250 | 248 | ||
Iberdrola International BV | 6.750% | 7/15/36 | 75 | 87 | ||
Idaho Power Co. | 5.800% | 4/1/54 | 200 | 214 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 250 | 241 | ||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 150 | 115 | ||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 100 | 84 | ||
Indiana Michigan Power Co. | 5.625% | 4/1/53 | 100 | 105 | ||
Interstate Power and Light Co. | 3.250% | 12/1/24 | 202 | 198 | ||
Interstate Power and Light Co. | 4.100% | 9/26/28 | 125 | 121 | ||
Interstate Power and Light Co. | 3.600% | 4/1/29 | 60 | 57 | ||
Interstate Power and Light Co. | 2.300% | 6/1/30 | 100 | 86 | ||
Interstate Power and Light Co. | 6.250% | 7/15/39 | 50 | 54 | ||
Interstate Power and Light Co. | 3.700% | 9/15/46 | 75 | 57 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 100 | 95 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 200 | 193 | ||
2 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 61 | 57 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 125 | 122 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 100 | 87 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 200 | 146 | ||
Louisville Gas and Electric Co. | 3.300% | 10/1/25 | 75 | 73 | ||
Louisville Gas and Electric Co. | 4.250% | 4/1/49 | 170 | 145 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 150 | 144 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 200 | 191 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 125 | 142 | ||
MidAmerican Energy Co. | 5.350% | 1/15/34 | 75 | 79 | ||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 125 | 133 | ||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 100 | 94 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 100 | 84 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 125 | 100 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 200 | 175 | ||
MidAmerican Energy Co. | 5.850% | 9/15/54 | 300 | 332 | ||
Mississippi Power Co. | 4.250% | 3/15/42 | 100 | 85 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 50 | 50 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 50 | 48 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 100 | 84 | ||
National Grid plc | 5.809% | 6/12/33 | 200 | 210 | ||
National Grid USA | 5.803% | 4/1/35 | 50 | 51 | ||
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 100 | 92 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 150 | 144 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 100 | 97 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 100 | 95 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 100 | 87 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 100 | 79 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 204 | 191 | ||
National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | 53 | 50 | ||
National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 75 | 72 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 200 | 175 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 100 | 87 | ||
Nevada Power Co. | 3.700% | 5/1/29 | 200 | 192 | ||
Nevada Power Co. | 2.400% | 5/1/30 | 75 | 65 | ||
Nevada Power Co. | 6.750% | 7/1/37 | 75 | 85 | ||
Nevada Power Co. | 3.125% | 8/1/50 | 150 | 104 | ||
Nevada Power Co. | 6.000% | 3/15/54 | 100 | 110 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 150 | 149 | ||
NextEra Energy Capital Holdings Inc. | 5.749% | 9/1/25 | 350 | 354 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 250 | 241 | ||
NextEra Energy Capital Holdings Inc. | 4.625% | 7/15/27 | 232 | 232 | ||
NextEra Energy Capital Holdings Inc. | 4.900% | 2/28/28 | 222 | 224 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 300 | 266 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 100 | 95 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 100 | 90 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 500 | 428 | ||
NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | 179 | 180 | ||
NextEra Energy Capital Holdings Inc. | 5.050% | 2/28/33 | 64 | 64 | ||
NextEra Energy Capital Holdings Inc. | 5.250% | 2/28/53 | 204 | 200 | ||
NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 125 | 108 | ||
NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 100 | 94 | ||
NiSource Inc. | 0.950% | 8/15/25 | 223 | 208 | ||
NiSource Inc. | 3.490% | 5/15/27 | 250 | 241 | ||
NiSource Inc. | 5.250% | 3/30/28 | 200 | 204 | ||
NiSource Inc. | 2.950% | 9/1/29 | 200 | 183 | ||
NiSource Inc. | 3.600% | 5/1/30 | 200 | 187 | ||
NiSource Inc. | 1.700% | 2/15/31 | 300 | 244 | ||
NiSource Inc. | 5.950% | 6/15/41 | 77 | 80 | ||
NiSource Inc. | 4.800% | 2/15/44 | 125 | 115 | ||
NiSource Inc. | 5.650% | 2/1/45 | 100 | 101 | ||
NiSource Inc. | 4.375% | 5/15/47 | 250 | 216 | ||
NiSource Inc. | 3.950% | 3/30/48 | 200 | 162 | ||
NiSource Inc. | 5.000% | 6/15/52 | 63 | 59 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 75 | 83 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 50 | 55 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 175 | 180 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 105 | 84 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 50 | 42 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 250 | 175 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 100 | 65 | ||
Northern States Power Co. | 5.100% | 5/15/53 | 200 | 203 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 125 | 121 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 50 | 47 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 75 | 76 | ||
NSTAR Electric Co. | 4.950% | 9/15/52 | 74 | 72 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 50 | 51 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 175 | 168 | ||
Oglethorpe Power Corp. | 3.750% | 8/1/50 | 250 | 188 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 100 | 112 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 100 | 84 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 240 | 196 | ||
Ohio Power Co. | 2.900% | 10/1/51 | 125 | 85 | ||
Oklahoma Gas and Electric Co. | 3.800% | 8/15/28 | 75 | 73 | ||
Oklahoma Gas and Electric Co. | 3.250% | 4/1/30 | 100 | 91 | ||
Oklahoma Gas and Electric Co. | 5.400% | 1/15/33 | 80 | 84 | ||
Oklahoma Gas and Electric Co. | 4.150% | 4/1/47 | 50 | 42 | ||
Oklahoma Gas and Electric Co. | 3.850% | 8/15/47 | 75 | 59 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 75 | 73 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 50 | 48 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 200 | 180 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 50 | 58 | ||
5 | Oncor Electric Delivery Co. LLC | 5.650% | 11/15/33 | 200 | 213 | |
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 125 | 153 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 125 | 128 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 75 | 70 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 37 | 40 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 100 | 83 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 50 | 40 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 200 | 164 | ||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 250 | 180 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 250 | 165 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 63 | 65 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 100 | 85 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 125 | 113 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 75 | 66 | ||
Pacific Gas and Electric Co. | 3.450% | 7/1/25 | 200 | 194 | ||
Pacific Gas and Electric Co. | 3.150% | 1/1/26 | 300 | 287 | ||
Pacific Gas and Electric Co. | 3.300% | 12/1/27 | 800 | 747 | ||
Pacific Gas and Electric Co. | 3.000% | 6/15/28 | 200 | 182 | ||
Pacific Gas and Electric Co. | 3.750% | 7/1/28 | 300 | 281 | ||
Pacific Gas and Electric Co. | 6.100% | 1/15/29 | 100 | 103 | ||
Pacific Gas and Electric Co. | 4.550% | 7/1/30 | 700 | 667 | ||
Pacific Gas and Electric Co. | 4.400% | 3/1/32 | 81 | 75 | ||
Pacific Gas and Electric Co. | 6.150% | 1/15/33 | 200 | 207 | ||
Pacific Gas and Electric Co. | 6.400% | 6/15/33 | 46 | 48 | ||
Pacific Gas and Electric Co. | 6.950% | 3/15/34 | 150 | 165 | ||
Pacific Gas and Electric Co. | 4.500% | 7/1/40 | 500 | 422 | ||
Pacific Gas and Electric Co. | 4.750% | 2/15/44 | 500 | 418 | ||
Pacific Gas and Electric Co. | 4.300% | 3/15/45 | 200 | 156 | ||
Pacific Gas and Electric Co. | 4.950% | 7/1/50 | 575 | 493 | ||
Pacific Gas and Electric Co. | 3.500% | 8/1/50 | 500 | 346 | ||
Pacific Gas and Electric Co. | 6.750% | 1/15/53 | 200 | 218 | ||
Pacific Gas and Electric Co. | 6.700% | 4/1/53 | 200 | 218 | ||
PacifiCorp | 3.500% | 6/15/29 | 100 | 94 | ||
PacifiCorp | 2.700% | 9/15/30 | 50 | 43 | ||
PacifiCorp | 7.700% | 11/15/31 | 250 | 292 | ||
PacifiCorp | 5.250% | 6/15/35 | 56 | 56 | ||
PacifiCorp | 6.100% | 8/1/36 | 100 | 107 | ||
PacifiCorp | 6.250% | 10/15/37 | 125 | 134 | ||
PacifiCorp | 6.350% | 7/15/38 | 75 | 81 | ||
PacifiCorp | 6.000% | 1/15/39 | 116 | 122 | ||
PacifiCorp | 4.100% | 2/1/42 | 56 | 47 | ||
PacifiCorp | 4.125% | 1/15/49 | 100 | 81 | ||
PacifiCorp | 4.150% | 2/15/50 | 200 | 162 | ||
PacifiCorp | 3.300% | 3/15/51 | 100 | 70 | ||
PacifiCorp | 5.350% | 12/1/53 | 200 | 192 | ||
PacifiCorp | 5.500% | 5/15/54 | 200 | 196 | ||
PECO Energy Co. | 4.900% | 6/15/33 | 400 | 407 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 75 | 63 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 200 | 137 | ||
2 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/38 | 100 | 78 | |
2 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/48 | 100 | 73 | |
PG&E Recovery Funding LLC | 5.256% | 1/15/40 | 280 | 286 | ||
PG&E Recovery Funding LLC | 5.536% | 7/15/49 | 90 | 94 | ||
2 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/32 | 124 | 119 | |
PG&E Wildfire Recovery Funding LLC | 4.022% | 6/1/33 | 44 | 43 | ||
2 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/38 | 100 | 95 | |
PG&E Wildfire Recovery Funding LLC | 4.722% | 6/1/39 | 75 | 74 | ||
PG&E Wildfire Recovery Funding LLC | 5.081% | 6/1/43 | 75 | 74 | ||
2 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/49 | 250 | 227 | |
PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/49 | 200 | 202 | ||
2 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/53 | 100 | 94 | |
PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/54 | 75 | 75 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 110 | 103 | ||
Piedmont Natural Gas Co. Inc. | 5.400% | 6/15/33 | 75 | 77 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 50 | 45 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 75 | 55 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 200 | 140 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 200 | 188 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 250 | 286 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 150 | 134 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 100 | 96 | ||
PPL Electric Utilities Corp. | 5.000% | 5/15/33 | 200 | 205 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 100 | 112 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 50 | 44 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 155 | 134 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 75 | 64 | ||
PPL Electric Utilities Corp. | 5.250% | 5/15/53 | 200 | 207 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 119 | 134 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 125 | 131 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 75 | 72 | ||
Public Service Co. of Colorado | 1.900% | 1/15/31 | 100 | 83 | ||
Public Service Co. of Colorado | 1.875% | 6/15/31 | 200 | 165 | ||
Public Service Co. of Colorado | 4.100% | 6/1/32 | 50 | 48 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 175 | 139 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 75 | 61 | ||
Public Service Co. of Colorado | 2.700% | 1/15/51 | 100 | 63 | ||
Public Service Co. of Colorado | 5.250% | 4/1/53 | 200 | 199 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 75 | 59 | ||
Public Service Co. of New Hampshire | 5.150% | 1/15/53 | 54 | 55 | ||
Public Service Co. of Oklahoma | 5.250% | 1/15/33 | 85 | 86 | ||
Public Service Electric and Gas Co. | 3.000% | 5/15/25 | 80 | 78 | ||
Public Service Electric and Gas Co. | 2.250% | 9/15/26 | 250 | 236 | ||
Public Service Electric and Gas Co. | 3.000% | 5/15/27 | 75 | 72 | ||
Public Service Electric and Gas Co. | 3.200% | 5/15/29 | 70 | 65 | ||
Public Service Electric and Gas Co. | 2.450% | 1/15/30 | 50 | 44 | ||
Public Service Electric and Gas Co. | 3.800% | 3/1/46 | 250 | 208 | ||
Public Service Electric and Gas Co. | 3.850% | 5/1/49 | 200 | 167 | ||
Public Service Electric and Gas Co. | 3.150% | 1/1/50 | 200 | 147 | ||
Public Service Electric and Gas Co. | 2.050% | 8/1/50 | 500 | 292 | ||
Public Service Enterprise Group Inc. | 5.875% | 10/15/28 | 100 | 105 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 500 | 409 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 400 | 390 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 100 | 92 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 125 | 135 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 125 | 129 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 100 | 86 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 125 | 106 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 90 | 64 | ||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 250 | 238 | ||
San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 500 | 414 | ||
San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 100 | 89 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 100 | 92 | ||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 75 | 60 | ||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 75 | 64 | ||
San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 100 | 71 | ||
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 100 | 78 | ||
San Diego Gas & Electric Co. | 5.350% | 4/1/53 | 200 | 203 | ||
SCE Recovery Funding LLC | 4.697% | 6/15/42 | 72 | 72 | ||
SCE Recovery Funding LLC | 2.943% | 11/15/44 | 50 | 41 | ||
SCE Recovery Funding LLC | 3.240% | 11/15/48 | 50 | 38 | ||
SCE Recovery Funding LLC | 5.112% | 12/14/49 | 50 | 50 | ||
Sempra | 3.300% | 4/1/25 | 200 | 195 | ||
Sempra | 3.250% | 6/15/27 | 150 | 142 | ||
Sempra | 3.400% | 2/1/28 | 200 | 191 | ||
Sempra | 3.800% | 2/1/38 | 200 | 171 | ||
Sempra | 6.000% | 10/15/39 | 150 | 158 | ||
Sempra | 4.000% | 2/1/48 | 175 | 144 | ||
Sempra | 4.125% | 4/1/52 | 200 | 172 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 100 | 95 | ||
Southern California Edison Co. | 3.700% | 8/1/25 | 150 | 147 | ||
Southern California Edison Co. | 3.650% | 3/1/28 | 100 | 96 | ||
Southern California Edison Co. | 5.300% | 3/1/28 | 200 | 205 | ||
Southern California Edison Co. | 4.200% | 3/1/29 | 75 | 74 | ||
Southern California Edison Co. | 6.650% | 4/1/29 | 75 | 80 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 275 | 251 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 258 | ||
Southern California Edison Co. | 2.500% | 6/1/31 | 200 | 172 | ||
Southern California Edison Co. | 2.750% | 2/1/32 | 130 | 113 | ||
Southern California Edison Co. | 5.750% | 4/1/35 | 75 | 78 | ||
Southern California Edison Co. | 5.350% | 7/15/35 | 200 | 206 | ||
Southern California Edison Co. | 5.625% | 2/1/36 | 125 | 128 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 100 | 101 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 275 | 247 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 208 | 175 | ||
Southern California Edison Co. | 3.900% | 3/15/43 | 100 | 82 | ||
Southern California Edison Co. | 4.000% | 4/1/47 | 335 | 275 | ||
Southern California Edison Co. | 4.125% | 3/1/48 | 350 | 295 | ||
Southern California Edison Co. | 4.875% | 3/1/49 | 100 | 92 | ||
Southern California Edison Co. | 3.650% | 6/1/51 | 200 | 151 | ||
Southern California Edison Co. | 3.450% | 2/1/52 | 200 | 146 | ||
Southern California Gas Co. | 2.600% | 6/15/26 | 405 | 386 | ||
Southern California Gas Co. | 2.950% | 4/15/27 | 200 | 190 | ||
Southern California Gas Co. | 2.550% | 2/1/30 | 150 | 132 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 75 | 61 | ||
Southern California Gas Co. | 4.125% | 6/1/48 | 75 | 64 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southern California Gas Co. | 3.950% | 2/15/50 | 70 | 56 | ||
Southern California Gas Co. | 5.750% | 6/1/53 | 100 | 106 | ||
Southern Co. | 3.250% | 7/1/26 | 350 | 338 | ||
Southern Co. | 5.113% | 8/1/27 | 200 | 203 | ||
Southern Co. | 1.750% | 3/15/28 | 300 | 267 | ||
Southern Co. | 4.850% | 6/15/28 | 200 | 202 | ||
Southern Co. | 5.500% | 3/15/29 | 100 | 104 | ||
Southern Co. | 5.700% | 10/15/32 | 90 | 95 | ||
Southern Co. | 5.200% | 6/15/33 | 200 | 204 | ||
Southern Co. | 4.250% | 7/1/36 | 200 | 184 | ||
Southern Co. | 4.400% | 7/1/46 | 360 | 317 | ||
Southern Co. | 4.000% | 1/15/51 | 300 | 286 | ||
Southern Co. | 3.750% | 9/15/51 | 200 | 182 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 75 | 72 | ||
Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 89 | 73 | ||
Southern Co. Gas Capital Corp. | 5.150% | 9/15/32 | 90 | 91 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 75 | 76 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 50 | 42 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 100 | 78 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 100 | 85 | ||
Southern Power Co. | 4.150% | 12/1/25 | 100 | 99 | ||
Southern Power Co. | 5.150% | 9/15/41 | 100 | 94 | ||
Southern Power Co. | 5.250% | 7/15/43 | 50 | 47 | ||
Southern Power Co. | 4.950% | 12/15/46 | 75 | 67 | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 50 | 48 | ||
Southwest Gas Corp. | 4.050% | 3/15/32 | 200 | 187 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 75 | 56 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 25 | 20 | ||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 445 | 418 | ||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 100 | 97 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 75 | 80 | ||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 100 | 77 | ||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 325 | 244 | ||
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 200 | 135 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 100 | 89 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 275 | 200 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 75 | 57 | ||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 275 | 232 | ||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 75 | 58 | ||
Southwestern Public Service Co. | 3.150% | 5/1/50 | 100 | 69 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 50 | 43 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 50 | 43 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 75 | 63 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 125 | 108 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 50 | 38 | ||
Tampa Electric Co. | 5.000% | 7/15/52 | 100 | 95 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 75 | 81 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 50 | 49 | ||
Tucson Electric Power Co. | 5.500% | 4/15/53 | 66 | 67 | ||
Union Electric Co. | 2.950% | 6/15/27 | 72 | 69 | ||
Union Electric Co. | 2.950% | 3/15/30 | 350 | 316 | ||
Union Electric Co. | 2.150% | 3/15/32 | 200 | 166 | ||
Union Electric Co. | 8.450% | 3/15/39 | 150 | 197 | ||
Union Electric Co. | 3.650% | 4/15/45 | 125 | 98 | ||
Union Electric Co. | 4.000% | 4/1/48 | 275 | 227 | ||
Union Electric Co. | 3.250% | 10/1/49 | 225 | 158 | ||
Union Electric Co. | 3.900% | 4/1/52 | 100 | 83 | ||
Virginia Electric and Power Co. | 2.950% | 11/15/26 | 276 | 264 | ||
Virginia Electric and Power Co. | 3.500% | 3/15/27 | 250 | 242 | ||
Virginia Electric and Power Co. | 3.800% | 4/1/28 | 150 | 146 | ||
Virginia Electric and Power Co. | 2.875% | 7/15/29 | 275 | 253 | ||
Virginia Electric and Power Co. | 2.300% | 11/15/31 | 200 | 168 | ||
Virginia Electric and Power Co. | 2.400% | 3/30/32 | 200 | 169 | ||
Virginia Electric and Power Co. | 5.000% | 4/1/33 | 200 | 203 | ||
Virginia Electric and Power Co. | 6.000% | 1/15/36 | 125 | 134 | ||
Virginia Electric and Power Co. | 6.000% | 5/15/37 | 150 | 162 | ||
Virginia Electric and Power Co. | 6.350% | 11/30/37 | 50 | 55 | ||
Virginia Electric and Power Co. | 4.000% | 1/15/43 | 90 | 77 | ||
Virginia Electric and Power Co. | 4.450% | 2/15/44 | 475 | 424 | ||
Virginia Electric and Power Co. | 4.200% | 5/15/45 | 75 | 64 | ||
Virginia Electric and Power Co. | 4.000% | 11/15/46 | 100 | 83 | ||
Virginia Electric and Power Co. | 3.800% | 9/15/47 | 100 | 80 | ||
Virginia Electric and Power Co. | 4.600% | 12/1/48 | 175 | 158 | ||
Virginia Electric and Power Co. | 3.300% | 12/1/49 | 98 | 72 | ||
Virginia Electric and Power Co. | 2.450% | 12/15/50 | 160 | 99 | ||
Virginia Electric and Power Co. | 2.950% | 11/15/51 | 200 | 137 | ||
Virginia Electric and Power Co. | 4.625% | 5/15/52 | 250 | 226 | ||
Virginia Electric and Power Co. | 5.450% | 4/1/53 | 200 | 206 | ||
Washington Gas Light Co. | 3.796% | 9/15/46 | 100 | 76 | ||
Washington Gas Light Co. | 3.650% | 9/15/49 | 30 | 23 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 48 | 47 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 500 | 442 | ||
WEC Energy Group Inc. | 4.750% | 1/15/28 | 250 | 250 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 200 | 178 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 100 | 97 | ||
Wisconsin Electric Power Co. | 4.750% | 9/30/32 | 90 | 91 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 100 | 88 | ||
Wisconsin Power and Light Co. | 6.375% | 8/15/37 | 100 | 109 | ||
Wisconsin Power and Light Co. | 3.650% | 4/1/50 | 50 | 38 | ||
Wisconsin Public Service Corp. | 3.300% | 9/1/49 | 125 | 91 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 325 | 317 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 75 | 72 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 200 | 182 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 75 | 73 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 200 | 179 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 250 | 231 | ||
Xcel Energy Inc. | 4.600% | 6/1/32 | 200 | 195 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 100 | 74 | ||
101,572 | ||||||
Total Corporate Bonds (Cost $1,259,783) | 1,155,563 | |||||
Sovereign Bonds (3.4%) | ||||||
African Development Bank | 0.875% | 3/23/26 | 600 | 557 | ||
African Development Bank | 0.875% | 7/22/26 | 400 | 368 | ||
African Development Bank | 4.625% | 1/4/27 | 300 | 304 | ||
African Development Bank | 4.375% | 11/3/27 | 500 | 506 | ||
African Development Bank | 4.375% | 3/14/28 | 375 | 380 | ||
Asian Development Bank | 2.000% | 1/22/25 | 300 | 291 | ||
Asian Development Bank | 0.625% | 4/29/25 | 700 | 664 | ||
Asian Development Bank | 2.875% | 5/6/25 | 405 | 396 | ||
Asian Development Bank | 4.625% | 6/13/25 | 250 | 250 | ||
Asian Development Bank | 0.375% | 9/3/25 | 1,000 | 935 | ||
Asian Development Bank | 4.250% | 1/9/26 | 800 | 800 | ||
Asian Development Bank | 0.500% | 2/4/26 | 850 | 786 | ||
Asian Development Bank | 2.000% | 4/24/26 | 100 | 95 | ||
Asian Development Bank | 2.625% | 1/12/27 | 200 | 192 | ||
Asian Development Bank | 1.500% | 1/20/27 | 1,125 | 1,042 | ||
Asian Development Bank | 2.375% | 8/10/27 | 275 | 260 | ||
Asian Development Bank | 6.220% | 8/15/27 | 100 | 106 | ||
Asian Development Bank | 3.125% | 8/20/27 | 725 | 702 | ||
Asian Development Bank | 2.500% | 11/2/27 | 673 | 636 | ||
Asian Development Bank | 3.750% | 4/25/28 | 525 | 519 | ||
Asian Development Bank | 1.250% | 6/9/28 | 210 | 186 | ||
Asian Development Bank | 5.820% | 6/16/28 | 148 | 158 | ||
Asian Development Bank | 4.500% | 8/25/28 | 625 | 638 | ||
Asian Development Bank | 3.125% | 9/26/28 | 130 | 125 | ||
Asian Development Bank | 1.750% | 9/19/29 | 200 | 177 | ||
Asian Development Bank | 1.875% | 1/24/30 | 200 | 177 | ||
Asian Development Bank | 0.750% | 10/8/30 | 500 | 404 | ||
Asian Development Bank | 1.500% | 3/4/31 | 500 | 422 | ||
Asian Development Bank | 3.125% | 4/27/32 | 400 | 374 | ||
Asian Development Bank | 3.875% | 9/28/32 | 225 | 222 | ||
Asian Development Bank | 4.000% | 1/12/33 | 380 | 379 | ||
Asian Development Bank | 3.875% | 6/14/33 | 425 | 419 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 400 | 378 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 200 | 196 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 600 | 554 | ||
Asian Infrastructure Investment Bank | 4.875% | 9/14/26 | 300 | 305 | ||
Asian Infrastructure Investment Bank | 4.000% | 1/18/28 | 450 | 448 | ||
Canada | 1.625% | 1/22/25 | 550 | 533 | ||
Canada | 2.875% | 4/28/25 | 520 | 509 | ||
Canada | 0.750% | 5/19/26 | 800 | 739 | ||
Canada | 3.750% | 4/26/28 | 525 | 521 | ||
Corp. Andina de Fomento | 5.250% | 11/21/25 | 620 | 621 | ||
Corp. Andina de Fomento | 4.750% | 4/1/26 | 130 | 129 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 210 | 194 | ||
Corp. Andina de Fomento | 6.000% | 4/26/27 | 200 | 207 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 200 | 192 | ||
Council of Europe Development Bank | 3.000% | 6/16/25 | 120 | 117 | ||
Council of Europe Development Bank | 3.750% | 5/25/26 | 250 | 247 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 200 | 183 | ||
Council of Europe Development Bank | 3.625% | 1/26/28 | 280 | 276 | ||
European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 96 | ||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 100 | 95 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 500 | 465 | ||
European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 500 | 463 | ||
European Bank for Reconstruction & Development | 4.375% | 3/9/28 | 400 | 406 | ||
European Investment Bank | 1.625% | 3/14/25 | 100 | 97 | ||
European Investment Bank | 0.625% | 7/25/25 | 1,600 | 1,508 | ||
European Investment Bank | 2.750% | 8/15/25 | 800 | 779 | ||
European Investment Bank | 0.375% | 12/15/25 | 2,000 | 1,853 | ||
European Investment Bank | 0.375% | 3/26/26 | 1,000 | 919 | ||
European Investment Bank | 0.750% | 10/26/26 | 450 | 410 | ||
European Investment Bank | 1.375% | 3/15/27 | 600 | 552 | ||
European Investment Bank | 2.375% | 5/24/27 | 225 | 213 | ||
European Investment Bank | 0.625% | 10/21/27 | 500 | 441 | ||
European Investment Bank | 3.250% | 11/15/27 | 500 | 486 | ||
European Investment Bank | 3.875% | 3/15/28 | 1,100 | 1,095 | ||
European Investment Bank | 4.500% | 10/16/28 | 600 | 613 | ||
European Investment Bank | 1.625% | 10/9/29 | 125 | 110 | ||
European Investment Bank | 0.875% | 5/17/30 | 200 | 165 | ||
European Investment Bank | 3.625% | 7/15/30 | 800 | 783 | ||
European Investment Bank | 0.750% | 9/23/30 | 500 | 406 | ||
European Investment Bank | 3.750% | 2/14/33 | 425 | 417 | ||
European Investment Bank | 4.875% | 2/15/36 | 325 | 348 | ||
6 | Export Development Canada | 3.375% | 8/26/25 | 550 | 540 | |
6 | Export Development Canada | 4.375% | 6/29/26 | 550 | 552 | |
Export Development Canada | 3.000% | 5/25/27 | 450 | 435 | ||
6 | Export Development Canada | 3.875% | 2/14/28 | 400 | 398 | |
Export-Import Bank of Korea | 2.625% | 5/26/26 | 200 | 190 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 200 | 184 | ||
Export-Import Bank of Korea | 4.250% | 9/15/27 | 200 | 198 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 500 | 404 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 200 | 167 | ||
Export-Import Bank of Korea | 5.125% | 1/11/33 | 200 | 208 | ||
Export-Import Bank of Korea | 5.125% | 9/18/33 | 200 | 208 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 350 | 256 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,100 | 1,071 | ||
Inter-American Development Bank | 1.750% | 3/14/25 | 200 | 193 | ||
Inter-American Development Bank | 0.875% | 4/3/25 | 500 | 477 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 134 | 138 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 1,300 | 1,225 | ||
Inter-American Development Bank | 0.875% | 4/20/26 | 500 | 464 | ||
Inter-American Development Bank | 4.500% | 5/15/26 | 475 | 478 | ||
Inter-American Development Bank | 2.000% | 6/2/26 | 750 | 712 | ||
Inter-American Development Bank | 2.000% | 7/23/26 | 100 | 95 | ||
Inter-American Development Bank | 4.375% | 2/1/27 | 400 | 403 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 450 | 425 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 800 | 707 | ||
Inter-American Development Bank | 4.000% | 1/12/28 | 920 | 919 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 300 | 264 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 875 | 842 | ||
Inter-American Development Bank | 1.125% | 1/13/31 | 350 | 289 | ||
Inter-American Development Bank | 3.500% | 4/12/33 | 400 | 383 | ||
Inter-American Development Bank | 4.500% | 9/13/33 | 500 | 517 | ||
Inter-American Development Bank | 3.875% | 10/28/41 | 200 | 185 | ||
Inter-American Development Bank | 3.200% | 8/7/42 | 100 | 84 | ||
Inter-American Investment Corp. | 4.125% | 2/15/28 | 250 | 250 | ||
Inter-American Investment Corp. | 4.750% | 9/19/28 | 100 | 103 | ||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 200 | 194 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 1,500 | 1,425 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 1,500 | 1,407 | ||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 1,150 | 1,115 | ||
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 2,000 | 1,864 | ||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 470 | 459 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 525 | 484 | ||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 350 | 331 | ||
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 900 | 794 | ||
International Bank for Reconstruction & Development | 3.500% | 7/12/28 | 875 | 857 | ||
International Bank for Reconstruction & Development | 4.625% | 8/1/28 | 775 | 795 | ||
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 1,500 | 1,317 | ||
International Bank for Reconstruction & Development | 3.625% | 9/21/29 | 775 | 761 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 200 | 177 | ||
International Bank for Reconstruction & Development | 3.875% | 2/14/30 | 650 | 645 | ||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 400 | 329 | ||
International Bank for Reconstruction & Development | 4.000% | 7/25/30 | 625 | 624 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 800 | 648 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 650 | 540 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 1,500 | 1,264 | ||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 200 | 179 | ||
International Bank for Reconstruction & Development | 4.750% | 11/14/33 | 300 | 317 | ||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 250 | 261 | ||
International Finance Corp. | 0.375% | 7/16/25 | 400 | 376 | ||
International Finance Corp. | 2.125% | 4/7/26 | 600 | 573 | ||
International Finance Corp. | 4.375% | 1/15/27 | 175 | 176 | ||
International Finance Corp. | 4.500% | 7/13/28 | 175 | 179 | ||
7 | Israel Government Aid Bond | 5.500% | 9/18/33 | 100 | 110 | |
8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 330 | 320 | |
8 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 400 | 376 | |
8 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 442 | 426 | |
8 | Japan Bank for International Cooperation | 4.250% | 1/26/26 | 470 | 467 | |
8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 200 | 191 | |
8 | Japan Bank for International Cooperation | 4.250% | 4/27/26 | 250 | 248 | |
8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 200 | 188 | |
8 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 200 | 190 | |
8 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 800 | 755 | |
8 | Japan Bank for International Cooperation | 4.625% | 7/19/28 | 125 | 127 | |
8 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 300 | 287 | |
8 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 350 | 337 | |
8 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 420 | 377 | |
8 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 500 | 406 | |
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 300 | 284 | |
8 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 200 | 192 | |
8 | Japan International Cooperation Agency | 4.000% | 5/23/28 | 150 | 148 | |
8 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 200 | 166 | |
9 | KFW | 1.250% | 1/31/25 | 1,725 | 1,662 | |
9 | KFW | 2.000% | 5/2/25 | 150 | 145 | |
9 | KFW | 0.375% | 7/18/25 | 1,500 | 1,408 | |
9 | KFW | 5.125% | 9/29/25 | 425 | 430 | |
9 | KFW | 0.625% | 1/22/26 | 1,000 | 929 | |
9 | KFW | 3.625% | 4/1/26 | 575 | 568 | |
9 | KFW | 4.625% | 8/7/26 | 700 | 708 | |
9 | KFW | 1.000% | 10/1/26 | 1,000 | 920 | |
9 | KFW | 3.000% | 5/20/27 | 560 | 541 | |
9 | KFW | 3.750% | 2/15/28 | 800 | 792 | |
9 | KFW | 2.875% | 4/3/28 | 500 | 478 | |
9 | KFW | 3.875% | 6/15/28 | 750 | 746 | |
9 | KFW | 1.750% | 9/14/29 | 175 | 155 | |
9 | KFW | 4.750% | 10/29/30 | 275 | 287 | |
9 | KFW | 4.125% | 7/15/33 | 700 | 704 | |
9 | KFW | 0.000% | 4/18/36 | 400 | 240 | |
9 | KFW | 0.000% | 6/29/37 | 200 | 114 | |
7 | Kingdom of Jordan AID | 3.000% | 6/30/25 | 200 | 194 | |
Korea Development Bank | 0.750% | 1/25/25 | 200 | 192 | ||
Korea Development Bank | 5.375% | 10/23/26 | 200 | 204 | ||
Korea Development Bank | 1.375% | 4/25/27 | 200 | 181 | ||
Korea Development Bank | 4.375% | 2/15/28 | 450 | 449 | ||
Korea Development Bank | 1.625% | 1/19/31 | 400 | 329 | ||
Korea Development Bank | 4.375% | 2/15/33 | 450 | 442 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 850 | 826 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 400 | 378 | |
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 475 | 460 | |
9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 275 | 259 | |
9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 250 | 236 | |
9 | Landwirtschaftliche Rentenbank | 3.875% | 6/14/28 | 275 | 274 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 500 | 408 | |
9 | Landwirtschaftliche Rentenbank | 5.000% | 10/24/33 | 200 | 215 | |
Nordic Investment Bank | 0.375% | 9/11/25 | 600 | 561 | ||
Nordic Investment Bank | 5.000% | 10/15/25 | 200 | 202 | ||
Nordic Investment Bank | 0.500% | 1/21/26 | 200 | 185 | ||
Nordic Investment Bank | 4.375% | 3/14/28 | 450 | 456 | ||
10 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 100 | 96 | |
10 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 500 | 467 | |
10 | Oesterreichische Kontrollbank AG | 4.125% | 1/20/26 | 140 | 139 | |
10 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 500 | 462 | |
Oesterreichische Kontrollbank AG | 5.000% | 10/23/26 | 140 | 143 | ||
10 | Oesterreichische Kontrollbank AG | 3.625% | 9/9/27 | 400 | 394 | |
10 | Oesterreichische Kontrollbank AG | 4.250% | 3/1/28 | 250 | 252 | |
2 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 150 | 151 | |
2 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 468 | 464 | |
Oriental Republic of Uruguay | 5.750% | 10/28/34 | 213 | 231 | ||
2 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 195 | 242 | |
2 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 200 | 181 | |
2 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 695 | 697 | |
2 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 370 | 361 | |
Province of Alberta | 1.000% | 5/20/25 | 485 | 461 | ||
Province of Alberta | 3.300% | 3/15/28 | 250 | 242 | ||
Province of Alberta | 1.300% | 7/22/30 | 500 | 417 | ||
Province of British Columbia | 2.250% | 6/2/26 | 300 | 286 | ||
Province of British Columbia | 0.900% | 7/20/26 | 300 | 276 | ||
Province of British Columbia | 4.800% | 11/15/28 | 200 | 206 | ||
Province of British Columbia | 4.200% | 7/6/33 | 250 | 248 | ||
Province of Manitoba | 2.125% | 6/22/26 | 90 | 85 | ||
Province of Manitoba | 1.500% | 10/25/28 | 350 | 310 | ||
Province of Manitoba | 4.300% | 7/27/33 | 250 | 249 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 105 | 102 | ||
Province of Ontario | 2.500% | 4/27/26 | 250 | 240 | ||
Province of Ontario | 2.300% | 6/15/26 | 900 | 858 | ||
Province of Ontario | 3.100% | 5/19/27 | 600 | 579 | ||
Province of Ontario | 2.000% | 10/2/29 | 585 | 522 | ||
Province of Ontario | 1.125% | 10/7/30 | 500 | 410 | ||
Province of Ontario | 1.600% | 2/25/31 | 600 | 504 | ||
Province of Ontario | 1.800% | 10/14/31 | 200 | 168 | ||
Province of Quebec | 1.500% | 2/11/25 | 441 | 425 | ||
Province of Quebec | 0.600% | 7/23/25 | 500 | 470 | ||
Province of Quebec | 2.500% | 4/20/26 | 200 | 192 | ||
Province of Quebec | 2.750% | 4/12/27 | 850 | 812 | ||
Province of Quebec | 3.625% | 4/13/28 | 250 | 245 | ||
Province of Quebec | 7.500% | 9/15/29 | 475 | 554 | ||
Province of Quebec | 1.350% | 5/28/30 | 400 | 337 | ||
Province of Quebec | 1.900% | 4/21/31 | 1,200 | 1,027 | ||
Province of Quebec | 4.500% | 9/8/33 | 275 | 278 | ||
Republic of Chile | 3.125% | 1/21/26 | 485 | 470 | ||
Republic of Chile | 2.750% | 1/31/27 | 250 | 236 | ||
Republic of Chile | 3.240% | 2/6/28 | 460 | 438 | ||
Republic of Chile | 2.450% | 1/31/31 | 200 | 174 | ||
Republic of Chile | 2.550% | 1/27/32 | 200 | 172 | ||
Republic of Chile | 2.550% | 7/27/33 | 400 | 330 | ||
Republic of Chile | 3.500% | 1/31/34 | 600 | 534 | ||
Republic of Chile | 4.950% | 1/5/36 | 200 | 197 | ||
Republic of Chile | 3.100% | 5/7/41 | 300 | 228 | ||
Republic of Chile | 4.340% | 3/7/42 | 400 | 357 | ||
Republic of Chile | 3.500% | 1/25/50 | 275 | 209 | ||
Republic of Chile | 4.000% | 1/31/52 | 200 | 164 | ||
Republic of Chile | 5.330% | 1/5/54 | 200 | 199 | ||
Republic of Chile | 3.100% | 1/22/61 | 500 | 334 | ||
Republic of Chile | 3.250% | 9/21/71 | 200 | 134 | ||
Republic of Hungary | 7.625% | 3/29/41 | 240 | 286 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 200 | 196 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 425 | 428 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 188 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 200 | 181 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 200 | 191 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 725 | 672 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 200 | 167 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 430 | 387 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 400 | 306 | ||
Republic of Indonesia | 4.300% | 3/31/52 | 200 | 182 | ||
Republic of Indonesia | 5.450% | 9/20/52 | 200 | 213 | ||
Republic of Indonesia | 5.650% | 1/11/53 | 200 | 219 | ||
Republic of Indonesia | 3.200% | 9/23/61 | 200 | 145 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 200 | 180 | ||
Republic of Italy | 1.250% | 2/17/26 | 500 | 462 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Italy | 2.875% | 10/17/29 | 400 | 358 | ||
Republic of Italy | 5.375% | 6/15/33 | 475 | 478 | ||
Republic of Italy | 4.000% | 10/17/49 | 500 | 376 | ||
Republic of Italy | 3.875% | 5/6/51 | 400 | 287 | ||
Republic of Korea | 5.625% | 11/3/25 | 100 | 101 | ||
Republic of Korea | 2.750% | 1/19/27 | 1,000 | 958 | ||
Republic of Korea | 2.500% | 6/19/29 | 200 | 184 | ||
Republic of Korea | 1.750% | 10/15/31 | 200 | 168 | ||
Republic of Korea | 3.875% | 9/20/48 | 125 | 110 | ||
Republic of Panama | 3.750% | 3/16/25 | 207 | 201 | ||
Republic of Panama | 7.125% | 1/29/26 | 168 | 172 | ||
Republic of Panama | 8.875% | 9/30/27 | 238 | 259 | ||
Republic of Panama | 3.875% | 3/17/28 | 460 | 424 | ||
Republic of Panama | 9.375% | 4/1/29 | 200 | 227 | ||
Republic of Panama | 3.160% | 1/23/30 | 200 | 171 | ||
Republic of Panama | 2.252% | 9/29/32 | 500 | 366 | ||
Republic of Panama | 6.400% | 2/14/35 | 400 | 390 | ||
2 | Republic of Panama | 6.700% | 1/26/36 | 292 | 290 | |
Republic of Panama | 6.875% | 1/31/36 | 200 | 200 | ||
2 | Republic of Panama | 4.500% | 4/16/50 | 560 | 388 | |
2 | Republic of Panama | 4.300% | 4/29/53 | 400 | 268 | |
Republic of Panama | 4.500% | 4/1/56 | 500 | 336 | ||
2 | Republic of Panama | 3.870% | 7/23/60 | 750 | 449 | |
Republic of Panama | 4.500% | 1/19/63 | 200 | 131 | ||
Republic of Peru | 7.350% | 7/21/25 | 225 | 232 | ||
Republic of Peru | 2.392% | 1/23/26 | 200 | 190 | ||
Republic of Peru | 2.844% | 6/20/30 | 500 | 444 | ||
Republic of Peru | 2.783% | 1/23/31 | 900 | 784 | ||
Republic of Peru | 1.862% | 12/1/32 | 350 | 274 | ||
Republic of Peru | 8.750% | 11/21/33 | 505 | 634 | ||
Republic of Peru | 3.000% | 1/15/34 | 250 | 211 | ||
2 | Republic of Peru | 6.550% | 3/14/37 | 325 | 361 | |
Republic of Peru | 3.300% | 3/11/41 | 200 | 155 | ||
Republic of Peru | 5.625% | 11/18/50 | 200 | 208 | ||
Republic of Peru | 3.600% | 1/15/72 | 175 | 123 | ||
Republic of Peru | 3.230% | 7/28/21 | 525 | 327 | ||
Republic of Philippines | 10.625% | 3/16/25 | 100 | 107 | ||
Republic of Philippines | 5.500% | 3/30/26 | 225 | 229 | ||
Republic of Philippines | 5.170% | 10/13/27 | 300 | 306 | ||
Republic of Philippines | 3.000% | 2/1/28 | 400 | 377 | ||
Republic of Philippines | 3.750% | 1/14/29 | 400 | 385 | ||
Republic of Philippines | 9.500% | 2/2/30 | 300 | 377 | ||
Republic of Philippines | 2.457% | 5/5/30 | 200 | 177 | ||
Republic of Philippines | 7.750% | 1/14/31 | 400 | 474 | ||
Republic of Philippines | 1.648% | 6/10/31 | 200 | 164 | ||
Republic of Philippines | 1.950% | 1/6/32 | 200 | 165 | ||
Republic of Philippines | 6.375% | 1/15/32 | 200 | 223 | ||
Republic of Philippines | 5.609% | 4/13/33 | 300 | 321 | ||
Republic of Philippines | 5.000% | 7/17/33 | 200 | 206 | ||
Republic of Philippines | 6.375% | 10/23/34 | 550 | 622 | ||
Republic of Philippines | 3.950% | 1/20/40 | 400 | 362 | ||
Republic of Philippines | 3.700% | 3/1/41 | 400 | 344 | ||
Republic of Philippines | 3.700% | 2/2/42 | 350 | 300 | ||
Republic of Philippines | 2.950% | 5/5/45 | 200 | 150 | ||
Republic of Philippines | 2.650% | 12/10/45 | 200 | 142 | ||
Republic of Philippines | 3.200% | 7/6/46 | 500 | 385 | ||
Republic of Philippines | 5.950% | 10/13/47 | 200 | 223 | ||
Republic of Poland | 3.250% | 4/6/26 | 500 | 485 | ||
Republic of Poland | 5.500% | 11/16/27 | 225 | 233 | ||
Republic of Poland | 5.750% | 11/16/32 | 200 | 216 | ||
Republic of Poland | 4.875% | 10/4/33 | 400 | 405 | ||
Republic of Poland | 5.500% | 4/4/53 | 440 | 458 | ||
State of Israel | 2.875% | 3/16/26 | 200 | 191 | ||
State of Israel | 3.250% | 1/17/28 | 300 | 280 | ||
State of Israel | 2.500% | 1/15/30 | 200 | 174 | ||
State of Israel | 2.750% | 7/3/30 | 350 | 309 | ||
State of Israel | 4.500% | 1/17/33 | 450 | 428 | ||
State of Israel | 4.500% | 1/30/43 | 200 | 176 | ||
State of Israel | 4.125% | 1/17/48 | 250 | 202 | ||
State of Israel | 3.375% | 1/15/50 | 200 | 142 | ||
State of Israel | 3.875% | 7/3/50 | 400 | 308 | ||
State of Israel | 4.500% | 4/3/20 | 200 | 156 | ||
Svensk Exportkredit AB | 0.625% | 5/14/25 | 500 | 473 | ||
Svensk Exportkredit AB | 4.000% | 7/15/25 | 225 | 223 | ||
Svensk Exportkredit AB | 0.500% | 8/26/25 | 800 | 748 | ||
Svensk Exportkredit AB | 4.625% | 11/28/25 | 247 | 247 | ||
Svensk Exportkredit AB | 4.375% | 2/13/26 | 250 | 250 | ||
Svensk Exportkredit AB | 4.875% | 9/14/26 | 200 | 203 | ||
Svensk Exportkredit AB | 2.250% | 3/22/27 | 200 | 188 | ||
Svensk Exportkredit AB | 4.125% | 6/14/28 | 250 | 250 | ||
Svensk Exportkredit AB | 4.875% | 10/4/30 | 200 | 207 | ||
United Mexican States | 3.900% | 4/27/25 | 400 | 396 | ||
United Mexican States | 4.125% | 1/21/26 | 445 | 441 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United Mexican States | 4.150% | 3/28/27 | 800 | 793 | ||
United Mexican States | 3.750% | 1/11/28 | 675 | 651 | ||
United Mexican States | 4.500% | 4/22/29 | 650 | 641 | ||
United Mexican States | 3.250% | 4/16/30 | 385 | 349 | ||
United Mexican States | 2.659% | 5/24/31 | 600 | 507 | ||
United Mexican States | 8.300% | 8/15/31 | 220 | 266 | ||
United Mexican States | 4.750% | 4/27/32 | 300 | 289 | ||
United Mexican States | 7.500% | 4/8/33 | 100 | 115 | ||
United Mexican States | 6.750% | 9/27/34 | 200 | 216 | ||
United Mexican States | 6.350% | 2/9/35 | 300 | 314 | ||
United Mexican States | 6.050% | 1/11/40 | 883 | 891 | ||
United Mexican States | 4.280% | 8/14/41 | 665 | 551 | ||
United Mexican States | 4.750% | 3/8/44 | 765 | 656 | ||
United Mexican States | 5.550% | 1/21/45 | 200 | 191 | ||
United Mexican States | 4.600% | 1/23/46 | 600 | 500 | ||
United Mexican States | 4.350% | 1/15/47 | 360 | 290 | ||
United Mexican States | 4.600% | 2/10/48 | 255 | 210 | ||
United Mexican States | 4.500% | 1/31/50 | 200 | 163 | ||
United Mexican States | 5.000% | 4/27/51 | 600 | 521 | ||
United Mexican States | 4.400% | 2/12/52 | 300 | 238 | ||
United Mexican States | 6.338% | 5/4/53 | 600 | 612 | ||
United Mexican States | 3.771% | 5/24/61 | 800 | 542 | ||
United Mexican States | 5.750% | 10/12/10 | 342 | 306 | ||
Total Sovereign Bonds (Cost $156,791) | 145,704 | |||||
Taxable Municipal Bonds (0.6%) | ||||||
Alabama Economic Settlement Authority Miscellaneous Revenue | 3.163% | 9/15/25 | 30 | 29 | ||
American Municipal Power Inc. Electric Power & Light Revenue (Combination Hydroelectric Projects) | 8.084% | 2/15/50 | 175 | 237 | ||
American Municipal Power Inc. Electric Power & Light Revenue (MELDAHL Hydroelectric Project) | 7.499% | 2/15/50 | 50 | 62 | ||
Bay Area Toll Authority Highway Revenue | 6.918% | 4/1/40 | 100 | 117 | ||
Bay Area Toll Authority Highway Revenue | 6.263% | 4/1/49 | 250 | 291 | ||
Bay Area Toll Authority Highway Revenue | 7.043% | 4/1/50 | 100 | 127 | ||
Bay Area Toll Authority Highway Revenue | 6.907% | 10/1/50 | 100 | 126 | ||
Bay Area Toll Authority Highway Revenue | 3.126% | 4/1/55 | 100 | 71 | ||
California Earthquake Authority Miscellaneous Revenue | 5.603% | 7/1/27 | 60 | 61 | ||
California GO | 3.375% | 4/1/25 | 100 | 98 | ||
California GO | 2.650% | 4/1/26 | 75 | 72 | ||
California GO | 1.700% | 2/1/28 | 100 | 90 | ||
California GO | 3.500% | 4/1/28 | 150 | 145 | ||
California GO | 2.500% | 10/1/29 | 70 | 63 | ||
California GO | 6.000% | 3/1/33 | 100 | 109 | ||
California GO | 4.500% | 4/1/33 | 190 | 187 | ||
California GO | 7.500% | 4/1/34 | 350 | 425 | ||
California GO | 5.125% | 3/1/38 | 100 | 101 | ||
California GO | 4.600% | 4/1/38 | 300 | 289 | ||
California GO | 7.550% | 4/1/39 | 630 | 795 | ||
California GO | 7.300% | 10/1/39 | 75 | 91 | ||
California GO | 7.350% | 11/1/39 | 375 | 455 | ||
California GO | 7.625% | 3/1/40 | 205 | 257 | ||
California GO | 7.600% | 11/1/40 | 200 | 255 | ||
California GO | 5.200% | 3/1/43 | 100 | 99 | ||
California State University College & University Revenue | 3.899% | 11/1/47 | 50 | 43 | ||
California State University College & University Revenue | 2.975% | 11/1/51 | 140 | 100 | ||
California State University College & University Revenue | 5.183% | 11/1/53 | 100 | 101 | ||
Central Puget Sound Regional Transit Authority Sales Tax Revenue | 5.491% | 11/1/39 | 50 | 53 | ||
Chicago O'Hare International Airport Port, Airport & Marina Revenue | 6.395% | 1/1/40 | 125 | 142 | ||
Chicago O'Hare International Airport Port, Airport & Marina Revenue | 4.472% | 1/1/49 | 75 | 71 | ||
Chicago O'Hare International Airport Port, Airport & Marina Revenue | 4.572% | 1/1/54 | 40 | 38 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | 6.899% | 12/1/40 | 117 | 133 | ||
Clark County Department of Aviation Port, Airport & Marina Revenue | 6.820% | 7/1/45 | 100 | 122 | ||
Commonwealth Financing Authority Appropriations Revenue | 3.807% | 6/1/41 | 105 | 92 | ||
Commonwealth Financing Authority Appropriations Revenue (Plancon Program) | 3.864% | 6/1/38 | 100 | 91 | ||
Commonwealth of Massachusetts GO | 5.456% | 12/1/39 | 150 | 157 | ||
Commonwealth of Massachusetts GO | 2.514% | 7/1/41 | 50 | 37 | ||
Commonwealth of Massachusetts GO | 2.813% | 9/1/43 | 225 | 168 | ||
Commonwealth of Massachusetts GO | 2.900% | 9/1/49 | 100 | 73 | ||
Commonwealth of Massachusetts Miscellaneous Taxes Revenue | 4.110% | 7/15/31 | 189 | 187 | ||
Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.731% | 6/1/40 | 50 | 53 | ||
Connecticut GO | 5.090% | 10/1/30 | 175 | 176 | ||
Connecticut GO | 5.850% | 3/15/32 | 200 | 214 | ||
Cook County IL GO | 6.229% | 11/15/34 | 50 | 53 | ||
Dallas Area Rapid Transit Sales Tax Revenue | 5.999% | 12/1/44 | 100 | 112 | ||
Dallas Area Rapid Transit Sales Tax Revenue | 5.022% | 12/1/48 | 50 | 51 | ||
Dallas Convention Center Hotel Development Corp. Hotel Occupancy Tax Revenue | 7.088% | 1/1/42 | 75 | 85 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 2.994% | 11/1/38 | 200 | 167 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 3.144% | 11/1/45 | 75 | 59 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 4.507% | 11/1/51 | 100 | 93 | ||
11 | Dallas Independent School District GO | 6.450% | 2/15/35 | 100 | 101 | |
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 50 | 53 | ||
District of Columbia Water & Sewer Authority Water Revenue | 4.814% | 10/1/14 | 150 | 149 | ||
East Bay Municipal Utility District Water System Water Revenue | 5.874% | 6/1/40 | 85 | 93 | ||
Foothill-Eastern Transportation Corridor Agency Highway Revenue | 4.094% | 1/15/49 | 140 | 117 | ||
Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.637% | 4/1/57 | 236 | 269 | ||
Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.655% | 4/1/57 | 143 | 163 | ||
Georgia Municipal Electric Authority Electric Power & Light Revenue | 7.055% | 4/1/57 | 71 | 79 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.115% | 6/1/38 | 100 | 81 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.000% | 6/1/46 | 160 | 146 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 4.214% | 6/1/50 | 200 | 150 | ||
Grand Parkway Transportation Corp. Highway Revenue | 3.236% | 10/1/52 | 395 | 297 | ||
Houston TX GO | 6.290% | 3/1/32 | 100 | 106 | ||
Illinois GO | 5.100% | 6/1/33 | 1,505 | 1,489 | ||
Illinois GO | 6.630% | 2/1/35 | 92 | 97 | ||
Illinois State Toll Highway Authority Highway Revenue | 6.184% | 1/1/34 | 50 | 55 | ||
Indiana Finance Authority Appropriations Revenue | 3.051% | 1/1/51 | 75 | 57 | ||
JobsOhio Beverage System Miscellaneous Revenue | 3.985% | 1/1/29 | 125 | 123 | ||
JobsOhio Beverage System Miscellaneous Revenue | 4.532% | 1/1/35 | 100 | 99 | ||
JobsOhio Beverage System Miscellaneous Revenue | 2.833% | 1/1/38 | 75 | 61 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 100 | 90 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 150 | 128 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 100 | 83 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 200 | 208 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 125 | 133 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 200 | 226 | ||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 75 | 79 | ||
Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue | 7.618% | 8/1/40 | 50 | 62 | ||
Los Angeles Department of Water & Power Electric Power & Light Revenue | 6.574% | 7/1/45 | 100 | 119 | ||
Los Angeles Department of Water & Power Water Revenue | 6.603% | 7/1/50 | 100 | 122 | ||
Louisiana Gasoline & Fuel Sales Tax Revenue | 2.952% | 5/1/41 | 50 | 39 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 3.615% | 2/1/29 | 119 | 116 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 5.081% | 6/1/31 | 92 | 93 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 4.145% | 2/1/33 | 100 | 98 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 5.048% | 12/1/34 | 100 | 102 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 4.475% | 8/1/39 | 150 | 145 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 5.198% | 12/1/39 | 200 | 206 | ||
Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 3.197% | 7/1/50 | 150 | 109 | ||
Maryland State Transportation Authority Transit Revenue | 5.888% | 7/1/43 | 50 | 54 | ||
Massachusetts School Building Authority Sales Tax Revenue | 5.715% | 8/15/39 | 100 | 106 | ||
Massachusetts School Building Authority Sales Tax Revenue | 3.395% | 10/15/40 | 50 | 43 | ||
Massachusetts School Building Authority Sales Tax Revenue | 2.950% | 5/15/43 | 100 | 73 | ||
Massachusetts Water Resources Authority Water Revenue | 2.823% | 8/1/41 | 100 | 77 | ||
Metropolitan Government of Nashville & Davidson County Convention Center Authority Hotel Occupancy Tax Revenue | 6.731% | 7/1/43 | 50 | 57 | ||
Metropolitan Transportation Authority Miscellaneous Taxes Revenue | 7.336% | 11/15/39 | 400 | 496 | ||
Metropolitan Transportation Authority Transit Revenue | 5.871% | 11/15/39 | 50 | 51 | ||
Metropolitan Transportation Authority Transit Revenue | 5.175% | 11/15/49 | 175 | 171 | ||
Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue | 7.462% | 10/1/46 | 85 | 108 | ||
Metropolitan Water Reclamation District of Greater Chicago GO | 5.720% | 12/1/38 | 100 | 107 | ||
Miami-Dade County FL Aviation Port, Airport & Marina Revenue | 4.280% | 10/1/41 | 125 | 114 | ||
Miami-Dade County FL Water & Sewer System Water Revenue | 3.490% | 10/1/42 | 75 | 63 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.084% | 12/1/34 | 75 | 65 | ||
Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.384% | 12/1/40 | 200 | 164 | ||
Michigan State University College & University Revenue | 4.496% | 8/15/48 | 50 | 48 | ||
Michigan State University College & University Revenue | 4.165% | 8/15/22 | 100 | 81 | ||
Mississippi GO | 5.245% | 11/1/34 | 50 | 52 | ||
Missouri Health & Educational Facilities Authority College & University Revenue | 3.229% | 5/15/50 | 100 | 77 | ||
Missouri Health & Educational Facilities Authority College & University Revenue | 3.652% | 8/15/57 | 100 | 81 | ||
12 | New Jersey Economic Development Authority Appropriations Revenue | 7.425% | 2/15/29 | 225 | 243 | |
New Jersey Transportation Trust Fund Authority Appropriations Revenue | 6.561% | 12/15/40 | 200 | 226 | ||
New Jersey Transportation Trust Fund Authority Appropriations Revenue | 4.131% | 6/15/42 | 75 | 64 | ||
New Jersey Turnpike Authority Highway Revenue | 7.414% | 1/1/40 | 100 | 125 | ||
New Jersey Turnpike Authority Highway Revenue | 7.102% | 1/1/41 | 400 | 484 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.750% | 6/15/41 | 50 | 55 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.952% | 6/15/42 | 50 | 56 | ||
New York City Municipal Water Finance Authority Water Revenue | 6.011% | 6/15/42 | 50 | 56 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.440% | 6/15/43 | 100 | 106 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.882% | 6/15/44 | 175 | 195 | ||
New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue | 5.767% | 8/1/36 | 140 | 145 | ||
New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue | 5.572% | 11/1/38 | 75 | 77 | ||
New York City Transitional Finance Authority Future Tax Secured Sales Tax Revenue | 5.508% | 8/1/37 | 100 | 103 | ||
New York NY GO | 5.517% | 10/1/37 | 50 | 52 | ||
New York NY GO | 6.271% | 12/1/37 | 100 | 110 | ||
New York NY GO | 5.828% | 10/1/53 | 100 | 113 | ||
New York State Dormitory Authority Income Tax Revenue | 5.628% | 3/15/39 | 100 | 104 | ||
New York State Thruway Authority Highway Revenue | 2.900% | 1/1/35 | 85 | 74 | ||
New York State Thruway Authority Highway Revenue | 3.500% | 1/1/42 | 50 | 42 | ||
New York State Urban Development Corp. Income Tax Revenue | 3.900% | 3/15/33 | 100 | 94 | ||
New York State Urban Development Corp. Income Tax Revenue | 5.770% | 3/15/39 | 150 | 154 | ||
North Texas Tollway Authority Highway Revenue | 3.011% | 1/1/43 | 50 | 38 | ||
North Texas Tollway Authority Highway Revenue | 6.718% | 1/1/49 | 150 | 185 | ||
Ohio State University College & University Revenue | 4.910% | 6/1/40 | 100 | 100 | ||
Ohio State University College & University Revenue | 4.800% | 6/1/11 | 100 | 95 | ||
Ohio Turnpike & Infrastructure Commission Highway Revenue | 3.216% | 2/15/48 | 75 | 56 | ||
Oregon Department of Transportation Fuel Sales Tax Revenue | 5.834% | 11/15/34 | 150 | 162 | ||
Oregon GO | 5.892% | 6/1/27 | 75 | 77 | ||
13 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 43 | 44 | |
14 | Oregon State University College & University Revenue | 3.424% | 3/1/60 | 150 | 114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pennsylvania State University College & University Revenue | 2.790% | 9/1/43 | 50 | 38 | ||
Pennsylvania State University College & University Revenue | 2.840% | 9/1/50 | 100 | 73 | ||
Pennsylvania Turnpike Commission Highway Revenue | 5.511% | 12/1/45 | 75 | 79 | ||
Permanent University Fund - Texas A&M University System College & University Revenue | 3.100% | 7/1/49 | 75 | 57 | ||
Permanent University Fund - University of Texas System College & University Revenue | 3.376% | 7/1/47 | 50 | 41 | ||
Philadelphia PA Water & Wastewater Water Revenue | 2.926% | 7/1/45 | 50 | 38 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 6.040% | 12/1/29 | 75 | 81 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.960% | 8/1/46 | 250 | 244 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 5.310% | 8/1/46 | 100 | 98 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.031% | 9/1/48 | 30 | 26 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.139% | 2/15/51 | 200 | 151 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.926% | 10/1/51 | 100 | 101 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.175% | 7/15/60 | 150 | 105 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.458% | 10/1/62 | 275 | 251 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.810% | 10/15/65 | 100 | 97 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.287% | 8/1/69 | 100 | 70 | ||
Port of Morrow OR Nuclear Revenue (Bonneville Cooperation Project No. 7) | 2.543% | 9/1/40 | 100 | 75 | ||
Regional Transportation District Sales Tax Revenue | 5.844% | 11/1/50 | 100 | 109 | ||
Riverside County CA Appropriations Revenue | 3.818% | 2/15/38 | 50 | 46 | ||
Rutgers State University of New Jersey College & University Revenue | 5.665% | 5/1/40 | 50 | 53 | ||
Rutgers State University of New Jersey College & University Revenue | 3.270% | 5/1/43 | 25 | 20 | ||
Rutgers State University of New Jersey College & University Revenue | 3.915% | 5/1/19 | 75 | 56 | ||
Sales Tax Securitization Corp. Illinois Sales Tax Revenue | 3.820% | 1/1/48 | 50 | 41 | ||
Sales Tax Securitization Corp. Illinois Sales Tax Revenue | 4.787% | 1/1/48 | 100 | 95 | ||
Sales Tax Securitization Corp. Sales Tax Revenue | 3.587% | 1/1/43 | 75 | 63 | ||
Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue | 4.839% | 1/1/41 | 150 | 148 | ||
San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 5.985% | 2/1/39 | 125 | 136 | ||
San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 5.808% | 2/1/41 | 125 | 134 | ||
San Diego County Water Authority Water Revenue | 6.138% | 5/1/49 | 100 | 112 | ||
San Francisco CA Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 100 | 124 | ||
San Jose Redevelopment Agency Successor Agency Tax Allocation Revenue | 3.375% | 8/1/34 | 100 | 90 | ||
South Carolina Public Service Authority Electric Power & Light Revenue | 6.454% | 1/1/50 | 100 | 113 | ||
State Board of Administration Finance Corp. Miscellaneous Revenue | 1.258% | 7/1/25 | 325 | 308 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
State Board of Administration Finance Corp. Miscellaneous Revenue | 1.705% | 7/1/27 | 250 | 226 | ||
State Board of Administration Finance Corp. Miscellaneous Revenue | 2.154% | 7/1/30 | 250 | 213 | ||
State Public School Building Authority Miscellaneous Revenue | 5.000% | 9/15/27 | 50 | 51 | ||
Texas GO | 5.517% | 4/1/39 | 180 | 193 | ||
Texas GO | 4.681% | 4/1/40 | 50 | 49 | ||
Texas GO | 3.211% | 4/1/44 | 225 | 183 | ||
Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.102% | 4/1/35 | 250 | 255 | ||
Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.169% | 4/1/41 | 300 | 310 | ||
Texas Private Activity Bond Surface Transportation Corp. Highway Revenue | 3.922% | 12/31/49 | 175 | 142 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 100 | 76 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 125 | 89 | ||
Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue | 5.178% | 4/1/30 | 175 | 179 | ||
Texas Transportation Commission State Highway Fund Miscellaneous Revenue | 4.000% | 10/1/33 | 100 | 96 | ||
13 | Tucson AZ COP | 2.856% | 7/1/47 | 50 | 38 | |
University of California College & University Revenue | 0.883% | 5/15/25 | 100 | 95 | ||
University of California College & University Revenue | 3.063% | 7/1/25 | 100 | 98 | ||
University of California College & University Revenue | 1.316% | 5/15/27 | 100 | 91 | ||
University of California College & University Revenue | 1.614% | 5/15/30 | 125 | 106 | ||
University of California College & University Revenue | 5.946% | 5/15/45 | 175 | 192 | ||
University of California College & University Revenue | 3.071% | 5/15/51 | 100 | 72 | ||
University of California College & University Revenue | 4.858% | 5/15/12 | 225 | 212 | ||
University of California College & University Revenue | 4.767% | 5/15/15 | 100 | 92 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.548% | 5/15/48 | 350 | 409 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.583% | 5/15/49 | 50 | 58 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.006% | 5/15/50 | 130 | 92 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 4.563% | 5/15/53 | 100 | 93 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.706% | 5/15/20 | 60 | 42 | ||
University of Michigan College & University Revenue | 2.437% | 4/1/40 | 100 | 75 | ||
University of Michigan College & University Revenue | 2.562% | 4/1/50 | 100 | 68 | ||
University of Michigan College & University Revenue | 4.454% | 4/1/22 | 225 | 202 | ||
University of Nebraska Facilities Corp. College & University Revenue | 3.037% | 10/1/49 | 65 | 50 | ||
University of Pittsburgh-of the Commonwealth System of Higher Education College & University Revenue | 3.555% | 9/15/19 | 100 | 69 | ||
University of Texas System Regents College & University Revenue | 4.794% | 8/15/46 | 100 | 100 | ||
University of Texas System Regents College & University Revenue | 3.354% | 8/15/47 | 50 | 40 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Texas System Regents College & University Revenue | 2.439% | 8/15/49 | 50 | 33 | ||
University of Virginia College & University Revenue | 2.256% | 9/1/50 | 335 | 212 | ||
University of Virginia College & University Revenue | 4.179% | 9/1/17 | 50 | 43 | ||
Utah GO | 4.554% | 7/1/24 | 10 | 10 | ||
Utah GO | 3.539% | 7/1/25 | 23 | 23 | ||
Washington GO | 5.140% | 8/1/40 | 150 | 154 | ||
13 | Wisconsin Appropriations Revenue | 5.700% | 5/1/26 | 50 | 51 | |
Wisconsin Appropriations Revenue | 3.154% | 5/1/27 | 100 | 96 | ||
Wisconsin Appropriations Revenue | 3.954% | 5/1/36 | 250 | 233 | ||
Total Taxable Municipal Bonds (Cost $29,613) | 27,387 | |||||
Shares | ||||||
Temporary Cash Investments (0.5%) | ||||||
Money Market Fund (0.5%) | ||||||
15 | Vanguard Market Liquidity Fund (Cost $20,511) | 5.435% | 205,126 | 20,509 | ||
Total Investments (99.8%) (Cost $4,707,382) | 4,313,306 | |||||
Other Assets and Liabilities—Net (0.2%) | 9,183 | |||||
Net Assets (100%) | 4,322,489 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2023. |
4 | 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. |
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 December 31, 2023, the aggregate value was $8,535,000, representing 0.2% of net assets. |
6 | Guaranteed by the Government of Canada. |
7 | U.S. government-guaranteed. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Republic of Austria. |
11 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
12 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
13 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
15 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
1YR—1-year. | |
CMT—Constant Maturing Treasury Rate. | |
COP—Certificate of Participation. | |
DAC—Designated Activity Company. | |
GO—General Obligation Bond. | |
REIT—Real Estate Investment Trust. | |
RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. | |
RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. | |
UMBS—Uniform Mortgage-Backed Securities. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $4,686,871) | 4,292,797 |
Affiliated Issuers (Cost $20,511) | 20,509 |
Total Investments in Securities | 4,313,306 |
Investment in Vanguard | 137 |
Receivables for Investment Securities Sold | 33,738 |
Receivables for Accrued Income | 31,171 |
Receivables for Capital Shares Issued | 1,846 |
Total Assets | 4,380,198 |
Liabilities | |
Payables for Investment Securities Purchased | 55,118 |
Payables for Capital Shares Redeemed | 2,327 |
Payables to Vanguard | 264 |
Total Liabilities | 57,709 |
Net Assets | 4,322,489 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 4,701,177 |
Total Distributable Earnings (Loss) | (378,688) |
Net Assets | 4,322,489 |
Net Assets | |
Applicable to 406,703,572 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 4,322,489 |
Net Asset Value Per Share | $10.63 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 126,904 |
Total Income | 126,904 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 90 |
Management and Administrative | 5,096 |
Marketing and Distribution | 242 |
Custodian Fees | 45 |
Auditing Fees | 81 |
Shareholders’ Reports | 143 |
Trustees’ Fees and Expenses | 2 |
Other Expenses | 23 |
Total Expenses | 5,722 |
Expenses Paid Indirectly | (7) |
Net Expenses | 5,715 |
Net Investment Income | 121,189 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | (47,690) |
Futures Contracts | 6 |
Realized Net Gain (Loss) | (47,684) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 151,587 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 225,092 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $831,000, $5,000, less than $1,000, and ($2,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 121,189 | 98,686 |
Realized Net Gain (Loss) | (47,684) | (47,018) |
Change in Unrealized Appreciation (Depreciation) | 151,587 | (687,610) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 225,092 | (635,942) |
Distributions | ||
Total Distributions | (99,185) | (120,844) |
Capital Share Transactions | ||
Issued | 641,288 | 515,314 |
Issued in Lieu of Cash Distributions | 99,185 | 120,844 |
Redeemed | (516,387) | (778,104) |
Net Increase (Decrease) from Capital Share Transactions | 224,086 | (141,946) |
Total Increase (Decrease) | 349,993 | (898,732) |
Net Assets | ||
Beginning of Period | 3,972,496 | 4,871,228 |
End of Period | 4,322,489 | 3,972,496 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $10.32 | $12.22 | $12.81 | $12.21 | $11.54 |
Investment Operations | |||||
Net Investment Income1 | .306 | .250 | .228 | .277 | .324 |
Net Realized and Unrealized Gain (Loss) on Investments | .262 | (1.844) | (.454) | .635 | .657 |
Total from Investment Operations | .568 | (1.594) | (.226) | .912 | .981 |
Distributions | |||||
Dividends from Net Investment Income | (.258) | (.226) | (.260) | (.312) | (.311) |
Distributions from Realized Capital Gains | — | (.080) | (.104) | — | — |
Total Distributions | (.258) | (.306) | (.364) | (.312) | (.311) |
Net Asset Value, End of Period | $10.63 | $10.32 | $12.22 | $12.81 | $12.21 |
Total Return | 5.58% | -13.21% | -1.72% | 7.58% | 8.67% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $4,322 | $3,972 | $4,871 | $4,867 | $4,300 |
Ratio of Total Expenses to Average Net Assets | 0.14%2 | 0.14%2 | 0.14% | 0.14% | 0.14% |
Ratio of Net Investment Income to Average Net Assets | 2.97% | 2.30% | 1.85% | 2.20% | 2.72% |
Portfolio Turnover Rate3 | 40% | 42% | 69% | 94% | 80% |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
3 | Includes 8%, 12%, 33%, 28%, and 19%, respectively, attributable to mortgage-dollar-roll activity. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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 portfolio, Vanguard furnishes to the portfolio investment advisory, corporate management, |
C. | The portfolio’s custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2023, custodian fee offset arrangements reduced the portfolio’s expenses by $7,000 (an annual rate of less than 0.01% of average net assets). |
D. | Various inputs may be used to determine the value of the portfolio’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 | — | 2,853,848 | — | 2,853,848 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 110,295 | — | 110,295 |
Corporate Bonds | — | 1,155,563 | — | 1,155,563 |
Sovereign Bonds | — | 145,704 | — | 145,704 |
Taxable Municipal Bonds | — | 27,387 | — | 27,387 |
Temporary Cash Investments | 20,509 | — | — | 20,509 |
Total | 20,509 | 4,292,797 | — | 4,313,306 |
E. | Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. |
Amount ($000) | |
Undistributed Ordinary Income | 116,495 |
Undistributed Long-Term Gains | — |
Net Unrealized Gains (Losses) | (402,736) |
Capital Loss Carryforwards | (92,447) |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | (378,688) |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 99,185 | 89,181 |
Long-Term Capital Gains | — | 31,663 |
Total | 99,185 | 120,844 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 4,716,043 |
Gross Unrealized Appreciation | 27,311 |
Gross Unrealized Depreciation | (430,047) |
Net Unrealized Appreciation (Depreciation) | (402,736) |
F. | During the year ended December 31, 2023, the portfolio purchased $216,053,000 of investment securities and sold $169,256,000 of investment securities, other than U.S. government securities andtemporary cash investments. Purchases and sales of U.S. government securities were $1,639,660,000 and $1,440,615,000, respectively. |
G. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 62,286 | 47,186 |
Issued in Lieu of Cash Distributions | 9,620 | 10,897 |
Redeemed | (50,251) | (71,707) |
Net Increase (Decrease) in Shares Outstanding | 21,655 | (13,624) |
H. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
I. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Growth Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisor's Report | 2 |
About Your Portfolio’s Expenses | 3 |
Performance Summary | 4 |
Financial Statements | 6 |
Trustees Approve Advisory Arrangement | 16 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Growth Portfolio returned 40.13%, lagging the 42.68% return of its benchmark, the Russell 1000 Growth Index. |
• | With inflation continuing to ease, a number of major central banks left off hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | Weak stock selection in health care, communication services, and consumer staples drove the portfolio’s underperformance relative to its benchmark. An overweight allocation to financials detracted notably. On the other side of the ledger, stock selection in industrials helped, as did an underweight allocation to consumer staples. |
• | Please note that the portfolio's returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Growth Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,098.40 | $1.75 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.54 | 1.68 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Growth Portfolio | 40.13% | 16.08% | 12.88% | $33,598 | |
Russell 1000 Growth Index | 42.68 | 19.50 | 14.86 | 39,972 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Communication Services | 12.8% |
Consumer Discretionary | 11.7 |
Financials | 15.1 |
Health Care | 9.4 |
Industrials | 5.5 |
Information Technology | 41.7 |
Real Estate | 3.8 |
Shares | Market Value• ($000) | ||
Common Stocks (99.4%) | |||
Communication Services (12.7%) | |||
* | Alphabet Inc. Class C | 626,123 | 88,239 |
* | Meta Platforms Inc. Class A | 116,148 | 41,112 |
* | Netflix Inc. | 31,279 | 15,229 |
* | ZoomInfo Technologies Inc. | 532,004 | 9,837 |
154,417 | |||
Consumer Discretionary (11.7%) | |||
* | Amazon.com Inc. | 565,640 | 85,943 |
TJX Cos. Inc. | 165,309 | 15,508 | |
* | Airbnb Inc. Class A | 106,783 | 14,537 |
Hilton Worldwide Holdings Inc. | 74,345 | 13,537 | |
* | Lululemon Athletica Inc. | 12,120 | 6,197 |
* | Tesla Inc. | 22,218 | 5,521 |
141,243 | |||
Financials (15.1%) | |||
Mastercard Inc. Class A | 115,932 | 49,446 | |
S&P Global Inc. | 41,936 | 18,474 | |
* | FleetCor Technologies Inc. | 64,970 | 18,361 |
Progressive Corp. | 110,633 | 17,622 | |
Visa Inc. Class A | 48,012 | 12,500 | |
MSCI Inc. | 21,285 | 12,040 | |
Ares Management Corp. Class A | 85,509 | 10,169 | |
Marsh & McLennan Cos. Inc. | 51,305 | 9,721 | |
Morgan Stanley | 99,378 | 9,267 | |
KKR & Co. Inc. | 104,481 | 8,656 | |
Global Payments Inc. | 56,745 | 7,206 | |
Blackstone Inc. | 38,855 | 5,087 | |
American Express Co. | 21,100 | 3,953 | |
182,502 | |||
Health Care (9.4%) | |||
UnitedHealth Group Inc. | 57,057 | 30,039 | |
Eli Lilly & Co. | 43,146 | 25,151 | |
Zoetis Inc. | 84,399 | 16,658 | |
Danaher Corp. | 68,554 | 15,859 | |
* | Vertex Pharmaceuticals Inc. | 27,423 | 11,158 |
* | Boston Scientific Corp. | 107,856 | 6,235 |
Stryker Corp. | 17,088 | 5,117 | |
* | Mettler-Toledo International Inc. | 2,801 | 3,398 |
113,615 |
Shares | Market Value• ($000) | ||
Industrials (5.4%) | |||
* | Uber Technologies Inc. | 263,754 | 16,239 |
TransUnion | 208,064 | 14,296 | |
* | Copart Inc. | 210,110 | 10,295 |
General Dynamics Corp. | 34,516 | 8,963 | |
Airbus SE ADR | 188,238 | 7,260 | |
Waste Connections Inc. (XTSE) | 40,321 | 6,019 | |
IDEX Corp. | 12,319 | 2,675 | |
65,747 | |||
Information Technology (41.4%) | |||
Microsoft Corp. | 388,738 | 146,181 | |
Apple Inc. | 573,723 | 110,459 | |
NVIDIA Corp. | 134,394 | 66,555 | |
Intuit Inc. | 29,371 | 18,358 | |
Monolithic Power Systems Inc. | 27,348 | 17,251 | |
* | ServiceNow Inc. | 22,314 | 15,765 |
* | Advanced Micro Devices Inc. | 103,660 | 15,281 |
* | Salesforce Inc. | 54,640 | 14,378 |
* | Atlassian Corp. Ltd. Class A | 59,555 | 14,166 |
* | MongoDB Inc. | 32,957 | 13,474 |
ASML Holding NV GDR (Registered) | 16,105 | 12,190 | |
* | HubSpot Inc. | 20,994 | 12,188 |
* | ANSYS Inc. | 28,556 | 10,362 |
Microchip Technology Inc. | 107,267 | 9,673 | |
* | Shopify Inc. Class A (XTSE) | 118,034 | 9,195 |
* | Cadence Design Systems Inc. | 32,288 | 8,794 |
* | Gartner Inc. | 13,873 | 6,258 |
*,1 | ARM Holdings plc ADR | 25,437 | 1,911 |
* | VeriSign Inc. | 1,903 | 392 |
502,831 | |||
Real Estate (3.7%) | |||
American Tower Corp. | 78,533 | 16,954 | |
Welltower Inc. | 128,821 | 11,616 | |
Equinix Inc. | 13,249 | 10,670 | |
Prologis Inc. | 44,560 | 5,940 | |
45,180 | |||
Total Common Stocks (Cost $903,349) | 1,205,535 |
Shares | Market Value• ($000) | ||
Temporary Cash Investments (1.0%) | |||
Money Market Fund (0.1%) | |||
2,3 | Vanguard Market Liquidity Fund, 5.435% | 13,295 | 1,329 |
Face Amount ($000) | |||
Repurchase Agreement (0.9%) | |||
Bank of America Securities LLC 5.340%, 1/2/24 (Dated 12/29/23, Repurchase Value $11,007,000, collateralized by Fannie Mae 3.000%, 9/1/48, Freddie Mac 0.000%–2.500%, 10/1/30–6/1/53, and Ginnie Mae 4.000%, 7/20/44, with a value of $11,220,000) | 11,000 | 11,000 | |
Total Temporary Cash Investments (Cost $12,329) | 12,329 | ||
Total Investments (100.4%) (Cost $915,678) | 1,217,864 | ||
Other Assets and Liabilities—Net (-0.4%) | (4,341) | ||
Net Assets (100%) | 1,213,523 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,247,000. |
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. |
3 | Collateral of $1,328,000 was received for securities on loan. |
ADR—American Depositary Receipt. | |
GDR—Global Depositary Receipt. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $914,349) | 1,216,535 |
Affiliated Issuers (Cost $1,329) | 1,329 |
Total Investments in Securities | 1,217,864 |
Investment in Vanguard | 38 |
Cash | 713 |
Receivables for Investment Securities Sold | 185 |
Receivables for Accrued Income | 230 |
Receivables for Capital Shares Issued | 1,807 |
Total Assets | 1,220,837 |
Liabilities | |
Payables for Investment Securities Purchased | 4,577 |
Collateral for Securities on Loan | 1,328 |
Payables to Investment Advisor | 220 |
Payables for Capital Shares Redeemed | 1,057 |
Payables to Vanguard | 132 |
Total Liabilities | 7,314 |
Net Assets | 1,213,523 |
1 Includes $1,247,000 of securities on loan. | |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 950,483 |
Total Distributable Earnings (Loss) | 263,040 |
Net Assets | 1,213,523 |
Net Assets | |
Applicable to 47,894,989 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,213,523 |
Net Asset Value Per Share | $25.34 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 6,217 |
Interest | 900 |
Securities Lending—Net | 2 |
Total Income | 7,119 |
Expenses | |
Investment Advisory Fees—Note B | |
Basic Fee | 1,564 |
Performance Adjustment | (754) |
The Vanguard Group—Note C | |
Management and Administrative | 2,482 |
Marketing and Distribution | 56 |
Custodian Fees | 6 |
Auditing Fees | 32 |
Shareholders’ Reports | 22 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 9 |
Total Expenses | 3,418 |
Expenses Paid Indirectly | (3) |
Net Expenses | 3,415 |
Net Investment Income | 3,704 |
Realized Net Gain (Loss) on Investment Securities Sold2 | (25,787) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities2 | 367,317 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 345,234 |
1 | Dividends are net of foreign withholding taxes of $45,000. |
2 | Realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were less than $1,000, and less than $1,000 respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 3,704 | 2,706 |
Realized Net Gain (Loss) | (25,787) | (9,198) |
Change in Unrealized Appreciation (Depreciation) | 367,317 | (434,524) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 345,234 | (441,016) |
Distributions | ||
Total Distributions | (2,438) | (339,141) |
Capital Share Transactions | ||
Issued | 139,476 | 113,930 |
Issued in Lieu of Cash Distributions | 2,438 | 339,141 |
Redeemed | (126,725) | (153,998) |
Net Increase (Decrease) from Capital Share Transactions | 15,189 | 299,073 |
Total Increase (Decrease) | 357,985 | (481,084) |
Net Assets | ||
Beginning of Period | 855,538 | 1,336,622 |
End of Period | 1,213,523 | 855,538 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $18.13 | $38.27 | $35.94 | $26.95 | $22.82 |
Investment Operations | |||||
Net Investment Income (Loss)1 | .078 | .060 | (.013) | .033 | .108 |
Net Realized and Unrealized Gain (Loss) on Investments | 7.184 | (10.288) | 5.826 | 10.536 | 7.119 |
Total from Investment Operations | 7.262 | (10.228) | 5.813 | 10.569 | 7.227 |
Distributions | |||||
Dividends from Net Investment Income | (.052) | — | (.013) | (.104) | (.108) |
Distributions from Realized Capital Gains | — | (9.912) | (3.470) | (1.475) | (2.989) |
Total Distributions | (.052) | (9.912) | (3.483) | (1.579) | (3.097) |
Net Asset Value, End of Period | $25.34 | $18.13 | $38.27 | $35.94 | $26.95 |
Total Return | 40.13% | -33.37% | 17.86% | 43.09% | 33.82% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,214 | $856 | $1,337 | $1,247 | $791 |
Ratio of Total Expenses to Average Net Assets2 | 0.33%3 | 0.34%3 | 0.41% | 0.41%3 | 0.40% |
Ratio of Net Investment Income (Loss) to Average Net Assets | 0.35% | 0.27% | (0.04)% | 0.11% | 0.43% |
Portfolio Turnover Rate | 37% | 33% | 66% | 41% | 32% |
1 | Calculated based on average shares outstanding. |
2 | Includes performance-based investment advisory fee increases (decreases) of (0.07%), (0.06%), 0.02%, 0.01%, and 0.01%. |
3 | The ratio of expenses to average net assets for the period net of reduction from broker commission abatement arrangements was 0.33%, 0.34% and 0.40% for 2023, 2022 and 2020 respectively. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | Wellington Management Company llp, provides investment advisory services to the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. The basic fee is subject to quarterly adjustments based on performance relative to the Russell 1000 Growth Index for the preceding three years. For the year ended December 31, 2023, the investment advisory fee represented an effective annual basic rate of 0.15% of the portfolio’s average net assets, before a net decrease of $754,000 (0.07%) based on performance. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio corporate management, administrative, marketing, distribution and cash management services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the portfolio based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
D. | The portfolio has asked its investment advisors to direct certain security trades, subject to obtaining the best price and execution, to brokers who have agreed to rebate to the portfolio part of the commissions generated. Such rebates are used solely to reduce the portfolio’s management and administrative expenses. For the year ended December 31, 2023, these arrangements reduced the portfolio’s expenses by $3,000 (an annual rate of less than 0.01% of average net assets). |
E. | Various inputs may be used to determine the value of the portfolio’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 | ||||
Common Stocks | 1,205,535 | — | — | 1,205,535 |
Temporary Cash Investments | 1,329 | 11,000 | — | 12,329 |
Total | 1,206,864 | 11,000 | — | 1,217,864 |
F. | Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. |
Amount ($000) | |
Undistributed Ordinary Income | 3,586 |
Undistributed Long-Term Gains | — |
Net Unrealized Gains (Losses) | 295,978 |
Capital Loss Carryforwards | (36,524) |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 263,040 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 2,438 | 94,486 |
Long-Term Capital Gains | — | 244,655 |
Total | 2,438 | 339,141 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 921,886 |
Gross Unrealized Appreciation | 328,814 |
Gross Unrealized Depreciation | (32,836) |
Net Unrealized Appreciation (Depreciation) | 295,978 |
G. | During the year ended December 31, 2023, the portfolio purchased $412,639,000 of investment securities and sold $379,915,000 of investment securities, other than temporary cash investments. |
H. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 6,356 | 5,039 |
Issued in Lieu of Cash Distributions | 124 | 13,911 |
Redeemed | (5,770) | (6,689) |
Net Increase (Decrease) in Shares Outstanding | 710 | 12,261 |
I. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
J. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
High Yield Bond Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisors' Report | 2 |
About Your Portfolio’s Expenses | 5 |
Performance Summary | 6 |
Financial Statements | 8 |
Trustees Approve Advisory Arrangement | 29 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The High Yield Bond Portfolio returned 11.66%, trailing the 12.14% return of its composite benchmark index. |
• | With inflation continuing to ease, several major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | Bond yields ended 2023 mixed. U.S. Treasuries returned 4.05%, trailing corporate bonds (+8.52%) and mortgage-backed bonds (+5.05%), as measured by components of the Bloomberg U.S. Aggregate Bond Index. |
• | By credit quality, lower-rated investment-grade bonds generally fared better than higher-rated ones; by maturity, longer-dated bonds outperformed those with shorter maturities. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
Yields of U.S. Treasury Securities | ||
Maturity | December 31, 2022 | December 31, 2023 |
2 years | 4.43% | 4.25% |
5 years | 4.00 | 3.85 |
10 years | 3.87 | 3.88 |
30 years | 3.96 | 4.03 |
Source: Vanguard. |
Portfolio Assets Managed | |||
Investment Advisor | % | $ Million | Investment Strategy |
Wellington Management Company LLP | 65 | 477 | Combines bottom-up fundamental research with top-down strategy, comprehensive risk management, and a long-term investment horizon. Seeks to identify companies whose prospects are stable or improving and whose bonds offer an attractive yield. |
Vanguard Fixed Income Group | 32 | 236 | Combines bottom-up fundamental research with top-down strategy. Security selection is based on a proprietary assessment of issuers and securities to identify durable business models and avoid excess credit losses and defaults. |
Cash Investments | 3 | 22 | These short-term reserves are invested by Vanguard in fixed income securities and derivative products to simulate investment in stocks. Each advisor may also maintain a modest cash position. |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
High Yield Bond Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,071.10 | $1.25 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.00 | 1.22 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
High Yield Bond Portfolio | 11.66% | 5.13% | 4.34% | $15,297 | |
High-Yield Corporate Composite Index | 12.14 | 5.28 | 4.47 | 15,478 | |
Bloomberg U.S. Corporate High Yield Bond Index | 13.44 | 5.37 | 4.60 | 15,674 |
Communications | 15.6% |
Consumer Discretionary | 16.6 |
Consumer Staples | 3.3 |
Energy | 11.3 |
Financials | 7.3 |
Health Care | 9.0 |
Industrials | 9.7 |
Materials | 9.7 |
Real Estate | 1.5 |
Technology | 8.1 |
U.S. Government Securities | 5.5 |
Utilities | 2.4 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (5.2%) | ||||||
U.S. Government Securities (5.2%) | ||||||
1 | United States Treasury Note/Bond | 2.500% | 5/15/24 | 4,675 | 4,627 | |
United States Treasury Note/Bond | 4.250% | 5/31/25 | 148 | 147 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 135 | 132 | ||
United States Treasury Note/Bond | 4.750% | 7/31/25 | 342 | 344 | ||
United States Treasury Note/Bond | 5.000% | 8/31/25 | 455 | 459 | ||
1,2 | United States Treasury Note/Bond | 3.500% | 9/15/25 | 1,228 | 1,210 | |
United States Treasury Note/Bond | 5.000% | 9/30/25 | 2,500 | 2,526 | ||
United States Treasury Note/Bond | 4.500% | 11/15/25 | 877 | 880 | ||
United States Treasury Note/Bond | 4.000% | 2/15/26 | 4,475 | 4,455 | ||
United States Treasury Note/Bond | 3.750% | 4/15/26 | 7,031 | 6,967 | ||
United States Treasury Note/Bond | 3.625% | 5/15/26 | 2 | 2 | ||
United States Treasury Note/Bond | 4.500% | 7/15/26 | 2,055 | 2,075 | ||
United States Treasury Note/Bond | 4.375% | 8/15/26 | 1,283 | 1,292 | ||
United States Treasury Note/Bond | 4.625% | 9/15/26 | 26 | 26 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 300 | 276 | ||
United States Treasury Note/Bond | 4.625% | 10/15/26 | 501 | 509 | ||
United States Treasury Note/Bond | 4.625% | 11/15/26 | 108 | 110 | ||
2 | United States Treasury Note/Bond | 2.375% | 5/15/27 | 504 | 479 | |
United States Treasury Note/Bond | 3.125% | 8/31/27 | 50 | 49 | ||
United States Treasury Note/Bond | 4.125% | 10/31/27 | 159 | 160 | ||
1 | United States Treasury Note/Bond | 3.875% | 11/30/27 | 2,439 | 2,435 | |
United States Treasury Note/Bond | 1.250% | 4/30/28 | 1,920 | 1,719 | ||
United States Treasury Note/Bond | 3.500% | 4/30/28 | 519 | 511 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 354 | 313 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 1,963 | 1,748 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 241 | 224 | ||
United States Treasury Note/Bond | 3.750% | 6/30/30 | 862 | 855 | ||
United States Treasury Note/Bond | 4.000% | 7/31/30 | 163 | 164 | ||
United States Treasury Note/Bond | 4.125% | 8/31/30 | 1,140 | 1,156 | ||
United States Treasury Note/Bond | 3.375% | 5/15/33 | 16 | 15 | ||
United States Treasury Note/Bond | 3.875% | 8/15/33 | 221 | 221 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 1 | 1 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 1,107 | 1,174 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 47 | 50 | ||
United States Treasury Note/Bond | 3.875% | 5/15/43 | 651 | 623 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 37 | 30 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 451 | 394 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 19 | 16 | ||
United States Treasury Note/Bond | 3.625% | 2/15/53 | 12 | 11 | ||
United States Treasury Note/Bond | 3.625% | 5/15/53 | 14 | 13 | ||
Total U.S. Government and Agency Obligations (Cost $38,073) | 38,398 | |||||
Corporate Bonds (88.0%) | ||||||
Communications (14.9%) | ||||||
3 | Altice Financing SA | 5.750% | 8/15/29 | 1,585 | 1,401 | |
3,4 | Altice France SA | 2.125% | 2/15/25 | 585 | 620 | |
3 | Altice France SA | 8.125% | 2/1/27 | 400 | 368 | |
3 | Altice France SA | 5.500% | 1/15/28 | 2,235 | 1,838 | |
3 | Altice France SA | 5.125% | 7/15/29 | 1,610 | 1,253 | |
3 | Altice France SA | 5.500% | 10/15/29 | 1,270 | 995 | |
3,4 | Banijay Entertainment SASU | 7.000% | 5/1/29 | 450 | 523 | |
3 | Banijay Entertainment SASU | 8.125% | 5/1/29 | 900 | 927 | |
Belo Corp. | 7.750% | 6/1/27 | 940 | 959 | ||
Belo Corp. | 7.250% | 9/15/27 | 307 | 311 | ||
3 | Cable One Inc. | 4.000% | 11/15/30 | 387 | 314 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 5.500% | 5/1/26 | 1,398 | 1,389 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 5.125% | 5/1/27 | 1,055 | 1,021 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 5.000% | 2/1/28 | 225 | 215 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 5.375% | 6/1/29 | 1,050 | 994 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 6.375% | 9/1/29 | 1,200 | 1,184 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 4.750% | 3/1/30 | 450 | 412 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 4.500% | 8/15/30 | 3,465 | 3,129 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 4.250% | 2/1/31 | 2,260 | 1,974 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 7.375% | 3/1/31 | 1,350 | 1,384 | |
CCO Holdings LLC / CCO Holdings Capital Corp. | 4.500% | 5/1/32 | 3,731 | 3,199 | ||
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 4.500% | 6/1/33 | 355 | 299 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 4.250% | 1/15/34 | 800 | 651 | |
3 | Clear Channel Outdoor Holdings Inc. | 9.000% | 9/15/28 | 1,360 | 1,419 | |
3 | Clear Channel Worldwide Holdings Inc. | 5.125% | 8/15/27 | 590 | 563 | |
3 | CSC Holdings LLC | 5.500% | 4/15/27 | 630 | 575 | |
3 | CSC Holdings LLC | 11.250% | 5/15/28 | 225 | 232 | |
3 | CSC Holdings LLC | 6.500% | 2/1/29 | 280 | 249 | |
3 | CSC Holdings LLC | 5.750% | 1/15/30 | 50 | 31 | |
3 | CSC Holdings LLC | 4.125% | 12/1/30 | 3,221 | 2,448 | |
3 | CSC Holdings LLC | 4.625% | 12/1/30 | 75 | 45 | |
3 | CSC Holdings LLC | 3.375% | 2/15/31 | 1,560 | 1,146 | |
3 | CSC Holdings LLC | 4.500% | 11/15/31 | 3,015 | 2,280 | |
3 | CSC Holdings LLC | 5.000% | 11/15/31 | 600 | 361 | |
3 | Directv Financing LLC / Directv Financing Co-Obligor Inc. | 5.875% | 8/15/27 | 935 | 878 | |
DISH DBS Corp. | 5.875% | 11/15/24 | 1,005 | 947 | ||
DISH DBS Corp. | 7.375% | 7/1/28 | 800 | 482 | ||
3 | DISH DBS Corp. | 5.750% | 12/1/28 | 700 | 566 | |
3 | DISH Network Corp. | 11.750% | 11/15/27 | 1,310 | 1,367 | |
Embarq Corp. | 7.995% | 6/1/36 | 350 | 216 | ||
3 | Frontier Communications Holdings LLC | 5.875% | 10/15/27 | 485 | 468 | |
3 | Frontier Communications Holdings LLC | 5.000% | 5/1/28 | 3,840 | 3,548 | |
3 | Frontier Communications Holdings LLC | 6.750% | 5/1/29 | 380 | 340 | |
Frontier Communications Holdings LLC | 5.875% | 11/1/29 | 1,280 | 1,085 | ||
3 | Frontier Communications Holdings LLC | 8.750% | 5/15/30 | 40 | 41 | |
3 | Frontier Communications Holdings LLC | 8.625% | 3/15/31 | 960 | 979 | |
3 | Go Daddy Operating Co. LLC / GD Finance Co. Inc. | 3.500% | 3/1/29 | 2,175 | 1,971 | |
3 | Iliad Holding SASU | 6.500% | 10/15/26 | 655 | 653 | |
3 | Iliad Holding SASU | 7.000% | 10/15/28 | 1,225 | 1,219 | |
Lamar Media Corp. | 3.750% | 2/15/28 | 1,660 | 1,565 | ||
Lamar Media Corp. | 4.875% | 1/15/29 | 80 | 77 | ||
Lamar Media Corp. | 4.000% | 2/15/30 | 1,745 | 1,612 | ||
Lamar Media Corp. | 3.625% | 1/15/31 | 1,406 | 1,252 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Level 3 Financing Inc. | 3.625% | 1/15/29 | 698 | 293 | |
3 | Level 3 Financing Inc. | 3.875% | 11/15/29 | 185 | 157 | |
3 | Level 3 Financing Inc. | 10.500% | 5/15/30 | 725 | 707 | |
3,4 | Lorca Telecom Bondco SA | 4.000% | 9/18/27 | 1,685 | 1,810 | |
3 | Match Group Holdings II LLC | 4.625% | 6/1/28 | 140 | 134 | |
3 | Match Group Holdings II LLC | 4.125% | 8/1/30 | 374 | 340 | |
3 | Match Group Holdings II LLC | 3.625% | 10/1/31 | 575 | 497 | |
3 | News Corp. | 3.875% | 5/15/29 | 1,120 | 1,035 | |
3 | Nexstar Media Inc. | 4.750% | 11/1/28 | 540 | 498 | |
3 | Outfront Media Capital LLC / Outfront Media Capital Corp. | 5.000% | 8/15/27 | 814 | 793 | |
3 | Outfront Media Capital LLC / Outfront Media Capital Corp. | 4.250% | 1/15/29 | 785 | 708 | |
3 | Outfront Media Capital LLC / Outfront Media Capital Corp. | 4.625% | 3/15/30 | 2,372 | 2,127 | |
3 | Outfront Media Capital LLC / Outfront Media Capital Corp. | 7.375% | 2/15/31 | 1,105 | 1,167 | |
Paramount Global Inc. | 6.250% | 2/28/57 | 904 | 794 | ||
Paramount Global Inc. | 6.375% | 3/30/62 | 885 | 796 | ||
3 | ROBLOX Corp. | 3.875% | 5/1/30 | 2,780 | 2,479 | |
3 | Scripps Escrow II Inc. | 3.875% | 1/15/29 | 1,560 | 1,377 | |
3 | Scripps Escrow II Inc. | 5.375% | 1/15/31 | 411 | 302 | |
3 | Scripps Escrow Inc. | 5.875% | 7/15/27 | 826 | 733 | |
3 | Sirius XM Radio Inc. | 3.125% | 9/1/26 | 310 | 293 | |
3 | Sirius XM Radio Inc. | 4.000% | 7/15/28 | 840 | 779 | |
3 | Sirius XM Radio Inc. | 4.125% | 7/1/30 | 1,570 | 1,406 | |
3 | Sirius XM Radio Inc. | 3.875% | 9/1/31 | 820 | 700 | |
Sprint LLC | 7.125% | 6/15/24 | 1,094 | 1,100 | ||
TEGNA Inc. | 4.625% | 3/15/28 | 410 | 383 | ||
TEGNA Inc. | 5.000% | 9/15/29 | 1,365 | 1,252 | ||
Telecom Italia Capital SA | 6.375% | 11/15/33 | 361 | 354 | ||
Telecom Italia Capital SA | 6.000% | 9/30/34 | 660 | 630 | ||
Telecom Italia Capital SA | 7.200% | 7/18/36 | 660 | 665 | ||
Telecom Italia Capital SA | 7.721% | 6/4/38 | 685 | 706 | ||
3 | Telecom Italia SpA | 5.303% | 5/30/24 | 670 | 667 | |
3 | Telenet Finance Luxembourg Notes Sarl | 5.500% | 3/1/28 | 600 | 564 | |
3,4 | TMNL Holding BV | 3.750% | 1/15/29 | 915 | 957 | |
3 | Uber Technologies Inc. | 8.000% | 11/1/26 | 300 | 305 | |
3 | Uber Technologies Inc. | 7.500% | 9/15/27 | 450 | 466 | |
3 | Uber Technologies Inc. | 6.250% | 1/15/28 | 250 | 252 | |
3 | Uber Technologies Inc. | 4.500% | 8/15/29 | 1,600 | 1,526 | |
3 | Univision Communications Inc. | 5.125% | 2/15/25 | 138 | 138 | |
3 | Univision Communications Inc. | 8.000% | 8/15/28 | 950 | 982 | |
3 | Univision Communications Inc. | 4.500% | 5/1/29 | 55 | 49 | |
3 | Univision Communications Inc. | 7.375% | 6/30/30 | 155 | 155 | |
3 | UPC Broadband Finco BV | 4.875% | 7/15/31 | 2,160 | 1,903 | |
3 | UPC Holding BV | 5.500% | 1/15/28 | 2,630 | 2,481 | |
3 | Videotron Ltd. | 5.375% | 6/15/24 | 160 | 159 | |
5 | Videotron Ltd. | 5.625% | 6/15/25 | 275 | 207 | |
3 | Videotron Ltd. | 5.125% | 4/15/27 | 1,690 | 1,668 | |
3,5 | Videotron Ltd. | 3.625% | 6/15/28 | 2,690 | 1,884 | |
3 | Videotron Ltd. | 3.625% | 6/15/29 | 1,619 | 1,480 | |
3 | Virgin Media Secured Finance plc | 5.500% | 5/15/29 | 1,195 | 1,152 | |
3 | Virgin Media Secured Finance plc | 4.500% | 8/15/30 | 1,390 | 1,237 | |
3,6 | Virgin Media Vendor Financing Notes III DAC | 4.875% | 7/15/28 | 990 | 1,160 | |
3 | Virgin Media Vendor Financing Notes IV DAC | 5.000% | 7/15/28 | 1,275 | 1,200 | |
3 | Vmed O2 UK Financing I plc | 4.250% | 1/31/31 | 3,140 | 2,752 | |
3 | VZ Secured Financing BV | 5.000% | 1/15/32 | 1,705 | 1,461 | |
3,4 | WMG Acquisition Corp. | 2.750% | 7/15/28 | 520 | 546 | |
3 | WMG Acquisition Corp. | 3.875% | 7/15/30 | 1,645 | 1,489 | |
3 | WMG Acquisition Corp. | 3.000% | 2/15/31 | 1,785 | 1,539 | |
3 | Ziggo BV | 4.875% | 1/15/30 | 2,189 | 1,948 | |
109,317 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Consumer Discretionary (15.6%) | ||||||
3 | 1011778 BC ULC / New Red Finance Inc. | 3.875% | 1/15/28 | 1,395 | 1,319 | |
3 | 1011778 BC ULC / New Red Finance Inc. | 4.375% | 1/15/28 | 1,500 | 1,433 | |
3 | 1011778 BC ULC / New Red Finance Inc. | 3.500% | 2/15/29 | 425 | 392 | |
3 | 1011778 BC ULC / New Red Finance Inc. | 4.000% | 10/15/30 | 3,405 | 3,064 | |
3 | Adient Global Holdings Ltd. | 4.875% | 8/15/26 | 540 | 531 | |
American Axle & Manufacturing Inc. | 5.000% | 10/1/29 | 585 | 518 | ||
3 | American Builders & Contractors Supply Co. Inc. | 4.000% | 1/15/28 | 1,316 | 1,249 | |
3 | American Builders & Contractors Supply Co. Inc. | 3.875% | 11/15/29 | 1,360 | 1,212 | |
Asbury Automotive Group Inc. | 4.500% | 3/1/28 | 745 | 710 | ||
3 | Asbury Automotive Group Inc. | 4.625% | 11/15/29 | 525 | 487 | |
Asbury Automotive Group Inc. | 4.750% | 3/1/30 | 464 | 433 | ||
3 | Asbury Automotive Group Inc. | 5.000% | 2/15/32 | 645 | 588 | |
3 | Ashton Woods USA LLC / Ashton Woods Finance Co. | 6.625% | 1/15/28 | 95 | 93 | |
3 | Ashton Woods USA LLC / Ashton Woods Finance Co. | 4.625% | 8/1/29 | 170 | 153 | |
3 | Ashton Woods USA LLC / Ashton Woods Finance Co. | 4.625% | 4/1/30 | 1,037 | 935 | |
Bath & Body Works Inc. | 6.694% | 1/15/27 | 529 | 540 | ||
Bath & Body Works Inc. | 5.250% | 2/1/28 | 40 | 40 | ||
3 | Bath & Body Works Inc. | 6.625% | 10/1/30 | 1,065 | 1,090 | |
Bath & Body Works Inc. | 6.875% | 11/1/35 | 150 | 152 | ||
Bath & Body Works Inc. | 6.750% | 7/1/36 | 25 | 25 | ||
3 | Beacon Roofing Supply Inc. | 4.125% | 5/15/29 | 510 | 465 | |
3 | Beacon Roofing Supply Inc. | 6.500% | 8/1/30 | 450 | 461 | |
Boyd Gaming Corp. | 4.750% | 12/1/27 | 3,660 | 3,531 | ||
3 | Boyd Gaming Corp. | 4.750% | 6/15/31 | 265 | 243 | |
3 | Boyne USA Inc. | 4.750% | 5/15/29 | 240 | 226 | |
3 | Builders FirstSource Inc. | 5.000% | 3/1/30 | 150 | 145 | |
3 | Builders FirstSource Inc. | 4.250% | 2/1/32 | 925 | 835 | |
3 | Caesars Entertainment Inc. | 6.250% | 7/1/25 | 2,992 | 2,991 | |
3 | Caesars Entertainment Inc. | 8.125% | 7/1/27 | 2,219 | 2,274 | |
3 | Caesars Entertainment Inc. | 4.625% | 10/15/29 | 1,575 | 1,424 | |
3 | Caesars Entertainment Inc. | 7.000% | 2/15/30 | 3,065 | 3,151 | |
3 | Caesars Resort Collection LLC / CRC Finco Inc. | 5.750% | 7/1/25 | 888 | 888 | |
3 | Camelot Return Merger Sub Inc. | 8.750% | 8/1/28 | 320 | 326 | |
3 | Carnival Corp. | 7.625% | 3/1/26 | 450 | 458 | |
3 | Carnival Corp. | 5.750% | 3/1/27 | 1,021 | 995 | |
3 | Carnival Corp. | 9.875% | 8/1/27 | 325 | 341 | |
3 | Carnival Corp. | 4.000% | 8/1/28 | 3,070 | 2,853 | |
3 | Carnival Corp. | 6.000% | 5/1/29 | 3,600 | 3,459 | |
3 | Carnival Corp. | 7.000% | 8/15/29 | 320 | 334 | |
3 | Carnival Corp. | 10.500% | 6/1/30 | 1,245 | 1,361 | |
3 | Carnival Holdings Bermuda Ltd. | 10.375% | 5/1/28 | 775 | 847 | |
3 | CDI Escrow Issuer Inc. | 5.750% | 4/1/30 | 1,100 | 1,071 | |
Cedar Fair LP | 5.250% | 7/15/29 | 1,500 | 1,413 | ||
3 | Cedar Fair LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op | 5.500% | 5/1/25 | 55 | 55 | |
Cedar Fair LP / Canada's Wonderland Co. / Magnum Management Corp. / Millennium Op | 5.375% | 4/15/27 | 700 | 686 | ||
Century Communities Inc. | 6.750% | 6/1/27 | 288 | 291 | ||
3 | Century Communities Inc. | 3.875% | 8/15/29 | 1,028 | 930 | |
3 | Churchill Downs Inc. | 5.500% | 4/1/27 | 55 | 54 | |
3 | Churchill Downs Inc. | 4.750% | 1/15/28 | 470 | 447 | |
3 | Churchill Downs Inc. | 6.750% | 5/1/31 | 140 | 142 | |
3 | Cinemark USA Inc. | 8.750% | 5/1/25 | 45 | 45 | |
3 | Cinemark USA Inc. | 5.875% | 3/15/26 | 330 | 324 | |
3 | Cinemark USA Inc. | 5.250% | 7/15/28 | 1,005 | 922 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Clarios Global LP / Clarios US Finance Co. | 6.250% | 5/15/26 | 547 | 547 | |
3 | Clarios Global LP / Clarios US Finance Co. | 8.500% | 5/15/27 | 1,454 | 1,464 | |
3 | Clarios Global LP / Clarios US Finance Co. | 6.750% | 5/15/28 | 805 | 829 | |
Dana Inc. | 5.625% | 6/15/28 | 100 | 99 | ||
Dana Inc. | 4.500% | 2/15/32 | 85 | 74 | ||
Ford Motor Co. | 9.625% | 4/22/30 | 60 | 71 | ||
Ford Motor Co. | 3.250% | 2/12/32 | 1,185 | 986 | ||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 380 | 369 | ||
Ford Motor Credit Co. LLC | 3.375% | 11/13/25 | 270 | 258 | ||
Ford Motor Credit Co. LLC | 4.389% | 1/8/26 | 200 | 194 | ||
Ford Motor Credit Co. LLC | 6.950% | 3/6/26 | 400 | 410 | ||
Ford Motor Credit Co. LLC | 2.700% | 8/10/26 | 1,530 | 1,417 | ||
Ford Motor Credit Co. LLC | 6.800% | 5/12/28 | 445 | 465 | ||
3 | Gap Inc. | 3.625% | 10/1/29 | 745 | 636 | |
3 | Gap Inc. | 3.875% | 10/1/31 | 570 | 470 | |
Goodyear Tire & Rubber Co. | 9.500% | 5/31/25 | 465 | 473 | ||
Goodyear Tire & Rubber Co. | 5.000% | 7/15/29 | 680 | 642 | ||
Goodyear Tire & Rubber Co. | 5.250% | 7/15/31 | 685 | 624 | ||
Griffon Corp. | 5.750% | 3/1/28 | 300 | 295 | ||
3 | Hanesbrands Inc. | 4.875% | 5/15/26 | 2,974 | 2,862 | |
3 | Hanesbrands Inc. | 9.000% | 2/15/31 | 830 | 813 | |
3 | Hilton Domestic Operating Co. Inc. | 5.750% | 5/1/28 | 254 | 255 | |
3 | Hilton Domestic Operating Co. Inc. | 3.750% | 5/1/29 | 475 | 439 | |
KB Home | 4.800% | 11/15/29 | 405 | 388 | ||
KB Home | 7.250% | 7/15/30 | 225 | 234 | ||
KB Home | 4.000% | 6/15/31 | 1,335 | 1,203 | ||
3 | KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC | 4.750% | 6/1/27 | 1,123 | 1,107 | |
3 | Light & Wonder International Inc. | 7.000% | 5/15/28 | 630 | 637 | |
3 | Lithia Motors Inc. | 4.625% | 12/15/27 | 2,145 | 2,068 | |
3 | Lithia Motors Inc. | 3.875% | 6/1/29 | 465 | 422 | |
3 | Lithia Motors Inc. | 4.375% | 1/15/31 | 400 | 364 | |
3 | Live Nation Entertainment Inc. | 4.875% | 11/1/24 | 435 | 431 | |
3 | Live Nation Entertainment Inc. | 3.750% | 1/15/28 | 415 | 389 | |
3 | Masonite International Corp. | 5.375% | 2/1/28 | 265 | 256 | |
3 | Mattel Inc. | 3.375% | 4/1/26 | 825 | 786 | |
3 | Melco Resorts Finance Ltd. | 4.875% | 6/6/25 | 600 | 583 | |
3 | Melco Resorts Finance Ltd. | 5.250% | 4/26/26 | 200 | 192 | |
3 | Melco Resorts Finance Ltd. | 5.375% | 12/4/29 | 725 | 640 | |
3 | Meritage Homes Corp. | 3.875% | 4/15/29 | 295 | 271 | |
MGM Resorts International | 6.750% | 5/1/25 | 150 | 151 | ||
MGM Resorts International | 5.750% | 6/15/25 | 1,695 | 1,691 | ||
3 | Michaels Cos. Inc. | 5.250% | 5/1/28 | 1,625 | 1,296 | |
3 | Michaels Cos. Inc. | 7.875% | 5/1/29 | 943 | 600 | |
3 | NCL Corp Ltd. | 8.375% | 2/1/28 | 1,505 | 1,596 | |
3 | NCL Corp. Ltd. | 8.125% | 1/15/29 | 670 | 703 | |
3 | NCL Corp. Ltd. | 7.750% | 2/15/29 | 645 | 647 | |
Newell Brands Inc. | 5.200% | 4/1/26 | 447 | 440 | ||
Newell Brands Inc. | 6.375% | 9/15/27 | 986 | 984 | ||
Newell Brands Inc. | 6.625% | 9/15/29 | 194 | 193 | ||
3 | Ontario Gaming GTA LP | 8.000% | 8/1/30 | 275 | 285 | |
3 | Openlane Inc. | 5.125% | 6/1/25 | 245 | 241 | |
3 | PetSmart Inc. / PetSmart Finance Corp. | 4.750% | 2/15/28 | 1,265 | 1,189 | |
3 | PetSmart Inc. / PetSmart Finance Corp. | 7.750% | 2/15/29 | 185 | 180 | |
3 | Royal Caribbean Cruises Ltd. | 4.250% | 7/1/26 | 295 | 285 | |
3 | Royal Caribbean Cruises Ltd. | 5.500% | 8/31/26 | 2,270 | 2,251 | |
3 | Royal Caribbean Cruises Ltd. | 5.375% | 7/15/27 | 1,345 | 1,325 | |
3 | Royal Caribbean Cruises Ltd. | 11.625% | 8/15/27 | 835 | 911 | |
3 | Royal Caribbean Cruises Ltd. | 5.500% | 4/1/28 | 890 | 878 | |
3 | Royal Caribbean Cruises Ltd. | 8.250% | 1/15/29 | 1,851 | 1,968 | |
3 | Royal Caribbean Cruises Ltd. | 9.250% | 1/15/29 | 155 | 167 | |
3 | Royal Caribbean Cruises Ltd. | 7.250% | 1/15/30 | 138 | 144 | |
Sands China Ltd. | 5.375% | 8/8/25 | 600 | 591 | ||
Sands China Ltd. | 5.650% | 8/8/28 | 1,065 | 1,050 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sands China Ltd. | 4.625% | 6/18/30 | 400 | 364 | ||
Sands China Ltd. | 3.500% | 8/8/31 | 1,005 | 837 | ||
Service Corp. International | 4.625% | 12/15/27 | 370 | 360 | ||
Service Corp. International | 5.125% | 6/1/29 | 2,105 | 2,073 | ||
Service Corp. International | 3.375% | 8/15/30 | 705 | 619 | ||
Service Corp. International | 4.000% | 5/15/31 | 1,790 | 1,603 | ||
3 | Speedway Motorsports LLC / Speedway Funding II Inc. | 4.875% | 11/1/27 | 1,028 | 968 | |
Tapestry Inc. | 7.350% | 11/27/28 | 290 | 304 | ||
Tapestry Inc. | 7.700% | 11/27/30 | 300 | 316 | ||
Tapestry Inc. | 7.850% | 11/27/33 | 275 | 294 | ||
3 | Taylor Morrison Communities Inc. | 5.875% | 6/15/27 | 450 | 453 | |
3 | Taylor Morrison Communities Inc. | 5.125% | 8/1/30 | 690 | 669 | |
3 | Tempur Sealy International Inc. | 3.875% | 10/15/31 | 589 | 497 | |
Under Armour Inc. | 3.250% | 6/15/26 | 1,410 | 1,333 | ||
3 | Viking Cruises Ltd. | 9.125% | 7/15/31 | 960 | 1,028 | |
3 | William Carter Co. | 5.625% | 3/15/27 | 404 | 400 | |
3 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | 5.500% | 3/1/25 | 851 | 847 | |
3 | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp. | 5.250% | 5/15/27 | 1,510 | 1,477 | |
3 | Wynn Macau Ltd. | 5.500% | 1/15/26 | 650 | 633 | |
3 | Wynn Macau Ltd. | 5.500% | 10/1/27 | 400 | 376 | |
3 | Wynn Macau Ltd. | 5.625% | 8/26/28 | 160 | 148 | |
3 | Wynn Macau Ltd. | 5.125% | 12/15/29 | 1,640 | 1,459 | |
3 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | 5.125% | 10/1/29 | 78 | 74 | |
3 | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp. | 7.125% | 2/15/31 | 1,175 | 1,223 | |
3 | Yum! Brands Inc. | 4.750% | 1/15/30 | 1,095 | 1,060 | |
Yum! Brands Inc. | 3.625% | 3/15/31 | 1,440 | 1,299 | ||
Yum! Brands Inc. | 4.625% | 1/31/32 | 460 | 430 | ||
114,525 | ||||||
Consumer Staples (3.2%) | ||||||
3 | Albertsons Cos. Inc. / Safeway Inc. / New Albertsons LP / Albertsons LLC | 6.500% | 2/15/28 | 340 | 345 | |
B&G Foods Inc. | 5.250% | 9/15/27 | 2,470 | 2,248 | ||
3 | B&G Foods Inc. | 8.000% | 9/15/28 | 855 | 900 | |
3 | Coty Inc. | 5.000% | 4/15/26 | 40 | 39 | |
3 | Coty Inc. / HFC Prestige Products Inc. / HFC Prestige International US LLC | 4.750% | 1/15/29 | 145 | 139 | |
3 | Coty Inc. / HFC Prestige Products Inc. / HFC Prestige International US LLC | 6.625% | 7/15/30 | 760 | 781 | |
3,4 | Darling Global Finance BV | 3.625% | 5/15/26 | 395 | 429 | |
3 | Darling Ingredients Inc. | 5.250% | 4/15/27 | 855 | 842 | |
3 | Darling Ingredients Inc. | 6.000% | 6/15/30 | 175 | 175 | |
3 | Energizer Holdings Inc. | 4.750% | 6/15/28 | 3,530 | 3,284 | |
3 | Energizer Holdings Inc. | 4.375% | 3/31/29 | 555 | 499 | |
3 | Lamb Weston Holdings Inc. | 4.875% | 5/15/28 | 180 | 176 | |
3 | Lamb Weston Holdings Inc. | 4.125% | 1/31/30 | 350 | 323 | |
3 | Performance Food Group Inc. | 6.875% | 5/1/25 | 305 | 307 | |
3 | Performance Food Group Inc. | 5.500% | 10/15/27 | 3,115 | 3,072 | |
3 | Performance Food Group Inc. | 4.250% | 8/1/29 | 1,625 | 1,491 | |
3 | Post Holdings Inc. | 5.750% | 3/1/27 | 204 | 203 | |
3 | Post Holdings Inc. | 5.625% | 1/15/28 | 2,245 | 2,222 | |
3 | Post Holdings Inc. | 5.500% | 12/15/29 | 1,535 | 1,482 | |
3 | Post Holdings Inc. | 4.625% | 4/15/30 | 1,854 | 1,712 | |
3 | Post Holdings Inc. | 4.500% | 9/15/31 | 1,220 | 1,097 | |
3 | United Natural Foods Inc. | 6.750% | 10/15/28 | 600 | 486 | |
3 | US Foods Inc. | 6.875% | 9/15/28 | 70 | 72 | |
3 | US Foods Inc. | 4.625% | 6/1/30 | 563 | 525 | |
3 | US Foods Inc. | 7.250% | 1/15/32 | 580 | 606 | |
23,455 | ||||||
Energy (10.8%) | ||||||
Apache Corp. | 4.875% | 11/15/27 | 1,550 | 1,486 | ||
Apache Corp. | 4.375% | 10/15/28 | 55 | 52 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Baytex Energy Corp. | 8.500% | 4/30/30 | 190 | 197 | |
3 | Blue Racer Midstream LLC / Blue Racer Finance Corp. | 7.625% | 12/15/25 | 260 | 263 | |
3 | Blue Racer Midstream LLC / Blue Racer Finance Corp. | 6.625% | 7/15/26 | 475 | 473 | |
Buckeye Partners LP | 4.350% | 10/15/24 | 150 | 147 | ||
3 | Buckeye Partners LP | 4.125% | 3/1/25 | 1,781 | 1,731 | |
Buckeye Partners LP | 3.950% | 12/1/26 | 288 | 273 | ||
Buckeye Partners LP | 4.125% | 12/1/27 | 715 | 682 | ||
3 | Buckeye Partners LP | 4.500% | 3/1/28 | 2,734 | 2,595 | |
Buckeye Partners LP | 5.850% | 11/15/43 | 500 | 405 | ||
Cheniere Energy Partners LP | 4.500% | 10/1/29 | 151 | 144 | ||
Cheniere Energy Partners LP | 4.000% | 3/1/31 | 125 | 114 | ||
3 | Chesapeake Energy Corp. | 5.875% | 2/1/29 | 505 | 495 | |
3 | Chesapeake Energy Corp. | 6.750% | 4/15/29 | 735 | 738 | |
3 | Civitas Resources Inc. | 8.625% | 11/1/30 | 365 | 388 | |
3 | Civitas Resources Inc. | 8.750% | 7/1/31 | 840 | 892 | |
3 | CNX Resources Corp. | 6.000% | 1/15/29 | 175 | 168 | |
3 | CNX Resources Corp. | 7.375% | 1/15/31 | 560 | 566 | |
Continental Resources Inc. | 4.375% | 1/15/28 | 628 | 608 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 955 | 771 | ||
3 | CrownRock LP / CrownRock Finance Inc. | 5.625% | 10/15/25 | 510 | 509 | |
3 | Diamond Foreign Asset Co. / Diamond Finance LLC | 8.500% | 10/1/30 | 720 | 736 | |
3 | DT Midstream Inc. | 4.125% | 6/15/29 | 2,885 | 2,660 | |
3 | DT Midstream Inc. | 4.375% | 6/15/31 | 3,636 | 3,284 | |
3 | Enerflex Ltd. | 9.000% | 10/15/27 | 1,195 | 1,158 | |
3 | EnLink Midstream LLC | 5.625% | 1/15/28 | 720 | 710 | |
EnLink Midstream LLC | 5.375% | 6/1/29 | 720 | 704 | ||
3 | EnLink Midstream LLC | 6.500% | 9/1/30 | 1,035 | 1,056 | |
EnLink Midstream Partners LP | 4.150% | 6/1/25 | 750 | 734 | ||
EnLink Midstream Partners LP | 4.850% | 7/15/26 | 841 | 828 | ||
EnLink Midstream Partners LP | 5.600% | 4/1/44 | 25 | 22 | ||
EnLink Midstream Partners LP | 5.050% | 4/1/45 | 1,120 | 930 | ||
EnLink Midstream Partners LP | 5.450% | 6/1/47 | 663 | 584 | ||
EQM Midstream Partners LP | 4.000% | 8/1/24 | 233 | 231 | ||
3 | EQM Midstream Partners LP | 6.000% | 7/1/25 | 1,365 | 1,367 | |
EQM Midstream Partners LP | 4.125% | 12/1/26 | 100 | 97 | ||
3 | EQM Midstream Partners LP | 7.500% | 6/1/27 | 95 | 98 | |
3 | EQM Midstream Partners LP | 6.500% | 7/1/27 | 1,710 | 1,745 | |
EQM Midstream Partners LP | 5.500% | 7/15/28 | 916 | 911 | ||
3 | EQM Midstream Partners LP | 4.500% | 1/15/29 | 990 | 937 | |
3 | EQM Midstream Partners LP | 7.500% | 6/1/30 | 820 | 884 | |
3 | EQM Midstream Partners LP | 4.750% | 1/15/31 | 2,550 | 2,381 | |
Genesis Energy LP / Genesis Energy Finance Corp. | 8.250% | 1/15/29 | 280 | 288 | ||
3 | Hess Midstream Operations LP | 4.250% | 2/15/30 | 55 | 51 | |
3 | Kinetik Holdings LP | 6.625% | 12/15/28 | 215 | 220 | |
3 | Matador Resources Co. | 6.875% | 4/15/28 | 1,150 | 1,171 | |
3 | Nabors Industries Inc. | 9.125% | 1/31/30 | 1,175 | 1,185 | |
3 | Noble Finance II LLC | 8.000% | 4/15/30 | 2,123 | 2,216 | |
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 210 | 212 | ||
Occidental Petroleum Corp. | 3.400% | 4/15/26 | 215 | 206 | ||
Occidental Petroleum Corp. | 3.200% | 8/15/26 | 100 | 95 | ||
Occidental Petroleum Corp. | 3.000% | 2/15/27 | 250 | 232 | ||
Occidental Petroleum Corp. | 6.375% | 9/1/28 | 140 | 148 | ||
Ovintiv Inc. | 7.200% | 11/1/31 | 90 | 98 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 869 | 958 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 247 | 263 | ||
3 | Permian Resources Operating LLC | 5.375% | 1/15/26 | 80 | 79 | |
3 | Permian Resources Operating LLC | 7.750% | 2/15/26 | 65 | 66 | |
3 | Permian Resources Operating LLC | 6.875% | 4/1/27 | 530 | 531 | |
3 | Permian Resources Operating LLC | 8.000% | 4/15/27 | 910 | 944 | |
3 | Permian Resources Operating LLC | 5.875% | 7/1/29 | 1,881 | 1,830 | |
3 | Permian Resources Operating LLC | 9.875% | 7/15/31 | 550 | 611 | |
3 | Permian Resources Operating LLC | 7.000% | 1/15/32 | 1,320 | 1,361 | |
Range Resources Corp. | 8.250% | 1/15/29 | 925 | 963 | ||
3 | Range Resources Corp. | 4.750% | 2/15/30 | 1,762 | 1,632 | |
3 | Rockies Express Pipeline LLC | 4.950% | 7/15/29 | 75 | 72 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Rockies Express Pipeline LLC | 4.800% | 5/15/30 | 75 | 69 | |
3 | Rockies Express Pipeline LLC | 7.500% | 7/15/38 | 125 | 126 | |
3 | Seadrill Finance Ltd. | 8.375% | 8/1/30 | 145 | 151 | |
SM Energy Co. | 6.750% | 9/15/26 | 686 | 686 | ||
SM Energy Co. | 6.625% | 1/15/27 | 30 | 30 | ||
SM Energy Co. | 6.500% | 7/15/28 | 509 | 509 | ||
Southwestern Energy Co. | 5.375% | 2/1/29 | 667 | 649 | ||
Southwestern Energy Co. | 5.375% | 3/15/30 | 2,143 | 2,088 | ||
Southwestern Energy Co. | 4.750% | 2/1/32 | 1,170 | 1,086 | ||
Sunoco LP / Sunoco Finance Corp. | 6.000% | 4/15/27 | 1,930 | 1,936 | ||
Sunoco LP / Sunoco Finance Corp. | 5.875% | 3/15/28 | 425 | 424 | ||
3 | Sunoco LP / Sunoco Finance Corp. | 7.000% | 9/15/28 | 295 | 305 | |
Sunoco LP / Sunoco Finance Corp. | 4.500% | 5/15/29 | 855 | 798 | ||
Sunoco LP / Sunoco Finance Corp. | 4.500% | 4/30/30 | 1,400 | 1,297 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 6.875% | 1/15/29 | 725 | 749 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.875% | 2/1/31 | 740 | 718 | ||
3 | Transocean Inc. | 11.500% | 1/30/27 | 80 | 84 | |
3 | Transocean Inc. | 8.750% | 2/15/30 | 2,636 | 2,758 | |
3 | Transocean Titan Financing Ltd. | 8.375% | 2/1/28 | 340 | 352 | |
3 | Valaris Ltd. | 8.375% | 4/30/30 | 1,335 | 1,366 | |
3 | Venture Global Calcasieu Pass LLC | 3.875% | 8/15/29 | 1,620 | 1,459 | |
3 | Venture Global Calcasieu Pass LLC | 6.250% | 1/15/30 | 955 | 952 | |
3 | Venture Global Calcasieu Pass LLC | 4.125% | 8/15/31 | 1,900 | 1,679 | |
3 | Venture Global Calcasieu Pass LLC | 3.875% | 11/1/33 | 1,185 | 1,005 | |
3 | Venture Global LNG Inc. | 8.125% | 6/1/28 | 160 | 162 | |
3 | Venture Global LNG Inc. | 9.500% | 2/1/29 | 1,260 | 1,332 | |
3 | Venture Global LNG Inc. | 8.375% | 6/1/31 | 1,640 | 1,640 | |
3 | Venture Global LNG Inc. | 9.875% | 2/1/32 | 140 | 146 | |
3 | Viper Energy Inc. | 7.375% | 11/1/31 | 270 | 281 | |
3 | Weatherford International Ltd. | 8.625% | 4/30/30 | 1,700 | 1,772 | |
Western Midstream Operating LP | 3.100% | 2/1/25 | 55 | 54 | ||
Western Midstream Operating LP | 4.650% | 7/1/26 | 678 | 667 | ||
Western Midstream Operating LP | 4.500% | 3/1/28 | 50 | 48 | ||
Western Midstream Operating LP | 4.050% | 2/1/30 | 45 | 42 | ||
Western Midstream Operating LP | 5.450% | 4/1/44 | 370 | 335 | ||
Western Midstream Operating LP | 5.300% | 3/1/48 | 92 | 80 | ||
79,021 | ||||||
Financials (6.7%) | ||||||
3 | Acrisure LLC / Acrisure Finance Inc. | 4.250% | 2/15/29 | 2,600 | 2,369 | |
3 | Acrisure LLC / Acrisure Finance Inc. | 6.000% | 8/1/29 | 510 | 464 | |
3 | AerCap Global Aviation Trust | 6.500% | 6/15/45 | 3,710 | 3,714 | |
Aircastle Ltd. | 4.125% | 5/1/24 | 1,210 | 1,200 | ||
3 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 6.750% | 4/15/28 | 1,175 | 1,203 | |
3 | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer | 7.000% | 1/15/31 | 430 | 453 | |
3 | Avolon Holdings Funding Ltd. | 5.250% | 5/15/24 | 1,630 | 1,621 | |
3 | Compass Group Diversified Holdings LLC | 5.250% | 4/15/29 | 395 | 367 | |
3 | Credit Acceptance Corp. | 9.250% | 12/15/28 | 1,088 | 1,162 | |
3 | Enact Holdings Inc. | 6.500% | 8/15/25 | 1,390 | 1,387 | |
3 | FirstCash Inc. | 4.625% | 9/1/28 | 640 | 598 | |
3 | FirstCash Inc. | 5.625% | 1/1/30 | 405 | 388 | |
3 | Freedom Mortgage Corp. | 7.625% | 5/1/26 | 360 | 356 | |
3 | Freedom Mortgage Corp. | 6.625% | 1/15/27 | 140 | 133 | |
3 | Freedom Mortgage Corp. | 12.000% | 10/1/28 | 1,000 | 1,090 | |
3 | Freedom Mortgage Corp. | 12.250% | 10/1/30 | 900 | 988 | |
3 | GGAM Finance Ltd. | 7.750% | 5/15/26 | 450 | 458 | |
3 | GGAM Finance Ltd. | 8.000% | 2/15/27 | 795 | 816 | |
3 | GGAM Finance Ltd. | 8.000% | 6/15/28 | 700 | 726 | |
3 | goeasy Ltd. | 4.375% | 5/1/26 | 896 | 862 | |
3 | goeasy Ltd. | 9.250% | 12/1/28 | 635 | 679 | |
3 | HUB International Ltd. | 7.000% | 5/1/26 | 175 | 175 | |
3 | HUB International Ltd. | 5.625% | 12/1/29 | 735 | 703 | |
3 | HUB International Ltd. | 7.250% | 6/15/30 | 2,400 | 2,534 | |
3 | Intesa Sanpaolo SpA | 5.017% | 6/26/24 | 750 | 742 | |
3 | Intesa Sanpaolo SpA | 5.710% | 1/15/26 | 1,810 | 1,804 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | 5.250% | 10/1/25 | 65 | 64 | |
3 | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | 4.250% | 2/1/27 | 400 | 377 | |
3 | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | 4.750% | 6/15/29 | 1,025 | 924 | |
3 | Macquarie Airfinance Holdings Ltd. | 8.125% | 3/30/29 | 525 | 549 | |
MGIC Investment Corp. | 5.250% | 8/15/28 | 635 | 619 | ||
3 | Nationstar Mortgage Holdings Inc. | 5.500% | 8/15/28 | 750 | 723 | |
3 | Nationstar Mortgage Holdings Inc. | 5.125% | 12/15/30 | 2,474 | 2,254 | |
3 | Nationstar Mortgage Holdings Inc. | 5.750% | 11/15/31 | 1,054 | 984 | |
Navient Corp. | 6.750% | 6/15/26 | 15 | 15 | ||
Navient Corp. | 4.875% | 3/15/28 | 248 | 231 | ||
Navient Corp. | 5.500% | 3/15/29 | 1,410 | 1,301 | ||
Navient Corp. | 9.375% | 7/25/30 | 255 | 269 | ||
Navient Corp. | 5.625% | 8/1/33 | 181 | 149 | ||
OneMain Finance Corp. | 7.125% | 3/15/26 | 2,461 | 2,508 | ||
OneMain Finance Corp. | 3.500% | 1/15/27 | 1,430 | 1,327 | ||
OneMain Finance Corp. | 3.875% | 9/15/28 | 985 | 872 | ||
OneMain Finance Corp. | 9.000% | 1/15/29 | 1,318 | 1,394 | ||
OneMain Finance Corp. | 7.875% | 3/15/30 | 115 | 119 | ||
OneMain Finance Corp. | 4.000% | 9/15/30 | 965 | 826 | ||
3 | Park Aerospace Holdings Ltd. | 5.500% | 2/15/24 | 155 | 155 | |
3 | PennyMac Financial Services Inc. | 5.375% | 10/15/25 | 1,045 | 1,034 | |
3 | PennyMac Financial Services Inc. | 4.250% | 2/15/29 | 1,065 | 959 | |
3 | PennyMac Financial Services Inc. | 7.875% | 12/15/29 | 530 | 547 | |
3 | PennyMac Financial Services Inc. | 5.750% | 9/15/31 | 140 | 130 | |
Radian Group Inc. | 4.500% | 10/1/24 | 1,710 | 1,687 | ||
Radian Group Inc. | 6.625% | 3/15/25 | 175 | 175 | ||
Radian Group Inc. | 4.875% | 3/15/27 | 175 | 170 | ||
3 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | 2.875% | 10/15/26 | 175 | 162 | |
3 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | 3.625% | 3/1/29 | 130 | 118 | |
3 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | 3.875% | 3/1/31 | 345 | 304 | |
3 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | 4.000% | 10/15/33 | 25 | 21 | |
3 | United Wholesale Mortgage LLC | 5.500% | 11/15/25 | 375 | 373 | |
3 | United Wholesale Mortgage LLC | 5.750% | 6/15/27 | 780 | 764 | |
3 | United Wholesale Mortgage LLC | 5.500% | 4/15/29 | 320 | 303 | |
3 | USI Inc. | 7.500% | 1/15/32 | 195 | 200 | |
49,599 | ||||||
Health Care (8.4%) | ||||||
3 | Acadia Healthcare Co. Inc. | 5.500% | 7/1/28 | 625 | 616 | |
3 | Acadia Healthcare Co. Inc. | 5.000% | 4/15/29 | 825 | 795 | |
3,4 | Avantor Funding Inc. | 2.625% | 11/1/25 | 1,881 | 2,028 | |
3 | Avantor Funding Inc. | 4.625% | 7/15/28 | 1,710 | 1,646 | |
3 | Avantor Funding Inc. | 3.875% | 11/1/29 | 345 | 314 | |
3 | Bausch & Lomb Escrow Corp. | 8.375% | 10/1/28 | 1,805 | 1,905 | |
3 | Bausch Health Cos. Inc. | 5.500% | 11/1/25 | 525 | 483 | |
3 | Catalent Pharma Solutions Inc. | 5.000% | 7/15/27 | 630 | 611 | |
3,4 | Catalent Pharma Solutions Inc. | 2.375% | 3/1/28 | 1,310 | 1,254 | |
4 | Catalent Pharma Solutions Inc. | 2.375% | 3/1/28 | 750 | 718 | |
3 | Catalent Pharma Solutions Inc. | 3.125% | 2/15/29 | 360 | 315 | |
3 | Catalent Pharma Solutions Inc. | 3.500% | 4/1/30 | 1,030 | 900 | |
3 | Charles River Laboratories International Inc. | 4.250% | 5/1/28 | 950 | 907 | |
3 | Charles River Laboratories International Inc. | 3.750% | 3/15/29 | 390 | 359 | |
3 | Charles River Laboratories International Inc. | 4.000% | 3/15/31 | 375 | 340 | |
3 | CHS/Community Health Systems Inc. | 8.000% | 3/15/26 | 734 | 732 | |
3 | CHS/Community Health Systems Inc. | 5.625% | 3/15/27 | 2,545 | 2,365 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | CHS/Community Health Systems Inc. | 8.000% | 12/15/27 | 75 | 73 | |
3 | CHS/Community Health Systems Inc. | 6.000% | 1/15/29 | 665 | 599 | |
3 | CHS/Community Health Systems Inc. | 5.250% | 5/15/30 | 840 | 702 | |
3 | CHS/Community Health Systems Inc. | 4.750% | 2/15/31 | 806 | 635 | |
3 | CHS/Community Health Systems Inc. | 10.875% | 1/15/32 | 925 | 971 | |
3 | DaVita Inc. | 3.750% | 2/15/31 | 1,120 | 919 | |
3 | Fortrea Holdings Inc. | 7.500% | 7/1/30 | 320 | 330 | |
3,4 | Grifols SA | 2.250% | 11/15/27 | 1,325 | 1,374 | |
3 | Grifols SA | 4.750% | 10/15/28 | 490 | 446 | |
HCA Inc. | 7.690% | 6/15/25 | 80 | 83 | ||
HCA Inc. | 5.875% | 2/15/26 | 280 | 283 | ||
HCA Inc. | 5.875% | 2/1/29 | 275 | 284 | ||
HCA Inc. | 3.500% | 9/1/30 | 50 | 45 | ||
3 | Hologic Inc. | 3.250% | 2/15/29 | 1,575 | 1,427 | |
3 | IQVIA Inc. | 5.000% | 5/15/27 | 3,578 | 3,522 | |
3,4 | IQVIA Inc. | 2.250% | 1/15/28 | 1,200 | 1,242 | |
3,4 | IQVIA Inc. | 2.875% | 6/15/28 | 1,555 | 1,632 | |
3 | IQVIA Inc. | 6.250% | 2/1/29 | 755 | 788 | |
3 | IQVIA Inc. | 6.500% | 5/15/30 | 470 | 484 | |
3 | Jazz Securities DAC | 4.375% | 1/15/29 | 750 | 699 | |
3 | LifePoint Health Inc. | 11.000% | 10/15/30 | 390 | 411 | |
3 | Medline Borrower LP | 3.875% | 4/1/29 | 4,425 | 4,002 | |
3 | Medline Borrower LP | 5.250% | 10/1/29 | 2,489 | 2,351 | |
3 | Organon & Co. / Organon Foreign Debt Co.-Issuer BV | 4.125% | 4/30/28 | 2,890 | 2,660 | |
3 | Organon & Co. / Organon Foreign Debt Co.-Issuer BV | 5.125% | 4/30/31 | 2,525 | 2,152 | |
3 | Owens & Minor Inc. | 4.500% | 3/31/29 | 455 | 401 | |
3 | Owens & Minor Inc. | 6.625% | 4/1/30 | 1,571 | 1,503 | |
3 | Prestige Brands Inc. | 5.125% | 1/15/28 | 550 | 539 | |
3 | Prestige Brands Inc. | 3.750% | 4/1/31 | 200 | 176 | |
3 | Star Parent Inc. | 9.000% | 10/1/30 | 620 | 654 | |
3 | Teleflex Inc. | 4.250% | 6/1/28 | 1,741 | 1,664 | |
Tenet Healthcare Corp. | 4.875% | 1/1/26 | 495 | 490 | ||
Tenet Healthcare Corp. | 5.125% | 11/1/27 | 355 | 347 | ||
Tenet Healthcare Corp. | 4.625% | 6/15/28 | 1,030 | 982 | ||
Tenet Healthcare Corp. | 6.125% | 10/1/28 | 1,045 | 1,040 | ||
Tenet Healthcare Corp. | 4.250% | 6/1/29 | 495 | 461 | ||
Tenet Healthcare Corp. | 4.375% | 1/15/30 | 720 | 668 | ||
Tenet Healthcare Corp. | 6.125% | 6/15/30 | 1,445 | 1,461 | ||
3 | Tenet Healthcare Corp. | 6.750% | 5/15/31 | 1,790 | 1,832 | |
Teva Pharmaceutical Finance Netherlands III BV | 3.150% | 10/1/26 | 1,340 | 1,240 | ||
Teva Pharmaceutical Finance Netherlands III BV | 4.750% | 5/9/27 | 200 | 192 | ||
Teva Pharmaceutical Finance Netherlands III BV | 6.750% | 3/1/28 | 1,325 | 1,352 | ||
Teva Pharmaceutical Finance Netherlands III BV | 5.125% | 5/9/29 | 585 | 559 | ||
Teva Pharmaceutical Finance Netherlands III BV | 7.875% | 9/15/29 | 505 | 544 | ||
Teva Pharmaceutical Finance Netherlands III BV | 8.125% | 9/15/31 | 665 | 726 | ||
Teva Pharmaceutical Finance Netherlands III BV | 4.100% | 10/1/46 | 189 | 127 | ||
61,360 | ||||||
Industrials (8.7%) | ||||||
3 | Air Canada | 3.875% | 8/15/26 | 1,480 | 1,416 | |
3 | Allison Transmission Inc. | 5.875% | 6/1/29 | 60 | 60 | |
3 | Allison Transmission Inc. | 3.750% | 1/30/31 | 39 | 34 | |
3 | American Airlines Inc. | 7.250% | 2/15/28 | 286 | 290 | |
3 | American Airlines Inc. | 8.500% | 5/15/29 | 348 | 368 | |
3 | American Airlines Inc. / AAdvantage Loyalty IP Ltd. | 5.500% | 4/20/26 | 650 | 645 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,7 | American Airlines Inc. / AAdvantage Loyalty IP Ltd. | 5.750% | 4/20/29 | 849 | 828 | |
3 | Aramark Services Inc. | 5.000% | 4/1/25 | 1,871 | 1,857 | |
3 | Aramark Services Inc. | 5.000% | 2/1/28 | 1,500 | 1,452 | |
3 | Bombardier Inc. | 8.750% | 11/15/30 | 350 | 373 | |
3 | BWX Technologies Inc. | 4.125% | 6/30/28 | 1,058 | 982 | |
3 | BWX Technologies Inc. | 4.125% | 4/15/29 | 1,324 | 1,227 | |
3 | Chart Industries Inc. | 7.500% | 1/1/30 | 170 | 178 | |
3 | Chart Industries Inc. | 9.500% | 1/1/31 | 235 | 256 | |
3 | Clean Harbors Inc. | 4.875% | 7/15/27 | 1,449 | 1,418 | |
3 | Clean Harbors Inc. | 5.125% | 7/15/29 | 768 | 738 | |
3 | Clean Harbors Inc. | 6.375% | 2/1/31 | 726 | 738 | |
3 | Covanta Holding Corp. | 4.875% | 12/1/29 | 1,155 | 1,009 | |
Delta Air Lines Inc. | 3.750% | 10/28/29 | 145 | 134 | ||
3 | Emerald Debt Merger Sub LLC | 6.625% | 12/15/30 | 3,825 | 3,928 | |
3 | First Student Bidco Inc. / First Transit Parent Inc. | 4.000% | 7/31/29 | 2,447 | 2,128 | |
3 | Garda World Security Corp. | 7.750% | 2/15/28 | 100 | 104 | |
3 | Gates Global LLC / Gates Corp. | 6.250% | 1/15/26 | 821 | 822 | |
3 | Hawaiian Brand Intellectual Property Ltd. / HawaiianMiles Loyalty Ltd. | 5.750% | 1/20/26 | 2,510 | 2,370 | |
3 | Herc Holdings Inc. | 5.500% | 7/15/27 | 4,536 | 4,483 | |
4 | Loxam SAS | 2.875% | 4/15/26 | 655 | 699 | |
4 | Loxam SAS | 3.750% | 7/15/26 | 400 | 436 | |
3 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | 6.500% | 6/20/27 | 217 | 218 | |
3 | Mueller Water Products Inc. | 4.000% | 6/15/29 | 75 | 69 | |
3,4 | Q-Park Holding I BV | 1.500% | 3/1/25 | 805 | 870 | |
3,4 | Q-Park Holding I BV | 2.000% | 3/1/27 | 895 | 912 | |
3 | Ritchie Bros Holdings Inc. | 6.750% | 3/15/28 | 95 | 98 | |
3 | Roller Bearing Co. of America Inc. | 4.375% | 10/15/29 | 290 | 269 | |
3 | Rolls-Royce plc | 3.625% | 10/14/25 | 810 | 782 | |
3 | Rolls-Royce plc | 5.750% | 10/15/27 | 1,120 | 1,121 | |
3 | Sensata Technologies BV | 5.000% | 10/1/25 | 1,400 | 1,402 | |
3 | Sensata Technologies Inc. | 4.375% | 2/15/30 | 250 | 233 | |
3 | Sensata Technologies Inc. | 3.750% | 2/15/31 | 650 | 573 | |
Spirit AeroSystems Inc. | 3.850% | 6/15/26 | 65 | 63 | ||
3 | Spirit AeroSystems Inc. | 9.375% | 11/30/29 | 1,711 | 1,873 | |
3 | Spirit AeroSystems Inc. | 9.750% | 11/15/30 | 1,495 | 1,607 | |
3,4 | TK Elevator Midco GmbH | 4.375% | 7/15/27 | 600 | 638 | |
3 | TK Elevator US Newco Inc. | 5.250% | 7/15/27 | 1,010 | 991 | |
3 | TopBuild Corp. | 3.625% | 3/15/29 | 60 | 54 | |
3 | TopBuild Corp. | 4.125% | 2/15/32 | 275 | 246 | |
3 | TransDigm Inc. | 6.250% | 3/15/26 | 2,020 | 2,018 | |
TransDigm Inc. | 5.500% | 11/15/27 | 425 | 417 | ||
3 | TransDigm Inc. | 6.750% | 8/15/28 | 3,065 | 3,145 | |
TransDigm Inc. | 4.625% | 1/15/29 | 2,764 | 2,592 | ||
TransDigm Inc. | 4.875% | 5/1/29 | 701 | 656 | ||
3 | TransDigm Inc. | 6.875% | 12/15/30 | 1,240 | 1,277 | |
3 | TransDigm Inc. | 7.125% | 12/1/31 | 1,370 | 1,438 | |
3 | Triumph Group Inc. | 9.000% | 3/15/28 | 606 | 644 | |
3 | United Airlines Inc. | 4.375% | 4/15/26 | 1,150 | 1,122 | |
3 | United Airlines Inc. | 4.625% | 4/15/29 | 1,605 | 1,496 | |
7 | United Airlines Pass Through Trust Class A Series 2020-1 | 5.875% | 4/15/29 | 479 | 484 | |
United Rentals North America Inc. | 5.500% | 5/15/27 | 638 | 640 | ||
United Rentals North America Inc. | 4.875% | 1/15/28 | 1,674 | 1,635 | ||
United Rentals North America Inc. | 5.250% | 1/15/30 | 640 | 632 | ||
United Rentals North America Inc. | 4.000% | 7/15/30 | 1,895 | 1,746 | ||
United Rentals North America Inc. | 3.875% | 2/15/31 | 881 | 801 | ||
United Rentals North America Inc. | 3.750% | 1/15/32 | 625 | 555 | ||
3 | WESCO Distribution Inc. | 7.125% | 6/15/25 | 360 | 363 | |
3 | Williams Scotsman Inc. | 4.625% | 8/15/28 | 430 | 407 | |
3 | Williams Scotsman Inc. | 7.375% | 10/1/31 | 615 | 649 | |
63,709 | ||||||
Materials (9.2%) | ||||||
3 | Advanced Drainage Systems Inc. | 5.000% | 9/30/27 | 175 | 170 | |
3 | Advanced Drainage Systems Inc. | 6.375% | 6/15/30 | 485 | 492 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | 3.250% | 9/1/28 | 915 | 803 | |
3 | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc | 4.000% | 9/1/29 | 1,585 | 1,343 | |
3 | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | 5.250% | 4/30/25 | 200 | 195 | |
3 | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | 4.125% | 8/15/26 | 1,190 | 1,088 | |
3,6 | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | 4.750% | 7/15/27 | 160 | 147 | |
3 | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | 5.250% | 8/15/27 | 1,790 | 1,391 | |
3 | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc. | 5.250% | 8/15/27 | 450 | 348 | |
3 | Arsenal AIC Parent LLC | 8.000% | 10/1/30 | 890 | 936 | |
3 | ASP Unifrax Holdings Inc. | 5.250% | 9/30/28 | 95 | 69 | |
ATI Inc. | 7.250% | 8/15/30 | 920 | 958 | ||
3 | Avient Corp. | 7.125% | 8/1/30 | 1,513 | 1,569 | |
3 | Axalta Coating Systems Dutch Holding B BV | 7.250% | 2/15/31 | 780 | 821 | |
3 | Axalta Coating Systems LLC | 3.375% | 2/15/29 | 1,840 | 1,655 | |
Ball Corp. | 5.250% | 7/1/25 | 470 | 469 | ||
Ball Corp. | 4.875% | 3/15/26 | 1,375 | 1,370 | ||
4 | Ball Corp. | 1.500% | 3/15/27 | 1,295 | 1,339 | |
Ball Corp. | 6.875% | 3/15/28 | 845 | 875 | ||
Ball Corp. | 6.000% | 6/15/29 | 750 | 765 | ||
Ball Corp. | 2.875% | 8/15/30 | 360 | 309 | ||
Ball Corp. | 3.125% | 9/15/31 | 425 | 366 | ||
3 | Berry Global Inc. | 4.500% | 2/15/26 | 1,478 | 1,443 | |
3 | Berry Global Inc. | 4.875% | 7/15/26 | 1,270 | 1,251 | |
3 | Berry Global Inc. | 5.625% | 7/15/27 | 195 | 194 | |
3 | Canpack SA / Canpack US LLC | 3.125% | 11/1/25 | 235 | 224 | |
3 | Canpack SA / Canpack US LLC | 3.875% | 11/15/29 | 425 | 365 | |
Celanese US Holdings LLC | 6.350% | 11/15/28 | 450 | 472 | ||
Celanese US Holdings LLC | 6.550% | 11/15/30 | 450 | 476 | ||
Celanese US Holdings LLC | 6.700% | 11/15/33 | 450 | 489 | ||
Chemours Co. | 5.375% | 5/15/27 | 150 | 147 | ||
3 | Chemours Co. | 5.750% | 11/15/28 | 485 | 462 | |
3 | Chemours Co. | 4.625% | 11/15/29 | 2,349 | 2,062 | |
3 | Cleveland-Cliffs Inc. | 6.750% | 3/15/26 | 687 | 691 | |
3 | Clydesdale Acquisition Holdings Inc. | 6.625% | 4/15/29 | 770 | 757 | |
3 | Clydesdale Acquisition Holdings Inc. | 8.750% | 4/15/30 | 340 | 315 | |
Commercial Metals Co. | 4.125% | 1/15/30 | 225 | 206 | ||
Commercial Metals Co. | 3.875% | 2/15/31 | 95 | 85 | ||
Commercial Metals Co. | 4.375% | 3/15/32 | 605 | 546 | ||
3 | Constellium SE | 5.875% | 2/15/26 | 447 | 444 | |
3 | Constellium SE | 5.625% | 6/15/28 | 790 | 775 | |
3 | Constellium SE | 3.750% | 4/15/29 | 980 | 892 | |
Crown Americas LLC | 5.250% | 4/1/30 | 580 | 571 | ||
Crown Americas LLC / Crown Americas Capital Corp. VI | 4.750% | 2/1/26 | 1,640 | 1,627 | ||
3,4 | Crown European Holdings SA | 2.875% | 2/1/26 | 755 | 817 | |
3 | Element Solutions Inc. | 3.875% | 9/1/28 | 1,286 | 1,186 | |
3 | FMG Resources August 2006 Pty Ltd. | 5.875% | 4/15/30 | 745 | 739 | |
3 | FMG Resources August 2006 Pty Ltd. | 4.375% | 4/1/31 | 1,025 | 927 | |
3 | FMG Resources August 2006 Pty Ltd. | 6.125% | 4/15/32 | 535 | 539 | |
Graphic Packaging International LLC | 4.125% | 8/15/24 | 1,045 | 1,032 | ||
3 | Graphic Packaging International LLC | 4.750% | 7/15/27 | 205 | 200 | |
3 | Graphic Packaging International LLC | 3.500% | 3/15/28 | 1,890 | 1,765 | |
3 | Graphic Packaging International LLC | 3.500% | 3/1/29 | 315 | 285 | |
3 | Graphic Packaging International LLC | 3.750% | 2/1/30 | 435 | 394 | |
3 | Hudbay Minerals Inc. | 6.125% | 4/1/29 | 950 | 934 | |
3 | Kaiser Aluminum Corp. | 4.625% | 3/1/28 | 280 | 259 | |
3 | Kaiser Aluminum Corp. | 4.500% | 6/1/31 | 526 | 454 | |
3 | NOVA Chemicals Corp. | 5.250% | 6/1/27 | 864 | 811 | |
3 | NOVA Chemicals Corp. | 8.500% | 11/15/28 | 400 | 420 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | NOVA Chemicals Corp. | 4.250% | 5/15/29 | 145 | 122 | |
3 | Novelis Corp. | 3.250% | 11/15/26 | 895 | 842 | |
3 | Novelis Corp. | 4.750% | 1/30/30 | 1,419 | 1,337 | |
3 | Novelis Corp. | 3.875% | 8/15/31 | 1,523 | 1,343 | |
3 | OCI NV | 4.625% | 10/15/25 | 555 | 541 | |
Olin Corp. | 5.125% | 9/15/27 | 115 | 112 | ||
3 | Olympus Water US Holding Corp. | 7.125% | 10/1/27 | 300 | 300 | |
3 | Olympus Water US Holding Corp. | 4.250% | 10/1/28 | 579 | 523 | |
3 | Olympus Water US Holding Corp. | 9.750% | 11/15/28 | 1,230 | 1,311 | |
3 | Olympus Water US Holding Corp. | 6.250% | 10/1/29 | 345 | 308 | |
3 | Owens-Brockway Glass Container Inc. | 6.375% | 8/15/25 | 1,245 | 1,255 | |
3 | Owens-Brockway Glass Container Inc. | 6.625% | 5/13/27 | 805 | 807 | |
3 | Owens-Brockway Glass Container Inc. | 7.250% | 5/15/31 | 645 | 655 | |
3 | Pactiv Evergreen Group Issuer Inc./Pactiv Evergreen Group Issuer LLC | 4.000% | 10/15/27 | 525 | 493 | |
3 | Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc. | 4.375% | 10/15/28 | 135 | 127 | |
3 | Sealed Air Corp. | 4.000% | 12/1/27 | 275 | 259 | |
3 | Sealed Air Corp. | 6.125% | 2/1/28 | 395 | 399 | |
3 | Sealed Air Corp. | 5.000% | 4/15/29 | 335 | 326 | |
3 | Sealed Air Corp. | 6.875% | 7/15/33 | 55 | 58 | |
3 | Sealed Air Corp./Sealed Air Corp US | 7.250% | 2/15/31 | 290 | 308 | |
Silgan Holdings Inc. | 4.125% | 2/1/28 | 620 | 592 | ||
4 | Silgan Holdings Inc. | 2.250% | 6/1/28 | 1,320 | 1,338 | |
3 | SNF Group SACA | 3.125% | 3/15/27 | 430 | 392 | |
3 | SNF Group SACA | 3.375% | 3/15/30 | 160 | 137 | |
3 | Standard Industries Inc. | 5.000% | 2/15/27 | 425 | 414 | |
3 | Standard Industries Inc. | 4.750% | 1/15/28 | 1,310 | 1,262 | |
3 | Standard Industries Inc. | 4.375% | 7/15/30 | 1,594 | 1,463 | |
3 | Standard Industries Inc. | 3.375% | 1/15/31 | 2,105 | 1,808 | |
3 | Summit Materials LLC / Summit Materials Finance Corp | 7.250% | 1/15/31 | 170 | 179 | |
4 | Trivium Packaging Finance BV | 3.750% | 8/15/26 | 1,000 | 1,068 | |
3,4 | Trivium Packaging Finance BV | 3.750% | 8/15/26 | 480 | 512 | |
3 | Trivium Packaging Finance BV | 5.500% | 8/15/26 | 1,155 | 1,136 | |
3 | Trivium Packaging Finance BV | 8.500% | 8/15/27 | 300 | 295 | |
3 | Tronox Inc. | 4.625% | 3/15/29 | 1,365 | 1,208 | |
3 | Windsor Holdings III LLC | 8.500% | 6/15/30 | 900 | 944 | |
3 | WR Grace Holdings LLC | 5.625% | 8/15/29 | 490 | 433 | |
3 | WR Grace Holdings LLC | 7.375% | 3/1/31 | 400 | 400 | |
67,741 | ||||||
Real Estate (1.4%) | ||||||
3 | Cushman & Wakefield US Borrower LLC | 8.875% | 9/1/31 | 680 | 719 | |
3 | Greystar Real Estate Partners LLC | 7.750% | 9/1/30 | 265 | 280 | |
3 | Iron Mountain Inc. | 4.875% | 9/15/27 | 1,070 | 1,043 | |
3 | Iron Mountain Inc. | 5.250% | 3/15/28 | 15 | 15 | |
3 | Iron Mountain Inc. | 5.000% | 7/15/28 | 130 | 125 | |
3 | Iron Mountain Inc. | 7.000% | 2/15/29 | 1,080 | 1,114 | |
3 | Iron Mountain Inc. | 4.875% | 9/15/29 | 1,759 | 1,661 | |
3 | Iron Mountain Inc. | 5.250% | 7/15/30 | 1,010 | 961 | |
3 | Iron Mountain Inc. | 4.500% | 2/15/31 | 303 | 275 | |
3 | Iron Mountain Inc. | 5.625% | 7/15/32 | 265 | 251 | |
3 | Iron Mountain Information Management Services Inc. | 5.000% | 7/15/32 | 13 | 12 | |
MPT Operating Partnership LP / MPT Finance Corp. | 4.625% | 8/1/29 | 865 | 627 | ||
MPT Operating Partnership LP / MPT Finance Corp. | 3.500% | 3/15/31 | 460 | 288 | ||
SBA Communications Corp. | 3.875% | 2/15/27 | 385 | 370 | ||
SBA Communications Corp. | 3.125% | 2/1/29 | 450 | 405 | ||
3 | VICI Properties LP / VICI Note Co. Inc. | 5.625% | 5/1/24 | 50 | 50 | |
3 | VICI Properties LP / VICI Note Co. Inc. | 4.250% | 12/1/26 | 1,615 | 1,554 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | VICI Properties LP / VICI Note Co. Inc. | 3.750% | 2/15/27 | 283 | 267 | |
3 | VICI Properties LP / VICI Note Co. Inc. | 4.625% | 12/1/29 | 495 | 467 | |
10,484 | ||||||
Technology (6.8%) | ||||||
3 | AthenaHealth Group Inc. | 6.500% | 2/15/30 | 2,568 | 2,330 | |
3 | Black Knight InfoServ LLC | 3.625% | 9/1/28 | 1,569 | 1,494 | |
Block Inc. | 2.750% | 6/1/26 | 1,250 | 1,177 | ||
Block Inc. | 3.500% | 6/1/31 | 525 | 466 | ||
CDW LLC / CDW Finance Corp. | 5.500% | 12/1/24 | 62 | 62 | ||
CDW LLC / CDW Finance Corp. | 4.125% | 5/1/25 | 815 | 799 | ||
CDW LLC / CDW Finance Corp. | 4.250% | 4/1/28 | 595 | 571 | ||
3 | Central Parent LLC / CDK Global II LLC/CDK Financing Co. Inc. | 8.000% | 6/15/29 | 440 | 459 | |
3 | Cloud Software Group Inc. | 6.500% | 3/31/29 | 380 | 362 | |
3 | Cloud Software Group Inc. | 9.000% | 9/30/29 | 295 | 280 | |
3 | Coherent Corp. | 5.000% | 12/15/29 | 1,775 | 1,687 | |
3 | CommScope Inc. | 8.250% | 3/1/27 | 40 | 21 | |
3 | CommScope Inc. | 7.125% | 7/1/28 | 700 | 335 | |
3 | CommScope Technologies LLC | 6.000% | 6/15/25 | 185 | 151 | |
3 | CommScope Technologies LLC | 5.000% | 3/15/27 | 120 | 51 | |
3 | Entegris Escrow Corp. | 4.750% | 4/15/29 | 1,120 | 1,079 | |
3 | Entegris Escrow Corp. | 5.950% | 6/15/30 | 560 | 556 | |
3 | Entegris Inc. | 4.375% | 4/15/28 | 1,845 | 1,756 | |
3 | Entegris Inc. | 3.625% | 5/1/29 | 840 | 758 | |
3 | Fair Isaac Corp. | 4.000% | 6/15/28 | 987 | 934 | |
3 | Gartner Inc. | 3.625% | 6/15/29 | 125 | 113 | |
3 | Gartner Inc. | 3.750% | 10/1/30 | 595 | 527 | |
3 | Gen Digital Inc. | 5.000% | 4/15/25 | 3,035 | 3,018 | |
3 | GTCR W-2 Merger Sub LLC | 7.500% | 1/15/31 | 1,675 | 1,777 | |
3 | Imola Merger Corp. | 4.750% | 5/15/29 | 6,655 | 6,316 | |
3 | McAfee Corp. | 7.375% | 2/15/30 | 2,745 | 2,513 | |
3 | MSCI Inc. | 4.000% | 11/15/29 | 880 | 827 | |
3 | MSCI Inc. | 3.625% | 11/1/31 | 10 | 9 | |
3 | NCR Atleos Corp. | 9.500% | 4/1/29 | 1,105 | 1,177 | |
Nokia of America Corp. | 6.500% | 1/15/28 | 1,355 | 1,261 | ||
Nokia of America Corp. | 6.450% | 3/15/29 | 2,612 | 2,564 | ||
Nokia OYJ | 6.625% | 5/15/39 | 420 | 417 | ||
3 | Open Text Corp. | 3.875% | 2/15/28 | 1,878 | 1,742 | |
3 | Open Text Corp. | 3.875% | 12/1/29 | 1,300 | 1,166 | |
3 | Open Text Holdings Inc. | 4.125% | 2/15/30 | 1,825 | 1,655 | |
3 | Open Text Holdings Inc. | 4.125% | 12/1/31 | 840 | 742 | |
3 | Presidio Holdings Inc. | 4.875% | 2/1/27 | 2,437 | 2,383 | |
3 | Presidio Holdings Inc. | 8.250% | 2/1/28 | 450 | 454 | |
3 | PTC Inc. | 3.625% | 2/15/25 | 435 | 425 | |
3 | PTC Inc. | 4.000% | 2/15/28 | 385 | 364 | |
3 | Seagate HDD Cayman | 8.250% | 12/15/29 | 265 | 286 | |
3 | Seagate HDD Cayman | 8.500% | 7/15/31 | 240 | 261 | |
3 | SS&C Technologies Inc. | 5.500% | 9/30/27 | 4,310 | 4,255 | |
Western Digital Corp. | 4.750% | 2/15/26 | 404 | 396 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 95 | 82 | ||
50,058 | ||||||
Utilities (2.3%) | ||||||
AmeriGas Partners LP / AmeriGas Finance Corp. | 5.500% | 5/20/25 | 745 | 735 | ||
AmeriGas Partners LP / AmeriGas Finance Corp. | 5.875% | 8/20/26 | 2,665 | 2,633 | ||
AmeriGas Partners LP / AmeriGas Finance Corp. | 5.750% | 5/20/27 | 225 | 219 | ||
3 | AmeriGas Partners LP / AmeriGas Finance Corp. | 9.375% | 6/1/28 | 1,220 | 1,263 | |
3 | Calpine Corp. | 4.500% | 2/15/28 | 400 | 380 | |
3 | Calpine Corp. | 5.125% | 3/15/28 | 530 | 508 | |
3 | Calpine Corp. | 4.625% | 2/1/29 | 335 | 311 | |
3 | Clearway Energy Operating LLC | 4.750% | 3/15/28 | 571 | 550 | |
3 | Clearway Energy Operating LLC | 3.750% | 2/15/31 | 2,905 | 2,561 | |
3 | Clearway Energy Operating LLC | 3.750% | 1/15/32 | 556 | 483 | |
FirstEnergy Corp. | 4.150% | 7/15/27 | 35 | 34 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | NextEra Energy Operating Partners LP | 4.250% | 7/15/24 | 1,093 | 1,083 | |
3 | NextEra Energy Operating Partners LP | 4.250% | 9/15/24 | 103 | 100 | |
3 | NextEra Energy Operating Partners LP | 3.875% | 10/15/26 | 2,030 | 1,936 | |
3 | NextEra Energy Operating Partners LP | 4.500% | 9/15/27 | 650 | 626 | |
3 | NextEra Energy Operating Partners LP | 7.250% | 1/15/29 | 1,035 | 1,084 | |
3 | Suburban Propane Partners LP / Suburban Energy Finance Corp. | 5.000% | 6/1/31 | 415 | 380 | |
TransAlta Corp. | 7.750% | 11/15/29 | 75 | 80 | ||
3 | Vistra Operations Co. LLC | 5.625% | 2/15/27 | 305 | 302 | |
3 | Vistra Operations Co. LLC | 4.375% | 5/1/29 | 850 | 788 | |
3 | Vistra Operations Co. LLC | 7.750% | 10/15/31 | 885 | 919 | |
16,975 | ||||||
Total Corporate Bonds (Cost $658,598) | 646,244 | |||||
Floating Rate Loan Interests (2.7%) | ||||||
8 | American Airlines Inc. Term Loan, TSFR3M + 4.750% | 10.427% | 4/20/28 | 1,189 | 1,221 | |
8 | Arsenal AIC Parent LLC Term Loan, TSFR1M + 4.500% | 9.856% | 8/18/30 | 259 | 260 | |
8 | Asurion LLC Term Loan B-11, TSFR1M + 4.250% | 9.706% | 8/19/28 | 279 | 277 | |
8 | Athenahealth Group Inc. Term Loan B, TSFR1M + 3.250% | 8.606% | 2/15/29 | 561 | 558 | |
8 | Belron Finance US LLC Term Loan, TSFR3M + 2.500% | 7.995% | 4/18/29 | 149 | 149 | |
8 | Brown Group Holding LLC Term Loan B, TSFR1M + 2.750% | 8.206% | 6/7/28 | 491 | 491 | |
8 | Chemours Co. Term Loan B, TSFR1M + 2.500% | 7.856% | 8/18/28 | 553 | 551 | |
8 | Clarios Global LP Incremental Term Loan, TSFR1M + 3.750% | 9.106% | 5/6/30 | 849 | 849 | |
8 | Cloud Software Group Inc. Term Loan B, TSFR3M + 4.500% | 9.990% | 3/30/29 | 1,168 | 1,141 | |
8 | CommScope Inc. Term Loan B, TSFR1M + 3.250% | 8.720% | 4/6/26 | 352 | 314 | |
8 | Cushman & Wakefield US Borrower LLC Term Loan B, TSFR1M + 4.000% | 9.356% | 1/31/30 | 420 | 419 | |
8 | DirecTV Financing LLC Term Loan, TSFR3M + 5.000% | 10.650% | 8/2/27 | 134 | 134 | |
8 | Dun & Bradstreet Corp. Term Loan B, TSFR1M + 2.750% | 8.205% | 2/6/26 | 1,654 | 1,657 | |
8 | First Student Bidco Inc. Term Loan B, TSFR3M + 3.000% | 8.360% | 7/21/28 | 648 | 643 | |
8 | First Student Bidco Inc. Term Loan C, TSFR3M + 3.000% | 8.360% | 7/21/28 | 206 | 205 | |
8,9 | GTCR W Merger Sub LLC | —% | 9/20/30 | 545 | 547 | |
8 | HUB International Ltd. Term Loan B, TSFR3M + 4.250% | 9.662% | 6/20/30 | 936 | 941 | |
8 | IRB Holding Corp. Term Loan B, TSFR1M + 3.000% | 8.456% | 12/15/27 | 1,380 | 1,380 | |
8 | McAfee LLC Term Loan B, TSFR1M + 3.750% | 9.193% | 3/1/29 | 839 | 833 | |
8 | Medline Borrower LP Term Loan B, TSFR1M + 3.000% | 8.470% | 10/23/28 | 1,771 | 1,776 | |
8 | Mileage Plus Holdings LLC Term Loan B, TSFR3M + 5.250% | 10.770% | 6/21/27 | 847 | 875 | |
8 | NCR Atleos LLC Term Loan B, TSFR1M + 4.750% | 10.206% | 3/27/29 | 400 | 398 | |
8 | NorthRiver Midstream Finance LP Term Loan B, TSFR3M + 3.000% | 8.395% | 8/16/30 | 708 | 709 | |
8 | Peraton Corp. Term Loan B, TSFR1M + 3.750% | 9.206% | 2/1/28 | 386 | 387 | |
8 | SBA Senior Finance II LLC Term Loan B, TSFR1M + 1.750% | 7.210% | 4/11/25 | 567 | 568 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | SkyMiles IP Ltd. Term Loan B, TSFR3M + 3.750% | 9.166% | 10/20/27 | 962 | 984 | |
8 | SS&C Technologies Inc. Term Loan B-5, TSFR1M + 1.750% | 7.220% | 4/16/25 | 926 | 926 | |
8 | Star Parent Inc. Term Loan B, TSFR3M + 4.000% | 9.348% | 9/27/30 | 165 | 164 | |
8 | Trans Union LLC Term Loan B-6, TSFR1M + 2.250% | 7.606% | 12/1/28 | 233 | 233 | |
8 | TransDigm Inc. Term Loan I, TSFR3M + 3.250% | 8.598% | 8/24/28 | 170 | 171 | |
Total Floating Rate Loan Interests (Cost $19,587) | 19,761 | |||||
Shares | ||||||
Temporary Cash Investments (3.0%) | ||||||
Money Market Fund (0.7%) | ||||||
10 | Vanguard Market Liquidity Fund | 5.435% | 52,021 | 5,201 | ||
Maturity Date | Face Amount ($000) | |||||
Repurchase Agreement (1.6%) | ||||||
Bank of America Securities LLC (Dated 12/29/23, Repurchase Value $11,407,000, collateralized by Fannie Mae 2.000%–6.500%, 8/1/30–10/1/53, Freddie Mac 2.500%–4.500%, 8/1/47–3/1/53, and Ginnie Mae 4.000%–8.500%, 11/20/24–12/20/53, with a value of $11,628,000) | 5.340% | 1/2/24 | 11,400 | 11,400 | ||
U.S. Government and Agency Obligations (0.7%) | ||||||
United States Treasury Bill | 5.435% | 1/11/24 | 4,550 | 4,544 | ||
United States Treasury Bill | 5.367% | 10/31/24 | 1,000 | 961 | ||
5,505 | ||||||
Total Temporary Cash Investments (Cost $22,102) | 22,106 | |||||
Total Investments (98.9%) (Cost $738,360) | 726,509 | |||||
Other Assets and Liabilities—Net (1.1%) | 8,382 | |||||
Net Assets (100%) | 734,891 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $2,133,000 have been segregated as initial margin for open centrally cleared swap contracts. |
2 | Securities with a value of $162,000 have been segregated as initial margin for open futures contracts. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2023, the aggregate value was $504,197,000, representing 68.6% of net assets. |
4 | Face amount denominated in euro. |
5 | Face amount denominated in Canadian dollars. |
6 | Face amount denominated in British pounds. |
7 | 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. |
8 | 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. |
9 | Represents an unsettled loan as of December 31, 2023. The coupon rate is not known until the settlement date. |
10 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
DAC—Designated Activity Company. | |
TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. | |
TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
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 | March 2024 | 28 | 5,766 | 51 |
5-Year U.S. Treasury Note | March 2024 | 29 | 3,154 | 40 |
10-Year U.S. Treasury Note | March 2024 | 10 | 1,129 | 25 |
Ultra 10-Year U.S. Treasury Note | March 2024 | 21 | 2,478 | 88 |
Ultra Long U.S. Treasury Bond | March 2024 | 3 | 401 | 23 |
227 | ||||
Short Futures Contracts | ||||
10-Year U.S. Treasury Note | March 2024 | (69) | (7,789) | (279) |
Long U.S. Treasury Bond | March 2024 | (1) | (125) | — |
Ultra Long U.S. Treasury Bond | March 2024 | (3) | (401) | (39) |
(318) | ||||
(91) |
Forward Currency Contracts | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Barclays Bank plc | 1/31/24 | USD | 2,214 | CAD | 2,951 | — | (14) | |
Barclays Bank plc | 1/31/24 | USD | 20,767 | EUR | 18,944 | — | (173) | |
UBS AG | 1/31/24 | USD | 1,235 | EUR | 1,126 | — | (10) | |
Barclays Bank plc | 1/31/24 | USD | 1,380 | GBP | 1,087 | — | (6) | |
— | (203) |
CAD—Canadian dollar. |
EUR—euro. |
GBP—British pound. |
USD—U.S. dollar. |
Centrally Cleared Credit Default Swaps | ||||||
Reference Entity | Termination Date | Notional Amount (000) | Periodic Premium Received (Paid)1 (%) | Value ($000) | Unrealized Appreciation (Depreciation) ($000) | |
Credit Protection Sold | ||||||
CDX-NA-HY-S41-V2 | 12/20/28 | USD | 26,630 | 5.000 | 1,598 | 1,396 |
1 Periodic premium received/paid quarterly. |
USD—U.S. dollar. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $733,158) | 721,308 |
Affiliated Issuers (Cost $5,202) | 5,201 |
Total Investments in Securities | 726,509 |
Investment in Vanguard | 24 |
Foreign Currency, at Value (Cost $247) | 247 |
Receivables for Investment Securities Sold | 78 |
Receivables for Accrued Income | 10,417 |
Receivables for Capital Shares Issued | 301 |
Variation Margin Receivable—Futures Contracts | 5 |
Total Assets | 737,581 |
Liabilities | |
Due to Custodian | 42 |
Payables for Investment Securities Purchased | 893 |
Payables to Investment Advisor | 68 |
Payables for Capital Shares Redeemed | 1,297 |
Payables to Vanguard | 63 |
Unrealized Depreciation—Forward Currency Contracts | 203 |
Variation Margin Payable—Centrally Cleared Swap Contracts | 124 |
Total Liabilities | 2,690 |
Net Assets | 734,891 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 750,818 |
Total Distributable Earnings (Loss) | (15,927) |
Net Assets | 734,891 |
Net Assets | |
Applicable to 99,637,620 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 734,891 |
Net Asset Value Per Share | $7.38 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 40,589 |
Total Income | 40,589 |
Expenses | |
Investment Advisory Fees—Note B | 289 |
The Vanguard Group—Note C | |
Management and Administrative | 1,206 |
Marketing and Distribution | 44 |
Custodian Fees | 17 |
Auditing Fees | 33 |
Shareholders’ Reports | 36 |
Trustees’ Fees and Expenses | — |
Other Expenses | 13 |
Total Expenses | 1,638 |
Expenses Paid Indirectly | (7) |
Net Expenses | 1,631 |
Net Investment Income | 38,958 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | (16,171) |
Futures Contracts | (198) |
Swap Contracts | 2,141 |
Forward Currency Contracts | (311) |
Foreign Currencies | 22 |
Realized Net Gain (Loss) | (14,517) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 50,397 |
Floating Rate Loan Commitments | 10 |
Futures Contracts | (85) |
Swap Contracts | 689 |
Forward Currency Contracts | (84) |
Foreign Currencies | (6) |
Change in Unrealized Appreciation (Depreciation) | 50,921 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 75,362 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $307,000, less than $1,000, less than $1,000, and ($1,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 38,958 | 32,119 |
Realized Net Gain (Loss) | (14,517) | (17,182) |
Change in Unrealized Appreciation (Depreciation) | 50,921 | (85,796) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 75,362 | (70,859) |
Distributions | ||
Total Distributions | (32,915) | (33,997) |
Capital Share Transactions | ||
Issued | 160,761 | 105,586 |
Issued in Lieu of Cash Distributions | 32,915 | 33,997 |
Redeemed | (128,755) | (185,909) |
Net Increase (Decrease) from Capital Share Transactions | 64,921 | (46,326) |
Total Increase (Decrease) | 107,368 | (151,182) |
Net Assets | ||
Beginning of Period | 627,523 | 778,705 |
End of Period | 734,891 | 627,523 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $6.96 | $8.06 | $8.12 | $8.19 | $7.53 |
Investment Operations | |||||
Net Investment Income1 | .398 | .345 | .337 | .353 | .410 |
Net Realized and Unrealized Gain (Loss) on Investments | .378 | (1.074) | (.053) | .021 | .731 |
Total from Investment Operations | .776 | (.729) | .284 | .374 | 1.141 |
Distributions | |||||
Dividends from Net Investment Income | (.356) | (.371) | (.344) | (.444) | (.481) |
Distributions from Realized Capital Gains | — | — | — | — | — |
Total Distributions | (.356) | (.371) | (.344) | (.444) | (.481) |
Net Asset Value, End of Period | $7.38 | $6.96 | $8.06 | $8.12 | $8.19 |
Total Return | 11.66% | -9.23% | 3.68% | 5.67% | 15.67% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $735 | $628 | $779 | $831 | $783 |
Ratio of Total Expenses to Average Net Assets | 0.24%2 | 0.25%2 | 0.26% | 0.26% | 0.26% |
Ratio of Net Investment Income to Average Net Assets | 5.71% | 4.82% | 4.22% | 4.57% | 5.21% |
Portfolio Turnover Rate | 43% | 34% | 30% | 41% | 27% |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.24% and 0.25%, respectively. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | Wellington Management Company llp provides investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
D. | The portfolio’s custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2023, custodian fee offset arrangements reduced the portfolio’s expenses by $7,000 (an annual rate of less than 0.01% of average net assets). |
E. | Various inputs may be used to determine the value of the portfolio’s investments, other financial instruments, 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 | — | 38,398 | — | 38,398 |
Corporate Bonds | — | 646,244 | — | 646,244 |
Floating Rate Loan Interests | — | 19,761 | — | 19,761 |
Temporary Cash Investments | 5,201 | 16,905 | — | 22,106 |
Total | 5,201 | 721,308 | — | 726,509 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 227 | — | — | 227 |
Swap Contracts | 1,3961 | — | — | 1,396 |
Total | 1,623 | — | — | 1,623 |
Liabilities | ||||
Futures Contracts1 | 318 | — | — | 318 |
Forward Currency Contracts | — | 203 | — | 203 |
Total | 318 | 203 | — | 521 |
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. |
F. | At December 31, 2023, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Unrealized Appreciation—Futures Contracts1 | 227 | — | — | 227 |
Unrealized Appreciation—Centrally Cleared Swap Contracts1 | — | — | 1,396 | 1,396 |
Total Assets | 227 | — | 1,396 | 1,623 |
Unrealized Depreciation—Futures Contracts1 | 318 | — | — | 318 |
Unrealized Depreciation—Forward Currency Contracts | — | 203 | — | 203 |
Liabilities | 318 | 203 | — | 521 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Futures Contracts | (198) | — | — | (198) |
Swap Contracts | — | — | 2,141 | 2,141 |
Forward Currency Contracts | — | (311) | — | (311) |
Realized Net Gain (Loss) on Derivatives | (198) | (311) | 2,141 | 1,632 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | ||||
Futures Contracts | (85) | — | — | (85) |
Swap Contracts | — | — | 689 | 689 |
Forward Currency Contracts | — | (84) | — | (84) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | (85) | (84) | 689 | 520 |
G. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable foreign currency transactions, swap agreements, and amortization were reclassified between the individual components of total distributable earnings (loss). |
Amount ($000) | |
Undistributed Ordinary Income | 39,235 |
Undistributed Long-Term Gains | — |
Net Unrealized Gains (Losses) | (10,863) |
Capital Loss Carryforwards | (44,299) |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | (15,927) |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 32,915 | 33,997 |
Long-Term Capital Gains | — | — |
Total | 32,915 | 33,997 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 738,723 |
Gross Unrealized Appreciation | 15,540 |
Gross Unrealized Depreciation | (26,403) |
Net Unrealized Appreciation (Depreciation) | (10,863) |
H. | During the year ended December 31, 2023, the portfolio purchased $248,519,000 of investment securities and sold $178,422,000 of investment securities, other than U.S. government securities and temporary cash investments. Purchases and sales of U.S. government securities were $109,230,000 and $96,756,000, respectively. |
I. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 23,038 | 14,561 |
Issued in Lieu of Cash Distributions | 4,905 | 4,683 |
Redeemed | (18,518) | (25,684) |
Net Increase (Decrease) in Shares Outstanding | 9,425 | (6,440) |
J. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
K. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
International Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisors' Report | 2 |
About Your Portfolio’s Expenses | 4 |
Performance Summary | 5 |
Financial Statements | 7 |
Trustees Approve Advisory Arrangements | 19 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The International Portfolio returned 14.65%, lagging the 15.62% return of the MSCI All Country World Index ex USA. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | In the portfolio, the strongest contributors were information technology, communication services, and consumer discretionary stocks, due primarily to stock selection. The detractors were health care and materials, also primarily due to stock selection. |
• | For the decade ended December 31, 2023, the portfolio posted an annualized return of 6.80%, substantially more than the 3.83% annualized return of its benchmark. |
• | Please note that the portfolio's returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
Portfolio Assets Managed | |||
Investment Advisor | % | $ Million | Investment Strategy |
Baillie Gifford Overseas Ltd. | 63 | 1,895 | Uses a bottom-up, stock-driven approach to select stocks that it believes have above-average growth rates and trade at reasonable prices. |
Schroder Investment Management North America Inc. | 34 | 1,042 | Uses fundamental research to identify high-quality companies in developed and emerging markets that it believes have above-average growth potential. |
Cash Investments | 3 | 82 | These short-term reserves are invested by Vanguard in equity index products to simulate investment in stocks. Each advisor also may maintain a modest cash position. |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
International Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,012.40 | $1.57 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.64 | 1.58 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
International Portfolio | 14.65% | 10.28% | 6.80% | $19,314 | |
MSCI All Country World Index ex USA | 15.62 | 7.08 | 3.83 | 14,561 |
United States | 14.9% |
Netherlands | 9.3 |
China | 9.0 |
United Kingdom | 8.9 |
Japan | 7.4 |
France | 6.6 |
Sweden | 6.0 |
Germany | 5.7 |
Denmark | 5.1 |
Switzerland | 3.4 |
Taiwan | 3.3 |
Belgium | 3.1 |
Italy | 2.7 |
Hong Kong | 2.4 |
South Korea | 2.3 |
India | 1.9 |
Brazil | 1.7 |
Canada | 1.3 |
Israel | 1.1 |
Australia | 1.0 |
Other | 2.9 |
Shares | Market Value• ($000) | ||
Common Stocks (95.5%) | |||
Australia (0.9%) | |||
WiseTech Global Ltd. | 561,705 | 28,790 | |
Austria (0.5%) | |||
Erste Group Bank AG | 342,289 | 13,864 | |
Belgium (3.0%) | |||
* | Argenx SE | 155,386 | 59,104 |
Umicore SA | 774,424 | 21,302 | |
UCB SA | 113,324 | 9,879 | |
90,285 | |||
Brazil (1.6%) | |||
* | NU Holdings Ltd. Class A | 3,300,182 | 27,490 |
B3 SA - Brasil Bolsa Balcao | 3,857,034 | 11,540 | |
Raia Drogasil SA | 1,535,567 | 9,296 | |
48,326 | |||
Canada (1.3%) | |||
Toronto-Dominion Bank | 242,385 | 15,662 | |
Canadian National Railway Co. | 101,889 | 12,807 | |
* | Shopify Inc. Class A (XTSE) | 122,038 | 9,507 |
37,976 | |||
China (8.7%) | |||
Tencent Holdings Ltd. | 1,946,300 | 73,482 | |
* | PDD Holdings Inc. ADR | 414,240 | 60,607 |
*,1 | Meituan Class B | 2,988,592 | 31,377 |
*,2 | NIO Inc. ADR | 2,400,534 | 21,773 |
*,1 | Wuxi Biologics Cayman Inc. | 4,103,500 | 15,521 |
Alibaba Group Holding Ltd. | 1,509,916 | 14,544 | |
* | Baidu Inc. ADR | 118,779 | 14,145 |
Shenzhen Inovance Technology Co. Ltd. Class A | 1,016,521 | 9,054 | |
* | Contemporary Amperex Technology Co. Ltd. Class A | 281,100 | 6,471 |
* | BYD Co. Ltd. Class H | 191,000 | 5,269 |
* | Full Truck Alliance Co. Ltd. ADR | 740,642 | 5,192 |
1 | Ganfeng Lithium Group Co. Ltd. Class H | 1,168,600 | 4,415 |
261,850 | |||
Denmark (5.0%) | |||
* | Vestas Wind Systems A/S | 2,098,556 | 66,402 |
* | Genmab A/S | 150,844 | 48,097 |
* | Novo Nordisk A/S Class B | 214,135 | 22,191 |
* | Ambu A/S Class B | 834,821 | 13,006 |
149,696 |
Shares | Market Value• ($000) | ||
France (6.4%) | |||
L'Oreal SA (XPAR) | 91,012 | 45,370 | |
Kering SA | 89,406 | 39,598 | |
Schneider Electric SE | 172,967 | 34,819 | |
Sanofi SA | 204,464 | 20,318 | |
TotalEnergies SE | 194,992 | 13,259 | |
EssilorLuxottica SA | 58,618 | 11,771 | |
* | SOITEC | 60,821 | 10,884 |
Carrefour SA | 486,938 | 8,918 | |
Legrand SA | 80,302 | 8,362 | |
193,299 | |||
Germany (4.3%) | |||
SAP SE | 188,466 | 29,009 | |
Bayerische Motoren Werke AG (XETR) | 175,450 | 19,523 | |
Infineon Technologies AG | 444,483 | 18,563 | |
*,1 | Zalando SE | 757,082 | 17,923 |
*,1 | Delivery Hero SE | 598,056 | 16,460 |
Siemens AG (Registered) | 83,962 | 15,752 | |
* | HelloFresh SE | 616,033 | 9,713 |
*,2 | Jumia Technologies AG ADR | 477,446 | 1,685 |
128,628 | |||
Hong Kong (2.3%) | |||
AIA Group Ltd. | 6,214,800 | 54,087 | |
Hong Kong Exchanges & Clearing Ltd. | 252,560 | 8,663 | |
BOC Hong Kong Holdings Ltd. | 2,995,500 | 8,137 | |
70,887 | |||
India (1.9%) | |||
HDFC Bank Ltd. | 2,356,715 | 48,256 | |
Larsen & Toubro Ltd. | 164,419 | 6,963 | |
*,3,4 | ANI Technologies Private Ltd. PP (Acquired 12/1/15, Cost $5,969) | 19,170 | 1,533 |
56,752 | |||
Indonesia (0.4%) | |||
Bank Central Asia Tbk PT | 18,953,300 | 11,575 | |
Israel (1.0%) | |||
* | Wix.com Ltd. | 257,526 | 31,681 |
Italy (2.6%) | |||
Ferrari NV | 157,290 | 53,102 | |
FinecoBank Banca Fineco SpA | 872,698 | 13,129 | |
Prysmian SpA | 259,295 | 11,820 | |
78,051 | |||
Japan (7.1%) | |||
SMC Corp. | 56,000 | 29,956 | |
Nidec Corp. | 637,100 | 25,680 | |
Mitsubishi UFJ Financial Group Inc. | 2,813,700 | 24,148 | |
M3 Inc. | 1,417,800 | 23,397 | |
Sony Group Corp. | 204,700 | 19,371 |
Shares | Market Value• ($000) | ||
KDDI Corp. | 493,200 | 15,644 | |
Bridgestone Corp. | 340,600 | 14,067 | |
Recruit Holdings Co. Ltd. | 255,300 | 10,674 | |
Terumo Corp. | 259,800 | 8,496 | |
Kubota Corp. | 509,200 | 7,642 | |
Murata Manufacturing Co. Ltd. | 343,400 | 7,257 | |
FUJIFILM Holdings Corp. | 110,200 | 6,604 | |
SBI Holdings Inc. | 293,000 | 6,576 | |
Sekisui Chemical Co. Ltd. | 439,100 | 6,316 | |
Daikin Industries Ltd. | 26,500 | 4,299 | |
MISUMI Group Inc. | 177,100 | 2,990 | |
Shimano Inc. | 18,600 | 2,865 | |
215,982 | |||
Netherlands (9.0%) | |||
ASML Holding NV | 189,482 | 143,038 | |
*,1 | Adyen NV | 63,916 | 82,512 |
EXOR NV | 467,496 | 46,795 | |
272,345 | |||
Norway (0.7%) | |||
*,1 | AutoStore Holdings Ltd. | 5,309,709 | 10,432 |
DNB Bank ASA | 476,774 | 10,137 | |
20,569 | |||
Singapore (0.4%) | |||
* | Sea Ltd. ADR | 297,966 | 12,068 |
South Korea (2.2%) | |||
Samsung Electronics Co. Ltd. (XKRX) | 545,771 | 33,126 | |
* | Coupang Inc. | 1,449,769 | 23,472 |
Samsung SDI Co. Ltd. (XKRX) | 26,778 | 9,750 | |
66,348 | |||
Spain (0.9%) | |||
Banco Bilbao Vizcaya Argentaria SA | 1,737,486 | 15,836 | |
Iberdrola SA (XMAD) | 869,735 | 11,408 | |
27,244 | |||
Sweden (5.8%) | |||
* | Spotify Technology SA | 473,276 | 88,933 |
Atlas Copco AB Class A | 3,762,912 | 64,839 | |
* | Kinnevik AB Class B | 940,952 | 10,114 |
Svenska Handelsbanken AB Class A | 821,898 | 8,932 | |
Nibe Industrier AB Class B | 430,917 | 3,026 | |
175,844 | |||
Switzerland (3.3%) | |||
Roche Holding AG | 81,225 | 23,611 | |
1 | VAT Group AG | 40,725 | 20,454 |
Temenos AG (Registered) | 137,690 | 12,831 |
Shares | Market Value• ($000) | ||
Cie Financiere Richemont SA Class A (Registered) | 83,025 | 11,468 | |
Alcon Inc. | 145,043 | 11,348 | |
Lonza Group AG (Registered) | 23,575 | 9,939 | |
Chocoladefabriken Lindt & Spruengli AG Ptg. Ctf. | 797 | 9,567 | |
99,218 | |||
Taiwan (3.2%) | |||
Taiwan Semiconductor Manufacturing Co. Ltd. (XTAI) | 5,050,000 | 96,816 | |
United Kingdom (8.6%) | |||
Shell plc | 1,163,327 | 38,277 | |
*,3,4 | The Brandtech Group LLC PP (Acquired 9/23/15, Cost $5,200) | 3,903,901 | 29,865 |
* | Ocado Group plc | 2,924,862 | 28,254 |
* | Wise plc Class A | 2,330,587 | 25,920 |
AstraZeneca plc | 145,643 | 19,646 | |
Rio Tinto plc | 239,993 | 17,851 | |
Unilever plc (XLON) | 358,007 | 17,331 | |
Reckitt Benckiser Group plc | 201,428 | 13,899 | |
RELX plc | 348,202 | 13,815 | |
GSK plc | 604,164 | 11,158 | |
Diageo plc | 275,461 | 9,998 | |
Bunzl plc | 238,636 | 9,697 | |
National Grid plc | 702,602 | 9,465 | |
Burberry Group plc | 436,558 | 7,874 | |
Whitbread plc | 151,826 | 7,069 | |
260,119 | |||
United States (14.4%) | |||
* | MercadoLibre Inc. | 94,614 | 148,690 |
* | Moderna Inc. | 582,262 | 57,906 |
NVIDIA Corp. | 110,057 | 54,502 | |
* | Tesla Inc. | 164,897 | 40,974 |
* | Elastic NV | 312,362 | 35,203 |
* | Illumina Inc. | 191,338 | 26,642 |
* | Booking Holdings Inc. | 4,130 | 14,650 |
* | Atlassian Corp. Ltd. Class A | 59,697 | 14,199 |
* | Mobileye Global Inc. Class A | 324,695 | 14,066 |
* | Lululemon Athletica Inc. | 26,608 | 13,604 |
Shares | Market Value• ($000) | ||
*,2 | ARM Holdings plc ADR | 128,938 | 9,689 |
* | SolarEdge Technologies Inc. | 62,456 | 5,846 |
435,971 | |||
Total Common Stocks (Cost $2,630,801) | 2,884,184 | ||
Preferred Stocks (1.3%) | |||
Sartorius AG Preference Shares | 85,718 | 31,477 | |
1,2 | Dr. Ing Hc F Porsche AG Preference Shares | 65,815 | 5,797 |
Total Preferred Stocks (Cost $54,925) | 37,274 | ||
Temporary Cash Investments (3.7%) | |||
Money Market Fund (3.7%) | |||
5,6 | Vanguard Market Liquidity Fund, 5.435% (Cost $113,268) | 1,132,789 | 113,256 |
Total Investments (100.5%) (Cost $2,798,994) | 3,034,714 | ||
Other Assets and Liabilities—Net (-0.5%) | (15,637) | ||
Net Assets (100%) | 3,019,077 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2023, the aggregate value was $204,891,000, representing 6.8% of net assets. |
2 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $17,530,000. |
3 | Restricted securities totaling $31,398,000, representing 1.0% of net assets. |
4 | Security value determined using significant unobservable inputs. |
5 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
6 | Collateral of $18,949,000 was received for securities on loan, of which $17,863,000 is held in Vanguard Market Liquidity Fund and $1,086,000 is held in cash. |
ADR—American Depositary Receipt. | |
PP—Private Placement. | |
Ptg. Ctf.—Participating Certificates. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
MSCI EAFE Index | March 2024 | 532 | 59,914 | 2,209 |
MSCI Emerging Markets Index | March 2024 | 469 | 24,240 | 1,025 |
3,234 |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $2,685,726) | 2,921,458 |
Affiliated Issuers (Cost $113,268) | 113,256 |
Total Investments in Securities | 3,034,714 |
Investment in Vanguard | 96 |
Cash | 2,988 |
Cash Collateral Pledged—Futures Contracts | 2,578 |
Foreign Currency, at Value (Cost $1,714) | 1,430 |
Receivables for Investment Securities Sold | 1,110 |
Receivables for Accrued Income | 7,421 |
Receivables for Capital Shares Issued | 2,150 |
Variation Margin Receivable—Futures Contracts | 58 |
Other Assets | 48 |
Total Assets | 3,052,593 |
Liabilities | |
Payables for Investment Securities Purchased | 3,652 |
Collateral for Securities on Loan | 18,949 |
Payables to Investment Advisor | 805 |
Payables for Capital Shares Redeemed | 7,293 |
Payables to Vanguard | 508 |
Deferred Foreign Capital Gains Taxes | 2,309 |
Total Liabilities | 33,516 |
Net Assets | 3,019,077 |
1 Includes $17,530,000 of securities on loan. | |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 2,663,948 |
Total Distributable Earnings (Loss) | 355,129 |
Net Assets | 3,019,077 |
Net Assets | |
Applicable to 122,893,515 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 3,019,077 |
Net Asset Value Per Share | $24.57 |
Year Ended December 31, 2023 | ||
($000) | ||
Investment Income | ||
Income | ||
Dividends1 | 41,009 | |
Interest2 | 4,415 | |
Securities Lending—Net | 260 | |
Total Income | 45,684 | |
Expenses | ||
Investment Advisory Fees—Note B | ||
Basic Fee | 4,553 | |
Performance Adjustment | (588) | |
The Vanguard Group—Note C | ||
Management and Administrative | 5,228 | |
Marketing and Distribution | 173 | |
Custodian Fees | 161 | |
Auditing Fees | 42 | |
Shareholders’ Reports | 21 | |
Trustees’ Fees and Expenses | 2 | |
Other Expenses | 196 | |
Total Expenses | 9,788 | |
Net Investment Income | 35,896 | |
Realized Net Gain (Loss) | ||
Investment Securities Sold2 | 94,112 | |
Futures Contracts | 2,057 | |
Foreign Currencies | 72 | |
Realized Net Gain (Loss) | 96,241 | |
Change in Unrealized Appreciation (Depreciation) | ||
Investment Securities2,3 | 268,731 | |
Futures Contracts | 5,149 | |
Foreign Currencies | 41 | |
Change in Unrealized Appreciation (Depreciation) | 273,921 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 406,058 |
1 | Dividends are net of foreign withholding taxes of $3,140,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $4,302,000, ($7,000), $1,000, and ($9,000), respectively. Purchases and sales are for temporary cash investment purposes. |
3 | The change in unrealized appreciation (depreciation) is net of the change in deferred foreign capital gains taxes of $723,000. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 35,896 | 32,897 |
Realized Net Gain (Loss) | 96,241 | 104,135 |
Change in Unrealized Appreciation (Depreciation) | 273,921 | (1,396,873) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 406,058 | (1,259,841) |
Distributions | ||
Total Distributions | (145,551) | (657,944) |
Capital Share Transactions | ||
Issued | 239,518 | 372,085 |
Issued in Lieu of Cash Distributions | 145,551 | 657,944 |
Redeemed | (463,843) | (521,400) |
Net Increase (Decrease) from Capital Share Transactions | (78,774) | 508,629 |
Total Increase (Decrease) | 181,733 | (1,409,156) |
Net Assets | ||
Beginning of Period | 2,837,344 | 4,246,500 |
End of Period | 3,019,077 | 2,837,344 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $22.52 | $39.70 | $43.57 | $29.00 | $23.14 |
Investment Operations | |||||
Net Investment Income1 | .287 | .269 | .345 | .158 | .371 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.937 | (11.155) | (1.007) | 15.535 | 6.692 |
Total from Investment Operations | 3.224 | (10.886) | (.662) | 15.693 | 7.063 |
Distributions | |||||
Dividends from Net Investment Income | (.372) | (.398) | (.123) | (.397) | (.378) |
Distributions from Realized Capital Gains | (.802) | (5.896) | (3.085) | (.726) | (.825) |
Total Distributions | (1.174) | (6.294) | (3.208) | (1.123) | (1.203) |
Net Asset Value, End of Period | $24.57 | $22.52 | $39.70 | $43.57 | $29.00 |
Total Return | 14.65% | -30.12% | -1.54% | 57.58% | 31.22% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $3,019 | $2,837 | $4,247 | $5,897 | $4,023 |
Ratio of Total Expenses to Average Net Assets2 | 0.33% | 0.41% | 0.38% | 0.38% | 0.38% |
Ratio of Net Investment Income to Average Net Assets | 1.21% | 1.06% | 0.81% | 0.49% | 1.43% |
Portfolio Turnover Rate | 15% | 17% | 21%3 | 22% | 14% |
1 | Calculated based on average shares outstanding. |
2 | Includes performance-based investment advisory fee increases (decreases) of (0.02%), 0.06%, 0.04%, 0.04%, and 0.04%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | The investment advisory firms Baillie Gifford Overseas Ltd. and Schroder Investment Management North America Inc. each provide investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. The basic fee of Baillie Gifford Overseas Ltd. and Schroder Investment Management North America Inc. is subject to quarterly adjustments based on performance relative to the MSCI All Country World Index ex USA for the preceding three years. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio corporate management, administrative, marketing, distribution and cash management services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the portfolio based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
D. | Various inputs may be used to determine the value of the portfolio’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 | ||||
Common Stocks—North and South America | 501,437 | 20,836 | — | 522,273 |
Common Stocks—Other | 259,556 | 2,070,957 | 31,398 | 2,361,911 |
Preferred Stocks | — | 37,274 | — | 37,274 |
Temporary Cash Investments | 113,256 | — | — | 113,256 |
Total | 874,249 | 2,129,067 | 31,398 | 3,034,714 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 3,234 | — | — | 3,234 |
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 Valued Based on Level 3 Inputs | Investments in Common Stocks ($000) |
Balance as of December 31, 2022 | 31,572 |
Change in Unrealized Appreciation (Depreciation) | (174) |
Balance as of December 31, 2023 | 31,398 |
Security Type | Fair Value at 12/31/2023 ($000) | Valuation Technique | Unobservable Input | Range (Weighted Avg.) |
Common Stocks | 29,865 | Market Comparables1 | EV/LTM Revenue Liquidity Discount | 1.62-7.08 (4.07) 10% |
1,533 | Market Comparables | EV/LTM Revenue Liquidity Discount Index Return | 0.82-10.60 (4.76) 10% 2.9% |
1 | During the period ended December 31, 2023, the valuation technique was changed from a recent transaction multiple to a market comparables approach. This was considered to be a more relevant measure of fair value for this investment. |
E. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable foreign currency transactions and passive foreign investment companies were reclassified between the individual components of total distributable earnings (loss). |
Amount ($000) | |
Undistributed Ordinary Income | 43,140 |
Undistributed Long-Term Gains | 90,606 |
Net Unrealized Gains (Losses) | 221,383 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 355,129 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 46,115 | 54,088 |
Long-Term Capital Gains | 99,436 | 603,856 |
Total | 145,551 | 657,944 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 2,811,040 |
Gross Unrealized Appreciation | 767,774 |
Gross Unrealized Depreciation | (544,100) |
Net Unrealized Appreciation (Depreciation) | 223,674 |
F. | During the year ended December 31, 2023, the portfolio purchased $423,946,000 of investment securities and sold $584,877,000 of investment securities, other than temporary cash investments. |
G. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 10,085 | 14,219 |
Issued in Lieu of Cash Distributions | 6,306 | 24,242 |
Redeemed | (19,480) | (19,430) |
Net Increase (Decrease) in Shares Outstanding | (3,089) | 19,031 |
H. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
I. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered robust returns for the 12 months ended December 31, 2023. The Mid-Cap Index Portfolio returned 15.83%, in line with the 15.98% return of its benchmark, the CRSP US Mid Cap Index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, stocks and bonds rallied worldwide as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The U.S. stock market’s advance was broad-based: Eight of the 11 industry sectors in the portfolio’s target index recorded gains, six by double digits. Technology, industrial, and consumer discretionary stocks accounted for four-fifths of the index’s return. Consumer staples, energy, and utilities recorded slight losses. |
• | For the 10 years ended December 31, 2023, the portfolio returned 9.27%, annualized—on par with the 9.44% return of the index, which incurs no investment or other operational expenses. |
• | Please note the portfolio's returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Mid-Cap Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,065.00 | $0.88 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.35 | 0.87 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Mid-Cap Index Portfolio | 15.83% | 12.56% | 9.27% | $24,270 | |
CRSP US Mid Cap Index | 15.98 | 12.73 | 9.44 | 24,643 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Basic Materials | 3.7% |
Consumer Discretionary | 13.1 |
Consumer Staples | 4.5 |
Energy | 4.9 |
Financials | 12.5 |
Health Care | 9.5 |
Industrials | 19.8 |
Real Estate | 8.3 |
Technology | 14.5 |
Telecommunications | 1.8 |
Utilities | 7.4 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.9%) | ||||||
Basic Materials (3.7%) | ||||||
Nucor Corp. | 90,457 | 15,743 | ||||
Fastenal Co. | 210,263 | 13,619 | ||||
LyondellBasell Industries NV Class A | 95,476 | 9,078 | ||||
Newmont Corp. | 212,031 | 8,776 | ||||
International Flavors & Fragrances Inc. | 93,927 | 7,605 | ||||
Albemarle Corp. | 43,179 | 6,238 | ||||
Celanese Corp. Class A | 40,049 | 6,222 | ||||
Avery Dennison Corp. | 29,634 | 5,991 | ||||
CF Industries Holdings Inc. | 70,298 | 5,589 | ||||
International Paper Co. | 127,317 | 4,603 | ||||
Mosaic Co. | 120,252 | 4,297 | ||||
Steel Dynamics Inc. | 28,281 | 3,340 | ||||
Eastman Chemical Co. | 21,747 | 1,953 | ||||
FMC Corp. | 22,962 | 1,448 | ||||
Westlake Corp. | 5,953 | 833 | ||||
95,335 | ||||||
Consumer Discretionary (13.1%) | ||||||
DR Horton Inc. | 104,183 | 15,834 | ||||
* | Copart Inc. | 317,986 | 15,581 | |||
Lennar Corp. Class A | 89,394 | 13,323 | ||||
* | Trade Desk Inc. Class A | 164,206 | 11,816 | |||
* | Chipotle Mexican Grill Inc. Class A | 5,049 | 11,547 | |||
Dollar General Corp. | 80,757 | 10,979 | ||||
* | Dollar Tree Inc. | 76,903 | 10,924 | |||
* | Royal Caribbean Cruises Ltd. | 80,140 | 10,377 | |||
* | Take-Two Interactive Software Inc. | 62,578 | 10,072 | |||
Delta Air Lines Inc. | 236,762 | 9,525 | ||||
* | Aptiv plc | 104,074 | 9,338 | |||
* | Warner Bros Discovery Inc. | 807,550 | 9,190 | |||
* | Ulta Beauty Inc. | 18,115 | 8,876 | |||
Hilton Worldwide Holdings Inc. | 47,181 | 8,591 | ||||
Tractor Supply Co. | 39,784 | 8,555 | ||||
* | AutoZone Inc. | 3,244 | 8,388 | |||
eBay Inc. | 190,967 | 8,330 | ||||
* | ROBLOX Corp. Class A | 179,415 | 8,203 | |||
PulteGroup Inc. | 79,300 | 8,185 | ||||
* | NVR Inc. | 1,111 | 7,778 | |||
* | Expedia Group Inc. | 49,057 | 7,446 | |||
Darden Restaurants Inc. | 44,272 | 7,274 | ||||
Garmin Ltd. | 56,308 | 7,238 | ||||
Genuine Parts Co. | 51,586 | 7,145 | ||||
* | Carnival Corp. | 370,711 | 6,873 | |||
Electronic Arts Inc. | 49,486 | 6,770 | ||||
* | Rivian Automotive Inc. Class A | 279,590 | 6,559 | |||
Southwest Airlines Co. | 219,336 | 6,335 | ||||
Omnicom Group Inc. | 72,836 | 6,301 | ||||
Best Buy Co. Inc. | 72,076 | 5,642 | ||||
* | Live Nation Entertainment Inc. | 59,329 | 5,553 | |||
Domino's Pizza Inc. | 12,835 | 5,291 | ||||
* | United Airlines Holdings Inc. | 120,215 | 4,960 | |||
LKQ Corp. | 98,457 | 4,705 | ||||
Rollins Inc. | 106,859 | 4,667 | ||||
* | Burlington Stores Inc. | 23,742 | 4,617 | |||
News Corp. Class A | 180,257 | 4,425 | ||||
* | MGM Resorts International | 94,262 | 4,212 | |||
Las Vegas Sands Corp. | 70,323 | 3,461 | ||||
Pool Corp. | 6,766 | 2,698 |
Shares | Market Value• ($000) | |||||
Fox Corp. Class A | 90,288 | 2,679 | ||||
Interpublic Group of Cos. Inc. | 70,546 | 2,303 | ||||
* | CarMax Inc. | 29,112 | 2,234 | |||
Warner Music Group Corp. Class A | 45,737 | 1,637 | ||||
Fox Corp. Class B | 48,435 | 1,339 | ||||
Paramount Global Class B | 88,190 | 1,304 | ||||
Endeavor Group Holdings Inc. Class A | 49,817 | 1,182 | ||||
1 | Sirius XM Holdings Inc. | 212,687 | 1,163 | |||
Lennar Corp. Class B | 6,899 | 925 | ||||
*,1 | Lucid Group Inc. | 169,861 | 715 | |||
* | Chewy Inc. Class A | 18,582 | 439 | |||
News Corp. Class B | 3,475 | 89 | ||||
1 | Paramount Global Class A | 2,790 | 55 | |||
333,648 | ||||||
Consumer Staples (4.5%) | ||||||
Cencora Inc. | 62,377 | 12,811 | ||||
Corteva Inc. | 259,359 | 12,429 | ||||
Kroger Co. | 238,206 | 10,888 | ||||
Church & Dwight Co. Inc. | 90,652 | 8,572 | ||||
Archer-Daniels-Midland Co. | 98,126 | 7,087 | ||||
Walgreens Boots Alliance Inc. | 254,296 | 6,640 | ||||
Brown-Forman Corp. Class B | 114,874 | 6,559 | ||||
Clorox Co. | 45,645 | 6,509 | ||||
McCormick & Co. Inc. (Non-Voting) | 92,462 | 6,326 | ||||
Tyson Foods Inc. Class A | 104,944 | 5,641 | ||||
Kellanova | 100,824 | 5,637 | ||||
Conagra Brands Inc. | 175,856 | 5,040 | ||||
J M Smucker Co. | 37,098 | 4,688 | ||||
Hormel Foods Corp. | 100,540 | 3,228 | ||||
Campbell Soup Co. | 71,194 | 3,078 | ||||
Lamb Weston Holdings Inc. | 26,676 | 2,883 | ||||
Albertsons Cos. Inc. Class A | 116,625 | 2,682 | ||||
Molson Coors Beverage Co. Class B | 33,341 | 2,041 | ||||
Brown-Forman Corp. Class A | 17,920 | 1,068 | ||||
113,807 | ||||||
Energy (4.9%) | ||||||
ONEOK Inc. | 214,344 | 15,051 | ||||
Hess Corp. | 101,714 | 14,663 | ||||
Cheniere Energy Inc. | 83,281 | 14,217 | ||||
Baker Hughes Co. Class A | 370,235 | 12,655 | ||||
Halliburton Co. | 296,376 | 10,714 | ||||
Devon Energy Corp. | 235,736 | 10,679 | ||||
Diamondback Energy Inc. | 65,854 | 10,213 | ||||
Williams Cos. Inc. | 223,796 | 7,795 | ||||
Coterra Energy Inc. | 262,909 | 6,709 | ||||
* | First Solar Inc. | 37,349 | 6,434 | |||
* | Enphase Energy Inc. | 47,733 | 6,307 | |||
Marathon Oil Corp. | 215,315 | 5,202 | ||||
EQT Corp. | 75,692 | 2,926 | ||||
Texas Pacific Land Corp. | 1,133 | 1,782 | ||||
125,347 | ||||||
Financials (12.5%) | ||||||
Arthur J Gallagher & Co. | 79,442 | 17,865 | ||||
MSCI Inc. Class A | 27,647 | 15,639 | ||||
Ameriprise Financial Inc. | 37,236 | 14,143 | ||||
Prudential Financial Inc. | 132,824 | 13,775 | ||||
Apollo Global Management Inc. | 146,169 | 13,622 | ||||
Allstate Corp. | 96,288 | 13,478 | ||||
Discover Financial Services | 92,006 | 10,342 |
Shares | Market Value• ($000) | |||||
* | Coinbase Global Inc. Class A | 56,532 | 9,832 | |||
* | Arch Capital Group Ltd. | 130,440 | 9,688 | |||
Willis Towers Watson plc | 37,995 | 9,164 | ||||
Broadridge Financial Solutions Inc. | 43,290 | 8,907 | ||||
Hartford Financial Services Group Inc. | 110,665 | 8,895 | ||||
T. Rowe Price Group Inc. | 82,223 | 8,855 | ||||
American International Group Inc. | 129,151 | 8,750 | ||||
Fifth Third Bancorp | 250,577 | 8,642 | ||||
Nasdaq Inc. | 148,608 | 8,640 | ||||
M&T Bank Corp. | 61,064 | 8,371 | ||||
State Street Corp. | 107,862 | 8,355 | ||||
Raymond James Financial Inc. | 69,080 | 7,702 | ||||
Ares Management Corp. Class A | 61,457 | 7,309 | ||||
Cboe Global Markets Inc. | 38,842 | 6,936 | ||||
Principal Financial Group Inc. | 87,717 | 6,901 | ||||
Huntington Bancshares Inc. | 532,802 | 6,777 | ||||
FactSet Research Systems Inc. | 13,979 | 6,669 | ||||
Regions Financial Corp. | 342,207 | 6,632 | ||||
* | Markel Group Inc. | 4,620 | 6,560 | |||
LPL Financial Holdings Inc. | 27,825 | 6,334 | ||||
Northern Trust Corp. | 72,367 | 6,106 | ||||
Cincinnati Financial Corp. | 57,727 | 5,972 | ||||
Everest Group Ltd. | 15,965 | 5,645 | ||||
Citizens Financial Group Inc. | 162,952 | 5,400 | ||||
W R Berkley Corp. | 71,160 | 5,032 | ||||
KeyCorp | 344,476 | 4,960 | ||||
Fidelity National Financial Inc. | 95,129 | 4,854 | ||||
Loews Corp. | 65,699 | 4,572 | ||||
Tradeweb Markets Inc. Class A | 42,214 | 3,836 | ||||
Interactive Brokers Group Inc. Class A | 37,411 | 3,101 | ||||
Franklin Resources Inc. | 100,068 | 2,981 | ||||
Brown & Brown Inc. | 41,908 | 2,980 | ||||
Globe Life Inc. | 16,485 | 2,007 | ||||
Corebridge Financial Inc. | 81,627 | 1,768 | ||||
* | Rocket Cos. Inc. Class A | 47,326 | 685 | |||
318,682 | ||||||
Health Care (9.5%) | ||||||
* | Dexcom Inc. | 142,166 | 17,641 | |||
* | IQVIA Holdings Inc. | 67,150 | 15,537 | |||
* | Centene Corp. | 196,561 | 14,587 | |||
GE HealthCare Technologies Inc. | 142,379 | 11,009 | ||||
West Pharmaceutical Services Inc. | 27,224 | 9,586 | ||||
Zimmer Biomet Holdings Inc. | 76,891 | 9,358 | ||||
* | Veeva Systems Inc. Class A | 48,400 | 9,318 | |||
ResMed Inc. | 54,121 | 9,310 | ||||
Cardinal Health Inc. | 90,693 | 9,142 | ||||
* | Alnylam Pharmaceuticals Inc. | 46,175 | 8,838 | |||
* | IDEXX Laboratories Inc. | 15,279 | 8,481 | |||
* | Illumina Inc. | 58,430 | 8,136 | |||
STERIS plc | 36,352 | 7,992 | ||||
* | Molina Healthcare Inc. | 21,452 | 7,751 | |||
* | Align Technology Inc. | 26,771 | 7,335 | |||
Baxter International Inc. | 186,663 | 7,216 | ||||
Laboratory Corp. of America Holdings | 31,241 | 7,101 | ||||
* | Biogen Inc. | 26,658 | 6,898 | |||
Cooper Cos. Inc. | 18,221 | 6,896 | ||||
* | BioMarin Pharmaceutical Inc. | 69,312 | 6,683 | |||
* | Hologic Inc. | 88,304 | 6,309 | |||
* | Moderna Inc. | 63,132 | 6,278 | |||
Quest Diagnostics Inc. | 41,372 | 5,704 | ||||
* | Avantor Inc. | 248,867 | 5,682 | |||
* | Insulet Corp. | 25,692 | 5,575 | |||
Revvity Inc. | 45,402 | 4,963 | ||||
Viatris Inc. | 441,360 | 4,780 | ||||
* | Incyte Corp. | 70,093 | 4,401 | |||
Royalty Pharma plc Class A | 139,138 | 3,908 | ||||
Teleflex Inc. | 8,669 | 2,161 |
Shares | Market Value• ($000) | |||||
* | Henry Schein Inc. | 23,981 | 1,816 | |||
* | Bio-Rad Laboratories Inc. Class A | 3,769 | 1,217 | |||
241,609 | ||||||
Industrials (19.7%) | ||||||
TransDigm Group Inc. | 19,335 | 19,559 | ||||
Cintas Corp. | 31,856 | 19,198 | ||||
PACCAR Inc. | 192,467 | 18,794 | ||||
Carrier Global Corp. | 308,717 | 17,736 | ||||
Old Dominion Freight Line Inc. | 36,135 | 14,647 | ||||
Ferguson plc | 74,903 | 14,462 | ||||
United Rentals Inc. | 24,940 | 14,301 | ||||
AMETEK Inc. | 84,923 | 14,003 | ||||
WW Grainger Inc. | 16,437 | 13,621 | ||||
Otis Worldwide Corp. | 150,594 | 13,474 | ||||
Rockwell Automation Inc. | 42,193 | 13,100 | ||||
Fidelity National Information Services Inc. | 217,989 | 13,095 | ||||
Verisk Analytics Inc. Class A | 53,350 | 12,743 | ||||
Cummins Inc. | 52,155 | 12,495 | ||||
Global Payments Inc. | 95,799 | 12,166 | ||||
Quanta Services Inc. | 53,458 | 11,536 | ||||
Ingersoll Rand Inc. | 148,947 | 11,520 | ||||
Martin Marietta Materials Inc. | 22,741 | 11,346 | ||||
Equifax Inc. | 45,338 | 11,212 | ||||
Vulcan Materials Co. | 48,890 | 11,098 | ||||
DuPont de Nemours Inc. | 142,409 | 10,956 | ||||
* | Keysight Technologies Inc. | 64,244 | 10,221 | |||
Xylem Inc. | 88,706 | 10,144 | ||||
* | Fair Isaac Corp. | 8,639 | 10,056 | |||
* | Mettler-Toledo International Inc. | 7,978 | 9,677 | |||
Fortive Corp. | 129,313 | 9,521 | ||||
Westinghouse Air Brake Technologies Corp. | 65,922 | 8,365 | ||||
Dover Corp. | 51,474 | 7,917 | ||||
* | Teledyne Technologies Inc. | 17,361 | 7,748 | |||
L3Harris Technologies Inc. | 34,870 | 7,344 | ||||
Johnson Controls International plc | 125,155 | 7,214 | ||||
* | Waters Corp. | 21,754 | 7,162 | |||
* | FleetCor Technologies Inc. | 25,235 | 7,132 | |||
Veralto Corp. | 86,099 | 7,082 | ||||
Expeditors International of Washington Inc. | 53,504 | 6,806 | ||||
Ball Corp. | 116,015 | 6,673 | ||||
PPG Industries Inc. | 43,380 | 6,487 | ||||
JB Hunt Transport Services Inc. | 30,364 | 6,065 | ||||
Jacobs Solutions Inc. | 46,372 | 6,019 | ||||
Synchrony Financial | 152,232 | 5,814 | ||||
Textron Inc. | 72,115 | 5,799 | ||||
Snap-on Inc. | 19,420 | 5,609 | ||||
Stanley Black & Decker Inc. | 56,409 | 5,534 | ||||
Masco Corp. | 82,589 | 5,532 | ||||
Packaging Corp. of America | 32,980 | 5,373 | ||||
* | Zebra Technologies Corp. Class A | 18,897 | 5,165 | |||
TransUnion | 71,271 | 4,897 | ||||
* | Trimble Inc. | 91,528 | 4,869 | |||
Howmet Aerospace Inc. | 75,748 | 4,099 | ||||
HEICO Corp. Class A | 27,834 | 3,965 | ||||
Hubbell Inc. Class B | 9,865 | 3,245 | ||||
HEICO Corp. | 14,944 | 2,673 | ||||
Jack Henry & Associates Inc. | 13,413 | 2,192 | ||||
Crown Holdings Inc. | 22,196 | 2,044 | ||||
CH Robinson Worldwide Inc. | 20,356 | 1,759 | ||||
* | BILL Holdings Inc. | 18,663 | 1,523 | |||
*,1 | Symbotic Inc. Class A | 8,981 | 461 | |||
503,248 | ||||||
Real Estate (8.3%) | ||||||
Welltower Inc. | 204,620 | 18,451 | ||||
Realty Income Corp. | 266,380 | 15,295 | ||||
Digital Realty Trust Inc. | 111,434 | 14,997 | ||||
* | CoStar Group Inc. | 150,263 | 13,131 | |||
Extra Space Storage Inc. | 77,741 | 12,464 |
Shares | Market Value• ($000) | |||||
VICI Properties Inc. Class A | 380,667 | 12,136 | ||||
SBA Communications Corp. Class A | 39,698 | 10,071 | ||||
* | CBRE Group Inc. Class A | 106,548 | 9,918 | |||
AvalonBay Communities Inc. | 52,257 | 9,784 | ||||
Weyerhaeuser Co. | 268,614 | 9,340 | ||||
Simon Property Group Inc. | 57,021 | 8,133 | ||||
Equity Residential | 132,740 | 8,118 | ||||
Alexandria Real Estate Equities Inc. | 63,940 | 8,106 | ||||
Invitation Homes Inc. | 225,177 | 7,681 | ||||
Iron Mountain Inc. | 107,440 | 7,519 | ||||
Ventas Inc. | 148,055 | 7,379 | ||||
Sun Communities Inc. | 45,790 | 6,120 | ||||
Essex Property Trust Inc. | 23,617 | 5,856 | ||||
Mid-America Apartment Communities Inc. | 42,937 | 5,773 | ||||
WP Carey Inc. | 80,461 | 5,215 | ||||
UDR Inc. | 121,032 | 4,634 | ||||
Host Hotels & Resorts Inc. | 129,908 | 2,529 | ||||
Regency Centers Corp. | 34,001 | 2,278 | ||||
Healthpeak Properties Inc. | 100,356 | 1,987 | ||||
Camden Property Trust | 19,596 | 1,946 | ||||
* | Zillow Group Inc. Class C | 28,520 | 1,650 | |||
* | Zillow Group Inc. Class A | 7,002 | 397 | |||
210,908 | ||||||
Technology (14.5%) | ||||||
Amphenol Corp. Class A | 220,154 | 21,824 | ||||
Microchip Technology Inc. | 199,087 | 17,954 | ||||
* | Atlassian Corp. Class A | 57,037 | 13,567 | |||
* | ON Semiconductor Corp. | 158,480 | 13,238 | |||
* | Palantir Technologies Inc. Class A | 723,385 | 12,421 | |||
* | Gartner Inc. | 27,248 | 12,292 | |||
* | Datadog Inc. Class A | 100,064 | 12,146 | |||
* | ANSYS Inc. | 31,965 | 11,599 | |||
* | DoorDash Inc. Class A | 115,954 | 11,467 | |||
CDW Corp. | 49,291 | 11,205 | ||||
Monolithic Power Systems Inc. | 16,748 | 10,564 | ||||
* | HubSpot Inc. | 17,593 | 10,213 | |||
* | MongoDB Inc. Class A | 24,939 | 10,196 | |||
HP Inc. | 327,280 | 9,848 | ||||
Marvell Technology Inc. | 158,740 | 9,574 | ||||
* | Splunk Inc. | 62,015 | 9,448 | |||
* | Cloudflare Inc. Class A | 103,432 | 8,612 | |||
Corning Inc. | 282,529 | 8,603 | ||||
Hewlett Packard Enterprise Co. | 472,024 | 8,015 | ||||
* | Pinterest Inc. Class A | 215,748 | 7,991 | |||
* | Zscaler Inc. | 32,491 | 7,199 | |||
* | Fortinet Inc. | 120,086 | 7,029 | |||
Cognizant Technology Solutions Corp. Class A | 92,250 | 6,968 | ||||
NetApp Inc. | 76,828 | 6,773 | ||||
Skyworks Solutions Inc. | 58,862 | 6,617 | ||||
* | VeriSign Inc. | 31,933 | 6,577 | |||
* | Akamai Technologies Inc. | 55,502 | 6,569 | |||
* | Snap Inc. Class A | 384,204 | 6,505 | |||
* | Tyler Technologies Inc. | 15,500 | 6,481 | |||
* | EPAM Systems Inc. | 21,231 | 6,313 | |||
* | Western Digital Corp. | 119,306 | 6,248 | |||
Seagate Technology Holdings plc | 73,122 | 6,242 | ||||
* | Zoom Video Communications Inc. Class A | 85,367 | 6,139 | |||
Teradyne Inc. | 56,259 | 6,105 | ||||
* | GoDaddy Inc. Class A | 51,818 | 5,501 | |||
* | Okta Inc. Class A | 57,677 | 5,221 | |||
* | Twilio Inc. Class A | 63,283 | 4,801 | |||
SS&C Technologies Holdings Inc. | 77,405 | 4,730 |
Shares | Market Value• ($000) | |||||
Gen Digital Inc. | 200,383 | 4,573 | ||||
Bentley Systems Inc. Class B | 83,698 | 4,367 | ||||
* | Unity Software Inc. | 97,877 | 4,002 | |||
Paycom Software Inc. | 18,837 | 3,894 | ||||
Leidos Holdings Inc. | 25,314 | 2,740 | ||||
* | DocuSign Inc. Class A | 37,477 | 2,228 | |||
* | Qorvo Inc. | 17,869 | 2,012 | |||
* | Match Group Inc. | 49,930 | 1,822 | |||
368,433 | ||||||
Telecommunications (1.8%) | ||||||
* | Arista Networks Inc. | 91,577 | 21,567 | |||
Motorola Solutions Inc. | 61,070 | 19,120 | ||||
* | Liberty Broadband Corp. Class C | 44,174 | 3,560 | |||
* | Roku Inc. Class A | 22,982 | 2,107 | |||
* | Liberty Broadband Corp. Class A | 5,841 | 471 | |||
46,825 | ||||||
Utilities (7.4%) | ||||||
PG&E Corp. | 936,416 | 16,884 | ||||
Waste Connections Inc. | 94,801 | 14,151 | ||||
Constellation Energy Corp. | 117,517 | 13,737 | ||||
Xcel Energy Inc. | 203,024 | 12,569 | ||||
Consolidated Edison Inc. | 126,912 | 11,545 | ||||
Public Service Enterprise Group Inc. | 183,644 | 11,230 | ||||
Edison International | 141,118 | 10,089 | ||||
WEC Energy Group Inc. | 116,061 | 9,769 | ||||
American Water Works Co. Inc. | 71,637 | 9,455 | ||||
Eversource Energy | 128,431 | 7,927 | ||||
Entergy Corp. | 77,797 | 7,872 | ||||
FirstEnergy Corp. | 200,550 | 7,352 | ||||
PPL Corp. | 271,172 | 7,349 | ||||
DTE Energy Co. | 64,460 | 7,107 | ||||
Ameren Corp. | 96,575 | 6,986 | ||||
CenterPoint Energy Inc. | 231,594 | 6,617 | ||||
CMS Energy Corp. | 107,351 | 6,234 | ||||
Alliant Energy Corp. | 92,960 | 4,769 | ||||
AES Corp. | 246,301 | 4,741 | ||||
Evergy Inc. | 84,453 | 4,408 | ||||
NiSource Inc. | 164,582 | 4,370 | ||||
Vistra Corp. | 65,863 | 2,537 | ||||
Avangrid Inc. | 28,858 | 935 | ||||
188,633 | ||||||
Total Common Stocks (Cost $1,966,799) | 2,546,475 | |||||
Temporary Cash Investments (0.2%) | ||||||
Money Market Fund (0.2%) | ||||||
2,3 | Vanguard Market Liquidity Fund, 5.435% (Cost $6,078) | 60,792 | 6,077 | |||
Total Investments (100.1%) (Cost $1,972,877) | 2,552,552 | |||||
Other Assets and Liabilities—Net (-0.1%) | (2,031) | |||||
Net Assets (100%) | 2,550,521 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $1,255,000. |
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. |
3 | Collateral of $1,377,000 was received for securities on loan. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | March 2024 | 3 | 307 | (5) |
E-mini S&P 500 Index | March 2024 | 8 | 1,928 | (5) |
E-mini S&P Mid-Cap 400 Index | March 2024 | 7 | 1,967 | (19) |
(29) |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $1,966,799) | 2,546,475 |
Affiliated Issuers (Cost $6,078) | 6,077 |
Total Investments in Securities | 2,552,552 |
Investment in Vanguard | 79 |
Cash | 144 |
Cash Collateral Pledged—Futures Contracts | 470 |
Receivables for Accrued Income | 3,946 |
Receivables for Capital Shares Issued | 749 |
Total Assets | 2,557,940 |
Liabilities | |
Payables for Investment Securities Purchased | 173 |
Collateral for Securities on Loan | 1,377 |
Payables for Capital Shares Redeemed | 5,611 |
Payables to Vanguard | 189 |
Variation Margin Payable—Futures Contracts | 69 |
Total Liabilities | 7,419 |
Net Assets | 2,550,521 |
1 Includes $1,255,000 of securities on loan. | |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 1,906,425 |
Total Distributable Earnings (Loss) | 644,096 |
Net Assets | 2,550,521 |
Net Assets | |
Applicable to 106,575,701 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,550,521 |
Net Asset Value Per Share | $23.93 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 38,774 |
Interest2 | 200 |
Securities Lending—Net | 363 |
Total Income | 39,337 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 47 |
Management and Administrative | 3,596 |
Marketing and Distribution | 130 |
Custodian Fees | 54 |
Auditing Fees | 31 |
Shareholders’ Reports | 72 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 9 |
Total Expenses | 3,940 |
Net Investment Income | 35,397 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 30,014 |
Futures Contracts | 1,081 |
Realized Net Gain (Loss) | 31,095 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 284,865 |
Futures Contracts | 89 |
Change in Unrealized Appreciation (Depreciation) | 284,954 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 351,446 |
1 | Dividends are net of foreign withholding taxes of $15,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $185,000, ($2,000), less than $1,000, and ($1,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 35,397 | 32,440 |
Realized Net Gain (Loss) | 31,095 | 41,605 |
Change in Unrealized Appreciation (Depreciation) | 284,954 | (592,924) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 351,446 | (518,879) |
Distributions | ||
Total Distributions | (73,871) | (277,011) |
Capital Share Transactions | ||
Issued | 312,862 | 270,019 |
Issued in Lieu of Cash Distributions | 73,871 | 277,011 |
Redeemed | (345,053) | (300,821) |
Net Increase (Decrease) from Capital Share Transactions | 41,680 | 246,209 |
Total Increase (Decrease) | 319,255 | (549,681) |
Net Assets | ||
Beginning of Period | 2,231,266 | 2,780,947 |
End of Period | 2,550,521 | 2,231,266 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $21.38 | $29.48 | $25.77 | $24.03 | $20.23 |
Investment Operations | |||||
Net Investment Income1 | .336 | .319 | .284 | .3252 | .334 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.934 | (5.464) | 5.642 | 3.047 | 5.621 |
Total from Investment Operations | 3.270 | (5.145) | 5.926 | 3.372 | 5.955 |
Distributions | |||||
Dividends from Net Investment Income | (.319) | (.282) | (.318) | (.344) | (.350) |
Distributions from Realized Capital Gains | (.401) | (2.673) | (1.898) | (1.288) | (1.805) |
Total Distributions | (.720) | (2.955) | (2.216) | (1.632) | (2.155) |
Net Asset Value, End of Period | $23.93 | $21.38 | $29.48 | $25.77 | $24.03 |
Total Return | 15.83% | -18.82% | 24.36% | 18.07% | 30.87% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $2,551 | $2,231 | $2,781 | $2,241 | $2,155 |
Ratio of Total Expenses to Average Net Assets | 0.17% | 0.17%3 | 0.17% | 0.17% | 0.17% |
Ratio of Net Investment Income to Average Net Assets | 1.53% | 1.39% | 1.03% | 1.50%2 | 1.49% |
Portfolio Turnover Rate | 16% | 16% | 20% | 28% | 21% |
1 | Calculated based on average shares outstanding. |
2 | Net investment income per share and the ratio of net investment income to average net assets include $0.036 and 0.17%, respectively, resulting from a special dividend from NortonLifeLock Inc. in February 2020. |
3 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.17%. |
Amount ($000) | |
Undistributed Ordinary Income | 36,876 |
Undistributed Long-Term Gains | 27,964 |
Net Unrealized Gains (Losses) | 579,256 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 644,096 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 32,760 | 55,522 |
Long-Term Capital Gains | 41,111 | 221,489 |
Total | 73,871 | 277,011 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,973,296 |
Gross Unrealized Appreciation | 717,728 |
Gross Unrealized Depreciation | (138,472) |
Net Unrealized Appreciation (Depreciation) | 579,256 |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 14,297 | 11,614 |
Issued in Lieu of Cash Distributions | 3,576 | 11,188 |
Redeemed | (15,649) | (12,791) |
Net Increase (Decrease) in Shares Outstanding | 2,224 | 10,011 |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio's Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Moderate Allocation Portfolio returned 15.55%, in line with its benchmark index, the Moderate Allocation Composite Index, after factoring in the portfolio’s expenses. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The portfolio targets an asset allocation of approximately 60% stocks and 40% bonds through these holdings: Vanguard Variable Insurance Funds Total Bond Market Index Portfolio and Equity Index Portfolio and Admiral™ Shares of Vanguard Total International Bond Index Fund, Vanguard Total International Stock Index Fund, and Vanguard Extended Market Index Fund. |
• | The Equity Index Portfolio return helped performance the most with a return of 26.11%; the Extended Market Index Fund returned 25.38%. The Total International Stock Index Fund returned 15.52%, the Total International Bond Index Fund 8.83%, and the Total Bond Market Index Portfolio 5.58%. |
• | The portfolio recorded an average annual return of 6.19% for the 10 years ended December 31, 2023, near its benchmark average of 6.48%. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Moderate Allocation Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,058.90 | $0.67 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.55 | 0.66 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Moderate Allocation Portfolio | 15.55% | 7.78% | 6.19% | $18,236 | |
Moderate Allocation Composite Index | 15.81 | 8.16 | 6.48 | 18,737 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Vanguard Variable Insurance Funds—Equity Index Portfolio | 30.9% |
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 28.0 |
Vanguard Total International Stock Index Fund Admiral Shares | 24.1 |
Vanguard Total International Bond Index Fund Admiral Shares | 11.9 |
Vanguard Extended Market Index Fund Admiral Shares | 5.1 |
Shares | Market Value• ($000) | |||||
Investment Companies (99.9%) | ||||||
U.S. Stock Funds (36.0%) | ||||||
Vanguard Variable Insurance Funds—Equity Index Portfolio | 3,323,650 | 202,377 | ||||
Vanguard Extended Market Index Fund Admiral Shares | 265,760 | 33,135 | ||||
235,512 | ||||||
International Stock Fund (24.1%) | ||||||
Vanguard Total International Stock Index Fund Admiral Shares | 5,070,314 | 157,839 | ||||
U.S. Bond Fund (27.9%) | ||||||
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 17,208,284 | 182,924 | ||||
International Bond Fund (11.9%) | ||||||
Vanguard Total International Bond Index Fund Admiral Shares | 3,953,358 | 77,961 | ||||
Total Investment Companies (Cost $622,004) | 654,236 | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 5.435% (Cost $—) | 1 | — | |||
Total Investments (99.9%) (Cost $622,004) | 654,236 | |||||
Other Assets and Liabilities—Net (0.1%) | 550 | |||||
Net Assets (100%) | 654,786 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | 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, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $622,004) | 654,236 |
Receivables for Investment Securities Sold | 350 |
Receivables for Capital Shares Issued | 881 |
Total Assets | 655,467 |
Liabilities | |
Due to Custodian | 26 |
Payables for Capital Shares Redeemed | 655 |
Total Liabilities | 681 |
Net Assets | 654,786 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 595,554 |
Total Distributable Earnings (Loss) | 59,232 |
Net Assets | 654,786 |
Net Assets | |
Applicable to 22,496,369 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 654,786 |
Net Asset Value Per Share | $29.11 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 14,987 |
Net Investment Income—Note B | 14,987 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | 5,716 |
Affiliated Funds Sold | 7,017 |
Realized Net Gain (Loss) | 12,733 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | 58,888 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 86,608 |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 14,987 | 12,064 |
Realized Net Gain (Loss) | 12,733 | 18,775 |
Change in Unrealized Appreciation (Depreciation) | 58,888 | (148,211) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 86,608 | (117,372) |
Distributions | ||
Total Distributions | (30,799) | (44,976) |
Capital Share Transactions | ||
Issued | 79,800 | 60,858 |
Issued in Lieu of Cash Distributions | 30,799 | 44,976 |
Redeemed | (62,099) | (134,521) |
Net Increase (Decrease) from Capital Share Transactions | 48,500 | (28,687) |
Total Increase (Decrease) | 104,309 | (191,035) |
Net Assets | ||
Beginning of Period | 550,477 | 741,512 |
End of Period | 654,786 | 550,477 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $26.65 | $33.89 | $32.45 | $30.12 | $26.46 |
Investment Operations | |||||
Net Investment Income1 | .694 | .533 | .691 | .552 | .720 |
Capital Gain Distributions Received1 | .265 | .443 | .470 | .184 | .199 |
Net Realized and Unrealized Gain (Loss) on Investments | 3.008 | (6.147) | 1.977 | 2.976 | 4.106 |
Total from Investment Operations | 3.967 | (5.171) | 3.138 | 3.712 | 5.025 |
Distributions | |||||
Dividends from Net Investment Income | (.581) | (.723) | (.496) | (.720) | (.657) |
Distributions from Realized Capital Gains | (.926) | (1.346) | (1.202) | (.662) | (.708) |
Total Distributions | (1.507) | (2.069) | (1.698) | (1.382) | (1.365) |
Net Asset Value, End of Period | $29.11 | $26.65 | $33.89 | $32.45 | $30.12 |
Total Return | 15.55% | -15.93% | 10.07% | 13.77% | 19.53% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $655 | $550 | $742 | $680 | $532 |
Ratio of Total Expenses to Average Net Assets | — | — | — | — | — |
Acquired Fund Fees and Expenses | 0.13% | 0.12% | 0.12% | 0.12% | 0.12% |
Ratio of Net Investment Income to Average Net Assets | 2.54% | 1.88% | 2.09% | 1.89% | 2.54% |
Portfolio Turnover Rate | 8% | 11% | 10% | 26% | 13% |
1 | Calculated based on average shares outstanding. |
Amount ($000) | |
Undistributed Ordinary Income | 14,644 |
Undistributed Long-Term Gains | 12,692 |
Net Unrealized Gains (Losses) | 31,896 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 59,232 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 12,062 | 16,641 |
Long-Term Capital Gains | 18,737 | 28,335 |
Total | 30,799 | 44,976 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 622,340 |
Gross Unrealized Appreciation | 71,191 |
Gross Unrealized Depreciation | (39,295) |
Net Unrealized Appreciation (Depreciation) | 31,896 |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 2,930 | 2,128 |
Issued in Lieu of Cash Distributions | 1,182 | 1,503 |
Redeemed | (2,273) | (4,851) |
Net Increase (Decrease) in Shares Outstanding | 1,839 | (1,220) |
Current Period Transactions | ||||||||
Dec. 31, 2022 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2023 Market Value ($000) | |
Vanguard Extended Market Index Fund | 29,497 | 1,615 | 4,694 | 1,880 | 4,837 | 448 | — | 33,135 |
Vanguard Market Liquidity Fund | — | NA1 | NA1 | — | — | 6 | — | — |
Vanguard Total International Bond Index Fund | 65,411 | 13,980 | 4,184 | — | 2,754 | 3,257 | — | 77,961 |
Vanguard Total International Stock Index Fund | 134,957 | 16,274 | 9,788 | 1,009 | 15,387 | 4,827 | — | 157,839 |
Vanguard Variable Insurance Funds—Equity Index Portfolio | 165,979 | 16,786 | 14,901 | 4,108 | 30,405 | 2,581 | 5,716 | 202,377 |
Vanguard Variable Insurance Funds—Total Bond Market Index Portfolio | 154,500 | 34,406 | 11,507 | 20 | 5,505 | 3,868 | — | 182,924 |
Total | 550,344 | 83,061 | 45,074 | 7,017 | 58,888 | 14,987 | 5,716 | 654,236 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Philadelphia, Pennsylvania
February 15, 2024
Finance L.P. and its affiliates, including Bloomberg Index Services Limited (BISL), the administrator of the index (collectively, Bloomberg), and have been licensed for use for certain purposes
by The Vanguard Group, Inc. (Vanguard).
of or counterparties to the Moderate Allocation Portfolio or any member of the public regarding the advisability of investing in securities generally or in the Moderate Allocation Portfolio
particularly. The only relationship of Bloomberg to Vanguard is the licensing of certain trademarks, trade names and service marks and of the Bloomberg U.S. Aggregate Float Adjusted Index
and Bloomberg Global Aggregate ex-USD Float Adjusted RIC Capped Index (USD Hedged) (the Indices), which are determined, composed and calculated by BISL without regard to Vanguard
or the Moderate Allocation Portfolio. Bloomberg has no obligation to take the needs of Vanguard or the owners of the Moderate Allocation Portfolio into consideration in determining,
composing or calculating the Indices. Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Moderate Allocation
Portfolio to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to Moderate Allocation Portfolio customers, in connection with the administration,
marketing or trading of the Moderate Allocation Portfolio.
ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY VANGUARD, OWNERS
OF THE MODERATE ALLOCATION PORTFOLIO OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE INDICES OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY
EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE
INDICES OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND
THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR
DAMAGES—WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE—ARISING IN CONNECTION WITH THE MODERATE ALLOCATION PORTFOLIO OR THE
INDICES OR ANY DATA OR VALUES RELATING THERETO—WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Money Market Portfolio |
About Your Portfolio’s Expenses | 1 |
Financial Statements | 3 |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Money Market Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,026.60 | $0.77 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.45 | 0.77 |
1 - 7 Days | 58.4% |
8 - 30 Days | 6.2 |
31 - 60 Days | 18.8 |
61 - 90 Days | 9.9 |
91 - 180 Days | 6.7 |
Yield1 | Maturity Date | Face Amount ($000) | Market Value• ($000) | ||
U.S. Government and Agency Obligations (58.8%) | |||||
Fannie Mae Discount Notes | 5.404% | 3/6/24 | 459 | 455 | |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.025% | 5.425% | 1/3/24 | 10,000 | 10,000 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | 5.440% | 1/3/24 | 10,400 | 10,399 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | 5.440% | 1/3/24 | 3,100 | 3,100 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.040% | 5.440% | 1/3/24 | 726 | 726 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.045% | 5.445% | 1/3/24 | 3,300 | 3,300 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.045% | 5.445% | 1/3/24 | 925 | 925 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.050% | 5.450% | 1/3/24 | 8,975 | 8,975 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.050% | 5.450% | 1/3/24 | 8,150 | 8,150 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.080% | 5.480% | 1/3/24 | 1,576 | 1,576 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.120% | 5.520% | 1/3/24 | 960 | 960 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.150% | 5.550% | 1/3/24 | 3,600 | 3,600 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.155% | 5.555% | 1/3/24 | 3,500 | 3,501 |
2 | Federal Farm Credit Banks Funding Corp., SOFR + 0.165% | 5.565% | 1/3/24 | 2,000 | 2,000 |
2 | Federal Farm Credit Banks Funding Corp., United States Treasury 3M Bill Money Market Yield - 0.040% | 5.291% | 1/3/24 | 765 | 765 |
Federal Farm Credit Discount Notes | 5.419% | 3/21/24 | 3,000 | 2,965 | |
Federal Home Loan Bank Discount Notes | 5.432% | 1/3/24 | 732 | 732 | |
Federal Home Loan Bank Discount Notes | 5.391%–5.509% | 1/5/24 | 8,717 | 8,712 | |
Federal Home Loan Bank Discount Notes | 5.313%–5.514% | 1/12/24 | 2,769 | 2,764 | |
Federal Home Loan Bank Discount Notes | 5.326%–5.4000% | 1/17/24 | 1,751 | 1,747 | |
Federal Home Loan Bank Discount Notes | 5.410% | 1/19/24 | 3,000 | 2,992 | |
Federal Home Loan Bank Discount Notes | 5.335% | 1/26/24 | 1,625 | 1,619 | |
Federal Home Loan Bank Discount Notes | 5.409% | 1/29/24 | 594 | 591 | |
Federal Home Loan Bank Discount Notes | 5.387%–5.476% | 1/31/24 | 1,251 | 1,245 | |
Federal Home Loan Bank Discount Notes | 5.288%–5.457% | 2/2/24 | 2,392 | 2,381 | |
Federal Home Loan Bank Discount Notes | 5.366%–5.434% | 2/6/24 | 8,623 | 8,577 | |
Federal Home Loan Bank Discount Notes | 5.288%–5.498% | 2/7/24 | 6,108 | 6,074 | |
Federal Home Loan Bank Discount Notes | 5.078% | 2/8/24 | 3,671 | 3,652 | |
Federal Home Loan Bank Discount Notes | 5.065%–5.436% | 2/9/24 | 17,064 | 16,972 |
Yield1 | Maturity Date | Face Amount ($000) | Market Value• ($000) | ||
Federal Home Loan Bank Discount Notes | 5.426% | 2/12/24 | 1,086 | 1,079 | |
Federal Home Loan Bank Discount Notes | 5.405%–5.412% | 2/14/24 | 2,797 | 2,779 | |
Federal Home Loan Bank Discount Notes | 5.298%–5.346% | 2/16/24 | 11,536 | 11,458 | |
Federal Home Loan Bank Discount Notes | 5.407% | 2/21/24 | 5,000 | 4,963 | |
Federal Home Loan Bank Discount Notes | 5.398% | 2/23/24 | 1,332 | 1,322 | |
Federal Home Loan Bank Discount Notes | 5.391%–5.438% | 2/27/24 | 7,497 | 7,434 | |
Federal Home Loan Bank Discount Notes | 5.41%–5.415% | 2/28/24 | 3,476 | 3,446 | |
Federal Home Loan Bank Discount Notes | 5.346% | 3/1/24 | 6,471 | 6,414 | |
Federal Home Loan Bank Discount Notes | 5.444% | 3/5/24 | 2,173 | 2,153 | |
Federal Home Loan Bank Discount Notes | 5.405% | 3/6/24 | 1,102 | 1,091 | |
Federal Home Loan Bank Discount Notes | 5.346%–5.405% | 3/8/24 | 2,600 | 2,575 | |
Federal Home Loan Bank Discount Notes | 5.448% | 3/11/24 | 1,861 | 1,842 | |
Federal Home Loan Bank Discount Notes | 5.336% | 3/13/24 | 266 | 263 | |
Federal Home Loan Bank Discount Notes | 5.415% | 3/14/24 | 5,000 | 4,947 | |
Federal Home Loan Bank Discount Notes | 5.433%–5.438% | 3/15/24 | 1,370 | 1,355 | |
Federal Home Loan Bank Discount Notes | 5.454% | 3/18/24 | 5,395 | 5,334 | |
Federal Home Loan Bank Discount Notes | 5.412% | 3/19/24 | 6,367 | 6,295 | |
Federal Home Loan Bank Discount Notes | 5.420% | 3/22/24 | 2,339 | 2,311 | |
Federal Home Loan Bank Discount Notes | 5.378% | 3/27/24 | 4,731 | 4,672 | |
Federal Home Loan Bank Discount Notes | 5.382%–5.413% | 4/1/24 | 1,062 | 1,048 | |
Federal Home Loan Bank Discount Notes | 5.406% | 4/3/24 | 3,940 | 3,886 | |
Federal Home Loan Bank Discount Notes | 5.403% | 4/5/24 | 158 | 156 | |
Federal Home Loan Bank Discount Notes | 5.417% | 4/12/24 | 1,300 | 1,281 | |
Federal Home Loan Bank Discount Notes | 5.421% | 4/25/24 | 1,999 | 1,965 | |
Federal Home Loan Bank Discount Notes | 5.350% | 5/10/24 | 4,300 | 4,218 | |
Federal Home Loan Bank Discount Notes | 5.372% | 5/24/24 | 3,000 | 2,937 | |
Federal Home Loan Banks | 5.510% | 4/1/24 | 5,379 | 5,379 | |
Federal Home Loan Banks | 5.350% | 5/30/24 | 3,575 | 3,575 | |
2 | Federal Home Loan Banks, SOFR + 0.000% | 5.400% | 1/3/24 | 2,300 | 2,300 |
2 | Federal Home Loan Banks, SOFR + 0.000% | 5.400% | 1/3/24 | 900 | 900 |
2 | Federal Home Loan Banks, SOFR + 0.035% | 5.435% | 1/3/24 | 2,245 | 2,245 |
2 | Federal Home Loan Banks, SOFR + 0.035% | 5.435% | 1/3/24 | 2,000 | 2,000 |
2 | Federal Home Loan Banks, SOFR + 0.035% | 5.435% | 1/3/24 | 1,270 | 1,270 |
2 | Federal Home Loan Banks, SOFR + 0.035% | 5.435% | 1/3/24 | 650 | 650 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 8,500 | 8,500 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 3,245 | 3,245 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 3,225 | 3,225 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 1,620 | 1,620 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 1,325 | 1,325 |
Yield1 | Maturity Date | Face Amount ($000) | Market Value• ($000) | ||
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 1,300 | 1,300 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 995 | 995 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 975 | 975 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 800 | 800 |
2 | Federal Home Loan Banks, SOFR + 0.040% | 5.440% | 1/3/24 | 600 | 600 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 5,665 | 5,665 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 4,900 | 4,900 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 4,835 | 4,835 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 4,065 | 4,065 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 3,875 | 3,875 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 3,225 | 3,225 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 3,225 | 3,225 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 1,610 | 1,610 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 1,300 | 1,300 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 800 | 800 |
2 | Federal Home Loan Banks, SOFR + 0.045% | 5.445% | 1/3/24 | 640 | 640 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 12,160 | 12,160 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 7,205 | 7,205 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 6,455 | 6,455 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 4,800 | 4,800 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 3,200 | 3,200 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 3,200 | 3,200 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 800 | 800 |
2 | Federal Home Loan Banks, SOFR + 0.050% | 5.450% | 1/3/24 | 500 | 500 |
2 | Federal Home Loan Banks, SOFR + 0.055% | 5.455% | 1/3/24 | 6,000 | 6,000 |
2 | Federal Home Loan Banks, SOFR + 0.055% | 5.455% | 1/3/24 | 3,255 | 3,255 |
2 | Federal Home Loan Banks, SOFR + 0.055% | 5.455% | 1/3/24 | 3,255 | 3,255 |
2 | Federal Home Loan Banks, SOFR + 0.055% | 5.455% | 1/3/24 | 2,900 | 2,900 |
2 | Federal Home Loan Banks, SOFR + 0.055% | 5.455% | 1/3/24 | 800 | 800 |
2 | Federal Home Loan Banks, SOFR + 0.055% | 5.455% | 1/3/24 | 800 | 800 |
2 | Federal Home Loan Banks, SOFR + 0.060% | 5.460% | 1/3/24 | 7,000 | 7,000 |
2 | Federal Home Loan Banks, SOFR + 0.060% | 5.460% | 1/3/24 | 4,855 | 4,855 |
2 | Federal Home Loan Banks, SOFR + 0.060% | 5.460% | 1/3/24 | 2,700 | 2,700 |
2 | Federal Home Loan Banks, SOFR + 0.060% | 5.460% | 1/3/24 | 585 | 585 |
2 | Federal Home Loan Banks, SOFR + 0.060% | 5.460% | 1/5/24 | 1,390 | 1,390 |
2 | Federal Home Loan Banks, SOFR + 0.065% | 5.465% | 1/3/24 | 7,300 | 7,300 |
2 | Federal Home Loan Banks, SOFR + 0.065% | 5.465% | 1/3/24 | 4,700 | 4,700 |
2 | Federal Home Loan Banks, SOFR + 0.065% | 5.465% | 1/3/24 | 3,200 | 3,200 |
2 | Federal Home Loan Banks, SOFR + 0.065% | 5.465% | 1/3/24 | 1,135 | 1,135 |
2 | Federal Home Loan Banks, SOFR + 0.065% | 5.465% | 1/3/24 | 1,100 | 1,100 |
2 | Federal Home Loan Banks, SOFR + 0.085% | 5.485% | 1/3/24 | 1,700 | 1,700 |
2 | Federal Home Loan Banks, SOFR + 0.120% | 5.520% | 1/3/24 | 1,630 | 1,630 |
2 | Federal Home Loan Banks, SOFR + 0.250% | 5.425% | 1/3/24 | 1,100 | 1,100 |
Yield1 | Maturity Date | Face Amount ($000) | Market Value• ($000) | ||
2 | Federal Home Loan Banks, SOFR + 0.250% | 5.425% | 1/3/24 | 800 | 800 |
2 | Federal Home Loan Banks, SOFR + 0.250% | 5.425% | 1/3/24 | 800 | 800 |
2 | Federal Home Loan Banks, SOFR + 0.350% | 5.435% | 1/3/24 | 2,335 | 2,335 |
2 | Federal Home Loan Banks, SOFR + 0.350% | 5.435% | 1/3/24 | 755 | 755 |
2 | Federal Home Loan Banks, SOFR + 0.400% | 5.440% | 1/3/24 | 755 | 755 |
United States Treasury Bill | 5.023%–5.318% | 1/4/24 | 18,000 | 17,992 | |
United States Treasury Bill | 5.432% | 1/11/24 | 10,914 | 10,897 | |
United States Treasury Bill | 5.313%–5.378% | 1/18/24 | 17,219 | 17,175 | |
United States Treasury Bill | 4.587%–4.955% | 1/30/24 | 15,072 | 15,009 | |
United States Treasury Bill | 4.951%–5.300% | 2/6/24 | 19,029 | 18,928 | |
United States Treasury Bill | 5.261% | 2/8/24 | 25,152 | 25,012 | |
United States Treasury Bill | 5.258% | 2/15/24 | 12,000 | 11,921 | |
United States Treasury Bill | 5.262% | 2/20/24 | 27,842 | 27,635 | |
United States Treasury Bill | 5.184% | 2/22/24 | 13,690 | 13,585 | |
United States Treasury Bill | 5.194% | 2/29/24 | 19,000 | 18,836 | |
United States Treasury Bill | 5.222% | 3/7/24 | 27,460 | 27,196 | |
United States Treasury Bill | 5.192% | 3/12/24 | 12,000 | 11,875 | |
United States Treasury Bill | 5.232% | 3/14/24 | 7,345 | 7,267 | |
United States Treasury Bill | 5.162% | 3/19/24 | 25,000 | 24,715 | |
United States Treasury Bill | 5.175% | 3/26/24 | 7,000 | 6,913 | |
United States Treasury Bill | 5.147% | 4/2/24 | 23,909 | 23,589 | |
United States Treasury Bill | 5.147% | 4/9/24 | 25,000 | 24,640 | |
United States Treasury Bill | 5.339% | 5/30/24 | 10,000 | 9,782 | |
2 | United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield - 0.075% | 5.256% | 1/3/24 | 763 | 762 |
2 | United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.037% | 5.368% | 1/3/24 | 5,000 | 5,000 |
2 | United States Treasury Floating Rate Note, United States Treasury 3M Bill Money Market Yield + 0.200% | 5.531% | 1/3/24 | 6,000 | 6,009 |
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 9,625 | 9,604 | |
Total U.S. Government and Agency Obligations (Cost $715,235) | 715,235 | ||||
Repurchase Agreements (41.8%) | |||||
Bank of Montreal (Dated 12/14/23, Repurchase Value $2,010,000, collateralized by U.S. Treasury Bill 0.000%, 5/9/24, with a value of $2,040,000) | 5.320% | 1/18/24 | 2,000 | 2,000 | |
BNP Paribas Securities Corp. (Dated 11/27/23, Repurchase Value $4,038,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 1.375%, 7/15/33, and U.S. Treasury Note/Bond 1.750%–4.625%, 3/15/26–1/31/29, with a value of $4,080,000) | 5.385% | 1/29/24 | 4,000 | 4,000 | |
BNP Paribas Securities Corp. (Dated 11/30/23, Repurchase Value $4,036,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 0.125%, 10/15/24, and U.S. Treasury Note/Bond 0.500%–4.000%, 10/31/27–2/29/28, with a value of $4,080,000) | 5.380% | 1/30/24 | 4,000 | 4,000 |
Yield1 | Maturity Date | Face Amount ($000) | Market Value• ($000) | ||
BNP Paribas Securities Corp. (Dated 12/1/23, Repurchase Value $4,036,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 0.125%, 10/15/24, and U.S. Treasury Note/Bond 4.375%, 12/15/26, with a value of $4,080,000) | 5.380% | 1/31/24 | 4,000 | 4,000 | |
BNP Paribas Securities Corp. (Dated 12/6/23, Repurchase Value $4,038,000, collateralized by U.S. Treasury Note/Bond 0.500%–4.000%, 6/30/27–1/31/2029, with a value of $4,080,000) | 5.380% | 2/8/24 | 4,000 | 4,000 | |
Canadian Imperial Bank of Commerce (Dated 12/28/23, Repurchase Value $4,012,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 3.625%, 4/15/28, and U.S. Treasury Note/Bond 1.375%–4.125%, 8/31/26–8/15/42, with a value of $4,080,000) | 5.330% | 1/18/24 | 4,000 | 4,000 | |
Canadian Imperial Bank of Commerce (Dated 12/14/23, Repurchase Value $12,087,000, collateralized by U.S. Treasury Bill 0.000%, 12/26/24, U.S. Treasury Inflation Indexed Note/Bond 0.500%–2.125%, 1/15/28–2/15/41, and U.S. Treasury Note/Bond 1.375%–4.250%, 12/31/24–8/15/53, with a value of $12,240,000) | 5.325% | 2/1/24 | 12,000 | 12,000 | |
Citigroup Global Markets Inc. (Dated 12/27/23, Repurchase Value $10,010,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 0.625%, 1/15/26, and U.S. Treasury Note/Bond 0.375%–3.875%, 12/31/25–1/31/26, with a value of $10,200,000) | 5.340% | 1/3/24 | 10,000 | 10,000 | |
Credit Agricole Securities (Dated 12/29/23, Repurchase Value $3,002,000, collateralized by U.S. Treasury Note/Bond 0.750%, 4/30/26, with a value of $3,060,000) | 5.330% | 1/2/24 | 3,000 | 3,000 | |
Federal Reserve Bank of New York (Dated 12/29/23, Repurchase Value $297,175,000, collateralized by U.S. Treasury Note/Bond 0.250%–3.875%, 5/15/24–5/15/45, with a value of $297,175,000) | 5.300% | 1/2/24 | 297,000 | 297,000 | |
Fixed Income Clearing Corp. (Dated 12/29/23, Repurchase Value $60,036,000, collateralized by U.S. Treasury Note/Bond 2.875%, 5/15/32, with a value of $61,500,000) | 5.330% | 1/2/24 | 60,000 | 60,000 |
Yield1 | Maturity Date | Face Amount ($000) | Market Value• ($000) | ||
Fixed Income Clearing Corp. (Dated 12/29/23, Repurchase Value $25,015,000, collateralized by U.S. Treasury Note/Bond 0.500%, 4/30/27, with a value of $25,500,000) | 5.330% | 1/2/24 | 25,000 | 25,000 | |
Fixed Income Clearing Corp. (Dated 12/29/23, Repurchase Value $4,002,000, collateralized by U.S. Treasury Note/Bond 3.500%, 4/30/30, with a value of $4,080,000) | 5.320% | 1/2/24 | 4,000 | 4,000 | |
Fixed Income Clearing Corp. (Dated 12/29/23, Repurchase Value $4,002,000, collateralized by U.S. Treasury Note/Bond 4.625%, 3/15/26, with a value of $4,080,000) | 5.310% | 1/2/24 | 4,000 | 4,000 | |
Goldman Sachs & Co. (Dated 12/29/23, Repurchase Value $11,007,000, collateralized by U.S. Treasury Note/Bond 0.750%, 3/31/26, with a value of $11,220,000) | 5.340% | 1/2/24 | 11,000 | 11,000 | |
Natixis SA (Dated 12/29/23, Repurchase Value $2,001,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 0.250%–1.750%, 1/15/28–2/15/50, and U.S. Treasury Note/Bond 1.875%–2.000%, 8/15/51–11/15/51, with a value of $2,040,000) | 5.350% | 1/2/24 | 2,000 | 2,000 | |
Nomura International plc (Dated 12/29/23, Repurchase Value $2,001,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 0.375%, 7/15/27, with a value of $2,042,000) | 5.350% | 1/2/24 | 2,000 | 2,000 | |
RBC Capital Markets LLC (Dated 12/14/23, Repurchase Value $5,036,000, collateralized by U.S. Treasury Inflation Indexed Note/Bond 0.125%–2.375%, 1/15/25–7/15/30, and U.S. Treasury Note/Bond 1.750%–4.625%, 9/15/26–11/15/42, with a value of $5,100,000) | 5.330% | 1/31/24 | 5,000 | 5,000 | |
Royal Bank of Canada (Dated 12/28/23, Repurchase Value $9,009,000, collateralized by U.S. Treasury Note/Bond 2.875%, 6/15/25, with a value of $9,180,000) | 5.360% | 1/4/24 | 9,000 | 9,000 | |
Royal Bank of Canada (Dated 12/14/23, Repurchase Value $18,131,000, collateralized by U.S. Treasury Bill 0.000%, 1/25/24–2/22/24, with a value of $18,360,000) | 5.330% | 2/1/24 | 18,000 | 18,000 |
Yield1 | Maturity Date | Face Amount ($000) | Market Value• ($000) | ||
Standard Chartered Bank (Dated 12/29/23, Repurchase Value $11,007,000, collateralized by U.S. Treasury Note/Bond 0.625%–4.375%, 7/31/24–8/15/50, with a value of $11,227,000) | 5.340% | 1/2/24 | 11,000 | 11,000 | |
Sumitomo Mitsui Banking Corp. (Dated 12/29/23, Repurchase Value $11,007,000, collateralized by U.S. Treasury Note/Bond 0.250%–4.625%, 2/29/24–8/15/33, with a value of $11,220,000) | 5.340% | 1/2/24 | 11,000 | 11,000 | |
TD Securities (USA) LLC (Dated 12/29/23, Repurchase Value $3,002,000, collateralized by U.S. Treasury Note/Bond 0.250%–4.625%, 3/15/24–5/15/28, with a value of $3,060,000) | 5.350% | 1/2/24 | 3,000 | 3,000 | |
Total Repurchase Agreements (Cost $509,000) | 509,000 | ||||
Total Investments (100.6%) (Cost $1,224,235) | 1,224,235 | ||||
Other Assets and Liabilities—Net (-0.6%) | (6,967) | ||||
Net Assets (100%) | 1,217,268 | ||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Represents annualized yield at date of purchase for discount securities, and coupon for coupon-bearing securities. |
2 | 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. |
3M—3-month. | |
SOFR—Secured Overnight Financing Rate. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $715,235) | 715,235 |
Repurchase Agreements (Cost $509,000) | 509,000 |
Total Investments in Securities | 1,224,235 |
Investment in Vanguard | 41 |
Cash | 1,423 |
Receivables for Accrued Income | 2,178 |
Receivables for Capital Shares Issued | 8,501 |
Total Assets | 1,236,378 |
Liabilities | |
Payables for Investment Securities Purchased | 10,099 |
Payables for Capital Shares Redeemed | 8,929 |
Payables to Vanguard | 82 |
Total Liabilities | 19,110 |
Net Assets | 1,217,268 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 1,217,236 |
Total Distributable Earnings (Loss) | 32 |
Net Assets | 1,217,268 |
Net Assets | |
Applicable to 1,216,836,783 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,217,268 |
Net Asset Value Per Share | $1.00 |
Year Ended December 31, 2023 | ||
($000) | ||
Investment Income | ||
Income | ||
Interest | 62,340 | |
Total Income | 62,340 | |
Expenses | ||
The Vanguard Group—Note B | ||
Investment Advisory Services | 5 | |
Management and Administrative | 1,604 | |
Marketing and Distribution | 94 | |
Custodian Fees | 74 | |
Auditing Fees | 31 | |
Shareholders’ Reports | 30 | |
Trustees’ Fees and Expenses | 1 | |
Other Expenses | 8 | |
Total Expenses | 1,847 | |
Expenses Paid Indirectly | (10) | |
Net Expenses | 1,837 | |
Net Investment Income | 60,503 | |
Realized Net Gain (Loss) on Investment Securities Sold | 32 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 60,535 |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 60,503 | 18,135 |
Realized Net Gain (Loss) | 32 | 15 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 60,535 | 18,150 |
Distributions | ||
Total Distributions | (60,515) | (18,174) |
Capital Share Transactions (at $1.00 per share) | ||
Issued | 344,390 | 368,640 |
Issued in Lieu of Cash Distributions | 60,510 | 18,174 |
Redeemed | (404,634) | (275,627) |
Net Increase (Decrease) from Capital Share Transactions | 266 | 111,187 |
Total Increase (Decrease) | 286 | 111,163 |
Net Assets | ||
Beginning of Period | 1,216,982 | 1,105,819 |
End of Period | 1,217,268 | 1,216,982 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 |
Investment Operations | |||||
Net Investment Income1 | .0494 | .0154 | .0001 | .005 | .022 |
Net Realized and Unrealized Gain (Loss) on Investments | — | (.0004) | — | — | — |
Total from Investment Operations | .0494 | .0150 | .0001 | .005 | .022 |
Distributions | |||||
Dividends from Net Investment Income | (.0494) | (.0150) | (.0001) | (.005) | (.022) |
Distributions from Realized Capital Gains | (.0000)2 | (.0000)2 | — | — | — |
Total Distributions | (.0494) | (.0150) | (.0001) | (.005) | (.022) |
Net Asset Value, End of Period | $1.00 | $1.00 | $1.00 | $1.00 | $1.00 |
Total Return | 5.05% | 1.51% | 0.02% | 0.52% | 2.26% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,217 | $1,217 | $1,106 | $1,301 | $1,243 |
Ratio of Expenses to Average Net Assets3 | 0.15%4 | 0.14%4 | 0.07% | 0.15% | 0.15% |
Ratio of Net Investment Income to Average Net Assets | 4.94% | 1.54% | 0.01% | 0.49% | 2.23% |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $0.0001 per share. |
3 | Vanguard and the board of trustees have agreed to temporarily limit certain net operating expenses in excess of the portfolio’s daily yield in order to maintain a zero or positive yield for the portfolio. Vanguard and the board of trustees may terminate the temporary expense limitation at any time. The portfolio is not obligated to repay this amount to Vanguard. The ratio of total expenses to average net assets before an expense reduction was 0.15% for 2022, 0.15% for 2021 and 0.15% for 2020. For the years ended 2023 and 2019, there were no expense reductions. |
4 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.15% and 0.14%, respectively. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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 portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | The portfolio’s custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2023, custodian fee offset arrangements reduced the portfolio’s expenses by $10,000 (an annual rate of less than 0.01% of average net assets). |
D. | Various inputs may be used to determine the value of the portfolio’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. |
E. | Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. |
Amount ($000) | |
Undistributed Ordinary Income | 32 |
Undistributed Long-Term Gains | — |
Net Unrealized Gains (Losses) | — |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 32 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 60,515 | 18,174 |
Long-Term Capital Gains | — | — |
Total | 60,515 | 18,174 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,224,235 |
Gross Unrealized Appreciation | — |
Gross Unrealized Depreciation | — |
Net Unrealized Appreciation (Depreciation) | — |
F. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
G. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Real Estate Index Portfolio returned 11.70%. Its expense-free benchmark returned 11.96%. |
• | With inflation continuing to ease, a number of major central banks left off hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The prospect of falling rates boosted investor appetite for real estate, causing a double-digit spike in returns for the final months of the year. Among the subsectors contributing most to the 12-month results were data center REITs, industrial REITs, retail REITs, and real estate services. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Real Estate Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,079.70 | $1.36 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.89 | 1.33 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Real Estate Index Portfolio | 11.70% | 7.18% | 7.29% | $20,217 | |
Real Estate Spliced Index | 11.96 | 7.44 | 7.55 | 20,698 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Data Center REITs | 7.5% |
Diversified Real Estate Activities | 0.2 |
Diversified REITs | 2.1 |
Health Care REITs | 7.9 |
Hotel & Resort REITs | 2.8 |
Industrial REITs | 12.8 |
Multi-Family Residential REITs | 8.4 |
Office REITs | 4.7 |
Other Specialized REITs | 6.3 |
Real Estate Development | 0.3 |
Real Estate Operating Companies | 0.3 |
Real Estate Services | 7.0 |
Retail REITs | 12.8 |
Self-Storage REITs | 7.0 |
Single-Family Residential REITs | 4.5 |
Telecom Tower REITs | 12.9 |
Timber REITs | 2.5 |
Shares | Market Value• ($000) | |||||
Equity Real Estate Investment Trusts (REITs) (91.4%) | ||||||
Data Center REITs (7.4%) | ||||||
Equinix Inc. | 63,622 | 51,241 | ||||
Digital Realty Trust Inc. | 247,855 | 33,356 | ||||
84,597 | ||||||
Diversified REITs (2.1%) | ||||||
WP Carey Inc. | 174,890 | 11,335 | ||||
Essential Properties Realty Trust Inc. | 127,930 | 3,270 | ||||
Broadstone Net Lease Inc. | 153,552 | 2,644 | ||||
Global Net Lease Inc. | 160,663 | 1,599 | ||||
Alexander & Baldwin Inc. | 59,240 | 1,127 | ||||
Empire State Realty Trust Inc. Class A | 111,791 | 1,083 | ||||
American Assets Trust Inc. | 39,839 | 897 | ||||
Armada Hoffler Properties Inc. | 55,416 | 685 | ||||
Gladstone Commercial Corp. | 32,863 | 435 | ||||
One Liberty Properties Inc. | 14,176 | 310 | ||||
1 | NexPoint Diversified Real Estate Trust | 26,996 | 215 | |||
23,600 | ||||||
Health Care REITs (7.9%) | ||||||
Welltower Inc. | 424,790 | 38,303 | ||||
Ventas Inc. | 329,553 | 16,425 | ||||
Healthpeak Properties Inc. | 447,576 | 8,862 | ||||
Omega Healthcare Investors Inc. | 200,754 | 6,155 | ||||
Healthcare Realty Trust Inc. Class A | 310,489 | 5,350 | ||||
Sabra Health Care REIT Inc. | 189,576 | 2,705 | ||||
Physicians Realty Trust | 195,508 | 2,602 | ||||
Medical Properties Trust Inc. | 490,631 | 2,409 | ||||
National Health Investors Inc. | 35,590 | 1,988 | ||||
CareTrust REIT Inc. | 81,555 | 1,825 | ||||
LTC Properties Inc. | 33,813 | 1,086 | ||||
Global Medical REIT Inc. | 50,782 | 564 | ||||
Community Healthcare Trust Inc. | 20,671 | 551 | ||||
Diversified Healthcare Trust | 138,485 | 518 | ||||
Universal Health Realty Income Trust | 10,661 | 461 | ||||
89,804 | ||||||
Hotel & Resort REITs (2.8%) | ||||||
Host Hotels & Resorts Inc. | 582,909 | 11,349 | ||||
Ryman Hospitality Properties Inc. | 46,508 | 5,119 | ||||
Apple Hospitality REIT Inc. | 178,216 | 2,960 | ||||
Park Hotels & Resorts Inc. | 176,886 | 2,706 | ||||
Sunstone Hotel Investors Inc. | 161,106 | 1,729 | ||||
DiamondRock Hospitality Co. | 171,868 | 1,614 | ||||
Pebblebrook Hotel Trust | 98,796 | 1,579 | ||||
RLJ Lodging Trust | 129,119 | 1,513 | ||||
Xenia Hotels & Resorts Inc. | 87,745 | 1,195 | ||||
Service Properties Trust | 134,979 | 1,153 | ||||
Summit Hotel Properties Inc. | 87,436 | 587 | ||||
Chatham Lodging Trust | 39,660 | 425 | ||||
31,929 | ||||||
Industrial REITs (12.7%) | ||||||
Prologis Inc. | 756,476 | 100,838 | ||||
Rexford Industrial Realty Inc. | 168,739 | 9,466 | ||||
EastGroup Properties Inc. | 37,219 | 6,831 | ||||
Americold Realty Trust Inc. | 220,709 | 6,681 | ||||
STAG Industrial Inc. | 146,628 | 5,757 | ||||
First Industrial Realty Trust Inc. | 107,960 | 5,686 |
Shares | Market Value• ($000) | |||||
Terreno Realty Corp. | 68,717 | 4,307 | ||||
LXP Industrial Trust | 239,902 | 2,380 | ||||
Innovative Industrial Properties Inc. | 22,993 | 2,318 | ||||
Plymouth Industrial REIT Inc. | 32,676 | 787 | ||||
Industrial Logistics Properties Trust | 45,418 | 213 | ||||
145,264 | ||||||
Multi-Family Residential REITs (8.3%) | ||||||
AvalonBay Communities Inc. | 116,335 | 21,780 | ||||
Equity Residential | 294,967 | 18,040 | ||||
Essex Property Trust Inc. | 52,582 | 13,037 | ||||
Mid-America Apartment Communities Inc. | 95,410 | 12,829 | ||||
UDR Inc. | 256,353 | 9,816 | ||||
Camden Property Trust | 87,469 | 8,685 | ||||
Apartment Income REIT Corp. Class A | 121,587 | 4,223 | ||||
Independence Realty Trust Inc. | 184,252 | 2,819 | ||||
Elme Communities | 72,365 | 1,057 | ||||
Veris Residential Inc. | 60,738 | 955 | ||||
* | Apartment Investment & Management Co. Class A | 108,831 | 852 | |||
Centerspace | 12,341 | 718 | ||||
NexPoint Residential Trust Inc. | 18,933 | 652 | ||||
95,463 | ||||||
Office REITs (4.7%) | ||||||
Alexandria Real Estate Equities Inc. | 134,510 | 17,052 | ||||
Boston Properties Inc. | 121,850 | 8,550 | ||||
Vornado Realty Trust | 132,792 | 3,752 | ||||
Kilroy Realty Corp. | 91,273 | 3,636 | ||||
Cousins Properties Inc. | 124,443 | 3,030 | ||||
SL Green Realty Corp. | 52,793 | 2,385 | ||||
COPT Defense Properties | 92,266 | 2,365 | ||||
Highwoods Properties Inc. | 86,497 | 1,986 | ||||
Douglas Emmett Inc. | 136,715 | 1,982 | ||||
Equity Commonwealth | 89,904 | 1,726 | ||||
JBG SMITH Properties | 80,556 | 1,370 | ||||
Easterly Government Properties Inc. Class A | 76,498 | 1,028 | ||||
Hudson Pacific Properties Inc. | 104,162 | 970 | ||||
Brandywine Realty Trust | 140,198 | 757 | ||||
Piedmont Office Realty Trust Inc. Class A | 101,446 | 721 | ||||
Paramount Group Inc. | 133,678 | 691 | ||||
Peakstone Realty Trust | 29,498 | 588 | ||||
Office Properties Income Trust | 40,122 | 294 | ||||
Orion Office REIT Inc. | 44,884 | 257 | ||||
NET Lease Office Properties | 11,801 | 218 | ||||
City Office REIT Inc. | 32,893 | 201 | ||||
Franklin Street Properties Corp. | 68,101 | 174 | ||||
53,733 | ||||||
Other Specialized REITs (6.2%) | ||||||
VICI Properties Inc. Class A | 830,005 | 26,461 | ||||
Iron Mountain Inc. | 238,827 | 16,713 | ||||
Gaming & Leisure Properties Inc. | 215,317 | 10,626 | ||||
Lamar Advertising Co. Class A | 71,721 | 7,623 | ||||
EPR Properties | 61,761 | 2,992 | ||||
Four Corners Property Trust Inc. | 74,259 | 1,879 | ||||
Outfront Media Inc. | 121,803 | 1,700 |
Shares | Market Value• ($000) | |||||
Uniti Group Inc. | 194,792 | 1,126 | ||||
Safehold Inc. | 37,963 | 888 | ||||
Farmland Partners Inc. | 38,037 | 475 | ||||
Gladstone Land Corp. | 28,267 | 408 | ||||
70,891 | ||||||
Retail REITs (12.7%) | ||||||
Simon Property Group Inc. | 267,893 | 38,212 | ||||
Realty Income Corp. | 580,431 | 33,328 | ||||
Kimco Realty Corp. | 507,146 | 10,807 | ||||
Regency Centers Corp. | 135,806 | 9,099 | ||||
NNN REIT Inc. | 149,532 | 6,445 | ||||
Federal Realty Investment Trust | 59,882 | 6,171 | ||||
Brixmor Property Group Inc. | 246,264 | 5,730 | ||||
Spirit Realty Capital Inc. | 115,809 | 5,060 | ||||
Agree Realty Corp. | 78,924 | 4,968 | ||||
Kite Realty Group Trust | 179,874 | 4,112 | ||||
Phillips Edison & Co. Inc. | 96,252 | 3,511 | ||||
Macerich Co. | 176,497 | 2,723 | ||||
Tanger Inc. | 86,243 | 2,391 | ||||
SITE Centers Corp. | 154,428 | 2,105 | ||||
Urban Edge Properties | 96,454 | 1,765 | ||||
Retail Opportunity Investments Corp. | 102,987 | 1,445 | ||||
InvenTrust Properties Corp. | 55,245 | 1,400 | ||||
Acadia Realty Trust | 78,388 | 1,332 | ||||
Getty Realty Corp. | 39,335 | 1,149 | ||||
NETSTREIT Corp. | 54,940 | 981 | ||||
RPT Realty | 70,282 | 902 | ||||
Whitestone REIT | 38,581 | 474 | ||||
Saul Centers Inc. | 10,668 | 419 | ||||
Alexander's Inc. | 1,914 | 409 | ||||
CBL & Associates Properties Inc. | 9,212 | 225 | ||||
*,2 | Spirit MTA REIT | 42,040 | — | |||
145,163 | ||||||
Self-Storage REITs (6.9%) | ||||||
Public Storage | 129,590 | 39,525 | ||||
Extra Space Storage Inc. | 172,986 | 27,735 | ||||
CubeSmart | 183,752 | 8,517 | ||||
National Storage Affiliates Trust | 69,516 | 2,883 | ||||
78,660 | ||||||
Single-Family Residential REITs (4.5%) | ||||||
Invitation Homes Inc. | 500,871 | 17,085 | ||||
Sun Communities Inc. | 101,816 | 13,607 | ||||
Equity LifeStyle Properties Inc. | 145,080 | 10,234 | ||||
American Homes 4 Rent Class A | 265,955 | 9,564 | ||||
UMH Properties Inc. | 50,859 | 779 | ||||
51,269 | ||||||
Telecom Tower REITs (12.8%) | ||||||
American Tower Corp. | 381,707 | 82,403 | ||||
Crown Castle Inc. | 355,093 | 40,903 | ||||
SBA Communications Corp. Class A | 88,742 | 22,513 | ||||
145,819 | ||||||
Timber REITs (2.4%) | ||||||
Weyerhaeuser Co. | 598,414 | 20,807 | ||||
Rayonier Inc. | 115,486 | 3,858 | ||||
PotlatchDeltic Corp. | 65,515 | 3,217 | ||||
27,882 | ||||||
Total Equity Real Estate Investment Trusts (REITs) (Cost $1,113,958) | 1,044,074 |
Shares | Market Value• ($000) | |||||
Real Estate Management & Development (7.7%) | ||||||
Diversified Real Estate Activities (0.2%) | ||||||
St. Joe Co. | 28,682 | 1,726 | ||||
RMR Group Inc. Class A | 12,783 | 361 | ||||
2,087 | ||||||
Real Estate Development (0.3%) | ||||||
* | Howard Hughes Holdings Inc. | 28,714 | 2,457 | |||
* | Forestar Group Inc. | 16,250 | 537 | |||
2,994 | ||||||
Real Estate Operating Companies (0.3%) | ||||||
DigitalBridge Group Inc. | 133,362 | 2,339 | ||||
Kennedy-Wilson Holdings Inc. | 91,056 | 1,127 | ||||
* | Seritage Growth Properties Class A | 30,385 | 284 | |||
3,750 | ||||||
Real Estate Services (6.9%) | ||||||
* | CoStar Group Inc. | 334,312 | 29,216 | |||
* | CBRE Group Inc. Class A | 253,590 | 23,607 | |||
* | Jones Lang LaSalle Inc. | 39,031 | 7,372 | |||
* | Zillow Group Inc. Class C | 125,460 | 7,259 | |||
* | Zillow Group Inc. Class A | 46,143 | 2,617 | |||
* | Opendoor Technologies Inc. | 432,405 | 1,937 | |||
* | Cushman & Wakefield plc | 129,888 | 1,403 | |||
Newmark Group Inc. Class A | 118,743 | 1,301 | ||||
* | Compass Inc. Class A | 286,677 | 1,078 | |||
eXp World Holdings Inc. | 63,296 | 982 | ||||
* | Redfin Corp. | 93,476 | 965 | |||
Marcus & Millichap Inc. | 20,610 | 900 | ||||
* | Anywhere Real Estate Inc. | 80,778 | 655 | |||
* | Offerpad Solutions Inc. | 7,866 | 81 | |||
* | Doma Holdings Inc. | 4,357 | 20 | |||
79,393 | ||||||
Total Real Estate Management & Development (Cost $104,517) | 88,224 | |||||
Temporary Cash Investments (0.6%) | ||||||
Money Market Fund (0.6%) | ||||||
3,4 | Vanguard Market Liquidity Fund, 5.435% (Cost $6,927) | 69,280 | 6,926 | |||
Total Investments (99.7%) (Cost $1,225,402) | 1,139,224 | |||||
Other Assets and Liabilities—Net (0.3%) | 3,459 | |||||
Net Assets (100%) | 1,142,683 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is less than $1,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
4 | Collateral of less than $1,000 was received for securities on loan. |
REIT—Real Estate Investment Trust. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
Dow Jones U.S. Real Estate Index | March 2024 | 3 | 107 | 7 |
Over-the-Counter Total Return Swaps | ||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Floating Interest Rate Received (Paid)1 (%) | Value and Unrealized Appreciation ($000) | Value and Unrealized (Depreciation) ($000) |
Equinix Inc. | 8/30/24 | BANA | 10,595 | (5.432) | — | (114) |
1 | Based on USD Overnight Bank Funding Rate as of the most recent reset date. Floating interest payment received/paid monthly. |
BANA—Bank of America, N.A. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $1,218,475) | 1,132,298 |
Affiliated Issuers (Cost $6,927) | 6,926 |
Total Investments in Securities | 1,139,224 |
Investment in Vanguard | 35 |
Cash | 10 |
Cash Collateral Pledged—Futures Contracts | 12 |
Receivables for Accrued Income | 5,178 |
Receivables for Capital Shares Issued | 151 |
Total Assets | 1,144,610 |
Liabilities | |
Payables for Investment Securities Purchased | 1,123 |
Collateral for Securities on Loan | — |
Payables for Capital Shares Redeemed | 559 |
Payables to Vanguard | 130 |
Variation Margin Payable—Futures Contracts | 1 |
Unrealized Depreciation—Over-the-Counter Swap Contracts | 114 |
Total Liabilities | 1,927 |
Net Assets | 1,142,683 |
1 Includes less than $1,000 of securities on loan. | |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 1,166,404 |
Total Distributable Earnings (Loss) | (23,721) |
Net Assets | 1,142,683 |
Net Assets | |
Applicable to 95,850,565 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,142,683 |
Net Asset Value Per Share | $11.92 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends | 34,503 |
Interest1 | 106 |
Securities Lending—Net | 48 |
Total Income | 34,657 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 22 |
Management and Administrative | 2,550 |
Marketing and Distribution | 63 |
Custodian Fees | 90 |
Auditing Fees | 34 |
Shareholders’ Reports | 25 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 10 |
Total Expenses | 2,795 |
Net Investment Income | 31,862 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received | 5,268 |
Investment Securities Sold1 | 23,887 |
Futures Contracts | (29) |
Swap Contracts | 915 |
Realized Net Gain (Loss) | 30,041 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 59,829 |
Futures Contracts | 24 |
Swap Contracts | (114) |
Change in Unrealized Appreciation (Depreciation) | 59,739 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 121,642 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $104,000, ($1,000), less than $1,000, and ($1,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 31,862 | 28,122 |
Realized Net Gain (Loss) | 30,041 | 49,985 |
Change in Unrealized Appreciation (Depreciation) | 59,739 | (476,185) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 121,642 | (398,078) |
Distributions | ||
Total Distributions | (77,195) | (77,984) |
Capital Share Transactions | ||
Issued | 98,954 | 147,195 |
Issued in Lieu of Cash Distributions | 77,195 | 77,984 |
Redeemed | (171,797) | (193,133) |
Net Increase (Decrease) from Capital Share Transactions | 4,352 | 32,046 |
Total Increase (Decrease) | 48,799 | (444,016) |
Net Assets | ||
Beginning of Period | 1,093,884 | 1,537,900 |
End of Period | 1,142,683 | 1,093,884 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $11.53 | $16.56 | $12.43 | $13.74 | $11.57 |
Investment Operations | |||||
Net Investment Income1 | .327 | .297 | .257 | .259 | .329 |
Net Realized and Unrealized Gain (Loss) on Investments | .888 | (4.474) | 4.553 | (1.054) | 2.874 |
Total from Investment Operations | 1.215 | (4.177) | 4.810 | (.795) | 3.203 |
Distributions | |||||
Dividends from Net Investment Income | (.286) | (.262) | (.293) | (.316) | (.368) |
Distributions from Realized Capital Gains | (.539) | (.591) | (.387) | (.199) | (.665) |
Total Distributions | (.825) | (.853) | (.680) | (.515) | (1.033) |
Net Asset Value, End of Period | $11.92 | $11.53 | $16.56 | $12.43 | $13.74 |
Total Return | 11.70% | -26.30% | 40.21% | -4.85% | 28.81% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,143 | $1,094 | $1,538 | $1,077 | $1,242 |
Ratio of Total Expenses to Average Net Assets | 0.26% | 0.26%2 | 0.26% | 0.26% | 0.26% |
Ratio of Net Investment Income to Average Net Assets | 2.97% | 2.25% | 1.79% | 2.19% | 2.52% |
Portfolio Turnover Rate | 10% | 11% | 12% | 10% | 7% |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.26%. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 1,132,298 | — | — | 1,132,298 |
Temporary Cash Investments | 6,926 | — | — | 6,926 |
Total | 1,139,224 | — | — | 1,139,224 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 7 | — | — | 7 |
Liabilities | ||||
Swap Contracts | — | 114 | — | 114 |
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) | |
Undistributed Ordinary Income | 31,660 |
Undistributed Long-Term Gains | 29,185 |
Net Unrealized Gains (Losses) | (87,879) |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | 3,313 |
Total | (23,721) |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 27,200 | 28,357 |
Long-Term Capital Gains | 49,995 | 49,627 |
Total | 77,195 | 77,984 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,227,103 |
Gross Unrealized Appreciation | 145,030 |
Gross Unrealized Depreciation | (232,909) |
Net Unrealized Appreciation (Depreciation) | (87,879) |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 8,943 | 11,004 |
Issued in Lieu of Cash Distributions | 7,524 | 5,356 |
Redeemed | (15,456) | (14,362) |
Net Increase (Decrease) in Shares Outstanding | 1,011 | 1,998 |
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Short-Term Investment-Grade Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisor's Report | 2 |
About Your Portfolio’s Expenses | 3 |
Performance Summary | 4 |
Financial Statements | 6 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Short-Term Investment-Grade Portfolio returned 6.16%. The portfolio outpaced the return of 5.94% for its benchmark index, the Bloomberg U.S. 1–5 Year Credit Bond Index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | Security selection was the main driver behind the portfolio’s outperformance, particularly in the banking sector. A modest overweight to credit throughout the year was another contributing factor. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Short-Term Investment-Grade Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,042.50 | $0.72 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.50 | 0.71 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Short-Term Investment-Grade Portfolio | 6.16% | 2.13% | 1.93% | $12,112 | |
Bloomberg U.S. 1-5 Year Credit Bond Index | 5.94 | 2.21 | 2.01 | 12,196 | |
Bloomberg U.S. Aggregate Bond Index | 5.53 | 1.10 | 1.81 | 11,964 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.3% |
Corporate Bonds | 84.5 |
Floating Rate Loan Interests | 0.3 |
Sovereign Bonds | 1.1 |
Taxable Municipal Bonds | 0.1 |
U.S. Government and Agency Obligations | 11.7 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (11.3%) | ||||||
U.S. Government Securities (11.3%) | ||||||
United States Treasury Note/Bond | 3.875% | 4/30/25 | 34,547 | 34,239 | ||
United States Treasury Note/Bond | 4.250% | 5/31/25 | 4,000 | 3,985 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 10,000 | 9,391 | ||
United States Treasury Note/Bond | 4.750% | 7/31/25 | 4,400 | 4,421 | ||
United States Treasury Note/Bond | 5.000% | 9/30/25 | 23,000 | 23,237 | ||
1,2 | United States Treasury Note/Bond | 3.750% | 4/15/26 | 36,259 | 35,931 | |
United States Treasury Note/Bond | 3.625% | 5/15/26 | 25,523 | 25,232 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 4,000 | 3,820 | ||
United States Treasury Note/Bond | 4.500% | 7/15/26 | 5,500 | 5,553 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 4,000 | 3,784 | ||
United States Treasury Note/Bond | 4.375% | 8/15/26 | 22,954 | 23,119 | ||
United States Treasury Note/Bond | 4.625% | 11/15/26 | 5,500 | 5,589 | ||
United States Treasury Note/Bond | 4.375% | 12/15/26 | 6,000 | 6,062 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 5,170 | 4,911 | ||
United States Treasury Note/Bond | 4.125% | 10/31/27 | 4,974 | 5,007 | ||
United States Treasury Note/Bond | 3.875% | 12/31/27 | 4,000 | 3,996 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 7,447 | 6,567 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 11,378 | 10,151 | ||
United States Treasury Note/Bond | 4.000% | 6/30/28 | 1,899 | 1,909 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 2,538 | 2,233 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 484 | 427 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 3,277 | 2,905 | ||
United States Treasury Note/Bond | 4.625% | 9/30/28 | 23,500 | 24,271 | ||
Total U.S. Government and Agency Obligations (Cost $245,111) | 246,740 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.2%) | ||||||
3,4 | Ally Auto Receivables Trust Class B Series 2023-1 | 5.760% | 1/15/29 | 250 | 251 | |
3,4 | Ally Auto Receivables Trust Class C Series 2023-1 | 5.960% | 3/15/29 | 200 | 201 | |
3,4 | Ally Auto Receivables Trust Class D Series 2023-1 | 6.740% | 4/15/34 | 130 | 131 | |
3,4 | Ally Auto Receivables Trust Class D Series 2023-A | 7.330% | 1/17/34 | 140 | 143 | |
3,4 | American Homes 4 Rent Trust Class A Series 2014-SFR2 | 3.786% | 10/17/36 | 251 | 246 | |
3,4 | American Homes 4 Rent Trust Class A Series 2015-SFR2 | 3.732% | 10/17/52 | 85 | 83 | |
3,4 | American Homes 4 Rent Trust Class B Series 2014-SFR2 | 4.290% | 10/17/36 | 80 | 79 | |
3,4 | American Homes 4 Rent Trust Class B Series 2015-SFR2 | 4.295% | 10/17/52 | 100 | 98 | |
4 | Americredit Automobile Receivables Trust Class C Series 2023-2 | 6.000% | 7/18/29 | 400 | 404 | |
3,4 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2021-2A | 1.660% | 2/20/28 | 120 | 108 | |
3,4 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-5A | 5.780% | 4/20/28 | 270 | 273 | |
3,4 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-7A | 5.900% | 8/21/28 | 100 | 102 | |
3,4 | Avis Budget Rental Car Funding AESOP LLC Class A Series 2023-8A | 6.020% | 2/20/30 | 190 | 196 | |
4 | BA Credit Card Trust Class A2 Series 2023-A2 | 4.980% | 11/15/28 | 3,210 | 3,243 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4 | Banc of America Commercial Mortgage Trust Class A4 Series 2017-BNK3 | 3.574% | 2/15/50 | 110 | 105 | |
4,5 | Banc of America Commercial Mortgage Trust Class C Series 2015-UBS7 | 4.343% | 9/15/48 | 40 | 31 | |
4,5 | Banc of America Funding Trust Class 2A2 Series 2006-H | 4.653% | 9/20/46 | 63 | 51 | |
4 | BANK Class A4 Series 2017-BNK4 | 3.625% | 5/15/50 | 150 | 141 | |
4 | BANK Class A4 Series 2017-BNK7 | 3.175% | 9/15/60 | 30 | 28 | |
4 | BANK Class A4 Series 2017-BNK8 | 3.488% | 11/15/50 | 360 | 324 | |
4 | BANK Class A5 Series 2017-BNK7 | 3.435% | 9/15/60 | 270 | 254 | |
3,4 | Bank of America Auto Trust Class A4 Series 2023-1A | 5.390% | 7/16/29 | 130 | 132 | |
4 | BBCMS Mortgage Trust Class A1 Series 2022-C16 | 4.021% | 6/15/55 | 207 | 202 | |
4,5 | BBCMS Mortgage Trust Class A3 Series 2023-5C23 | 6.675% | 12/15/56 | 40 | 43 | |
4,5 | Bear Stearns ARM Trust Class 1A1 Series 2007-3 | 3.877% | 5/25/47 | 85 | 76 | |
4,5 | Bear Stearns ARM Trust Class 2A1 Series 2006-4 | 4.419% | 10/25/36 | 86 | 76 | |
4 | Benchmark Mortgage Trust Class A4 Series 2018-B8 | 3.963% | 1/15/52 | 100 | 95 | |
4,5 | Benchmark Mortgage Trust Class A5 Series 2018-B1 | 3.666% | 1/15/51 | 190 | 178 | |
3,4,5 | BPR Trust Class A Series 2023-BRK2 | 6.899% | 11/5/28 | 200 | 209 | |
4 | Capital One Prime Auto Receivables Trust Class A4 Series 2022-2 | 3.690% | 12/15/27 | 510 | 496 | |
4 | Capital One Prime Auto Receivables Trust Class A4 Series 2023-1 | 4.760% | 8/15/28 | 230 | 229 | |
4 | CarMax Auto Owner Trust Class A4 Series 2023-1 | 4.650% | 1/16/29 | 280 | 278 | |
4 | CarMax Auto Owner Trust Class C Series 2020-4 | 1.300% | 8/17/26 | 210 | 202 | |
4 | Carvana Auto Receivables Trust Class A4 Series 2021-P3 | 1.030% | 6/10/27 | 290 | 267 | |
3,4 | CCG Receivables Trust Class A2 Series 2023-2 | 6.280% | 4/14/32 | 120 | 122 | |
4 | CD Mortgage Trust Class A3 Series 2018-CD7 | 4.013% | 8/15/51 | 199 | 189 | |
4 | CD Mortgage Trust Class A4 Series 2016-CD1 | 2.724% | 8/10/49 | 95 | 87 | |
4 | CD Mortgage Trust Class A4 Series 2017-CD3 | 3.631% | 2/10/50 | 110 | 100 | |
4,5 | CD Mortgage Trust Class A4 Series 2017-CD4 | 3.514% | 5/10/50 | 210 | 197 | |
4,5 | CD Mortgage Trust Class AM Series 2017-CD6 | 3.709% | 11/13/50 | 90 | 81 | |
4,5 | CD Mortgage Trust Class AS Series 2016-CD1 | 3.684% | 8/15/50 | 60 | 55 | |
4,5 | CD Mortgage Trust Class C Series 2016-CD1 | 3.631% | 8/10/49 | 40 | 26 | |
4,5 | CD Mortgage Trust Class C Series 2018-CD7 | 4.843% | 8/15/51 | 90 | 69 | |
4 | CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | 3.283% | 5/10/58 | 102 | 96 | |
4,5 | CHL Mortgage Class 1A1 Series 2006-HYB1 Pass-Through Trust | 4.271% | 3/20/36 | 61 | 55 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4,5 | CHL Mortgage Class 3A1 Series 2007-HYB2 Pass-Through Trust | 4.159% | 2/25/47 | 71 | 60 | |
4 | Citibank Credit Card Issuance Trust Class A1 Series 2023-A1 | 5.230% | 12/8/27 | 690 | 696 | |
4 | Citigroup Commercial Mortgage Trust Class A3 Series 2017-P8 | 3.203% | 9/15/50 | 60 | 56 | |
4 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | 3.762% | 6/10/48 | 315 | 303 | |
4 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-GC36 | 3.349% | 2/10/49 | 170 | 164 | |
4 | Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | 3.471% | 10/12/50 | 185 | 172 | |
4 | Citigroup Commercial Mortgage Trust Class B Series 2017-P8 | 4.192% | 9/15/50 | 140 | 119 | |
4,5 | Citigroup Commercial Mortgage Trust Class C Series 2015-GC33 | 4.574% | 9/10/58 | 100 | 78 | |
4,5 | Citigroup Commercial Mortgage Trust Class C Series 2017-P8 | 4.257% | 9/15/50 | 50 | 39 | |
4,5 | Citigroup Mortgage Loan Trust Class 2A1A Series 2007-AR8 | 4.504% | 7/25/37 | 36 | 32 | |
4 | CNH Equipment Trust Class A3 Series 2022-B | 3.890% | 8/16/27 | 330 | 324 | |
4 | CNH Equipment Trust Class A4 Series 2022-B | 3.910% | 3/15/28 | 170 | 165 | |
3,4 | COMM Mortgage Trust Class B Series 2013-CR6 | 3.397% | 3/10/46 | 33 | 28 | |
4 | CSAIL Commercial Mortgage Trust Class A5 Series 2016-C7 | 3.502% | 11/15/49 | 123 | 116 | |
4,5 | CSAIL Commercial Mortgage Trust Class C Series 2015-C3 | 4.351% | 8/15/48 | 140 | 104 | |
4 | DBJPM Mortgage Trust Class A5 Series 2017-C6 | 3.328% | 6/10/50 | 130 | 121 | |
3,4 | DLLAA LLC Class A4 Series 2023-1A | 5.730% | 10/20/31 | 110 | 113 | |
3,4 | DLLAD LLC Class A3 Series 2023-1A | 5.640% | 2/22/28 | 190 | 194 | |
3,4 | DLLMT LLC Class A4 Series 2021-1A | 1.240% | 6/20/29 | 230 | 219 | |
3,4,5 | Edsouth Indenture No. 9 LLC Class A Series 2015-1, SOFR30A + 0.914% | 6.252% | 10/25/56 | 151 | 148 | |
3,4 | EDvestinU Private Education Loan Issue No. 1 LLC Class A Series 2019-A | 3.580% | 11/25/38 | 77 | 73 | |
3,4 | Enterprise Fleet Financing LLC Class A3 Series 2023-3 | 6.410% | 6/20/30 | 100 | 103 | |
3,4,5,6 | Fannie Mae Connecticut Avenue Securities Class 1M1 Series 2023-R08, SOFR30A + 1.500% | 6.837% | 10/25/43 | 173 | 173 | |
3,4,5,6 | Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2023-R06 , SOFR30A + 1.700% | 7.037% | 7/25/43 | 98 | 99 | |
3,4,5,6 | Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2023-R07, SOFR30A + 1.950% | 7.287% | 9/25/43 | 94 | 95 | |
4,5 | First Horizon Mortgage Pass-Through Trust Class 1A1 Series 2006-AR3 | 4.022% | 11/25/36 | 33 | 21 | |
4,5 | First Horizon Mortgage Pass-Through Trust Class 1A1 Series 2006-AR4 | 4.682% | 1/25/37 | 67 | 36 | |
4 | First National Master Note Trust Class A Series 2023-2 | 5.770% | 9/15/29 | 150 | 153 | |
4,5 | Five Mortgage Trust Class A3 Series 2023-V1 | 5.668% | 2/10/56 | 50 | 51 | |
4 | Ford Credit Auto Lease Trust Class B Series 2023-B | 6.200% | 2/15/27 | 290 | 294 | |
4 | Ford Credit Auto Lease Trust Class C Series 2023-B | 6.430% | 4/15/27 | 400 | 407 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Ford Credit Auto Owner Trust Class A Series 2023-1 | 4.850% | 8/15/35 | 1,230 | 1,235 | |
4 | Ford Credit Auto Owner Trust Class A4 Series 2022-D | 5.300% | 3/15/28 | 280 | 283 | |
3,4 | Ford Credit Auto Owner Trust Class B Series 2020-2 | 1.490% | 4/15/33 | 210 | 192 | |
4 | Ford Credit Auto Owner Trust Class B Series 2023-C | 5.930% | 8/15/29 | 440 | 447 | |
3,4 | Ford Credit Auto Owner Trust Class C Series 2020-1 | 2.540% | 8/15/31 | 230 | 222 | |
4 | Ford Credit Auto Owner Trust Class C Series 2020-C | 1.040% | 5/15/28 | 170 | 162 | |
3,4 | Ford Credit Auto Owner Trust Class C Series 2021-1 | 1.910% | 10/17/33 | 200 | 182 | |
4 | Ford Credit Auto Owner Trust Class C Series 2023-C | 6.370% | 5/15/31 | 490 | 499 | |
3,4 | Ford Credit Floorplan Master Owner Trust Class A1 Series 2023-1 | 4.920% | 5/15/28 | 580 | 580 | |
3,4,5,6 | Freddie Mac STACR REMICS Trust Class A1 Series 2023-HQA3, SOFR30A + 1.850% | 7.187% | 11/25/43 | 169 | 170 | |
3,4,5,6 | Freddie Mac STACR REMICS Trust Class M1 Series 2023-HQA3, SOFR30A + 1.850% | 7.187% | 11/25/43 | 126 | 126 | |
3,4,5,6 | Freddie Mac STACR REMICS Trust Class M1A Series 2022-HQA1, SOFR30A + 2.100% | 7.437% | 3/25/42 | 89 | 89 | |
4 | GM Financial Automobile Leasing Trust Class B Series 2023-3 | 5.880% | 8/20/27 | 180 | 182 | |
4 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-1 | 4.660% | 2/16/28 | 560 | 558 | |
4 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-4 | 0.990% | 10/18/27 | 340 | 315 | |
4 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2022-3 | 3.710% | 12/16/27 | 510 | 498 | |
4 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2022-4 | 4.880% | 8/16/28 | 250 | 250 | |
4 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-1 | 4.590% | 7/17/28 | 50 | 50 | |
4 | GM Financial Consumer Automobile Receivables Trust Class B Series 2021-1 | 0.750% | 5/17/27 | 100 | 95 | |
4 | GM Financial Consumer Automobile Receivables Trust Class B Series 2021-2 | 1.090% | 12/16/26 | 230 | 218 | |
4 | GM Financial Consumer Automobile Receivables Trust Class C Series 2023-1 | 5.320% | 10/16/28 | 200 | 200 | |
3,4 | GM Financial Revolving Receivables Trust Class A Series 2023-1 | 5.120% | 4/11/35 | 340 | 345 | |
3,4 | GM Financial Revolving Receivables Trust Class A Series 2023-2 | 5.770% | 8/11/36 | 390 | 406 | |
3,4 | GM Financial Revolving Receivables Trust Class B Series 2021-1 | 1.490% | 6/12/34 | 60 | 55 | |
3,4 | GM Financial Revolving Receivables Trust Class B Series 2023-2 | 6.210% | 8/11/36 | 150 | 156 | |
3,4 | GM Financial Revolving Receivables Trust Class C Series 2021-1 | 1.670% | 6/12/34 | 100 | 91 | |
4,5 | GMACM Mortgage Loan Trust Class 3A1 Series 2005-AR6 | 4.264% | 11/19/35 | 10 | 8 | |
3,4 | GMF Floorplan Owner Revolving Trust Class A Series 2023-2 | 5.340% | 6/15/30 | 300 | 307 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Golden Credit Card Trust Class A Series 2021-1A | 1.140% | 8/15/28 | 840 | 764 | |
4 | GS Mortgage Securities Trust Class A3 Series 2017-GS6 | 3.433% | 5/10/50 | 75 | 68 | |
4 | GS Mortgage Securities Trust Class A4 Series 2015-GC32 | 3.764% | 7/10/48 | 229 | 222 | |
4,5 | GS Mortgage Securities Trust Class A4 Series 2018-GS9 | 3.992% | 3/10/51 | 10 | 9 | |
4 | GS Mortgage Securities Trust Class A4 Series 2019-GC38 | 3.968% | 2/10/52 | 200 | 188 | |
4,5 | GS Mortgage Securities Trust Class A5 Series 2018-GS10 | 4.155% | 7/10/51 | 100 | 94 | |
4 | GS Mortgage Securities Trust Class AS Series 2014-GC20 | 4.258% | 4/10/47 | 20 | 20 | |
4,5 | GS Mortgage Securities Trust Class C Series 2014-GC24 | 4.518% | 9/10/47 | 410 | 323 | |
4,5 | GS Mortgage Securities Trust Class C Series 2015-GC34 | 4.637% | 10/10/48 | 110 | 77 | |
3,4 | Hertz Vehicle Financing III LLC Class A Series 2022-1A | 1.990% | 6/25/26 | 330 | 316 | |
3,4 | Hertz Vehicle Financing III LLC Class A Series 2023-3A | 5.940% | 2/25/28 | 200 | 204 | |
3,4 | Hertz Vehicle Financing III LLC Class C Series 2022-1A | 2.630% | 6/25/26 | 140 | 133 | |
3,4 | Hertz Vehicle Financing III LLC Class C Series 2022-3A | 4.350% | 3/25/25 | 50 | 50 | |
3,4 | Hertz Vehicle Financing LLC Class A Series 2022-2A | 2.330% | 6/26/28 | 290 | 263 | |
4 | Honda Auto Receivables Owner Trust Class A4 Series 2022-2 | 3.760% | 12/18/28 | 190 | 186 | |
4 | Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | 4.970% | 6/21/29 | 350 | 353 | |
4 | Hyundai Auto Receivables Trust Class A4 Series 2021-C | 1.030% | 12/15/27 | 380 | 356 | |
4 | Hyundai Auto Receivables Trust Class A4 Series 2022-B | 3.800% | 8/15/28 | 540 | 528 | |
4 | Hyundai Auto Receivables Trust Class B Series 2020-C | 0.810% | 11/16/26 | 280 | 267 | |
4 | Hyundai Auto Receivables Trust Class B Series 2021-A | 1.090% | 5/17/27 | 270 | 253 | |
4 | Hyundai Auto Receivables Trust Class B Series 2021-B | 0.910% | 2/16/27 | 230 | 214 | |
4 | Hyundai Auto Receivables Trust Class B Series 2023-C | 6.010% | 12/17/29 | 540 | 553 | |
4 | Hyundai Auto Receivables Trust Class C Series 2020-C | 1.080% | 12/15/27 | 250 | 236 | |
4 | John Deere Owner Trust Class A4 Series 2023-A | 5.010% | 12/17/29 | 530 | 535 | |
3,4,5 | JP Morgan Chase Commercial Mortgage Securities Trust Class D Series 2010-C2 | 5.583% | 11/15/43 | 15 | 14 | |
4 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2014-C21 | 3.493% | 8/15/47 | 67 | 66 | |
4 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | 3.598% | 11/15/48 | 270 | 257 | |
4 | JPMCC Commercial Mortgage Securities Trust Class A4 Series 2017-JP6 | 3.224% | 7/15/50 | 250 | 231 | |
4 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP5 | 3.723% | 3/15/50 | 200 | 190 | |
4 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | 4.211% | 6/15/51 | 10 | 9 | |
4 | JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | 3.409% | 10/15/50 | 160 | 148 | |
3,4 | Kubota Credit Owner Trust Class A4 Series 2023-1A | 5.070% | 2/15/29 | 140 | 140 | |
3,4 | Laurel Road Prime Student Loan Trust Class A2B Series 2017-C | 2.810% | 11/25/42 | 7 | 7 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Laurel Road Prime Student Loan Trust Class A2FX Series 2018-B | 3.540% | 5/26/43 | 16 | 16 | |
3,4 | Master Credit Card Trust II Class A Series 2023-1A | 4.700% | 6/21/27 | 340 | 339 | |
4,5 | MASTR Adjustable Rate Mortgages Trust Class 5A1 Series 2004-3 | 5.091% | 4/25/34 | 1 | 1 | |
4 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2022-1 | 5.250% | 2/15/29 | 250 | 253 | |
4 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-1 | 4.310% | 4/16/29 | 190 | 188 | |
4,5 | Merrill Lynch Mortgage Investors Trust MLMI Class 2A Series 2003-A4 | 6.243% | 7/25/33 | 3 | 3 | |
4,5 | Merrill Lynch Mortgage Investors Trust MLMI Class 2A2 Series 2003-A2, TSFR6M + 1.928% | 7.299% | 2/25/33 | 5 | 4 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | 3.536% | 11/15/52 | 75 | 69 | |
4 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2015-C25 | 3.635% | 10/15/48 | 1,055 | 1,014 | |
4,5 | Morgan Stanley Bank of America Merrill Lynch Trust Class C Series 2013-C10 | 3.997% | 7/15/46 | 70 | 50 | |
4,5 | Morgan Stanley Bank of America Merrill Lynch Trust Class C Series 2014-C15 | 5.011% | 4/15/47 | 50 | 49 | |
4 | Morgan Stanley Capital I Class ASB Series 2017-HR2 | 3.509% | 12/15/50 | 113 | 109 | |
3,4 | Morgan Stanley Capital I Trust Class A Series 2014-150E | 3.912% | 9/9/32 | 175 | 148 | |
4,5 | Morgan Stanley Mortgage Loan Trust Class 5A1 Series 2006-8AR | 7.035% | 6/25/36 | 34 | 33 | |
3,4 | MSBAM Commercial Mortgage Securities Trust Class A2 Series 2012-CKSV | 3.277% | 10/15/30 | 215 | 174 | |
3,4 | Navient Private Education Loan Trust Class A2A Series 2017-A | 2.880% | 12/16/58 | 6 | 6 | |
3,4 | Navient Private Education Loan Trust Class A2A Series 2018-BA | 3.610% | 12/15/59 | 147 | 144 | |
3,4,5 | Navient Student Loan Trust Class A1B Series 2023-BA, SOFR30A + 1.700% | 7.038% | 3/15/72 | 96 | 96 | |
3,4 | Navistar Financial Dealer Note Master Owner Trust II Class A Series 2023-1 | 6.180% | 8/25/28 | 150 | 151 | |
4 | Nissan Auto Receivables Owner Trust Class A4 Series 2023-A | 4.850% | 6/17/30 | 170 | 171 | |
3,4 | Palisades Center Trust Class A Series 2016-PLSD | 2.713% | 4/13/33 | 230 | 132 | |
3,4,5 | Pepper Residential Securities Trust No. 23 Class A1U Series 23A, SOFR + 1.064% | 6.430% | 8/18/60 | 4 | 4 | |
3,4 | PFS Financing Corp. Class A Series 2023-B | 5.270% | 5/15/28 | 350 | 351 | |
3,4 | PFS Financing Corp. Class A Series 2023-C | 5.520% | 10/15/28 | 160 | 161 | |
3,4 | Progress Residential Trust Class A Series 2022-SFR3 | 3.200% | 4/17/39 | 109 | 101 | |
3,4 | Progress Residential Trust Class A Series 2022-SFR5 | 4.451% | 6/17/39 | 99 | 96 | |
3,4 | Progress Residential Trust Class B Series 2022-SFR3 | 3.600% | 4/17/39 | 100 | 93 | |
3,4 | Progress Residential Trust Class B Series 2022-SFR5 | 4.896% | 6/17/39 | 100 | 97 | |
4,5 | RFMSI Series Trust Class 2A1 Series 2006-SA3 | 5.721% | 9/25/36 | 41 | 23 | |
4,5 | RFMSI Trust Class 2A1 Series 2006-SA2 | 5.363% | 8/25/36 | 121 | 85 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3,4 | Santander Bank Auto Credit-Linked Notes Class C Series 2023-B | 5.933% | 12/15/33 | 250 | 250 | |
4 | Santander Drive Auto Receivables Trust Class B Series 2023-6 | 5.980% | 4/16/29 | 330 | 337 | |
4 | Santander Drive Auto Receivables Trust Class C Series 2023-1 | 5.090% | 5/15/30 | 90 | 89 | |
4 | Santander Drive Auto Receivables Trust Class C Series 2023-6 | 6.400% | 3/17/31 | 260 | 267 | |
3,4 | Santander Retail Auto Lease Trust Class B Series 2022-B | 3.850% | 3/22/27 | 180 | 176 | |
3,4 | Santander Retail Auto Lease Trust Class D Series 2021-B | 1.410% | 11/20/25 | 470 | 461 | |
3,4 | SBNA Auto Lease Trust Class A4 Series 2023-A | 6.520% | 4/20/28 | 190 | 194 | |
3,4 | SCCU Auto Receivables Trust Class A4 Series 2023-1A | 5.700% | 8/15/29 | 50 | 50 | |
3,4 | SCOTT Trust Class A Series 2023-SFS | 5.910% | 3/15/40 | 100 | 101 | |
3,4 | SMB Private Education Loan Trust Class A2A Series 2016-A | 2.700% | 5/15/31 | 25 | 25 | |
3,4 | SMB Private Education Loan Trust Class A2A Series 2017-B | 2.820% | 10/15/35 | 113 | 108 | |
3,4 | SMB Private Education Loan Trust Class A2A Series 2018-B | 3.600% | 1/15/37 | 244 | 236 | |
3,4 | SMB Private Education Loan Trust Class A2A Series 2018-C | 3.630% | 11/15/35 | 348 | 340 | |
3,4 | SoFi Professional Loan Program LLC Class A2FX Series 2017-D | 2.650% | 9/25/40 | 43 | 41 | |
3,4 | SoFi Professional Loan Program LLC Class A2FX Series 2017-F | 2.840% | 1/25/41 | 40 | 39 | |
4 | Synchrony Card Funding LLC Class A Series 2023-A1 | 5.540% | 7/15/29 | 380 | 387 | |
4 | Synchrony Card Funding LLC Class A Series 2023-A2 | 5.740% | 10/15/29 | 1,940 | 1,991 | |
3,4 | Tesla Auto Lease Trust Class A4 Series 2023-A | 5.940% | 7/20/27 | 130 | 130 | |
3,4 | Tesla Auto Lease Trust Class A4 Series 2023-B | 6.220% | 3/22/27 | 120 | 122 | |
3,4 | Tesla Auto Lease Trust Class C Series 2021-B | 1.120% | 9/22/25 | 230 | 224 | |
3,4 | Tesla Electric Vehicle Trust Class A4 Series 2023-1 | 5.380% | 2/20/29 | 190 | 192 | |
3,4 | Tesla Electric Vehicle Trust Class B Series 2023-1 | 5.820% | 5/20/31 | 190 | 191 | |
3,4 | TMSQ Mortgage Trust Class A Series 2014-1500 | 3.680% | 10/10/36 | 540 | 463 | |
3,4 | Toyota Auto Loan Extended Note Trust Class A Series 2021-1A | 1.070% | 2/27/34 | 440 | 404 | |
4 | Toyota Auto Receivables Owner Trust Class A4 Series 2021-D | 1.020% | 3/15/27 | 330 | 308 | |
4 | Toyota Auto Receivables Owner Trust Class A4 Series 2022-C | 3.770% | 2/15/28 | 330 | 322 | |
4 | Toyota Auto Receivables Owner Trust Class A4 Series 2022-D | 5.430% | 4/17/28 | 440 | 447 | |
4 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | 4.420% | 8/15/28 | 350 | 347 | |
4 | UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | 3.679% | 12/15/50 | 150 | 138 | |
3,4 | UBS-BAMLL Trust Class A Series 2012-WRM | 3.663% | 6/10/30 | 19 | 18 | |
4 | Verizon Master Trust Class A Series 2023-1 | 4.490% | 1/22/29 | 690 | 687 | |
3,4 | Verizon Master Trust Class A Series 2023-6 | 5.350% | 9/22/31 | 290 | 300 | |
4,5 | WaMu Mortgage Pass-Through Certificates Class 1A7 Series 2003-AR9 Trust | 5.662% | 9/25/33 | 4 | 4 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
4,5 | WaMu Mortgage Pass-Through Certificates Class A Series 2002-AR18 Trust | 6.157% | 1/25/33 | 3 | 3 | |
4,5 | WaMu Mortgage Pass-Through Certificates Class A7 Series 2003-AR7 Trust | 5.582% | 8/25/33 | 3 | 3 | |
4 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | 3.317% | 10/15/50 | 200 | 188 | |
4 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C30 | 3.664% | 9/15/58 | 150 | 145 | |
4 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C39 | 3.157% | 9/15/50 | 120 | 111 | |
4 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | 3.581% | 10/15/50 | 75 | 71 | |
4 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-RC1 | 3.631% | 1/15/60 | 75 | 71 | |
4 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | 4.152% | 8/15/51 | 90 | 85 | |
4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2014-LC16 | 4.020% | 8/15/50 | 200 | 196 | |
4 | Wells Fargo Commercial Mortgage Trust Class B Series 2014-LC16 | 4.322% | 8/15/50 | 150 | 116 | |
4 | Wells Fargo Commercial Mortgage Trust Class C Series 2014-LC16 | 4.458% | 8/15/50 | 220 | 102 | |
4,5 | Wells Fargo Commercial Mortgage Trust Class C Series 2015-LC22 | 4.545% | 9/15/58 | 115 | 100 | |
4,5 | Wells Fargo Commercial Mortgage Trust Class C Series 2018-C43 | 4.514% | 3/15/51 | 80 | 63 | |
4,5 | Wells Fargo Mortgage Backed Securities Trust Class 2A1 Series 2006-AR14 | 6.376% | 10/25/36 | 42 | 37 | |
3,4,5 | WFLD 2014-MONT Mortgage Trust Class A | 3.755% | 8/10/31 | 875 | 787 | |
4 | WFRBS Commercial Mortgage Trust Class A4 Series 2014-C21 | 3.410% | 8/15/47 | 56 | 56 | |
4 | WFRBS Commercial Mortgage Trust Class AS Series 2014-C21 | 3.891% | 8/15/47 | 170 | 162 | |
4,5 | WFRBS Commercial Mortgage Trust Class B Series 2013-C18 | 4.822% | 12/15/46 | 25 | 24 | |
4 | WFRBS Commercial Mortgage Trust Class B Series 2014-C20 | 4.378% | 5/15/47 | 280 | 217 | |
4,5 | WFRBS Commercial Mortgage Trust Class C Series 2014-C20 | 4.513% | 5/15/47 | 90 | 47 | |
4 | World Omni Auto Receivables Trust Class A4 Series 2021-D | 1.100% | 11/15/27 | 380 | 354 | |
4 | World Omni Auto Receivables Trust Class A4 Series 2022-C | 3.680% | 9/15/28 | 430 | 418 | |
4 | World Omni Auto Receivables Trust Class A4 Series 2022-D | 5.700% | 2/15/29 | 270 | 277 | |
4 | World Omni Auto Receivables Trust Class A4 Series 2023-A | 4.660% | 5/15/29 | 300 | 299 | |
4 | World Omni Auto Receivables Trust Class B Series 2021-B | 1.040% | 6/15/27 | 140 | 131 | |
4 | World Omni Auto Receivables Trust Class B Series 2021-C | 0.840% | 9/15/27 | 140 | 130 | |
4 | World Omni Auto Receivables Trust Class C Series 2021-B | 1.290% | 12/15/27 | 130 | 121 | |
4 | World Omni Auto Receivables Trust Class C Series 2021-D | 1.720% | 6/15/28 | 140 | 131 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $49,976) | 47,998 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Corporate Bonds (82.0%) | ||||||
Communications (6.8%) | ||||||
AT&T Inc. | 3.875% | 1/15/26 | 400 | 392 | ||
AT&T Inc. | 1.700% | 3/25/26 | 7,684 | 7,189 | ||
AT&T Inc. | 2.300% | 6/1/27 | 3,066 | 2,847 | ||
AT&T Inc. | 1.650% | 2/1/28 | 1,940 | 1,728 | ||
AT&T Inc. | 4.100% | 2/15/28 | 1,152 | 1,126 | ||
7 | AT&T Inc. | 1.600% | 5/19/28 | 700 | 725 | |
Booking Holdings Inc. | 3.600% | 6/1/26 | 500 | 490 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 870 | 884 | ||
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 5.375% | 6/1/29 | 50 | 47 | |
3 | CCO Holdings LLC / CCO Holdings Capital Corp. | 6.375% | 9/1/29 | 125 | 123 | |
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 8,740 | 8,658 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.150% | 11/10/26 | 1,870 | 1,913 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 1,080 | 1,020 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.200% | 3/15/28 | 1,060 | 1,019 | ||
8 | CK Hutchison Group Telecom Finance SA | 2.000% | 10/17/27 | 1,200 | 1,376 | |
Comcast Corp. | 3.375% | 8/15/25 | 2,460 | 2,404 | ||
Comcast Corp. | 3.950% | 10/15/25 | 1,100 | 1,086 | ||
Comcast Corp. | 3.150% | 3/1/26 | 1,007 | 978 | ||
7 | Comcast Corp. | 0.000% | 9/14/26 | 740 | 754 | |
Comcast Corp. | 2.350% | 1/15/27 | 1,782 | 1,674 | ||
Comcast Corp. | 5.350% | 11/15/27 | 956 | 988 | ||
Comcast Corp. | 3.150% | 2/15/28 | 1,141 | 1,088 | ||
Comcast Corp. | 3.550% | 5/1/28 | 1,440 | 1,390 | ||
3 | CSC Holdings LLC | 4.125% | 12/1/30 | 70 | 53 | |
3 | CSC Holdings LLC | 4.500% | 11/15/31 | 85 | 64 | |
3 | Directv Financing LLC / Directv Financing Co-Obligor Inc. | 5.875% | 8/15/27 | 84 | 79 | |
Discovery Communications LLC | 3.450% | 3/15/25 | 175 | 171 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 210 | 205 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 2,825 | 2,818 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 670 | 638 | ||
3 | DISH Network Corp. | 11.750% | 11/15/27 | 210 | 219 | |
Expedia Group Inc. | 4.625% | 8/1/27 | 2,811 | 2,803 | ||
Fox Corp. | 3.050% | 4/7/25 | 2,888 | 2,812 | ||
Fox Corp. | 4.709% | 1/25/29 | 760 | 756 | ||
3 | Frontier Communications Holdings LLC | 5.000% | 5/1/28 | 105 | 97 | |
3 | Level 3 Financing Inc. | 4.625% | 9/15/27 | 50 | 30 | |
3 | Level 3 Financing Inc. | 4.250% | 7/1/28 | 20 | 10 | |
3 | Level 3 Financing Inc. | 3.625% | 1/15/29 | 45 | 19 | |
Meta Platforms Inc. | 3.500% | 8/15/27 | 7,697 | 7,492 | ||
Meta Platforms Inc. | 4.600% | 5/15/28 | 2,895 | 2,940 | ||
Netflix Inc. | 5.875% | 2/15/25 | 1,925 | 1,940 | ||
3 | Netflix Inc. | 3.625% | 6/15/25 | 455 | 447 | |
Netflix Inc. | 4.375% | 11/15/26 | 1,998 | 1,989 | ||
Netflix Inc. | 4.875% | 4/15/28 | 3,042 | 3,079 | ||
Netflix Inc. | 5.875% | 11/15/28 | 7,005 | 7,400 | ||
7 | Netflix Inc. | 3.875% | 11/15/29 | 400 | 457 | |
3 | Nexstar Media Inc. | 5.625% | 7/15/27 | 120 | 117 | |
3 | NTT Finance Corp. | 1.162% | 4/3/26 | 3,360 | 3,102 | |
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 1,060 | 1,033 | ||
3 | Outfront Media Capital LLC / Outfront Media Capital Corp. | 7.375% | 2/15/31 | 85 | 90 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Paramount Global | 4.200% | 6/1/29 | 250 | 234 | ||
Paramount Global Inc. | 3.375% | 2/15/28 | 110 | 101 | ||
Rogers Communications Inc. | 3.200% | 3/15/27 | 1,505 | 1,436 | ||
7 | Sky Ltd. | 2.500% | 9/15/26 | 345 | 375 | |
Sprint Capital Corp. | 6.875% | 11/15/28 | 4,820 | 5,225 | ||
Sprint LLC | 7.625% | 2/15/25 | 780 | 794 | ||
Sprint LLC | 7.625% | 3/1/26 | 1,110 | 1,159 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 1,690 | 1,655 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 990 | 959 | ||
Take-Two Interactive Software Inc. | 4.950% | 3/28/28 | 900 | 907 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 2,576 | 2,525 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 7,590 | 7,433 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 1,690 | 1,574 | ||
T-Mobile USA Inc. | 2.250% | 2/15/26 | 1,595 | 1,512 | ||
T-Mobile USA Inc. | 2.625% | 4/15/26 | 220 | 209 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 5,127 | 4,975 | ||
T-Mobile USA Inc. | 5.375% | 4/15/27 | 172 | 173 | ||
T-Mobile USA Inc. | 4.750% | 2/1/28 | 750 | 747 | ||
T-Mobile USA Inc. | 4.950% | 3/15/28 | 2,422 | 2,459 | ||
T-Mobile USA Inc. | 4.800% | 7/15/28 | 1,275 | 1,285 | ||
3 | Univision Communications Inc. | 5.125% | 2/15/25 | 71 | 71 | |
3 | Univision Communications Inc. | 8.000% | 8/15/28 | 115 | 119 | |
3 | UPC Holding BV | 5.500% | 1/15/28 | 60 | 57 | |
Verizon Communications Inc. | 1.450% | 3/20/26 | 3,495 | 3,255 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 1,470 | 1,401 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 1,510 | 1,489 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 2,075 | 1,973 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 4,502 | 4,070 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 2,220 | 2,197 | ||
3 | Virgin Media Finance plc | 5.000% | 7/15/30 | 80 | 71 | |
Vodafone Group plc | 4.125% | 5/30/25 | 1,350 | 1,333 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 569 | 539 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 2,000 | 1,942 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 250 | 246 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 180 | 167 | ||
Warnermedia Holdings Inc. | 3.638% | 3/15/25 | 3,685 | 3,607 | ||
Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 8,934 | 8,563 | ||
Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 1,107 | 1,050 | ||
148,646 | ||||||
Consumer Discretionary (5.7%) | ||||||
Amazon.com Inc. | 3.150% | 8/22/27 | 500 | 480 | ||
Amazon.com Inc. | 4.550% | 12/1/27 | 5,090 | 5,165 | ||
American Honda Finance Corp. | 4.600% | 4/17/25 | 1,217 | 1,213 | ||
American Honda Finance Corp. | 1.200% | 7/8/25 | 1,148 | 1,089 | ||
American Honda Finance Corp. | 5.800% | 10/3/25 | 1,970 | 2,005 | ||
American Honda Finance Corp. | 4.750% | 1/12/26 | 391 | 392 | ||
American Honda Finance Corp. | 5.250% | 7/7/26 | 220 | 224 | ||
7 | American Honda Finance Corp. | 3.750% | 10/25/27 | 1,000 | 1,133 | |
Asbury Automotive Group Inc. | 4.500% | 3/1/28 | 15 | 14 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 1,750 | 1,718 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 500 | 486 | ||
AutoZone Inc. | 4.500% | 2/1/28 | 2,040 | 2,029 | ||
AutoZone Inc. | 6.250% | 11/1/28 | 790 | 840 | ||
3 | BMW US Capital LLC | 1.250% | 8/12/26 | 1,038 | 952 | |
3 | BMW US Capital LLC | 3.450% | 4/1/27 | 275 | 265 | |
3 | Boyne USA Inc. | 4.750% | 5/15/29 | 50 | 47 | |
3 | Caesars Entertainment Inc. | 6.250% | 7/1/25 | 80 | 80 | |
3 | Carnival Corp. | 9.875% | 8/1/27 | 50 | 52 | |
3 | Carnival Corp. | 6.000% | 5/1/29 | 30 | 29 | |
3 | Churchill Downs Inc. | 5.500% | 4/1/27 | 45 | 45 | |
3 | Churchill Downs Inc. | 4.750% | 1/15/28 | 90 | 86 | |
3 | Clarios Global LP | 6.750% | 5/15/25 | 72 | 73 | |
eBay Inc. | 5.900% | 11/22/25 | 605 | 615 | ||
eBay Inc. | 1.400% | 5/10/26 | 1,500 | 1,390 | ||
eBay Inc. | 5.950% | 11/22/27 | 945 | 987 | ||
3 | ERAC USA Finance LLC | 3.800% | 11/1/25 | 665 | 649 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | ERAC USA Finance LLC | 3.300% | 12/1/26 | 100 | 96 | |
3 | ERAC USA Finance LLC | 4.600% | 5/1/28 | 770 | 766 | |
Ford Motor Co. | 6.625% | 10/1/28 | 710 | 747 | ||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 2,050 | 1,993 | ||
Ford Motor Credit Co. LLC | 3.375% | 11/13/25 | 810 | 775 | ||
Ford Motor Credit Co. LLC | 6.950% | 3/6/26 | 1,390 | 1,424 | ||
Ford Motor Credit Co. LLC | 6.950% | 6/10/26 | 260 | 267 | ||
Ford Motor Credit Co. LLC | 2.700% | 8/10/26 | 380 | 352 | ||
Ford Motor Credit Co. LLC | 4.271% | 1/9/27 | 200 | 192 | ||
Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | 1,195 | 1,167 | ||
Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | 715 | 678 | ||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 35 | 33 | ||
Ford Motor Credit Co. LLC | 7.350% | 11/4/27 | 640 | 674 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/16/28 | 400 | 359 | ||
Ford Motor Credit Co. LLC | 6.800% | 5/12/28 | 1,025 | 1,071 | ||
Ford Motor Credit Co. LLC | 6.798% | 11/7/28 | 2,185 | 2,286 | ||
General Motors Co. | 6.125% | 10/1/25 | 4,175 | 4,229 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 1,300 | 1,262 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 410 | 402 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 910 | 897 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 1,190 | 1,145 | ||
General Motors Financial Co. Inc. | 6.050% | 10/10/25 | 2,820 | 2,856 | ||
General Motors Financial Co. Inc. | 1.250% | 1/8/26 | 6,100 | 5,645 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 1,720 | 1,721 | ||
General Motors Financial Co. Inc. | 5.400% | 4/6/26 | 1,960 | 1,974 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 405 | 371 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 792 | 771 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 820 | 804 | ||
General Motors Financial Co. Inc. | 2.350% | 2/26/27 | 1,135 | 1,045 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 2,226 | 2,223 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 1,985 | 1,831 | ||
General Motors Financial Co. Inc. | 6.000% | 1/9/28 | 670 | 693 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 870 | 781 | ||
General Motors Financial Co. Inc. | 5.800% | 1/7/29 | 1,900 | 1,946 | ||
Goodyear Tire & Rubber Co. | 5.000% | 7/15/29 | 35 | 33 | ||
3 | Harley-Davidson Financial Services Inc. | 3.350% | 6/8/25 | 500 | 483 | |
3 | Harley-Davidson Financial Services Inc. | 3.050% | 2/14/27 | 3,989 | 3,711 | |
Harley-Davidson Inc. | 3.500% | 7/28/25 | 900 | 874 | ||
3 | Hilton Domestic Operating Co. Inc. | 5.375% | 5/1/25 | 260 | 259 | |
Home Depot Inc. | 2.800% | 9/14/27 | 290 | 276 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 540 | 532 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 1,860 | 1,756 | ||
Lennar Corp. | 4.750% | 5/30/25 | 819 | 814 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,755 | 1,762 | ||
3 | Lithia Motors Inc. | 4.625% | 12/15/27 | 95 | 92 | |
3 | Lithia Motors Inc. | 3.875% | 6/1/29 | 85 | 77 | |
3 | Live Nation Entertainment Inc. | 4.875% | 11/1/24 | 80 | 79 | |
3 | Live Nation Entertainment Inc. | 6.500% | 5/15/27 | 320 | 326 | |
Lowe's Cos. Inc. | 4.400% | 9/8/25 | 1,070 | 1,063 | ||
Lowe's Cos. Inc. | 4.800% | 4/1/26 | 2,800 | 2,802 | ||
Lowe's Cos. Inc. | 3.350% | 4/1/27 | 1,020 | 983 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 708 | 622 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 355 | 314 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 500 | 488 | ||
Marriott International Inc. | 3.125% | 6/15/26 | 190 | 182 | ||
Marriott International Inc. | 5.000% | 10/15/27 | 850 | 861 | ||
McDonald's Corp. | 1.450% | 9/1/25 | 700 | 663 | ||
McDonald's Corp. | 3.500% | 7/1/27 | 900 | 875 | ||
3 | Mercedes-Benz Finance North America LLC | 1.450% | 3/2/26 | 560 | 522 | |
3 | Mercedes-Benz Finance North America LLC | 4.800% | 3/30/26 | 1,760 | 1,761 | |
3 | Mercedes-Benz Finance North America LLC | 5.200% | 8/3/26 | 960 | 973 | |
3 | Mercedes-Benz Finance North America LLC | 4.800% | 3/30/28 | 2,190 | 2,212 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Mercedes-Benz Finance North America LLC | 5.100% | 8/3/28 | 2,415 | 2,463 | |
3 | Meritage Homes Corp. | 3.875% | 4/15/29 | 105 | 97 | |
Mohawk Industries Inc. | 5.850% | 9/18/28 | 450 | 466 | ||
3 | NCL Corp. Ltd. | 5.875% | 2/15/27 | 38 | 38 | |
Newell Brands Inc. | 5.200% | 4/1/26 | 170 | 167 | ||
Newell Brands Inc. | 6.375% | 9/15/27 | 91 | 91 | ||
3 | Nissan Motor Acceptance Co. LLC | 1.050% | 3/8/24 | 1,600 | 1,585 | |
3 | Nissan Motor Acceptance Co. LLC | 1.125% | 9/16/24 | 1,040 | 1,004 | |
O'Reilly Automotive Inc. | 5.750% | 11/20/26 | 950 | 973 | ||
3 | Penn National Gaming Inc. | 5.625% | 1/15/27 | 35 | 34 | |
Ross Stores Inc. | 0.875% | 4/15/26 | 935 | 857 | ||
3 | Royal Caribbean Cruises Ltd. | 8.250% | 1/15/29 | 533 | 567 | |
3 | Royal Caribbean Cruises Ltd. | 9.250% | 1/15/29 | 15 | 16 | |
Starbucks Corp. | 4.750% | 2/15/26 | 1,055 | 1,060 | ||
Starbucks Corp. | 2.000% | 3/12/27 | 116 | 107 | ||
Tapestry Inc. | 7.000% | 11/27/26 | 755 | 783 | ||
Tapestry Inc. | 7.350% | 11/27/28 | 1,685 | 1,768 | ||
Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 1,131 | 1,058 | ||
Toyota Motor Credit Corp. | 5.400% | 11/10/25 | 238 | 242 | ||
Toyota Motor Credit Corp. | 4.450% | 5/18/26 | 1,585 | 1,583 | ||
Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 2,700 | 2,505 | ||
Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 4,445 | 4,260 | ||
Toyota Motor Credit Corp. | 4.550% | 9/20/27 | 2,640 | 2,662 | ||
7 | Toyota Motor Credit Corp. | 0.125% | 11/5/27 | 244 | 242 | |
Toyota Motor Credit Corp. | 4.625% | 1/12/28 | 1,073 | 1,087 | ||
Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 892 | 810 | ||
3 | Volkswagen Group of America Finance LLC | 3.350% | 5/13/25 | 500 | 487 | |
3 | Volkswagen Group of America Finance LLC | 5.800% | 9/12/25 | 1,870 | 1,887 | |
3 | Volkswagen Group of America Finance LLC | 5.700% | 9/12/26 | 1,495 | 1,517 | |
3 | Volkswagen Group of America Finance LLC | 6.000% | 11/16/26 | 300 | 307 | |
3 | Volkswagen Group of America Finance LLC | 5.650% | 9/12/28 | 1,125 | 1,155 | |
7 | Volkswagen Leasing GmbH | 0.375% | 7/20/26 | 1,900 | 1,944 | |
3 | Wyndham Hotels & Resorts Inc. | 4.375% | 8/15/28 | 40 | 37 | |
124,788 | ||||||
Consumer Staples (4.5%) | ||||||
3 | 7-Eleven Inc. | 0.950% | 2/10/26 | 2,300 | 2,126 | |
Altria Group Inc. | 2.350% | 5/6/25 | 1,719 | 1,658 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 1,089 | 1,079 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 1,000 | 945 | ||
Altria Group Inc. | 6.200% | 11/1/28 | 380 | 399 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 230 | 229 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 744 | 730 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 1,298 | 1,283 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 3,421 | 3,274 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 3,335 | 3,301 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 297 | 284 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 1,105 | 988 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 5,180 | 4,811 | ||
BAT International Finance plc | 4.448% | 3/16/28 | 1,245 | 1,226 | ||
BAT International Finance plc | 5.931% | 2/2/29 | 6,045 | 6,283 | ||
7 | BAT International Finance plc | 3.125% | 3/6/29 | 300 | 320 | |
Campbell Soup Co. | 3.950% | 3/15/25 | 670 | 660 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 620 | 607 | ||
3 | Cargill Inc. | 4.500% | 6/24/26 | 450 | 449 | |
7 | CK Hutchison Europe Finance 18 Ltd. | 1.250% | 4/13/25 | 440 | 469 | |
Conagra Brands Inc. | 5.300% | 10/1/26 | 1,265 | 1,280 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 724 | 716 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 215 | 214 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Constellation Brands Inc. | 3.700% | 12/6/26 | 200 | 195 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 915 | 882 | ||
Constellation Brands Inc. | 4.350% | 5/9/27 | 1,770 | 1,756 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 411 | 373 | ||
3 | Coty Inc. | 5.000% | 4/15/26 | 24 | 24 | |
Diageo Capital plc | 5.200% | 10/24/25 | 740 | 747 | ||
Diageo Capital plc | 5.300% | 10/24/27 | 1,640 | 1,694 | ||
Dollar General Corp. | 4.625% | 11/1/27 | 1,250 | 1,242 | ||
3 | Energizer Holdings Inc. | 4.750% | 6/15/28 | 95 | 88 | |
General Mills Inc. | 4.200% | 4/17/28 | 595 | 587 | ||
Haleon UK Capital plc | 3.125% | 3/24/25 | 5,125 | 5,004 | ||
Haleon US Capital LLC | 3.375% | 3/24/27 | 3,201 | 3,081 | ||
Hershey Co. | 4.250% | 5/4/28 | 285 | 285 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 831 | 815 | ||
J M Smucker Co. | 5.900% | 11/15/28 | 755 | 795 | ||
Kenvue Inc. | 5.350% | 3/22/26 | 1,245 | 1,266 | ||
Kenvue Inc. | 5.050% | 3/22/28 | 655 | 671 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 688 | 681 | ||
Keurig Dr Pepper Inc. | 4.597% | 5/25/28 | 2,485 | 2,489 | ||
Kimberly-Clark de Mexico SAB de CV | 3.250% | 3/12/25 | 350 | 342 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 600 | 577 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 2,779 | 2,726 | ||
Kroger Co. | 3.500% | 2/1/26 | 1,470 | 1,432 | ||
3 | Lamb Weston Holdings Inc. | 4.875% | 5/15/28 | 80 | 78 | |
3 | Mars Inc. | 4.550% | 4/20/28 | 1,610 | 1,618 | |
McCormick & Co. Inc. | 3.400% | 8/15/27 | 600 | 573 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 100 | 99 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,095 | 1,048 | ||
3 | Mondelez International Holdings Netherlands BV | 1.250% | 9/24/26 | 1,990 | 1,812 | |
Mondelez International Inc. | 1.500% | 5/4/25 | 2,483 | 2,368 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 970 | 915 | ||
Pepsico Inc. | 3.600% | 2/18/28 | 599 | 586 | ||
PepsiCo Inc. | 5.125% | 11/10/26 | 790 | 807 | ||
3 | Performance Food Group Inc. | 6.875% | 5/1/25 | 35 | 35 | |
3 | Performance Food Group Inc. | 5.500% | 10/15/27 | 95 | 94 | |
Philip Morris International Inc. | 1.500% | 5/1/25 | 885 | 846 | ||
Philip Morris International Inc. | 5.000% | 11/17/25 | 2,305 | 2,316 | ||
Philip Morris International Inc. | 4.875% | 2/13/26 | 3,785 | 3,796 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 500 | 479 | ||
7 | Philip Morris International Inc. | 2.875% | 3/3/26 | 645 | 704 | |
Philip Morris International Inc. | 0.875% | 5/1/26 | 1,150 | 1,054 | ||
Philip Morris International Inc. | 5.125% | 11/17/27 | 3,655 | 3,721 | ||
Philip Morris International Inc. | 4.875% | 2/15/28 | 3,555 | 3,596 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 1,057 | 998 | ||
Philip Morris International Inc. | 5.250% | 9/7/28 | 1,980 | 2,038 | ||
3 | Reckitt Benckiser Treasury Services plc | 3.000% | 6/26/27 | 500 | 475 | |
Reynolds American Inc. | 4.450% | 6/12/25 | 3,414 | 3,375 | ||
7 | Swedish Match AB | 0.875% | 2/26/27 | 200 | 203 | |
Sysco Corp. | 3.250% | 7/15/27 | 1,140 | 1,090 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 1,865 | 1,830 | ||
3 | US Foods Inc. | 6.875% | 9/15/28 | 90 | 93 | |
97,730 | ||||||
Energy (5.7%) | ||||||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 2.061% | 12/15/26 | 800 | 748 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 1,955 | 1,871 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 440 | 430 | ||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 2,000 | 1,935 | ||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 1,085 | 1,039 | ||
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 1,260 | 1,234 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 465 | 463 | ||
7 | BP Capital Markets BV | 3.773% | 5/12/30 | 200 | 228 | |
BP Capital Markets plc | 3.279% | 9/19/27 | 1,722 | 1,657 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 640 | 621 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 430 | 423 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 620 | 591 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 3,450 | 3,351 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 4,430 | 4,441 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 2,070 | 2,079 | ||
Cheniere Energy Inc. | 4.625% | 10/15/28 | 1,440 | 1,406 | ||
3 | Civitas Resources Inc. | 8.375% | 7/1/28 | 75 | 78 | |
3 | Civitas Resources Inc. | 8.750% | 7/1/31 | 15 | 16 | |
3 | CNX Resources Corp. | 7.250% | 3/14/27 | 14 | 14 | |
3 | Continental Resources Inc. | 2.268% | 11/15/26 | 1,000 | 921 | |
Coterra Energy Inc. | 3.900% | 5/15/27 | 512 | 495 | ||
3 | CrownRock LP / CrownRock Finance Inc. | 5.625% | 10/15/25 | 75 | 75 | |
DCP Midstream Operating LP | 5.625% | 7/15/27 | 58 | 60 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 400 | 405 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 3,350 | 3,250 | ||
3 | DT Midstream Inc. | 4.125% | 6/15/29 | 110 | 101 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 574 | 564 | ||
Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | 221 | 217 | ||
Empresa Nacional del Petroleo | 3.750% | 8/5/26 | 1,035 | 985 | ||
Empresa Nacional del Petroleo | 5.250% | 11/6/29 | 200 | 193 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 820 | 829 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 1,528 | 1,482 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 856 | 830 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 900 | 824 | ||
Enbridge Inc. | 5.900% | 11/15/26 | 1,910 | 1,961 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 150 | 148 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 1,340 | 1,295 | ||
Enbridge Inc. | 6.000% | 11/15/28 | 1,880 | 1,975 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 1,910 | 1,880 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 560 | 543 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 550 | 556 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 95 | 94 | ||
Energy Transfer LP | 3.900% | 7/15/26 | 392 | 381 | ||
Energy Transfer LP | 6.050% | 12/1/26 | 2,070 | 2,128 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 4,440 | 4,344 | ||
Energy Transfer LP | 5.500% | 6/1/27 | 495 | 502 | ||
Energy Transfer LP | 4.000% | 10/1/27 | 741 | 714 | ||
Energy Transfer LP | 5.550% | 2/15/28 | 1,635 | 1,672 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 1,295 | 1,290 | ||
Energy Transfer LP | 4.950% | 6/15/28 | 550 | 549 | ||
Energy Transfer LP | 6.100% | 12/1/28 | 1,250 | 1,316 | ||
EnLink Midstream Partners LP | 4.850% | 7/15/26 | 85 | 84 | ||
Enterprise Products Operating LLC | 5.050% | 1/10/26 | 1,745 | 1,762 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 955 | 941 | ||
3 | EQM Midstream Partners LP | 7.500% | 6/1/27 | 105 | 108 | |
EQT Corp. | 6.125% | 2/1/25 | 345 | 346 | ||
3 | EQT Corp. | 3.125% | 5/15/26 | 50 | 47 | |
EQT Corp. | 3.900% | 10/1/27 | 1,900 | 1,819 | ||
EQT Corp. | 5.000% | 1/15/29 | 260 | 258 | ||
Harvest Operations Corp. | 1.000% | 4/26/24 | 560 | 552 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 835 | 825 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 1,250 | 1,150 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 435 | 430 | ||
3 | Kinetik Holdings LP | 6.625% | 12/15/28 | 80 | 82 | |
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 3,492 | 3,468 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 2,130 | 2,154 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 981 | 938 | ||
MPLX LP | 4.875% | 6/1/25 | 930 | 924 | ||
MPLX LP | 1.750% | 3/1/26 | 3,260 | 3,050 | ||
MPLX LP | 4.000% | 3/15/28 | 540 | 521 | ||
Occidental Petroleum Corp. | 5.875% | 9/1/25 | 140 | 141 | ||
Occidental Petroleum Corp. | 5.500% | 12/1/25 | 720 | 722 | ||
Occidental Petroleum Corp. | 6.375% | 9/1/28 | 1,830 | 1,930 | ||
ONEOK Inc. | 2.200% | 9/15/25 | 735 | 699 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 3,196 | 3,246 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
ONEOK Inc. | 5.550% | 11/1/26 | 960 | 977 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 875 | 864 | ||
ONEOK Inc. | 5.650% | 11/1/28 | 960 | 992 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 320 | 319 | ||
Ovintiv Inc. | 5.650% | 5/15/25 | 835 | 838 | ||
Ovintiv Inc. | 5.375% | 1/1/26 | 1,211 | 1,212 | ||
Ovintiv Inc. | 5.650% | 5/15/28 | 1,445 | 1,476 | ||
3 | Permian Resources Operating LLC | 5.375% | 1/15/26 | 65 | 64 | |
3 | Permian Resources Operating LLC | 8.000% | 4/15/27 | 90 | 93 | |
3 | Permian Resources Operating LLC | 7.000% | 1/15/32 | 50 | 52 | |
Pertamina Persero PT | 1.400% | 2/9/26 | 567 | 526 | ||
Phillips 66 | 3.850% | 4/9/25 | 675 | 664 | ||
Phillips 66 | 1.300% | 2/15/26 | 1,000 | 928 | ||
Phillips 66 | 3.900% | 3/15/28 | 360 | 350 | ||
Phillips 66 Co. | 3.605% | 2/15/25 | 665 | 654 | ||
Phillips 66 Co. | 4.950% | 12/1/27 | 2,305 | 2,327 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 1,290 | 1,198 | ||
Pioneer Natural Resources Co. | 5.100% | 3/29/26 | 3,025 | 3,046 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.650% | 10/15/25 | 2,013 | 1,991 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 1,679 | 1,659 | ||
Range Resources Corp. | 8.250% | 1/15/29 | 130 | 135 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 3,925 | 3,933 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 3,266 | 3,323 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 2,195 | 2,204 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 985 | 965 | ||
Saudi Arabian Oil Co. | 3.500% | 4/16/29 | 1,358 | 1,287 | ||
Schlumberger Investment SA | 4.500% | 5/15/28 | 1,180 | 1,192 | ||
9 | Southern Gas Corridor CJSC | 6.875% | 3/24/26 | 715 | 728 | |
Spectra Energy Partners LP | 3.500% | 3/15/25 | 365 | 357 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 596 | 574 | ||
3 | Sunoco LP / Sunoco Finance Corp. | 7.000% | 9/15/28 | 110 | 114 | |
Targa Resources Corp. | 5.200% | 7/1/27 | 1,365 | 1,372 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 6.500% | 7/15/27 | 129 | 131 | ||
7 | TotalEnergies SE | 2.000% | 12/31/99 | 100 | 102 | |
TransCanada PipeLines Ltd. | 4.875% | 1/15/26 | 875 | 873 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 1,075 | 1,048 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 1,040 | 1,009 | ||
3 | Valaris Ltd. | 8.375% | 4/30/30 | 165 | 169 | |
3 | Venture Global Calcasieu Pass LLC | 3.875% | 8/15/29 | 50 | 45 | |
3 | Venture Global LNG Inc. | 8.125% | 6/1/28 | 160 | 162 | |
3 | Venture Global LNG Inc. | 9.500% | 2/1/29 | 390 | 412 | |
Western Midstream Operating LP | 3.950% | 6/1/25 | 870 | 850 | ||
Western Midstream Operating LP | 4.650% | 7/1/26 | 115 | 113 | ||
Western Midstream Operating LP | 4.500% | 3/1/28 | 365 | 353 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 345 | 339 | ||
Williams Cos. Inc. | 5.400% | 3/2/26 | 885 | 894 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 955 | 921 | ||
125,236 | ||||||
Financials (28.1%) | ||||||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.500% | 1/15/25 | 930 | 910 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 1,205 | 1,183 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 1.750% | 1/30/26 | 2,054 | 1,910 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.450% | 10/29/26 | 2,929 | 2,713 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.100% | 1/15/27 | 1,860 | 1,900 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 1,320 | 1,255 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 10/15/27 | 1,814 | 1,782 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.750% | 6/6/28 | 2,500 | 2,560 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.000% | 10/29/28 | 700 | 639 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 300 | 291 | ||
Aflac Inc. | 1.125% | 3/15/26 | 1,445 | 1,334 | ||
Air Lease Corp. | 2.300% | 2/1/25 | 1,470 | 1,418 | ||
Air Lease Corp. | 3.250% | 3/1/25 | 90 | 88 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 1,245 | 1,206 | ||
Air Lease Corp. | 2.875% | 1/15/26 | 1,315 | 1,254 | ||
Air Lease Corp. | 3.750% | 6/1/26 | 1,000 | 966 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 900 | 825 | ||
Air Lease Corp. | 5.300% | 2/1/28 | 1,250 | 1,265 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 435 | 425 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 210 | 208 | ||
Allstate Corp. | 0.750% | 12/15/25 | 330 | 304 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 1,000 | 964 | ||
Ally Financial Inc. | 6.992% | 6/13/29 | 1,720 | 1,779 | ||
American Express Co. | 2.550% | 3/4/27 | 2,543 | 2,382 | ||
American Express Co. | 5.850% | 11/5/27 | 1,130 | 1,179 | ||
American International Group Inc. | 3.900% | 4/1/26 | 290 | 284 | ||
American International Group Inc. | 4.200% | 4/1/28 | 190 | 186 | ||
American International Group Inc. | 5.750% | 4/1/48 | 200 | 198 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 740 | 722 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 341 | 327 | ||
Ameriprise Financial Inc. | 5.700% | 12/15/28 | 1,700 | 1,782 | ||
3 | Antares Holdings LP | 2.750% | 1/15/27 | 1,061 | 941 | |
3 | Antares Holdings LP | 7.950% | 8/11/28 | 750 | 776 | |
Aon Corp. / Aon Global Holdings plc | 2.850% | 5/28/27 | 1,000 | 945 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 400 | 392 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 1,000 | 911 | ||
Ares Capital Corp. | 7.000% | 1/15/27 | 1,585 | 1,632 | ||
Ares Capital Corp. | 2.875% | 6/15/28 | 700 | 620 | ||
7 | Argenta Spaarbank NV | 1.000% | 10/13/26 | 700 | 729 | |
Athene Holding Ltd. | 4.125% | 1/12/28 | 1,145 | 1,095 | ||
8 | Aviva plc | 6.125% | 11/14/36 | 240 | 313 | |
Banco Santander SA | 5.147% | 8/18/25 | 250 | 249 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,510 | 1,399 | ||
Banco Santander SA | 5.294% | 8/18/27 | 760 | 762 | ||
Banco Santander SA | 1.722% | 9/14/27 | 760 | 688 | ||
Banco Santander SA | 6.607% | 11/7/28 | 940 | 1,002 | ||
Bank of America Corp. | 3.950% | 4/21/25 | 2,690 | 2,645 | ||
Bank of America Corp. | 2.015% | 2/13/26 | 1,597 | 1,534 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 2,071 | 2,047 | ||
Bank of America Corp. | 3.384% | 4/2/26 | 3,160 | 3,076 | ||
Bank of America Corp. | 1.319% | 6/19/26 | 1,935 | 1,821 | ||
Bank of America Corp. | 4.827% | 7/22/26 | 1,696 | 1,683 | ||
Bank of America Corp. | 4.250% | 10/22/26 | 840 | 825 | ||
Bank of America Corp. | 1.197% | 10/24/26 | 1,400 | 1,300 | ||
Bank of America Corp. | 5.080% | 1/20/27 | 900 | 898 | ||
Bank of America Corp. | 1.658% | 3/11/27 | 1,485 | 1,374 | ||
Bank of America Corp. | 3.559% | 4/23/27 | 871 | 839 | ||
Bank of America Corp. | 1.734% | 7/22/27 | 5,225 | 4,786 | ||
Bank of America Corp. | 5.933% | 9/15/27 | 2,110 | 2,152 | ||
Bank of America Corp. | 3.824% | 1/20/28 | 2,400 | 2,308 | ||
Bank of America Corp. | 2.551% | 2/4/28 | 3,064 | 2,839 | ||
Bank of America Corp. | 3.705% | 4/24/28 | 1,660 | 1,586 | ||
Bank of America Corp. | 4.376% | 4/27/28 | 2,500 | 2,444 | ||
Bank of America Corp. | 4.948% | 7/22/28 | 2,990 | 2,987 | ||
Bank of America Corp. | 6.204% | 11/10/28 | 4,190 | 4,376 | ||
Bank of America Corp. | 3.419% | 12/20/28 | 3,279 | 3,087 | ||
Bank of America Corp. | 3.970% | 3/5/29 | 540 | 516 | ||
Bank of America Corp. | 5.202% | 4/25/29 | 4,241 | 4,267 | ||
Bank of America Corp. | 2.087% | 6/14/29 | 720 | 635 | ||
Bank of America Corp. | 4.271% | 7/23/29 | 600 | 579 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of America Corp. | 5.819% | 9/15/29 | 1,900 | 1,961 | ||
Bank of America NA | 5.526% | 8/18/26 | 1,339 | 1,364 | ||
Bank of Montreal | 5.300% | 6/5/26 | 677 | 684 | ||
Bank of Montreal | 1.250% | 9/15/26 | 479 | 436 | ||
Bank of Montreal | 5.266% | 12/11/26 | 1,520 | 1,542 | ||
Bank of Montreal | 5.203% | 2/1/28 | 925 | 943 | ||
Bank of Montreal | 5.717% | 9/25/28 | 375 | 389 | ||
Bank of New York Mellon Corp. | 4.947% | 4/26/27 | 5,000 | 4,999 | ||
Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 982 | 937 | ||
Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,658 | 1,596 | ||
Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 1,790 | 1,856 | ||
Bank of New York Mellon Corp. | 4.543% | 2/1/29 | 1,550 | 1,540 | ||
Bank of New York Mellon Corp. | 6.317% | 10/25/29 | 750 | 796 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 1,470 | 1,446 | ||
Bank of Nova Scotia | 4.750% | 2/2/26 | 2,100 | 2,096 | ||
Bank of Nova Scotia | 1.050% | 3/2/26 | 1,440 | 1,327 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 828 | 784 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 1,240 | 1,142 | ||
Bank of Nova Scotia | 5.250% | 6/12/28 | 1,220 | 1,239 | ||
7 | Banque Federative du Credit Mutuel SA | 2.500% | 5/25/28 | 500 | 529 | |
Barclays plc | 3.650% | 3/16/25 | 558 | 546 | ||
Barclays plc | 4.375% | 1/12/26 | 1,796 | 1,773 | ||
Barclays plc | 2.852% | 5/7/26 | 860 | 830 | ||
Barclays plc | 5.200% | 5/12/26 | 975 | 968 | ||
Barclays plc | 5.304% | 8/9/26 | 2,010 | 2,002 | ||
Barclays plc | 5.829% | 5/9/27 | 2,200 | 2,219 | ||
Barclays plc | 6.496% | 9/13/27 | 380 | 391 | ||
Barclays plc | 2.279% | 11/24/27 | 251 | 230 | ||
Barclays plc | 4.836% | 5/9/28 | 300 | 293 | ||
Barclays plc | 5.501% | 8/9/28 | 800 | 804 | ||
Barclays plc | 7.385% | 11/2/28 | 3,770 | 4,029 | ||
Barclays plc | 4.972% | 5/16/29 | 1,300 | 1,277 | ||
Barclays plc | 6.490% | 9/13/29 | 1,830 | 1,909 | ||
7 | Berkshire Hathaway Inc. | 1.125% | 3/16/27 | 200 | 208 | |
Blue Owl Capital Corp. | 3.750% | 7/22/25 | 330 | 316 | ||
Blue Owl Capital Corp. | 4.250% | 1/15/26 | 60 | 58 | ||
Blue Owl Capital Corp. | 3.400% | 7/15/26 | 645 | 600 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 1,560 | 1,430 | ||
Canadian Imperial Bank of Commerce | 5.001% | 4/28/28 | 2,150 | 2,162 | ||
Canadian Imperial Bank of Commerce | 5.986% | 10/3/28 | 1,490 | 1,559 | ||
Capital One Financial Corp. | 4.166% | 5/9/25 | 1,534 | 1,522 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 730 | 717 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 2,600 | 2,492 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 1,480 | 1,414 | ||
Capital One Financial Corp. | 7.149% | 10/29/27 | 1,840 | 1,911 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 4,710 | 4,235 | ||
Capital One Financial Corp. | 4.927% | 5/10/28 | 1,400 | 1,376 | ||
Capital One Financial Corp. | 5.468% | 2/1/29 | 2,050 | 2,050 | ||
Capital One Financial Corp. | 6.312% | 6/8/29 | 5,210 | 5,345 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 1,530 | 1,503 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 1,765 | 1,733 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 885 | 811 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 1,300 | 1,192 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 1,720 | 1,601 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 663 | 632 | ||
Charles Schwab Corp. | 5.643% | 5/19/29 | 2,400 | 2,464 | ||
Charles Schwab Corp. | 6.196% | 11/17/29 | 3,180 | 3,338 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 3,313 | 3,224 | ||
Citibank NA | 5.488% | 12/4/26 | 1,140 | 1,161 | ||
Citibank NA | 5.803% | 9/29/28 | 2,000 | 2,088 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 887 | 877 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 560 | 538 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 1,984 | 1,959 | ||
Citigroup Inc. | 3.290% | 3/17/26 | 800 | 779 | ||
Citigroup Inc. | 3.400% | 5/1/26 | 1,200 | 1,158 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 5.610% | 9/29/26 | 665 | 670 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 3,641 | 3,474 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 1,034 | 1,013 | ||
Citigroup Inc. | 1.122% | 1/28/27 | 822 | 756 | ||
Citigroup Inc. | 1.462% | 6/9/27 | 1,470 | 1,345 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 1,104 | 1,078 | ||
Citigroup Inc. | 3.887% | 1/10/28 | 1,290 | 1,248 | ||
Citigroup Inc. | 3.070% | 2/24/28 | 1,850 | 1,743 | ||
Citigroup Inc. | 3.668% | 7/24/28 | 2,809 | 2,678 | ||
Citigroup Inc. | 4.125% | 7/25/28 | 200 | 192 | ||
Citigroup Inc. | 3.520% | 10/27/28 | 594 | 562 | ||
Citigroup Inc. | 4.075% | 4/23/29 | 340 | 328 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 750 | 745 | ||
5,10 | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 0.700% | 4.852% | 1/14/27 | 700 | 475 | |
5,10 | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.320% | 5.703% | 8/20/31 | 1,400 | 946 | |
5,10 | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.800% | 6.160% | 9/10/30 | 600 | 411 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 750 | 737 | ||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,470 | 1,409 | ||
Corebridge Financial Inc. | 3.500% | 4/4/25 | 1,735 | 1,693 | ||
Corebridge Financial Inc. | 3.650% | 4/5/27 | 2,928 | 2,820 | ||
Credit Suisse AG | 7.950% | 1/9/25 | 1,410 | 1,441 | ||
Credit Suisse AG | 3.700% | 2/21/25 | 1,188 | 1,164 | ||
Credit Suisse AG | 2.950% | 4/9/25 | 1,275 | 1,235 | ||
7 | Credit Suisse AG | 0.250% | 1/5/26 | 700 | 725 | |
Credit Suisse AG | 1.250% | 8/7/26 | 2,750 | 2,494 | ||
Credit Suisse AG | 5.000% | 7/9/27 | 3,385 | 3,385 | ||
Credit Suisse AG | 7.500% | 2/15/28 | 1,765 | 1,935 | ||
7 | Danske Bank A/S | 1.000% | 5/15/31 | 100 | 103 | |
Deutsche Bank AG | 4.500% | 4/1/25 | 470 | 462 | ||
Deutsche Bank AG | 6.119% | 7/14/26 | 1,293 | 1,306 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 2,250 | 2,109 | ||
7 | Deutsche Bank AG | 1.625% | 1/20/27 | 200 | 207 | |
Deutsche Bank AG | 7.146% | 7/13/27 | 2,210 | 2,296 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 1,384 | 1,265 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 1,000 | 918 | ||
Deutsche Bank AG | 6.720% | 1/18/29 | 1,285 | 1,346 | ||
Deutsche Bank AG | 6.819% | 11/20/29 | 1,825 | 1,920 | ||
Discover Bank | 3.450% | 7/27/26 | 1,465 | 1,386 | ||
Discover Bank | 5.974% | 8/9/28 | 550 | 533 | ||
11,12 | DPS Lehman Brothers Holdings | 1.000% | 8/19/65 | 210 | — | |
Equitable Holdings Inc. | 4.350% | 4/20/28 | 545 | 527 | ||
3 | F&G Global Funding | 0.900% | 9/20/24 | 320 | 308 | |
3 | F&G Global Funding | 1.750% | 6/30/26 | 590 | 533 | |
Fifth Third Bancorp | 2.550% | 5/5/27 | 300 | 277 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 1,390 | 1,252 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 5,900 | 5,662 | ||
Fifth Third Bancorp | 6.361% | 10/27/28 | 2,840 | 2,948 | ||
Fifth Third Bancorp | 6.339% | 7/27/29 | 2,176 | 2,264 | ||
Fifth Third Bancorp | 4.772% | 7/28/30 | 1,040 | 1,020 | ||
Fifth Third Bank NA | 3.950% | 7/28/25 | 1,010 | 989 | ||
Fifth Third Bank NA | 3.850% | 3/15/26 | 355 | 341 | ||
Fifth Third Bank NA | 2.250% | 2/1/27 | 250 | 231 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 440 | 417 | ||
GATX Corp. | 3.250% | 3/30/25 | 60 | 58 | ||
GATX Corp. | 3.250% | 9/15/26 | 490 | 467 | ||
3 | GGAM Finance Ltd. | 8.000% | 2/15/27 | 190 | 195 | |
3 | GGAM Finance Ltd. | 8.000% | 6/15/28 | 40 | 42 | |
3 | Global Atlantic Fin Co. | 4.400% | 10/15/29 | 410 | 378 | |
3 | Global Atlantic Fin Co. | 3.125% | 6/15/31 | 400 | 328 | |
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,960 | 1,918 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 2,241 | 2,199 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 1,695 | 1,664 | ||
Goldman Sachs Group Inc. | 5.798% | 8/10/26 | 1,760 | 1,778 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 515 | 496 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 489 | 451 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 3,395 | 3,130 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 1,691 | 1,534 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 2,011 | 1,840 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 2,267 | 2,102 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 4,247 | 4,070 | ||
8 | Goldman Sachs Group Inc. | 7.250% | 4/10/28 | 200 | 279 | |
Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 850 | 813 | ||
Goldman Sachs Group Inc. | 4.482% | 8/23/28 | 560 | 550 | ||
Goldman Sachs Group Inc. | 6.484% | 10/24/29 | 1,600 | 1,698 | ||
Golub Capital BDC Inc. | 7.050% | 12/5/28 | 620 | 652 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 300 | 295 | ||
Horace Mann Educators Corp. | 7.250% | 9/15/28 | 700 | 744 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 1,700 | 1,664 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 770 | 757 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 1,590 | 1,542 | ||
HSBC Holdings plc | 1.645% | 4/18/26 | 2,340 | 2,224 | ||
HSBC Holdings plc | 3.900% | 5/25/26 | 1,248 | 1,215 | ||
HSBC Holdings plc | 2.099% | 6/4/26 | 2,521 | 2,400 | ||
HSBC Holdings plc | 4.292% | 9/12/26 | 2,030 | 1,987 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 2,600 | 2,383 | ||
8 | HSBC Holdings plc | 1.750% | 7/24/27 | 200 | 234 | |
HSBC Holdings plc | 5.887% | 8/14/27 | 1,000 | 1,014 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 1,160 | 1,065 | ||
HSBC Holdings plc | 4.041% | 3/13/28 | 2,320 | 2,236 | ||
HSBC Holdings plc | 4.755% | 6/9/28 | 1,700 | 1,676 | ||
HSBC Holdings plc | 5.210% | 8/11/28 | 1,680 | 1,679 | ||
HSBC Holdings plc | 2.013% | 9/22/28 | 350 | 312 | ||
HSBC Holdings plc | 7.390% | 11/3/28 | 2,350 | 2,518 | ||
HSBC Holdings plc | 6.161% | 3/9/29 | 1,641 | 1,696 | ||
HSBC Holdings plc | 4.583% | 6/19/29 | 620 | 602 | ||
HSBC Holdings plc | 2.206% | 8/17/29 | 1,290 | 1,126 | ||
Huntington Bancshares Inc. | 4.443% | 8/4/28 | 1,453 | 1,409 | ||
Huntington Bancshares Inc. | 6.208% | 8/21/29 | 3,080 | 3,175 | ||
Huntington National Bank | 4.008% | 5/16/25 | 650 | 640 | ||
Huntington National Bank | 5.699% | 11/18/25 | 780 | 774 | ||
Huntington National Bank | 4.552% | 5/17/28 | 300 | 290 | ||
ING Groep NV | 3.950% | 3/29/27 | 400 | 387 | ||
ING Groep NV | 1.726% | 4/1/27 | 237 | 219 | ||
ING Groep NV | 6.083% | 9/11/27 | 373 | 381 | ||
ING Groep NV | 4.550% | 10/2/28 | 576 | 569 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 937 | 921 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 1,950 | 1,916 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 406 | 395 | ||
7 | JAB Holdings BV | 1.000% | 12/20/27 | 600 | 608 | |
Jefferies Financial Group Inc. | 5.875% | 7/21/28 | 740 | 759 | ||
JPMorgan Chase & Co. | 2.005% | 3/13/26 | 1,244 | 1,195 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 668 | 645 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 470 | 448 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 3,319 | 3,073 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 688 | 675 | ||
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 2,150 | 1,975 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 3,969 | 3,663 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 1,905 | 1,726 | ||
JPMorgan Chase & Co. | 3.782% | 2/1/28 | 2,105 | 2,033 | ||
JPMorgan Chase & Co. | 2.947% | 2/24/28 | 155 | 146 | ||
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 3,134 | 3,082 | ||
JPMorgan Chase & Co. | 3.540% | 5/1/28 | 760 | 726 | ||
JPMorgan Chase & Co. | 2.182% | 6/1/28 | 1,200 | 1,096 | ||
JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,850 | 1,780 | ||
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 570 | 505 | ||
JPMorgan Chase & Co. | 4.203% | 7/23/29 | 1,380 | 1,341 | ||
JPMorgan Chase & Co. | 6.087% | 10/23/29 | 910 | 957 | ||
JPMorgan Chase Bank NA | 5.110% | 12/8/26 | 3,240 | 3,271 | ||
Kemper Corp. | 4.350% | 2/15/25 | 290 | 284 | ||
KeyBank NA | 4.700% | 1/26/26 | 750 | 732 | ||
KeyBank NA | 5.850% | 11/15/27 | 1,250 | 1,250 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp. | 5.250% | 10/1/25 | 135 | 133 | |
Lazard Group LLC | 3.750% | 2/13/25 | 230 | 225 | ||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 1,295 | 1,269 | ||
Lloyds Banking Group plc | 4.716% | 8/11/26 | 898 | 886 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,370 | 1,316 | ||
Lloyds Banking Group plc | 1.627% | 5/11/27 | 545 | 500 | ||
Lloyds Banking Group plc | 5.985% | 8/7/27 | 1,050 | 1,069 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 550 | 527 | ||
Lloyds Banking Group plc | 5.871% | 3/6/29 | 1,100 | 1,128 | ||
5,10 | Lloyds Banking Group plc, 3M Australian Bank Bill Rate + 2.000% | 6.363% | 3/17/29 | 640 | 440 | |
LPL Holdings Inc. | 6.750% | 11/17/28 | 420 | 447 | ||
M&T Bank Corp. | 4.553% | 8/16/28 | 3,946 | 3,806 | ||
M&T Bank Corp. | 7.413% | 10/30/29 | 5,560 | 5,988 | ||
5,10 | Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 1.550% | 5.913% | 6/17/31 | 110 | 74 | |
5,10 | Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.900% | 7.274% | 5/28/30 | 1,460 | 1,012 | |
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 250 | 242 | ||
Manufacturers & Traders Trust Co. | 5.400% | 11/21/25 | 460 | 458 | ||
Manufacturers & Traders Trust Co. | 4.650% | 1/27/26 | 3,910 | 3,827 | ||
Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 3,661 | 3,559 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 592 | 581 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 1,010 | 954 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 465 | 439 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 2,845 | 2,600 | ||
Mitsubishi UFJ Financial Group Inc. | 1.640% | 10/13/27 | 760 | 692 | ||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 1,760 | 1,627 | ||
Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | 600 | 601 | ||
Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | 160 | 162 | ||
Mitsubishi UFJ Financial Group Inc. | 5.422% | 2/22/29 | 1,300 | 1,324 | ||
Mitsubishi UFJ Financial Group Inc. | 5.242% | 4/19/29 | 1,700 | 1,723 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 1,312 | 1,196 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 1,260 | 1,152 | ||
Mizuho Financial Group Inc. | 5.667% | 5/27/29 | 1,210 | 1,238 | ||
Morgan Stanley | 4.000% | 7/23/25 | 905 | 892 | ||
Morgan Stanley | 5.000% | 11/24/25 | 1,951 | 1,948 | ||
Morgan Stanley | 3.875% | 1/27/26 | 2,525 | 2,474 | ||
Morgan Stanley | 3.125% | 7/27/26 | 395 | 378 | ||
Morgan Stanley | 4.350% | 9/8/26 | 1,505 | 1,478 | ||
Morgan Stanley | 6.138% | 10/16/26 | 1,466 | 1,493 | ||
Morgan Stanley | 3.625% | 1/20/27 | 1,950 | 1,892 | ||
Morgan Stanley | 3.950% | 4/23/27 | 1,281 | 1,243 | ||
Morgan Stanley | 1.593% | 5/4/27 | 2,005 | 1,847 | ||
Morgan Stanley | 1.512% | 7/20/27 | 2,450 | 2,239 | ||
7 | Morgan Stanley | 0.406% | 10/29/27 | 314 | 318 | |
Morgan Stanley | 2.475% | 1/21/28 | 2,875 | 2,668 | ||
Morgan Stanley | 4.210% | 4/20/28 | 900 | 879 | ||
5 | Morgan Stanley | 3.591% | 7/22/28 | 600 | 573 | |
Morgan Stanley | 6.296% | 10/18/28 | 3,860 | 4,047 | ||
Morgan Stanley | 3.772% | 1/24/29 | 1,000 | 954 | ||
Morgan Stanley | 5.123% | 2/1/29 | 2,160 | 2,169 | ||
Morgan Stanley | 5.164% | 4/20/29 | 4,690 | 4,712 | ||
Morgan Stanley | 5.449% | 7/20/29 | 1,120 | 1,141 | ||
Morgan Stanley | 6.407% | 11/1/29 | 940 | 997 | ||
Morgan Stanley Bank NA | 4.754% | 4/21/26 | 1,920 | 1,919 | ||
Morgan Stanley Bank NA | 5.882% | 10/30/26 | 1,500 | 1,545 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nasdaq Inc. | 5.650% | 6/28/25 | 3,750 | 3,786 | ||
Nasdaq Inc. | 5.350% | 6/28/28 | 3,000 | 3,089 | ||
National Bank of Canada | 5.600% | 12/18/28 | 1,140 | 1,170 | ||
3 | Nationstar Mortgage Holdings Inc. | 5.000% | 2/1/26 | 170 | 166 | |
7 | Nationwide Building Society | 2.000% | 7/25/29 | 906 | 981 | |
Natwest Group plc | 5.076% | 1/27/30 | 420 | 414 | ||
7 | NatWest Group plc | 1.750% | 3/2/26 | 400 | 430 | |
NatWest Group plc | 5.847% | 3/2/27 | 1,160 | 1,171 | ||
NatWest Group plc | 1.642% | 6/14/27 | 660 | 603 | ||
NatWest Group plc | 3.073% | 5/22/28 | 340 | 316 | ||
NatWest Group plc | 5.516% | 9/30/28 | 625 | 629 | ||
NatWest Group plc | 4.892% | 5/18/29 | 430 | 423 | ||
NatWest Group plc | 3.754% | 11/1/29 | 1,180 | 1,151 | ||
8 | NatWest Group plc | 2.105% | 11/28/31 | 200 | 227 | |
7 | NatWest Markets plc | 0.125% | 11/12/25 | 300 | 312 | |
Nomura Holdings Inc. | 1.851% | 7/16/25 | 300 | 284 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 950 | 871 | ||
Nomura Holdings Inc. | 5.386% | 7/6/27 | 600 | 602 | ||
Nomura Holdings Inc. | 5.842% | 1/18/28 | 690 | 705 | ||
Nomura Holdings Inc. | 6.070% | 7/12/28 | 977 | 1,010 | ||
OneMain Finance Corp. | 3.500% | 1/15/27 | 75 | 70 | ||
OneMain Finance Corp. | 3.875% | 9/15/28 | 40 | 35 | ||
OneMain Finance Corp. | 7.875% | 3/15/30 | 30 | 31 | ||
3 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 1.200% | 11/15/25 | 2,260 | 2,095 | |
3 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 5.750% | 5/24/26 | 1,270 | 1,280 | |
3 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 5.875% | 11/15/27 | 70 | 72 | |
3 | Penske Truck Leasing Co. LP / PTL Finance Corp. | 6.050% | 8/1/28 | 1,105 | 1,145 | |
8 | Phoenix Group Holdings plc | 6.625% | 12/18/25 | 775 | 1,008 | |
PNC Financial Services Group Inc. | 5.812% | 6/12/26 | 950 | 957 | ||
PNC Financial Services Group Inc. | 4.758% | 1/26/27 | 3,648 | 3,619 | ||
PNC Financial Services Group Inc. | 6.615% | 10/20/27 | 1,000 | 1,038 | ||
PNC Financial Services Group Inc. | 5.354% | 12/2/28 | 3,045 | 3,082 | ||
PNC Financial Services Group Inc. | 5.582% | 6/12/29 | 7,590 | 7,742 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 175 | 167 | ||
Progressive Corp. | 2.500% | 3/15/27 | 1,317 | 1,236 | ||
3 | Protective Life Global Funding | 1.618% | 4/15/26 | 670 | 618 | |
3 | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc. | 2.875% | 10/15/26 | 90 | 83 | |
8 | Rothesay Life plc | 8.000% | 10/30/25 | 645 | 847 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 1,531 | 1,414 | ||
Royal Bank of Canada | 1.150% | 7/14/26 | 644 | 589 | ||
Royal Bank of Canada | 5.200% | 7/20/26 | 940 | 950 | ||
Royal Bank of Canada | 1.400% | 11/2/26 | 1,065 | 974 | ||
Royal Bank of Canada | 3.625% | 5/4/27 | 670 | 647 | ||
Royal Bank of Canada | 4.240% | 8/3/27 | 300 | 297 | ||
Royal Bank of Canada | 6.000% | 11/1/27 | 4,200 | 4,402 | ||
Royal Bank of Canada | 4.900% | 1/12/28 | 2,020 | 2,043 | ||
Royal Bank of Canada | 5.200% | 8/1/28 | 920 | 938 | ||
Santander Holdings USA Inc. | 3.450% | 6/2/25 | 1,315 | 1,278 | ||
Santander Holdings USA Inc. | 6.499% | 3/9/29 | 960 | 993 | ||
Santander UK Group Holdings plc | 1.532% | 8/21/26 | 605 | 564 | ||
Santander UK Group Holdings plc | 6.833% | 11/21/26 | 1,730 | 1,763 | ||
Santander UK Group Holdings plc | 1.673% | 6/14/27 | 2,460 | 2,239 | ||
Santander UK Group Holdings plc | 2.469% | 1/11/28 | 1,498 | 1,365 | ||
Santander UK Group Holdings plc | 6.534% | 1/10/29 | 730 | 756 | ||
3 | Security Benefit Global Funding | 1.250% | 5/17/24 | 405 | 395 | |
Sixth Street Specialty Lending Inc. | 2.500% | 8/1/26 | 300 | 274 | ||
Sixth Street Specialty Lending Inc. | 6.950% | 8/14/28 | 750 | 774 | ||
5,10 | Standard Chartered plc, 3M Australian Bank Bill Rate + 1.850% | 6.210% | 6/28/25 | 750 | 513 | |
State Street Corp. | 5.820% | 11/4/28 | 486 | 504 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 485 | 480 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 200 | 184 | ||
Sumitomo Mitsui Financial Group Inc. | 5.464% | 1/13/26 | 160 | 161 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 1,550 | 1,511 | ||
Sumitomo Mitsui Financial Group Inc. | 5.880% | 7/13/26 | 860 | 880 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 2,240 | 2,124 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 1,660 | 1,511 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 680 | 653 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 600 | 555 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 650 | 618 | ||
Sumitomo Mitsui Financial Group Inc. | 5.520% | 1/13/28 | 1,260 | 1,290 | ||
Sumitomo Mitsui Financial Group Inc. | 5.800% | 7/13/28 | 370 | 383 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 470 | 411 | ||
5,10 | Sumitomo Mitsui Financial Group Inc., 3M Australian Bank Bill Rate + 1.250% | 5.402% | 10/16/24 | 529 | 361 | |
Synchrony Bank | 5.400% | 8/22/25 | 900 | 887 | ||
Synchrony Financial | 4.500% | 7/23/25 | 1,006 | 983 | ||
Synchrony Financial | 3.700% | 8/4/26 | 735 | 690 | ||
Synovus Bank | 5.625% | 2/15/28 | 520 | 500 | ||
Toronto-Dominion Bank | 1.200% | 6/3/26 | 930 | 854 | ||
Toronto-Dominion Bank | 5.532% | 7/17/26 | 1,950 | 1,987 | ||
Toronto-Dominion Bank | 1.250% | 9/10/26 | 2,300 | 2,101 | ||
Toronto-Dominion Bank | 5.264% | 12/11/26 | 576 | 587 | ||
Toronto-Dominion Bank | 2.800% | 3/10/27 | 3,495 | 3,301 | ||
Toronto-Dominion Bank | 4.108% | 6/8/27 | 1,560 | 1,533 | ||
Toronto-Dominion Bank | 5.156% | 1/10/28 | 1,865 | 1,898 | ||
Toronto-Dominion Bank | 5.523% | 7/17/28 | 1,920 | 1,977 | ||
Toronto-Dominion Bank | 3.625% | 9/15/31 | 460 | 442 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 40 | 40 | ||
Truist Bank | 1.500% | 3/10/25 | 330 | 315 | ||
Truist Bank | 3.625% | 9/16/25 | 845 | 818 | ||
Truist Financial Corp. | 1.267% | 3/2/27 | 470 | 431 | ||
Truist Financial Corp. | 6.047% | 6/8/27 | 3,200 | 3,257 | ||
Truist Financial Corp. | 4.873% | 1/26/29 | 3,375 | 3,332 | ||
Truist Financial Corp. | 7.161% | 10/30/29 | 630 | 680 | ||
UBS AG | 5.800% | 9/11/25 | 3,230 | 3,268 | ||
UBS AG | 5.650% | 9/11/28 | 3,190 | 3,309 | ||
3 | UBS Group AG | 4.282% | 1/9/28 | 2,210 | 2,137 | |
3 | United Wholesale Mortgage LLC | 5.500% | 11/15/25 | 50 | 50 | |
US Bancorp | 5.727% | 10/21/26 | 1,409 | 1,418 | ||
US Bancorp | 4.548% | 7/22/28 | 5,680 | 5,598 | ||
US Bancorp | 4.653% | 2/1/29 | 2,500 | 2,460 | ||
US Bancorp | 5.775% | 6/12/29 | 2,000 | 2,054 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 440 | 426 | ||
11,12 | Washington Mutual Bank / Debt not acquired by JPMorgan | 6.875% | 6/15/11 | 517 | — | |
Wells Fargo & Co. | 3.550% | 9/29/25 | 2,781 | 2,719 | ||
Wells Fargo & Co. | 2.164% | 2/11/26 | 2,290 | 2,205 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 2,180 | 2,089 | ||
Wells Fargo & Co. | 2.188% | 4/30/26 | 2,116 | 2,028 | ||
Wells Fargo & Co. | 4.100% | 6/3/26 | 3,795 | 3,711 | ||
Wells Fargo & Co. | 3.000% | 10/23/26 | 2,730 | 2,592 | ||
7 | Wells Fargo & Co. | 1.375% | 10/26/26 | 1,410 | 1,470 | |
Wells Fargo & Co. | 3.196% | 6/17/27 | 1,414 | 1,352 | ||
Wells Fargo & Co. | 4.300% | 7/22/27 | 800 | 783 | ||
Wells Fargo & Co. | 3.526% | 3/24/28 | 3,535 | 3,374 | ||
Wells Fargo & Co. | 3.584% | 5/22/28 | 3,515 | 3,349 | ||
Wells Fargo & Co. | 2.393% | 6/2/28 | 2,159 | 1,977 | ||
Wells Fargo & Co. | 4.808% | 7/25/28 | 2,658 | 2,640 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wells Fargo & Co. | 5.574% | 7/25/29 | 3,570 | 3,645 | ||
Wells Fargo & Co. | 6.303% | 10/23/29 | 750 | 791 | ||
Wells Fargo Bank NA | 5.450% | 8/7/26 | 1,240 | 1,260 | ||
Wells Fargo Bank NA | 5.254% | 12/11/26 | 3,430 | 3,474 | ||
Westpac Banking Corp. | 5.535% | 11/17/28 | 1,130 | 1,173 | ||
Westpac Banking Corp. | 2.894% | 2/4/30 | 2,216 | 2,136 | ||
Westpac Banking Corp. | 4.322% | 11/23/31 | 925 | 890 | ||
5,10 | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.230% | 5.649% | 11/11/27 | 1,200 | 828 | |
5,10 | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.550% | 5.892% | 1/29/31 | 400 | 273 | |
Willis North America Inc. | 4.650% | 6/15/27 | 725 | 718 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 490 | 478 | ||
611,554 | ||||||
Health Care (8.1%) | ||||||
AbbVie Inc. | 3.800% | 3/15/25 | 3,881 | 3,832 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 1,200 | 1,179 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 1,050 | 1,019 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 5,570 | 5,342 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 747 | 744 | ||
3 | Alcon Finance Corp. | 2.750% | 9/23/26 | 650 | 611 | |
Amgen Inc. | 5.250% | 3/2/25 | 3,820 | 3,829 | ||
Amgen Inc. | 3.125% | 5/1/25 | 565 | 551 | ||
Amgen Inc. | 2.200% | 2/21/27 | 1,423 | 1,323 | ||
Amgen Inc. | 3.200% | 11/2/27 | 623 | 595 | ||
Amgen Inc. | 5.150% | 3/2/28 | 6,870 | 7,024 | ||
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 2,920 | 2,703 | ||
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 330 | 296 | ||
Astrazeneca Finance LLC | 4.875% | 3/3/28 | 1,735 | 1,769 | ||
3 | Bausch & Lomb Escrow Corp. | 8.375% | 10/1/28 | 60 | 63 | |
Baxalta Inc. | 4.000% | 6/23/25 | 1,200 | 1,180 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 6,585 | 6,035 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 2,455 | 2,200 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 2,870 | 2,781 | ||
Becton Dickinson & Co. | 4.693% | 2/13/28 | 755 | 759 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 1,360 | 1,302 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 2,145 | 2,108 | ||
Cencora Inc. | 3.450% | 12/15/27 | 608 | 586 | ||
Centene Corp. | 4.250% | 12/15/27 | 270 | 261 | ||
Centene Corp. | 2.450% | 7/15/28 | 735 | 657 | ||
3 | CHS/Community Health Systems Inc. | 8.000% | 3/15/26 | 79 | 79 | |
3 | CHS/Community Health Systems Inc. | 5.625% | 3/15/27 | 40 | 37 | |
Cigna Group | 3.250% | 4/15/25 | 1,000 | 976 | ||
Cigna Group | 4.125% | 11/15/25 | 2,970 | 2,933 | ||
Cigna Group | 4.500% | 2/25/26 | 100 | 99 | ||
Cigna Group | 1.250% | 3/15/26 | 700 | 649 | ||
Cigna Group | 3.400% | 3/1/27 | 2,000 | 1,928 | ||
Cigna Group | 4.375% | 10/15/28 | 1,190 | 1,181 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 1,075 | 1,006 | ||
3 | CSL Finance plc | 3.850% | 4/27/27 | 320 | 311 | |
CVS Health Corp. | 3.875% | 7/20/25 | 1,695 | 1,665 | ||
CVS Health Corp. | 5.000% | 2/20/26 | 1,745 | 1,753 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 800 | 764 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 1,500 | 1,435 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 4,105 | 3,980 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 1,185 | 1,053 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 6,990 | 6,871 | ||
CVS Health Corp. | 5.000% | 1/30/29 | 1,300 | 1,322 | ||
Dignity Health | 3.812% | 11/1/24 | 30 | 29 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 545 | 530 | ||
Elevance Health Inc. | 5.350% | 10/15/25 | 400 | 403 | ||
Elevance Health Inc. | 1.500% | 3/15/26 | 1,605 | 1,497 | ||
Elevance Health Inc. | 4.101% | 3/1/28 | 1,360 | 1,341 | ||
GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | 4,855 | 4,898 | ||
GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 4,425 | 4,581 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 3,120 | 3,057 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 260 | 248 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 1,970 | 1,945 | ||
HCA Inc. | 5.375% | 2/1/25 | 1,570 | 1,569 | ||
HCA Inc. | 5.250% | 4/15/25 | 1,700 | 1,700 | ||
HCA Inc. | 5.875% | 2/15/26 | 375 | 378 | ||
HCA Inc. | 5.250% | 6/15/26 | 1,740 | 1,749 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,463 | 1,448 | ||
HCA Inc. | 3.125% | 3/15/27 | 1,155 | 1,095 | ||
3 | Highmark Inc. | 1.450% | 5/10/26 | 1,460 | 1,334 | |
Humana Inc. | 4.500% | 4/1/25 | 835 | 829 | ||
Humana Inc. | 1.350% | 2/3/27 | 250 | 226 | ||
Humana Inc. | 5.750% | 3/1/28 | 1,935 | 2,012 | ||
3 | LifePoint Health Inc. | 11.000% | 10/15/30 | 45 | 47 | |
McKesson Corp. | 0.900% | 12/3/25 | 1,000 | 928 | ||
McKesson Corp. | 1.300% | 8/15/26 | 1,650 | 1,518 | ||
McKesson Corp. | 3.950% | 2/16/28 | 966 | 952 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 1,535 | 1,409 | ||
Merck & Co. Inc. | 1.900% | 12/10/28 | 241 | 217 | ||
3 | Organon & Co. / Organon Foreign Debt Co.-Issuer BV | 4.125% | 4/30/28 | 90 | 83 | |
3 | Organon & Co. / Organon Foreign Debt Co.-Issuer BV | 5.125% | 4/30/31 | 75 | 64 | |
Pfizer Investment Enterprises Pte Ltd. | 4.450% | 5/19/26 | 13,939 | 13,901 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.450% | 5/19/28 | 13,425 | 13,427 | ||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 280 | 263 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 345 | 338 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 100 | 97 | ||
Revvity Inc. | 0.850% | 9/15/24 | 1,275 | 1,231 | ||
3 | Roche Holdings Inc. | 2.314% | 3/10/27 | 2,850 | 2,680 | |
Royalty Pharma plc | 1.200% | 9/2/25 | 1,300 | 1,214 | ||
Royalty Pharma plc | 1.750% | 9/2/27 | 1,000 | 898 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 4,970 | 4,782 | ||
3 | Star Parent Inc. | 9.000% | 10/1/30 | 57 | 60 | |
Stryker Corp. | 1.150% | 6/15/25 | 900 | 851 | ||
Stryker Corp. | 3.375% | 11/1/25 | 40 | 39 | ||
7 | Stryker Corp. | 3.375% | 12/11/28 | 100 | 112 | |
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 225 | 228 | ||
Tenet Healthcare Corp. | 4.875% | 1/1/26 | 290 | 287 | ||
Tenet Healthcare Corp. | 4.250% | 6/1/29 | 38 | 35 | ||
Teva Pharmaceutical Finance Netherlands III BV | 3.150% | 10/1/26 | 30 | 28 | ||
Teva Pharmaceutical Finance Netherlands III BV | 4.750% | 5/9/27 | 20 | 19 | ||
Teva Pharmaceutical Finance Netherlands III BV | 5.125% | 5/9/29 | 15 | 14 | ||
Thermo Fisher Scientific Inc. | 5.000% | 12/5/26 | 1,135 | 1,153 | ||
Thermo Fisher Scientific Inc. | 4.800% | 11/21/27 | 2,346 | 2,392 | ||
Thermo Fisher Scientific Inc. | 5.000% | 1/31/29 | 990 | 1,017 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 323 | 303 | ||
UnitedHealth Group Inc. | 3.700% | 5/15/27 | 550 | 539 | ||
UnitedHealth Group Inc. | 5.250% | 2/15/28 | 2,019 | 2,088 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 910 | 892 | ||
UnitedHealth Group Inc. | 4.250% | 1/15/29 | 2,080 | 2,076 | ||
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 3,310 | 3,204 | ||
Viatris Inc. | 1.650% | 6/22/25 | 2,024 | 1,917 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 2,420 | 2,337 | ||
Zimmer Biomet Holdings Inc. | 5.350% | 12/1/28 | 1,345 | 1,386 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 1,200 | 1,193 | ||
Zoetis Inc. | 5.400% | 11/14/25 | 935 | 943 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 790 | 750 | ||
175,572 | ||||||
Industrials (6.2%) | ||||||
3 | Air Canada | 3.875% | 8/15/26 | 50 | 48 | |
3 | American Airlines Inc. | 7.250% | 2/15/28 | 31 | 31 | |
Amphenol Corp. | 4.750% | 3/30/26 | 430 | 431 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boeing Co. | 1.433% | 2/4/24 | 1,840 | 1,833 | ||
Boeing Co. | 4.875% | 5/1/25 | 7,340 | 7,307 | ||
Boeing Co. | 2.600% | 10/30/25 | 308 | 294 | ||
Boeing Co. | 2.750% | 2/1/26 | 1,000 | 957 | ||
Boeing Co. | 2.196% | 2/4/26 | 13,199 | 12,473 | ||
Boeing Co. | 2.250% | 6/15/26 | 250 | 234 | ||
Boeing Co. | 2.700% | 2/1/27 | 1,629 | 1,537 | ||
Boeing Co. | 5.040% | 5/1/27 | 237 | 239 | ||
Boeing Co. | 3.250% | 2/1/28 | 1,185 | 1,124 | ||
10 | Brisbane Airport Corp. Pty Ltd. | 3.900% | 4/24/25 | 400 | 269 | |
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 1,079 | 1,041 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 330 | 321 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 1,090 | 1,006 | ||
Canadian Pacific Railway Co. | 4.000% | 6/1/28 | 1,135 | 1,110 | ||
3 | Cargo Aircraft Management Inc. | 4.750% | 2/1/28 | 85 | 78 | |
Carrier Global Corp. | 2.242% | 2/15/25 | 614 | 594 | ||
3 | Carrier Global Corp. | 5.800% | 11/30/25 | 1,640 | 1,663 | |
Caterpillar Financial Services Corp. | 4.800% | 1/6/26 | 2,122 | 2,136 | ||
Caterpillar Financial Services Corp. | 4.350% | 5/15/26 | 265 | 264 | ||
Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 501 | 460 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 2,487 | 2,333 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 1,630 | 1,497 | ||
CNH Industrial Capital LLC | 4.550% | 4/10/28 | 700 | 691 | ||
CNH Industrial Capital LLC | 5.500% | 1/12/29 | 930 | 959 | ||
CSX Corp. | 3.800% | 3/1/28 | 548 | 538 | ||
3 | Daimler Truck Finance North America LLC | 5.600% | 8/8/25 | 1,290 | 1,299 | |
3 | Daimler Truck Finance North America LLC | 5.125% | 1/19/28 | 530 | 533 | |
3 | Daimler Truck Finance North America LLC | 5.400% | 9/20/28 | 1,050 | 1,070 | |
3,4 | Delta Air Lines Inc. / SkyMiles IP Ltd. | 4.750% | 10/20/28 | 4,305 | 4,232 | |
Dover Corp. | 3.150% | 11/15/25 | 210 | 203 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 500 | 456 | ||
FedEx Corp. | 3.400% | 2/15/28 | 544 | 522 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 1,195 | 1,164 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 305 | 286 | ||
8 | Heathrow Funding Ltd. | 6.750% | 12/3/28 | 285 | 382 | |
7 | Honeywell International Inc. | 3.500% | 5/17/27 | 1,065 | 1,194 | |
Honeywell International Inc. | 4.950% | 2/15/28 | 3,720 | 3,832 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 2,105 | 2,061 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 1,175 | 1,111 | ||
Ingersoll Rand Inc. | 5.400% | 8/14/28 | 300 | 309 | ||
John Deere Capital Corp. | 4.800% | 1/9/26 | 1,803 | 1,813 | ||
John Deere Capital Corp. | 5.050% | 3/3/26 | 875 | 888 | ||
John Deere Capital Corp. | 4.750% | 6/8/26 | 800 | 806 | ||
John Deere Capital Corp. | 1.300% | 10/13/26 | 300 | 276 | ||
John Deere Capital Corp. | 2.350% | 3/8/27 | 1,110 | 1,044 | ||
John Deere Capital Corp. | 2.800% | 9/8/27 | 50 | 47 | ||
John Deere Capital Corp. | 4.150% | 9/15/27 | 2,811 | 2,793 | ||
John Deere Capital Corp. | 4.750% | 1/20/28 | 2,420 | 2,460 | ||
Johnson Controls International plc | 3.900% | 2/14/26 | 80 | 78 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 155 | 152 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 780 | 765 | ||
L3Harris Technologies Inc. | 5.400% | 1/15/27 | 2,790 | 2,849 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 230 | 217 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 200 | 180 | ||
Lockheed Martin Corp. | 5.100% | 11/15/27 | 1,050 | 1,084 | ||
Lockheed Martin Corp. | 4.450% | 5/15/28 | 910 | 916 | ||
10 | Lonsdale Finance Pty Ltd. | 2.450% | 11/20/26 | 970 | 618 | |
3 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | 6.500% | 6/20/27 | 6,767 | 6,787 | |
MISC Capital Two Labuan Ltd. | 3.625% | 4/6/25 | 1,450 | 1,419 | ||
MISC Capital Two Labuan Ltd. | 3.750% | 4/6/27 | 205 | 197 | ||
3 | Mueller Water Products Inc. | 4.000% | 6/15/29 | 40 | 37 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 270 | 264 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 520 | 499 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,917 | 1,874 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 2,338 | 2,236 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 3,585 | 3,449 | ||
Otis Worldwide Corp. | 5.250% | 8/16/28 | 1,315 | 1,354 | ||
PACCAR Financial Corp. | 1.100% | 5/11/26 | 95 | 88 | ||
10 | Pacific National Finance Pty Ltd. | 5.250% | 5/19/25 | 740 | 500 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 60 | 58 | ||
Parker-Hannifin Corp. | 4.250% | 9/15/27 | 1,370 | 1,358 | ||
10 | Qantas Airways Ltd. | 4.750% | 10/12/26 | 210 | 141 | |
10 | Qantas Airways Ltd. | 3.150% | 9/27/28 | 350 | 216 | |
3 | Regal Rexnord Corp. | 6.050% | 4/15/28 | 465 | 471 | |
Republic Services Inc. | 3.200% | 3/15/25 | 335 | 327 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 463 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 140 | 135 | ||
Republic Services Inc. | 3.375% | 11/15/27 | 875 | 841 | ||
Republic Services Inc. | 4.875% | 4/1/29 | 910 | 928 | ||
3 | Roller Bearing Co. of America Inc. | 4.375% | 10/15/29 | 35 | 33 | |
3 | Rolls-Royce plc | 3.625% | 10/14/25 | 120 | 116 | |
3 | Rolls-Royce plc | 5.750% | 10/15/27 | 70 | 70 | |
RTX Corp. | 3.950% | 8/16/25 | 3,058 | 3,015 | ||
RTX Corp. | 5.000% | 2/27/26 | 960 | 964 | ||
RTX Corp. | 5.750% | 11/8/26 | 3,670 | 3,769 | ||
RTX Corp. | 3.500% | 3/15/27 | 1,349 | 1,300 | ||
RTX Corp. | 3.125% | 5/4/27 | 985 | 937 | ||
RTX Corp. | 4.125% | 11/16/28 | 125 | 122 | ||
RTX Corp. | 5.750% | 1/15/29 | 970 | 1,014 | ||
Ryder System Inc. | 1.750% | 9/1/26 | 710 | 654 | ||
Ryder System Inc. | 2.850% | 3/1/27 | 1,051 | 987 | ||
Ryder System Inc. | 5.650% | 3/1/28 | 540 | 556 | ||
Ryder System Inc. | 5.250% | 6/1/28 | 925 | 938 | ||
Ryder System Inc. | 6.300% | 12/1/28 | 2,450 | 2,598 | ||
3 | Sensata Technologies BV | 5.000% | 10/1/25 | 65 | 65 | |
3 | Siemens Financieringsmaatschappij NV | 1.200% | 3/11/26 | 2,050 | 1,906 | |
3 | Siemens Financieringsmaatschappij NV | 1.700% | 3/11/28 | 600 | 538 | |
Southwest Airlines Co. | 5.250% | 5/4/25 | 1,265 | 1,265 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 200 | 190 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 2,250 | 2,260 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 470 | 445 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 630 | 609 | ||
3 | TransDigm Inc. | 6.250% | 3/15/26 | 100 | 100 | |
TransDigm Inc. | 5.500% | 11/15/27 | 20 | 20 | ||
3 | TransDigm Inc. | 6.750% | 8/15/28 | 65 | 67 | |
TransDigm Inc. | 4.875% | 5/1/29 | 70 | 66 | ||
3 | TransDigm Inc. | 6.875% | 12/15/30 | 150 | 154 | |
3 | Triumph Group Inc. | 9.000% | 3/15/28 | 213 | 226 | |
Tyco Electronics Group SA | 4.500% | 2/13/26 | 1,500 | 1,495 | ||
Tyco Electronics Group SA | 3.700% | 2/15/26 | 720 | 705 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 1,025 | 978 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 300 | 289 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 615 | 588 | ||
4 | United Airlines Class B Series 2020-1 Pass Through Trust | 4.875% | 7/15/27 | 183 | 177 | |
3 | United Airlines Inc. | 4.375% | 4/15/26 | 150 | 146 | |
3 | Veralto Corp. | 5.500% | 9/18/26 | 1,430 | 1,454 | |
3 | Veralto Corp. | 5.350% | 9/18/28 | 1,500 | 1,538 | |
Waste Management Inc. | 3.150% | 11/15/27 | 1,000 | 958 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 100 | 88 | ||
134,150 | ||||||
Materials (2.3%) | ||||||
Albemarle Corp. | 4.650% | 6/1/27 | 500 | 491 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 475 | 468 | ||
3 | Ardagh Packaging Finance plc / Ardagh Holdings USA Inc. | 5.250% | 4/30/25 | 130 | 126 | |
Ball Corp. | 4.875% | 3/15/26 | 75 | 75 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 2,365 | 2,351 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Berry Global Inc. | 1.570% | 1/15/26 | 4,117 | 3,828 | ||
3 | Berry Global Inc. | 4.500% | 2/15/26 | 75 | 73 | |
3 | Berry Global Inc. | 4.875% | 7/15/26 | 458 | 451 | |
Berry Global Inc. | 1.650% | 1/15/27 | 1,075 | 969 | ||
BHP Billiton Finance USA Ltd. | 4.875% | 2/27/26 | 3,800 | 3,821 | ||
BHP Billiton Finance USA Ltd. | 5.250% | 9/8/26 | 1,500 | 1,534 | ||
BHP Billiton Finance USA Ltd. | 4.750% | 2/28/28 | 4,570 | 4,617 | ||
BHP Billiton Finance USA Ltd. | 5.100% | 9/8/28 | 1,500 | 1,542 | ||
3 | Big River Steel LLC / BRS Finance Corp. | 6.625% | 1/31/29 | 133 | 136 | |
3 | Canpack SA / Canpack US LLC | 3.875% | 11/15/29 | 90 | 77 | |
Celanese US Holdings LLC | 6.350% | 11/15/28 | 940 | 986 | ||
3 | Chemours Co. | 5.750% | 11/15/28 | 110 | 105 | |
3 | Chevron Phillips Chemical Co. LLC / Chevron Phillips Chemical Co. LP | 3.400% | 12/1/26 | 1,200 | 1,152 | |
Dow Chemical Co. | 4.550% | 11/30/25 | 790 | 782 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 2,090 | 2,077 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 670 | 659 | ||
EIDP Inc. | 1.700% | 7/15/25 | 460 | 437 | ||
EIDP Inc. | 4.500% | 5/15/26 | 1,445 | 1,441 | ||
3 | Element Solutions Inc. | 3.875% | 9/1/28 | 210 | 194 | |
FMC Corp. | 5.150% | 5/18/26 | 715 | 714 | ||
FMC Corp. | 3.200% | 10/1/26 | 400 | 379 | ||
Freeport Indonesia PT | 4.763% | 4/14/27 | 890 | 878 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 650 | 625 | ||
3 | Georgia-Pacific LLC | 1.750% | 9/30/25 | 2,375 | 2,248 | |
3 | Georgia-Pacific LLC | 0.950% | 5/15/26 | 2,940 | 2,690 | |
3 | Georgia-Pacific LLC | 2.100% | 4/30/27 | 1,770 | 1,631 | |
3 | Graphic Packaging International LLC | 3.500% | 3/15/28 | 20 | 19 | |
3 | Hudbay Minerals Inc. | 4.500% | 4/1/26 | 75 | 73 | |
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT | 4.750% | 5/15/25 | 1,102 | 1,089 | ||
3 | Kaiser Aluminum Corp. | 4.625% | 3/1/28 | 50 | 46 | |
LYB International Finance III LLC | 1.250% | 10/1/25 | 1,809 | 1,690 | ||
Mosaic Co. | 5.375% | 11/15/28 | 570 | 582 | ||
3 | NOVA Chemicals Corp. | 8.500% | 11/15/28 | 10 | 10 | |
Nucor Corp. | 3.950% | 5/23/25 | 300 | 295 | ||
Nucor Corp. | 2.000% | 6/1/25 | 831 | 798 | ||
Nucor Corp. | 4.300% | 5/23/27 | 500 | 495 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 1,065 | 1,035 | ||
Nutrien Ltd. | 5.950% | 11/7/25 | 605 | 616 | ||
Nutrien Ltd. | 4.900% | 3/27/28 | 1,845 | 1,864 | ||
3 | Olympus Water US Holding Corp. | 9.750% | 11/15/28 | 170 | 181 | |
PPG Industries Inc. | 1.200% | 3/15/26 | 935 | 865 | ||
RPM International Inc. | 3.750% | 3/15/27 | 1,360 | 1,308 | ||
3 | Sealed Air Corp. | 6.125% | 2/1/28 | 325 | 328 | |
Sherwin-Williams Co. | 4.250% | 8/8/25 | 960 | 952 | ||
3 | SNF Group SACA | 3.125% | 3/15/27 | 60 | 55 | |
3 | SNF Group SACA | 3.375% | 3/15/30 | 25 | 21 | |
Steel Dynamics Inc. | 2.800% | 12/15/24 | 445 | 433 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 530 | 508 | ||
3 | Summit Materials LLC / Summit Materials Finance Corp | 7.250% | 1/15/31 | 30 | 32 | |
3 | WR Grace Holdings LLC | 7.375% | 3/1/31 | 10 | 10 | |
WRKCo Inc. | 3.750% | 3/15/25 | 270 | 265 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 100 | 95 | ||
51,222 | ||||||
Real Estate (3.7%) | ||||||
8 | Akelius Residential Property AB | 2.375% | 8/15/25 | 800 | 960 | |
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 1,464 | 1,431 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 330 | 325 | ||
American Tower Corp. | 2.950% | 1/15/25 | 1,886 | 1,840 | ||
American Tower Corp. | 2.400% | 3/15/25 | 2,508 | 2,426 | ||
American Tower Corp. | 4.000% | 6/1/25 | 1,060 | 1,042 | ||
American Tower Corp. | 1.600% | 4/15/26 | 2,920 | 2,701 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American Tower Corp. | 1.450% | 9/15/26 | 1,330 | 1,213 | ||
American Tower Corp. | 3.375% | 10/15/26 | 1,040 | 997 | ||
7 | American Tower Corp. | 0.450% | 1/15/27 | 563 | 569 | |
American Tower Corp. | 2.750% | 1/15/27 | 1,178 | 1,104 | ||
7 | American Tower Corp. | 0.400% | 2/15/27 | 256 | 258 | |
American Tower Corp. | 3.550% | 7/15/27 | 575 | 552 | ||
American Tower Corp. | 3.600% | 1/15/28 | 474 | 452 | ||
American Tower Corp. | 5.800% | 11/15/28 | 510 | 531 | ||
7 | Aroundtown SA | 0.625% | 7/9/25 | 200 | 204 | |
7 | Aroundtown SA | 3.375% | 12/31/99 | 100 | 45 | |
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 600 | 576 | ||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 200 | 190 | ||
7 | Blackstone Property Partners Europe Holdings Sarl | 2.200% | 7/24/25 | 150 | 158 | |
7 | Blackstone Property Partners Europe Holdings Sarl | 1.000% | 10/20/26 | 100 | 99 | |
7 | Blackstone Property Partners Europe Holdings Sarl | 1.250% | 4/26/27 | 200 | 194 | |
7 | Blackstone Property Partners Europe Holdings Sarl | 3.625% | 10/29/29 | 100 | 101 | |
Boston Properties LP | 2.750% | 10/1/26 | 492 | 456 | ||
Boston Properties LP | 6.750% | 12/1/27 | 500 | 524 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 2,335 | 2,306 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 1,041 | 1,020 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 335 | 319 | ||
Camden Property Trust | 5.850% | 11/3/26 | 1,060 | 1,092 | ||
Corporate Office Properties LP | 2.250% | 3/15/26 | 2,263 | 2,113 | ||
Crown Castle Inc. | 1.350% | 7/15/25 | 1,060 | 1,001 | ||
Crown Castle Inc. | 4.450% | 2/15/26 | 1,530 | 1,507 | ||
Crown Castle Inc. | 3.700% | 6/15/26 | 2,200 | 2,126 | ||
Crown Castle Inc. | 1.050% | 7/15/26 | 2,085 | 1,883 | ||
Crown Castle Inc. | 4.000% | 3/1/27 | 210 | 203 | ||
Crown Castle Inc. | 2.900% | 3/15/27 | 1,070 | 1,002 | ||
Crown Castle Inc. | 5.000% | 1/11/28 | 1,950 | 1,944 | ||
Crown Castle Inc. | 3.800% | 2/15/28 | 330 | 314 | ||
CubeSmart LP | 4.000% | 11/15/25 | 240 | 234 | ||
CubeSmart LP | 3.125% | 9/1/26 | 95 | 90 | ||
7 | Digital Dutch Finco BV | 0.625% | 7/15/25 | 420 | 439 | |
7 | Digital Euro Finco LLC | 2.625% | 4/15/24 | 200 | 219 | |
Digital Realty Trust LP | 3.700% | 8/15/27 | 575 | 555 | ||
Digital Realty Trust LP | 5.550% | 1/15/28 | 1,730 | 1,764 | ||
Equinix Inc. | 1.450% | 5/15/26 | 290 | 268 | ||
Equinix Inc. | 2.900% | 11/18/26 | 680 | 647 | ||
Equinix Inc. | 1.800% | 7/15/27 | 650 | 589 | ||
Equinix Inc. | 2.000% | 5/15/28 | 400 | 357 | ||
ERP Operating LP | 3.375% | 6/1/25 | 800 | 783 | ||
ERP Operating LP | 2.850% | 11/1/26 | 246 | 234 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 350 | 343 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 360 | 343 | ||
Essex Portfolio LP | 1.700% | 3/1/28 | 300 | 263 | ||
Extra Space Storage LP | 5.700% | 4/1/28 | 1,330 | 1,364 | ||
Federal Realty OP LP | 1.250% | 2/15/26 | 510 | 471 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 323 | 302 | ||
Healthcare Realty Holdings LP | 3.875% | 5/1/25 | 200 | 193 | ||
Healthcare Realty Holdings LP | 3.750% | 7/1/27 | 695 | 658 | ||
Healthpeak OP LLC | 3.400% | 2/1/25 | 114 | 111 | ||
Healthpeak OP LLC | 4.000% | 6/1/25 | 390 | 383 | ||
Healthpeak OP LLC | 1.350% | 2/1/27 | 700 | 629 | ||
7 | Heimstaden Bostad AB | 1.125% | 1/21/26 | 500 | 472 | |
Highwoods Realty LP | 3.875% | 3/1/27 | 762 | 707 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 340 | 313 | ||
Host Hotels & Resorts LP | 4.000% | 6/15/25 | 366 | 358 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 329 | 321 | ||
Kilroy Realty LP | 4.375% | 10/1/25 | 190 | 185 | ||
Kimco Realty OP LLC | 3.300% | 2/1/25 | 1,770 | 1,730 | ||
Kimco Realty OP LLC | 2.800% | 10/1/26 | 210 | 198 | ||
Kimco Realty OP LLC | 3.800% | 4/1/27 | 316 | 304 | ||
7 | Kojamo OYJ | 1.500% | 6/19/24 | 150 | 162 | |
7 | Logicor Financing Sarl | 0.750% | 7/15/24 | 200 | 216 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Logicor Financing Sarl | 2.250% | 5/13/25 | 145 | 155 | |
Mid-America Apartments LP | 4.000% | 11/15/25 | 300 | 295 | ||
Mid-America Apartments LP | 1.100% | 9/15/26 | 1,020 | 926 | ||
NNN REIT Inc. | 4.000% | 11/15/25 | 615 | 602 | ||
NNN REIT Inc. | 4.300% | 10/15/28 | 60 | 58 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 401 | 394 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 1,080 | 1,074 | ||
Omega Healthcare Investors Inc. | 4.500% | 4/1/27 | 150 | 144 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 380 | 367 | ||
3 | Ontario Teachers' Cadillac Fairview Properties Trust | 3.875% | 3/20/27 | 200 | 190 | |
Physicians Realty LP | 4.300% | 3/15/27 | 490 | 477 | ||
Prologis LP | 3.250% | 6/30/26 | 430 | 416 | ||
Prologis LP | 2.125% | 4/15/27 | 580 | 535 | ||
Prologis LP | 3.375% | 12/15/27 | 400 | 381 | ||
Prologis LP | 4.875% | 6/15/28 | 1,480 | 1,500 | ||
Prologis LP | 4.375% | 2/1/29 | 330 | 326 | ||
Public Storage Operating Co. | 1.500% | 11/9/26 | 575 | 528 | ||
Public Storage Operating Co. | 1.850% | 5/1/28 | 1,130 | 1,016 | ||
Public Storage Operating Co. | 5.125% | 1/15/29 | 640 | 661 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 388 | 381 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 1,993 | 1,981 | ||
Realty Income Corp. | 0.750% | 3/15/26 | 292 | 266 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 3,880 | 3,882 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 1,646 | 1,616 | ||
8 | Realty Income Corp. | 1.875% | 1/14/27 | 182 | 213 | |
Realty Income Corp. | 3.000% | 1/15/27 | 480 | 456 | ||
8 | Realty Income Corp. | 1.125% | 7/13/27 | 400 | 450 | |
Realty Income Corp. | 2.200% | 6/15/28 | 280 | 251 | ||
7 | Realty Income Corp. | 4.875% | 7/6/30 | 119 | 139 | |
Regency Centers LP | 3.600% | 2/1/27 | 50 | 48 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 758 | 746 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 1,605 | 1,569 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 800 | 769 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 1,050 | 959 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 205 | 194 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 180 | 167 | ||
UDR Inc. | 2.950% | 9/1/26 | 400 | 380 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 445 | 442 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 390 | 378 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 180 | 176 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 765 | 725 | ||
3 | VICI Properties LP / VICI Note Co. Inc. | 4.625% | 6/15/25 | 276 | 271 | |
3 | Wea Finance LLC / Westfield UK & Europe Finance plc | 3.750% | 9/17/24 | 210 | 206 | |
Welltower OP LLC | 4.000% | 6/1/25 | 2,218 | 2,179 | ||
Welltower OP LLC | 4.250% | 4/1/26 | 195 | 192 | ||
8 | Westfield America Management Ltd. | 2.125% | 3/30/25 | 200 | 244 | |
81,308 | ||||||
Technology (5.1%) | ||||||
3 | Black Knight InfoServ LLC | 3.625% | 9/1/28 | 410 | 391 | |
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.125% | 1/15/25 | 900 | 883 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 2,910 | 2,840 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 350 | 336 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 1,560 | 1,511 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 830 | 802 | ||
3 | Broadcom Inc. | 1.950% | 2/15/28 | 520 | 467 | |
Broadcom Inc. | 4.110% | 9/15/28 | 2,170 | 2,121 | ||
3 | Cloud Software Group Inc. | 6.500% | 3/31/29 | 110 | 105 | |
Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 1,970 | 1,990 | ||
Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 6,530 | 6,682 | ||
Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 1,500 | 1,502 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 310 | 323 | ||
Dell International LLC / EMC Corp. | 5.250% | 2/1/28 | 1,335 | 1,370 | ||
DXC Technology Co. | 1.800% | 9/15/26 | 1,330 | 1,213 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 940 | 823 | ||
3 | Entegris Escrow Corp. | 4.750% | 4/15/29 | 120 | 116 | |
Equifax Inc. | 2.600% | 12/1/24 | 1,368 | 1,332 | ||
Equifax Inc. | 2.600% | 12/15/25 | 2,125 | 2,027 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 570 | 527 | ||
7 | Fidelity National Information Services Inc. | 1.000% | 12/3/28 | 200 | 199 | |
Fiserv Inc. | 3.200% | 7/1/26 | 1,905 | 1,834 | ||
Fiserv Inc. | 5.450% | 3/2/28 | 1,800 | 1,855 | ||
Fiserv Inc. | 5.375% | 8/21/28 | 1,130 | 1,163 | ||
3 | Gartner Inc. | 4.500% | 7/1/28 | 95 | 90 | |
Global Payments Inc. | 1.200% | 3/1/26 | 2,677 | 2,460 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 3,230 | 2,973 | ||
3 | GTCR W-2 Merger Sub LLC | 7.500% | 1/15/31 | 25 | 27 | |
HP Inc. | 2.200% | 6/17/25 | 2,920 | 2,798 | ||
HP Inc. | 3.000% | 6/17/27 | 650 | 614 | ||
HP Inc. | 4.750% | 1/15/28 | 273 | 273 | ||
Intel Corp. | 4.875% | 2/10/26 | 1,992 | 2,007 | ||
Intel Corp. | 3.750% | 3/25/27 | 150 | 147 | ||
Intel Corp. | 3.150% | 5/11/27 | 190 | 183 | ||
Intel Corp. | 3.750% | 8/5/27 | 3,860 | 3,783 | ||
Intel Corp. | 4.875% | 2/10/28 | 2,479 | 2,520 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 4,565 | 4,434 | ||
International Business Machines Corp. | 4.500% | 2/6/28 | 1,380 | 1,388 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 690 | 639 | ||
NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 520 | 522 | ||
NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 29 | 30 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 2.700% | 5/1/25 | 400 | 385 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 4.400% | 6/1/27 | 870 | 860 | ||
Oracle Corp. | 2.500% | 4/1/25 | 4,228 | 4,095 | ||
Oracle Corp. | 2.950% | 5/15/25 | 1,570 | 1,525 | ||
Oracle Corp. | 5.800% | 11/10/25 | 1,330 | 1,352 | ||
Oracle Corp. | 1.650% | 3/25/26 | 5,471 | 5,101 | ||
Oracle Corp. | 2.650% | 7/15/26 | 3,202 | 3,037 | ||
Oracle Corp. | 2.800% | 4/1/27 | 1,300 | 1,226 | ||
Oracle Corp. | 3.250% | 11/15/27 | 1,150 | 1,092 | ||
Oracle Corp. | 2.300% | 3/25/28 | 450 | 410 | ||
Oracle Corp. | 4.500% | 5/6/28 | 2,360 | 2,361 | ||
PayPal Holdings Inc. | 3.900% | 6/1/27 | 410 | 404 | ||
Qorvo Inc. | 1.750% | 12/15/24 | 440 | 422 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 1,107 | 1,072 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 366 | 358 | ||
S&P Global Inc. | 2.450% | 3/1/27 | 2,382 | 2,246 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 7,875 | 7,337 | ||
3 | SS&C Technologies Inc. | 5.500% | 9/30/27 | 80 | 79 | |
Teledyne Technologies Inc. | 1.600% | 4/1/26 | 2,650 | 2,458 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 702 | 636 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 1,765 | 1,685 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 3,080 | 3,040 | ||
VMware LLC | 4.500% | 5/15/25 | 4,929 | 4,882 | ||
VMware LLC | 1.400% | 8/15/26 | 3,265 | 2,985 | ||
VMware LLC | 3.900% | 8/21/27 | 635 | 617 | ||
VMware LLC | 1.800% | 8/15/28 | 2,860 | 2,510 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 150 | 129 | ||
Workday Inc. | 3.500% | 4/1/27 | 1,350 | 1,305 | ||
110,909 | ||||||
Utilities (5.8%) | ||||||
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 580 | 557 | ||
AES Corp. | 5.450% | 6/1/28 | 1,080 | 1,097 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5,10 | AGI Finance Pty Ltd., 3M Australian Bank Bill Rate + 1.000% | 5.139% | 1/8/26 | 500 | 339 | |
Alabama Power Co. | 3.750% | 9/1/27 | 1,900 | 1,860 | ||
Ameren Corp. | 3.650% | 2/15/26 | 260 | 252 | ||
Ameren Corp. | 5.700% | 12/1/26 | 3,980 | 4,072 | ||
Ameren Corp. | 1.950% | 3/15/27 | 1,075 | 985 | ||
Ameren Corp. | 1.750% | 3/15/28 | 690 | 610 | ||
Ameren Corp. | 5.000% | 1/15/29 | 4,990 | 5,019 | ||
American Electric Power Co. Inc. | 5.699% | 8/15/25 | 1,130 | 1,138 | ||
American Electric Power Co. Inc. | 1.000% | 11/1/25 | 325 | 302 | ||
American Electric Power Co. Inc. | 5.750% | 11/1/27 | 916 | 948 | ||
American Electric Power Co. Inc. | 5.200% | 1/15/29 | 1,130 | 1,147 | ||
7 | Amprion GmbH | 3.450% | 9/22/27 | 400 | 446 | |
7 | Amprion GmbH | 3.875% | 9/7/28 | 200 | 228 | |
10 | Ausgrid Finance Pty Ltd. | 1.814% | 2/5/27 | 920 | 568 | |
5,10 | Australian Gas Networks Ltd., 3M Australian Bank Bill Rate + 0.400% | 4.755% | 7/1/24 | 500 | 339 | |
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 590 | 583 | ||
8 | Cadent Finance plc | 2.125% | 9/22/28 | 200 | 229 | |
3 | Calpine Corp. | 5.125% | 3/15/28 | 100 | 96 | |
CenterPoint Energy Houston Electric LLC | 5.200% | 10/1/28 | 800 | 825 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 2,010 | 1,851 | ||
CenterPoint Energy Inc. | 5.250% | 8/10/26 | 1,740 | 1,756 | ||
CenterPoint Energy Resources Corp. | 5.250% | 3/1/28 | 360 | 369 | ||
Consumers Energy Co. | 4.650% | 3/1/28 | 2,550 | 2,564 | ||
10 | DBNGP Finance Co. Pty Ltd. | 4.225% | 5/28/25 | 240 | 161 | |
Dominion Energy Inc. | 3.300% | 3/15/25 | 1,540 | 1,504 | ||
Dominion Energy Inc. | 1.450% | 4/15/26 | 1,188 | 1,101 | ||
Dominion Energy Inc. | 2.850% | 8/15/26 | 500 | 471 | ||
DTE Energy Co. | 1.050% | 6/1/25 | 1,475 | 1,390 | ||
DTE Energy Co. | 2.850% | 10/1/26 | 1,540 | 1,456 | ||
DTE Energy Co. | 4.875% | 6/1/28 | 800 | 807 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 1,435 | 1,338 | ||
Duke Energy Corp. | 5.000% | 12/8/25 | 870 | 873 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 709 | 673 | ||
Duke Energy Corp. | 5.000% | 12/8/27 | 700 | 708 | ||
Duke Energy Corp. | 4.300% | 3/15/28 | 1,095 | 1,079 | ||
3 | East Ohio Gas Co. | 1.300% | 6/15/25 | 285 | 270 | |
3 | Electricite de France SA | 5.700% | 5/23/28 | 310 | 320 | |
3 | Electricite de France SA | 4.500% | 9/21/28 | 200 | 197 | |
7 | Elia Transmission Belgium SA | 3.000% | 4/7/29 | 200 | 218 | |
7 | Enel Finance International NV | 0.000% | 6/17/27 | 1,300 | 1,293 | |
7 | Energias de Portugal SA | 2.875% | 6/1/26 | 300 | 328 | |
Entergy Arkansas LLC | 3.500% | 4/1/26 | 690 | 671 | ||
Entergy Corp. | 0.900% | 9/15/25 | 1,760 | 1,639 | ||
Entergy Corp. | 2.950% | 9/1/26 | 3,470 | 3,297 | ||
Entergy Corp. | 1.900% | 6/15/28 | 430 | 381 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 1,200 | 1,124 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 647 | 613 | ||
Eversource Energy | 0.800% | 8/15/25 | 405 | 377 | ||
Eversource Energy | 4.750% | 5/15/26 | 1,400 | 1,393 | ||
Eversource Energy | 1.400% | 8/15/26 | 710 | 648 | ||
Eversource Energy | 2.900% | 3/1/27 | 1,635 | 1,548 | ||
Eversource Energy | 4.600% | 7/1/27 | 1,100 | 1,092 | ||
Eversource Energy | 5.450% | 3/1/28 | 1,670 | 1,718 | ||
Exelon Corp. | 3.950% | 6/15/25 | 715 | 703 | ||
Exelon Corp. | 3.400% | 4/15/26 | 500 | 484 | ||
Exelon Corp. | 2.750% | 3/15/27 | 1,363 | 1,284 | ||
Exelon Corp. | 5.150% | 3/15/28 | 2,700 | 2,740 | ||
FirstEnergy Corp. | 2.050% | 3/1/25 | 165 | 159 | ||
FirstEnergy Corp. | 1.600% | 1/15/26 | 370 | 344 | ||
FirstEnergy Corp. | 4.150% | 7/15/27 | 115 | 111 | ||
Georgia Power Co. | 4.650% | 5/16/28 | 3,490 | 3,518 | ||
ITC Holdings Corp. | 3.250% | 6/30/26 | 300 | 289 | ||
3 | ITC Holdings Corp. | 4.950% | 9/22/27 | 690 | 693 | |
ITC Holdings Corp. | 3.350% | 11/15/27 | 880 | 836 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
3 | Metropolitan Edison Co. | 5.200% | 4/1/28 | 540 | 544 | |
3 | Mid-Atlantic Interstate Transmission LLC | 4.100% | 5/15/28 | 350 | 338 | |
National Fuel Gas Co. | 5.500% | 1/15/26 | 295 | 295 | ||
National Fuel Gas Co. | 5.500% | 10/1/26 | 725 | 728 | ||
7 | National Grid Electricity Distribution East Midlands plc | 3.530% | 9/20/28 | 700 | 784 | |
8 | National Grid Electricity Distribution plc | 3.500% | 10/16/26 | 132 | 163 | |
National Grid plc | 5.602% | 6/12/28 | 1,020 | 1,052 | ||
National Rural Utilities Cooperative Finance Corp. | 1.875% | 2/7/25 | 520 | 502 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 417 | 400 | ||
10 | Network Finance Co. Pty. Ltd. | 2.579% | 10/3/28 | 1,270 | 768 | |
NextEra Energy Capital Holdings Inc. | 5.749% | 9/1/25 | 940 | 950 | ||
NextEra Energy Capital Holdings Inc. | 1.875% | 1/15/27 | 870 | 800 | ||
NextEra Energy Capital Holdings Inc. | 4.625% | 7/15/27 | 1,000 | 999 | ||
3 | NextEra Energy Operating Partners LP | 4.250% | 7/15/24 | 121 | 120 | |
3 | NextEra Energy Operating Partners LP | 3.875% | 10/15/26 | 5 | 5 | |
NiSource Inc. | 5.250% | 3/30/28 | 1,330 | 1,358 | ||
NRG Energy Inc. | 6.625% | 1/15/27 | 47 | 47 | ||
NSTAR Electric Co. | 3.250% | 11/15/25 | 290 | 281 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 1,375 | 1,328 | ||
NTPC Ltd. | 4.375% | 11/26/24 | 200 | 198 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 292 | 272 | ||
3 | Oncor Electric Delivery Co. LLC | 4.300% | 5/15/28 | 1,790 | 1,768 | |
Pacific Gas and Electric Co. | 3.500% | 6/15/25 | 515 | 500 | ||
Pacific Gas and Electric Co. | 3.450% | 7/1/25 | 475 | 460 | ||
Pacific Gas and Electric Co. | 3.150% | 1/1/26 | 4,112 | 3,939 | ||
Pacific Gas and Electric Co. | 2.100% | 8/1/27 | 586 | 528 | ||
PacifiCorp | 3.350% | 7/1/25 | 600 | 584 | ||
3 | Pennsylvania Electric Co. | 5.150% | 3/30/26 | 290 | 289 | |
PG&E Recovery Funding LLC | 5.045% | 7/15/34 | 815 | 821 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 1,647 | 1,539 | ||
Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | 2,440 | 2,541 | ||
Public Service Enterprise Group Inc. | 5.875% | 10/15/28 | 1,310 | 1,375 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 443 | 432 | ||
3 | Rayburn Country Securitization LLC | 2.307% | 12/1/32 | 262 | 238 | |
Sempra | 3.300% | 4/1/25 | 1,040 | 1,014 | ||
Southern California Edison Co. | 3.700% | 8/1/25 | 400 | 392 | ||
Southern California Edison Co. | 1.200% | 2/1/26 | 200 | 186 | ||
Southern California Edison Co. | 5.300% | 3/1/28 | 760 | 781 | ||
Southern California Edison Co. | 5.650% | 10/1/28 | 830 | 865 | ||
Southern California Gas Co. | 2.600% | 6/15/26 | 680 | 649 | ||
Southern California Gas Co. | 2.950% | 4/15/27 | 825 | 782 | ||
Southern Co. | 5.150% | 10/6/25 | 530 | 532 | ||
Southern Co. | 3.250% | 7/1/26 | 350 | 338 | ||
Southern Co. | 5.113% | 8/1/27 | 1,500 | 1,521 | ||
Southern Co. | 1.750% | 3/15/28 | 30 | 27 | ||
Southern Co. | 4.850% | 6/15/28 | 2,060 | 2,075 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 150 | 144 | ||
Southern Power Co. | 0.900% | 1/15/26 | 300 | 277 | ||
Southwestern Electric Power Co. | 1.650% | 3/15/26 | 1,230 | 1,146 | ||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 640 | 619 | ||
Union Electric Co. | 2.950% | 6/15/27 | 535 | 510 | ||
10 | United Energy Distribution Pty Ltd. | 3.850% | 10/23/24 | 270 | 182 | |
10 | Victoria Power Networks Finance Pty. Ltd. | 2.132% | 4/21/28 | 600 | 358 | |
Virginia Electric and Power Co. | 3.100% | 5/15/25 | 300 | 293 | ||
Virginia Electric and Power Co. | 3.150% | 1/15/26 | 680 | 659 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Virginia Electric and Power Co. | 2.950% | 11/15/26 | 1,630 | 1,557 | ||
Virginia Electric and Power Co. | 3.500% | 3/15/27 | 800 | 773 | ||
Virginia Electric and Power Co. | 3.750% | 5/15/27 | 800 | 782 | ||
Virginia Electric and Power Co. | 3.800% | 4/1/28 | 540 | 524 | ||
3 | Vistra Operations Co. LLC | 5.500% | 9/1/26 | 220 | 219 | |
WEC Energy Group Inc. | 5.000% | 9/27/25 | 920 | 919 | ||
WEC Energy Group Inc. | 4.750% | 1/9/26 | 4,890 | 4,871 | ||
WEC Energy Group Inc. | 5.150% | 10/1/27 | 1,045 | 1,061 | ||
WEC Energy Group Inc. | 4.750% | 1/15/28 | 3,020 | 3,021 | ||
Wisconsin Public Service Corp. | 5.350% | 11/10/25 | 1,000 | 1,009 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 735 | 708 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 1,175 | 1,072 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 1,320 | 1,288 | ||
126,129 | ||||||
Total Corporate Bonds (Cost $1,815,287) | 1,787,244 | |||||
Floating Rate Loan Interests (0.3%) | ||||||
5 | American Airlines Inc. Term Loan, TSFR3M + 4.750% | 10.427% | 4/20/28 | 135 | 138 | |
5 | Asurion LLC Term Loan B-11, TSFR1M + 4.250% | 9.706% | 8/19/28 | 75 | 75 | |
5 | Bausch & Lomb Corp. Term Loan, TSFR3M + 3.250% | 8.710% | 5/10/27 | 155 | 153 | |
5 | Belron Finance US LLC Term Loan, TSFR3M + 2.500% | 7.995% | 4/18/29 | 10 | 10 | |
5,13 | Central Parent Inc. | —% | 7/6/29 | 105 | 105 | |
5 | Chemours Co. Term Loan B, TSFR1M + 2.500% | 7.856% | 8/18/28 | 210 | 209 | |
5 | Clarios Global LP Incremental Term Loan, TSFR1M + 3.750% | 9.106% | 5/6/30 | 90 | 90 | |
5 | Cloud Software Group Inc. Term Loan B, TSFR3M + 4.500% | 9.990% | 3/30/29 | 100 | 98 | |
5 | DaVita Inc. Term Loan B, TSFR1M +1.750% | 7.183% | 8/12/26 | 87 | 87 | |
5,13 | GTCR W Merger Sub LLC | —% | 9/20/30 | 35 | 35 | |
5 | McAfee LLC Term Loan B, TSFR1M + 3.750% | 9.193% | 3/1/29 | 39 | 39 | |
5 | Medline Borrower LP Term Loan B, TSFR1M + 3.000% | 8.470% | 10/23/28 | 44 | 44 | |
5 | Mileage Plus Holdings LLC Term Loan B, TSFR3M + 5.250% | 10.770% | 6/21/27 | 96 | 99 | |
5 | NCR Atleos LLC Term Loan B, TSFR1M + 4.750% | 10.206% | 3/27/29 | 50 | 50 | |
5 | Oracle Corp. Term Loan A-1, TSFR1M + 1.600% | 7.020% | 8/16/27 | 5,000 | 4,969 | |
5 | Setanta Aircraft Leasing DAC Term Loan B, TSFR3M + 2.000% | 7.652% | 11/5/28 | 1,045 | 1,048 | |
5 | SkyMiles IP Ltd. Term Loan B, TSFR3M + 3.750% | 9.166% | 10/20/27 | 127 | 130 | |
5 | Star Parent Inc. Term Loan B, TSFR3M + 4.000% | 9.348% | 9/27/30 | 105 | 104 | |
5 | Wyndham Hotels & Resorts Inc. Term Loan B, TSFR1M + 2.250% | 7.666% | 5/24/30 | 43 | 43 | |
Total Floating Rate Loan Interests (Cost $7,510) | 7,526 | |||||
Sovereign Bonds (1.1%) | ||||||
3 | Airport Authority Hong Kong | 4.875% | 1/12/26 | 1,055 | 1,060 | |
Banque Ouest Africaine de Developpement | 5.000% | 7/27/27 | 230 | 215 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 1,981 | 1,916 | ||
Corp. Andina de Fomento | 4.750% | 4/1/26 | 704 | 699 | ||
3 | Corp. Financiera de Desarrollo SA | 2.400% | 9/28/27 | 50 | 44 | |
Dominican Republic | 6.875% | 1/29/26 | 342 | 349 | ||
Dominican Republic | 6.000% | 7/19/28 | 187 | 188 | ||
Dominican Republic | 5.500% | 2/22/29 | 475 | 466 | ||
Federative Republic of Brazil | 8.750% | 2/4/25 | 629 | 658 | ||
Fondo MIVIVIENDA SA | 4.625% | 4/12/27 | 239 | 233 | ||
7 | Kingdom of Morocco | 1.375% | 3/30/26 | 796 | 828 | |
3 | Korea Electric Power Corp. | 5.375% | 7/31/26 | 1,480 | 1,497 | |
Korea National Oil Corp. | 0.875% | 10/5/25 | 600 | 559 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Magyar Export-Import Bank Zrt | 6.125% | 12/4/27 | 600 | 612 | ||
7,14 | MFB Magyar Fejlesztesi Bank Zrt | 1.375% | 6/24/25 | 541 | 570 | |
7 | Republic of Chile | 0.100% | 1/26/27 | 570 | 571 | |
7 | Republic of Hungary | 1.125% | 4/28/26 | 1,000 | 1,038 | |
7 | Republic of Korea | 0.000% | 10/15/26 | 257 | 260 | |
Republic of Panama | 3.750% | 3/16/25 | 1,362 | 1,323 | ||
Republic of Paraguay | 5.000% | 4/15/26 | 200 | 198 | ||
Republic of Peru | 7.350% | 7/21/25 | 642 | 663 | ||
Republic of Peru | 2.844% | 6/20/30 | 1,325 | 1,176 | ||
Republic of Peru | 2.783% | 1/23/31 | 1,098 | 956 | ||
7 | Republic of Serbia | 3.125% | 5/15/27 | 729 | 768 | |
Republic of Uzbekistan | 4.750% | 2/20/24 | 260 | 259 | ||
7 | Romania | 2.750% | 2/26/26 | 311 | 336 | |
3 | Romania | 5.250% | 11/25/27 | 733 | 728 | |
Romania | 5.250% | 11/25/27 | 302 | 301 | ||
7 | Romania | 6.625% | 9/27/29 | 285 | 336 | |
7 | Romania | 2.500% | 2/8/30 | 196 | 187 | |
7 | Romania | 1.750% | 7/13/30 | 120 | 107 | |
Sharjah Sukuk Program Ltd. | 3.854% | 4/3/26 | 769 | 746 | ||
7 | State of Israel | 1.500% | 1/16/29 | 600 | 587 | |
Sultanate of Oman | 4.750% | 6/15/26 | 600 | 593 | ||
United Mexican States | 5.400% | 2/9/28 | 1,920 | 1,967 | ||
United Mexican States | 2.659% | 5/24/31 | 600 | 507 | ||
Total Sovereign Bonds (Cost $24,131) | 23,501 | |||||
Taxable Municipal Bonds (0.1%) | ||||||
15 | New Jersey Economic Development Authority Appropriations Revenue | 7.425% | 2/15/29 | 425 | 459 | |
New York Transportation Development Corp. Miscellaneous Revenue | 4.248% | 9/1/35 | 135 | 132 | ||
State Board of Administration Finance Corp. Miscellaneous Revenue | 1.705% | 7/1/27 | 815 | 738 | ||
Total Taxable Municipal Bonds (Cost $1,371) | 1,329 | |||||
Shares | ||||||
Temporary Cash Investments (1.9%) | ||||||
Money Market Fund (1.9%) | ||||||
16 | Vanguard Market Liquidity Fund (Cost $39,959) | 5.435% | 399,644 | 39,956 | ||
Counterparty | Expiration Date | Exercise Rate | Notional Amount on Underlying Swap ($000) | |||
Options Purchased (0.0%) | ||||||
Over-the-Counter Swaptions (0.0%) | ||||||
Put Swaptions | ||||||
5-Year CDX-NA-IG-S41-V1, Credit Protection Purchased, Pays 1.000% Quarterly | GSI | 3/20/24 | 0.700% | 23,880 | 19 | |
5-Year CDX-NA-IG-S41-V1, Credit Protection Purchased, Pays 1.000% Quarterly | GSI | 3/20/24 | 0.700% | 23,870 | 18 | |
5-Year CDX-NA-IG-S41-V1, Credit Protection Purchased, Pays 1.000% Quarterly | GSI | 4/17/24 | 0.600% | 47,750 | 108 |
Counterparty | Expiration Date | Exercise Rate | Notional Amount on Underlying Swap ($000) | Market Value• ($000) | ||
5-Year CDX-NA-IG-S41-V1, Credit Protection Purchased, Pays 1.000% Quarterly | GSI | 4/17/24 | 0.600% | 51,600 | 117 | |
Total Options Purchased (Cost $359) | 262 | |||||
Total Investments (98.9%) (Cost $2,183,704) | 2,154,556 | |||||
Other Assets and Liabilities—Net (1.1%) | 25,015 | |||||
Net Assets (100%) | 2,179,571 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Securities with a value of $284,000 have been segregated as initial margin for open centrally cleared swap contracts. |
2 | Securities with a value of $836,000 have been segregated as initial margin for open futures contracts. |
3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2023, the aggregate value was $115,448,000, representing 5.3% of net assets. |
4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
6 | 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. |
7 | Face amount denominated in euro. |
8 | Face amount denominated in British pounds. |
9 | Guaranteed by the Republic of Azerbaijan. |
10 | Face amount denominated in Australian dollars. |
11 | Non-income-producing security—security in default. |
12 | Security value determined using significant unobservable inputs. |
13 | Represents an unsettled loan as of December 31, 2023. The coupon rate is not known until the settlement date. |
14 | Guaranteed by the Republic of Hungary. |
15 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
16 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
3M—3-month. | |
DAC—Designated Activity Company. | |
GSI—Goldman Sachs International. | |
REIT—Real Estate Investment Trust. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
SOFR—Secured Overnight Financing Rate. | |
SOFR30A—30 Day Average Secured Overnight Financing Rate. | |
TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. | |
TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. | |
TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |
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 | March 2024 | 201 | 41,389 | 113 |
5-Year U.S. Treasury Note | March 2024 | 99 | 10,769 | 1 |
Euro-Schatz | March 2024 | 5 | 588 | 3 |
117 |
Futures Contracts (continued) | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Short Futures Contracts | ||||
10-Year U.S. Treasury Note | March 2024 | (43) | (4,854) | (100) |
10-Year Japanese Government Bond | March 2024 | (14) | (14,567) | (25) |
AUD 3-Year Treasury Bond | March 2024 | (38) | (2,767) | (25) |
Euro-Bobl | March 2024 | (139) | (18,303) | (248) |
Euro-Bund | March 2024 | (1) | (151) | (4) |
Long Gilt | March 2024 | (13) | (1,701) | (111) |
Long U.S. Treasury Bond | March 2024 | (2) | (250) | (18) |
Ultra 10-Year U.S. Treasury Note | March 2024 | (3) | (354) | (15) |
(546) | ||||
(429) |
Forward Currency Contracts | ||||||||
Contract Settlement Date | Contract Amount (000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) | |||||
Counterparty | Receive | Deliver | ||||||
Toronto-Dominion Bank | 1/30/24 | USD | 9,777 | AUD | 14,551 | — | (149) | |
Morgan Stanley Capital Services Inc. | 1/30/24 | USD | 15,586 | EUR | 14,219 | — | (131) | |
Deutsche Bank AG | 1/30/24 | USD | 12,200 | EUR | 11,121 | — | (93) | |
BNP Paribas | 1/30/24 | USD | 879 | EUR | 800 | — | (5) | |
Citibank, N.A. | 1/30/24 | USD | 108 | EUR | 99 | — | (1) | |
State Street Bank & Trust Co. | 1/30/24 | USD | 76 | EUR | 68 | — | — | |
State Street Bank & Trust Co. | 1/30/24 | USD | 70 | EUR | 64 | — | (1) | |
Royal Bank of Canada | 1/30/24 | USD | 6,995 | GBP | 5,484 | 3 | — | |
State Street Bank & Trust Co. | 1/30/24 | USD | 446 | JPY | 62,848 | — | (2) | |
3 | (382) |
AUD—Australian dollar. |
EUR—euro. |
GBP—British pound. |
JPY—Japanese yen. |
USD—U.S. dollar. |
Over-the-Counter Credit Default Swaps | ||||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Periodic Premium Received (Paid)1 (%) | Value ($000) | Remaining Up-Front Premium Paid (Received) ($000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) |
Credit Protection Sold/Moody's Rating | ||||||||
Ally Financial Inc./Baa3 | 12/23/25 | GSI | 100 | 1.000 | (1) | — | — | (1) |
American Express Co./A2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
American International Group Inc./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 2 | 1 | 1 | — |
Boeing Co./Baa2 | 6/21/24 | GSI | 635 | 1.000 | 2 | 1 | 1 | — |
Boeing Co./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 2 | — | 2 | — |
Chubb INA Holdings Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 2 | 2 | — | — |
Comcast Corp./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
CVS Health Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 2 | 1 | 1 | — |
Dominion Energy Inc./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
Over-the-Counter Credit Default Swaps (continued) | ||||||||
Reference Entity | Termination Date | Counterparty | Notional Amount ($000) | Periodic Premium Received (Paid)1 (%) | Value ($000) | Remaining Up-Front Premium Paid (Received) ($000) | Unrealized Appreciation ($000) | Unrealized Depreciation ($000) |
Dow Chemical Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 2 | 1 | 1 | — |
Enbridge Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
General Electric Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 | — | 1 | — |
General Motors Co./Baa3 | 12/23/25 | GSI | 100 | 1.000 | 1 | — | 1 | — |
International Business Machines Corp./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
Kroger Co./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 2 | 1 | 1 | — |
Lincoln National Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 | — | 1 | — | (1) |
Lowe's Cos. Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
Marathon Petroleum Corp./Baa2 | 12/23/25 | GSI | 100 | 1.000 | 1 | — | 1 | — |
Marsh & McLennan Cos. Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
Metlife Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
Mondelez International Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 2 | 1 | 1 | — |
People’s Republic of China/A1 | 6/21/24 | GSI | 295 | 1.000 | 2 | 1 | 1 | — |
Prudential Financial Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
Simon Property Group LP/A3 | 12/23/25 | GSI | 100 | 1.000 | 2 | 1 | 1 | — |
UnitedHealth Group Inc./A3 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
Verizon Communications Inc./Baa1 | 12/23/25 | GSI | 100 | 1.000 | 1 | 1 | — | — |
33 | 22 | 13 | (2) | |||||
Credit Protection Purchased | ||||||||
Boeing Co. | 12/21/24 | JPMC | 310 | (1.000) | (3) | 5 | — | (8) |
30 | 27 | 13 | (10) |
1 | Periodic premium received/paid quarterly. |
GSI—Goldman Sachs International. | |
JPMC—JPMorgan Chase Bank, N.A. |
Centrally Cleared Interest Rate Swaps | ||||||
Termination Date | Future Effective Date1 | Notional Amount ($000) | Interest Rate Received (%) | Interest Rate (Paid) (%) | Value ($000) | Unrealized Appreciation (Depreciation) ($000) |
5/31/28 | 3/1/24 | 11,100 | 3.5162 | (0.000)3 | 14 | 14 |
1 | Forward interest rate swap. In a forward interest rate swap, the portfolio and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
2 | Interest payment received/paid quarterly. |
3 | Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $2,143,745) | 2,114,600 |
Affiliated Issuers (Cost $39,959) | 39,956 |
Total Investments in Securities | 2,154,556 |
Investment in Vanguard | 72 |
Cash | 446 |
Foreign Currency, at Value (Cost $461) | 464 |
Receivables for Investment Securities Sold | 7,323 |
Receivables for Accrued Income | 20,959 |
Receivables for Capital Shares Issued | 406 |
Swap Premiums Paid | 27 |
Variation Margin Receivable—Futures Contracts | 107 |
Variation Margin Receivable—Centrally Cleared Swap Contracts | 4 |
Unrealized Appreciation—Forward Currency Contracts | 3 |
Unrealized Appreciation—Over-the-Counter Swap Contracts | 13 |
Total Assets | 2,184,380 |
Liabilities | |
Payables for Investment Securities Purchased | 1,328 |
Payables for Capital Shares Redeemed | 2,954 |
Payables to Vanguard | 135 |
Unrealized Depreciation—Forward Currency Contracts | 382 |
Unrealized Depreciation—Over-the-Counter Swap Contracts | 10 |
Total Liabilities | 4,809 |
Net Assets | 2,179,571 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 2,229,160 |
Total Distributable Earnings (Loss) | (49,589) |
Net Assets | 2,179,571 |
Net Assets | |
Applicable to 211,374,246 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 2,179,571 |
Net Asset Value Per Share | $10.31 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 77,733 |
Total Income | 77,733 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 234 |
Management and Administrative | 2,505 |
Marketing and Distribution | 159 |
Custodian Fees | 87 |
Auditing Fees | 38 |
Shareholders’ Reports | 21 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 17 |
Total Expenses | 3,062 |
Expenses Paid Indirectly | (12) |
Net Expenses | 3,050 |
Net Investment Income | 74,683 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | (46,664) |
Futures Contracts | 883 |
Options Purchased | (358) |
Swap Contracts | 1,535 |
Forward Currency Contracts | (336) |
Foreign Currencies | (216) |
Realized Net Gain (Loss) | (45,156) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities1 | 101,280 |
Futures Contracts | (1,106) |
Options Purchased | 241 |
Swap Contracts | (65) |
Forward Currency Contracts | (85) |
Foreign Currencies | 1 |
Change in Unrealized Appreciation (Depreciation) | 100,266 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 129,793 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $582,000, ($2,000), less than $1,000, and ($3,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 74,683 | 44,011 |
Realized Net Gain (Loss) | (45,156) | (48,466) |
Change in Unrealized Appreciation (Depreciation) | 100,266 | (127,566) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 129,793 | (132,021) |
Distributions | ||
Total Distributions | (45,828) | (52,370) |
Capital Share Transactions | ||
Issued | 393,407 | 556,971 |
Issued in Lieu of Cash Distributions | 45,828 | 52,370 |
Redeemed | (498,753) | (557,470) |
Net Increase (Decrease) from Capital Share Transactions | (59,518) | 51,871 |
Total Increase (Decrease) | 24,447 | (132,520) |
Net Assets | ||
Beginning of Period | 2,155,124 | 2,287,644 |
End of Period | 2,179,571 | 2,155,124 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $9.92 | $10.78 | $11.12 | $10.84 | $10.54 |
Investment Operations | |||||
Net Investment Income1 | .342 | .202 | .166 | .238 | .302 |
Net Realized and Unrealized Gain (Loss) on Investments | .259 | (.815) | (.216) | .336 | .287 |
Total from Investment Operations | .601 | (.613) | (.050) | .574 | .589 |
Distributions | |||||
Dividends from Net Investment Income | (.211) | (.167) | (.233) | (.294) | (.289) |
Distributions from Realized Capital Gains | — | (.080) | (.057) | — | — |
Total Distributions | (.211) | (.247) | (.290) | (.294) | (.289) |
Net Asset Value, End of Period | $10.31 | $9.92 | $10.78 | $11.12 | $10.84 |
Total Return | 6.16% | -5.72% | -0.45% | 5.49% | 5.69% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $2,180 | $2,155 | $2,288 | $2,234 | $1,907 |
Ratio of Total Expenses to Average Net Assets | 0.14%2 | 0.14%2 | 0.14% | 0.14% | 0.14% |
Ratio of Net Investment Income to Average Net Assets | 3.43% | 2.00% | 1.52% | 2.18% | 2.83% |
Portfolio Turnover Rate3 | 99% | 86% | 78% | 89% | 67% |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
3 | Includes 5%, 10%, 5%, 7%, and 1%, respectively, attributable to mortgage-dollar-roll activity. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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 portfolio, Vanguard furnishes to the portfolio 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 portfolio based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
C. | The portfolio’s custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2023, custodian fee offset arrangements reduced the portfolio’s expenses by $12,000 (an annual rate of less than 0.01% of average net assets). |
D. | Various inputs may be used to determine the value of the portfolio’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 | — | 246,740 | — | 246,740 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 47,998 | — | 47,998 |
Corporate Bonds | — | 1,787,244 | — | 1,787,244 |
Floating Rate Loan Interests | — | 7,526 | — | 7,526 |
Sovereign Bonds | — | 23,501 | — | 23,501 |
Taxable Municipal Bonds | — | 1,329 | — | 1,329 |
Temporary Cash Investments | 39,956 | — | — | 39,956 |
Options Purchased | — | 262 | — | 262 |
Total | 39,956 | 2,114,600 | — | 2,154,556 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 117 | — | — | 117 |
Forward Currency Contracts | — | 3 | — | 3 |
Swap Contracts | 141 | 13 | — | 27 |
Total | 131 | 16 | — | 147 |
Liabilities | ||||
Futures Contracts1 | 546 | — | — | 546 |
Forward Currency Contracts | — | 382 | — | 382 |
Swap Contracts | — | 10 | — | 10 |
Total | 546 | 392 | — | 938 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
E. | At December 31, 2023, the fair values of derivatives were reflected in the Statement of Assets and Liabilities as follows: |
Statement of Assets and Liabilities | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Investments in Secuties, at Value—Unaffiliated Issuers (Options Purchased) | — | — | 262 | 262 |
Swap Premiums Paid | — | — | 27 | 27 |
Unrealized Appreciation—Futures Contracts1 | 117 | — | — | 117 |
Unrealized Appreciation—Centrally Cleared Swap Contracts1 | 14 | — | — | 14 |
Unrealized Appreciation—Forward Currency Contracts | — | 3 | — | 3 |
Unrealized Appreciation— Over-the-Counter Swap Contracts | — | — | 13 | 13 |
Total Assets | 131 | 3 | 302 | 436 |
Unrealized Depreciation—Futures Contracts1 | 546 | — | — | 546 |
Unrealized Depreciation—Forward Currency Contracts | — | 382 | — | 382 |
Unrealized Depreciation— Over-the-Counter Swap Contracts | — | — | 10 | 10 |
Total Liabilities | 546 | 382 | 10 | 938 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Realized Net Gain (Loss) on Derivatives | Interest Rate Contracts ($000) | Foreign Exchange Contracts ($000) | Credit Contracts ($000) | Total ($000) |
Futures Contracts | 883 | — | — | 883 |
Options Purchased | (337) | — | (21) | (358) |
Swap Contracts | — | — | 1,535 | 1,535 |
Forward Currency Contracts | — | (336) | — | (336) |
Realized Net Gain (Loss) on Derivatives | 546 | (336) | 1,514 | 1,724 |
Change in Unrealized Appreciation (Depreciation) on Derivatives | ||||
Futures Contracts | (1,106) | — | — | (1,106) |
Options Purchased | 338 | — | (97) | 241 |
Swap Contracts | 14 | — | (79) | (65) |
Forward Currency Contracts | — | (85) | — | (85) |
Change in Unrealized Appreciation (Depreciation) on Derivatives | (754) | (85) | (176) | (1,015) |
F. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable foreign currency transactions and swap agreements were reclassified between the individual components of total distributable earnings (loss). |
Amount ($000) | |
Undistributed Ordinary Income | 73,865 |
Undistributed Long-Term Gains | — |
Net Unrealized Gains (Losses) | (28,426) |
Capital Loss Carryforwards | (95,028) |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | (49,589) |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 45,828 | 35,540 |
Long-Term Capital Gains | — | 16,830 |
Total | 45,828 | 52,370 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 2,183,026 |
Gross Unrealized Appreciation | 21,715 |
Gross Unrealized Depreciation | (50,141) |
Net Unrealized Appreciation (Depreciation) | (28,426) |
G. | During the year ended December 31, 2023, the portfolio purchased $978,460,000 of investment securities and sold $980,396,000 of investment securities, other than U.S. government securities andtemporary cash investments. Purchases and sales of U.S. government securities were $1,168,435,000 and $1,287,267,000, respectively. |
H. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 39,448 | 55,015 |
Issued in Lieu of Cash Distributions | 4,648 | 5,190 |
Redeemed | (49,951) | (55,107) |
Net Increase (Decrease) in Shares Outstanding | (5,855) | 5,098 |
I. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
J. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Small Company Growth Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
Advisors' Report | 2 |
About Your Portfolio’s Expenses | 5 |
Performance Summary | 6 |
Financial Statements | 8 |
Trustees Approve Advisory Arrangement | 22 |
• | The financial markets delivered robust returns for the 12 months ended December 31, 2023. The Small Company Growth Portfolio of the Vanguard Variable Insurance Funds returned 19.65% for the period. It outperformed its benchmark, the Russell 2500 Growth Index, which returned 18.93%. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | The portfolio’s positions in energy, industrials, materials, and utilities helped results the most. Underweight allocations to communication services and information technology as well as selection in consumer discretionary detracted the most. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
Head of Alpha Equity Investments
Brian Schaub, CFA, Partner
Portfolio Assets Managed | |||
Investment Advisor | % | $ Million | Investment Strategy |
Vanguard Quantitative Equity Group | 49 | 730 | Employs a quantitative approach that focuses on fundamental factors, using models that assess valuation, growth prospects, management decisions, market sentiment, and earnings and balance-sheet quality of companies as compared with their peers. |
ArrowMark Partners | 48 | 720 | The firm uses in-depth fundamental research to uncover companies that, in its opinion, can control their own economic destiny. It starts by identifying businesses with strong competitive advantages in industries with high barriers to entry, then narrows the focus to companies with large potential markets and high-quality business models focused on the future. Finally, considerations are made for potential downside risk, resulting in a diversified portfolio of between 75 and 100 stocks. |
Cash Investments | 3 | 51 | These short-term reserves are invested by Vanguard in equity index products to simulate investment in stocks. Each advisor may also maintain a modest cash position. |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Small Company Growth Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,038.90 | $1.49 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.74 | 1.48 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Small Company Growth Portfolio | 19.65% | 9.98% | 7.85% | $21,299 | |
Russell 2500 Growth Index | 18.93 | 11.43 | 8.78 | 23,194 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Communication Services | 5.8% |
Consumer Discretionary | 11.6 |
Consumer Staples | 2.2 |
Energy | 2.6 |
Financials | 7.7 |
Health Care | 25.2 |
Industrials | 21.6 |
Information Technology | 19.2 |
Materials | 2.6 |
Real Estate | 0.8 |
Utilities | 0.7 |
Shares | Market Value• ($000) | ||
Common Stocks (95.1%) | |||
Communication Services (5.6%) | |||
* | Ziff Davis Inc. | 320,806 | 21,555 |
* | Cargurus Inc. | 806,210 | 19,478 |
* | ZipRecruiter Inc. Class A | 884,885 | 12,300 |
* | IAC Inc. | 186,000 | 9,743 |
Iridium Communications Inc. | 223,512 | 9,200 | |
* | Yelp Inc. | 80,912 | 3,830 |
* | Playtika Holding Corp. | 297,135 | 2,591 |
* | Vimeo Inc. | 402,040 | 1,576 |
* | TripAdvisor Inc. | 62,709 | 1,350 |
* | ZoomInfo Technologies Inc. | 34,876 | 645 |
* | Bandwidth Inc. Class A | 27,119 | 392 |
* | Integral Ad Science Holding Corp. | 26,928 | 387 |
* | DHI Group Inc. | 116,046 | 301 |
83,348 | |||
Consumer Discretionary (11.1%) | |||
Churchill Downs Inc. | 135,404 | 18,270 | |
* | Skechers USA Inc. Class A | 178,381 | 11,120 |
* | National Vision Holdings Inc. | 333,088 | 6,972 |
* | Under Armour Inc. Class C | 834,052 | 6,964 |
* | Sally Beauty Holdings Inc. | 505,179 | 6,709 |
Pool Corp. | 16,043 | 6,396 | |
* | Sportradar Holding AG Class A | 489,637 | 5,410 |
Toll Brothers Inc. | 43,609 | 4,483 | |
Murphy USA Inc. | 12,036 | 4,292 | |
* | Deckers Outdoor Corp. | 6,103 | 4,079 |
Boyd Gaming Corp. | 59,274 | 3,711 | |
* | Fox Factory Holding Corp. | 54,783 | 3,697 |
* | Abercrombie & Fitch Co. Class A | 41,872 | 3,694 |
* | frontdoor Inc. | 103,491 | 3,645 |
* | Grand Canyon Education Inc. | 26,055 | 3,440 |
Texas Roadhouse Inc. | 27,499 | 3,361 | |
* | Floor & Decor Holdings Inc. Class A | 29,116 | 3,248 |
* | Everi Holdings Inc. | 284,920 | 3,211 |
Travel & Leisure Co. | 77,981 | 3,048 | |
* | Green Brick Partners Inc. | 58,329 | 3,030 |
Wingstop Inc. | 11,796 | 3,027 | |
Perdoceo Education Corp. | 158,802 | 2,789 | |
* | Dave & Buster's Entertainment Inc. | 50,863 | 2,739 |
Williams-Sonoma Inc. | 11,412 | 2,303 | |
Buckle Inc. | 47,365 | 2,251 | |
* | MasterCraft Boat Holdings Inc. | 97,029 | 2,197 |
* | Tri Pointe Homes Inc. | 60,725 | 2,150 |
Build-A-Bear Workshop Inc. | 89,682 | 2,062 | |
* | Visteon Corp. | 15,165 | 1,894 |
* | Modine Manufacturing Co. | 30,900 | 1,845 |
* | Duolingo Inc. | 8,092 | 1,836 |
Tapestry Inc. | 49,297 | 1,815 | |
* | Norwegian Cruise Line Holdings Ltd. | 87,046 | 1,744 |
* | Stride Inc. | 24,261 | 1,440 |
Academy Sports & Outdoors Inc. | 21,353 | 1,409 | |
* | Brinker International Inc. | 32,565 | 1,406 |
* | Warby Parker Inc. Class A | 91,638 | 1,292 |
* | Shake Shack Inc. Class A | 17,313 | 1,283 |
Shares | Market Value• ($000) | ||
* | Inspired Entertainment Inc. | 126,275 | 1,248 |
* | Coursera Inc. | 59,057 | 1,144 |
* | CarParts.com Inc. | 348,183 | 1,100 |
* | Cavco Industries Inc. | 2,993 | 1,037 |
* | Urban Outfitters Inc. | 28,433 | 1,015 |
* | Taylor Morrison Home Corp. | 18,673 | 996 |
* | Chegg Inc. | 84,647 | 962 |
* | Carvana Co. | 18,054 | 956 |
* | SeaWorld Entertainment Inc. | 18,089 | 956 |
* | Wayfair Inc. Class A | 14,709 | 908 |
Monarch Casino & Resort Inc. | 11,778 | 814 | |
Patrick Industries Inc. | 7,526 | 755 | |
Dine Brands Global Inc. | 14,884 | 739 | |
International Game Technology plc | 26,796 | 734 | |
Wynn Resorts Ltd. | 7,834 | 714 | |
* | Crocs Inc. | 7,114 | 664 |
* | Hovnanian Enterprises Inc. Class A | 4,183 | 651 |
PulteGroup Inc. | 6,047 | 624 | |
Wolverine World Wide Inc. | 67,806 | 603 | |
* | Valvoline Inc. | 15,701 | 590 |
Standard Motor Products Inc. | 13,776 | 548 | |
* | Five Below Inc. | 2,454 | 523 |
* | PlayAGS Inc. | 61,835 | 521 |
* | Accel Entertainment Inc. | 38,333 | 394 |
* | Malibu Boats Inc. Class A | 7,161 | 393 |
Upbound Group Inc. | 11,164 | 379 | |
* | Boot Barn Holdings Inc. | 4,590 | 352 |
* | Solo Brands Inc. Class A | 47,142 | 290 |
* | Stitch Fix Inc. Class A | 75,827 | 271 |
* | Skyline Champion Corp. | 3,318 | 246 |
Golden Entertainment Inc. | 4,166 | 166 | |
Carriage Services Inc. | 5,587 | 140 | |
* | Destination XL Group Inc. | 30,015 | 132 |
* | Stoneridge Inc. | 6,110 | 120 |
165,947 | |||
Consumer Staples (2.1%) | |||
Coca-Cola Consolidated Inc. | 6,586 | 6,115 | |
* | BJ's Wholesale Club Holdings Inc. | 68,618 | 4,574 |
PriceSmart Inc. | 54,010 | 4,093 | |
* | Simply Good Foods Co. | 71,643 | 2,837 |
Energizer Holdings Inc. | 88,006 | 2,788 | |
Turning Point Brands Inc. | 88,498 | 2,329 | |
* | e.l.f. Beauty Inc. | 11,923 | 1,721 |
* | Performance Food Group Co. | 23,735 | 1,641 |
* | USANA Health Sciences Inc. | 23,752 | 1,273 |
John B Sanfilippo & Son Inc. | 12,296 | 1,267 | |
Dole plc | 87,380 | 1,074 | |
Vector Group Ltd. | 58,102 | 655 | |
Primo Water Corp. | 42,702 | 643 | |
Oil-Dri Corp. of America | 5,499 | 369 | |
* | Boston Beer Co. Inc. Class A | 1,064 | 368 |
* | BellRing Brands Inc. | 3,335 | 185 |
* | Celsius Holdings Inc. | 3,269 | 178 |
32,110 | |||
Energy (2.5%) | |||
Viper Energy Inc. | 258,973 | 8,126 | |
APA Corp. | 182,631 | 6,553 | |
* | Par Pacific Holdings Inc. | 116,129 | 4,224 |
Shares | Market Value• ($000) | ||
Dorian LPG Ltd. | 77,439 | 3,397 | |
Diamondback Energy Inc. | 21,745 | 3,372 | |
* | Weatherford International plc | 31,482 | 3,080 |
* | Oceaneering International Inc. | 76,515 | 1,628 |
* | US Silica Holdings Inc. | 94,857 | 1,073 |
Liberty Energy Inc. | 51,832 | 940 | |
CONSOL Energy Inc. | 7,868 | 791 | |
Delek US Holdings Inc. | 26,988 | 696 | |
SM Energy Co. | 16,814 | 651 | |
* | DMC Global Inc. | 33,787 | 636 |
Murphy Oil Corp. | 14,644 | 625 | |
PBF Energy Inc. Class A | 11,210 | 493 | |
Equitrans Midstream Corp. | 38,568 | 393 | |
Solaris Oilfield Infrastructure Inc. Class A | 31,801 | 253 | |
36,931 | |||
Financials (7.3%) | |||
* | Euronet Worldwide Inc. | 244,798 | 24,845 |
LPL Financial Holdings Inc. | 53,291 | 12,130 | |
WisdomTree Inc. | 1,249,298 | 8,658 | |
Equitable Holdings Inc. | 246,860 | 8,220 | |
* | NMI Holdings Inc. Class A | 132,529 | 3,933 |
Virtus Investment Partners Inc. | 15,743 | 3,806 | |
Everest Group Ltd. | 9,247 | 3,270 | |
* | WEX Inc. | 15,873 | 3,088 |
SLM Corp. | 152,979 | 2,925 | |
FactSet Research Systems Inc. | 6,041 | 2,882 | |
MarketAxess Holdings Inc. | 9,838 | 2,881 | |
* | StoneCo. Ltd. Class A | 132,583 | 2,391 |
Victory Capital Holdings Inc. Class A | 68,150 | 2,347 | |
Bank of NT Butterfield & Son Ltd. | 71,100 | 2,276 | |
Lincoln National Corp. | 81,616 | 2,201 | |
* | Skyward Specialty Insurance Group Inc. | 62,250 | 2,109 |
* | Remitly Global Inc. | 99,875 | 1,940 |
* | International Money Express Inc. | 85,262 | 1,883 |
* | Palomar Holdings Inc. | 29,749 | 1,651 |
Federated Hermes Inc. | 47,131 | 1,596 | |
* | Fidelis Insurance Holdings Ltd. | 97,169 | 1,231 |
Universal Insurance Holdings Inc. | 73,334 | 1,172 | |
Brightsphere Investment Group Inc. | 61,132 | 1,171 | |
* | AvidXchange Holdings Inc. | 93,863 | 1,163 |
* | Marqeta Inc. Class A | 165,917 | 1,158 |
* | Assetmark Financial Holdings Inc. | 37,278 | 1,117 |
* | PROG Holdings Inc. | 32,977 | 1,019 |
XP Inc. Class A | 39,043 | 1,018 | |
RenaissanceRe Holdings Ltd. | 4,814 | 944 | |
Westamerica BanCorp | 14,031 | 792 | |
* | Shift4 Payments Inc. Class A | 7,527 | 560 |
Brown & Brown Inc. | 7,318 | 520 | |
Pathward Financial Inc. | 8,335 | 441 | |
First Citizens BancShares Inc. Class A | 287 | 407 | |
Kinsale Capital Group Inc. | 1,094 | 366 |
Shares | Market Value• ($000) | ||
* | Open Lending Corp. Class A | 39,363 | 335 |
Esquire Financial Holdings Inc. | 5,093 | 254 | |
* | Payoneer Global Inc. | 45,474 | 237 |
* | SiriusPoint Ltd. | 19,005 | 220 |
* | StoneX Group Inc. | 2,898 | 214 |
109,371 | |||
Health Care (23.9%) | |||
STERIS plc | 98,295 | 21,610 | |
* | Merit Medical Systems Inc. | 269,583 | 20,478 |
* | QuidelOrtho Corp. | 216,839 | 15,981 |
Cooper Cos. Inc. | 39,961 | 15,123 | |
* | Doximity Inc. Class A | 513,059 | 14,386 |
Bio-Techne Corp. | 143,119 | 11,043 | |
Teleflex Inc. | 38,022 | 9,480 | |
* | Tandem Diabetes Care Inc. | 293,417 | 8,679 |
* | Sotera Health Co. | 508,188 | 8,563 |
* | TransMedics Group Inc. | 98,725 | 7,792 |
* | HealthEquity Inc. | 114,887 | 7,617 |
* | Arvinas Inc. | 168,393 | 6,931 |
* | Certara Inc. | 393,289 | 6,918 |
* | Halozyme Therapeutics Inc. | 174,275 | 6,441 |
* | Veracyte Inc. | 233,142 | 6,414 |
* | Medpace Holdings Inc. | 20,559 | 6,302 |
* | Nevro Corp. | 290,895 | 6,260 |
Bruker Corp. | 81,185 | 5,965 | |
* | Masimo Corp. | 50,625 | 5,934 |
* | SpringWorks Therapeutics Inc. | 157,368 | 5,744 |
* | Neurocrine Biosciences Inc. | 42,733 | 5,630 |
* | Legend Biotech Corp. ADR | 92,519 | 5,567 |
* | Henry Schein Inc. | 68,979 | 5,222 |
* | Ionis Pharmaceuticals Inc. | 96,841 | 4,899 |
* | Align Technology Inc. | 17,148 | 4,699 |
* | Exelixis Inc. | 189,703 | 4,551 |
* | Sarepta Therapeutics Inc. | 45,395 | 4,377 |
Chemed Corp. | 7,181 | 4,199 | |
* | ACADIA Pharmaceuticals Inc. | 133,022 | 4,165 |
* | Option Care Health Inc. | 121,051 | 4,078 |
* | Agios Pharmaceuticals Inc. | 182,642 | 4,067 |
* | IQVIA Holdings Inc. | 16,612 | 3,844 |
* | Alkermes plc | 134,488 | 3,731 |
* | PTC Therapeutics Inc. | 133,433 | 3,677 |
* | Inspire Medical Systems Inc. | 17,968 | 3,655 |
* | Axogen Inc. | 525,314 | 3,588 |
* | Shockwave Medical Inc. | 16,773 | 3,196 |
* | Omnicell Inc. | 83,637 | 3,147 |
HealthStream Inc. | 113,171 | 3,059 | |
* | Penumbra Inc. | 12,069 | 3,036 |
* | Relay Therapeutics Inc. | 269,760 | 2,970 |
* | Ultragenyx Pharmaceutical Inc. | 56,912 | 2,722 |
* | Veeva Systems Inc. Class A | 13,567 | 2,612 |
* | Ironwood Pharmaceuticals Inc. | 223,423 | 2,556 |
* | Tenet Healthcare Corp. | 32,419 | 2,450 |
* | CorVel Corp. | 9,260 | 2,289 |
* | PetIQ Inc. | 109,549 | 2,164 |
iRadimed Corp. | 45,306 | 2,151 | |
* | Charles River Laboratories International Inc. | 8,839 | 2,090 |
* | Enanta Pharmaceuticals Inc. | 221,265 | 2,082 |
* | Exact Sciences Corp. | 25,763 | 1,906 |
* | ANI Pharmaceuticals Inc. | 33,191 | 1,830 |
* | Jazz Pharmaceuticals plc | 13,909 | 1,711 |
* | Addus HomeCare Corp. | 18,091 | 1,680 |
* | Vir Biotechnology Inc. | 164,348 | 1,653 |
* | Haemonetics Corp. | 18,477 | 1,580 |
* | Axonics Inc. | 23,972 | 1,492 |
* | Natera Inc. | 22,914 | 1,435 |
* | Fate Therapeutics Inc. | 375,899 | 1,406 |
Agenus Inc. | 1,687,643 | 1,397 | |
* | Alector Inc. | 170,438 | 1,360 |
Shares | Market Value• ($000) | ||
* | DaVita Inc. | 12,716 | 1,332 |
* | Health Catalyst Inc. | 142,289 | 1,318 |
* | Apellis Pharmaceuticals Inc. | 21,743 | 1,302 |
* | Ventyx Biosciences Inc. | 512,660 | 1,266 |
* | Mersana Therapeutics Inc. | 544,456 | 1,263 |
* | Avantor Inc. | 54,504 | 1,244 |
* | Blueprint Medicines Corp. | 13,146 | 1,213 |
* | Arrowhead Pharmaceuticals Inc. | 38,893 | 1,190 |
* | Amphastar Pharmaceuticals Inc. | 18,959 | 1,173 |
* | OptimizeRx Corp. | 76,223 | 1,091 |
* | Travere Therapeutics Inc. | 106,346 | 956 |
* | Phreesia Inc. | 41,236 | 955 |
* | Coherus Biosciences Inc. | 279,908 | 932 |
* | ADMA Biologics Inc. | 201,414 | 910 |
* | iRhythm Technologies Inc. | 8,199 | 878 |
* | Puma Biotechnology Inc. | 197,181 | 854 |
*,1 | Esperion Therapeutics Inc. | 282,905 | 846 |
* | SI-BONE Inc. | 38,825 | 815 |
* | Surmodics Inc. | 22,379 | 813 |
* | Semler Scientific Inc. | 17,966 | 796 |
* | Deciphera Pharmaceuticals Inc. | 48,741 | 786 |
* | Y-mAbs Therapeutics Inc. | 103,404 | 705 |
LeMaitre Vascular Inc. | 12,393 | 703 | |
* | Karyopharm Therapeutics Inc. | 805,283 | 697 |
Select Medical Holdings Corp. | 29,076 | 683 | |
*,1 | Novavax Inc. | 138,119 | 663 |
* | BioCryst Pharmaceuticals Inc. | 110,461 | 662 |
* | Joint Corp. | 67,286 | 647 |
* | Lantheus Holdings Inc. | 9,947 | 617 |
* | AtriCure Inc. | 17,158 | 612 |
* | Pennant Group Inc. | 42,695 | 594 |
* | Inmode Ltd. | 21,669 | 482 |
* | Aclaris Therapeutics Inc. | 447,911 | 470 |
* | CytomX Therapeutics Inc. | 281,383 | 436 |
* | Affimed NV | 653,577 | 408 |
* | Bridgebio Pharma Inc. | 10,036 | 405 |
* | MacroGenics Inc. | 39,825 | 383 |
* | Sangamo Therapeutics Inc. | 703,310 | 382 |
* | NanoString Technologies Inc. | 458,552 | 343 |
* | Evolus Inc. | 27,496 | 290 |
* | Cartesian Therapeutics Inc. (XNMS) | 414,811 | 286 |
* | Tactile Systems Technology Inc. | 17,739 | 254 |
* | AdaptHealth Corp. | 33,517 | 244 |
* | Keros Therapeutics Inc. | 6,058 | 241 |
* | Organogenesis Holdings Inc. | 57,740 | 236 |
* | Corcept Therapeutics Inc. | 7,071 | 230 |
* | Supernus Pharmaceuticals Inc. | 7,754 | 224 |
* | Pulmonx Corp. | 17,333 | 221 |
* | Scilex Holding Co. (XNCM) | 107,359 | 219 |
Mei Pharma Inc. | 36,960 | 214 | |
* | Sage Therapeutics Inc. | 9,836 | 213 |
* | Cue Biopharma Inc. | 73,927 | 195 |
* | Rigel Pharmaceuticals Inc. | 133,039 | 193 |
* | HilleVax Inc. | 11,912 | 191 |
* | Aldeyra Therapeutics Inc. | 53,009 | 186 |
* | Intra-Cellular Therapies Inc. | 2,463 | 176 |
* | NGM Biopharmaceuticals Inc. | 198,498 | 171 |
* | Precision BioSciences Inc. | 462,172 | 169 |
* | Arbutus Biopharma Corp. | 65,896 | 165 |
* | Viemed Healthcare Inc. | 21,005 | 165 |
* | Inari Medical Inc. | 2,442 | 159 |
* | Voyager Therapeutics Inc. | 17,869 | 151 |
* | Seres Therapeutics Inc. | 106,883 | 150 |
* | Mineralys Therapeutics Inc. | 17,500 | 150 |
* | Pediatrix Medical Group Inc. | 13,360 | 124 |
* | Atara Biotherapeutics Inc. | 225,069 | 115 |
Shares | Market Value• ($000) | ||
* | Aquestive Therapeutics Inc. | 55,778 | 113 |
* | Harpoon Therapeutics Inc. | 9,826 | 112 |
* | 89bio Inc. | 9,742 | 109 |
* | Mural Oncology plc | 13,448 | 80 |
* | Prothena Corp. plc | 2,060 | 75 |
*,2 | Cartesian Therapeutics Inc. | 414,811 | 75 |
* | Gritstone bio Inc. | 33,605 | 69 |
* | Aadi Bioscience Inc. | 10,349 | 21 |
359,395 | |||
Industrials (20.5%) | |||
RB Global Inc. (XTSE) | 362,574 | 24,253 | |
* | Alight Inc. Class A | 2,662,075 | 22,708 |
Sensata Technologies Holding plc | 588,876 | 22,124 | |
Matson Inc. | 165,530 | 18,142 | |
* | ACV Auctions Inc. Class A | 1,007,037 | 15,257 |
* | Cimpress plc | 180,032 | 14,412 |
Applied Industrial Technologies Inc. | 78,289 | 13,520 | |
* | Kirby Corp. | 170,423 | 13,375 |
* | Generac Holdings Inc. | 85,738 | 11,081 |
* | Middleby Corp. | 42,775 | 6,295 |
Toro Co. | 59,448 | 5,706 | |
Curtiss-Wright Corp. | 25,262 | 5,628 | |
EMCOR Group Inc. | 24,221 | 5,218 | |
* | GMS Inc. | 60,735 | 5,006 |
* | Atkore Inc. | 31,063 | 4,970 |
* | WillScot Mobile Mini Holdings Corp. | 108,922 | 4,847 |
UFP Industries Inc. | 38,571 | 4,843 | |
Heartland Express Inc. | 327,184 | 4,666 | |
Watts Water Technologies Inc. Class A | 22,376 | 4,662 | |
Griffon Corp. | 75,765 | 4,618 | |
* | American Airlines Group Inc. | 301,899 | 4,148 |
* | Beacon Roofing Supply Inc. | 47,040 | 4,093 |
Allison Transmission Holdings Inc. | 69,144 | 4,021 | |
Apogee Enterprises Inc. | 74,120 | 3,959 | |
* | Paylocity Holding Corp. | 22,821 | 3,762 |
AGCO Corp. | 30,019 | 3,645 | |
H&E Equipment Services Inc. | 68,328 | 3,575 | |
CSG Systems International Inc. | 61,705 | 3,283 | |
* | ExlService Holdings Inc. | 101,820 | 3,141 |
Terex Corp. | 50,930 | 2,926 | |
Booz Allen Hamilton Holding Corp. | 22,839 | 2,921 | |
* | Axon Enterprise Inc. | 11,222 | 2,899 |
Herc Holdings Inc. | 19,457 | 2,897 | |
* | Upwork Inc. | 180,206 | 2,680 |
* | Legalzoom.com Inc. | 205,077 | 2,317 |
* | Sterling Infrastructure Inc. | 25,263 | 2,221 |
Alamo Group Inc. | 10,514 | 2,210 | |
Graco Inc. | 23,994 | 2,082 | |
Comfort Systems USA Inc. | 9,992 | 2,055 | |
Marten Transport Ltd. | 97,632 | 2,048 | |
* | Huron Consulting Group Inc. | 19,028 | 1,956 |
* | Janus International Group Inc. | 149,195 | 1,947 |
* | American Woodmark Corp. | 20,921 | 1,943 |
Vertiv Holdings Co. Class A | 38,288 | 1,839 | |
* | Gibraltar Industries Inc. | 22,708 | 1,793 |
* | JELD-WEN Holding Inc. | 93,443 | 1,764 |
Hubbell Inc. | 5,309 | 1,746 | |
* | Masonite International Corp. | 19,573 | 1,657 |
Heidrick & Struggles International Inc. | 54,251 | 1,602 | |
Brink's Co. | 16,030 | 1,410 | |
Enerpac Tool Group Corp. | 45,070 | 1,401 | |
* | Franklin Covey Co. | 27,525 | 1,198 |
* | Lyft Inc. Class A | 77,547 | 1,162 |
Insperity Inc. | 9,852 | 1,155 | |
EnerSys | 11,325 | 1,143 |
Shares | Market Value• ($000) | ||
* | Liquidity Services Inc. | 64,003 | 1,102 |
* | ASGN Inc. | 11,351 | 1,092 |
Boise Cascade Co. | 8,237 | 1,066 | |
John Bean Technologies Corp. | 10,609 | 1,055 | |
* | Masterbrand Inc. | 69,496 | 1,032 |
* | MRC Global Inc. | 66,158 | 728 |
* | Forrester Research Inc. | 27,029 | 725 |
Franklin Electric Co. Inc. | 7,413 | 716 | |
Avis Budget Group Inc. | 3,807 | 675 | |
Genpact Ltd. | 15,791 | 548 | |
Advanced Drainage Systems Inc. | 3,802 | 535 | |
Universal Logistics Holdings Inc. | 16,522 | 463 | |
* | IES Holdings Inc. | 5,324 | 422 |
* | Healthcare Services Group Inc. | 31,719 | 329 |
Barrett Business Services Inc. | 2,499 | 289 | |
* | Thermon Group Holdings Inc. | 7,681 | 250 |
Preformed Line Products Co. | 1,679 | 225 | |
Lincoln Electric Holdings Inc. | 796 | 173 | |
* | IBEX Holdings Ltd. | 9,117 | 173 |
* | Asure Software Inc. | 17,752 | 169 |
* | Commercial Vehicle Group Inc. | 23,208 | 163 |
* | Titan International Inc. | 9,978 | 148 |
Matthews International Corp. Class A | 3,941 | 144 | |
Hyster-Yale Materials Handling Inc. | 1,722 | 107 | |
308,259 | |||
Information Technology (18.2%) | |||
* | Trimble Inc. | 405,943 | 21,596 |
* | Okta Inc. | 193,922 | 17,556 |
* | Dynatrace Inc. | 295,928 | 16,184 |
*,1 | GLOBALFOUNDRIES Inc. | 256,204 | 15,526 |
* | Smartsheet Inc. Class A | 318,872 | 15,248 |
* | Tenable Holdings Inc. | 299,778 | 13,808 |
* | ON Semiconductor Corp. | 131,508 | 10,985 |
* | Elastic NV | 96,356 | 10,859 |
* | Manhattan Associates Inc. | 35,833 | 7,716 |
* | Pure Storage Inc. Class A | 187,376 | 6,682 |
* | Dropbox Inc. Class A | 174,461 | 5,143 |
* | MaxLinear Inc. | 213,401 | 5,073 |
* | N-Able Inc. | 380,774 | 5,045 |
* | Blackline Inc. | 77,108 | 4,815 |
* | Wix.com Ltd. | 38,878 | 4,783 |
* | 8x8 Inc. | 1,237,086 | 4,676 |
Jabil Inc. | 36,472 | 4,646 | |
* | Cadence Design Systems Inc. | 15,079 | 4,107 |
* | Consensus Cloud Solutions Inc. | 155,142 | 4,066 |
* | Super Micro Computer Inc. | 14,250 | 4,051 |
* | Nutanix Inc. Class A | 81,472 | 3,885 |
* | BigCommerce Holdings Inc. Series 1 | 398,977 | 3,882 |
* | CommVault Systems Inc. | 47,338 | 3,780 |
* | SMART Global Holdings Inc. | 195,667 | 3,704 |
* | Q2 Holdings Inc. | 75,500 | 3,277 |
* | Rapid7 Inc. | 55,865 | 3,190 |
* | Teradata Corp. | 69,839 | 3,039 |
* | RingCentral Inc. Class A | 85,530 | 2,904 |
* | UiPath Inc. Class A | 113,289 | 2,814 |
* | Axcelis Technologies Inc. | 20,336 | 2,637 |
Shares | Market Value• ($000) | ||
* | CommScope Holding Co. Inc. | 933,507 | 2,632 |
Pegasystems Inc. | 51,435 | 2,513 | |
* | Zuora Inc. Class A | 262,958 | 2,472 |
* | Domo Inc. Class B | 239,030 | 2,460 |
* | PDF Solutions Inc. | 75,808 | 2,436 |
* | Lattice Semiconductor Corp. | 34,046 | 2,349 |
* | Box Inc. Class A | 90,808 | 2,326 |
* | Diodes Inc. | 27,876 | 2,245 |
* | Arlo Technologies Inc. | 205,044 | 1,952 |
Amkor Technology Inc. | 58,400 | 1,943 | |
* | Gitlab Inc. Class A | 28,940 | 1,822 |
* | FARO Technologies Inc. | 69,984 | 1,577 |
* | Everbridge Inc. | 61,192 | 1,488 |
* | eGain Corp. | 174,153 | 1,451 |
* | Itron Inc. | 18,769 | 1,417 |
* | Marathon Digital Holdings Inc. | 59,756 | 1,404 |
* | Yext Inc. | 233,313 | 1,374 |
* | Weave Communications Inc. | 111,950 | 1,284 |
Sapiens International Corp. NV | 41,865 | 1,212 | |
Bel Fuse Inc. Class B | 17,804 | 1,189 | |
* | ePlus Inc. | 13,331 | 1,064 |
* | MicroStrategy Inc. Class A | 1,680 | 1,061 |
* | Asana Inc. Class A | 51,462 | 978 |
* | LivePerson Inc. | 240,485 | 911 |
* | Maxeon Solar Technologies Ltd. | 124,243 | 891 |
* | Extreme Networks Inc. | 50,235 | 886 |
* | Infinera Corp. | 185,748 | 882 |
* | Synaptics Inc. | 6,761 | 771 |
* | Olo Inc. Class A | 127,483 | 729 |
* | Sprinklr Inc. Class A | 58,720 | 707 |
* | Fabrinet | 3,694 | 703 |
* | HashiCorp Inc. Class A | 29,579 | 699 |
* | Credo Technology Group Holding Ltd. | 35,111 | 684 |
* | FormFactor Inc. | 15,008 | 626 |
* | AppLovin Corp. Class A | 15,619 | 622 |
* | Sanmina Corp. | 11,678 | 600 |
* | Appian Corp. Class A | 15,632 | 589 |
* | ACM Research Inc. Class A | 28,550 | 558 |
* | Cambium Networks Corp. | 91,286 | 548 |
* | Turtle Beach Corp. | 49,295 | 540 |
* | CS Disco Inc. | 64,895 | 493 |
* | SkyWater Technology Inc. | 45,695 | 440 |
* | OSI Systems Inc. | 3,348 | 432 |
* | Brightcove Inc. | 155,847 | 404 |
* | inTEST Corp. | 26,622 | 362 |
* | Ultra Clean Holdings Inc. | 9,969 | 340 |
* | Digital Turbine Inc. | 45,968 | 315 |
Vontier Corp. | 8,963 | 310 | |
* | CEVA Inc. | 13,427 | 305 |
A10 Networks Inc. | 22,856 | 301 | |
* | Alpha & Omega Semiconductor Ltd. | 10,902 | 284 |
* | Kaltura Inc. | 130,995 | 255 |
* | DigitalOcean Holdings Inc. | 6,175 | 227 |
* | Squarespace Inc. Class A | 6,801 | 224 |
* | CPI Card Group Inc. | 8,930 | 171 |
* | Upland Software Inc. | 37,477 | 158 |
* | Freshworks Inc. Class A | 6,383 | 150 |
* | Confluent Inc. Class A | 5,624 | 132 |
273,575 | |||
Materials (2.5%) | |||
Graphic Packaging Holding Co. | 437,082 | 10,774 | |
Eagle Materials Inc. | 29,544 | 5,993 |
Shares | Market Value• ($000) | ||
* | Axalta Coating Systems Ltd. | 89,753 | 3,049 |
Ryerson Holding Corp. | 83,935 | 2,911 | |
Innospec Inc. | 14,589 | 1,798 | |
* | O-I Glass Inc. | 97,715 | 1,600 |
Myers Industries Inc. | 80,922 | 1,582 | |
* | Constellium SE | 78,845 | 1,574 |
Orion SA | 53,295 | 1,478 | |
Chemours Co. | 36,130 | 1,139 | |
Hawkins Inc. | 13,252 | 933 | |
Materion Corp. | 6,935 | 902 | |
Sensient Technologies Corp. | 10,586 | 699 | |
United States Lime & Minerals Inc. | 2,834 | 653 | |
RPM International Inc. | 5,596 | 625 | |
* | Ecovyst Inc. | 57,981 | 566 |
Warrior Met Coal Inc. | 8,147 | 497 | |
Berry Global Group Inc. | 5,918 | 399 | |
Koppers Holdings Inc. | 5,786 | 296 | |
* | Core Molding Technologies Inc. | 13,529 | 251 |
37,719 | |||
Real Estate (0.8%) | |||
Lamar Advertising Co. Class A | 36,665 | 3,897 | |
Universal Health Realty Income Trust | 47,218 | 2,042 | |
Tanger Inc. | 73,531 | 2,038 | |
* | Zillow Group Inc. Class C | 26,332 | 1,524 |
* | Redfin Corp. | 120,238 | 1,241 |
* | Opendoor Technologies Inc. | 161,415 | 723 |
RMR Group Inc. Class A | 25,178 | 711 | |
12,176 | |||
Utilities (0.6%) | |||
Vistra Corp. | 146,544 | 5,645 | |
New Jersey Resources Corp. | 80,285 | 3,579 | |
* | Pure Cycle Corp. | 15,719 | 165 |
9,389 | |||
Total Common Stocks (Cost $1,428,740) | 1,428,220 | ||
Temporary Cash Investments (5.7%) | |||
Money Market Fund (5.7%) | |||
3,4 | Vanguard Market Liquidity Fund, 5.435% (Cost $84,797) | 848,017 | 84,785 |
Total Investments (100.8%) (Cost $1,513,537) | 1,513,005 | ||
Other Assets and Liabilities—Net (-0.8%) | (11,898) | ||
Net Assets (100%) | 1,501,107 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $14,294,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
4 | Collateral of $15,057,000 was received for securities on loan. |
ADR—American Depositary Receipt. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini Russell 2000 Index | March 2024 | 500 | 51,193 | 3,128 |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $1,428,740) | 1,428,220 |
Affiliated Issuers (Cost $84,797) | 84,785 |
Total Investments in Securities | 1,513,005 |
Investment in Vanguard | 44 |
Cash | 42 |
Cash Collateral Pledged—Futures Contracts | 3,164 |
Receivables for Investment Securities Sold | 627 |
Receivables for Accrued Income | 537 |
Receivables for Capital Shares Issued | 2,022 |
Total Assets | 1,519,441 |
Liabilities | |
Payables for Investment Securities Purchased | 1,769 |
Collateral for Securities on Loan | 15,057 |
Payables to Investment Advisor | 216 |
Payables for Capital Shares Redeemed | 362 |
Payables to Vanguard | 142 |
Variation Margin Payable—Futures Contracts | 788 |
Total Liabilities | 18,334 |
Net Assets | 1,501,107 |
1 Includes $14,294,000 of securities on loan. | |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 1,544,019 |
Total Distributable Earnings (Loss) | (42,912) |
Net Assets | 1,501,107 |
Net Assets | |
Applicable to 85,235,537 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,501,107 |
Net Asset Value Per Share | $17.61 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 8,517 |
Interest2 | 2,925 |
Securities Lending—Net | 401 |
Total Income | 11,843 |
Expenses | |
Investment Advisory Fees—Note B | |
Basic Fee | 1,568 |
Performance Adjustment | (395) |
The Vanguard Group—Note C | |
Management and Administrative | 2,730 |
Marketing and Distribution | 71 |
Custodian Fees | 23 |
Auditing Fees | 32 |
Shareholders’ Reports | 36 |
Trustees’ Fees and Expenses | 1 |
Other Expenses | 8 |
Total Expenses | 4,074 |
Net Investment Income | 7,769 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 9,215 |
Futures Contracts | (1,048) |
Realized Net Gain (Loss) | 8,167 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 232,583 |
Futures Contracts | 3,606 |
Change in Unrealized Appreciation (Depreciation) | 236,189 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 252,125 |
1 | Dividends are net of foreign withholding taxes of $128,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $2,824,000, ($1,000), less than $1,000, and ($10,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 7,769 | 6,362 |
Realized Net Gain (Loss) | 8,167 | (58,237) |
Change in Unrealized Appreciation (Depreciation) | 236,189 | (429,646) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 252,125 | (481,521) |
Distributions | ||
Total Distributions | (5,792) | (435,138) |
Capital Share Transactions | ||
Issued | 115,017 | 106,836 |
Issued in Lieu of Cash Distributions | 5,792 | 435,138 |
Redeemed | (193,609) | (241,319) |
Net Increase (Decrease) from Capital Share Transactions | (72,800) | 300,655 |
Total Increase (Decrease) | 173,533 | (616,004) |
Net Assets | ||
Beginning of Period | 1,327,574 | 1,943,578 |
End of Period | 1,501,107 | 1,327,574 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $14.78 | $26.50 | $24.49 | $23.08 | $20.30 |
Investment Operations | |||||
Net Investment Income1 | .089 | .073 | .056 | .102 | .128 |
Net Realized and Unrealized Gain (Loss) on Investments | 2.806 | (5.677) | 3.343 | 3.521 | 5.323 |
Total from Investment Operations | 2.895 | (5.604) | 3.399 | 3.623 | 5.451 |
Distributions | |||||
Dividends from Net Investment Income | (.065) | (.057) | (.101) | (.143) | (.118) |
Distributions from Realized Capital Gains | — | (6.059) | (1.288) | (2.070) | (2.553) |
Total Distributions | (.065) | (6.116) | (1.389) | (2.213) | (2.671) |
Net Asset Value, End of Period | $17.61 | $14.78 | $26.50 | $24.49 | $23.08 |
Total Return | 19.65% | -25.35% | 14.22% | 23.18% | 28.05% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,501 | $1,328 | $1,944 | $2,130 | $2,111 |
Ratio of Total Expenses to Average Net Assets2 | 0.29% | 0.29% | 0.30% | 0.30% | 0.32% |
Ratio of Net Investment Income to Average Net Assets | 0.55% | 0.43% | 0.21% | 0.52% | 0.59% |
Portfolio Turnover Rate | 59% | 64% | 57%3 | 53% | 58% |
1 | Calculated based on average shares outstanding. |
2 | Includes performance-based investment advisory fee increases (decreases) of (0.03%), (0.02%), (0.02%), (0.02%), and 0.01%. |
3 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the portfolio’s capital shares. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio consistently follows such policies in preparing its financial statements. |
B. | The investment advisory firm ArrowMark Colorado Holdings, LLC, provides investment advisory services to a portion of the portfolio for a fee calculated at an annual percentage rate of average net assets managed by the advisor. The basic fee of ArrowMark Colorado Holdings, LLC, is subject to quarterly adjustments based on performance relative to the Russell 2500 Growth Index for the proceeding five years. |
C. | In accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the portfolio, Vanguard furnishes to the portfolio investment advisory, corporate management, |
D. | Various inputs may be used to determine the value of the portfolio’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 | ||||
Common Stocks | 1,428,145 | — | 75 | 1,428,220 |
Temporary Cash Investments | 84,785 | — | — | 84,785 |
Total | 1,512,930 | — | 75 | 1,513,005 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 3,128 | — | — | 3,128 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
E. | Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. |
Amount ($000) | |
Undistributed Ordinary Income | 7,499 |
Undistributed Long-Term Gains | — |
Net Unrealized Gains (Losses) | (9,485) |
Capital Loss Carryforwards | (40,926) |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | (42,912) |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 5,792 | 118,700 |
Long-Term Capital Gains | — | 316,438 |
Total | 5,792 | 435,138 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,522,491 |
Gross Unrealized Appreciation | 215,923 |
Gross Unrealized Depreciation | (225,408) |
Net Unrealized Appreciation (Depreciation) | (9,485) |
F. | During the year ended December 31, 2023, the portfolio purchased $801,736,000 of investment securities and sold $881,200,000 of investment securities, other than temporary cash investments. |
G. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 7,090 | 6,280 |
Issued in Lieu of Cash Distributions | 372 | 24,081 |
Redeemed | (12,073) | (13,856) |
Net Increase (Decrease) in Shares Outstanding | (4,611) | 16,505 |
H. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
I. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Total Bond Market Index Portfolio |
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered very robust returns for the 12 months ended December 31, 2023. The Total Bond Market Index Portfolio returned 5.58%, in line with the 5.60% return of its benchmark, the Bloomberg U.S. Aggregate Float Adjusted Index. |
• | With inflation continuing to ease, several major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | With yields ending 2023 mixed, U.S. Treasuries returned 4.05%, as measured by the Bloomberg U.S. Treasury Index. Returns were higher for corporate bonds (+8.52%) and for mortgage-backed bonds (+5.05%), as measured by components of the Bloomberg U.S. Aggregate Bond Index. |
• | By credit quality, lower-rated investment-grade bonds generally fared better than higher-rated ones. By maturity, longer-dated bonds outperformed those with shorter maturities. |
• | Over the past decade, the portfolio recorded an average annual return of 1.71%, in line with its benchmark index. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio'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 portfolio. 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 portfolio's costs with those of other mutual funds. It assumes that the portfolio 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 portfolio'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 portfolio's costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Total Bond Market Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,033.00 | $0.72 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.50 | 0.71 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Total Bond Market Index Portfolio | 5.58% | 1.04% | 1.71% | $11,846 | |
Bloomberg U.S. Aggregate Float Adjusted Index | 5.60 | 1.17 | 1.83 | 11,989 |
Asset-Backed/Commercial Mortgage-Backed Securities | 2.6% |
Corporate Bonds | 26.9 |
Sovereign Bonds | 3.4 |
Taxable Municipal Bonds | 0.6 |
U.S. Government and Agency Obligations | 66.5 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
U.S. Government and Agency Obligations (66.0%) | ||||||
U.S. Government Securities (44.9%) | ||||||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 5,590 | 5,459 | ||
United States Treasury Note/Bond | 4.125% | 1/31/25 | 3,850 | 3,827 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 6,240 | 6,022 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 8,624 | 8,368 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 10,386 | 9,974 | ||
United States Treasury Note/Bond | 4.625% | 2/28/25 | 5,525 | 5,521 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 7,025 | 6,788 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 13,674 | 12,998 | ||
United States Treasury Note/Bond | 2.625% | 3/31/25 | 1,961 | 1,914 | ||
United States Treasury Note/Bond | 3.875% | 3/31/25 | 1,782 | 1,766 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 10,291 | 10,037 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 8,094 | 7,660 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 4,060 | 3,971 | ||
United States Treasury Note/Bond | 3.875% | 4/30/25 | 7,911 | 7,841 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 8,935 | 8,649 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 5,755 | 5,617 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 9,593 | 9,034 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 6,350 | 6,205 | ||
United States Treasury Note/Bond | 4.250% | 5/31/25 | 7,441 | 7,413 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 11,785 | 11,518 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 11,764 | 11,047 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 4,880 | 4,761 | ||
United States Treasury Note/Bond | 4.625% | 6/30/25 | 8,596 | 8,617 | ||
United States Treasury Note/Bond | 3.000% | 7/15/25 | 4,590 | 4,490 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 8,797 | 8,238 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 5,105 | 4,983 | ||
United States Treasury Note/Bond | 4.750% | 7/31/25 | 7,248 | 7,282 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 23,280 | 22,404 | ||
United States Treasury Note/Bond | 3.125% | 8/15/25 | 5,969 | 5,850 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 2,085 | 2,159 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 6,080 | 5,677 | ||
United States Treasury Note/Bond | 2.750% | 8/31/25 | 4,085 | 3,976 | ||
United States Treasury Note/Bond | 5.000% | 8/31/25 | 7,531 | 7,602 | ||
United States Treasury Note/Bond | 3.500% | 9/15/25 | 4,500 | 4,434 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 8,125 | 7,566 | ||
United States Treasury Note/Bond | 3.000% | 9/30/25 | 1,000 | 977 | ||
United States Treasury Note/Bond | 5.000% | 9/30/25 | 5,805 | 5,865 | ||
United States Treasury Note/Bond | 4.250% | 10/15/25 | 8,390 | 8,376 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 7,765 | 7,213 | ||
United States Treasury Note/Bond | 3.000% | 10/31/25 | 4,015 | 3,922 | ||
United States Treasury Note/Bond | 5.000% | 10/31/25 | 5,001 | 5,059 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 10,421 | 10,037 | ||
United States Treasury Note/Bond | 4.500% | 11/15/25 | 7,088 | 7,112 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 11,730 | 10,892 | ||
United States Treasury Note/Bond | 2.875% | 11/30/25 | 6,285 | 6,123 | ||
United States Treasury Note/Bond | 4.875% | 11/30/25 | 13,590 | 13,732 | ||
United States Treasury Note/Bond | 4.000% | 12/15/25 | 10,225 | 10,172 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 13,793 | 12,784 | ||
United States Treasury Note/Bond | 2.625% | 12/31/25 | 4,165 | 4,037 | ||
United States Treasury Note/Bond | 3.875% | 1/15/26 | 6,775 | 6,724 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 11,120 | 10,272 | ||
United States Treasury Note/Bond | 2.625% | 1/31/26 | 4,700 | 4,552 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 9,136 | 8,659 | ||
United States Treasury Note/Bond | 4.000% | 2/15/26 | 6,868 | 6,837 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 8,501 | 7,855 | ||
United States Treasury Note/Bond | 2.500% | 2/28/26 | 3,700 | 3,571 | ||
United States Treasury Note/Bond | 4.625% | 3/15/26 | 10,515 | 10,609 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 8,152 | 7,566 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 6,250 | 5,996 | ||
United States Treasury Note/Bond | 3.750% | 4/15/26 | 6,220 | 6,164 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 9,777 | 9,045 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 4,780 | 4,593 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 10,789 | 10,180 | ||
United States Treasury Note/Bond | 3.625% | 5/15/26 | 7,086 | 7,005 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 11,025 | 10,177 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 4,595 | 4,388 | ||
United States Treasury Note/Bond | 4.125% | 6/15/26 | 6,563 | 6,563 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 3,977 | 3,678 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 3,535 | 3,352 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 4.500% | 7/15/26 | 5,457 | 5,510 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 9,800 | 8,976 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 6,966 | 6,589 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 10,068 | 9,423 | ||
United States Treasury Note/Bond | 4.375% | 8/15/26 | 12,028 | 12,114 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 630 | 669 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 12,214 | 11,200 | ||
United States Treasury Note/Bond | 1.375% | 8/31/26 | 3,100 | 2,890 | ||
United States Treasury Note/Bond | 4.625% | 9/15/26 | 5,800 | 5,882 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 8,820 | 8,103 | ||
United States Treasury Note/Bond | 1.625% | 9/30/26 | 1,615 | 1,515 | ||
United States Treasury Note/Bond | 4.625% | 10/15/26 | 6,756 | 6,858 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 9,930 | 9,164 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 4,075 | 3,815 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 8,921 | 8,436 | ||
United States Treasury Note/Bond | 4.625% | 11/15/26 | 9,608 | 9,763 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 765 | 813 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 10,220 | 9,450 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 5,070 | 4,739 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 9,191 | 8,486 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 4,983 | 4,670 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 9,134 | 8,480 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 6,372 | 6,049 | ||
United States Treasury Note/Bond | 6.625% | 2/15/27 | 65 | 70 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 3,143 | 2,879 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 8,238 | 7,726 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 5,063 | 4,552 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 6,975 | 6,668 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 4,290 | 3,831 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 5,620 | 5,408 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 10,931 | 10,383 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 6,605 | 5,883 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 8,160 | 7,813 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 7,990 | 7,097 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 9,864 | 9,642 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 8,560 | 7,552 | ||
United States Treasury Note/Bond | 2.750% | 7/31/27 | 9,284 | 8,914 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 8,422 | 7,943 | ||
United States Treasury Note/Bond | 6.375% | 8/15/27 | 185 | 199 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 7,825 | 6,915 | ||
United States Treasury Note/Bond | 3.125% | 8/31/27 | 7,888 | 7,669 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 7,875 | 6,908 | ||
United States Treasury Note/Bond | 4.125% | 9/30/27 | 7,865 | 7,919 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 11,115 | 9,774 | ||
United States Treasury Note/Bond | 4.125% | 10/31/27 | 8,761 | 8,820 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 8,402 | 7,902 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 6,089 | 6,551 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 8,128 | 7,167 | ||
United States Treasury Note/Bond | 3.875% | 11/30/27 | 11,760 | 11,740 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 11,360 | 9,990 | ||
United States Treasury Note/Bond | 3.875% | 12/31/27 | 6,060 | 6,053 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 12,285 | 10,834 | ||
United States Treasury Note/Bond | 3.500% | 1/31/28 | 7,650 | 7,534 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 9,790 | 9,359 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 11,393 | 10,190 | ||
United States Treasury Note/Bond | 4.000% | 2/29/28 | 5,424 | 5,444 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 10,511 | 9,427 | ||
United States Treasury Note/Bond | 3.625% | 3/31/28 | 8,071 | 7,985 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 12,326 | 11,039 | ||
United States Treasury Note/Bond | 3.500% | 4/30/28 | 6,703 | 6,600 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 12,080 | 11,589 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 10,615 | 9,489 | ||
United States Treasury Note/Bond | 3.625% | 5/31/28 | 5,882 | 5,823 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 9,941 | 8,869 | ||
United States Treasury Note/Bond | 4.000% | 6/30/28 | 8,012 | 8,053 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 11,480 | 10,101 | ||
United States Treasury Note/Bond | 4.125% | 7/31/28 | 6,769 | 6,842 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 11,632 | 11,134 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 325 | 347 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 10,610 | 9,372 | ||
United States Treasury Note/Bond | 4.375% | 8/31/28 | 8,667 | 8,857 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 11,767 | 10,433 | ||
United States Treasury Note/Bond | 4.625% | 9/30/28 | 8,643 | 8,927 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 10,725 | 9,550 | ||
United States Treasury Note/Bond | 4.875% | 10/31/28 | 8,068 | 8,426 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 11,328 | 10,949 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 1,655 | 1,752 | ||
United States Treasury Note/Bond | 1.500% | 11/30/28 | 9,995 | 8,939 | ||
United States Treasury Note/Bond | 4.375% | 11/30/28 | 11,190 | 11,458 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 10,590 | 9,400 | ||
United States Treasury Note/Bond | 3.750% | 12/31/28 | 6,555 | 6,528 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 8,040 | 7,259 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 10,133 | 9,547 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 8,640 | 7,838 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 10,295 | 9,565 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 7,750 | 7,378 | ||
United States Treasury Note/Bond | 2.375% | 5/15/29 | 9,195 | 8,532 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | 6,730 | 6,360 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 7,145 | 6,923 | ||
United States Treasury Note/Bond | 2.625% | 7/31/29 | 8,050 | 7,547 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 7,070 | 6,296 | ||
United States Treasury Note/Bond | 3.125% | 8/31/29 | 5,835 | 5,611 | ||
United States Treasury Note/Bond | 3.875% | 9/30/29 | 4,525 | 4,520 | ||
United States Treasury Note/Bond | 4.000% | 10/31/29 | 5,925 | 5,958 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 4,541 | 4,056 | ||
United States Treasury Note/Bond | 3.875% | 11/30/29 | 8,703 | 8,695 | ||
United States Treasury Note/Bond | 3.875% | 12/31/29 | 4,879 | 4,875 | ||
United States Treasury Note/Bond | 3.500% | 1/31/30 | 3,830 | 3,750 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 7,154 | 6,237 | ||
United States Treasury Note/Bond | 4.000% | 2/28/30 | 4,540 | 4,567 | ||
United States Treasury Note/Bond | 3.625% | 3/31/30 | 4,725 | 4,656 | ||
United States Treasury Note/Bond | 3.500% | 4/30/30 | 5,295 | 5,180 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 14,554 | 11,902 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 1,350 | 1,524 | ||
United States Treasury Note/Bond | 3.750% | 5/31/30 | 6,130 | 6,082 | ||
United States Treasury Note/Bond | 3.750% | 6/30/30 | 4,600 | 4,563 | ||
United States Treasury Note/Bond | 4.000% | 7/31/30 | 6,044 | 6,083 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 18,852 | 15,305 | ||
United States Treasury Note/Bond | 4.125% | 8/31/30 | 5,681 | 5,759 | ||
United States Treasury Note/Bond | 4.625% | 9/30/30 | 6,192 | 6,462 | ||
United States Treasury Note/Bond | 4.875% | 10/31/30 | 5,840 | 6,185 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 19,461 | 16,007 | ||
United States Treasury Note/Bond | 4.375% | 11/30/30 | 6,405 | 6,594 | ||
United States Treasury Note/Bond | 3.750% | 12/31/30 | 8,300 | 8,239 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 21,338 | 17,827 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 1,540 | 1,684 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 19,034 | 16,345 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 20,157 | 16,705 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 22,353 | 18,584 | ||
United States Treasury Note/Bond | 1.875% | 2/15/32 | 20,883 | 17,976 | ||
United States Treasury Note/Bond | 2.875% | 5/15/32 | 18,654 | 17,313 | ||
United States Treasury Note/Bond | 2.750% | 8/15/32 | 17,860 | 16,381 | ||
United States Treasury Note/Bond | 4.125% | 11/15/32 | 18,909 | 19,249 | ||
United States Treasury Note/Bond | 3.500% | 2/15/33 | 18,813 | 18,269 | ||
United States Treasury Note/Bond | 3.375% | 5/15/33 | 19,693 | 18,930 | ||
United States Treasury Note/Bond | 3.875% | 8/15/33 | 20,557 | 20,563 | ||
United States Treasury Note/Bond | 4.500% | 11/15/33 | 13,401 | 14,092 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 2,920 | 3,119 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 1,670 | 1,830 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 1,885 | 2,111 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 1,200 | 1,263 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 1,059 | 1,127 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 1,320 | 1,252 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 1,512 | 1,560 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 2,601 | 2,757 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 1,742 | 1,818 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 1,300 | 1,394 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 6,810 | 4,399 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 1,875 | 1,951 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 8,205 | 5,249 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 2,515 | 2,458 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 10,129 | 6,741 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 2,195 | 2,242 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 12,303 | 8,870 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 2,556 | 2,770 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 10,495 | 8,021 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 1,904 | 1,968 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 13,291 | 9,270 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 2,140 | 2,041 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 11,218 | 8,142 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 2,701 | 2,355 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 9,361 | 7,208 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 2,081 | 1,808 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 1,720 | 1,459 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 7,780 | 6,848 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 2,895 | 2,354 | ||
United States Treasury Note/Bond | 3.375% | 8/15/42 | 5,242 | 4,690 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 4,646 | 3,766 | ||
United States Treasury Note/Bond | 4.000% | 11/15/42 | 6,122 | 5,969 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 3,380 | 2,897 | ||
United States Treasury Note/Bond | 3.875% | 2/15/43 | 5,624 | 5,381 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 4,440 | 3,655 | ||
United States Treasury Note/Bond | 3.875% | 5/15/43 | 6,186 | 5,918 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 4,680 | 4,314 | ||
United States Treasury Note/Bond | 4.375% | 8/15/43 | 5,970 | 6,115 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 2,454 | 2,298 | ||
United States Treasury Note/Bond | 4.750% | 11/15/43 | 3,860 | 4,154 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 5,452 | 5,009 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 5,369 | 4,745 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 5,996 | 5,089 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 5,702 | 4,733 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 6,755 | 5,130 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 3,682 | 3,046 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 4,641 | 3,753 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 840 | 693 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 4,765 | 3,586 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 5,456 | 4,097 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 6,111 | 4,358 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 2,765 | 2,221 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 4,690 | 3,847 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 4,615 | 3,783 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 6,238 | 4,876 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 5,833 | 4,557 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 6,979 | 5,708 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 7,184 | 6,007 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 7,810 | 6,382 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 7,625 | 6,669 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 8,344 | 6,816 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 7,105 | 5,670 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 6,969 | 4,887 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 6,432 | 4,633 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 8,212 | 5,425 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 10,341 | 5,600 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 11,171 | 6,254 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 12,196 | 7,299 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 13,054 | 8,318 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 13,225 | 9,481 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 12,950 | 8,494 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 12,140 | 7,711 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 11,667 | 8,123 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 10,830 | 8,661 | ||
United States Treasury Note/Bond | 3.000% | 8/15/52 | 10,798 | 8,868 | ||
United States Treasury Note/Bond | 4.000% | 11/15/52 | 10,051 | 9,957 | ||
United States Treasury Note/Bond | 3.625% | 2/15/53 | 10,358 | 9,605 | ||
United States Treasury Note/Bond | 3.625% | 5/15/53 | 11,694 | 10,859 | ||
United States Treasury Note/Bond | 4.125% | 8/15/53 | 11,793 | 11,974 | ||
United States Treasury Note/Bond | 4.750% | 11/15/53 | 8,030 | 9,045 | ||
1,940,051 | ||||||
Agency Bonds and Notes (0.8%) | ||||||
Federal Farm Credit Banks Funding Corp. | 1.125% | 1/6/25 | 210 | 202 | ||
Federal Farm Credit Banks Funding Corp. | 1.750% | 2/14/25 | 520 | 503 | ||
Federal Farm Credit Banks Funding Corp. | 4.250% | 9/30/25 | 280 | 279 | ||
Federal Farm Credit Banks Funding Corp. | 5.125% | 10/10/25 | 600 | 607 | ||
Federal Farm Credit Banks Funding Corp. | 4.375% | 6/23/26 | 2,425 | 2,434 | ||
Federal Farm Credit Banks Funding Corp. | 4.500% | 8/14/26 | 200 | 202 | ||
Federal Home Loan Banks | 5.000% | 2/28/25 | 1,350 | 1,354 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 1,000 | 950 | ||
Federal Home Loan Banks | 4.625% | 6/6/25 | 450 | 451 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 500 | 468 | ||
Federal Home Loan Banks | 4.500% | 12/12/25 | 500 | 501 | ||
Federal Home Loan Banks | 4.625% | 11/17/26 | 550 | 558 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 1,000 | 921 | ||
Federal Home Loan Banks | 4.000% | 6/30/28 | 450 | 451 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 315 | 306 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 1,400 | 1,577 | ||
1 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 1,200 | 1,159 | |
1 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 1,500 | 1,409 | |
1 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 2,000 | 1,868 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 127 | 145 | |
1 | Federal Home Loan Mortgage Corp. | 6.750% | 3/15/31 | 1,525 | 1,779 | |
1 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 1,102 | 1,272 | |
1 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 1,300 | 1,259 | |
1 | Federal National Mortgage Assn. | 0.625% | 4/22/25 | 1,000 | 951 | |
1 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 1,000 | 944 | |
1 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 2,000 | 1,873 | |
1 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 2,000 | 1,865 | |
1 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 575 | 549 | |
1 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 500 | 472 | |
1 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 1,000 | 888 | |
1 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 175 | 194 | |
1 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 925 | 1,076 | |
1 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 300 | 353 | |
1 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 1,400 | 1,146 | |
1 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 720 | 829 | |
1 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 275 | 312 | |
Private Export Funding Corp. | 3.250% | 6/15/25 | 50 | 49 | ||
Private Export Funding Corp. | 1.400% | 7/15/28 | 175 | 156 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 200 | 190 | ||
Tennessee Valley Authority | 6.750% | 11/1/25 | 134 | 139 | ||
Tennessee Valley Authority | 3.875% | 3/15/28 | 375 | 373 | ||
Tennessee Valley Authority | 7.125% | 5/1/30 | 1,000 | 1,164 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 550 | 449 | ||
Tennessee Valley Authority | 4.650% | 6/15/35 | 175 | 179 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 250 | 284 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 100 | 110 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 512 | 544 | ||
Tennessee Valley Authority | 4.875% | 1/15/48 | 100 | 102 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 50 | 55 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 180 | 176 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 200 | 183 | ||
36,260 | ||||||
Conventional Mortgage-Backed Securities (20.3%) | ||||||
1,2 | Fannie Mae Pool | 6.500% | 9/1/32 | 9 | 9 | |
1,2 | Fannie Mae Pool | 2.500% | 12/1/51 | 493 | 420 | |
1,2 | Freddie Mac Gold Pool | 5.500% | 1/1/24– 6/1/41 | 1,089 | 1,134 | |
1,2 | Freddie Mac Gold Pool | 4.500% | 4/1/24– 10/1/48 | 4,684 | 4,666 | |
1,2 | Freddie Mac Gold Pool | 7.000% | 5/1/24– 2/1/37 | 58 | 60 | |
1,2 | Freddie Mac Gold Pool | 4.000% | 6/1/24– 11/1/48 | 9,245 | 8,959 | |
1,2 | Freddie Mac Gold Pool | 8.500% | 7/1/24– 11/1/30 | 2 | 2 | |
1,2 | Freddie Mac Gold Pool | 5.000% | 10/1/24– 11/1/48 | 1,396 | 1,425 | |
1,2 | Freddie Mac Gold Pool | 8.000% | 11/1/24– 7/1/30 | 3 | 3 | |
1,2 | Freddie Mac Gold Pool | 7.500% | 7/1/25– 4/1/28 | 2 | 2 | |
1,2 | Freddie Mac Gold Pool | 3.500% | 9/1/25– 11/1/48 | 16,213 | 15,261 | |
1,2 | Freddie Mac Gold Pool | 3.000% | 10/1/26– 8/1/47 | 11,128 | 10,312 | |
1,2 | Freddie Mac Gold Pool | 2.500% | 4/1/27– 3/1/37 | 3,906 | 3,702 | |
1,2 | Freddie Mac Gold Pool | 9.000% | 5/1/27– 5/1/30 | 1 | 1 | |
1,2 | Freddie Mac Gold Pool | 6.000% | 7/1/28– 3/1/39 | 774 | 803 | |
1,2 | Freddie Mac Gold Pool | 2.000% | 8/1/28– 12/1/31 | 215 | 199 | |
1,2 | Freddie Mac Pool | 5.500% | 3/1/53 | 354 | 356 | |
2,3 | Ginnie Mae | 2.500% | 1/22/54 | 490 | 429 | |
2,3 | Ginnie Mae | 4.000% | 1/22/54 | 270 | 258 | |
2,3 | Ginnie Mae | 4.500% | 1/22/54 | 440 | 429 | |
2,3 | Ginnie Mae | 5.000% | 1/22/54 | 440 | 437 | |
2,3 | Ginnie Mae | 5.500% | 1/22/54 | 730 | 735 | |
2,3 | Ginnie Mae | 6.000% | 1/22/54 | 1,410 | 1,434 | |
2 | Ginnie Mae | 7.000% | 1/22/54 | 350 | 360 | |
2 | Ginnie Mae | 7.500% | 1/22/54 | 250 | 258 | |
2 | Ginnie Mae I Pool | 7.000% | 3/15/24– 10/15/31 | 17 | 17 | |
2,3 | Ginnie Mae I Pool | 6.500% | 5/15/24– 12/15/38 | 76 | 78 | |
2 | Ginnie Mae I Pool | 8.000% | 8/15/24– 10/15/30 | 6 | 6 | |
2 | Ginnie Mae I Pool | 4.000% | 10/15/24– 11/15/47 | 1,010 | 980 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Ginnie Mae I Pool | 4.500% | 10/15/24– 3/15/41 | 1,082 | 1,079 | |
2 | Ginnie Mae I Pool | 3.500% | 11/15/25– 9/15/49 | 988 | 946 | |
2 | Ginnie Mae I Pool | 7.500% | 12/15/25– 1/15/31 | 6 | 6 | |
2 | Ginnie Mae I Pool | 3.000% | 1/15/26– 12/15/45 | 1,139 | 1,046 | |
2 | Ginnie Mae I Pool | 6.000% | 6/15/32– 3/15/40 | 49 | 49 | |
2 | Ginnie Mae I Pool | 5.000% | 5/15/34– 4/15/41 | 738 | 757 | |
2 | Ginnie Mae II Pool | 3.500% | 9/20/25– 6/20/53 | 26,181 | 24,751 | |
2 | Ginnie Mae II Pool | 4.000% | 9/20/25– 1/20/53 | 18,014 | 17,463 | |
2 | Ginnie Mae II Pool | 3.000% | 2/20/27– 6/20/52 | 33,668 | 30,788 | |
2 | Ginnie Mae II Pool | 2.500% | 6/20/27– 4/20/52 | 34,565 | 30,346 | |
2 | Ginnie Mae II Pool | 5.000% | 12/20/32– 11/20/53 | 17,154 | 17,110 | |
2,3 | Ginnie Mae II Pool | 6.500% | 12/20/35– 1/22/54 | 6,290 | 6,440 | |
2 | Ginnie Mae II Pool | 7.000% | 8/20/36– 12/20/53 | 1,401 | 1,449 | |
2 | Ginnie Mae II Pool | 4.500% | 2/20/39– 6/20/53 | 16,815 | 16,532 | |
2 | Ginnie Mae II Pool | 2.000% | 8/20/50– 1/20/52 | 34,124 | 28,950 | |
2 | Ginnie Mae II Pool | 1.500% | 12/20/51 | 991 | 805 | |
2 | Ginnie Mae II Pool | 5.500% | 10/20/52– 11/20/53 | 14,545 | 14,657 | |
2 | Ginnie Mae II Pool | 6.000% | 12/20/52– 12/20/53 | 9,941 | 10,120 | |
1,2,3 | UMBS Pool | 7.000% | 1/1/24– 1/16/54 | 3,246 | 3,365 | |
1,2,3 | UMBS Pool | 4.000% | 2/1/24– 1/16/54 | 41,341 | 39,666 | |
1,2,3 | UMBS Pool | 6.000% | 3/1/24– 1/16/54 | 27,434 | 28,033 | |
1,2,3 | UMBS Pool | 4.500% | 5/1/24– 1/16/54 | 33,501 | 32,838 | |
1,2,3 | UMBS Pool | 5.000% | 5/1/24– 1/16/54 | 38,194 | 38,016 | |
1,2 | UMBS Pool | 7.500% | 5/1/24– 1/1/54 | 259 | 268 | |
1,2 | UMBS Pool | 8.000% | 9/1/24– 11/1/30 | 1 | 1 | |
1,2 | UMBS Pool | 8.500% | 10/1/24– 4/1/31 | 1 | 1 | |
1,2 | UMBS Pool | 3.500% | 9/1/25– 4/1/53 | 45,928 | 42,822 | |
1,2,3 | UMBS Pool | 3.000% | 11/1/25– 1/16/54 | 81,447 | 73,499 | |
1,2,3 | UMBS Pool | 2.500% | 1/1/27– 9/1/52 | 131,309 | 113,814 | |
1,2,3 | UMBS Pool | 2.000% | 11/1/27– 7/1/52 | 188,048 | 157,457 | |
1,2,3 | UMBS Pool | 5.500% | 11/1/31– 1/16/54 | 36,931 | 37,298 | |
1,2,3 | UMBS Pool | 1.500% | 7/1/35– 4/1/52 | 45,064 | 36,864 | |
1,2,3 | UMBS Pool | 6.500% | 11/1/52– 1/16/54 | 16,357 | 16,820 | |
876,791 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
1,2,4 | Fannie Mae Pool, 1YR CMT + 2.155% | 4.280% | 12/1/37 | 13 | 13 | |
1,2,4 | Fannie Mae Pool, 1YR CMT + 2.313% | 4.438% | 1/1/35 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.290% | 4.131% | 12/1/41 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.310% | 5.560% | 9/1/37 | 20 | 20 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.433% | 5.683% | 7/1/36 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.465% | 5.715% | 10/1/37 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.477% | 4.158% | 3/1/43 | 25 | 26 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.527% | 5.777% | 10/1/37 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.558% | 5.807% | 9/1/43 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.560% | 6.808% | 7/1/43 | 28 | 29 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.589% | 5.312% | 6/1/43 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.600% | 5.850% | 8/1/35 | 23 | 23 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.623% | 3.998% | 2/1/36 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.627% | 4.127% | 3/1/38 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.635% | 5.885% | 11/1/36 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.640% | 5.890% | 1/1/42 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.660% | 5.910% | 9/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.673% | 5.861% | 10/1/42 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.682% | 4.057% | 1/1/37 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.690% | 5.940% | 10/1/39– 9/1/42 | 21 | 21 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.690% | 5.183% | 5/1/40 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.695% | 5.945% | 7/1/39 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.698% | 5.948% | 8/1/40 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.699% | 5.128% | 8/1/39 | 12 | 12 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.700% | 6.075% | 7/1/37 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.700% | 4.341% | 12/1/40 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.702% | 5.951% | 10/1/42 | 9 | 10 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.705% | 5.955% | 11/1/39 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.732% | 4.613% | 5/1/42 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.737% | 5.987% | 9/1/34 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.744% | 5.815% | 9/1/43 | 10 | 10 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.747% | 5.850% | 7/1/41 | 18 | 18 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.749% | 5.902% | 12/1/33 | 1 | 1 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.750% | 6.000% | 10/1/40 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.773% | 4.508% | 5/1/42 | 3 | 3 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.780% | 4.280% | 2/1/41 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.784% | 5.262% | 7/1/42 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.794% | 5.724% | 3/1/42 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.795% | 4.446% | 3/1/42 | 9 | 9 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.796% | 5.965% | 11/1/39 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.797% | 5.614% | 8/1/42 | 22 | 23 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.805% | 6.055% | 11/1/41 | 12 | 12 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.807% | 4.467% | 3/1/41 | 7 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.810% | 6.060% | 11/1/33– 10/1/40 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.810% | 4.060% | 12/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.813% | 6.063% | 11/1/41 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.813% | 5.731% | 1/1/42 | 6 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 6.065% | 11/1/40– 12/1/41 | 20 | 21 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 4.243% | 2/1/41 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 5.450% | 5/1/41 | 7 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.815% | 5.565% | 6/1/41 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.825% | 4.575% | 3/1/41 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.830% | 4.308% | 4/1/41 | 12 | 13 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.830% | 6.080% | 6/1/41 | 8 | 8 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.835% | 4.157% | 1/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.835% | 5.210% | 5/1/40 | 2 | 2 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.836% | 4.143% | 2/1/41 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.839% | 6.090% | 12/1/39 | 6 | 7 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.840% | 6.090% | 8/1/39 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.862% | 6.061% | 9/1/40 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.880% | 5.772% | 11/1/34 | 4 | 4 | |
1,2,4 | Fannie Mae Pool, RFUCCT1Y + 1.914% | 5.289% | 4/1/37 | 6 | 6 | |
1,2,4 | Fannie Mae Pool, RFUCCT6M + 1.037% | 6.809% | 4/1/37 | 5 | 5 | |
1,2,4 | Fannie Mae Pool, RFUCCT6M + 1.840% | 5.090% | 8/1/37 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 6.375% | 11/1/34 | 10 | 11 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.486% | 2/1/36 | 3 | 3 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 5.375% | 5/1/36 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, 1YR CMT + 2.412% | 4.568% | 10/1/36 | 5 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.625% | 3.875% | 1/1/38 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | 5.659% | 12/1/36 | 4 | 5 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | 5.390% | 5/1/42 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.660% | 5.910% | 10/1/37 | 3 | 3 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.665% | 5.915% | 12/1/34 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.695% | 4.073% | 2/1/37 | 5 | 5 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.727% | 3.998% | 1/1/35 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.743% | 5.992% | 12/1/36 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.745% | 3.995% | 12/1/40 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.750% | 5.125% | 5/1/38 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.823% | 5.137% | 12/1/35 | 3 | 3 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.845% | 5.021% | 2/1/42 | 4 | 4 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.855% | 6.105% | 5/1/37 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 5.357% | 5/1/40 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 6.130% | 6/1/40 | 6 | 6 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 4.130% | 12/1/40 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 4.203% | 1/1/41 | 7 | 8 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 4.380% | 3/1/41 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.880% | 5.849% | 6/1/41 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.881% | 5.598% | 6/1/40 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.885% | 4.774% | 2/1/42 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.895% | 6.145% | 9/1/40 | 4 | 4 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.900% | 6.150% | 6/1/40– 11/1/40 | 8 | 8 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 4.218% | 1/1/41 | 1 | 1 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 4.389% | 2/1/41 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.910% | 4.410% | 2/1/41 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT1Y + 2.085% | 4.585% | 3/1/38 | 2 | 2 | |
1,2,4 | Freddie Mac Non Gold Pool, RFUCCT6M + 1.355% | 5.020% | 6/1/37 | 6 | 6 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 5.625% | 7/20/38 | 2 | 2 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.750% | 10/20/38– 12/20/42 | 49 | 49 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.750% | 12/20/39– 12/20/40 | 7 | 7 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.625% | 1/20/41– 3/20/43 | 53 | 53 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.875% | 4/20/41– 6/20/43 | 37 | 37 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.250% | 11/20/40 | 1 | 1 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.375% | 5/20/41 | 2 | 2 | |
2,4 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 6.000% | 5/20/41 | 3 | 3 | |
746 | ||||||
Total U.S. Government and Agency Obligations (Cost $3,120,845) | 2,853,848 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (2.6%) | ||||||
2 | Ally Auto Receivables Trust Class A3 Series 2022-1 | 3.310% | 11/15/26 | 120 | 118 | |
2 | Ally Auto Receivables Trust Class A3 Series 2022-2 | 4.760% | 5/17/27 | 150 | 149 | |
2 | Ally Auto Receivables Trust Class A3 Series 2023-1 | 5.460% | 5/15/28 | 53 | 54 | |
2 | Ally Auto Receivables Trust Class A4 Series 2022-2 | 4.870% | 4/17/28 | 50 | 50 | |
2 | Ally Auto Receivables Trust Class A4 Series 2023-1 | 5.270% | 11/15/28 | 16 | 16 | |
2 | American Express Credit Account Class A Series 2022-2 | 3.390% | 5/15/27 | 750 | 735 | |
2 | American Express Credit Account Master Trust Class A Series 2021-1 | 0.900% | 11/15/26 | 425 | 410 | |
2 | American Express Credit Account Master Trust Class A Series 2022-3 | 3.750% | 8/15/27 | 425 | 418 | |
2 | American Express Credit Account Master Trust Class A Series 2023-1 | 4.870% | 5/15/28 | 275 | 277 | |
2 | American Express Credit Account Master Trust Class A Series 2023-2 | 4.800% | 5/15/30 | 75 | 76 | |
2 | American Express Credit Account Master Trust Class A Series 2023-3 | 5.230% | 9/15/28 | 200 | 203 | |
2 | American Express Credit Account Master Trust Class A Series 2023-4 | 5.150% | 9/15/30 | 200 | 206 | |
2 | AmeriCredit Automobile Receivables Trust Class A3 Series 2021-2 | 0.340% | 12/18/26 | 6 | 6 | |
2 | AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | 5.620% | 11/18/27 | 50 | 50 | |
2 | AmeriCredit Automobile Receivables Trust Class B Series 2020-3 | 0.760% | 12/18/25 | 12 | 12 | |
2 | AmeriCredit Automobile Receivables Trust Class B Series 2021-1 | 0.680% | 10/19/26 | 19 | 19 | |
2 | AmeriCredit Automobile Receivables Trust Class C Series 2021-1 | 0.890% | 10/19/26 | 25 | 24 | |
2 | AmeriCredit Automobile Receivables Trust Class C Series 2023-1 | 5.800% | 12/18/28 | 25 | 25 | |
2 | BA Credit Card Trust Class A1 Series 2021-A1 | 0.440% | 9/15/26 | 35 | 35 | |
2 | BA Credit Card Trust Class A1 Series 2022-A1 | 3.530% | 11/15/27 | 150 | 147 | |
2 | BA Credit Card Trust Class A1 Series 2023-A1 | 4.790% | 5/15/28 | 200 | 201 | |
2 | Banc of America Commercial Mortgage Trust Class A4 Series 2015-UBS7 | 3.705% | 9/15/48 | 75 | 72 | |
2 | Banc of America Commercial Mortgage Trust Class A4 Series 2017-BNK3 | 3.574% | 2/15/50 | 72 | 68 | |
2 | Banc of America Commercial Mortgage Trust Class ASB Series 2015-UBS7 | 3.429% | 9/15/48 | 20 | 19 | |
2 | BANK Class A2 Series 2018-BNK14 | 4.128% | 9/15/60 | 20 | 20 | |
2 | BANK Class A3 Series 2017-BNK9 | 3.279% | 11/15/54 | 67 | 63 | |
2,4 | BANK Class A3 Series 2018-BNK11 | 4.046% | 3/15/61 | 100 | 96 | |
2 | BANK Class A3 Series 2019-BNK19 | 3.183% | 8/15/61 | 75 | 64 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | BANK Class A3 Series 2019-BNK20 | 3.011% | 9/15/62 | 170 | 145 | |
2 | BANK Class A3 Series 2019-BNK23 | 2.920% | 12/15/52 | 180 | 159 | |
2 | BANK Class A3 Series 2019-BNK24 | 2.960% | 11/15/62 | 150 | 133 | |
2,4 | BANK Class A3 Series 2023-5YR2 | 6.656% | 7/15/56 | 100 | 106 | |
2,4 | BANK Class A3 Series 2023-5YR3 | 6.724% | 9/15/56 | 50 | 53 | |
2 | BANK Class A4 Series 2017-BNK6 | 3.254% | 7/15/60 | 50 | 47 | |
2 | BANK Class A4 Series 2017-BNK7 | 3.175% | 9/15/60 | 100 | 93 | |
2 | BANK Class A4 Series 2017-BNK8 | 3.488% | 11/15/50 | 150 | 135 | |
2 | BANK Class A4 Series 2017-BNK9 | 3.538% | 11/15/54 | 150 | 140 | |
2,4 | BANK Class A4 Series 2018-BNK12 | 4.255% | 5/15/61 | 125 | 121 | |
2 | BANK Class A4 Series 2018-BNK13 | 3.953% | 8/15/61 | 50 | 47 | |
2,4 | BANK Class A4 Series 2018-BNK14 | 4.231% | 9/15/60 | 100 | 96 | |
2,4 | BANK Class A4 Series 2018-BNK15 | 4.407% | 11/15/61 | 110 | 107 | |
2 | BANK Class A4 Series 2019-BNK16 | 4.005% | 2/15/52 | 125 | 119 | |
2 | BANK Class A4 Series 2019-BNK17 | 3.714% | 4/15/52 | 100 | 94 | |
2 | BANK Class A4 Series 2019-BNK18 | 3.584% | 5/15/62 | 100 | 87 | |
2 | BANK Class A4 Series 2019-BNK22 | 2.978% | 11/15/62 | 290 | 256 | |
2 | BANK Class A4 Series 2020-BNK26 | 2.403% | 3/15/63 | 175 | 148 | |
2 | BANK Class A4 Series 2020-BNK28 | 1.844% | 3/15/63 | 50 | 41 | |
2 | BANK Class A4 Series 2020-BNK29 | 1.997% | 11/15/53 | 50 | 40 | |
2 | BANK Class A4 Series 2020-BNK30 | 1.925% | 12/15/53 | 75 | 60 | |
2 | BANK Class A4 Series 2021-BNK31 | 2.036% | 2/15/54 | 50 | 41 | |
2 | Bank Class A4 Series 2023-BNK46 | 5.745% | 8/15/56 | 100 | 105 | |
2 | BANK Class A5 Series 2017-BNK5 | 3.390% | 6/15/60 | 150 | 142 | |
2 | BANK Class A5 Series 2017-BNK6 | 3.518% | 7/15/60 | 404 | 382 | |
2 | BANK Class A5 Series 2017-BNK7 | 3.435% | 9/15/60 | 75 | 71 | |
2 | BANK Class A5 Series 2018-BNK10 | 3.688% | 2/15/61 | 250 | 237 | |
2,4 | BANK Class A5 Series 2018-BNK13 | 4.217% | 8/15/61 | 25 | 24 | |
2 | BANK Class A5 Series 2019-BNK21 | 2.851% | 10/17/52 | 100 | 87 | |
2 | BANK Class A5 Series 2020-BNK25 | 2.649% | 1/15/63 | 200 | 171 | |
2 | BANK Class A5 Series 2020-BNK27 | 2.144% | 4/15/63 | 150 | 123 | |
2 | BANK Class A5 Series 2021-BN32 | 2.643% | 4/15/54 | 75 | 64 | |
2 | BANK Class A5 Series 2021-BNK33 | 2.556% | 5/15/64 | 50 | 42 | |
2 | BANK Class A5 Series 2021-BNK34 | 2.438% | 6/15/63 | 150 | 120 | |
2 | BANK Class A5 Series 2021-BNK35 | 2.285% | 6/15/64 | 100 | 83 | |
2 | BANK Class A5 Series 2021-BNK36 | 2.470% | 9/15/64 | 125 | 105 | |
2,4 | BANK Class A5 Series 2021-BNK37 | 2.618% | 11/15/64 | 125 | 105 | |
2 | BANK Class A5 Series 2022-BNK43 | 4.399% | 8/15/55 | 175 | 167 | |
2 | BANK Class A5 Series 2023-BNK45 | 5.203% | 2/15/56 | 50 | 51 | |
2 | BANK Class AS Series 2017-BNK5 | 3.624% | 6/15/60 | 100 | 93 | |
2,4 | BANK Class AS Series 2017-BNK6 | 3.741% | 7/15/60 | 404 | 370 | |
2 | BANK Class AS Series 2017-BNK7 | 3.748% | 9/15/60 | 75 | 69 | |
2 | BANK Class AS Series 2017-BNK8 | 3.731% | 11/15/50 | 25 | 21 | |
2,4 | BANK Class AS Series 2018-BNK10 | 3.898% | 2/15/61 | 50 | 46 | |
2,4 | BANK Class AS Series 2018-BNK12 | 4.345% | 5/15/61 | 50 | 46 | |
2,4 | BANK Class AS Series 2018-BNK14 | 4.481% | 9/15/60 | 25 | 23 | |
2 | BANK Class AS Series 2019-BNK17 | 3.976% | 4/15/52 | 25 | 23 | |
2,4 | BANK Class AS Series 2019-BNK18 | 3.826% | 5/15/62 | 50 | 44 | |
2 | BANK Class AS Series 2019-BNK21 | 3.093% | 10/17/52 | 75 | 59 | |
2 | BANK Class AS Series 2019-BNK23 | 3.203% | 12/15/52 | 75 | 60 | |
2,4 | BANK Class AS Series 2019-BNK24 | 3.283% | 11/15/62 | 75 | 65 | |
2 | BANK Class AS Series 2020-BNK25 | 2.841% | 1/15/63 | 65 | 53 | |
2 | BANK Class AS Series 2020-BNK26 | 2.687% | 3/15/63 | 55 | 41 | |
2 | BANK Class AS Series 2020-BNK27 | 2.551% | 4/15/63 | 50 | 40 | |
2,4 | BANK Class AS Series 2021-BNK31 | 2.211% | 2/15/54 | 25 | 19 | |
2,4 | BANK Class AS Series 2021-BNK36 | 2.695% | 9/15/64 | 50 | 41 | |
2,4 | BANK Class AS Series 2023-5YR2 | 7.140% | 7/15/56 | 25 | 26 | |
2,4 | Bank Class AS Series 2023-5YR3 | 7.315% | 9/15/56 | 50 | 53 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | BANK Class AS Series 2023-BNK45 | 5.651% | 2/15/56 | 25 | 25 | |
2 | BANK Class ASB Series 2018-BNK10 | 3.641% | 2/15/61 | 41 | 40 | |
2,4 | BANK Class C Series 2017-BNK8 | 4.094% | 11/15/50 | 50 | 33 | |
2,4 | BANK Class C Series 2019-BNK19 | 4.029% | 8/15/61 | 35 | 21 | |
2 | Bank of America Commercial Mortgage Trust Class AS Series 2017-BNK3 | 3.748% | 2/15/50 | 28 | 26 | |
2 | Barclays Commercial Mortgage Trust Class A4 Series 2019-C3 | 3.583% | 5/15/52 | 250 | 232 | |
2 | Barclays Commercial Mortgage Trust Class A4 Series 2019-C5 | 3.063% | 11/15/52 | 150 | 135 | |
2 | Barclays Commercial Mortgage Trust Class A5 Series 2019-C4 | 2.919% | 8/15/52 | 275 | 246 | |
2,4 | Barclays Commercial Mortgage Trust Class A5 Series 2022-C14 | 2.946% | 2/15/55 | 200 | 172 | |
2 | Barclays Commercial Mortgage Trust Class AS Series 2019-C4 | 3.171% | 8/15/52 | 25 | 20 | |
2,4 | Barclays Commercial Mortgage Trust Class AS Series 2019-C5 | 3.366% | 11/15/52 | 100 | 87 | |
2 | Barclays Dryrock Issuance Trust Class A Series 2022-1 | 3.070% | 2/15/28 | 100 | 97 | |
2 | Barclays Dryrock Issuance Trust Class A Series 2023-1 | 4.720% | 2/15/29 | 275 | 275 | |
2 | BBCMS Mortgage Trust Class A4 Series 2017-C1 | 3.674% | 2/15/50 | 125 | 118 | |
2 | BBCMS Mortgage Trust Class A4 Series 2020-C6 | 2.639% | 2/15/53 | 100 | 88 | |
2 | BBCMS Mortgage Trust Class A5 Series 2018-C2 | 4.314% | 12/15/51 | 125 | 121 | |
2 | BBCMS Mortgage Trust Class A5 Series 2020-C7 | 2.037% | 4/15/53 | 50 | 42 | |
2 | BBCMS Mortgage Trust Class A5 Series 2020-C8 | 2.040% | 10/15/53 | 125 | 104 | |
2 | BBCMS Mortgage Trust Class A5 Series 2021-C11 | 2.322% | 9/15/54 | 50 | 42 | |
2 | BBCMS Mortgage Trust Class A5 Series 2021-C12 | 2.689% | 11/15/54 | 100 | 84 | |
2 | BBCMS Mortgage Trust Class A5 Series 2021-C9 | 2.299% | 2/15/54 | 150 | 126 | |
2 | BBCMS Mortgage Trust Class A5 Series 2023-C19 | 5.451% | 4/15/56 | 50 | 51 | |
2 | BBCMS Mortgage Trust Class A5 Series 2023-C20 | 5.576% | 7/15/56 | 25 | 26 | |
2,4 | BBCMS Mortgage Trust Class A5 Series 2023-C21 | 6.000% | 9/15/56 | 100 | 107 | |
2,4 | BBCMS Mortgage Trust Class A5 Series 2023-C22 | 6.804% | 11/15/56 | 50 | 57 | |
2 | BBCMS Mortgage Trust Class AS Series 2017-C1 | 3.898% | 2/15/50 | 100 | 93 | |
2 | BBCMS Mortgage Trust Class AS Series 2020-C6 | 2.840% | 2/15/53 | 35 | 29 | |
2,4 | BBCMS Mortgage Trust Class AS Series 2023-C19 | 6.070% | 4/15/56 | 25 | 25 | |
2,4 | BBCMS Mortgage Trust Class AS Series 2023-C20 | 5.973% | 7/15/56 | 25 | 25 | |
2,4 | BBCMS Mortgage Trust Class AS Series 2023-C21 | 6.296% | 9/15/56 | 50 | 52 | |
2 | BBCMS Trust Class A5 Series 2021-C10 | 2.492% | 7/15/54 | 150 | 127 | |
2 | Benchmark Mortgage Trust Class A2 Series 2018-B2 | 3.662% | 2/15/51 | 24 | 23 | |
2 | Benchmark Mortgage Trust Class A2 Series 2018-B3 | 3.848% | 4/10/51 | 17 | 16 | |
2 | Benchmark Mortgage Trust Class A2 Series 2020-B17 | 2.211% | 3/15/53 | 50 | 46 | |
2 | Benchmark Mortgage Trust Class A3 Series 2020-IG1 | 2.687% | 9/15/43 | 125 | 100 | |
2,4 | Benchmark Mortgage Trust Class A3 Series 2023-V2 | 5.812% | 5/15/55 | 75 | 77 | |
2,4 | Benchmark Mortgage Trust Class A3 Series 2023-V3 | 6.363% | 7/15/56 | 20 | 21 | |
2 | Benchmark Mortgage Trust Class A4 Series 2018-B5 | 4.208% | 7/15/51 | 75 | 72 | |
2 | Benchmark Mortgage Trust Class A4 Series 2018-B6 | 4.261% | 10/10/51 | 50 | 47 | |
2,4 | Benchmark Mortgage Trust Class A4 Series 2018-B7 | 4.510% | 5/15/53 | 175 | 168 | |
2 | Benchmark Mortgage Trust Class A4 Series 2019-B10 | 3.717% | 3/15/62 | 80 | 75 | |
2 | Benchmark Mortgage Trust Class A4 Series 2019-B13 | 2.952% | 8/15/57 | 280 | 250 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2018-B1 | 3.666% | 1/15/51 | 100 | 94 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2018-B2 | 3.882% | 2/15/51 | 325 | 305 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Benchmark Mortgage Trust Class A5 Series 2018-B3 | 4.025% | 4/10/51 | 225 | 213 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2018-B4 | 4.121% | 7/15/51 | 350 | 334 | |
2 | Benchmark Mortgage Trust Class A5 Series 2018-B8 | 4.232% | 1/15/52 | 125 | 118 | |
2 | Benchmark Mortgage Trust Class A5 Series 2019-B14 | 3.049% | 12/15/62 | 225 | 202 | |
2 | Benchmark Mortgage Trust Class A5 Series 2019-B15 | 2.928% | 12/15/72 | 230 | 197 | |
2 | Benchmark Mortgage Trust Class A5 Series 2019-B9 | 4.016% | 3/15/52 | 105 | 98 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B16 | 2.732% | 2/15/53 | 100 | 88 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B17 | 2.289% | 3/15/53 | 100 | 83 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B20 | 2.034% | 10/15/53 | 100 | 79 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B21 | 1.978% | 12/17/53 | 125 | 101 | |
2 | Benchmark Mortgage Trust Class A5 Series 2020-B22 | 1.973% | 1/15/54 | 100 | 80 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B23 | 2.070% | 2/15/54 | 225 | 177 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B24 | 2.584% | 3/15/54 | 125 | 102 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B25 | 2.577% | 4/15/54 | 125 | 101 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B25 | 2.847% | 4/15/54 | 50 | 38 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B26 | 2.613% | 6/15/54 | 75 | 61 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B28 | 2.224% | 8/15/54 | 100 | 82 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B29 | 2.388% | 9/15/54 | 50 | 41 | |
2 | Benchmark Mortgage Trust Class A5 Series 2021-B30 | 2.576% | 11/15/54 | 200 | 168 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2022-B32 | 3.002% | 1/15/55 | 275 | 225 | |
2 | Benchmark Mortgage Trust Class A5 Series 2022-B33 | 3.458% | 3/15/55 | 75 | 67 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2022-B34 | 3.786% | 4/15/55 | 50 | 43 | |
2,4 | Benchmark Mortgage Trust Class A5 Series 2022-B36 | 4.470% | 7/15/55 | 100 | 95 | |
2 | Benchmark Mortgage Trust Class A5 Series 2023-B39 | 5.754% | 7/15/56 | 175 | 184 | |
2,4 | Benchmark Mortgage Trust Class AM Series 2018-B1 | 3.878% | 1/15/51 | 50 | 45 | |
2,4 | Benchmark Mortgage Trust Class AM Series 2018-B4 | 4.311% | 7/15/51 | 75 | 69 | |
2 | Benchmark Mortgage Trust Class AM Series 2019-B10 | 3.979% | 3/15/62 | 50 | 46 | |
2,4 | Benchmark Mortgage Trust Class AM Series 2020-B16 | 2.944% | 2/15/53 | 25 | 21 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2018-B2 | 4.084% | 2/15/51 | 150 | 125 | |
2 | Benchmark Mortgage Trust Class AS Series 2018-B6 | 4.441% | 10/10/51 | 25 | 23 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2018-B8 | 4.532% | 1/15/52 | 50 | 44 | |
2 | Benchmark Mortgage Trust Class AS Series 2019-B11 | 3.784% | 5/15/52 | 75 | 59 | |
2 | Benchmark Mortgage Trust Class AS Series 2020-B17 | 2.583% | 3/15/53 | 30 | 24 | |
2 | Benchmark Mortgage Trust Class AS Series 2020-B19 | 2.148% | 9/15/53 | 25 | 18 | |
2 | Benchmark Mortgage Trust Class AS Series 2020-B20 | 2.375% | 10/15/53 | 10 | 8 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2020-IG1 | 2.909% | 9/15/43 | 50 | 36 | |
2 | Benchmark Mortgage Trust Class AS Series 2021-B23 | 2.274% | 2/15/54 | 75 | 56 | |
2 | Benchmark Mortgage Trust Class AS Series 2021-B24 | 2.780% | 3/15/54 | 25 | 20 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2022-B32 | 3.410% | 1/15/55 | 75 | 60 | |
2 | Benchmark Mortgage Trust Class AS Series 2023-B39 | 6.250% | 7/15/56 | 50 | 52 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2023-V2 | 6.537% | 5/15/55 | 25 | 25 | |
2,4 | Benchmark Mortgage Trust Class AS Series 2023-V3 | 7.097% | 7/15/56 | 60 | 62 | |
2,4 | BMO Mortgage Trust Class A3 Series 2023-5C1 | 6.534% | 8/15/56 | 400 | 421 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | BMO Mortgage Trust Class A5 Series 2022-C1 | 3.374% | 2/15/55 | 50 | 44 | |
2 | BMO Mortgage Trust Class A5 Series 2022-C3 | 5.313% | 9/15/54 | 200 | 203 | |
2,4 | BMO Mortgage Trust Class A5 Series 2023-C4 | 5.117% | 2/15/56 | 50 | 50 | |
2 | BMO Mortgage Trust Class A5 Series 2023-C5 | 5.765% | 6/15/56 | 50 | 53 | |
2,4 | BMO Mortgage Trust Class A5 Series 2023-C6 | 5.956% | 9/15/56 | 100 | 107 | |
2 | BMO Mortgage Trust Class A5 Series 2023-C7 | 6.160% | 12/15/56 | 300 | 326 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-5C1 | 7.118% | 8/15/56 | 300 | 311 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-5C1 | 6.550% | 9/15/56 | 40 | 42 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-5C2 | 7.244% | 11/15/56 | 200 | 210 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-C5 | 6.162% | 6/15/56 | 25 | 25 | |
2,4 | BMO Mortgage Trust Class AS Series 2023-C7 | 6.674% | 12/15/56 | 200 | 214 | |
2 | BMW Vehicle Lease Trust Class A3 Series 2023-1 | 5.160% | 11/25/25 | 50 | 50 | |
2 | BMW Vehicle Lease Trust Class A3 Series 2023-2 | 5.990% | 9/25/26 | 25 | 25 | |
2 | BMW Vehicle Lease Trust Class A4 Series 2021-2 | 0.430% | 1/27/25 | 37 | 37 | |
2 | BMW Vehicle Lease Trust Class A4 Series 2023-1 | 5.070% | 6/25/26 | 25 | 25 | |
2 | BMW Vehicle Lease Trust Class A4 Series 2023-2 | 5.980% | 2/25/27 | 25 | 25 | |
2 | BMW Vehicle Owner Trust Class A3 Series 2022-A | 3.210% | 8/25/26 | 24 | 24 | |
2 | BMW Vehicle Owner Trust Class A3 Series 2023-A | 5.470% | 2/25/28 | 25 | 25 | |
2 | BMW Vehicle Owner Trust Class A4 Series 2023-A | 5.250% | 11/26/29 | 7 | 7 | |
2 | Cantor Commercial Real Estate Lending Class A4 Series 2019-CF3 | 3.006% | 1/15/53 | 135 | 117 | |
2 | Cantor Commercial Real Estate Lending Class A5 Series 2019-CF1 | 3.786% | 5/15/52 | 125 | 114 | |
2 | Cantor Commercial Real Estate Lending Class A5 Series 2019-CF2 | 2.874% | 11/15/52 | 140 | 122 | |
2 | Cantor Commercial Real Estate Lending Class AS Series 2019-CF3 | 3.298% | 1/15/53 | 60 | 50 | |
2 | Capital One Multi-Asset Execution Trust Class A Series 2022-A2 | 3.490% | 5/15/27 | 400 | 392 | |
2 | Capital One Multi-Asset Execution Trust Class A Series 2023-A1 | 4.420% | 5/15/28 | 300 | 299 | |
2 | Capital One Multi-Asset Execution Trust Class A1 Series 2021-A1 | 0.550% | 7/15/26 | 200 | 195 | |
2 | Capital One Multi-Asset Execution Trust Class A1 Series 2022-A1 | 2.800% | 3/15/27 | 400 | 390 | |
2 | Capital One Multi-Asset Execution Trust Class A2 Series 2021-A2 | 1.390% | 7/15/30 | 450 | 394 | |
2 | Capital One Multi-Asset Execution Trust Class A3 Series 2019-A3 | 2.060% | 8/15/28 | 300 | 281 | |
2 | Capital One Multi-Asset Execution Trust Class A3 Series 2021-A3 | 1.040% | 11/15/26 | 400 | 386 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2021-1 | 0.770% | 9/15/26 | 73 | 70 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2022-1 | 3.170% | 4/15/27 | 100 | 98 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2022-2 | 3.660% | 5/17/27 | 75 | 74 | |
2 | Capital One Prime Auto Receivables Trust Class A3 Series 2023-1 | 4.870% | 2/15/28 | 25 | 25 | |
2 | Capital One Prime Auto Receivables Trust Class A4 Series 2022-1 | 3.320% | 9/15/27 | 50 | 48 | |
2 | Capital One Prime Auto Receivables Trust Class A4 Series 2023-1 | 4.760% | 8/15/28 | 25 | 25 | |
2 | CarMax Auto Owner Trust Class A3 Series 2020-4 | 0.500% | 8/15/25 | 82 | 81 | |
2 | CarMax Auto Owner Trust Class A3 Series 2021-1 | 0.340% | 12/15/25 | 16 | 16 | |
2 | CarMax Auto Owner Trust Class A3 Series 2021-2 | 0.520% | 2/17/26 | 40 | 39 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | CarMax Auto Owner Trust Class A3 Series 2021-4 | 0.560% | 9/15/26 | 68 | 65 | |
2 | CarMax Auto Owner Trust Class A3 Series 2022-1 | 1.470% | 12/15/26 | 83 | 81 | |
2 | CarMax Auto Owner Trust Class A3 Series 2022-2 | 3.490% | 2/16/27 | 98 | 97 | |
2 | CarMax Auto Owner Trust Class A3 Series 2023-1 | 4.750% | 10/15/27 | 100 | 100 | |
2 | Carmax Auto Owner Trust Class A3 Series 2023-2 | 5.050% | 1/18/28 | 75 | 75 | |
2 | CarMax Auto Owner Trust Class A3 Series 2023-3 | 5.280% | 5/15/28 | 40 | 40 | |
2 | CarMax Auto Owner Trust Class A4 Series 2020-1 | 2.030% | 6/16/25 | 10 | 10 | |
2 | CarMax Auto Owner Trust Class A4 Series 2020-3 | 0.770% | 3/16/26 | 20 | 20 | |
2 | CarMax Auto Owner Trust Class A4 Series 2020-4 | 0.630% | 6/15/26 | 25 | 24 | |
2 | CarMax Auto Owner Trust Class A4 Series 2021-2 | 0.810% | 12/15/26 | 25 | 24 | |
2 | CarMax Auto Owner Trust Class A4 Series 2022-1 | 1.700% | 8/16/27 | 50 | 47 | |
2 | CarMax Auto Owner Trust Class A4 Series 2023-1 | 4.650% | 1/16/29 | 25 | 25 | |
2 | Carmax Auto Owner Trust Class A4 Series 2023-2 | 5.010% | 11/15/28 | 25 | 25 | |
2 | CarMax Auto Owner Trust Class A4 Series 2023-3 | 5.260% | 2/15/29 | 20 | 20 | |
2 | CarMax Auto Owner Trust Class A4 Series 2023-4 | 5.960% | 5/15/29 | 50 | 52 | |
2 | Carvana Auto Receivables Trust Class A3 Series 2021-P3 | 0.700% | 11/10/26 | 51 | 50 | |
2 | CD Mortgage Trust Class A3 Series 2019-CD8 | 2.657% | 8/15/57 | 40 | 35 | |
2 | CD Mortgage Trust Class A4 Series 2016-CD1 | 2.724% | 8/10/49 | 150 | 137 | |
2,4 | CD Mortgage Trust Class A4 Series 2016-CD2 | 3.526% | 11/10/49 | 100 | 92 | |
2 | CD Mortgage Trust Class A4 Series 2017-CD3 | 3.631% | 2/10/50 | 144 | 131 | |
2 | CD Mortgage Trust Class A4 Series 2018-CD7 | 4.279% | 8/15/51 | 75 | 71 | |
2 | CD Mortgage Trust Class A4 Series 2019-CD8 | 2.912% | 8/15/57 | 450 | 368 | |
2 | CD Mortgage Trust Class A5 Series 2017-CD6 | 3.456% | 11/13/50 | 125 | 116 | |
2 | CD Mortgage Trust Class AAB Series 2017-CD3 | 3.453% | 2/10/50 | 15 | 15 | |
2,4 | CD Mortgage Trust Class AM Series 2017-CD6 | 3.709% | 11/13/50 | 75 | 67 | |
2 | CD Mortgage Trust Class AS Series 2017-CD3 | 3.833% | 2/10/50 | 31 | 25 | |
2 | CD Mortgage Trust Class ASB Series 2017-CD6 | 3.332% | 11/13/50 | 39 | 38 | |
2 | CD Mortgage Trust Class ASB Series 2018-CD7 | 4.213% | 8/15/51 | 9 | 9 | |
2 | CenterPoint Energy Transition Bond Co. IV LLC Class A3 Series 2012-1 | 3.028% | 10/15/25 | 83 | 82 | |
2 | CFCRE Commercial Mortgage Trust Class A3 Series 2016-C3 | 3.865% | 1/10/48 | 125 | 120 | |
2,4 | CFCRE Commercial Mortgage Trust Class A3 Series 2016-C6 | 3.217% | 11/10/49 | 250 | 236 | |
2 | CFCRE Commercial Mortgage Trust Class A4 Series 2016-C4 | 3.283% | 5/10/58 | 150 | 142 | |
2 | CFCRE Commercial Mortgage Trust Class A4 Series 2017-C8 | 3.572% | 6/15/50 | 50 | 46 | |
2 | CFCRE Commercial Mortgage Trust Class AM Series 2016-C4 | 3.691% | 5/10/58 | 100 | 92 | |
2 | CGMS Commercial Mortgage Trust Class A4 Series 2017-B1 | 3.458% | 8/15/50 | 250 | 233 | |
2,4 | CGMS Commercial Mortgage Trust Class AS Series 2017-B1 | 3.711% | 8/15/50 | 50 | 46 | |
2 | Chase Issuance Trust Class A Series 2022-A1 | 3.970% | 9/15/27 | 100 | 99 | |
2 | Chase Issuance Trust Class A Series 2023-A1 | 5.160% | 9/15/28 | 120 | 122 | |
2 | Chase Issuance Trust Class A Series 2023-A2 | 5.080% | 9/15/30 | 100 | 103 | |
2 | Citibank Credit Card Issuance Trust Class A3 Series 2007-A3 | 6.150% | 6/15/39 | 100 | 101 | |
2 | Citibank Credit Card Issuance Trust Class A7 Series 2018-A7 | 3.960% | 10/13/30 | 200 | 196 | |
2 | Citigroup Commercial Mortgage Trust Class A2 Series 2018-B2 | 3.788% | 3/10/51 | 25 | 25 | |
2 | Citigroup Commercial Mortgage Trust Class A3 Series 2016-P4 | 2.646% | 7/10/49 | 150 | 142 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Citigroup Commercial Mortgage Trust Class A3 Series 2017-C4 | 3.209% | 10/12/50 | 85 | 79 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2014-GC19 | 4.023% | 3/11/47 | 3 | 3 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2014-GC23 | 3.622% | 7/10/47 | 100 | 99 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2014-GC25 | 3.635% | 10/10/47 | 175 | 171 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC29 | 3.192% | 4/10/48 | 175 | 169 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC31 | 3.762% | 6/10/48 | 100 | 96 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2015-GC33 | 3.778% | 9/10/58 | 100 | 96 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-C1 | 3.209% | 5/10/49 | 125 | 118 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-GC37 | 3.314% | 4/10/49 | 50 | 48 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2016-P4 | 2.902% | 7/10/49 | 75 | 70 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2017-C4 | 3.471% | 10/12/50 | 250 | 233 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2018-B2 | 4.009% | 3/10/51 | 275 | 262 | |
2 | Citigroup Commercial Mortgage Trust Class A4 Series 2019-GC43 | 3.038% | 11/10/52 | 275 | 237 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2014-GC21 | 3.855% | 5/10/47 | 50 | 50 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2015-GC27 | 3.137% | 2/10/48 | 225 | 219 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2016-GC36 | 3.616% | 2/10/49 | 475 | 452 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2019-GC41 | 2.869% | 8/10/56 | 225 | 199 | |
2 | Citigroup Commercial Mortgage Trust Class A5 Series 2020-GC46 | 2.717% | 2/15/53 | 110 | 95 | |
2,4 | Citigroup Commercial Mortgage Trust Class A5 Series 2022-GC48 | 4.580% | 5/15/54 | 75 | 73 | |
2 | Citigroup Commercial Mortgage Trust Class AAB Series 2016-C1 | 3.003% | 5/10/49 | 24 | 23 | |
2 | Citigroup Commercial Mortgage Trust Class AS Series 2014-GC19 | 4.345% | 3/11/47 | 25 | 25 | |
2 | Citigroup Commercial Mortgage Trust Class AS Series 2015-GC27 | 3.571% | 2/10/48 | 100 | 97 | |
2 | Citigroup Commercial Mortgage Trust Class AS Series 2017-C4 | 3.764% | 10/12/50 | 50 | 46 | |
2,4 | Citigroup Commercial Mortgage Trust Class AS Series 2020-GC46 | 2.918% | 2/15/53 | 45 | 35 | |
2,4 | Citigroup Commercial Mortgage Trust Class B Series 2014-GC21 | 4.328% | 5/10/47 | 50 | 47 | |
2,4 | Citigroup Commercial Mortgage Trust Class B Series 2015-GC29 | 3.758% | 4/10/48 | 84 | 80 | |
2 | CNH Equipment Trust Class A3 Series 2022-A | 2.940% | 7/15/27 | 50 | 49 | |
2 | CNH Equipment Trust Class A3 Series 2023-A | 4.810% | 8/15/28 | 50 | 50 | |
2 | CNH Equipment Trust Class A3 Series 2023-B | 5.600% | 2/15/29 | 50 | 51 | |
2 | COMM Mortgage Trust Class A3 Series 2012-CR4 | 2.853% | 10/15/45 | 4 | 4 | |
2 | COMM Mortgage Trust Class A3 Series 2014-CR21 | 3.528% | 12/10/47 | 144 | 142 | |
2 | COMM Mortgage Trust Class A3 Series 2017-COR2 | 3.510% | 9/10/50 | 35 | 33 | |
2 | COMM Mortgage Trust Class A3 Series 2018-COR3 | 4.228% | 5/10/51 | 125 | 117 | |
2,4 | COMM Mortgage Trust Class A4 Series 2014-CR15 | 4.074% | 2/10/47 | 35 | 35 | |
2 | COMM Mortgage Trust Class A4 Series 2014-CR20 | 3.590% | 11/10/47 | 50 | 49 | |
2 | COMM Mortgage Trust Class A4 Series 2014-LC15 | 4.006% | 4/10/47 | 79 | 78 | |
2 | COMM Mortgage Trust Class A4 Series 2014-UBS3 | 3.819% | 6/10/47 | 100 | 99 | |
2 | COMM Mortgage Trust Class A4 Series 2014-UBS5 | 3.838% | 9/10/47 | 125 | 123 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR23 | 3.497% | 5/10/48 | 100 | 97 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR24 | 3.432% | 8/10/48 | 154 | 150 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR25 | 3.759% | 8/10/48 | 125 | 121 | |
2 | COMM Mortgage Trust Class A4 Series 2015-CR26 | 3.630% | 10/10/48 | 225 | 216 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | COMM Mortgage Trust Class A4 Series 2015-CR27 | 3.612% | 10/10/48 | 125 | 121 | |
2 | COMM Mortgage Trust Class A4 Series 2015-LC19 | 3.183% | 2/10/48 | 125 | 122 | |
2 | COMM Mortgage Trust Class A4 Series 2016-CR28 | 3.762% | 2/10/49 | 150 | 144 | |
2 | COMM Mortgage Trust Class A5 Series 2014-CR17 | 3.977% | 5/10/47 | 50 | 50 | |
2 | COMM Mortgage Trust Class A5 Series 2014-CR19 | 3.796% | 8/10/47 | 175 | 173 | |
2 | COMM Mortgage Trust Class A5 Series 2014-LC17 | 3.917% | 10/10/47 | 50 | 49 | |
2 | COMM Mortgage Trust Class A5 Series 2014-UBS2 | 3.961% | 3/10/47 | 23 | 23 | |
2 | COMM Mortgage Trust Class A5 Series 2014-UBS4 | 3.694% | 8/10/47 | 125 | 122 | |
2 | COMM Mortgage Trust Class A5 Series 2014-UBS6 | 3.644% | 12/10/47 | 225 | 220 | |
2 | COMM Mortgage Trust Class A5 Series 2015-CR22 | 3.309% | 3/10/48 | 150 | 145 | |
2 | COMM Mortgage Trust Class A5 Series 2015-DC1 | 3.350% | 2/10/48 | 75 | 73 | |
2 | COMM Mortgage Trust Class A5 Series 2015-PC1 | 3.902% | 7/10/50 | 100 | 97 | |
2 | COMM Mortgage Trust Class A5 Series 2019-GC44 | 2.950% | 8/15/57 | 115 | 102 | |
2 | COMM Mortgage Trust Class AM Series 2013-CR12 | 4.300% | 10/10/46 | 25 | 24 | |
2 | COMM Mortgage Trust Class AM Series 2014-CR16 | 4.278% | 4/10/47 | 75 | 73 | |
2 | COMM Mortgage Trust Class AM Series 2014-CR19 | 4.080% | 8/10/47 | 50 | 48 | |
2 | COMM Mortgage Trust Class AM Series 2014-UBS2 | 4.199% | 3/10/47 | 15 | 15 | |
2 | COMM Mortgage Trust Class AM Series 2014-UBS4 | 3.968% | 8/10/47 | 44 | 41 | |
2 | COMM Mortgage Trust Class AM Series 2014-UBS6 | 4.048% | 12/10/47 | 50 | 47 | |
2,4 | COMM Mortgage Trust Class AM Series 2015-CR22 | 3.603% | 3/10/48 | 100 | 96 | |
2 | COMM Mortgage Trust Class AM Series 2015-CR23 | 3.801% | 5/10/48 | 50 | 48 | |
2 | COMM Mortgage Trust Class AM Series 2015-LC19 | 3.527% | 2/10/48 | 50 | 48 | |
2 | COMM Mortgage Trust Class AM Series 2019-GC44 | 3.263% | 8/15/57 | 50 | 42 | |
2 | COMM Mortgage Trust Class ASB Series 2014-UBS6 | 3.387% | 12/10/47 | 20 | 20 | |
2 | COMM Mortgage Trust Class ASB Series 2015-CR23 | 3.257% | 5/10/48 | 17 | 17 | |
2 | COMM Mortgage Trust Class ASB Series 2015-CR27 | 3.404% | 10/10/48 | 46 | 45 | |
2 | COMM Mortgage Trust Class ASB Series 2015-LC19 | 3.040% | 2/10/48 | 5 | 5 | |
2 | COMM Mortgage Trust Class ASB Series 2016-DC2 | 3.550% | 2/10/49 | 48 | 47 | |
2,4 | COMM Mortgage Trust Class B Series 2013-CR12 | 4.762% | 10/10/46 | 25 | 18 | |
2,4 | COMM Mortgage Trust Class B Series 2014-CR15 | 4.509% | 2/10/47 | 28 | 25 | |
2 | COMM Mortgage Trust Class B Series 2014-CR17 | 4.377% | 5/10/47 | 25 | 24 | |
2 | COMM Mortgage Trust Class B Series 2014-UBS2 | 4.701% | 3/10/47 | 10 | 10 | |
2,4 | COMM Mortgage Trust Class C Series 2014-CR15 | 4.559% | 2/10/47 | 50 | 44 | |
2 | CSAIL Commercial Mortgage Trust Class A3 Series 2019-C16 | 3.329% | 6/15/52 | 275 | 246 | |
2 | CSAIL Commercial Mortgage Trust Class A3 Series 2021-C20 | 2.805% | 3/15/54 | 250 | 209 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C1 | 3.505% | 4/15/50 | 100 | 97 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C2 | 3.504% | 6/15/57 | 150 | 145 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C3 | 3.718% | 8/15/48 | 100 | 97 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2015-C4 | 3.808% | 11/15/48 | 200 | 193 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2017-C8 | 3.392% | 6/15/50 | 150 | 138 | |
2,4 | CSAIL Commercial Mortgage Trust Class A4 Series 2018-CX12 | 4.224% | 8/15/51 | 25 | 24 | |
2 | CSAIL Commercial Mortgage Trust Class A4 Series 2019-C15 | 4.053% | 3/15/52 | 225 | 210 | |
2 | CSAIL Commercial Mortgage Trust Class A5 Series 2016-C7 | 3.502% | 11/15/49 | 200 | 188 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX10 | 3.458% | 11/15/50 | 150 | 138 | |
2 | CSAIL Commercial Mortgage Trust Class A5 Series 2017-CX9 | 3.446% | 9/15/50 | 50 | 46 | |
2,4 | CSAIL Commercial Mortgage Trust Class A5 Series 2018-CX11 | 4.033% | 4/15/51 | 275 | 260 | |
2,4 | CSAIL Commercial Mortgage Trust Class AS Series 2015-C1 | 3.791% | 4/15/50 | 75 | 72 | |
2,4 | CSAIL Commercial Mortgage Trust Class AS Series 2015-C2 | 3.849% | 6/15/57 | 75 | 70 | |
2,4 | CSAIL Commercial Mortgage Trust Class AS Series 2021-C20 | 3.076% | 3/15/54 | 50 | 41 | |
2 | CSAIL Commercial Mortgage Trust Class ASB Series 2015-C3 | 3.448% | 8/15/48 | 20 | 20 | |
2 | CSAIL Commercial Mortgage Trust Class ASB Series 2015-C4 | 3.617% | 11/15/48 | 17 | 17 | |
2,4 | CSAIL Commercial Mortgage Trust Class B Series 2015-C1 | 4.044% | 4/15/50 | 50 | 47 | |
2,4 | CSAIL Commercial Mortgage Trust Class B Series 2015-C3 | 4.101% | 8/15/48 | 50 | 44 | |
2 | Daimler Trucks Retail Trust Class A3 Series 2022-1 | 5.230% | 2/17/26 | 50 | 50 | |
2 | DBGS Mortgage Trust Class A4 Series 2018-C1 | 4.466% | 10/15/51 | 100 | 94 | |
2 | DBJPM Mortgage Trust Class A4 Series 2016-C1 | 3.276% | 5/10/49 | 75 | 71 | |
2 | DBJPM Mortgage Trust Class A5 Series 2016-C3 | 2.890% | 8/10/49 | 100 | 92 | |
2 | DBJPM Mortgage Trust Class A5 Series 2017-C6 | 3.328% | 6/10/50 | 100 | 93 | |
2 | DBJPM Mortgage Trust Class A5 Series 2020-C9 | 1.926% | 8/15/53 | 50 | 41 | |
2,4 | DBJPM Mortgage Trust Class AM Series 2017-C6 | 3.561% | 6/10/50 | 50 | 44 | |
2 | Discover Card Execution Note Trust Class A Series 2022-A2 | 3.320% | 5/15/27 | 400 | 392 | |
2 | Discover Card Execution Note Trust Class A Series 2022-A4 | 5.030% | 10/15/27 | 225 | 226 | |
2 | Discover Card Execution Note Trust Class A Series 2023-A1 | 4.310% | 3/15/28 | 300 | 298 | |
2 | Discover Card Execution Note Trust Class A Series 2023-A2 | 4.930% | 6/15/28 | 275 | 277 | |
2 | Discover Card Execution Note Trust Class A1 Series 2021-A1 | 0.580% | 9/15/26 | 175 | 169 | |
2 | Discover Card Execution Note Trust Class A1 Series 2022-A1 | 1.960% | 2/15/27 | 200 | 193 | |
2 | Discover Card Execution Note Trust Class A2 Series 2021-A2 | 1.030% | 9/15/28 | 150 | 136 | |
2 | Discover Card Execution Note Trust Class A3 Series 2022-A3 | 3.560% | 7/15/27 | 400 | 392 | |
2 | Drive Auto Receivables Trust Class C Series 2021-1 | 1.020% | 6/15/27 | 5 | 5 | |
2 | Drive Auto Receivables Trust Class C Series 2021-2 | 0.870% | 10/15/27 | 26 | 26 | |
2 | Drive Auto Receivables Trust Class D Series 2021-2 | 1.390% | 3/15/29 | 50 | 48 | |
2 | Exeter Automobile Receivables Trust Class B Series 2022-2A | 3.650% | 10/15/26 | 20 | 20 | |
2 | Exeter Automobile Receivables Trust Class B Series 2023-1A | 5.720% | 4/15/27 | 25 | 25 | |
2 | Exeter Automobile Receivables Trust Class B Series 2023-4A | 6.310% | 10/15/27 | 20 | 20 | |
2 | Exeter Automobile Receivables Trust Class C Series 2021-1A | 0.740% | 1/15/26 | 1 | 1 | |
2 | Exeter Automobile Receivables Trust Class C Series 2021-3A | 0.960% | 10/15/26 | 39 | 38 | |
2 | Exeter Automobile Receivables Trust Class C Series 2022-2A | 3.850% | 7/17/28 | 50 | 49 | |
2 | Exeter Automobile Receivables Trust Class C Series 2023-1A | 5.820% | 2/15/28 | 25 | 25 | |
2 | Exeter Automobile Receivables Trust Class C Series 2023-4A | 6.510% | 8/15/28 | 20 | 20 | |
2 | Exeter Automobile Receivables Trust Class D Series 2021-3A | 1.550% | 6/15/27 | 35 | 33 | |
2 | Exeter Automobile Receivables Trust Class D Series 2022-1A | 3.020% | 6/15/28 | 50 | 47 | |
2 | Exeter Automobile Receivables Trust Class D Series 2022-2A | 4.560% | 7/17/28 | 25 | 24 | |
1,2,4 | Fannie Mae-Aces Class 1A Series 2014-M7 | 3.202% | 6/25/24 | 116 | 115 | |
1,2 | Fannie Mae-Aces Class 2A2 Series 2019-M21 | 2.350% | 2/25/31 | 29 | 26 | |
1,2,4 | Fannie Mae-Aces Class 2A2 Series 2021-M13 | 1.626% | 3/25/33 | 200 | 158 | |
1,2 | Fannie Mae-Aces Class 3A2 Series 2019-M18 | 2.577% | 9/25/31 | 100 | 88 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Fannie Mae-Aces Class A Series 2015-M2 | 2.620% | 12/25/24 | 124 | 121 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M13 | 3.021% | 8/25/24 | 85 | 84 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M3 | 3.501% | 1/25/24 | 6 | 6 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M4 | 3.346% | 3/25/24 | 40 | 40 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M8 | 3.056% | 6/25/24 | 53 | 53 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2014-M9 | 3.103% | 7/25/24 | 92 | 91 | |
1,2 | Fannie Mae-Aces Class A2 Series 2015-M1 | 2.532% | 9/25/24 | 191 | 187 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M10 | 3.092% | 4/25/27 | 66 | 63 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M12 | 2.802% | 5/25/25 | 144 | 140 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M15 | 2.923% | 10/25/25 | 134 | 130 | |
1,2 | Fannie Mae-Aces Class A2 Series 2015-M3 | 2.723% | 10/25/24 | 64 | 62 | |
1,2 | Fannie Mae-Aces Class A2 Series 2015-M7 | 2.590% | 12/25/24 | 116 | 114 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2015-M8 | 2.900% | 1/25/25 | 83 | 81 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2016-M11 | 2.369% | 7/25/26 | 233 | 221 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2016-M12 | 2.445% | 9/25/26 | 230 | 219 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2016-M13 | 2.513% | 9/25/26 | 54 | 52 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M3 | 2.702% | 2/25/26 | 59 | 57 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M4 | 2.576% | 3/25/26 | 60 | 57 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M5 | 2.469% | 4/25/26 | 176 | 169 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M7 | 2.499% | 9/25/26 | 41 | 39 | |
1,2 | Fannie Mae-Aces Class A2 Series 2016-M9 | 2.292% | 6/25/26 | 284 | 269 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M1 | 2.417% | 10/25/26 | 147 | 138 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M12 | 3.060% | 6/25/27 | 192 | 185 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M14 | 2.862% | 11/25/27 | 55 | 52 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M2 | 2.825% | 2/25/27 | 120 | 115 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M4 | 2.552% | 12/25/26 | 135 | 128 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M5 | 3.069% | 4/25/29 | 53 | 50 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M7 | 2.961% | 2/25/27 | 208 | 197 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2017-M8 | 3.061% | 5/25/27 | 406 | 390 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M10 | 3.357% | 7/25/28 | 125 | 120 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M12 | 3.631% | 8/25/30 | 50 | 48 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M13 | 3.740% | 9/25/30 | 155 | 148 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M14 | 3.581% | 8/25/28 | 167 | 161 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M2 | 2.908% | 1/25/28 | 382 | 363 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M3 | 3.069% | 2/25/30 | 62 | 58 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M4 | 3.064% | 3/25/28 | 125 | 120 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2018-M7 | 3.032% | 3/25/28 | 91 | 86 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2019-M1 | 3.547% | 9/25/28 | 174 | 165 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2019-M12 | 2.885% | 6/25/29 | 393 | 366 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M18 | 2.469% | 8/25/29 | 238 | 216 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2019-M2 | 3.624% | 11/25/28 | 181 | 176 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M22 | 2.522% | 8/25/29 | 335 | 304 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M4 | 3.610% | 2/25/31 | 288 | 273 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Fannie Mae-Aces Class A2 Series 2019-M5 | 3.273% | 2/25/29 | 195 | 186 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M7 | 3.143% | 4/25/29 | 190 | 177 | |
1,2 | Fannie Mae-Aces Class A2 Series 2019-M9 | 2.937% | 6/25/29 | 291 | 274 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M1 | 2.444% | 10/25/29 | 950 | 852 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M14 | 1.784% | 5/25/30 | 244 | 209 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2020-M29 | 1.492% | 5/25/30 | 100 | 83 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M42 | 1.270% | 7/25/30 | 10 | 8 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M46 | 1.323% | 5/25/30 | 250 | 208 | |
1,2 | Fannie Mae-Aces Class A2 Series 2020-M5 | 2.210% | 1/25/30 | 110 | 98 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2020-M52 | 1.316% | 10/25/30 | 275 | 224 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M1 | 1.390% | 11/25/30 | 60 | 49 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M11 | 1.458% | 3/25/31 | 225 | 181 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M13 | 1.602% | 4/25/31 | 50 | 41 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M19 | 1.739% | 10/25/31 | 275 | 228 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M1G | 1.469% | 11/25/30 | 50 | 41 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2021-M3G | 1.245% | 1/25/31 | 225 | 183 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M1 | 1.668% | 10/25/31 | 325 | 262 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M10 | 1.938% | 1/25/32 | 225 | 186 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M1G | 1.532% | 9/25/31 | 75 | 61 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M3 | 1.707% | 11/25/31 | 100 | 82 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M4 | 2.290% | 5/25/30 | 150 | 133 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2022-M8 | 1.937% | 12/25/31 | 150 | 125 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2023-M1S | 4.506% | 4/25/33 | 140 | 140 | |
1,2,4 | Fannie Mae-Aces Class A2 Series 2023-M6 | 4.190% | 7/25/28 | 140 | 138 | |
1,2,4 | Fannie mae-Aces Class A2 Series 2023-M8 | 4.471% | 3/25/33 | 50 | 50 | |
1,2,4 | Fannie Mae-Aces Class ATS2 Series 2017-M15 | 3.155% | 11/25/27 | 234 | 225 | |
1,2,4 | Fannie Mae-Aces Class AV2 Series 2017-M10 | 2.584% | 7/25/24 | 56 | 55 | |
1,2,4 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K-160 | 4.500% | 8/25/33 | 200 | 201 | |
1,2 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K-161 | 4.900% | 10/25/33 | 100 | 103 | |
1,2,4 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K510 | 5.069% | 10/25/28 | 100 | 103 | |
1,2 | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Class A2 Series K753 | 4.400% | 10/25/30 | 200 | 200 | |
1,2 | FHLMC Multifamily Structured Pass Through Certificates Class A2 Series K-1522 | 2.361% | 10/25/36 | 150 | 115 | |
1,2,4 | FHLMC Multifamily Structured Pass-Through Certificates Class A2 Series K508 | 4.740% | 8/25/28 | 150 | 152 | |
1,2 | FHLMC Multifamily Structured Pass-Through Certificates Class A2 Series K509 | 4.850% | 9/25/28 | 100 | 101 | |
2 | Fifth Third Auto Trust Class A3 Series 2023-1 | 5.530% | 8/15/28 | 100 | 101 | |
2 | Fifth Third Auto Trust Class A4 Series 2023-1 | 5.520% | 2/17/31 | 20 | 20 | |
2 | First National Master Note Trust Class A Series 2023-2 | 5.770% | 9/15/29 | 50 | 51 | |
2 | Ford Credit Auto Lease Trust Class A3 Series 2023-A | 4.940% | 3/15/26 | 50 | 50 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Ford Credit Auto Lease Trust Class A3 Series 2023-B | 5.910% | 10/15/26 | 100 | 101 | |
2 | Ford Credit Auto Lease Trust Class A4 Series 2023-A | 4.830% | 5/15/26 | 25 | 25 | |
2 | Ford Credit Auto Lease Trust Class A4 Series 2023-B | 5.870% | 1/15/27 | 50 | 51 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2020-C | 0.410% | 7/15/25 | 12 | 12 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2021-A | 0.300% | 8/15/25 | 35 | 34 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2022-A | 1.290% | 6/15/26 | 37 | 36 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2022-B | 3.740% | 9/15/26 | 75 | 74 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2022-C | 4.480% | 12/15/26 | 100 | 99 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2023-A | 4.650% | 2/15/28 | 50 | 50 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2023-B | 5.230% | 5/15/28 | 50 | 51 | |
2 | Ford Credit Auto Owner Trust Class A3 Series 2023-C | 5.530% | 9/15/28 | 100 | 102 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2020-B | 0.790% | 11/15/25 | 19 | 19 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2020-C | 0.510% | 8/15/26 | 25 | 24 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2021-A | 0.490% | 9/15/26 | 50 | 48 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2022-C | 4.590% | 12/15/27 | 100 | 99 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2023-A | 4.560% | 12/15/28 | 25 | 25 | |
2 | Ford Credit Auto Owner Trust Class A4 Series 2023-C | 5.490% | 5/15/29 | 50 | 51 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2018-4 | 4.060% | 11/15/30 | 100 | 97 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2019-2 | 3.060% | 4/15/26 | 150 | 149 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2019-4 | 2.440% | 9/15/26 | 185 | 181 | |
2 | Ford Credit Floorplan Master Owner Trust Class A Series 2020-2 | 1.060% | 9/15/27 | 150 | 141 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K040 | 2.768% | 4/25/24 | 6 | 6 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K042 | 2.267% | 6/25/24 | 4 | 4 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K047 | 2.827% | 12/25/24 | 5 | 5 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K080 | 3.736% | 4/25/28 | 77 | 75 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K087 | 3.591% | 10/25/27 | 76 | 75 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K121 | 0.995% | 8/25/30 | 23 | 20 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K122 | 0.863% | 5/25/30 | 14 | 12 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K129 | 1.342% | 9/25/30 | 44 | 38 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K143 | 2.711% | 4/25/55 | 99 | 91 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A1 Series K-1520 | 2.007% | 7/25/35 | 49 | 41 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K038 | 3.389% | 3/25/24 | 135 | 134 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K039 | 3.303% | 7/25/24 | 205 | 203 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K040 | 3.241% | 9/25/24 | 275 | 271 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K041 | 3.171% | 10/25/24 | 272 | 268 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K042 | 2.670% | 12/25/24 | 25 | 24 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K043 | 3.062% | 12/25/24 | 148 | 145 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K045 | 3.023% | 1/25/25 | 153 | 150 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K046 | 3.205% | 3/25/25 | 175 | 171 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K047 | 3.329% | 5/25/25 | 175 | 171 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K048 | 3.284% | 6/25/25 | 325 | 318 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K049 | 3.010% | 7/25/25 | 125 | 122 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K050 | 3.334% | 8/25/25 | 200 | 195 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K052 | 3.151% | 11/25/25 | 125 | 122 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K053 | 2.995% | 12/25/25 | 75 | 73 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K056 | 2.525% | 5/25/26 | 150 | 143 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K058 | 2.653% | 8/25/26 | 100 | 95 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K064 | 3.224% | 3/25/27 | 300 | 290 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K065 | 3.243% | 4/25/27 | 433 | 418 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K066 | 3.117% | 6/25/27 | 150 | 144 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K067 | 3.194% | 7/25/27 | 500 | 481 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K068 | 3.244% | 8/25/27 | 125 | 120 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K069 | 3.187% | 9/25/27 | 200 | 192 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K070 | 3.303% | 11/25/27 | 75 | 72 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K071 | 3.286% | 11/25/27 | 225 | 216 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K072 | 3.444% | 12/25/27 | 100 | 97 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K073 | 3.350% | 1/25/28 | 125 | 120 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K074 | 3.600% | 1/25/28 | 225 | 218 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K075 | 3.650% | 2/25/28 | 150 | 146 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K076 | 3.900% | 4/25/28 | 350 | 344 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K078 | 3.854% | 6/25/28 | 100 | 98 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K079 | 3.926% | 6/25/28 | 25 | 25 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K080 | 3.926% | 7/25/28 | 175 | 172 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K081 | 3.900% | 8/25/28 | 350 | 343 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K082 | 3.920% | 9/25/28 | 75 | 74 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K083 | 4.050% | 9/25/28 | 1,700 | 1,676 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K084 | 3.780% | 10/25/28 | 275 | 268 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K085 | 4.060% | 10/25/28 | 225 | 222 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K087 | 3.771% | 12/25/28 | 400 | 390 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K088 | 3.690% | 1/25/29 | 275 | 267 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K089 | 3.563% | 1/25/29 | 25 | 24 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K090 | 3.422% | 2/25/29 | 200 | 192 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K091 | 3.505% | 3/25/29 | 450 | 433 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K092 | 3.298% | 4/25/29 | 225 | 214 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K093 | 2.982% | 5/25/29 | 400 | 375 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K094 | 2.903% | 6/25/29 | 275 | 256 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K095 | 2.785% | 6/25/29 | 275 | 255 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K096 | 2.519% | 7/25/29 | 225 | 205 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K098 | 2.425% | 8/25/29 | 450 | 407 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K099 | 2.595% | 9/25/29 | 210 | 192 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K101 | 2.524% | 10/25/29 | 370 | 335 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K102 | 2.537% | 10/25/29 | 350 | 318 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K103 | 2.651% | 11/25/29 | 300 | 274 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K104 | 2.253% | 1/25/30 | 445 | 396 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K105 | 1.872% | 1/25/30 | 95 | 83 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K106 | 2.069% | 1/25/30 | 1,300 | 1,142 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K107 | 1.639% | 1/25/30 | 100 | 86 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K108 | 1.517% | 3/25/30 | 150 | 127 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K109 | 1.558% | 4/25/30 | 425 | 360 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K110 | 1.477% | 4/25/30 | 25 | 21 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K111 | 1.350% | 5/25/30 | 25 | 21 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K114 | 1.366% | 6/25/30 | 125 | 104 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K116 | 1.378% | 7/25/30 | 320 | 266 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K117 | 1.406% | 8/25/30 | 25 | 21 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K118 | 1.493% | 9/25/30 | 400 | 333 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K120 | 1.500% | 10/25/30 | 300 | 249 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K121 | 1.547% | 10/25/30 | 175 | 146 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K122 | 1.521% | 11/25/30 | 175 | 145 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K124 | 1.658% | 12/25/30 | 150 | 125 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K125 | 1.846% | 1/25/31 | 700 | 592 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K126 | 2.074% | 1/25/31 | 250 | 215 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K127 | 2.108% | 1/25/31 | 425 | 366 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K128 | 2.020% | 3/25/31 | 250 | 214 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K129 | 1.914% | 5/25/31 | 400 | 339 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K130 | 1.723% | 6/25/31 | 150 | 125 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K131 | 1.853% | 7/25/31 | 400 | 336 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K132 | 2.023% | 8/25/31 | 100 | 85 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K133 | 2.096% | 9/25/31 | 200 | 170 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K134 | 2.243% | 10/25/31 | 200 | 172 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K135 | 2.154% | 10/25/31 | 125 | 107 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K138 | 2.476% | 1/25/32 | 150 | 130 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K140 | 2.250% | 1/25/32 | 100 | 85 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K143 | 2.350% | 3/25/32 | 100 | 86 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K148 | 3.500% | 7/25/32 | 700 | 654 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1510 | 3.718% | 1/25/31 | 75 | 72 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1511 | 3.470% | 3/25/31 | 100 | 94 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1514 | 2.859% | 10/25/34 | 225 | 191 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1515 | 1.940% | 2/25/35 | 150 | 118 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1516 | 1.721% | 5/25/35 | 225 | 162 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1517 | 1.716% | 7/25/35 | 25 | 19 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1518 | 1.860% | 10/25/35 | 100 | 75 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1519 | 2.013% | 12/25/35 | 100 | 76 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K152 | 3.080% | 1/25/31 | 100 | 92 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1520 | 2.438% | 2/25/36 | 200 | 159 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-1521 | 2.184% | 8/25/36 | 150 | 115 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K155 | 3.750% | 11/25/32 | 100 | 96 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-156 | 4.430% | 2/25/33 | 75 | 75 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K157 | 3.990% | 5/25/33 | 75 | 73 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-157 | 4.200% | 5/25/33 | 175 | 172 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K158 | 3.900% | 12/25/30 | 100 | 97 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K159 | 3.950% | 11/25/30 | 50 | 49 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-159 | 4.500% | 7/25/33 | 140 | 141 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K505 | 4.819% | 6/25/28 | 140 | 143 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K506 | 4.650% | 8/25/28 | 100 | 101 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K507 | 4.800% | 9/25/28 | 100 | 102 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K-511 | 4.860% | 10/25/28 | 50 | 51 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K512 | 5.000% | 11/25/28 | 50 | 51 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K726 | 2.905% | 4/25/24 | 105 | 104 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K727 | 2.946% | 7/25/24 | 142 | 140 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K728 | 3.064% | 8/25/24 | 212 | 209 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K729 | 3.136% | 10/25/24 | 900 | 885 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K730 | 3.590% | 1/25/25 | 261 | 257 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K731 | 3.600% | 2/25/25 | 195 | 192 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K734 | 3.208% | 2/25/26 | 375 | 365 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K735 | 2.862% | 5/25/26 | 490 | 472 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K738 | 1.545% | 1/25/27 | 100 | 92 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K739 | 1.336% | 9/25/27 | 25 | 23 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K742 | 1.760% | 3/25/28 | 200 | 181 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K743 | 1.770% | 5/25/28 | 125 | 112 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K744 | 1.712% | 7/25/28 | 98 | 88 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K745 | 1.657% | 8/25/28 | 50 | 44 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K746 | 2.031% | 9/25/28 | 150 | 135 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K747 | 2.050% | 11/25/28 | 125 | 113 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K751 | 4.412% | 3/25/30 | 150 | 150 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K752 | 4.284% | 7/25/30 | 140 | 139 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series K754 | 4.940% | 11/25/30 | 100 | 103 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series KC02 | 3.370% | 7/25/25 | 152 | 149 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A2 Series KW01 | 2.853% | 1/25/26 | 200 | 194 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1510 | 3.794% | 1/25/34 | 395 | 375 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1511 | 3.542% | 3/25/34 | 225 | 209 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K-1513 | 2.797% | 8/25/34 | 335 | 282 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K154 | 3.459% | 11/25/32 | 50 | 47 | |
1,2 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K155 | 3.750% | 4/25/33 | 200 | 189 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class A3 Series K157 | 3.990% | 8/25/33 | 75 | 72 | |
1,2,4 | Freddie Mac Multifamily Structured Pass Through Certificates Class AM Series K749 | 2.120% | 4/25/29 | 50 | 44 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2022-1 | 1.900% | 3/20/25 | 87 | 86 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2022-2 | 3.420% | 6/20/25 | 64 | 64 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2022-3 | 4.010% | 9/22/25 | 99 | 98 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2023-1 | 5.160% | 4/20/26 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2023-2 | 5.050% | 7/20/26 | 50 | 50 | |
2 | GM Financial Automobile Leasing Trust Class A3 Series 2023-3 | 5.380% | 11/20/26 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class A4 Series 2023-1 | 5.160% | 1/20/27 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class B Series 2023-1 | 5.510% | 1/20/27 | 25 | 25 | |
2 | GM Financial Automobile Leasing Trust Class B Series 2023-2 | 5.540% | 5/20/27 | 25 | 25 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2020-3 | 0.450% | 4/16/25 | 8 | 8 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2020-4 | 0.380% | 8/18/25 | 14 | 14 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-1 | 0.350% | 10/16/25 | 13 | 13 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-2 | 0.510% | 4/16/26 | 22 | 22 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-3 | 0.480% | 6/16/26 | 55 | 53 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2021-4 | 0.680% | 9/16/26 | 54 | 52 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-1 | 1.260% | 11/16/26 | 42 | 40 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-2 | 3.100% | 2/16/27 | 50 | 49 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-3 | 3.640% | 4/16/27 | 50 | 49 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2022-4 | 4.820% | 8/16/27 | 125 | 125 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-1 | 4.660% | 2/16/28 | 50 | 50 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-2 | 4.470% | 2/16/28 | 50 | 50 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | 5.450% | 6/16/28 | 30 | 30 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-4 | 5.780% | 8/16/28 | 50 | 51 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2020-3 | 0.580% | 1/16/26 | 25 | 24 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-1 | 0.540% | 5/17/27 | 250 | 240 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-2 | 0.820% | 10/16/26 | 25 | 24 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2021-3 | 0.730% | 8/16/27 | 50 | 47 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-2 | 4.430% | 10/16/28 | 50 | 50 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-3 | 5.340% | 12/18/28 | 18 | 18 | |
2 | GM Financial Consumer Automobile Receivables Trust Class A4 Series 2023-4 | 5.710% | 2/16/29 | 50 | 52 | |
2 | GS Mortgage Securities Trust Class A3 Series 2017-GS6 | 3.433% | 5/10/50 | 150 | 136 | |
2 | GS Mortgage Securities Trust Class A4 Series 2015-GC30 | 3.382% | 5/10/50 | 150 | 145 | |
2 | GS Mortgage Securities Trust Class A4 Series 2015-GC32 | 3.764% | 7/10/48 | 50 | 48 | |
2 | GS Mortgage Securities Trust Class A4 Series 2015-GC34 | 3.506% | 10/10/48 | 100 | 94 | |
2 | GS Mortgage Securities Trust Class A4 Series 2016-GS2 | 3.050% | 5/10/49 | 75 | 71 | |
2 | GS Mortgage Securities Trust Class A4 Series 2016-GS3 | 2.850% | 10/10/49 | 200 | 187 | |
2,4 | GS Mortgage Securities Trust Class A4 Series 2016-GS4 | 3.442% | 11/10/49 | 75 | 71 | |
2 | GS Mortgage Securities Trust Class A4 Series 2017-GS5 | 3.674% | 3/10/50 | 150 | 139 | |
2 | GS Mortgage Securities Trust Class A4 Series 2017-GS7 | 3.430% | 8/10/50 | 261 | 232 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GC39 | 3.567% | 5/10/52 | 100 | 91 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GC40 | 3.160% | 7/10/52 | 150 | 135 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GC42 | 3.001% | 9/10/52 | 275 | 246 | |
2 | GS Mortgage Securities Trust Class A4 Series 2019-GSA1 | 3.048% | 11/10/52 | 125 | 111 | |
2 | GS Mortgage Securities Trust Class A5 Series 2014-GC22 | 3.862% | 6/10/47 | 50 | 49 | |
2 | GS Mortgage Securities Trust Class A5 Series 2014-GC24 | 3.931% | 9/10/47 | 125 | 123 | |
2 | GS Mortgage Securities Trust Class A5 Series 2014-GC26 | 3.629% | 11/10/47 | 225 | 220 | |
2 | GS Mortgage Securities Trust Class A5 Series 2015-GC28 | 3.396% | 2/10/48 | 150 | 147 | |
2 | GS Mortgage Securities Trust Class A5 Series 2020-GC45 | 2.911% | 2/13/53 | 125 | 111 | |
2 | GS Mortgage Securities Trust Class A5 Series 2020-GC47 | 2.377% | 5/12/53 | 75 | 63 | |
2 | GS Mortgage Securities Trust Class A5 Series 2020-GSA2 | 2.012% | 12/12/53 | 125 | 100 | |
2 | GS Mortgage Securities Trust Class AAB Series 2014-GC26 | 3.365% | 11/10/47 | 11 | 10 | |
2 | GS Mortgage Securities Trust Class AAB Series 2015-GC32 | 3.513% | 7/10/48 | 37 | 36 | |
2 | GS Mortgage Securities Trust Class AAB Series 2015-GC34 | 3.278% | 10/10/48 | 45 | 44 | |
2 | GS Mortgage Securities Trust Class AS Series 2014-GC26 | 3.964% | 11/10/47 | 50 | 48 | |
2,4 | GS Mortgage Securities Trust Class AS Series 2016-GS4 | 3.645% | 11/10/49 | 50 | 46 | |
2,4 | GS Mortgage Securities Trust Class AS Series 2017-GS5 | 3.826% | 3/10/50 | 50 | 43 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | GS Mortgage Securities Trust Class AS Series 2017-GS6 | 3.638% | 5/10/50 | 100 | 83 | |
2 | GS Mortgage Securities Trust Class AS Series 2017-GS7 | 3.663% | 8/10/50 | 70 | 59 | |
2 | GS Mortgage Securities Trust Class AS Series 2019-GC42 | 3.212% | 9/10/52 | 50 | 41 | |
2,4 | GS Mortgage Securities Trust Class AS Series 2020-GC45 | 3.173% | 2/13/53 | 35 | 30 | |
2 | GS Mortgage Securities Trust Class AS Series 2020-GSA2 | 2.224% | 12/12/53 | 25 | 19 | |
2,4 | GS Mortgage Securities Trust Class B Series 2014-GC24 | 4.497% | 9/10/47 | 25 | 24 | |
2,4 | GS Mortgage Securities Trust Class B Series 2014-GC26 | 4.215% | 11/10/47 | 50 | 44 | |
2,4 | GS Mortgage Securities Trust Class C Series 2017-GS6 | 4.322% | 5/10/50 | 10 | 8 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2021-B | 0.560% | 11/16/26 | 60 | 59 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2022-A | 3.060% | 2/15/27 | 21 | 21 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2023-A | 5.050% | 12/15/27 | 50 | 50 | |
2 | Harley-Davidson Motorcycle Trust Class A3 Series 2023-B | 5.690% | 8/15/28 | 50 | 51 | |
2 | Harley-Davidson Motorcycle Trust Class A4 Series 2022-A | 3.260% | 1/15/30 | 25 | 24 | |
2 | Harley-Davidson Motorcycle Trust Class A4 Series 2023-A | 4.970% | 6/17/30 | 50 | 50 | |
2 | Harley-Davidson Motorcycle Trust Class A4 Series 2023-B | 5.780% | 4/15/31 | 50 | 51 | |
2 | Honda Auto Receivables Owner Trust Class A2 Series 2023-4 | 5.670% | 6/21/28 | 200 | 204 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-1 | 0.270% | 4/21/25 | 17 | 16 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-2 | 0.330% | 8/15/25 | 42 | 41 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-3 | 0.410% | 11/18/25 | 39 | 38 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2021-4 | 0.880% | 1/21/26 | 70 | 68 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2022-1 | 1.880% | 5/15/26 | 49 | 48 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2022-2 | 3.730% | 7/20/26 | 50 | 49 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | 5.040% | 4/21/27 | 50 | 50 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | 4.930% | 11/15/27 | 25 | 25 | |
2 | Honda Auto Receivables Owner Trust Class A3 Series 2023-3 | 5.410% | 2/18/28 | 100 | 101 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2020-3 | 0.460% | 4/19/27 | 25 | 25 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2021-1 | 0.420% | 1/21/28 | 50 | 49 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2023-1 | 4.970% | 6/21/29 | 25 | 25 | |
2 | Honda Auto Receivables Owner Trust Class A4 Series 2023-3 | 5.300% | 12/18/29 | 20 | 20 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2020-C | 0.380% | 5/15/25 | 5 | 5 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2021-A | 0.380% | 9/15/25 | 14 | 14 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2021-C | 0.740% | 5/15/26 | 35 | 34 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2023-A | 4.580% | 4/15/27 | 75 | 74 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2023-B | 5.480% | 4/17/28 | 43 | 44 | |
2 | Hyundai Auto Receivables Trust Class A3 Series 2023-C | 5.540% | 10/16/28 | 50 | 51 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2020-B | 0.620% | 12/15/25 | 12 | 11 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2021-A | 0.620% | 5/17/27 | 25 | 24 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2023-A | 4.480% | 7/17/28 | 25 | 25 | |
2 | Hyundai Auto Receivables Trust Class A4 Series 2023-B | 5.310% | 8/15/29 | 13 | 13 | |
2 | John Deere Owner Trust Class A3 Series 2021-B | 0.520% | 3/16/26 | 61 | 59 | |
2 | John Deere Owner Trust Class A3 Series 2022-C | 5.090% | 6/15/27 | 175 | 175 | |
2 | John Deere Owner Trust Class A3 Series 2023-A | 5.010% | 11/15/27 | 50 | 50 | |
2 | John Deere Owner Trust Class A3 Series 2023-B | 5.180% | 3/15/28 | 50 | 50 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | John Deere Owner Trust Class A3 Series 2023-C | 5.480% | 5/15/28 | 120 | 122 | |
2 | John Deere Owner Trust Class A4 Series 2022-C | 5.200% | 9/17/29 | 50 | 50 | |
2 | John Deere Owner Trust Class A4 Series 2023-A | 5.010% | 12/17/29 | 25 | 25 | |
2 | John Deere Owner Trust Class A4 Series 2023-B | 5.110% | 5/15/30 | 25 | 25 | |
2 | John Deere Owner Trust Class A4 Series 2023-C | 5.390% | 8/15/30 | 20 | 21 | |
2,4 | JP Morgan Chase Commercial Mortgage Securities Trust Class A4 Series 2016-JP4 | 3.648% | 12/15/49 | 100 | 94 | |
2 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2014-C20 | 3.805% | 7/15/47 | 75 | 74 | |
2 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2015-JP1 | 3.914% | 1/15/49 | 75 | 72 | |
2 | JP Morgan Chase Commercial Mortgage Securities Trust Class A5 Series 2016-JP3 | 2.870% | 8/15/49 | 250 | 232 | |
2,4 | JP Morgan Chase Commercial Mortgage Securities Trust Class AS Series 2016-JP4 | 3.870% | 12/15/49 | 75 | 69 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A3 Series 2015-C31 | 3.801% | 8/15/48 | 89 | 86 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2014-C19 | 3.997% | 4/15/47 | 21 | 21 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2014-C22 | 3.801% | 9/15/47 | 175 | 172 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2014-C26 | 3.494% | 1/15/48 | 175 | 170 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C27 | 3.179% | 2/15/48 | 59 | 57 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C28 | 3.227% | 10/15/48 | 125 | 120 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C29 | 3.611% | 5/15/48 | 100 | 96 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A4 Series 2015-C33 | 3.770% | 12/15/48 | 82 | 79 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C18 | 4.079% | 2/15/47 | 82 | 80 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C21 | 3.775% | 8/15/47 | 25 | 25 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C23 | 3.934% | 9/15/47 | 85 | 84 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C24 | 3.639% | 11/15/47 | 50 | 49 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2014-C25 | 3.672% | 11/15/47 | 200 | 195 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C30 | 3.822% | 7/15/48 | 100 | 95 | |
2 | JPMBB Commercial Mortgage Securities Trust Class A5 Series 2015-C32 | 3.598% | 11/15/48 | 125 | 119 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C18 | 4.439% | 2/15/47 | 25 | 25 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C19 | 4.243% | 4/15/47 | 50 | 49 | |
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C22 | 4.110% | 9/15/47 | 50 | 48 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C23 | 4.202% | 9/15/47 | 50 | 49 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C24 | 3.914% | 11/15/47 | 75 | 69 | |
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C25 | 4.065% | 11/15/47 | 50 | 48 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2014-C26 | 3.800% | 1/15/48 | 50 | 48 | |
2 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C28 | 3.532% | 10/15/48 | 50 | 48 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class AS Series 2015-C30 | 4.226% | 7/15/48 | 50 | 46 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2014-C21 | 3.428% | 8/15/47 | 1 | 1 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C27 | 3.017% | 2/15/48 | 25 | 25 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C29 | 3.304% | 5/15/48 | 13 | 13 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C30 | 3.559% | 7/15/48 | 27 | 27 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C31 | 3.540% | 8/15/48 | 17 | 16 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2015-C32 | 3.358% | 11/15/48 | 39 | 38 | |
2 | JPMBB Commercial Mortgage Securities Trust Class ASB Series 2016-C1 | 3.316% | 3/17/49 | 29 | 28 | |
2,4 | JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C18 | 4.645% | 2/15/47 | 30 | 27 | |
2 | JPMBB Commercial Mortgage Securities Trust Class B Series 2014-C26 | 3.951% | 1/15/48 | 50 | 45 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A4 Series 2019-COR5 | 3.386% | 6/13/52 | 200 | 179 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP5 | 3.723% | 3/15/50 | 400 | 379 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2017-JP6 | 3.490% | 7/15/50 | 100 | 93 | |
2 | JPMCC Commercial Mortgage Securities Trust Class A5 Series 2019-COR4 | 4.029% | 3/10/52 | 100 | 90 | |
2 | JPMCC Commercial Mortgage Securities Trust Class AS Series 2017-JP6 | 3.744% | 7/15/50 | 100 | 88 | |
2 | JPMCC Commercial Mortgage Securities Trust Class AS Series 2019-COR5 | 3.669% | 6/13/52 | 25 | 22 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2016-C2 | 3.144% | 6/15/49 | 75 | 70 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2018-C8 | 4.211% | 6/15/51 | 225 | 212 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A4 Series 2019-COR6 | 3.057% | 11/13/52 | 175 | 138 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A5 Series 2017-C7 | 3.409% | 10/15/50 | 75 | 69 | |
2 | JPMDB Commercial Mortgage Securities Trust Class A5 Series 2020-COR7 | 2.180% | 5/13/53 | 50 | 39 | |
2 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2016-C2 | 3.484% | 6/15/49 | 50 | 45 | |
2,4 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2017-C7 | 3.713% | 10/15/50 | 50 | 45 | |
2 | JPMDB Commercial Mortgage Securities Trust Class AS Series 2018-C8 | 4.421% | 6/15/51 | 25 | 23 | |
2 | Mercedes-Benz Auto Lease Trust Class A3 Series 2021-B | 0.400% | 11/15/24 | 4 | 5 | |
2 | Mercedes-Benz Auto Lease Trust Class A3 Series 2023-A | 4.740% | 1/15/27 | 75 | 75 | |
2 | Mercedes-Benz Auto Lease Trust Class A4 Series 2021-B | 0.510% | 3/15/27 | 25 | 25 | |
2 | Mercedes-Benz Auto Lease Trust Class A4 Series 2023-A | 4.710% | 2/15/29 | 50 | 49 | |
2 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2021-1 | 0.460% | 6/15/26 | 42 | 41 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-1 | 4.510% | 11/15/27 | 75 | 75 | |
2 | Mercedes-Benz Auto Receivables Trust Class A3 Series 2023-2 | 5.950% | 11/15/28 | 50 | 52 | |
2 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2020-1 | 0.770% | 10/15/26 | 9 | 9 | |
2 | Mercedes-Benz Auto Receivables Trust Class A4 Series 2023-2 | 6.010% | 1/15/31 | 50 | 52 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A3 Series 2017-C34 | 3.276% | 11/15/52 | 125 | 117 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2014-C19 | 3.526% | 12/15/47 | 75 | 73 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C20 | 3.249% | 2/15/48 | 200 | 194 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C21 | 3.338% | 3/15/48 | 100 | 97 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C22 | 3.306% | 4/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C23 | 3.719% | 7/15/50 | 125 | 121 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C24 | 3.732% | 5/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2015-C27 | 3.753% | 12/15/47 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2016-C28 | 3.544% | 1/15/49 | 225 | 215 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A4 Series 2017-C34 | 3.536% | 11/15/52 | 150 | 139 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2014-C16 | 3.892% | 6/15/47 | 71 | 70 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2015-C25 | 3.635% | 10/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2015-C26 | 3.531% | 10/15/48 | 75 | 72 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C30 | 2.860% | 9/15/49 | 200 | 186 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2016-C31 | 3.102% | 11/15/49 | 250 | 233 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class A5 Series 2017-C33 | 3.599% | 5/15/50 | 150 | 142 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class AS Series 2017-C33 | 3.852% | 5/15/50 | 100 | 93 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2014-C19 | 3.326% | 12/15/47 | 7 | 7 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C20 | 3.069% | 2/15/48 | 7 | 7 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C22 | 3.040% | 4/15/48 | 20 | 19 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C23 | 3.398% | 7/15/50 | 12 | 12 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C25 | 3.383% | 10/15/48 | 37 | 36 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C26 | 3.323% | 10/15/48 | 25 | 25 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2015-C27 | 3.557% | 12/15/47 | 15 | 15 | |
2 | Morgan Stanley Bank of America Merrill Lynch Trust Class ASB Series 2016-C28 | 3.288% | 1/15/49 | 29 | 28 | |
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2014-C14 | 4.847% | 2/15/47 | 100 | 99 | |
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2014-C16 | 4.352% | 6/15/47 | 50 | 46 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2014-C18 | 4.428% | 10/15/47 | 50 | 48 | |
2,4 | Morgan Stanley Bank of America Merrill Lynch Trust Class B Series 2015-C22 | 3.883% | 4/15/48 | 50 | 46 | |
2 | Morgan Stanley Capital I Class A4 Series 2017-HR2 | 3.587% | 12/15/50 | 50 | 47 | |
2 | Morgan Stanley Capital I Trust Class A3 Series 2016-UBS9 | 3.329% | 3/15/49 | 25 | 24 | |
2 | Morgan Stanley Capital I Trust Class A3 Series 2019-L2 | 3.806% | 3/15/52 | 50 | 47 | |
2 | Morgan Stanley Capital I Trust Class A3 Series 2020-L4 | 2.698% | 2/15/53 | 175 | 154 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2015-UBS8 | 3.809% | 12/15/48 | 75 | 72 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2016-BNK2 | 3.049% | 11/15/49 | 100 | 93 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2016-UB11 | 2.782% | 8/15/49 | 200 | 187 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2016-UBS12 | 3.596% | 12/15/49 | 200 | 187 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2019-H6 | 3.417% | 6/15/52 | 250 | 229 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2019-L2 | 4.071% | 3/15/52 | 150 | 131 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2019-L3 | 3.127% | 11/15/52 | 200 | 175 | |
2 | Morgan Stanley Capital I Trust Class A4 Series 2020-HR8 | 2.041% | 7/15/53 | 65 | 54 | |
2,4 | Morgan Stanley Capital I Trust Class A4 Series 2021-L6 | 2.444% | 6/15/54 | 75 | 62 | |
2 | Morgan Stanley Capital I Trust Class A5 Series 2017-H1 | 3.530% | 6/15/50 | 150 | 140 | |
2 | Morgan Stanley Capital I Trust Class A5 Series 2021-L7 | 2.574% | 10/15/54 | 150 | 126 | |
2,4 | Morgan Stanley Capital I Trust Class A5 Series 2022-L8 | 3.794% | 4/15/55 | 150 | 136 | |
2 | Morgan Stanley Capital I Trust Class AS Series 2016-BNK2 | 3.282% | 11/15/49 | 83 | 72 | |
2 | Morgan Stanley Capital I Trust Class AS Series 2019-H6 | 3.700% | 6/15/52 | 25 | 22 | |
2 | Morgan Stanley Capital I Trust Class AS Series 2020-L4 | 2.880% | 2/15/53 | 25 | 20 | |
2 | MSWF Commercial Mortgage Trust Class A5 Series 2023-1 | 5.752% | 5/15/56 | 100 | 105 | |
2,4 | MSWF Commercial Mortgage Trust Class A5 Series 2023-2 | 6.014% | 12/15/56 | 50 | 54 | |
2,4 | MSWF Commercial Mortgage Trust Class AS Series 2023-1 | 6.199% | 5/15/56 | 50 | 50 | |
2 | Nissan Auto Lease Trust Class A3 Series 2023-A | 4.910% | 1/15/26 | 50 | 50 | |
2 | Nissan Auto Lease Trust Class A3 Series 2023-B | 5.690% | 7/15/26 | 25 | 25 | |
2 | Nissan Auto Lease Trust Class A4 Series 2023-A | 4.800% | 7/15/27 | 25 | 25 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2021-A | 0.330% | 10/15/25 | 45 | 44 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2022-A | 1.860% | 8/17/26 | 48 | 46 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2022-B | 4.460% | 5/17/27 | 75 | 74 | |
2 | Nissan Auto Receivables Owner Trust Class A3 Series 2023-A | 4.910% | 11/15/27 | 100 | 100 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2019-C | 1.950% | 5/15/26 | 8 | 8 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2021-A | 0.570% | 9/15/27 | 50 | 47 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2022-A | 2.070% | 12/17/29 | 25 | 24 | |
2 | Nissan Auto Receivables Owner Trust Class A4 Series 2023-B | 5.960% | 10/15/30 | 200 | 210 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-1 | 4.880% | 4/15/27 | 150 | 149 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-2 | 5.210% | 7/15/27 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | 5.730% | 4/17/28 | 40 | 40 | |
2 | Santander Drive Auto Receivables Trust Class A3 Series 2023-5 | 6.020% | 9/15/28 | 100 | 101 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2022-1 | 2.360% | 8/17/26 | 53 | 53 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2022-2 | 3.440% | 9/15/27 | 50 | 49 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-1 | 4.980% | 2/15/28 | 25 | 25 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Santander Drive Auto Receivables Trust Class B Series 2023-2 | 5.240% | 5/15/28 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-3 | 5.610% | 7/17/28 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-4 | 5.770% | 12/15/28 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class B Series 2023-5 | 6.160% | 12/17/29 | 50 | 51 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2021-3 | 0.950% | 9/15/27 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2021-4 | 1.260% | 2/16/27 | 50 | 49 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2022-1 | 2.560% | 4/17/28 | 25 | 24 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2022-2 | 3.760% | 7/16/29 | 50 | 48 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-1 | 5.090% | 5/15/30 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-2 | 5.470% | 12/16/30 | 25 | 25 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-3 | 5.770% | 11/15/30 | 20 | 20 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-4 | 6.040% | 12/15/31 | 60 | 60 | |
2 | Santander Drive Auto Receivables Trust Class C Series 2023-5 | 6.430% | 2/18/31 | 50 | 51 | |
2 | Santander Drive Auto Receivables Trust Class D Series 2021-2 | 1.350% | 7/15/27 | 60 | 58 | |
2 | Santander Drive Auto Receivables Trust Class D Series 2021-3 | 1.330% | 9/15/27 | 50 | 48 | |
2 | Synchrony Card Funding LLC Class A Series 2022-A1 | 3.370% | 4/15/28 | 200 | 195 | |
2 | Synchrony Card Funding LLC Class A Series 2023-A1 | 5.540% | 7/15/29 | 75 | 76 | |
2 | Synchrony Card Funding LLC Class A Series 2023-A2 | 5.740% | 10/15/29 | 200 | 205 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2020-A | 0.260% | 5/15/25 | 9 | 8 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2021-B | 0.260% | 11/17/25 | 132 | 129 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2021-C | 0.430% | 1/15/26 | 74 | 72 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2021-D | 0.710% | 4/15/26 | 71 | 69 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2022-B | 2.930% | 9/15/26 | 75 | 74 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2022-C | 3.760% | 4/15/27 | 50 | 49 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-A | 4.630% | 9/15/27 | 50 | 50 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | 4.710% | 2/15/28 | 50 | 50 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | 5.160% | 4/17/28 | 50 | 50 | |
2 | Toyota Auto Receivables Owner Trust Class A3 Series 2023-D | 5.540% | 8/15/28 | 50 | 51 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2020-A | 1.680% | 5/15/25 | 14 | 14 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2020-A | 0.390% | 6/15/26 | 25 | 24 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2020-D | 0.470% | 1/15/26 | 24 | 23 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2021-B | 0.530% | 10/15/26 | 50 | 47 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-A | 4.420% | 8/15/28 | 25 | 25 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-B | 4.660% | 9/15/28 | 25 | 25 | |
2 | Toyota Auto Receivables Owner Trust Class A4 Series 2023-D | 5.490% | 3/15/29 | 50 | 51 | |
2 | UBS Commercial Mortgage Trust Class A3 Series 2017-C4 | 3.301% | 10/15/50 | 91 | 85 | |
2 | UBS Commercial Mortgage Trust Class A3 Series 2018-C8 | 3.720% | 2/15/51 | 120 | 113 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C1 | 3.460% | 6/15/50 | 100 | 93 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C2 | 3.487% | 8/15/50 | 150 | 141 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C3 | 3.426% | 8/15/50 | 175 | 162 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C4 | 3.563% | 10/15/50 | 150 | 139 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2017-C7 | 3.679% | 12/15/50 | 150 | 138 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C10 | 4.313% | 5/15/51 | 175 | 166 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C13 | 4.334% | 10/15/51 | 75 | 71 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C14 | 4.448% | 12/15/51 | 225 | 212 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2018-C15 | 4.341% | 12/15/51 | 125 | 119 | |
2,4 | UBS Commercial Mortgage Trust Class A4 Series 2018-C9 | 4.117% | 3/15/51 | 275 | 258 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2019-C16 | 3.605% | 4/15/52 | 100 | 90 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2019-C17 | 2.921% | 10/15/52 | 125 | 109 | |
2 | UBS Commercial Mortgage Trust Class A4 Series 2019-C18 | 3.035% | 12/15/52 | 75 | 65 | |
2 | UBS Commercial Mortgage Trust Class A5 Series 2017-C5 | 3.474% | 11/15/50 | 100 | 92 | |
2,4 | UBS Commercial Mortgage Trust Class A5 Series 2018-C11 | 4.241% | 6/15/51 | 125 | 117 | |
2 | UBS Commercial Mortgage Trust Class A5 Series 2018-C12 | 4.296% | 8/15/51 | 100 | 94 | |
2 | UBS Commercial Mortgage Trust Class AS Series 2017-C1 | 3.724% | 6/15/50 | 50 | 46 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C2 | 3.740% | 8/15/50 | 50 | 44 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C3 | 3.739% | 8/15/50 | 75 | 69 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C4 | 3.836% | 10/15/50 | 62 | 55 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2017-C7 | 4.061% | 12/15/50 | 100 | 92 | |
2,4 | UBS Commercial Mortgage Trust Class AS Series 2018-C8 | 4.215% | 2/15/51 | 75 | 69 | |
2 | UBS Commercial Mortgage Trust Class AS Series 2019-C16 | 3.887% | 4/15/52 | 25 | 22 | |
2 | Verizon Master Trust Class A Series 2021-1 | 0.500% | 5/20/27 | 550 | 540 | |
2 | Verizon Master Trust Class A Series 2021-2 | 0.990% | 4/20/28 | 350 | 338 | |
2 | Verizon Master Trust Class A Series 2022-2 | 1.530% | 7/20/28 | 150 | 144 | |
2 | Verizon Master Trust Class A Series 2022-4 | 3.400% | 11/20/28 | 200 | 195 | |
2 | Verizon Master Trust Class A Series 2022-6 | 3.670% | 1/22/29 | 100 | 99 | |
2 | Verizon Master Trust Class A Series 2023-1 | 4.490% | 1/22/29 | 175 | 174 | |
2 | Verizon Master Trust Class A Series 2023-2 | 4.890% | 4/13/28 | 75 | 75 | |
2 | Verizon Master Trust Class A1A Series 2023-4 | 5.160% | 6/20/29 | 160 | 162 | |
2 | Verizon Master Trust Class A1A Series 2023-5 | 5.610% | 9/8/28 | 50 | 50 | |
2 | Verizon Master Trust Class A1A Series 2023-7 | 5.670% | 11/20/29 | 50 | 51 | |
2 | Volkswagen Auto Lease Trust Class A3 Series 2023-A | 5.810% | 10/20/26 | 100 | 101 | |
2 | Volkswagen Auto Lease Trust Class A4 Series 2023-A | 5.800% | 4/20/28 | 40 | 40 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2021-1 | 1.020% | 6/22/26 | 83 | 81 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-1 | 5.020% | 6/20/28 | 50 | 50 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A3 Series 2023-2 | 5.480% | 12/20/28 | 50 | 51 | |
2 | Volkswagen Auto Loan Enhanced Trust Class A4 Series 2023-2 | 5.570% | 4/22/30 | 50 | 52 | |
2 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-BNK1 | 2.652% | 8/15/49 | 150 | 139 | |
2 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2016-C36 | 2.807% | 11/15/59 | 41 | 39 | |
2 | Wells Fargo Commercial Mortgage Trust Class A3 Series 2017-C40 | 3.317% | 10/15/50 | 100 | 94 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C26 | 3.166% | 2/15/48 | 75 | 73 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C27 | 3.190% | 2/15/48 | 146 | 143 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C28 | 3.540% | 5/15/48 | 175 | 169 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C29 | 3.637% | 6/15/48 | 175 | 170 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-C30 | 3.664% | 9/15/58 | 50 | 48 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-LC22 | 3.839% | 9/15/58 | 75 | 72 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-P2 | 3.809% | 12/15/48 | 50 | 48 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2015-SG1 | 3.789% | 9/15/48 | 204 | 197 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C33 | 3.426% | 3/15/59 | 325 | 310 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-C34 | 3.096% | 6/15/49 | 75 | 71 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2016-LC24 | 2.942% | 10/15/49 | 162 | 152 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C40 | 3.581% | 10/15/50 | 150 | 142 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2017-C41 | 3.472% | 11/15/50 | 250 | 235 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C43 | 4.012% | 3/15/51 | 275 | 262 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C45 | 4.184% | 6/15/51 | 200 | 192 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C46 | 4.152% | 8/15/51 | 75 | 71 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2018-C47 | 4.442% | 9/15/61 | 150 | 146 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C51 | 3.311% | 6/15/52 | 200 | 177 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C53 | 3.040% | 10/15/52 | 200 | 179 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2019-C54 | 3.146% | 12/15/52 | 100 | 90 | |
2 | Wells Fargo Commercial Mortgage Trust Class A4 Series 2020-C58 | 2.092% | 7/15/53 | 50 | 41 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2014-LC16 | 3.817% | 8/15/50 | 75 | 74 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2014-LC18 | 3.405% | 12/15/47 | 125 | 122 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2015-LC20 | 3.184% | 4/15/50 | 276 | 267 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2015-NXS1 | 3.148% | 5/15/48 | 50 | 48 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2016-C37 | 3.794% | 12/15/49 | 100 | 96 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C38 | 3.453% | 7/15/50 | 192 | 180 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2017-C39 | 3.418% | 9/15/50 | 175 | 163 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2018-C44 | 4.212% | 5/15/51 | 175 | 168 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2019-C52 | 2.892% | 8/15/52 | 270 | 240 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C55 | 2.725% | 2/15/53 | 165 | 144 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2020-C56 | 2.448% | 6/15/53 | 50 | 42 | |
2 | Wells Fargo Commercial Mortgage Trust Class A5 Series 2021-C59 | 2.626% | 4/15/54 | 100 | 85 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2014-LC18 | 3.808% | 12/15/47 | 75 | 72 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2015-C26 | 3.580% | 2/15/48 | 50 | 48 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2015-C28 | 3.872% | 5/15/48 | 31 | 29 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2015-LC22 | 4.207% | 9/15/58 | 75 | 73 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C38 | 3.665% | 7/15/50 | 54 | 48 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C39 | 3.702% | 9/15/50 | 100 | 88 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2017-C40 | 3.854% | 10/15/50 | 25 | 23 | |
2,4 | Wells Fargo Commercial Mortgage Trust Class AS Series 2018-C43 | 4.152% | 3/15/51 | 50 | 46 | |
2 | Wells Fargo Commercial Mortgage Trust Class AS Series 2019-C52 | 3.143% | 8/15/52 | 100 | 84 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-C26 | 2.991% | 2/15/48 | 25 | 24 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-C29 | 3.400% | 6/15/48 | 31 | 30 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-LC20 | 2.978% | 4/15/50 | 8 | 8 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-LC22 | 3.571% | 9/15/58 | 15 | 15 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-NXS1 | 2.934% | 5/15/48 | 2 | 2 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2015-P2 | 3.656% | 12/15/48 | 40 | 39 | |
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2016-C32 | 3.324% | 1/15/59 | 22 | 22 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Wells Fargo Commercial Mortgage Trust Class ASB Series 2016-LC24 | 2.825% | 10/15/49 | 48 | 46 | |
2 | Wells Fargo Commercial Mortgage Trust Class B Series 2015-LC20 | 3.719% | 4/15/50 | 50 | 47 | |
2 | WFRBS Commercial Mortgage Trust Class A3 Series 2014-C24 | 3.428% | 11/15/47 | 25 | 24 | |
2 | WFRBS Commercial Mortgage Trust Class A4 Series 2014-C21 | 3.410% | 8/15/47 | 46 | 46 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C19 | 4.101% | 3/15/47 | 39 | 39 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C20 | 3.995% | 5/15/47 | 25 | 24 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C21 | 3.678% | 8/15/47 | 75 | 74 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C22 | 3.752% | 9/15/57 | 150 | 146 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C23 | 3.917% | 10/15/57 | 50 | 49 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C24 | 3.607% | 11/15/47 | 65 | 63 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-C25 | 3.631% | 11/15/47 | 50 | 49 | |
2 | WFRBS Commercial Mortgage Trust Class A5 Series 2014-LC14 | 4.045% | 3/15/47 | 9 | 9 | |
2 | WFRBS Commercial Mortgage Trust Class AS Series 2013-C14 | 3.488% | 6/15/46 | 20 | 19 | |
2,4 | WFRBS Commercial Mortgage Trust Class AS Series 2013-C15 | 4.358% | 8/15/46 | 9 | 9 | |
2 | WFRBS Commercial Mortgage Trust Class AS Series 2014-C20 | 4.176% | 5/15/47 | 25 | 24 | |
2,4 | WFRBS Commercial Mortgage Trust Class AS Series 2014-LC14 | 4.351% | 3/15/47 | 60 | 59 | |
2 | WFRBS Commercial Mortgage Trust Class ASB Series 2014-C23 | 3.636% | 10/15/57 | 10 | 10 | |
2,4 | WFRBS Commercial Mortgage Trust Class B Series 2014-C19 | 4.723% | 3/15/47 | 25 | 24 | |
2,4 | WFRBS Commercial Mortgage Trust Class B Series 2014-C22 | 4.371% | 9/15/57 | 25 | 22 | |
2 | World Omni Auto Receivables Trust Ciass A4 Series 2023-B | 4.680% | 5/15/29 | 50 | 50 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2020-B | 0.630% | 5/15/25 | 1 | 1 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2020-C | 0.480% | 11/17/25 | 9 | 9 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-A | 0.300% | 1/15/26 | 15 | 14 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-B | 0.420% | 6/15/26 | 36 | 35 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-C | 0.440% | 8/17/26 | 58 | 56 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2021-D | 0.810% | 10/15/26 | 70 | 68 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2022-A | 1.660% | 5/17/27 | 45 | 44 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2022-B | 3.250% | 7/15/27 | 75 | 74 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2022-C | 3.660% | 10/15/27 | 50 | 49 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-A | 4.830% | 5/15/28 | 75 | 75 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-B | 4.660% | 5/15/28 | 50 | 50 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-C | 5.150% | 11/15/28 | 25 | 25 | |
2 | World Omni Auto Receivables Trust Class A3 Series 2023-D | 5.790% | 2/15/29 | 300 | 307 | |
2 | World Omni Auto Receivables Trust Class A4 Series 2020-B | 0.820% | 1/15/26 | 10 | 10 | |
2 | World Omni Auto Receivables Trust Class A4 Series 2020-C | 0.610% | 10/15/26 | 25 | 24 | |
2 | World Omni Auto Receivables Trust Class A4 Series 2023-A | 4.660% | 5/15/29 | 25 | 25 | |
2 | World Omni Automobile Lease Securitization Class A3 Series 2023-A | 5.070% | 9/15/26 | 50 | 50 | |
2 | World Omni Select Auto Trust Class A3 Series 2023-A | 5.650% | 7/17/28 | 75 | 75 | |
2 | World Omni Select Auto Trust Class C Series 2023-A | 6.000% | 1/16/29 | 25 | 25 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $119,839) | 110,295 | |||||
Corporate Bonds (26.7%) | ||||||
Communications (2.3%) | ||||||
Alphabet Inc. | 0.450% | 8/15/25 | 500 | 469 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 500 | 447 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alphabet Inc. | 1.100% | 8/15/30 | 500 | 415 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 200 | 139 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 540 | 338 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 200 | 189 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 200 | 178 | ||
America Movil SAB de CV | 4.700% | 7/21/32 | 250 | 245 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 300 | 334 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 150 | 164 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 200 | 218 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 250 | 226 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 200 | 177 | ||
AT&T Inc. | 3.875% | 1/15/26 | 400 | 392 | ||
AT&T Inc. | 5.539% | 2/20/26 | 250 | 250 | ||
AT&T Inc. | 1.700% | 3/25/26 | 500 | 468 | ||
AT&T Inc. | 3.800% | 2/15/27 | 700 | 683 | ||
AT&T Inc. | 2.300% | 6/1/27 | 450 | 418 | ||
AT&T Inc. | 1.650% | 2/1/28 | 500 | 445 | ||
AT&T Inc. | 4.100% | 2/15/28 | 402 | 393 | ||
AT&T Inc. | 4.350% | 3/1/29 | 663 | 655 | ||
AT&T Inc. | 4.300% | 2/15/30 | 460 | 450 | ||
AT&T Inc. | 2.750% | 6/1/31 | 450 | 394 | ||
AT&T Inc. | 2.250% | 2/1/32 | 600 | 496 | ||
AT&T Inc. | 2.550% | 12/1/33 | 472 | 385 | ||
AT&T Inc. | 4.500% | 5/15/35 | 200 | 190 | ||
AT&T Inc. | 5.250% | 3/1/37 | 550 | 553 | ||
AT&T Inc. | 4.900% | 8/15/37 | 300 | 290 | ||
AT&T Inc. | 4.850% | 3/1/39 | 480 | 459 | ||
AT&T Inc. | 3.500% | 6/1/41 | 500 | 397 | ||
AT&T Inc. | 4.300% | 12/15/42 | 271 | 236 | ||
AT&T Inc. | 4.750% | 5/15/46 | 723 | 655 | ||
AT&T Inc. | 5.150% | 11/15/46 | 736 | 709 | ||
AT&T Inc. | 4.500% | 3/9/48 | 400 | 350 | ||
AT&T Inc. | 3.650% | 6/1/51 | 367 | 277 | ||
AT&T Inc. | 3.500% | 9/15/53 | 1,764 | 1,283 | ||
AT&T Inc. | 3.550% | 9/15/55 | 1,550 | 1,118 | ||
AT&T Inc. | 3.800% | 12/1/57 | 968 | 721 | ||
AT&T Inc. | 3.650% | 9/15/59 | 629 | 452 | ||
AT&T Inc. | 3.850% | 6/1/60 | 416 | 311 | ||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 195 | ||
Baidu Inc. | 3.625% | 7/6/27 | 200 | 192 | ||
Baidu Inc. | 3.425% | 4/7/30 | 200 | 182 | ||
Baidu Inc. | 2.375% | 8/23/31 | 200 | 165 | ||
Bell Telephone Co. of Canada or Bell Canada | 5.100% | 5/11/33 | 1,000 | 1,025 | ||
Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 100 | 71 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 100 | 98 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 225 | 221 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 100 | 97 | ||
Booking Holdings Inc. | 4.625% | 4/13/30 | 300 | 302 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 516 | 639 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.908% | 7/23/25 | 850 | 842 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.150% | 11/10/26 | 500 | 511 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.750% | 2/15/28 | 230 | 217 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.250% | 1/15/29 | 250 | 217 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.050% | 3/30/29 | 225 | 223 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 2.800% | 4/1/31 | 330 | 279 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.400% | 4/1/33 | 200 | 185 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.650% | 2/1/34 | 200 | 211 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 4/1/38 | 350 | 316 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.500% | 6/1/41 | 180 | 127 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.500% | 3/1/42 | 250 | 174 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.484% | 10/23/45 | 450 | 442 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.375% | 5/1/47 | 450 | 384 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.750% | 4/1/48 | 400 | 356 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.125% | 7/1/49 | 275 | 224 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.800% | 3/1/50 | 650 | 506 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.700% | 4/1/51 | 400 | 261 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.900% | 6/1/52 | 500 | 337 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.250% | 4/1/53 | 300 | 252 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 6.834% | 10/23/55 | 75 | 75 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.850% | 4/1/61 | 300 | 189 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 4.400% | 12/1/61 | 200 | 138 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 3.950% | 6/30/62 | 250 | 159 | ||
Charter Communications Operating LLC / Charter Communications Operating Capital | 5.500% | 4/1/63 | 200 | 167 | ||
Comcast Corp. | 3.375% | 8/15/25 | 500 | 489 | ||
Comcast Corp. | 3.950% | 10/15/25 | 625 | 617 | ||
Comcast Corp. | 3.150% | 3/1/26 | 400 | 388 | ||
Comcast Corp. | 2.350% | 1/15/27 | 495 | 465 | ||
Comcast Corp. | 3.300% | 2/1/27 | 400 | 386 | ||
Comcast Corp. | 3.300% | 4/1/27 | 150 | 144 | ||
Comcast Corp. | 3.150% | 2/15/28 | 325 | 310 | ||
Comcast Corp. | 4.150% | 10/15/28 | 950 | 937 | ||
Comcast Corp. | 4.550% | 1/15/29 | 200 | 201 | ||
Comcast Corp. | 4.250% | 10/15/30 | 350 | 345 | ||
Comcast Corp. | 1.950% | 1/15/31 | 500 | 422 | ||
Comcast Corp. | 1.500% | 2/15/31 | 500 | 408 | ||
Comcast Corp. | 4.250% | 1/15/33 | 275 | 267 | ||
Comcast Corp. | 4.800% | 5/15/33 | 200 | 203 | ||
Comcast Corp. | 4.200% | 8/15/34 | 175 | 167 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,065 | 1,144 | ||
Comcast Corp. | 4.400% | 8/15/35 | 150 | 144 | ||
Comcast Corp. | 3.200% | 7/15/36 | 225 | 189 | ||
Comcast Corp. | 6.450% | 3/15/37 | 175 | 200 | ||
Comcast Corp. | 4.600% | 10/15/38 | 550 | 533 | ||
Comcast Corp. | 3.250% | 11/1/39 | 250 | 203 | ||
Comcast Corp. | 3.750% | 4/1/40 | 300 | 258 | ||
Comcast Corp. | 4.650% | 7/15/42 | 370 | 348 | ||
Comcast Corp. | 3.400% | 7/15/46 | 200 | 155 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 3.969% | 11/1/47 | 1,086 | 913 | ||
Comcast Corp. | 4.000% | 3/1/48 | 200 | 168 | ||
Comcast Corp. | 4.700% | 10/15/48 | 38 | 36 | ||
Comcast Corp. | 3.999% | 11/1/49 | 268 | 224 | ||
Comcast Corp. | 3.450% | 2/1/50 | 400 | 308 | ||
Comcast Corp. | 2.800% | 1/15/51 | 300 | 200 | ||
Comcast Corp. | 2.887% | 11/1/51 | 882 | 597 | ||
Comcast Corp. | 5.350% | 5/15/53 | 283 | 294 | ||
Comcast Corp. | 2.937% | 11/1/56 | 853 | 562 | ||
Comcast Corp. | 4.950% | 10/15/58 | 238 | 234 | ||
Comcast Corp. | 2.987% | 11/1/63 | 847 | 547 | ||
Comcast Corp. | 5.500% | 5/15/64 | 248 | 261 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 775 | 934 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 303 | 296 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 400 | 381 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 325 | 291 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 150 | 150 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 225 | 194 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 75 | 65 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 200 | 161 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 269 | 191 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 100 | 100 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 150 | 150 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 150 | 150 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 250 | 229 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 81 | 72 | ||
Fox Corp. | 3.050% | 4/7/25 | 100 | 97 | ||
Fox Corp. | 4.709% | 1/25/29 | 375 | 373 | ||
Fox Corp. | 3.500% | 4/8/30 | 150 | 138 | ||
Fox Corp. | 5.476% | 1/25/39 | 250 | 244 | ||
Fox Corp. | 5.576% | 1/25/49 | 325 | 312 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 100 | 99 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 125 | 131 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 225 | 193 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 200 | 179 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 210 | 209 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 100 | 99 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 100 | 98 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 175 | 166 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 125 | 147 | ||
Meta Platforms Inc. | 3.500% | 8/15/27 | 200 | 195 | ||
Meta Platforms Inc. | 4.600% | 5/15/28 | 275 | 279 | ||
Meta Platforms Inc. | 4.800% | 5/15/30 | 200 | 205 | ||
Meta Platforms Inc. | 3.850% | 8/15/32 | 200 | 190 | ||
Meta Platforms Inc. | 4.950% | 5/15/33 | 300 | 310 | ||
Meta Platforms Inc. | 4.450% | 8/15/52 | 500 | 460 | ||
Meta Platforms Inc. | 5.600% | 5/15/53 | 442 | 480 | ||
Meta Platforms Inc. | 4.650% | 8/15/62 | 200 | 187 | ||
Meta Platforms Inc. | 5.750% | 5/15/63 | 310 | 340 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 225 | 206 | ||
Netflix Inc. | 4.375% | 11/15/26 | 245 | 244 | ||
Netflix Inc. | 4.875% | 4/15/28 | 467 | 473 | ||
Netflix Inc. | 5.875% | 11/15/28 | 230 | 243 | ||
Netflix Inc. | 6.375% | 5/15/29 | 85 | 93 | ||
5 | Netflix Inc. | 5.375% | 11/15/29 | 147 | 152 | |
5 | Netflix Inc. | 4.875% | 6/15/30 | 83 | 84 | |
Omnicom Group Inc. | 2.450% | 4/30/30 | 150 | 130 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 100 | 97 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 200 | 172 | ||
Omnicom Group Inc. / Omnicom Capital Inc. | 3.600% | 4/15/26 | 250 | 244 | ||
Orange SA | 9.000% | 3/1/31 | 550 | 680 | ||
Orange SA | 5.375% | 1/13/42 | 325 | 331 | ||
Orange SA | 5.500% | 2/6/44 | 200 | 208 | ||
Paramount Global Inc. | 2.900% | 1/15/27 | 279 | 258 | ||
Paramount Global Inc. | 3.375% | 2/15/28 | 100 | 91 | ||
Paramount Global Inc. | 3.700% | 6/1/28 | 100 | 92 | ||
Paramount Global Inc. | 4.950% | 1/15/31 | 250 | 237 | ||
Paramount Global Inc. | 4.200% | 5/19/32 | 200 | 179 | ||
Paramount Global Inc. | 5.500% | 5/15/33 | 75 | 71 | ||
Paramount Global Inc. | 6.875% | 4/30/36 | 240 | 244 | ||
Paramount Global Inc. | 4.850% | 7/1/42 | 225 | 180 | ||
Paramount Global Inc. | 4.375% | 3/15/43 | 256 | 190 | ||
Paramount Global Inc. | 5.850% | 9/1/43 | 225 | 203 | ||
Paramount Global Inc. | 4.900% | 8/15/44 | 100 | 79 | ||
Paramount Global Inc. | 4.950% | 5/19/50 | 150 | 122 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 125 | 121 | ||
Rogers Communications Inc. | 2.900% | 11/15/26 | 100 | 95 | ||
Rogers Communications Inc. | 3.200% | 3/15/27 | 200 | 191 | ||
Rogers Communications Inc. | 3.800% | 3/15/32 | 400 | 368 | ||
Rogers Communications Inc. | 4.500% | 3/15/42 | 200 | 177 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 265 | 235 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rogers Communications Inc. | 5.000% | 3/15/44 | 190 | 178 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 250 | 212 | ||
Rogers Communications Inc. | 3.700% | 11/15/49 | 150 | 114 | ||
Rogers Communications Inc. | 4.550% | 3/15/52 | 400 | 350 | ||
Sprint Capital Corp. | 6.875% | 11/15/28 | 250 | 271 | ||
Sprint Capital Corp. | 8.750% | 3/15/32 | 448 | 553 | ||
Sprint LLC | 7.625% | 2/15/25 | 245 | 249 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 200 | 196 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 200 | 194 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 250 | 245 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 475 | 538 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 200 | 183 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 550 | 512 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 250 | 221 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 250 | 293 | ||
TELUS Corp. | 2.800% | 2/16/27 | 100 | 94 | ||
TELUS Corp. | 3.400% | 5/13/32 | 100 | 89 | ||
TELUS Corp. | 4.300% | 6/15/49 | 200 | 168 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 200 | 162 | ||
Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | 200 | 233 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 200 | 197 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 50 | 52 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 400 | 398 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 425 | 387 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 250 | 219 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 250 | 197 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 600 | 588 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 200 | 186 | ||
T-Mobile USA Inc. | 2.250% | 2/15/26 | 339 | 321 | ||
T-Mobile USA Inc. | 2.625% | 4/15/26 | 104 | 99 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 800 | 776 | ||
T-Mobile USA Inc. | 5.375% | 4/15/27 | 70 | 70 | ||
T-Mobile USA Inc. | 4.750% | 2/1/28 | 200 | 199 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 250 | 226 | ||
T-Mobile USA Inc. | 4.950% | 3/15/28 | 70 | 71 | ||
T-Mobile USA Inc. | 4.800% | 7/15/28 | 200 | 202 | ||
T-Mobile USA Inc. | 2.625% | 2/15/29 | 140 | 126 | ||
T-Mobile USA Inc. | 2.400% | 3/15/29 | 100 | 90 | ||
T-Mobile USA Inc. | 3.375% | 4/15/29 | 110 | 102 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 1,520 | 1,443 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 900 | 775 | ||
T-Mobile USA Inc. | 2.875% | 2/15/31 | 186 | 164 | ||
T-Mobile USA Inc. | 3.500% | 4/15/31 | 395 | 361 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 500 | 416 | ||
T-Mobile USA Inc. | 2.700% | 3/15/32 | 200 | 171 | ||
T-Mobile USA Inc. | 5.200% | 1/15/33 | 300 | 307 | ||
T-Mobile USA Inc. | 5.050% | 7/15/33 | 460 | 464 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 400 | 362 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 155 | 116 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 850 | 753 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 1,000 | 724 | ||
T-Mobile USA Inc. | 3.400% | 10/15/52 | 575 | 420 | ||
T-Mobile USA Inc. | 5.650% | 1/15/53 | 158 | 165 | ||
T-Mobile USA Inc. | 5.750% | 1/15/54 | 221 | 234 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 200 | 146 | ||
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 300 | 290 | ||
TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 170 | 159 | ||
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 75 | 69 | ||
TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 205 | 184 | ||
TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 125 | 106 | ||
TWDC Enterprises 18 Corp. | 4.125% | 6/1/44 | 200 | 179 | ||
TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 300 | 220 | ||
Verisign Inc. | 2.700% | 6/15/31 | 200 | 172 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 250 | 245 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 500 | 465 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 500 | 466 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 475 | 453 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 700 | 690 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 150 | 143 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 600 | 542 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 829 | 820 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 727 | 703 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 310 | 284 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 527 | 434 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 500 | 411 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 800 | 690 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 933 | 777 | ||
Verizon Communications Inc. | 5.050% | 5/9/33 | 177 | 181 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 575 | 561 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 325 | 313 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 256 | 241 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Verizon Communications Inc. | 4.812% | 3/15/39 | 350 | 339 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 700 | 505 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 600 | 479 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 200 | 148 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 200 | 194 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 250 | 215 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 639 | 610 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 176 | 161 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 250 | 208 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 500 | 341 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 900 | 694 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 900 | 599 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 500 | 329 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 500 | 383 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 103 | 103 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 150 | 172 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 100 | 109 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 200 | 217 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 275 | 240 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 83 | 81 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 350 | 318 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 300 | 250 | ||
Vodafone Group plc | 5.625% | 2/10/53 | 310 | 314 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 100 | 91 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 345 | 339 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 125 | 123 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 300 | 284 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 200 | 185 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 400 | 355 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 240 | 233 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 700 | 623 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 400 | 453 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 149 | 171 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 200 | 235 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 75 | 73 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 400 | 338 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 100 | 105 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 175 | 169 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 275 | 189 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 395 | 384 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 400 | 322 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 300 | 244 | ||
Warnermedia Holdings Inc. | 3.638% | 3/15/25 | 300 | 294 | ||
Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 800 | 767 | ||
Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 300 | 284 | ||
Warnermedia Holdings Inc. | 4.279% | 3/15/32 | 1,000 | 915 | ||
Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 900 | 793 | ||
Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 1,400 | 1,205 | ||
Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 350 | 301 | ||
Weibo Corp. | 3.375% | 7/8/30 | 200 | 172 | ||
98,236 | ||||||
Consumer Discretionary (1.7%) | ||||||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 400 | 379 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 300 | 248 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 280 | 263 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 200 | 172 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 225 | 184 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 200 | 133 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 100 | 81 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 300 | 190 | ||
Amazon.com Inc. | 3.800% | 12/5/24 | 120 | 119 | ||
Amazon.com Inc. | 3.000% | 4/13/25 | 200 | 196 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 285 | 270 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 225 | 228 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 600 | 554 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 600 | 583 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 285 | 257 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 725 | 697 | ||
Amazon.com Inc. | 4.550% | 12/1/27 | 500 | 507 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 500 | 450 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 400 | 388 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 405 | 343 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 500 | 431 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 500 | 476 | ||
Amazon.com Inc. | 4.700% | 12/1/32 | 500 | 514 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 225 | 233 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 600 | 557 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 500 | 393 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 600 | 541 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 800 | 533 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 700 | 523 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 400 | 351 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 400 | 265 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amazon.com Inc. | 3.250% | 5/12/61 | 200 | 147 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 400 | 354 | ||
American Honda Finance Corp. | 4.600% | 4/17/25 | 200 | 199 | ||
American Honda Finance Corp. | 1.200% | 7/8/25 | 200 | 190 | ||
American Honda Finance Corp. | 5.250% | 7/7/26 | 200 | 204 | ||
American Honda Finance Corp. | 2.350% | 1/8/27 | 100 | 94 | ||
American Honda Finance Corp. | 2.000% | 3/24/28 | 100 | 91 | ||
American Honda Finance Corp. | 5.125% | 7/7/28 | 200 | 206 | ||
American Honda Finance Corp. | 5.650% | 11/15/28 | 200 | 209 | ||
American Honda Finance Corp. | 2.250% | 1/12/29 | 100 | 90 | ||
American Honda Finance Corp. | 4.600% | 4/17/30 | 200 | 200 | ||
American Honda Finance Corp. | 1.800% | 1/13/31 | 300 | 254 | ||
2 | American University | 3.672% | 4/1/49 | 110 | 89 | |
Aptiv plc | 4.350% | 3/15/29 | 50 | 49 | ||
Aptiv plc | 4.400% | 10/1/46 | 50 | 40 | ||
Aptiv plc | 5.400% | 3/15/49 | 50 | 47 | ||
Aptiv plc | 3.100% | 12/1/51 | 250 | 163 | ||
Aptiv plc / Aptiv Corp. | 3.250% | 3/1/32 | 200 | 177 | ||
Aptiv plc / Aptiv Corp. | 4.150% | 5/1/52 | 200 | 159 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 150 | 147 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 75 | 70 | ||
AutoNation Inc. | 3.850% | 3/1/32 | 250 | 223 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 132 | 129 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 100 | 97 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 100 | 96 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 250 | 240 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 200 | 163 | ||
AutoZone Inc. | 4.750% | 8/1/32 | 200 | 198 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 200 | 199 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 200 | 185 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 100 | 83 | ||
California Endowment | 2.498% | 4/1/51 | 50 | 32 | ||
California Institute of Technology | 4.321% | 8/1/45 | 70 | 65 | ||
California Institute of Technology | 4.700% | 11/1/11 | 50 | 45 | ||
California Institute of Technology | 3.650% | 9/1/19 | 100 | 71 | ||
Claremont Mckenna College | 3.775% | 1/1/22 | 150 | 103 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 200 | 194 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 50 | 42 | ||
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 200 | 170 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 100 | 72 | ||
2 | Duke University | 2.682% | 10/1/44 | 100 | 75 | |
2 | Duke University | 2.757% | 10/1/50 | 50 | 35 | |
2 | Duke University | 2.832% | 10/1/55 | 125 | 86 | |
eBay Inc. | 1.900% | 3/11/25 | 180 | 173 | ||
eBay Inc. | 1.400% | 5/10/26 | 200 | 185 | ||
eBay Inc. | 3.600% | 6/5/27 | 300 | 290 | ||
eBay Inc. | 2.700% | 3/11/30 | 200 | 178 | ||
eBay Inc. | 2.600% | 5/10/31 | 200 | 174 | ||
eBay Inc. | 4.000% | 7/15/42 | 200 | 167 | ||
eBay Inc. | 3.650% | 5/10/51 | 200 | 153 | ||
Emory University | 2.143% | 9/1/30 | 150 | 129 | ||
Emory University | 2.969% | 9/1/50 | 50 | 36 | ||
Ford Foundation | 2.415% | 6/1/50 | 60 | 39 | ||
Ford Foundation | 2.815% | 6/1/70 | 150 | 96 | ||
Ford Motor Co. | 9.625% | 4/22/30 | 50 | 59 | ||
Ford Motor Co. | 7.450% | 7/16/31 | 60 | 65 | ||
Ford Motor Co. | 3.250% | 2/12/32 | 251 | 209 | ||
Ford Motor Co. | 6.100% | 8/19/32 | 131 | 132 | ||
Ford Motor Co. | 4.750% | 1/15/43 | 149 | 123 | ||
Ford Motor Co. | 7.400% | 11/1/46 | 30 | 33 | ||
Ford Motor Co. | 5.291% | 12/8/46 | 97 | 86 | ||
Ford Motor Credit Co. LLC | 4.134% | 8/4/25 | 250 | 243 | ||
Ford Motor Credit Co. LLC | 4.542% | 8/1/26 | 200 | 194 | ||
Ford Motor Credit Co. LLC | 2.700% | 8/10/26 | 208 | 193 | ||
Ford Motor Credit Co. LLC | 4.271% | 1/9/27 | 200 | 192 | ||
Ford Motor Credit Co. LLC | 4.950% | 5/28/27 | 208 | 203 | ||
Ford Motor Credit Co. LLC | 4.125% | 8/17/27 | 2,718 | 2,577 | ||
Ford Motor Credit Co. LLC | 3.815% | 11/2/27 | 200 | 187 | ||
Ford Motor Credit Co. LLC | 7.350% | 11/4/27 | 208 | 219 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/16/28 | 200 | 180 | ||
Ford Motor Credit Co. LLC | 6.800% | 5/12/28 | 208 | 217 | ||
Ford Motor Credit Co. LLC | 6.798% | 11/7/28 | 200 | 209 | ||
Ford Motor Credit Co. LLC | 2.900% | 2/10/29 | 200 | 175 | ||
Ford Motor Credit Co. LLC | 5.113% | 5/3/29 | 208 | 202 | ||
Ford Motor Credit Co. LLC | 7.350% | 3/6/30 | 201 | 216 | ||
Ford Motor Credit Co. LLC | 4.000% | 11/13/30 | 260 | 233 | ||
Ford Motor Credit Co. LLC | 3.625% | 6/17/31 | 200 | 172 | ||
Ford Motor Credit Co. LLC | 7.122% | 11/7/33 | 200 | 215 | ||
Fortune Brands Innovations Inc. | 4.000% | 6/15/25 | 233 | 229 | ||
Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | 50 | 46 | ||
Fortune Brands Innovations Inc. | 5.875% | 6/1/33 | 100 | 105 | ||
General Motors Co. | 6.125% | 10/1/25 | 600 | 608 | ||
General Motors Co. | 6.800% | 10/1/27 | 100 | 106 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Motors Co. | 5.600% | 10/15/32 | 200 | 205 | ||
General Motors Co. | 5.000% | 4/1/35 | 165 | 158 | ||
General Motors Co. | 6.600% | 4/1/36 | 250 | 267 | ||
General Motors Co. | 5.150% | 4/1/38 | 225 | 213 | ||
General Motors Co. | 6.250% | 10/2/43 | 210 | 215 | ||
General Motors Co. | 5.200% | 4/1/45 | 230 | 207 | ||
General Motors Co. | 5.400% | 4/1/48 | 200 | 183 | ||
General Motors Co. | 5.950% | 4/1/49 | 175 | 172 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 958 | 930 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 250 | 245 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 325 | 320 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 150 | 144 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 150 | 150 | ||
General Motors Financial Co. Inc. | 5.400% | 4/6/26 | 200 | 201 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 200 | 183 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 325 | 319 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 250 | 250 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 500 | 461 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 200 | 180 | ||
General Motors Financial Co. Inc. | 5.800% | 6/23/28 | 250 | 257 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 200 | 178 | ||
General Motors Financial Co. Inc. | 5.800% | 1/7/29 | 500 | 512 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 500 | 482 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 700 | 636 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 300 | 248 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 200 | 168 | ||
General Motors Financial Co. Inc. | 6.400% | 1/9/33 | 100 | 107 | ||
General Motors Financial Co. Inc. | 6.100% | 1/7/34 | 500 | 514 | ||
Genuine Parts Co. | 6.875% | 11/1/33 | 75 | 83 | ||
George Washington University | 4.126% | 9/15/48 | 150 | 134 | ||
Georgetown University | 4.315% | 4/1/49 | 68 | 60 | ||
Georgetown University | 2.943% | 4/1/50 | 100 | 69 | ||
Georgetown University | 5.215% | 10/1/18 | 59 | 57 | ||
Harley-Davidson Inc. | 3.500% | 7/28/25 | 100 | 97 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 125 | 100 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 350 | 326 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 125 | 130 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 50 | 44 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 200 | 195 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 395 | 373 | ||
Home Depot Inc. | 2.800% | 9/14/27 | 200 | 190 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 600 | 565 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 445 | 407 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 500 | 409 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 200 | 167 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 200 | 185 | ||
Home Depot Inc. | 4.500% | 9/15/32 | 200 | 204 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 825 | 922 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 295 | 245 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 175 | 196 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 200 | 182 | ||
Home Depot Inc. | 4.875% | 2/15/44 | 300 | 298 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 100 | 93 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 330 | 299 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 250 | 215 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 225 | 213 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 375 | 292 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 200 | 127 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 300 | 205 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 500 | 406 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 250 | 253 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 200 | 189 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 200 | 183 | ||
Howard University | 5.209% | 10/1/52 | 50 | 46 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 200 | 198 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 75 | 73 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 200 | 207 | ||
JD.com Inc. | 3.875% | 4/29/26 | 200 | 195 | ||
JD.com Inc. | 3.375% | 1/14/30 | 200 | 181 | ||
2 | Johns Hopkins University | 4.083% | 7/1/53 | 75 | 66 | |
Johns Hopkins University | 4.705% | 7/1/32 | 75 | 77 | ||
Lear Corp. | 3.800% | 9/15/27 | 41 | 40 | ||
Lear Corp. | 4.250% | 5/15/29 | 150 | 144 | ||
Lear Corp. | 3.500% | 5/30/30 | 100 | 90 | ||
Lear Corp. | 5.250% | 5/15/49 | 125 | 116 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 125 | 118 | ||
Leggett & Platt Inc. | 4.400% | 3/15/29 | 75 | 73 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 200 | 144 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 200 | 172 | ||
Lennar Corp. | 5.250% | 6/1/26 | 200 | 201 | ||
Lowe's Cos. Inc. | 4.400% | 9/8/25 | 150 | 149 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 200 | 195 | ||
Lowe's Cos. Inc. | 4.800% | 4/1/26 | 200 | 200 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 250 | 238 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 350 | 336 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 260 | 228 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 200 | 177 | ||
Lowe's Cos. Inc. | 6.500% | 3/15/29 | 67 | 73 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 300 | 289 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 250 | 249 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 300 | 249 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 500 | 438 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 500 | 468 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/33 | 250 | 255 | ||
Lowe's Cos. Inc. | 5.150% | 7/1/33 | 200 | 206 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 200 | 146 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 28 | 23 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 250 | 198 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 300 | 247 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 500 | 341 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 300 | 254 | ||
Lowe's Cos. Inc. | 5.625% | 4/15/53 | 200 | 211 | ||
Lowe's Cos. Inc. | 5.750% | 7/1/53 | 200 | 212 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 250 | 212 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 200 | 211 | ||
Lowe's Cos. Inc. | 5.850% | 4/1/63 | 200 | 210 | ||
Magna International Inc. | 4.150% | 10/1/25 | 100 | 99 | ||
Magna International Inc. | 2.450% | 6/15/30 | 100 | 88 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 175 | 172 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 65 | 63 | ||
Marriott International Inc. | 3.125% | 6/15/26 | 1,083 | 1,040 | ||
Marriott International Inc. | 4.000% | 4/15/28 | 50 | 48 | ||
Marriott International Inc. | 4.625% | 6/15/30 | 200 | 197 | ||
Marriott International Inc. | 2.850% | 4/15/31 | 300 | 260 | ||
Masco Corp. | 3.500% | 11/15/27 | 100 | 95 | ||
Masco Corp. | 1.500% | 2/15/28 | 200 | 175 | ||
Masco Corp. | 7.750% | 8/1/29 | 24 | 27 | ||
Masco Corp. | 2.000% | 2/15/31 | 100 | 82 | ||
Masco Corp. | 4.500% | 5/15/47 | 100 | 86 | ||
2 | Massachusetts Institute of Technology | 3.959% | 7/1/38 | 125 | 113 | |
Massachusetts Institute of Technology | 2.989% | 7/1/50 | 85 | 64 | ||
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 100 | 76 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 130 | 150 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 125 | 121 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 100 | 79 | ||
McDonald's Corp. | 3.300% | 7/1/25 | 497 | 486 | ||
McDonald's Corp. | 3.700% | 1/30/26 | 300 | 295 | ||
McDonald's Corp. | 3.500% | 3/1/27 | 200 | 195 | ||
McDonald's Corp. | 3.500% | 7/1/27 | 315 | 306 | ||
McDonald's Corp. | 3.800% | 4/1/28 | 350 | 341 | ||
McDonald's Corp. | 4.800% | 8/14/28 | 200 | 204 | ||
McDonald's Corp. | 2.625% | 9/1/29 | 200 | 183 | ||
McDonald's Corp. | 2.125% | 3/1/30 | 200 | 175 | ||
McDonald's Corp. | 3.600% | 7/1/30 | 200 | 190 | ||
McDonald's Corp. | 4.700% | 12/9/35 | 200 | 197 | ||
McDonald's Corp. | 6.300% | 10/15/37 | 150 | 170 | ||
McDonald's Corp. | 6.300% | 3/1/38 | 100 | 114 | ||
McDonald's Corp. | 5.700% | 2/1/39 | 100 | 108 | ||
McDonald's Corp. | 3.700% | 2/15/42 | 25 | 21 | ||
McDonald's Corp. | 3.625% | 5/1/43 | 100 | 83 | ||
McDonald's Corp. | 4.600% | 5/26/45 | 210 | 198 | ||
McDonald's Corp. | 4.875% | 12/9/45 | 300 | 296 | ||
McDonald's Corp. | 4.450% | 3/1/47 | 250 | 230 | ||
McDonald's Corp. | 4.450% | 9/1/48 | 150 | 139 | ||
McDonald's Corp. | 3.625% | 9/1/49 | 200 | 161 | ||
McDonald's Corp. | 4.200% | 4/1/50 | 200 | 178 | ||
MDC Holdings Inc. | 2.500% | 1/15/31 | 100 | 82 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 100 | 93 | ||
Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | 250 | 313 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 125 | 116 | ||
NIKE Inc. | 2.400% | 3/27/25 | 225 | 219 | ||
NIKE Inc. | 2.375% | 11/1/26 | 200 | 190 | ||
NIKE Inc. | 2.750% | 3/27/27 | 200 | 191 | ||
NIKE Inc. | 2.850% | 3/27/30 | 200 | 184 | ||
NIKE Inc. | 3.625% | 5/1/43 | 125 | 108 | ||
NIKE Inc. | 3.875% | 11/1/45 | 225 | 198 | ||
NIKE Inc. | 3.375% | 3/27/50 | 300 | 246 | ||
2 | Northwestern University | 4.643% | 12/1/44 | 75 | 72 | |
2 | Northwestern University | 2.640% | 12/1/50 | 50 | 35 | |
2 | Northwestern University | 3.662% | 12/1/57 | 75 | 61 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NVR Inc. | 3.000% | 5/15/30 | 200 | 178 | ||
O'Reilly Automotive Inc. | 5.750% | 11/20/26 | 200 | 205 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 325 | 313 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 500 | 407 | ||
President and Fellows of Harvard College | 4.875% | 10/15/40 | 225 | 228 | ||
President and Fellows of Harvard College | 3.150% | 7/15/46 | 100 | 78 | ||
President and Fellows of Harvard College | 3.745% | 11/15/52 | 100 | 87 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 200 | 203 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 300 | 328 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 50 | 49 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 200 | 182 | ||
Rockefeller Foundation | 2.492% | 10/1/50 | 250 | 166 | ||
Ross Stores Inc. | 4.600% | 4/15/25 | 200 | 198 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 200 | 165 | ||
Sands China Ltd. | 5.375% | 8/8/25 | 400 | 394 | ||
Sands China Ltd. | 4.300% | 1/8/26 | 200 | 192 | ||
Sands China Ltd. | 2.550% | 3/8/27 | 200 | 181 | ||
Sands China Ltd. | 5.650% | 8/8/28 | 400 | 395 | ||
Sands China Ltd. | 4.625% | 6/18/30 | 200 | 182 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 200 | 190 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 100 | 96 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 200 | 197 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 200 | 193 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 450 | 395 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 550 | 486 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 50 | 45 | ||
Starbucks Corp. | 3.750% | 12/1/47 | 125 | 101 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 200 | 183 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 100 | 75 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 300 | 233 | ||
Tapestry Inc. | 7.050% | 11/27/25 | 200 | 205 | ||
Tapestry Inc. | 7.000% | 11/27/26 | 200 | 208 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 23 | 22 | ||
Tapestry Inc. | 7.350% | 11/27/28 | 200 | 210 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 200 | 162 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 350 | 332 | ||
Toll Brothers Finance Corp. | 4.350% | 2/15/28 | 250 | 244 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 500 | 466 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 100 | 94 | ||
Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 200 | 193 | ||
Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 250 | 242 | ||
Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 125 | 123 | ||
Toyota Motor Credit Corp. | 5.600% | 9/11/25 | 200 | 203 | ||
Toyota Motor Credit Corp. | 4.450% | 5/18/26 | 144 | 144 | ||
Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 200 | 185 | ||
Toyota Motor Credit Corp. | 5.400% | 11/20/26 | 200 | 205 | ||
Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 200 | 193 | ||
Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 80 | 74 | ||
Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 500 | 447 | ||
Toyota Motor Credit Corp. | 4.550% | 9/20/27 | 250 | 252 | ||
Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 100 | 95 | ||
Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 200 | 182 | ||
Toyota Motor Credit Corp. | 5.250% | 9/11/28 | 200 | 207 | ||
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 530 | 517 | ||
Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 150 | 132 | ||
Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 400 | 376 | ||
Toyota Motor Credit Corp. | 4.550% | 5/17/30 | 101 | 102 | ||
Toyota Motor Credit Corp. | 5.550% | 11/20/30 | 200 | 211 | ||
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 200 | 167 | ||
Tractor Supply Co. | 1.750% | 11/1/30 | 200 | 164 | ||
Trustees of Boston College | 3.129% | 7/1/52 | 100 | 73 | ||
2 | Trustees of Boston University | 4.061% | 10/1/48 | 50 | 44 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 150 | 167 | ||
Trustees of Princeton University | 2.516% | 7/1/50 | 150 | 103 | ||
Trustees of Princeton University | 4.201% | 3/1/52 | 100 | 93 | ||
Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 200 | 130 | ||
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 50 | 46 | ||
2 | University of Chicago | 2.547% | 4/1/50 | 100 | 68 | |
University of Chicago | 3.000% | 10/1/52 | 50 | 36 | ||
2 | University of Chicago | 4.003% | 10/1/53 | 100 | 88 | |
University of Miami | 4.063% | 4/1/52 | 100 | 85 | ||
2 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 100 | 81 | |
University of Notre Dame du Lac | 3.394% | 2/15/48 | 125 | 101 | ||
2 | University of Southern California | 3.028% | 10/1/39 | 100 | 83 | |
2 | University of Southern California | 3.841% | 10/1/47 | 100 | 85 | |
University of Southern California | 2.945% | 10/1/51 | 200 | 142 | ||
University of Southern California | 5.250% | 10/1/11 | 100 | 103 | ||
VF Corp. | 2.400% | 4/23/25 | 200 | 191 | ||
VF Corp. | 2.950% | 4/23/30 | 200 | 167 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Washington University | 3.524% | 4/15/54 | 100 | 81 | ||
Washington University | 4.349% | 4/15/22 | 50 | 42 | ||
Whirlpool Corp. | 3.700% | 5/1/25 | 75 | 73 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 150 | 149 | ||
Whirlpool Corp. | 5.500% | 3/1/33 | 100 | 102 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 100 | 85 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 75 | 63 | ||
2 | William Marsh Rice University | 3.574% | 5/15/45 | 150 | 125 | |
Yale University | 0.873% | 4/15/25 | 100 | 95 | ||
Yale University | 1.482% | 4/15/30 | 100 | 83 | ||
Yale University | 2.402% | 4/15/50 | 100 | 66 | ||
75,408 | ||||||
Consumer Staples (1.7%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 100 | 111 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 150 | 145 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 120 | 123 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 500 | 367 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 275 | 224 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 125 | 104 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 350 | 346 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 425 | 320 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 155 | 158 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 750 | 530 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 70 | 74 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 3.650% | 2/1/26 | 311 | 305 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.700% | 2/1/36 | 1,195 | 1,193 | ||
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc. | 4.900% | 2/1/46 | 2,130 | 2,101 | ||
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 100 | 100 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 450 | 429 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 475 | 463 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 500 | 494 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 465 | 473 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 1,000 | 953 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 275 | 261 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 150 | 200 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 125 | 132 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 325 | 326 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 117 | 111 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 601 | 555 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 600 | 647 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 175 | 167 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.800% | 1/23/59 | 155 | 174 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 200 | 190 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 80 | 88 | ||
Archer-Daniels-Midland Co. | 5.375% | 9/15/35 | 95 | 102 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 50 | 41 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 125 | 117 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 200 | 135 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 330 | 327 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 231 | 221 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 500 | 447 | ||
BAT Capital Corp. | 6.343% | 8/2/30 | 200 | 210 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 500 | 419 | ||
BAT Capital Corp. | 7.750% | 10/19/32 | 100 | 113 | ||
BAT Capital Corp. | 6.421% | 8/2/33 | 200 | 209 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 525 | 440 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 575 | 442 | ||
BAT Capital Corp. | 4.758% | 9/6/49 | 250 | 198 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 300 | 212 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 200 | 181 | ||
BAT International Finance plc | 5.931% | 2/2/29 | 200 | 208 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 81 | 80 | ||
Brown-Forman Corp. | 4.750% | 4/15/33 | 200 | 204 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 100 | 93 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 200 | 193 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 350 | 305 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Campbell Soup Co. | 3.300% | 3/19/25 | 125 | 122 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 175 | 171 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 135 | 123 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 100 | 69 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 100 | 96 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 75 | 63 | ||
Clorox Co. | 3.100% | 10/1/27 | 50 | 47 | ||
Clorox Co. | 3.900% | 5/15/28 | 50 | 48 | ||
Clorox Co. | 1.800% | 5/15/30 | 50 | 42 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 200 | 195 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 559 | 535 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 500 | 441 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 125 | 113 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 250 | 240 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 500 | 413 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 100 | 93 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 200 | 151 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 500 | 397 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 175 | 163 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 300 | 207 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 325 | 225 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 125 | 122 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 200 | 180 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 150 | 151 | ||
Colgate-Palmolive Co. | 3.100% | 8/15/27 | 250 | 241 | ||
Colgate-Palmolive Co. | 4.000% | 8/15/45 | 150 | 139 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 150 | 149 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 75 | 81 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 50 | 58 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 100 | 98 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 100 | 99 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 425 | 414 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 150 | 145 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 175 | 168 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 75 | 75 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 225 | 209 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 356 | 319 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 200 | 168 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 225 | 223 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 125 | 100 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 100 | 96 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 250 | 227 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,900 | 1,628 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 200 | 166 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 100 | 119 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 200 | 189 | ||
Diageo Capital plc | 5.300% | 10/24/27 | 250 | 258 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 200 | 173 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 200 | 167 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 50 | 55 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 250 | 218 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 105 | 103 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 150 | 145 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 150 | 147 | ||
Dollar General Corp. | 5.200% | 7/5/28 | 200 | 203 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 100 | 92 | ||
Dollar General Corp. | 5.450% | 7/5/33 | 200 | 204 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 350 | 278 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 200 | 196 | ||
Dollar Tree Inc. | 4.200% | 5/15/28 | 300 | 294 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 367 | 352 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 125 | 111 | ||
Estee Lauder Cos. Inc. | 4.650% | 5/15/33 | 200 | 201 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 75 | 83 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 100 | 91 | ||
Estee Lauder Cos. Inc. | 4.150% | 3/15/47 | 100 | 86 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 125 | 91 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 75 | 72 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 100 | 88 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 200 | 152 | ||
General Mills Inc. | 4.200% | 4/17/28 | 225 | 222 | ||
General Mills Inc. | 2.875% | 4/15/30 | 150 | 136 | ||
General Mills Inc. | 2.250% | 10/14/31 | 250 | 210 | ||
General Mills Inc. | 4.950% | 3/29/33 | 200 | 203 | ||
Haleon US Capital LLC | 3.375% | 3/24/27 | 250 | 241 | ||
Haleon US Capital LLC | 3.375% | 3/24/29 | 250 | 237 | ||
Haleon US Capital LLC | 3.625% | 3/24/32 | 1,000 | 923 | ||
Hershey Co. | 3.200% | 8/21/25 | 65 | 64 | ||
Hershey Co. | 2.300% | 8/15/26 | 100 | 95 | ||
Hershey Co. | 2.450% | 11/15/29 | 130 | 118 | ||
Hershey Co. | 3.125% | 11/15/49 | 150 | 114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hormel Foods Corp. | 1.800% | 6/11/30 | 200 | 170 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 200 | 145 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 100 | 96 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 175 | 156 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 175 | 172 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 150 | 143 | ||
J M Smucker Co. | 5.900% | 11/15/28 | 75 | 79 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 100 | 86 | ||
J M Smucker Co. | 2.125% | 3/15/32 | 100 | 81 | ||
J M Smucker Co. | 6.200% | 11/15/33 | 200 | 218 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 100 | 93 | ||
J M Smucker Co. | 6.500% | 11/15/43 | 130 | 145 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 125 | 110 | ||
J M Smucker Co. | 6.500% | 11/15/53 | 200 | 231 | ||
5 | JBS USA LUX SA / JBS USA Food Co. / JBS Luxembourg SARL | 6.750% | 3/15/34 | 198 | 208 | |
5 | JBS USA LUX SA / JBS USA Food Co. / JBS Luxembourg SARL | 7.250% | 11/15/53 | 122 | 133 | |
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 5.500% | 1/15/30 | 500 | 490 | ||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 5.750% | 4/1/33 | 700 | 691 | ||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 4.375% | 2/2/52 | 400 | 297 | ||
JBS USA LUX SA / JBS USA Food Co. / JBS USA Finance Inc. | 6.500% | 12/1/52 | 200 | 200 | ||
Kellanova | 3.250% | 4/1/26 | 125 | 121 | ||
Kellanova | 3.400% | 11/15/27 | 125 | 120 | ||
Kellanova | 4.300% | 5/15/28 | 100 | 99 | ||
Kellanova | 7.450% | 4/1/31 | 125 | 143 | ||
Kenvue Inc. | 5.050% | 3/22/28 | 200 | 205 | ||
Kenvue Inc. | 4.900% | 3/22/33 | 200 | 206 | ||
Kenvue Inc. | 5.100% | 3/22/43 | 200 | 208 | ||
Kenvue Inc. | 5.050% | 3/22/53 | 200 | 207 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 66 | 65 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 100 | 97 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 75 | 71 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 100 | 96 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 250 | 244 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 150 | 138 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 250 | 214 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 250 | 241 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 200 | 181 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 125 | 111 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 150 | 122 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 250 | 229 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 50 | 49 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 100 | 97 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 500 | 446 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 50 | 49 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 150 | 142 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 155 | 145 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 250 | 211 | ||
Kimberly-Clark Corp. | 6.625% | 8/1/37 | 250 | 298 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 25 | 26 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 175 | 134 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 37 | 38 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 350 | 336 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 200 | 191 | ||
Kraft Heinz Foods Co. | 4.250% | 3/1/31 | 200 | 196 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 100 | 116 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 250 | 281 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 800 | 784 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 450 | 394 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 350 | 332 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 250 | 258 | ||
Kroger Co. | 3.500% | 2/1/26 | 160 | 156 | ||
Kroger Co. | 2.650% | 10/15/26 | 140 | 132 | ||
Kroger Co. | 3.700% | 8/1/27 | 100 | 97 | ||
Kroger Co. | 7.700% | 6/1/29 | 50 | 57 | ||
Kroger Co. | 8.000% | 9/15/29 | 125 | 143 | ||
Kroger Co. | 2.200% | 5/1/30 | 100 | 86 | ||
Kroger Co. | 7.500% | 4/1/31 | 100 | 115 | ||
Kroger Co. | 5.400% | 7/15/40 | 50 | 49 | ||
Kroger Co. | 5.000% | 4/15/42 | 125 | 117 | ||
Kroger Co. | 5.150% | 8/1/43 | 100 | 96 | ||
Kroger Co. | 4.450% | 2/1/47 | 150 | 133 | ||
Kroger Co. | 4.650% | 1/15/48 | 225 | 202 | ||
Kroger Co. | 3.950% | 1/15/50 | 175 | 143 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 150 | 143 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 250 | 219 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 355 | 350 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 100 | 106 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 150 | 141 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 375 | 359 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 200 | 193 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 375 | 320 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 100 | 95 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 200 | 189 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 115 | 104 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 500 | 407 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 250 | 168 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 265 | 258 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 200 | 195 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 452 | 445 | ||
PepsiCo Inc. | 2.375% | 10/6/26 | 225 | 214 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 100 | 95 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 325 | 312 | ||
PepsiCo Inc. | 4.450% | 5/15/28 | 200 | 204 | ||
PepsiCo Inc. | 2.625% | 7/29/29 | 200 | 184 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 345 | 317 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 200 | 170 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 200 | 165 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 175 | 149 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 200 | 151 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 100 | 85 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 300 | 289 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 300 | 248 | ||
PepsiCo Inc. | 4.000% | 5/2/47 | 100 | 89 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 240 | 192 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 325 | 239 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 150 | 130 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 150 | 146 | ||
Philip Morris International Inc. | 5.000% | 11/17/25 | 200 | 201 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 305 | 292 | ||
Philip Morris International Inc. | 5.125% | 11/17/27 | 200 | 204 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 100 | 94 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 250 | 234 | ||
Philip Morris International Inc. | 5.625% | 11/17/29 | 200 | 210 | ||
Philip Morris International Inc. | 5.125% | 2/15/30 | 200 | 204 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 150 | 129 | ||
Philip Morris International Inc. | 5.500% | 9/7/30 | 244 | 253 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 412 | ||
Philip Morris International Inc. | 5.750% | 11/17/32 | 700 | 735 | ||
Philip Morris International Inc. | 5.375% | 2/15/33 | 200 | 205 | ||
Philip Morris International Inc. | 5.625% | 9/7/33 | 114 | 119 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 200 | 224 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 500 | 444 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 125 | 112 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 25 | 21 | ||
Pilgrim's Pride Corp. | 3.500% | 3/1/32 | 500 | 424 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 300 | 280 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 500 | 479 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 500 | 468 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 300 | 248 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 150 | 168 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 188 | 168 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 169 | 144 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 326 | 322 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 175 | 173 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 100 | 109 | ||
Reynolds American Inc. | 6.150% | 9/15/43 | 75 | 75 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 450 | 424 | ||
Sysco Corp. | 3.750% | 10/1/25 | 75 | 73 | ||
Sysco Corp. | 3.300% | 7/15/26 | 250 | 242 | ||
Sysco Corp. | 3.250% | 7/15/27 | 175 | 167 | ||
Sysco Corp. | 5.750% | 1/17/29 | 100 | 104 | ||
Sysco Corp. | 2.400% | 2/15/30 | 100 | 88 | ||
Sysco Corp. | 5.950% | 4/1/30 | 166 | 177 | ||
Sysco Corp. | 6.000% | 1/17/34 | 100 | 108 | ||
Sysco Corp. | 6.600% | 4/1/40 | 175 | 197 | ||
Sysco Corp. | 4.500% | 4/1/46 | 200 | 178 | ||
Sysco Corp. | 4.450% | 3/15/48 | 100 | 88 | ||
Sysco Corp. | 6.600% | 4/1/50 | 250 | 293 | ||
Sysco Corp. | 3.150% | 12/14/51 | 250 | 179 | ||
Target Corp. | 2.250% | 4/15/25 | 200 | 194 | ||
Target Corp. | 2.500% | 4/15/26 | 175 | 169 | ||
Target Corp. | 1.950% | 1/15/27 | 100 | 93 | ||
Target Corp. | 3.375% | 4/15/29 | 200 | 193 | ||
Target Corp. | 2.650% | 9/15/30 | 250 | 224 | ||
Target Corp. | 4.500% | 9/15/32 | 200 | 202 | ||
Target Corp. | 6.500% | 10/15/37 | 103 | 120 | ||
Target Corp. | 7.000% | 1/15/38 | 125 | 152 | ||
Target Corp. | 3.900% | 11/15/47 | 300 | 260 | ||
Target Corp. | 4.800% | 1/15/53 | 250 | 248 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 100 | 98 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 275 | 262 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tyson Foods Inc. | 4.350% | 3/1/29 | 280 | 272 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 200 | 184 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 275 | 250 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 100 | 98 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 225 | 221 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 125 | 118 | ||
Unilever Capital Corp. | 4.875% | 9/8/28 | 200 | 206 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 300 | 249 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 500 | 416 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 200 | 223 | ||
Unilever Capital Corp. | 5.000% | 12/8/33 | 200 | 208 | ||
Walmart Inc. | 2.650% | 12/15/24 | 200 | 196 | ||
Walmart Inc. | 3.550% | 6/26/25 | 309 | 305 | ||
Walmart Inc. | 3.900% | 9/9/25 | 225 | 223 | ||
Walmart Inc. | 4.000% | 4/15/26 | 100 | 99 | ||
Walmart Inc. | 3.050% | 7/8/26 | 250 | 243 | ||
Walmart Inc. | 1.050% | 9/17/26 | 100 | 92 | ||
Walmart Inc. | 3.900% | 4/15/28 | 200 | 198 | ||
Walmart Inc. | 3.700% | 6/26/28 | 450 | 444 | ||
Walmart Inc. | 3.250% | 7/8/29 | 300 | 288 | ||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 159 | ||
Walmart Inc. | 1.800% | 9/22/31 | 100 | 85 | ||
Walmart Inc. | 4.150% | 9/9/32 | 250 | 250 | ||
Walmart Inc. | 4.100% | 4/15/33 | 250 | 247 | ||
Walmart Inc. | 5.250% | 9/1/35 | 192 | 210 | ||
Walmart Inc. | 6.200% | 4/15/38 | 315 | 371 | ||
Walmart Inc. | 3.950% | 6/28/38 | 275 | 262 | ||
Walmart Inc. | 5.000% | 10/25/40 | 100 | 106 | ||
Walmart Inc. | 4.000% | 4/11/43 | 274 | 249 | ||
Walmart Inc. | 3.625% | 12/15/47 | 265 | 225 | ||
Walmart Inc. | 4.050% | 6/29/48 | 375 | 343 | ||
Walmart Inc. | 2.650% | 9/22/51 | 200 | 140 | ||
Walmart Inc. | 4.500% | 9/9/52 | 200 | 195 | ||
Walmart Inc. | 4.500% | 4/15/53 | 250 | 244 | ||
72,384 | ||||||
Energy (1.9%) | ||||||
Apache Corp. | 4.375% | 10/15/28 | 44 | 42 | ||
Apache Corp. | 4.250% | 1/15/30 | 90 | 85 | ||
Apache Corp. | 6.000% | 1/15/37 | 77 | 76 | ||
Apache Corp. | 5.100% | 9/1/40 | 233 | 200 | ||
Apache Corp. | 5.250% | 2/1/42 | 65 | 55 | ||
Apache Corp. | 4.750% | 4/15/43 | 75 | 59 | ||
Apache Corp. | 5.350% | 7/1/49 | 68 | 57 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 175 | 177 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 2.061% | 12/15/26 | 200 | 187 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.337% | 12/15/27 | 200 | 191 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 3.138% | 11/7/29 | 250 | 232 | ||
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc. | 4.080% | 12/15/47 | 275 | 233 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 200 | 203 | ||
Boardwalk Pipelines LP | 4.450% | 7/15/27 | 100 | 98 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 100 | 98 | ||
BP Capital Markets America Inc. | 3.119% | 5/4/26 | 550 | 532 | ||
BP Capital Markets America Inc. | 3.017% | 1/16/27 | 400 | 383 | ||
BP Capital Markets America Inc. | 4.234% | 11/6/28 | 225 | 224 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 350 | 335 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 200 | 174 | ||
BP Capital Markets America Inc. | 4.812% | 2/13/33 | 400 | 404 | ||
BP Capital Markets America Inc. | 4.893% | 9/11/33 | 300 | 305 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 300 | 232 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 450 | 319 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 300 | 201 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 500 | 347 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 300 | 211 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 400 | 290 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 200 | 192 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 175 | 204 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 500 | 486 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 100 | 88 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 125 | 134 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 100 | 102 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 300 | 314 | ||
Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 140 | 127 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 100 | 98 | ||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 100 | 83 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 38 | 36 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 39 | 43 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 119 | 113 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 150 | 111 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 225 | 226 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 525 | 527 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 300 | 284 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 100 | 80 | ||
Cheniere Energy Inc. | 4.625% | 10/15/28 | 252 | 246 | ||
Cheniere Energy Partners LP | 4.500% | 10/1/29 | 275 | 263 | ||
Cheniere Energy Partners LP | 4.000% | 3/1/31 | 146 | 133 | ||
Cheniere Energy Partners LP | 3.250% | 1/31/32 | 350 | 298 | ||
5 | Cheniere Energy Partners LP | 5.950% | 6/30/33 | 247 | 254 | |
Chevron Corp. | 1.554% | 5/11/25 | 300 | 288 | ||
Chevron Corp. | 2.236% | 5/11/30 | 500 | 443 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 500 | 445 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 100 | 99 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 200 | 190 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 175 | 184 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 200 | 128 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 400 | 359 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 200 | 150 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 200 | 199 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 200 | 211 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 225 | 249 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 300 | 296 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 100 | 100 | ||
ConocoPhillips | 4.300% | 8/15/28 | 46 | 45 | ||
ConocoPhillips | 2.400% | 2/15/31 | 300 | 256 | ||
ConocoPhillips | 5.900% | 5/15/38 | 450 | 484 | ||
ConocoPhillips | 6.500% | 2/1/39 | 100 | 116 | ||
ConocoPhillips | 4.875% | 10/1/47 | 100 | 97 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 262 | 292 | ||
ConocoPhillips Co. | 5.050% | 9/15/33 | 200 | 206 | ||
ConocoPhillips Co. | 3.758% | 3/15/42 | 88 | 74 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 275 | 246 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 100 | 81 | ||
ConocoPhillips Co. | 5.300% | 5/15/53 | 178 | 183 | ||
ConocoPhillips Co. | 5.550% | 3/15/54 | 175 | 186 | ||
ConocoPhillips Co. | 4.025% | 3/15/62 | 300 | 244 | ||
ConocoPhillips Co. | 5.700% | 9/15/63 | 125 | 135 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 200 | 194 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 50 | 40 | ||
Coterra Energy Inc. | 3.900% | 5/15/27 | 200 | 193 | ||
DCP Midstream Operating LP | 5.625% | 7/15/27 | 75 | 77 | ||
DCP Midstream Operating LP | 3.250% | 2/15/32 | 181 | 157 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 100 | 101 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 100 | 101 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 130 | 131 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 130 | 125 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 160 | 186 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 163 | 190 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 150 | 133 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 100 | 97 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 200 | 186 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 200 | 178 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 200 | 166 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 100 | 81 | ||
Diamondback Energy Inc. | 6.250% | 3/15/53 | 200 | 214 | ||
Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 100 | 90 | ||
Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 200 | 171 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 150 | 152 | ||
Enbridge Energy Partners LP | 7.500% | 4/15/38 | 150 | 175 | ||
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 125 | 123 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 100 | 97 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 200 | 183 | ||
Enbridge Inc. | 5.900% | 11/15/26 | 125 | 128 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 150 | 145 | ||
Enbridge Inc. | 6.000% | 11/15/28 | 125 | 131 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 200 | 183 | ||
Enbridge Inc. | 6.200% | 11/15/30 | 125 | 134 | ||
Enbridge Inc. | 5.700% | 3/8/33 | 350 | 364 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 200 | 164 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 100 | 86 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 100 | 80 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 200 | 146 | ||
Enbridge Inc. | 6.700% | 11/15/53 | 215 | 251 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 700 | 689 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 500 | 497 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 150 | 147 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer LP | 5.500% | 6/1/27 | 300 | 304 | ||
Energy Transfer LP | 5.550% | 2/15/28 | 200 | 204 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 200 | 199 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 425 | 428 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 250 | 232 | ||
Energy Transfer LP | 5.750% | 2/15/33 | 200 | 207 | ||
Energy Transfer LP | 6.550% | 12/1/33 | 500 | 543 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 225 | 242 | ||
Energy Transfer LP | 5.800% | 6/15/38 | 150 | 151 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 100 | 101 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 275 | 291 | ||
Energy Transfer LP | 4.950% | 1/15/43 | 175 | 153 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 300 | 277 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 100 | 88 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 100 | 93 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 200 | 202 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 200 | 184 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 275 | 257 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 300 | 303 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 320 | 332 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 500 | 447 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 150 | 148 | ||
Enterprise Products Operating LLC | 5.050% | 1/10/26 | 200 | 202 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 150 | 148 | ||
Enterprise Products Operating LLC | 3.950% | 2/15/27 | 100 | 98 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 200 | 187 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 300 | 272 | ||
Enterprise Products Operating LLC | 6.875% | 3/1/33 | 175 | 201 | ||
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 150 | 184 | ||
Enterprise Products Operating LLC | 6.125% | 10/15/39 | 300 | 328 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 175 | 188 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 300 | 274 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 520 | 500 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 425 | 406 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 100 | 88 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 350 | 305 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 300 | 219 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 200 | 148 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 200 | 163 | ||
Enterprise Products Operating LLC | 5.250% | 8/16/77 | 100 | 96 | ||
Enterprise Products Operating LLC | 5.375% | 2/15/78 | 200 | 179 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 150 | 149 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 200 | 199 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 200 | 197 | ||
EQT Corp. | 6.125% | 2/1/25 | 56 | 56 | ||
5 | EQT Corp. | 3.125% | 5/15/26 | 150 | 142 | |
EQT Corp. | 3.900% | 10/1/27 | 200 | 191 | ||
EQT Corp. | 5.700% | 4/1/28 | 200 | 203 | ||
EQT Corp. | 5.000% | 1/15/29 | 200 | 199 | ||
EQT Corp. | 7.000% | 2/1/30 | 200 | 215 | ||
Equinor ASA | 1.750% | 1/22/26 | 479 | 453 | ||
Equinor ASA | 7.250% | 9/23/27 | 250 | 274 | ||
Equinor ASA | 3.625% | 9/10/28 | 175 | 171 | ||
Equinor ASA | 2.375% | 5/22/30 | 400 | 357 | ||
Equinor ASA | 5.100% | 8/17/40 | 125 | 129 | ||
Equinor ASA | 4.250% | 11/23/41 | 175 | 162 | ||
Equinor ASA | 3.950% | 5/15/43 | 125 | 110 | ||
Equinor ASA | 4.800% | 11/8/43 | 175 | 172 | ||
Equinor ASA | 3.250% | 11/18/49 | 225 | 171 | ||
Equinor ASA | 3.700% | 4/6/50 | 405 | 334 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 950 | 931 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 300 | 291 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 600 | 571 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 250 | 227 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 650 | 581 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 100 | 80 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 400 | 371 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 235 | 193 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 200 | 178 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 825 | 753 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 500 | 394 | ||
Halliburton Co. | 3.800% | 11/15/25 | 8 | 8 | ||
Halliburton Co. | 2.920% | 3/1/30 | 200 | 180 | ||
Halliburton Co. | 6.700% | 9/15/38 | 345 | 403 | ||
Halliburton Co. | 4.500% | 11/15/41 | 100 | 91 | ||
Halliburton Co. | 5.000% | 11/15/45 | 500 | 485 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 100 | 84 | ||
Hess Corp. | 4.300% | 4/1/27 | 250 | 248 | ||
Hess Corp. | 7.125% | 3/15/33 | 100 | 116 | ||
Hess Corp. | 5.600% | 2/15/41 | 450 | 473 | ||
HF Sinclair Corp. | 5.875% | 4/1/26 | 200 | 202 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 50 | 51 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 250 | 263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 50 | 55 | ||
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 200 | 211 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 250 | 264 | ||
Kinder Morgan Energy Partners LP | 5.625% | 9/1/41 | 50 | 48 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 475 | 408 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 75 | 67 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 300 | 296 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 200 | 184 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 200 | 198 | ||
Kinder Morgan Inc. | 7.800% | 8/1/31 | 290 | 332 | ||
Kinder Morgan Inc. | 7.750% | 1/15/32 | 265 | 303 | ||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 175 | 174 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 200 | 193 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 350 | 313 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 200 | 143 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 200 | 182 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 125 | 117 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 200 | 161 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 150 | 119 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 100 | 89 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 200 | 195 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 400 | 433 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 300 | 298 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 200 | 202 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 300 | 323 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 260 | 218 | ||
MPLX LP | 4.875% | 12/1/24 | 400 | 397 | ||
MPLX LP | 4.875% | 6/1/25 | 283 | 281 | ||
MPLX LP | 4.125% | 3/1/27 | 300 | 294 | ||
MPLX LP | 4.250% | 12/1/27 | 400 | 391 | ||
MPLX LP | 4.000% | 3/15/28 | 400 | 386 | ||
MPLX LP | 2.650% | 8/15/30 | 500 | 432 | ||
MPLX LP | 4.950% | 9/1/32 | 149 | 146 | ||
MPLX LP | 5.000% | 3/1/33 | 200 | 196 | ||
MPLX LP | 4.500% | 4/15/38 | 400 | 356 | ||
MPLX LP | 5.500% | 2/15/49 | 455 | 441 | ||
MPLX LP | 4.950% | 3/14/52 | 200 | 179 | ||
MPLX LP | 5.650% | 3/1/53 | 200 | 198 | ||
NOV Inc. | 3.600% | 12/1/29 | 200 | 185 | ||
NOV Inc. | 3.950% | 12/1/42 | 125 | 96 | ||
Occidental Petroleum Corp. | 5.875% | 9/1/25 | 107 | 108 | ||
Occidental Petroleum Corp. | 5.500% | 12/1/25 | 80 | 80 | ||
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 150 | 151 | ||
Occidental Petroleum Corp. | 8.500% | 7/15/27 | 86 | 94 | ||
Occidental Petroleum Corp. | 6.375% | 9/1/28 | 97 | 102 | ||
Occidental Petroleum Corp. | 8.875% | 7/15/30 | 176 | 206 | ||
Occidental Petroleum Corp. | 6.625% | 9/1/30 | 255 | 271 | ||
Occidental Petroleum Corp. | 6.125% | 1/1/31 | 196 | 204 | ||
Occidental Petroleum Corp. | 7.500% | 5/1/31 | 153 | 172 | ||
Occidental Petroleum Corp. | 7.875% | 9/15/31 | 85 | 97 | ||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 301 | 319 | ||
Occidental Petroleum Corp. | 7.950% | 6/15/39 | 43 | 50 | ||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 128 | 132 | ||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 196 | 212 | ||
Occidental Petroleum Corp. | 4.400% | 4/15/46 | 75 | 61 | ||
Occidental Petroleum Corp. | 4.200% | 3/15/48 | 53 | 42 | ||
ONEOK Inc. | 2.200% | 9/15/25 | 425 | 404 | ||
ONEOK Inc. | 5.550% | 11/1/26 | 52 | 53 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 200 | 197 | ||
ONEOK Inc. | 5.650% | 11/1/28 | 100 | 103 | ||
ONEOK Inc. | 4.350% | 3/15/29 | 100 | 97 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 245 | 226 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 200 | 180 | ||
ONEOK Inc. | 6.050% | 9/1/33 | 350 | 370 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 200 | 179 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 150 | 126 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 100 | 84 | ||
ONEOK Inc. | 7.150% | 1/15/51 | 150 | 172 | ||
ONEOK Inc. | 6.625% | 9/1/53 | 250 | 280 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 300 | 327 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 150 | 157 | ||
Ovintiv Inc. | 5.375% | 1/1/26 | 100 | 100 | ||
Ovintiv Inc. | 5.650% | 5/15/28 | 100 | 102 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 50 | 55 | ||
Ovintiv Inc. | 6.250% | 7/15/33 | 100 | 103 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 150 | 160 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 200 | 207 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 100 | 103 | ||
Ovintiv Inc. | 7.100% | 7/15/53 | 75 | 83 | ||
Patterson-UTI Energy Inc. | 5.150% | 11/15/29 | 150 | 143 | ||
Patterson-UTI Energy Inc. | 7.150% | 10/1/33 | 100 | 106 | ||
2 | Petroleos Mexicanos | 2.378% | 4/15/25 | 7 | 7 | |
Phillips 66 | 3.850% | 4/9/25 | 300 | 295 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phillips 66 | 3.900% | 3/15/28 | 150 | 146 | ||
Phillips 66 | 2.150% | 12/15/30 | 100 | 84 | ||
Phillips 66 | 4.650% | 11/15/34 | 300 | 292 | ||
Phillips 66 | 4.875% | 11/15/44 | 500 | 479 | ||
Phillips 66 | 3.300% | 3/15/52 | 200 | 143 | ||
Phillips 66 Co. | 3.605% | 2/15/25 | 250 | 246 | ||
Phillips 66 Co. | 4.950% | 12/1/27 | 200 | 202 | ||
Phillips 66 Co. | 3.750% | 3/1/28 | 50 | 48 | ||
Phillips 66 Co. | 3.150% | 12/15/29 | 100 | 92 | ||
Phillips 66 Co. | 4.680% | 2/15/45 | 245 | 223 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 300 | 255 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 200 | 170 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.500% | 12/15/26 | 100 | 99 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.550% | 12/15/29 | 275 | 253 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 3.800% | 9/15/30 | 200 | 184 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 6.650% | 1/15/37 | 100 | 107 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 5.150% | 6/1/42 | 110 | 100 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.700% | 6/15/44 | 200 | 167 | ||
Plains All American Pipeline LP / PAA Finance Corp. | 4.900% | 2/15/45 | 50 | 43 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 400 | 401 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 450 | 458 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 250 | 251 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 300 | 294 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 300 | 294 | ||
Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | 150 | 159 | ||
Schlumberger Investment SA | 4.500% | 5/15/28 | 100 | 101 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 300 | 270 | ||
Schlumberger Investment SA | 4.850% | 5/15/33 | 100 | 102 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 200 | 196 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 500 | 482 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 600 | 571 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 100 | 98 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 550 | 495 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 50 | 46 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 300 | 287 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 475 | 547 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 175 | 187 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 200 | 151 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 300 | 284 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 430 | 395 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 700 | 608 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 500 | 368 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 200 | 143 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 138 | 135 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 205 | 197 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 325 | 279 | ||
Suncor Energy Inc. | 5.950% | 12/1/34 | 125 | 131 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 225 | 246 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 300 | 321 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 100 | 79 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 200 | 150 | ||
Targa Resources Corp. | 6.150% | 3/1/29 | 175 | 183 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 200 | 184 | ||
Targa Resources Corp. | 6.125% | 3/15/33 | 284 | 300 | ||
Targa Resources Corp. | 6.500% | 3/30/34 | 175 | 189 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 200 | 176 | ||
Targa Resources Corp. | 6.500% | 2/15/53 | 200 | 217 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 6.500% | 7/15/27 | 100 | 102 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 5.000% | 1/15/28 | 100 | 99 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 6.875% | 1/15/29 | 100 | 103 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 5.500% | 3/1/30 | 200 | 200 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.875% | 2/1/31 | 200 | 194 | ||
Targa Resources Partners LP / Targa Resources Partners Finance Corp. | 4.000% | 1/15/32 | 200 | 182 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 50 | 48 | ||
Total Capital International SA | 3.386% | 6/29/60 | 200 | 149 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Total Energies Capital International SA | 2.434% | 1/10/25 | 175 | 171 | ||
Total Energies Capital International SA | 3.461% | 7/12/49 | 200 | 158 | ||
Total Energies Capital International SA | 3.127% | 5/29/50 | 100 | 74 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 250 | 244 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 400 | 381 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 200 | 167 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 300 | 284 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 150 | 152 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 300 | 310 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 300 | 278 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 200 | 211 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 300 | 275 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 100 | 97 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 200 | 182 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 100 | 90 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 100 | 81 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 137 | 135 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 400 | 462 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 300 | 329 | ||
Valero Energy Corp. | 4.900% | 3/15/45 | 150 | 139 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 100 | 73 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 75 | 74 | ||
Western Midstream Operating LP | 3.100% | 2/1/25 | 200 | 195 | ||
Western Midstream Operating LP | 4.750% | 8/15/28 | 54 | 53 | ||
Western Midstream Operating LP | 4.050% | 2/1/30 | 227 | 213 | ||
Western Midstream Operating LP | 6.150% | 4/1/33 | 132 | 137 | ||
Western Midstream Operating LP | 5.300% | 3/1/48 | 200 | 175 | ||
Western Midstream Operating LP | 5.250% | 2/1/50 | 300 | 268 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 681 | 670 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 300 | 289 | ||
Williams Cos. Inc. | 5.300% | 8/15/28 | 138 | 141 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 200 | 183 | ||
Williams Cos. Inc. | 2.600% | 3/15/31 | 200 | 171 | ||
Williams Cos. Inc. | 4.650% | 8/15/32 | 200 | 195 | ||
Williams Cos. Inc. | 5.650% | 3/15/33 | 200 | 209 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 100 | 107 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 100 | 101 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 400 | 390 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 100 | 101 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 200 | 189 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 150 | 136 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 200 | 147 | ||
Williams Cos. Inc. | 5.300% | 8/15/52 | 100 | 97 | ||
82,837 | ||||||
Financials (7.7%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 50 | 59 | ||
Aegon Ltd. | 5.500% | 4/11/48 | 200 | 190 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.500% | 7/15/25 | 250 | 254 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.450% | 10/1/25 | 125 | 123 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 2.450% | 10/29/26 | 750 | 695 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.100% | 1/15/27 | 200 | 204 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.650% | 7/21/27 | 300 | 285 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 4.625% | 10/15/27 | 500 | 491 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.875% | 1/23/28 | 300 | 286 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 5.750% | 6/6/28 | 200 | 205 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.000% | 10/29/28 | 750 | 685 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 6.150% | 9/30/30 | 200 | 211 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.300% | 1/30/32 | 750 | 653 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.400% | 10/29/33 | 500 | 430 | ||
AerCap Ireland Capital DAC / AerCap Global Aviation Trust | 3.850% | 10/29/41 | 300 | 243 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 125 | 121 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 300 | 267 | ||
Aflac Inc. | 2.875% | 10/15/26 | 75 | 71 | ||
Aflac Inc. | 4.000% | 10/15/46 | 50 | 41 | ||
Aflac Inc. | 4.750% | 1/15/49 | 235 | 221 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Air Lease Corp. | 2.300% | 2/1/25 | 200 | 193 | ||
Air Lease Corp. | 3.250% | 3/1/25 | 150 | 146 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 250 | 242 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 200 | 183 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 75 | 72 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 200 | 189 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 500 | 438 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 100 | 98 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 100 | 90 | ||
Air Lease Corp. | 3.000% | 2/1/30 | 225 | 200 | ||
Air Lease Corp. | 3.125% | 12/1/30 | 750 | 657 | ||
Air Lease Corp. | 2.875% | 1/15/32 | 200 | 170 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 100 | 97 | ||
Alleghany Corp. | 3.625% | 5/15/30 | 100 | 95 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 100 | 97 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 250 | 189 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 75 | 73 | ||
Allstate Corp. | 1.450% | 12/15/30 | 100 | 81 | ||
Allstate Corp. | 5.250% | 3/30/33 | 200 | 204 | ||
Allstate Corp. | 5.550% | 5/9/35 | 75 | 78 | ||
Allstate Corp. | 4.500% | 6/15/43 | 125 | 112 | ||
Allstate Corp. | 4.200% | 12/15/46 | 200 | 170 | ||
Allstate Corp. | 3.850% | 8/10/49 | 100 | 81 | ||
Allstate Corp. | 6.500% | 5/15/67 | 100 | 99 | ||
Ally Financial Inc. | 2.200% | 11/2/28 | 450 | 385 | ||
Ally Financial Inc. | 6.992% | 6/13/29 | 200 | 207 | ||
Ally Financial Inc. | 8.000% | 11/1/31 | 400 | 438 | ||
American Express Co. | 3.625% | 12/5/24 | 241 | 237 | ||
American Express Co. | 2.250% | 3/4/25 | 200 | 194 | ||
American Express Co. | 4.200% | 11/6/25 | 150 | 148 | ||
American Express Co. | 4.900% | 2/13/26 | 230 | 231 | ||
American Express Co. | 4.990% | 5/1/26 | 200 | 200 | ||
American Express Co. | 3.125% | 5/20/26 | 250 | 241 | ||
American Express Co. | 6.338% | 10/30/26 | 200 | 204 | ||
American Express Co. | 1.650% | 11/4/26 | 525 | 485 | ||
American Express Co. | 2.550% | 3/4/27 | 200 | 187 | ||
American Express Co. | 3.300% | 5/3/27 | 350 | 335 | ||
American Express Co. | 5.389% | 7/28/27 | 200 | 202 | ||
American Express Co. | 5.282% | 7/27/29 | 200 | 204 | ||
American Express Co. | 6.489% | 10/30/31 | 200 | 217 | ||
American Express Co. | 5.043% | 5/1/34 | 192 | 192 | ||
American Express Co. | 4.050% | 12/3/42 | 67 | 61 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 150 | 150 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 110 | 92 | ||
American International Group Inc. | 4.200% | 4/1/28 | 120 | 117 | ||
American International Group Inc. | 4.250% | 3/15/29 | 30 | 29 | ||
American International Group Inc. | 3.400% | 6/30/30 | 120 | 110 | ||
American International Group Inc. | 3.875% | 1/15/35 | 100 | 91 | ||
American International Group Inc. | 4.700% | 7/10/35 | 45 | 42 | ||
American International Group Inc. | 6.250% | 5/1/36 | 475 | 505 | ||
American International Group Inc. | 4.500% | 7/16/44 | 350 | 316 | ||
American International Group Inc. | 4.750% | 4/1/48 | 200 | 190 | ||
American International Group Inc. | 5.750% | 4/1/48 | 125 | 124 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 20 | 20 | ||
Ameriprise Financial Inc. | 2.875% | 9/15/26 | 100 | 96 | ||
Ameriprise Financial Inc. | 5.150% | 5/15/33 | 200 | 206 | ||
Aon Corp. | 8.205% | 1/1/27 | 25 | 27 | ||
Aon Corp. | 4.500% | 12/15/28 | 100 | 99 | ||
Aon Corp. | 3.750% | 5/2/29 | 90 | 86 | ||
Aon Corp. | 2.800% | 5/15/30 | 405 | 359 | ||
Aon Corp. | 6.250% | 9/30/40 | 100 | 108 | ||
Aon Corp. / Aon Global Holdings plc | 5.350% | 2/28/33 | 225 | 231 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 125 | 122 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 175 | 157 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 100 | 92 | ||
Apollo Global Management Inc. | 6.375% | 11/15/33 | 75 | 81 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 100 | 97 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 94 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 50 | 57 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 200 | 153 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 50 | 47 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 105 | 103 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 115 | 110 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 500 | 456 | ||
Ares Capital Corp. | 7.000% | 1/15/27 | 80 | 82 | ||
Ares Capital Corp. | 2.875% | 6/15/27 | 224 | 205 | ||
Arthur J Gallagher & Co. | 5.500% | 3/2/33 | 200 | 204 | ||
Arthur J Gallagher & Co. | 5.750% | 3/2/53 | 200 | 205 | ||
Assurant Inc. | 4.900% | 3/27/28 | 100 | 99 | ||
Assurant Inc. | 6.750% | 2/15/34 | 9 | 10 | ||
Assured Guaranty US Holdings Inc. | 6.125% | 9/15/28 | 100 | 105 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Athene Holding Ltd. | 4.125% | 1/12/28 | 200 | 191 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 210 | 217 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 500 | 440 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 5 | 4 | ||
Australia & New Zealand Banking Group Ltd. | 5.375% | 7/3/25 | 200 | 202 | ||
Australia & New Zealand Banking Group Ltd. | 5.671% | 10/3/25 | 250 | 254 | ||
Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 245 | ||
Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | 250 | 251 | ||
AXA SA | 8.600% | 12/15/30 | 112 | 135 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 50 | 47 | ||
AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 50 | 42 | ||
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 550 | 527 | ||
Banco Bilbao Vizcaya Argentaria SA | 7.883% | 11/15/34 | 200 | 218 | ||
Banco Santander SA | 5.147% | 8/18/25 | 200 | 199 | ||
Banco Santander SA | 5.179% | 11/19/25 | 250 | 248 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 926 | ||
Banco Santander SA | 4.250% | 4/11/27 | 600 | 581 | ||
Banco Santander SA | 5.294% | 8/18/27 | 200 | 200 | ||
Banco Santander SA | 6.527% | 11/7/27 | 800 | 828 | ||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 189 | ||
Banco Santander SA | 4.379% | 4/12/28 | 200 | 194 | ||
Banco Santander SA | 6.607% | 11/7/28 | 200 | 213 | ||
Banco Santander SA | 2.958% | 3/25/31 | 600 | 516 | ||
Banco Santander SA | 6.921% | 8/8/33 | 400 | 427 | ||
Banco Santander SA | 6.938% | 11/7/33 | 200 | 222 | ||
Bank of America Corp. | 1.530% | 12/6/25 | 1,225 | 1,177 | ||
Bank of America Corp. | 3.366% | 1/23/26 | 300 | 293 | ||
Bank of America Corp. | 2.015% | 2/13/26 | 1,000 | 961 | ||
Bank of America Corp. | 4.450% | 3/3/26 | 475 | 469 | ||
Bank of America Corp. | 3.384% | 4/2/26 | 582 | 566 | ||
Bank of America Corp. | 3.500% | 4/19/26 | 320 | 311 | ||
Bank of America Corp. | 1.319% | 6/19/26 | 500 | 471 | ||
Bank of America Corp. | 4.250% | 10/22/26 | 725 | 712 | ||
Bank of America Corp. | 1.197% | 10/24/26 | 500 | 464 | ||
Bank of America Corp. | 5.080% | 1/20/27 | 275 | 275 | ||
Bank of America Corp. | 3.559% | 4/23/27 | 750 | 722 | ||
Bank of America Corp. | 1.734% | 7/22/27 | 500 | 458 | ||
Bank of America Corp. | 3.248% | 10/21/27 | 750 | 714 | ||
Bank of America Corp. | 4.183% | 11/25/27 | 560 | 545 | ||
Bank of America Corp. | 3.824% | 1/20/28 | 1,248 | 1,200 | ||
Bank of America Corp. | 2.551% | 2/4/28 | 675 | 625 | ||
Bank of America Corp. | 3.705% | 4/24/28 | 350 | 334 | ||
Bank of America Corp. | 3.593% | 7/21/28 | 800 | 759 | ||
Bank of America Corp. | 6.204% | 11/10/28 | 350 | 365 | ||
Bank of America Corp. | 3.419% | 12/20/28 | 1,334 | 1,256 | ||
Bank of America Corp. | 3.970% | 3/5/29 | 225 | 215 | ||
Bank of America Corp. | 5.202% | 4/25/29 | 450 | 453 | ||
Bank of America Corp. | 2.087% | 6/14/29 | 1,500 | 1,323 | ||
Bank of America Corp. | 4.271% | 7/23/29 | 575 | 555 | ||
Bank of America Corp. | 3.974% | 2/7/30 | 150 | 142 | ||
Bank of America Corp. | 3.194% | 7/23/30 | 1,125 | 1,020 | ||
Bank of America Corp. | 2.884% | 10/22/30 | 300 | 266 | ||
Bank of America Corp. | 2.496% | 2/13/31 | 750 | 645 | ||
Bank of America Corp. | 2.592% | 4/29/31 | 2,000 | 1,722 | ||
Bank of America Corp. | 2.687% | 4/22/32 | 500 | 422 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 1,500 | 1,244 | ||
Bank of America Corp. | 2.972% | 2/4/33 | 925 | 786 | ||
Bank of America Corp. | 5.015% | 7/22/33 | 500 | 494 | ||
Bank of America Corp. | 5.288% | 4/25/34 | 450 | 451 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 335 | 358 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 570 | 501 | ||
Bank of America Corp. | 4.244% | 4/24/38 | 300 | 271 | ||
Bank of America Corp. | 7.750% | 5/14/38 | 240 | 292 | ||
Bank of America Corp. | 4.078% | 4/23/40 | 550 | 482 | ||
Bank of America Corp. | 2.676% | 6/19/41 | 1,000 | 717 | ||
Bank of America Corp. | 5.875% | 2/7/42 | 300 | 324 | ||
Bank of America Corp. | 3.311% | 4/22/42 | 400 | 312 | ||
Bank of America Corp. | 5.000% | 1/21/44 | 615 | 606 | ||
Bank of America Corp. | 4.875% | 4/1/44 | 300 | 292 | ||
Bank of America Corp. | 4.750% | 4/21/45 | 100 | 91 | ||
Bank of America Corp. | 4.443% | 1/20/48 | 100 | 90 | ||
Bank of America Corp. | 4.330% | 3/15/50 | 250 | 219 | ||
Bank of America Corp. | 4.083% | 3/20/51 | 1,500 | 1,266 | ||
Bank of America Corp. | 2.831% | 10/24/51 | 500 | 339 | ||
Bank of America Corp. | 3.483% | 3/13/52 | 500 | 386 | ||
Bank of America Corp. | 2.972% | 7/21/52 | 400 | 282 | ||
Bank of America NA | 5.650% | 8/18/25 | 275 | 279 | ||
Bank of America NA | 5.526% | 8/18/26 | 275 | 280 | ||
Bank of America NA | 6.000% | 10/15/36 | 250 | 271 | ||
Bank of Montreal | 5.200% | 12/12/24 | 200 | 200 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of Montreal | 1.500% | 1/10/25 | 200 | 193 | ||
Bank of Montreal | 1.850% | 5/1/25 | 457 | 438 | ||
Bank of Montreal | 3.700% | 6/7/25 | 200 | 196 | ||
Bank of Montreal | 5.920% | 9/25/25 | 200 | 203 | ||
Bank of Montreal | 5.300% | 6/5/26 | 200 | 202 | ||
Bank of Montreal | 2.650% | 3/8/27 | 200 | 188 | ||
Bank of Montreal | 5.203% | 2/1/28 | 200 | 204 | ||
Bank of Montreal | 5.717% | 9/25/28 | 200 | 207 | ||
Bank of Montreal | 3.803% | 12/15/32 | 500 | 460 | ||
Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 84 | 83 | ||
Bank of New York Mellon Corp. | 3.000% | 2/24/25 | 547 | 535 | ||
Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 576 | 552 | ||
Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 408 | 385 | ||
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 120 | 112 | ||
Bank of New York Mellon Corp. | 4.947% | 4/26/27 | 200 | 200 | ||
Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 150 | 144 | ||
Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 150 | 144 | ||
Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 200 | 207 | ||
Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 200 | 185 | ||
Bank of New York Mellon Corp. | 4.543% | 2/1/29 | 200 | 199 | ||
Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 100 | 94 | ||
Bank of New York Mellon Corp. | 6.317% | 10/25/29 | 200 | 212 | ||
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 80 | 68 | ||
Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 200 | 212 | ||
Bank of New York Mellon Corp. | 4.706% | 2/1/34 | 200 | 196 | ||
Bank of New York Mellon Corp. | 4.967% | 4/26/34 | 1,200 | 1,195 | ||
Bank of Nova Scotia | 5.250% | 12/6/24 | 200 | 200 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 200 | 193 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 1,875 | 1,818 | ||
Bank of Nova Scotia | 3.450% | 4/11/25 | 200 | 196 | ||
Bank of Nova Scotia | 5.450% | 6/12/25 | 200 | 201 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 300 | 295 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 100 | 95 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 500 | 455 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 200 | 184 | ||
Bank of Nova Scotia | 5.250% | 6/12/28 | 200 | 203 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 200 | 168 | ||
Bank of Nova Scotia | 5.650% | 2/1/34 | 200 | 208 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 200 | 179 | ||
Barclays plc | 3.650% | 3/16/25 | 350 | 342 | ||
Barclays plc | 4.375% | 1/12/26 | 300 | 296 | ||
Barclays plc | 2.852% | 5/7/26 | 300 | 290 | ||
Barclays plc | 5.200% | 5/12/26 | 610 | 606 | ||
Barclays plc | 5.304% | 8/9/26 | 500 | 498 | ||
Barclays plc | 7.325% | 11/2/26 | 375 | 387 | ||
Barclays plc | 5.829% | 5/9/27 | 350 | 353 | ||
Barclays plc | 4.337% | 1/10/28 | 200 | 194 | ||
Barclays plc | 4.836% | 5/9/28 | 400 | 390 | ||
Barclays plc | 5.501% | 8/9/28 | 325 | 327 | ||
Barclays plc | 7.385% | 11/2/28 | 375 | 401 | ||
Barclays plc | 4.972% | 5/16/29 | 500 | 491 | ||
Barclays plc | 6.490% | 9/13/29 | 326 | 340 | ||
Barclays plc | 5.088% | 6/20/30 | 345 | 334 | ||
Barclays plc | 2.645% | 6/24/31 | 400 | 338 | ||
Barclays plc | 5.746% | 8/9/33 | 325 | 328 | ||
Barclays plc | 7.437% | 11/2/33 | 1,125 | 1,261 | ||
Barclays plc | 7.119% | 6/27/34 | 270 | 287 | ||
Barclays plc | 3.564% | 9/23/35 | 250 | 215 | ||
Barclays plc | 5.250% | 8/17/45 | 250 | 245 | ||
Barclays plc | 4.950% | 1/10/47 | 200 | 187 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 140 | 159 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 195 | 188 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 750 | 692 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 180 | 168 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 725 | 509 | ||
Berkshire Hathaway Finance Corp. | 3.850% | 3/15/52 | 534 | 448 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 725 | 705 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 100 | 97 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 90 | 87 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 380 | 339 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 600 | 502 | ||
BlackRock Inc. | 4.750% | 5/25/33 | 200 | 202 | ||
Blackstone Private Credit Fund | 2.625% | 12/15/26 | 300 | 272 | ||
Blackstone Private Credit Fund | 3.250% | 3/15/27 | 400 | 367 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 500 | 458 | ||
Blue Owl Capital Corp. | 3.750% | 7/22/25 | 180 | 173 | ||
Blue Owl Capital Corp. | 3.400% | 7/15/26 | 244 | 227 | ||
5 | Blue Owl Credit Income Corp. | 7.950% | 6/13/28 | 200 | 207 | |
5 | BNP Paribas SA | 3.052% | 1/13/31 | 50 | 44 | |
BPCE SA | 3.375% | 12/2/26 | 250 | 242 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 173 | 137 | ||
Brookfield Corp. | 4.000% | 1/15/25 | 157 | 155 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Brookfield Finance I UK plc / Brookfield Finance Inc. | 2.340% | 1/30/32 | 120 | 96 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 50 | 49 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 125 | 120 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 150 | 149 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 205 | 198 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 185 | 161 | ||
Brookfield Finance LLC / Brookfield Finance Inc. | 3.450% | 4/15/50 | 125 | 87 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 75 | 73 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 500 | 410 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 120 | 116 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 200 | 195 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 275 | 252 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 200 | 192 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 200 | 183 | ||
Canadian Imperial Bank of Commerce | 6.092% | 10/3/33 | 200 | 213 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 175 | 172 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 243 | 233 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 500 | 479 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 100 | 96 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 800 | 763 | ||
Capital One Financial Corp. | 7.149% | 10/29/27 | 200 | 208 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 300 | 285 | ||
Capital One Financial Corp. | 5.468% | 2/1/29 | 200 | 200 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 230 | 205 | ||
Capital One Financial Corp. | 7.624% | 10/30/31 | 200 | 219 | ||
Capital One Financial Corp. | 5.817% | 2/1/34 | 732 | 729 | ||
Capital One Financial Corp. | 6.377% | 6/8/34 | 500 | 515 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 110 | 107 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 384 | 377 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 25 | 25 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 300 | 275 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 500 | 459 | ||
Charles Schwab Corp. | 5.875% | 8/24/26 | 180 | 185 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 250 | 239 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 245 | 228 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 125 | 119 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 100 | 94 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 125 | 121 | ||
Charles Schwab Corp. | 5.643% | 5/19/29 | 220 | 226 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 100 | 94 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 50 | 45 | ||
Charles Schwab Corp. | 6.196% | 11/17/29 | 220 | 231 | ||
Charles Schwab Corp. | 4.625% | 3/22/30 | 50 | 50 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 500 | 418 | ||
Charles Schwab Corp. | 6.136% | 8/24/34 | 235 | 248 | ||
Chubb Corp. | 6.000% | 5/11/37 | 125 | 138 | ||
Chubb Corp. | 6.500% | 5/15/38 | 95 | 110 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 250 | 245 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 355 | 345 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 200 | 233 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 100 | 91 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 350 | 329 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 100 | 73 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 200 | 144 | ||
CI Financial Corp. | 4.100% | 6/15/51 | 350 | 206 | ||
Cincinnati Financial Corp. | 6.920% | 5/15/28 | 100 | 107 | ||
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 75 | 79 | ||
Citibank NA | 5.864% | 9/29/25 | 250 | 254 | ||
Citibank NA | 5.488% | 12/4/26 | 450 | 458 | ||
Citibank NA | 5.803% | 9/29/28 | 450 | 470 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 350 | 344 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 1,716 | 1,697 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 75 | 75 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 275 | 269 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 300 | 288 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 275 | 271 | ||
Citigroup Inc. | 5.610% | 9/29/26 | 200 | 201 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 1,025 | 978 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 75 | 74 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 1,230 | 1,202 | ||
Citigroup Inc. | 3.887% | 1/10/28 | 475 | 460 | ||
Citigroup Inc. | 3.070% | 2/24/28 | 1,000 | 942 | ||
Citigroup Inc. | 4.658% | 5/24/28 | 350 | 348 | ||
Citigroup Inc. | 3.668% | 7/24/28 | 900 | 858 | ||
Citigroup Inc. | 4.125% | 7/25/28 | 100 | 96 | ||
Citigroup Inc. | 3.520% | 10/27/28 | 580 | 548 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 3.980% | 3/20/30 | 475 | 451 | ||
Citigroup Inc. | 2.976% | 11/5/30 | 300 | 267 | ||
Citigroup Inc. | 2.666% | 1/29/31 | 500 | 434 | ||
Citigroup Inc. | 4.412% | 3/31/31 | 750 | 718 | ||
Citigroup Inc. | 2.572% | 6/3/31 | 500 | 427 | ||
Citigroup Inc. | 6.625% | 6/15/32 | 100 | 109 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 475 | 392 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 230 | 196 | ||
Citigroup Inc. | 3.785% | 3/17/33 | 600 | 540 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 220 | 215 | ||
Citigroup Inc. | 6.270% | 11/17/33 | 500 | 535 | ||
Citigroup Inc. | 6.174% | 5/25/34 | 350 | 363 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 75 | 80 | ||
Citigroup Inc. | 3.878% | 1/24/39 | 225 | 194 | ||
Citigroup Inc. | 8.125% | 7/15/39 | 562 | 725 | ||
Citigroup Inc. | 5.316% | 3/26/41 | 1,000 | 1,003 | ||
Citigroup Inc. | 5.875% | 1/30/42 | 100 | 106 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 375 | 361 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 200 | 182 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 375 | 336 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 450 | 416 | ||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 175 | 163 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 200 | 168 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 357 | 304 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 125 | 96 | ||
CME Group Inc. | 2.650% | 3/15/32 | 500 | 444 | ||
CME Group Inc. | 5.300% | 9/15/43 | 200 | 213 | ||
CNA Financial Corp. | 4.500% | 3/1/26 | 125 | 124 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 100 | 96 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 100 | 96 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 250 | 248 | ||
Comerica Bank | 4.000% | 7/27/25 | 50 | 48 | ||
Comerica Inc. | 4.000% | 2/1/29 | 90 | 85 | ||
Commonwealth Bank of Australia | 5.316% | 3/13/26 | 265 | 269 | ||
Cooperatieve Rabobank UA | 5.000% | 1/13/25 | 250 | 250 | ||
Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 666 | 653 | ||
Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 475 | 455 | ||
Cooperatieve Rabobank UA | 5.500% | 10/5/26 | 250 | 256 | ||
Cooperatieve Rabobank UA | 5.250% | 5/24/41 | 100 | 106 | ||
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 250 | 258 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 350 | 347 | ||
Corebridge Financial Inc. | 3.500% | 4/4/25 | 500 | 488 | ||
Corebridge Financial Inc. | 3.850% | 4/5/29 | 185 | 175 | ||
Corebridge Financial Inc. | 3.900% | 4/5/32 | 500 | 453 | ||
5 | Corebridge Financial Inc. | 6.050% | 9/15/33 | 400 | 418 | |
Corebridge Financial Inc. | 5.750% | 1/15/34 | 132 | 135 | ||
Corebridge Financial Inc. | 4.350% | 4/5/42 | 100 | 85 | ||
Corebridge Financial Inc. | 4.400% | 4/5/52 | 215 | 180 | ||
Credit Suisse AG | 3.700% | 2/21/25 | 300 | 294 | ||
Credit Suisse AG | 1.250% | 8/7/26 | 255 | 231 | ||
Credit Suisse AG | 5.000% | 7/9/27 | 250 | 250 | ||
Credit Suisse AG | 7.500% | 2/15/28 | 425 | 466 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 100 | 114 | ||
Deutsche Bank AG | 4.500% | 4/1/25 | 200 | 196 | ||
Deutsche Bank AG | 4.100% | 1/13/26 | 100 | 97 | ||
Deutsche Bank AG | 1.686% | 3/19/26 | 500 | 465 | ||
Deutsche Bank AG | 6.119% | 7/14/26 | 1,150 | 1,162 | ||
Deutsche Bank AG | 7.146% | 7/13/27 | 500 | 519 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 250 | 229 | ||
Deutsche Bank AG | 6.720% | 1/18/29 | 325 | 340 | ||
Deutsche Bank AG | 6.819% | 11/20/29 | 1,225 | 1,289 | ||
Deutsche Bank AG | 3.729% | 1/14/32 | 250 | 210 | ||
Deutsche Bank AG | 4.875% | 12/1/32 | 240 | 224 | ||
Deutsche Bank AG | 3.742% | 1/7/33 | 215 | 176 | ||
Deutsche Bank AG | 7.079% | 2/10/34 | 200 | 205 | ||
Discover Bank | 3.450% | 7/27/26 | 309 | 292 | ||
Discover Bank | 4.650% | 9/13/28 | 250 | 238 | ||
Discover Bank | 2.700% | 2/6/30 | 100 | 85 | ||
Discover Financial Services | 3.750% | 3/4/25 | 183 | 179 | ||
Discover Financial Services | 4.500% | 1/30/26 | 428 | 422 | ||
Discover Financial Services | 4.100% | 2/9/27 | 250 | 240 | ||
Discover Financial Services | 6.700% | 11/29/32 | 250 | 262 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 100 | 96 | ||
Enstar Finance LLC | 5.750% | 9/1/40 | 11 | 10 | ||
Enstar Finance LLC | 5.500% | 1/15/42 | 102 | 87 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 395 | 385 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 75 | 80 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 279 | 270 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 350 | 326 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 100 | 92 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 500 | 343 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 50 | 49 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 100 | 96 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | 200 | 200 | ||
5 | Fairfax Financial Holdings Ltd. | 6.000% | 12/7/33 | 100 | 103 | |
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 100 | 90 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 500 | 415 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 349 | 338 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 100 | 92 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 200 | 180 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 75 | 72 | ||
Fifth Third Bancorp | 6.339% | 7/27/29 | 200 | 208 | ||
Fifth Third Bancorp | 4.772% | 7/28/30 | 125 | 123 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 200 | 237 | ||
Fifth Third Bank NA | 3.950% | 7/28/25 | 200 | 196 | ||
Fifth Third Bank NA | 3.850% | 3/15/26 | 200 | 192 | ||
Fifth Third Bank NA | 2.250% | 2/1/27 | 250 | 231 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 200 | 158 | ||
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 75 | 76 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 200 | 127 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 100 | 97 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 500 | 473 | ||
FS KKR Capital Corp. | 3.125% | 10/12/28 | 200 | 174 | ||
GATX Corp. | 3.250% | 3/30/25 | 125 | 122 | ||
GATX Corp. | 3.250% | 9/15/26 | 50 | 48 | ||
GATX Corp. | 3.850% | 3/30/27 | 175 | 168 | ||
GATX Corp. | 3.500% | 3/15/28 | 100 | 94 | ||
GATX Corp. | 4.550% | 11/7/28 | 150 | 147 | ||
GATX Corp. | 4.700% | 4/1/29 | 75 | 74 | ||
GATX Corp. | 6.900% | 5/1/34 | 200 | 221 | ||
GATX Corp. | 4.500% | 3/30/45 | 50 | 41 | ||
GATX Corp. | 3.100% | 6/1/51 | 200 | 132 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 80 | 79 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 225 | 236 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 1,332 | 1,306 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 50 | 49 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 825 | 809 | ||
Goldman Sachs Group Inc. | 4.250% | 10/21/25 | 200 | 196 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 200 | 195 | ||
Goldman Sachs Group Inc. | 3.500% | 11/16/26 | 1,250 | 1,204 | ||
Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 500 | 461 | ||
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 400 | 411 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 350 | 341 | ||
Goldman Sachs Group Inc. | 1.542% | 9/10/27 | 200 | 181 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 1,350 | 1,235 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 1,008 | 935 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 495 | 474 | ||
Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 625 | 598 | ||
Goldman Sachs Group Inc. | 4.482% | 8/23/28 | 475 | 466 | ||
Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 450 | 427 | ||
Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 475 | 459 | ||
Goldman Sachs Group Inc. | 6.484% | 10/24/29 | 450 | 478 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 1,250 | 1,175 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 1,550 | 1,254 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 800 | 667 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 300 | 258 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 50 | 54 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 975 | 1,075 | ||
Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 405 | 354 | ||
Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 500 | 453 | ||
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 675 | 752 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 1,030 | 788 | ||
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 475 | 459 | ||
Golub Capital BDC Inc. | 2.050% | 2/15/27 | 65 | 57 | ||
Golub Capital BDC Inc. | 7.050% | 12/5/28 | 80 | 84 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 100 | 98 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 350 | 318 | ||
Hartford Financial Services Group Inc. | 5.950% | 10/15/36 | 50 | 53 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 100 | 107 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 175 | 150 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 125 | 96 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 200 | 134 | ||
HSBC Bank USA NA | 7.000% | 1/15/39 | 250 | 290 | ||
HSBC Holdings plc | 4.250% | 8/18/25 | 150 | 147 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 1,100 | 1,082 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 300 | 291 | ||
HSBC Holdings plc | 1.645% | 4/18/26 | 1,000 | 950 | ||
HSBC Holdings plc | 3.900% | 5/25/26 | 450 | 438 | ||
HSBC Holdings plc | 2.099% | 6/4/26 | 1,700 | 1,619 | ||
HSBC Holdings plc | 4.292% | 9/12/26 | 500 | 490 | ||
HSBC Holdings plc | 7.336% | 11/3/26 | 250 | 260 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HSBC Holdings plc | 4.375% | 11/23/26 | 350 | 342 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 500 | 458 | ||
HSBC Holdings plc | 5.887% | 8/14/27 | 340 | 345 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 725 | 666 | ||
HSBC Holdings plc | 4.041% | 3/13/28 | 400 | 385 | ||
HSBC Holdings plc | 5.210% | 8/11/28 | 815 | 815 | ||
HSBC Holdings plc | 4.583% | 6/19/29 | 400 | 388 | ||
HSBC Holdings plc | 2.206% | 8/17/29 | 500 | 436 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 250 | 248 | ||
HSBC Holdings plc | 3.973% | 5/22/30 | 570 | 533 | ||
HSBC Holdings plc | 7.625% | 5/17/32 | 100 | 109 | ||
HSBC Holdings plc | 2.871% | 11/22/32 | 1,225 | 1,019 | ||
HSBC Holdings plc | 7.350% | 11/27/32 | 100 | 106 | ||
HSBC Holdings plc | 4.762% | 3/29/33 | 300 | 280 | ||
HSBC Holdings plc | 5.402% | 8/11/33 | 275 | 276 | ||
HSBC Holdings plc | 8.113% | 11/3/33 | 250 | 288 | ||
HSBC Holdings plc | 6.254% | 3/9/34 | 350 | 371 | ||
HSBC Holdings plc | 6.547% | 6/20/34 | 200 | 209 | ||
HSBC Holdings plc | 7.399% | 11/13/34 | 200 | 220 | ||
HSBC Holdings plc | 6.500% | 5/2/36 | 600 | 625 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 50 | 54 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 200 | 214 | ||
HSBC Holdings plc | 6.332% | 3/9/44 | 350 | 378 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 750 | 732 | ||
HSBC USA Inc. | 5.625% | 3/17/25 | 405 | 407 | ||
Huntington Bancshares Inc. | 4.443% | 8/4/28 | 200 | 194 | ||
Huntington Bancshares Inc. | 6.208% | 8/21/29 | 205 | 211 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 250 | 214 | ||
Huntington National Bank | 4.270% | 11/25/26 | 150 | 141 | ||
Huntington National Bank | 4.552% | 5/17/28 | 250 | 242 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 250 | 241 | ||
ING Groep NV | 3.869% | 3/28/26 | 200 | 196 | ||
ING Groep NV | 3.950% | 3/29/27 | 300 | 291 | ||
ING Groep NV | 4.017% | 3/28/28 | 200 | 195 | ||
ING Groep NV | 4.550% | 10/2/28 | 200 | 197 | ||
ING Groep NV | 4.050% | 4/9/29 | 200 | 193 | ||
Intercontinental Exchange Inc. | 3.650% | 5/23/25 | 150 | 147 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 300 | 295 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 150 | 143 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 150 | 147 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 75 | 73 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 122 | 122 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 750 | 648 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 165 | 165 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 500 | 373 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 175 | 157 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 60 | 43 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 111 | 111 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 300 | 203 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 110 | 113 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 170 | 166 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 75 | 74 | ||
Jackson Financial Inc. | 3.125% | 11/23/31 | 250 | 210 | ||
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 75 | 74 | ||
Jefferies Financial Group Inc. | 4.850% | 1/15/27 | 200 | 199 | ||
Jefferies Financial Group Inc. | 5.875% | 7/21/28 | 200 | 205 | ||
Jefferies Financial Group Inc. | 4.150% | 1/23/30 | 300 | 282 | ||
Jefferies Financial Group Inc. | 6.250% | 1/15/36 | 75 | 79 | ||
Jefferies Financial Group Inc. | 6.500% | 1/20/43 | 75 | 79 | ||
JPMorgan Chase & Co. | 3.875% | 2/1/24 | 445 | 444 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 400 | 392 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 362 | 357 | ||
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 1,300 | 1,252 | ||
JPMorgan Chase & Co. | 5.546% | 12/15/25 | 450 | 450 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 685 | 663 | ||
JPMorgan Chase & Co. | 2.083% | 4/22/26 | 500 | 479 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 300 | 290 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 875 | 834 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 450 | 441 | ||
JPMorgan Chase & Co. | 3.960% | 1/29/27 | 500 | 488 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 500 | 461 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 500 | 453 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 959 | ||
JPMorgan Chase & Co. | 3.782% | 2/1/28 | 625 | 604 | ||
JPMorgan Chase & Co. | 3.540% | 5/1/28 | 350 | 334 | ||
JPMorgan Chase & Co. | 3.509% | 1/23/29 | 575 | 544 | ||
JPMorgan Chase & Co. | 4.005% | 4/23/29 | 300 | 289 | ||
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 625 | 554 | ||
JPMorgan Chase & Co. | 4.203% | 7/23/29 | 250 | 243 | ||
JPMorgan Chase & Co. | 5.299% | 7/24/29 | 515 | 523 | ||
JPMorgan Chase & Co. | 6.087% | 10/23/29 | 212 | 223 | ||
JPMorgan Chase & Co. | 4.452% | 12/5/29 | 300 | 294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JPMorgan Chase & Co. | 3.702% | 5/6/30 | 300 | 282 | ||
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 275 | 269 | ||
JPMorgan Chase & Co. | 2.739% | 10/15/30 | 1,500 | 1,334 | ||
JPMorgan Chase & Co. | 4.493% | 3/24/31 | 1,050 | 1,024 | ||
JPMorgan Chase & Co. | 2.522% | 4/22/31 | 2,000 | 1,731 | ||
JPMorgan Chase & Co. | 2.956% | 5/13/31 | 500 | 440 | ||
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 500 | 406 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 500 | 423 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 1,000 | 856 | ||
JPMorgan Chase & Co. | 5.717% | 9/14/33 | 1,000 | 1,034 | ||
JPMorgan Chase & Co. | 5.350% | 6/1/34 | 703 | 714 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 450 | 516 | ||
JPMorgan Chase & Co. | 3.882% | 7/24/38 | 500 | 443 | ||
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 650 | 677 | ||
JPMorgan Chase & Co. | 3.109% | 4/22/41 | 500 | 386 | ||
JPMorgan Chase & Co. | 5.600% | 7/15/41 | 275 | 292 | ||
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 150 | 156 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 450 | 349 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 300 | 314 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 100 | 96 | ||
JPMorgan Chase & Co. | 4.260% | 2/22/48 | 375 | 333 | ||
JPMorgan Chase & Co. | 4.032% | 7/24/48 | 500 | 426 | ||
JPMorgan Chase & Co. | 3.964% | 11/15/48 | 1,000 | 841 | ||
JPMorgan Chase & Co. | 3.897% | 1/23/49 | 400 | 333 | ||
JPMorgan Chase & Co. | 3.109% | 4/22/51 | 500 | 360 | ||
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 745 | 559 | ||
JPMorgan Chase Bank NA | 5.110% | 12/8/26 | 290 | 293 | ||
Kemper Corp. | 4.350% | 2/15/25 | 40 | 39 | ||
KeyBank NA | 3.300% | 6/1/25 | 403 | 388 | ||
KeyBank NA | 4.700% | 1/26/26 | 250 | 244 | ||
KeyBank NA | 5.850% | 11/15/27 | 250 | 250 | ||
KeyBank NA | 6.950% | 2/1/28 | 250 | 254 | ||
KeyBank NA | 5.000% | 1/26/33 | 250 | 234 | ||
KeyCorp | 4.150% | 10/29/25 | 150 | 146 | ||
KeyCorp | 4.100% | 4/30/28 | 600 | 565 | ||
KeyCorp | 2.550% | 10/1/29 | 150 | 127 | ||
Lazard Group LLC | 3.750% | 2/13/25 | 50 | 49 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 100 | 94 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 100 | 97 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 100 | 100 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 120 | 123 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 13 | 13 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 75 | 73 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 100 | 96 | ||
Lincoln National Corp. | 3.050% | 1/15/30 | 350 | 309 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 75 | 79 | ||
Lincoln National Corp. | 7.000% | 6/15/40 | 160 | 180 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 200 | 198 | ||
Lloyds Banking Group plc | 4.582% | 12/10/25 | 700 | 686 | ||
Lloyds Banking Group plc | 3.511% | 3/18/26 | 200 | 195 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 575 | 565 | ||
Lloyds Banking Group plc | 4.716% | 8/11/26 | 200 | 197 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 436 | 419 | ||
Lloyds Banking Group plc | 5.985% | 8/7/27 | 275 | 280 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 200 | 191 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 250 | 244 | ||
Lloyds Banking Group plc | 4.550% | 8/16/28 | 200 | 197 | ||
Lloyds Banking Group plc | 3.574% | 11/7/28 | 200 | 188 | ||
Lloyds Banking Group plc | 5.871% | 3/6/29 | 200 | 205 | ||
Lloyds Banking Group plc | 7.953% | 11/15/33 | 200 | 229 | ||
Lloyds Banking Group plc | 5.300% | 12/1/45 | 450 | 431 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 275 | 221 | ||
Loews Corp. | 6.000% | 2/1/35 | 50 | 54 | ||
Loews Corp. | 4.125% | 5/15/43 | 100 | 89 | ||
LPL Holdings Inc. | 6.750% | 11/17/28 | 200 | 213 | ||
M&T Bank Corp. | 7.413% | 10/30/29 | 200 | 215 | ||
M&T Bank Corp. | 5.053% | 1/27/34 | 200 | 189 | ||
Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 160 | 155 | ||
Manufacturers & Traders Trust Co. | 4.650% | 1/27/26 | 250 | 245 | ||
Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 250 | 243 | ||
Manulife Financial Corp. | 4.150% | 3/4/26 | 175 | 173 | ||
Manulife Financial Corp. | 4.061% | 2/24/32 | 190 | 180 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 200 | 204 | ||
Markel Group Inc. | 3.500% | 11/1/27 | 50 | 48 | ||
Markel Group Inc. | 3.350% | 9/17/29 | 75 | 69 | ||
Markel Group Inc. | 4.300% | 11/1/47 | 50 | 41 | ||
Markel Group Inc. | 5.000% | 5/20/49 | 150 | 139 | ||
Markel Group Inc. | 4.150% | 9/17/50 | 200 | 163 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 100 | 98 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 100 | 98 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 710 | 613 | ||
Marsh & McLennan Cos. Inc. | 5.400% | 9/15/33 | 200 | 211 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 250 | 243 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 100 | 90 | ||
Marsh & McLennan Cos. Inc. | 4.200% | 3/1/48 | 200 | 175 | ||
Marsh & McLennan Cos. Inc. | 5.700% | 9/15/53 | 300 | 326 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 75 | 72 | ||
MetLife Inc. | 3.000% | 3/1/25 | 250 | 244 | ||
MetLife Inc. | 3.600% | 11/13/25 | 400 | 394 | ||
MetLife Inc. | 6.500% | 12/15/32 | 175 | 199 | ||
MetLife Inc. | 5.375% | 7/15/33 | 200 | 209 | ||
MetLife Inc. | 6.375% | 6/15/34 | 100 | 112 | ||
MetLife Inc. | 5.875% | 2/6/41 | 590 | 645 | ||
MetLife Inc. | 4.125% | 8/13/42 | 175 | 155 | ||
MetLife Inc. | 4.875% | 11/13/43 | 355 | 346 | ||
MetLife Inc. | 4.721% | 12/15/44 | 63 | 59 | ||
MetLife Inc. | 5.250% | 1/15/54 | 200 | 206 | ||
MetLife Inc. | 6.400% | 12/15/66 | 210 | 217 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 250 | 246 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 2,000 | 1,889 | ||
Mitsubishi UFJ Financial Group Inc. | 5.719% | 2/20/26 | 500 | 502 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 525 | 513 | ||
Mitsubishi UFJ Financial Group Inc. | 5.541% | 4/17/26 | 225 | 226 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 250 | 236 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 500 | 485 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 400 | 366 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 250 | 238 | ||
Mitsubishi UFJ Financial Group Inc. | 2.341% | 1/19/28 | 400 | 370 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 200 | 195 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 200 | 194 | ||
Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | 200 | 203 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 200 | 191 | ||
Mitsubishi UFJ Financial Group Inc. | 5.242% | 4/19/29 | 225 | 228 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 175 | 161 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 50 | 44 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 500 | 420 | ||
Mitsubishi UFJ Financial Group Inc. | 2.852% | 1/19/33 | 400 | 343 | ||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 200 | 191 | ||
Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | 500 | 508 | ||
Mitsubishi UFJ Financial Group Inc. | 5.406% | 4/19/34 | 1,034 | 1,066 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 50 | 47 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 200 | 175 | ||
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 241 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 200 | 183 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 325 | 315 | ||
Mizuho Financial Group Inc. | 5.778% | 7/6/29 | 225 | 232 | ||
Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 400 | 387 | ||
Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 500 | 450 | ||
Mizuho Financial Group Inc. | 2.869% | 9/13/30 | 100 | 88 | ||
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 500 | 407 | ||
Mizuho Financial Group Inc. | 5.748% | 7/6/34 | 780 | 809 | ||
Morgan Stanley | 4.000% | 7/23/25 | 330 | 325 | ||
Morgan Stanley | 5.000% | 11/24/25 | 650 | 649 | ||
Morgan Stanley | 3.875% | 1/27/26 | 225 | 220 | ||
Morgan Stanley | 2.188% | 4/28/26 | 1,000 | 960 | ||
Morgan Stanley | 3.125% | 7/27/26 | 700 | 670 | ||
Morgan Stanley | 6.250% | 8/9/26 | 1,796 | 1,852 | ||
Morgan Stanley | 4.350% | 9/8/26 | 966 | 949 | ||
Morgan Stanley | 6.138% | 10/16/26 | 500 | 509 | ||
Morgan Stanley | 0.985% | 12/10/26 | 500 | 460 | ||
Morgan Stanley | 3.625% | 1/20/27 | 250 | 243 | ||
Morgan Stanley | 5.050% | 1/28/27 | 350 | 350 | ||
Morgan Stanley | 3.950% | 4/23/27 | 325 | 315 | ||
Morgan Stanley | 1.593% | 5/4/27 | 525 | 484 | ||
Morgan Stanley | 2.475% | 1/21/28 | 500 | 464 | ||
Morgan Stanley | 4.210% | 4/20/28 | 200 | 195 | ||
4 | Morgan Stanley | 3.591% | 7/22/28 | 935 | 892 | |
Morgan Stanley | 6.296% | 10/18/28 | 500 | 524 | ||
Morgan Stanley | 3.772% | 1/24/29 | 575 | 548 | ||
Morgan Stanley | 5.123% | 2/1/29 | 350 | 351 | ||
Morgan Stanley | 5.164% | 4/20/29 | 450 | 452 | ||
Morgan Stanley | 5.449% | 7/20/29 | 350 | 357 | ||
Morgan Stanley | 6.407% | 11/1/29 | 350 | 371 | ||
Morgan Stanley | 4.431% | 1/23/30 | 550 | 536 | ||
Morgan Stanley | 2.699% | 1/22/31 | 1,750 | 1,533 | ||
Morgan Stanley | 3.622% | 4/1/31 | 600 | 553 | ||
Morgan Stanley | 1.794% | 2/13/32 | 500 | 399 | ||
Morgan Stanley | 7.250% | 4/1/32 | 150 | 177 | ||
Morgan Stanley | 1.928% | 4/28/32 | 200 | 161 | ||
Morgan Stanley | 2.239% | 7/21/32 | 500 | 409 | ||
Morgan Stanley | 2.511% | 10/20/32 | 600 | 498 | ||
Morgan Stanley | 2.943% | 1/21/33 | 500 | 425 | ||
Morgan Stanley | 6.342% | 10/18/33 | 750 | 808 | ||
Morgan Stanley | 5.250% | 4/21/34 | 450 | 450 | ||
Morgan Stanley | 6.627% | 11/1/34 | 350 | 388 | ||
Morgan Stanley | 5.297% | 4/20/37 | 350 | 340 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Morgan Stanley | 5.948% | 1/19/38 | 350 | 354 | ||
4 | Morgan Stanley | 3.971% | 7/22/38 | 375 | 329 | |
Morgan Stanley | 4.457% | 4/22/39 | 250 | 230 | ||
Morgan Stanley | 3.217% | 4/22/42 | 325 | 251 | ||
Morgan Stanley | 6.375% | 7/24/42 | 600 | 695 | ||
Morgan Stanley | 4.300% | 1/27/45 | 650 | 587 | ||
Morgan Stanley | 2.802% | 1/25/52 | 940 | 627 | ||
Morgan Stanley Bank NA | 5.479% | 7/16/25 | 350 | 353 | ||
Morgan Stanley Bank NA | 4.754% | 4/21/26 | 275 | 275 | ||
Morgan Stanley Bank NA | 5.882% | 10/30/26 | 275 | 283 | ||
Nasdaq Inc. | 5.650% | 6/28/25 | 500 | 505 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 100 | 98 | ||
Nasdaq Inc. | 5.350% | 6/28/28 | 200 | 206 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 250 | 203 | ||
Nasdaq Inc. | 5.550% | 2/15/34 | 200 | 208 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 200 | 139 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 35 | 25 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 200 | 159 | ||
Nasdaq Inc. | 5.950% | 8/15/53 | 200 | 215 | ||
Nasdaq Inc. | 6.100% | 6/28/63 | 200 | 217 | ||
National Australia Bank Ltd. | 5.200% | 5/13/25 | 500 | 503 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 100 | 97 | ||
National Australia Bank Ltd. | 2.500% | 7/12/26 | 200 | 190 | ||
National Australia Bank Ltd. | 4.944% | 1/12/28 | 250 | 253 | ||
National Australia Bank Ltd. | 4.900% | 6/13/28 | 500 | 505 | ||
National Bank of Canada | 5.250% | 1/17/25 | 250 | 250 | ||
National Bank of Canada | 5.600% | 12/18/28 | 250 | 257 | ||
Natwest Group plc | 5.076% | 1/27/30 | 200 | 197 | ||
Natwest Group plc | 4.445% | 5/8/30 | 700 | 670 | ||
Natwest Group plc | 6.016% | 3/2/34 | 200 | 210 | ||
NatWest Group plc | 7.472% | 11/10/26 | 200 | 207 | ||
NatWest Group plc | 5.847% | 3/2/27 | 200 | 202 | ||
NatWest Group plc | 5.516% | 9/30/28 | 200 | 201 | ||
NatWest Group plc | 4.892% | 5/18/29 | 1,000 | 983 | ||
NatWest Group plc | 5.808% | 9/13/29 | 200 | 205 | ||
Nomura Holdings Inc. | 2.648% | 1/16/25 | 170 | 165 | ||
Nomura Holdings Inc. | 5.099% | 7/3/25 | 225 | 224 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 300 | 284 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 200 | 183 | ||
Nomura Holdings Inc. | 5.386% | 7/6/27 | 200 | 201 | ||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 200 | 176 | ||
Nomura Holdings Inc. | 5.605% | 7/6/29 | 225 | 230 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 400 | 354 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 250 | 213 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 200 | 166 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 150 | 148 | ||
Northern Trust Corp. | 4.000% | 5/10/27 | 200 | 197 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 100 | 97 | ||
Northern Trust Corp. | 3.375% | 5/8/32 | 50 | 46 | ||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 40 | 39 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 100 | 96 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 200 | 147 | ||
ORIX Corp. | 3.250% | 12/4/24 | 75 | 73 | ||
ORIX Corp. | 3.700% | 7/18/27 | 200 | 193 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 47 | 46 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 200 | 180 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 95 | 90 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 100 | 86 | ||
PNC Bank NA | 2.950% | 2/23/25 | 293 | 285 | ||
PNC Bank NA | 3.250% | 6/1/25 | 169 | 165 | ||
PNC Bank NA | 3.100% | 10/25/27 | 250 | 235 | ||
PNC Bank NA | 3.250% | 1/22/28 | 150 | 141 | ||
PNC Bank NA | 4.050% | 7/26/28 | 250 | 241 | ||
PNC Bank NA | 2.700% | 10/22/29 | 150 | 132 | ||
PNC Financial Services Group Inc. | 5.812% | 6/12/26 | 200 | 201 | ||
PNC Financial Services Group Inc. | 4.758% | 1/26/27 | 200 | 198 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 450 | 427 | ||
PNC Financial Services Group Inc. | 6.615% | 10/20/27 | 200 | 208 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 500 | 474 | ||
PNC Financial Services Group Inc. | 5.582% | 6/12/29 | 200 | 204 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 425 | 372 | ||
PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 200 | 188 | ||
PNC Financial Services Group Inc. | 6.037% | 10/28/33 | 255 | 267 | ||
PNC Financial Services Group Inc. | 5.068% | 1/24/34 | 200 | 196 | ||
PNC Financial Services Group Inc. | 5.939% | 8/18/34 | 90 | 94 | ||
PNC Financial Services Group Inc. | 6.875% | 10/20/34 | 430 | 478 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 128 | 125 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 100 | 95 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 50 | 46 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 150 | 133 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 195 | 165 | ||
Progressive Corp. | 2.450% | 1/15/27 | 150 | 141 | ||
Progressive Corp. | 6.625% | 3/1/29 | 125 | 137 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Progressive Corp. | 4.950% | 6/15/33 | 100 | 103 | ||
Progressive Corp. | 4.350% | 4/25/44 | 50 | 45 | ||
Progressive Corp. | 4.125% | 4/15/47 | 290 | 256 | ||
Progressive Corp. | 4.200% | 3/15/48 | 115 | 103 | ||
Progressive Corp. | 3.950% | 3/26/50 | 180 | 153 | ||
Progressive Corp. | 3.700% | 3/15/52 | 100 | 81 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 200 | 180 | ||
Prudential Financial Inc. | 3.878% | 3/27/28 | 163 | 159 | ||
Prudential Financial Inc. | 5.750% | 7/15/33 | 100 | 109 | ||
Prudential Financial Inc. | 5.700% | 12/14/36 | 125 | 135 | ||
Prudential Financial Inc. | 6.625% | 12/1/37 | 65 | 75 | ||
Prudential Financial Inc. | 3.000% | 3/10/40 | 50 | 39 | ||
Prudential Financial Inc. | 6.625% | 6/21/40 | 65 | 74 | ||
Prudential Financial Inc. | 5.100% | 8/15/43 | 50 | 47 | ||
Prudential Financial Inc. | 4.600% | 5/15/44 | 525 | 489 | ||
Prudential Financial Inc. | 5.375% | 5/15/45 | 250 | 247 | ||
Prudential Financial Inc. | 3.905% | 12/7/47 | 182 | 149 | ||
Prudential Financial Inc. | 5.700% | 9/15/48 | 250 | 243 | ||
Prudential Financial Inc. | 3.935% | 12/7/49 | 363 | 299 | ||
Prudential Financial Inc. | 4.350% | 2/25/50 | 210 | 186 | ||
Prudential Financial Inc. | 3.700% | 10/1/50 | 200 | 173 | ||
Prudential Financial Inc. | 5.125% | 3/1/52 | 250 | 235 | ||
Prudential Funding Asia plc | 3.125% | 4/14/30 | 200 | 180 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 55 | 55 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 210 | 196 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 250 | 189 | ||
Regions Bank | 6.450% | 6/26/37 | 250 | 254 | ||
Regions Financial Corp. | 2.250% | 5/18/25 | 100 | 95 | ||
Regions Financial Corp. | 1.800% | 8/12/28 | 120 | 103 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 50 | 48 | ||
Reinsurance Group of America Inc. | 6.000% | 9/15/33 | 100 | 105 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 10 | 10 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 75 | 71 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 75 | 70 | ||
RenaissanceRe Holdings Ltd. | 5.750% | 6/5/33 | 132 | 133 | ||
Royal Bank of Canada | 1.600% | 1/21/25 | 100 | 96 | ||
Royal Bank of Canada | 3.375% | 4/14/25 | 200 | 196 | ||
Royal Bank of Canada | 4.950% | 4/25/25 | 200 | 200 | ||
Royal Bank of Canada | 4.875% | 1/12/26 | 200 | 201 | ||
Royal Bank of Canada | 4.650% | 1/27/26 | 898 | 891 | ||
Royal Bank of Canada | 1.200% | 4/27/26 | 200 | 185 | ||
Royal Bank of Canada | 1.400% | 11/2/26 | 500 | 457 | ||
Royal Bank of Canada | 2.050% | 1/21/27 | 100 | 93 | ||
Royal Bank of Canada | 3.625% | 5/4/27 | 200 | 193 | ||
Royal Bank of Canada | 4.240% | 8/3/27 | 200 | 198 | ||
Royal Bank of Canada | 6.000% | 11/1/27 | 200 | 210 | ||
Royal Bank of Canada | 4.900% | 1/12/28 | 200 | 202 | ||
Royal Bank of Canada | 2.300% | 11/3/31 | 500 | 422 | ||
Royal Bank of Canada | 3.875% | 5/4/32 | 200 | 188 | ||
Royal Bank of Canada | 5.000% | 2/1/33 | 465 | 473 | ||
Royal Bank of Canada | 5.000% | 5/2/33 | 200 | 204 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 1,125 | 1,113 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 400 | 379 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 250 | 243 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 200 | 183 | ||
Santander Holdings USA Inc. | 6.499% | 3/9/29 | 200 | 207 | ||
Santander UK Group Holdings plc | 1.532% | 8/21/26 | 600 | 560 | ||
Santander UK Group Holdings plc | 1.673% | 6/14/27 | 400 | 364 | ||
Santander UK Group Holdings plc | 3.823% | 11/3/28 | 200 | 188 | ||
Santander UK Group Holdings plc | 6.534% | 1/10/29 | 415 | 430 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 50 | 48 | ||
State Street Corp. | 3.300% | 12/16/24 | 227 | 223 | ||
State Street Corp. | 3.550% | 8/18/25 | 200 | 196 | ||
State Street Corp. | 5.104% | 5/18/26 | 500 | 500 | ||
State Street Corp. | 2.650% | 5/19/26 | 125 | 119 | ||
State Street Corp. | 5.272% | 8/3/26 | 215 | 218 | ||
State Street Corp. | 5.684% | 11/21/29 | 200 | 207 | ||
State Street Corp. | 4.141% | 12/3/29 | 200 | 194 | ||
State Street Corp. | 2.400% | 1/24/30 | 150 | 134 | ||
State Street Corp. | 4.821% | 1/26/34 | 130 | 128 | ||
State Street Corp. | 5.159% | 5/18/34 | 500 | 504 | ||
State Street Corp. | 3.031% | 11/1/34 | 125 | 112 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 320 | 311 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 1,500 | 1,420 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 200 | 184 | ||
Sumitomo Mitsui Financial Group Inc. | 3.784% | 3/9/26 | 150 | 146 | ||
Sumitomo Mitsui Financial Group Inc. | 5.880% | 7/13/26 | 200 | 205 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 125 | 119 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 175 | 167 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 200 | 192 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 700 | 666 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 300 | 286 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 100 | 96 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 500 | 438 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 475 | 434 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 150 | 136 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,870 | 1,654 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 200 | 162 | ||
Sumitomo Mitsui Financial Group Inc. | 5.766% | 1/13/33 | 295 | 312 | ||
Sumitomo Mitsui Financial Group Inc. | 5.776% | 7/13/33 | 200 | 212 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 200 | 138 | ||
Sumitomo Mitsui Financial Group Inc. | 6.184% | 7/13/43 | 200 | 223 | ||
Synchrony Financial | 4.500% | 7/23/25 | 426 | 416 | ||
Synchrony Financial | 3.700% | 8/4/26 | 125 | 117 | ||
Synchrony Financial | 3.950% | 12/1/27 | 300 | 281 | ||
Toronto-Dominion Bank | 3.250% | 3/11/24 | 400 | 398 | ||
Toronto-Dominion Bank | 1.250% | 12/13/24 | 825 | 795 | ||
Toronto-Dominion Bank | 1.450% | 1/10/25 | 200 | 193 | ||
Toronto-Dominion Bank | 3.766% | 6/6/25 | 425 | 418 | ||
Toronto-Dominion Bank | 1.150% | 6/12/25 | 200 | 189 | ||
Toronto-Dominion Bank | 0.750% | 1/6/26 | 200 | 185 | ||
Toronto-Dominion Bank | 5.103% | 1/9/26 | 200 | 201 | ||
Toronto-Dominion Bank | 5.532% | 7/17/26 | 225 | 229 | ||
Toronto-Dominion Bank | 1.250% | 9/10/26 | 325 | 297 | ||
Toronto-Dominion Bank | 1.950% | 1/12/27 | 200 | 185 | ||
Toronto-Dominion Bank | 4.108% | 6/8/27 | 425 | 418 | ||
Toronto-Dominion Bank | 5.156% | 1/10/28 | 225 | 229 | ||
Toronto-Dominion Bank | 5.523% | 7/17/28 | 225 | 232 | ||
Toronto-Dominion Bank | 2.000% | 9/10/31 | 325 | 270 | ||
Toronto-Dominion Bank | 2.450% | 1/12/32 | 850 | 713 | ||
Toronto-Dominion Bank | 4.456% | 6/8/32 | 400 | 389 | ||
Travelers Cos. Inc. | 6.250% | 6/15/37 | 150 | 170 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 150 | 134 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 225 | 194 | ||
Travelers Cos. Inc. | 4.100% | 3/4/49 | 200 | 174 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 500 | 331 | ||
Travelers Cos. Inc. | 5.450% | 5/25/53 | 143 | 155 | ||
Travelers Property Casualty Corp. | 6.375% | 3/15/33 | 26 | 30 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 100 | 99 | ||
Truist Bank | 2.150% | 12/6/24 | 250 | 243 | ||
Truist Bank | 3.625% | 9/16/25 | 500 | 484 | ||
Truist Bank | 3.300% | 5/15/26 | 200 | 191 | ||
Truist Bank | 2.636% | 9/17/29 | 250 | 233 | ||
Truist Financial Corp. | 3.700% | 6/5/25 | 175 | 171 | ||
Truist Financial Corp. | 1.200% | 8/5/25 | 200 | 188 | ||
Truist Financial Corp. | 6.047% | 6/8/27 | 265 | 270 | ||
Truist Financial Corp. | 1.125% | 8/3/27 | 500 | 438 | ||
Truist Financial Corp. | 3.875% | 3/19/29 | 200 | 187 | ||
Truist Financial Corp. | 1.887% | 6/7/29 | 500 | 432 | ||
Truist Financial Corp. | 7.161% | 10/30/29 | 200 | 216 | ||
Truist Financial Corp. | 1.950% | 6/5/30 | 100 | 84 | ||
Truist Financial Corp. | 4.916% | 7/28/33 | 200 | 187 | ||
Truist Financial Corp. | 5.122% | 1/26/34 | 810 | 784 | ||
Truist Financial Corp. | 5.867% | 6/8/34 | 200 | 204 | ||
UBS AG | 5.800% | 9/11/25 | 200 | 202 | ||
UBS AG | 5.650% | 9/11/28 | 225 | 233 | ||
UBS Group AG | 3.750% | 3/26/25 | 250 | 245 | ||
UBS Group AG | 4.550% | 4/17/26 | 456 | 450 | ||
UBS Group AG | 4.875% | 5/15/45 | 375 | 357 | ||
Unum Group | 4.000% | 6/15/29 | 80 | 76 | ||
Unum Group | 5.750% | 8/15/42 | 75 | 73 | ||
Unum Group | 4.500% | 12/15/49 | 100 | 79 | ||
US Bancorp | 3.950% | 11/17/25 | 25 | 25 | ||
US Bancorp | 3.100% | 4/27/26 | 300 | 288 | ||
US Bancorp | 2.375% | 7/22/26 | 249 | 234 | ||
US Bancorp | 5.727% | 10/21/26 | 525 | 528 | ||
US Bancorp | 3.150% | 4/27/27 | 275 | 262 | ||
US Bancorp | 6.787% | 10/26/27 | 200 | 209 | ||
US Bancorp | 5.775% | 6/12/29 | 275 | 282 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
US Bancorp | 3.000% | 7/30/29 | 240 | 217 | ||
US Bancorp | 2.677% | 1/27/33 | 90 | 75 | ||
US Bancorp | 4.967% | 7/22/33 | 235 | 223 | ||
US Bancorp | 5.850% | 10/21/33 | 525 | 542 | ||
US Bancorp | 4.839% | 2/1/34 | 360 | 345 | ||
US Bancorp | 5.836% | 6/12/34 | 275 | 284 | ||
US Bancorp | 2.491% | 11/3/36 | 450 | 352 | ||
US Bank NA | 2.050% | 1/21/25 | 175 | 169 | ||
US Bank NA | 2.800% | 1/27/25 | 625 | 608 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 250 | 242 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 75 | 74 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 40 | 35 | ||
Voya Financial Inc. | 4.700% | 1/23/48 | 100 | 83 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 55 | 51 | ||
Wells Fargo & Co. | 3.000% | 2/19/25 | 425 | 416 | ||
Wells Fargo & Co. | 2.164% | 2/11/26 | 500 | 481 | ||
Wells Fargo & Co. | 3.000% | 4/22/26 | 1,275 | 1,222 | ||
Wells Fargo & Co. | 3.908% | 4/25/26 | 400 | 392 | ||
Wells Fargo & Co. | 4.100% | 6/3/26 | 725 | 709 | ||
Wells Fargo & Co. | 4.540% | 8/15/26 | 275 | 272 | ||
Wells Fargo & Co. | 3.000% | 10/23/26 | 675 | 641 | ||
Wells Fargo & Co. | 4.300% | 7/22/27 | 475 | 465 | ||
Wells Fargo & Co. | 3.584% | 5/22/28 | 500 | 476 | ||
Wells Fargo & Co. | 4.808% | 7/25/28 | 975 | 968 | ||
Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 195 | ||
Wells Fargo & Co. | 5.574% | 7/25/29 | 350 | 357 | ||
Wells Fargo & Co. | 6.303% | 10/23/29 | 990 | 1,044 | ||
Wells Fargo & Co. | 2.879% | 10/30/30 | 1,300 | 1,155 | ||
Wells Fargo & Co. | 4.478% | 4/4/31 | 1,250 | 1,209 | ||
Wells Fargo & Co. | 4.897% | 7/25/33 | 975 | 950 | ||
Wells Fargo & Co. | 5.389% | 4/24/34 | 952 | 955 | ||
Wells Fargo & Co. | 5.557% | 7/25/34 | 350 | 357 | ||
Wells Fargo & Co. | 3.068% | 4/30/41 | 600 | 454 | ||
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,000 | 973 | ||
Wells Fargo & Co. | 4.650% | 11/4/44 | 325 | 286 | ||
Wells Fargo & Co. | 3.900% | 5/1/45 | 250 | 207 | ||
Wells Fargo & Co. | 4.900% | 11/17/45 | 250 | 228 | ||
Wells Fargo & Co. | 4.400% | 6/14/46 | 300 | 252 | ||
Wells Fargo & Co. | 4.750% | 12/7/46 | 350 | 309 | ||
Wells Fargo & Co. | 5.013% | 4/4/51 | 1,750 | 1,669 | ||
Wells Fargo & Co. | 4.611% | 4/25/53 | 400 | 362 | ||
Wells Fargo Bank NA | 5.550% | 8/1/25 | 300 | 303 | ||
Wells Fargo Bank NA | 5.450% | 8/7/26 | 300 | 305 | ||
Wells Fargo Bank NA | 5.254% | 12/11/26 | 450 | 456 | ||
Wells Fargo Bank NA | 5.950% | 8/26/36 | 200 | 207 | ||
Wells Fargo Bank NA | 5.850% | 2/1/37 | 300 | 315 | ||
Wells Fargo Bank NA | 6.600% | 1/15/38 | 225 | 251 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 200 | 195 | ||
Westpac Banking Corp. | 5.512% | 11/17/25 | 200 | 203 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 200 | 192 | ||
Westpac Banking Corp. | 1.150% | 6/3/26 | 218 | 201 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 175 | 167 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 250 | 241 | ||
Westpac Banking Corp. | 5.535% | 11/17/28 | 200 | 208 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 275 | 243 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 150 | 134 | ||
Westpac Banking Corp. | 2.894% | 2/4/30 | 425 | 410 | ||
Westpac Banking Corp. | 4.322% | 11/23/31 | 500 | 481 | ||
Westpac Banking Corp. | 5.405% | 8/10/33 | 200 | 198 | ||
Westpac Banking Corp. | 6.820% | 11/17/33 | 200 | 217 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 25 | 23 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 315 | 256 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 500 | 406 | ||
Westpac Banking Corp. | 4.421% | 7/24/39 | 200 | 174 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 200 | 138 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 100 | 97 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 440 | 395 | ||
Willis North America Inc. | 5.350% | 5/15/33 | 100 | 101 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 50 | 46 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 90 | 70 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 205 | ||
333,744 | ||||||
Health Care (2.9%) | ||||||
Abbott Laboratories | 3.750% | 11/30/26 | 367 | 362 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 100 | 89 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 150 | 127 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 200 | 205 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 250 | 271 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 700 | 718 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 411 | 404 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 740 | 710 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 350 | 348 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 1,130 | 1,056 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AbbVie Inc. | 4.550% | 3/15/35 | 350 | 344 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 495 | 484 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 825 | 746 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 50 | 47 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 501 | 465 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 230 | 224 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 200 | 192 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 402 | 384 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 455 | 418 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 350 | 342 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 1,025 | 915 | ||
Adventist Health System | 2.952% | 3/1/29 | 100 | 90 | ||
Adventist Health System | 3.630% | 3/1/49 | 100 | 74 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 50 | 49 | ||
Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 25 | 21 | ||
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 100 | 89 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 75 | 57 | ||
Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 75 | 53 | ||
Aetna Inc. | 6.625% | 6/15/36 | 130 | 146 | ||
Aetna Inc. | 6.750% | 12/15/37 | 100 | 112 | ||
Aetna Inc. | 4.500% | 5/15/42 | 75 | 66 | ||
Aetna Inc. | 4.125% | 11/15/42 | 75 | 62 | ||
Aetna Inc. | 3.875% | 8/15/47 | 300 | 235 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 75 | 72 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 100 | 91 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 100 | 86 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 75 | 73 | ||
AHS Hospital Corp. | 2.780% | 7/1/51 | 150 | 99 | ||
2 | Allina Health System | 3.887% | 4/15/49 | 75 | 62 | |
Amgen Inc. | 1.900% | 2/21/25 | 180 | 174 | ||
Amgen Inc. | 5.250% | 3/2/25 | 200 | 200 | ||
Amgen Inc. | 5.507% | 3/2/26 | 350 | 350 | ||
Amgen Inc. | 2.200% | 2/21/27 | 150 | 139 | ||
Amgen Inc. | 3.200% | 11/2/27 | 600 | 573 | ||
Amgen Inc. | 5.150% | 3/2/28 | 500 | 511 | ||
Amgen Inc. | 1.650% | 8/15/28 | 200 | 177 | ||
Amgen Inc. | 4.050% | 8/18/29 | 200 | 196 | ||
Amgen Inc. | 5.250% | 3/2/30 | 250 | 257 | ||
Amgen Inc. | 2.000% | 1/15/32 | 450 | 369 | ||
Amgen Inc. | 3.350% | 2/22/32 | 500 | 456 | ||
Amgen Inc. | 4.200% | 3/1/33 | 200 | 190 | ||
Amgen Inc. | 5.250% | 3/2/33 | 950 | 974 | ||
Amgen Inc. | 3.150% | 2/21/40 | 575 | 448 | ||
Amgen Inc. | 2.800% | 8/15/41 | 450 | 328 | ||
Amgen Inc. | 4.950% | 10/1/41 | 240 | 230 | ||
Amgen Inc. | 5.150% | 11/15/41 | 126 | 124 | ||
Amgen Inc. | 5.600% | 3/2/43 | 300 | 310 | ||
Amgen Inc. | 4.400% | 5/1/45 | 450 | 400 | ||
Amgen Inc. | 3.375% | 2/21/50 | 725 | 541 | ||
Amgen Inc. | 4.663% | 6/15/51 | 500 | 456 | ||
Amgen Inc. | 3.000% | 1/15/52 | 806 | 564 | ||
Amgen Inc. | 4.200% | 2/22/52 | 500 | 423 | ||
Amgen Inc. | 5.650% | 3/2/53 | 500 | 527 | ||
Amgen Inc. | 2.770% | 9/1/53 | 422 | 271 | ||
Amgen Inc. | 5.750% | 3/2/63 | 500 | 526 | ||
Ascension Health | 2.532% | 11/15/29 | 350 | 313 | ||
Ascension Health | 3.106% | 11/15/39 | 100 | 79 | ||
Ascension Health | 3.945% | 11/15/46 | 175 | 151 | ||
2 | Ascension Health | 4.847% | 11/15/53 | 75 | 73 | |
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 200 | 185 | ||
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 200 | 179 | ||
Astrazeneca Finance LLC | 4.900% | 3/3/30 | 200 | 206 | ||
Astrazeneca Finance LLC | 2.250% | 5/28/31 | 200 | 173 | ||
Astrazeneca Finance LLC | 4.875% | 3/3/33 | 200 | 207 | ||
Astrazeneca Finance LLC | 4.875% | 3/3/28 | 200 | 204 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 400 | 391 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 500 | 460 | ||
AstraZeneca plc | 4.000% | 1/17/29 | 200 | 197 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 300 | 249 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 450 | 526 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 290 | 263 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 200 | 188 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 335 | 250 | ||
Banner Health | 2.338% | 1/1/30 | 125 | 108 | ||
Banner Health | 3.181% | 1/1/50 | 75 | 55 | ||
Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 250 | 185 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 97 | 95 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 73 | 73 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 750 | 687 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 250 | 224 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 500 | 420 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 100 | 73 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Baxter International Inc. | 3.132% | 12/1/51 | 200 | 138 | ||
Baylor Scott & White Holdings | 1.777% | 11/15/30 | 100 | 83 | ||
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 100 | 89 | ||
Baylor Scott & White Holdings | 2.839% | 11/15/50 | 350 | 241 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 75 | 74 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 375 | 363 | ||
Becton Dickinson & Co. | 4.693% | 2/13/28 | 250 | 251 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 125 | 112 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 375 | 313 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 172 | 161 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 300 | 280 | ||
Biogen Inc. | 4.050% | 9/15/25 | 350 | 344 | ||
Biogen Inc. | 2.250% | 5/1/30 | 400 | 341 | ||
Biogen Inc. | 3.150% | 5/1/50 | 300 | 210 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 250 | 225 | ||
Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | 25 | 24 | ||
2 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 100 | 89 | |
Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 250 | 174 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 550 | 527 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 150 | 134 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 131 | 125 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 50 | 60 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 133 | 128 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 302 | 293 | ||
Bristol-Myers Squibb Co. | 1.125% | 11/13/27 | 500 | 445 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 210 | 204 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 275 | 270 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 155 | 147 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 200 | 164 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 300 | 267 | ||
Bristol-Myers Squibb Co. | 5.900% | 11/15/33 | 175 | 191 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 100 | 78 | ||
Bristol-Myers Squibb Co. | 4.625% | 5/15/44 | 175 | 164 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 250 | 220 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 233 | 212 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 700 | 607 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 500 | 317 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 720 | 566 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 200 | 156 | ||
Bristol-Myers Squibb Co. | 6.400% | 11/15/63 | 350 | 407 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 100 | 98 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 75 | 67 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 50 | 44 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 125 | 107 | ||
Cencora Inc. | 3.250% | 3/1/25 | 50 | 49 | ||
Cencora Inc. | 3.450% | 12/15/27 | 275 | 265 | ||
Cencora Inc. | 2.700% | 3/15/31 | 300 | 263 | ||
Cencora Inc. | 4.300% | 12/15/47 | 175 | 157 | ||
Centene Corp. | 4.250% | 12/15/27 | 474 | 458 | ||
Centene Corp. | 2.450% | 7/15/28 | 467 | 417 | ||
Centene Corp. | 4.625% | 12/15/29 | 736 | 707 | ||
Centene Corp. | 3.375% | 2/15/30 | 110 | 99 | ||
Centene Corp. | 3.000% | 10/15/30 | 407 | 354 | ||
Centene Corp. | 2.500% | 3/1/31 | 395 | 329 | ||
Centene Corp. | 2.625% | 8/1/31 | 254 | 212 | ||
Children's Health System of Texas | 2.511% | 8/15/50 | 100 | 62 | ||
Children's Hospital Corp. | 4.115% | 1/1/47 | 75 | 66 | ||
Children's Hospital Corp. | 2.585% | 2/1/50 | 50 | 33 | ||
Children's Hospital Medical Center | 4.268% | 5/15/44 | 50 | 46 | ||
CHRISTUS Health | 4.341% | 7/1/28 | 125 | 123 | ||
Cigna Group | 3.250% | 4/15/25 | 250 | 244 | ||
Cigna Group | 4.125% | 11/15/25 | 467 | 461 | ||
Cigna Group | 4.500% | 2/25/26 | 390 | 387 | ||
Cigna Group | 3.400% | 3/1/27 | 275 | 265 | ||
Cigna Group | 7.875% | 5/15/27 | 41 | 45 | ||
Cigna Group | 4.375% | 10/15/28 | 610 | 605 | ||
Cigna Group | 2.400% | 3/15/30 | 265 | 232 | ||
Cigna Group | 2.375% | 3/15/31 | 250 | 213 | ||
Cigna Group | 4.800% | 8/15/38 | 415 | 402 | ||
Cigna Group | 3.200% | 3/15/40 | 150 | 117 | ||
Cigna Group | 6.125% | 11/15/41 | 92 | 101 | ||
Cigna Group | 4.800% | 7/15/46 | 400 | 376 | ||
Cigna Group | 3.875% | 10/15/47 | 170 | 138 | ||
Cigna Group | 4.900% | 12/15/48 | 545 | 519 | ||
Cigna Group | 3.400% | 3/15/50 | 375 | 277 | ||
City of Hope | 5.623% | 11/15/43 | 75 | 75 | ||
City of Hope | 4.378% | 8/15/48 | 100 | 85 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 100 | 94 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 500 | 433 | ||
2 | CommonSpirit Health | 4.350% | 11/1/42 | 225 | 195 | |
CommonSpirit Health | 3.817% | 10/1/49 | 50 | 39 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 200 | 169 | ||
Community Health Network Inc. | 3.099% | 5/1/50 | 140 | 94 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Corewell Health Obligated Group | 3.487% | 7/15/49 | 75 | 58 | ||
Cottage Health Obligated Group | 3.304% | 11/1/49 | 100 | 75 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 573 | 563 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 416 | 397 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 450 | 430 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 400 | 355 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 677 | 665 | ||
CVS Health Corp. | 5.000% | 1/30/29 | 470 | 478 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 360 | 335 | ||
CVS Health Corp. | 5.125% | 2/21/30 | 250 | 254 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 225 | 186 | ||
CVS Health Corp. | 5.250% | 1/30/31 | 100 | 103 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 350 | 288 | ||
CVS Health Corp. | 5.250% | 2/21/33 | 250 | 256 | ||
CVS Health Corp. | 5.300% | 6/1/33 | 400 | 411 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 125 | 123 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 1,000 | 945 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 75 | 80 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 200 | 172 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 150 | 145 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 525 | 498 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 1,535 | 1,440 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 300 | 251 | ||
CVS Health Corp. | 5.625% | 2/21/53 | 220 | 223 | ||
CVS Health Corp. | 5.875% | 6/1/53 | 118 | 124 | ||
CVS Health Corp. | 6.000% | 6/1/63 | 135 | 144 | ||
Danaher Corp. | 3.350% | 9/15/25 | 100 | 98 | ||
Danaher Corp. | 4.375% | 9/15/45 | 75 | 70 | ||
Danaher Corp. | 2.600% | 10/1/50 | 500 | 335 | ||
Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 100 | 79 | ||
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 150 | 133 | ||
DH Europe Finance II Sarl | 2.600% | 11/15/29 | 150 | 136 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 175 | 145 | ||
Dignity Health | 3.812% | 11/1/24 | 100 | 98 | ||
Dignity Health | 4.500% | 11/1/42 | 100 | 88 | ||
Dignity Health | 5.267% | 11/1/64 | 50 | 47 | ||
Duke University Health System Inc. | 3.920% | 6/1/47 | 100 | 85 | ||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 100 | 99 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 100 | 97 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 530 | 460 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 650 | 565 | ||
Elevance Health Inc. | 4.100% | 5/15/32 | 200 | 191 | ||
Elevance Health Inc. | 5.500% | 10/15/32 | 250 | 262 | ||
Elevance Health Inc. | 4.750% | 2/15/33 | 200 | 200 | ||
Elevance Health Inc. | 5.950% | 12/15/34 | 1 | 1 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 75 | 80 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 50 | 55 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 175 | 163 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 775 | 719 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 100 | 98 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 261 | 233 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 155 | 141 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 200 | 183 | ||
Elevance Health Inc. | 5.125% | 2/15/53 | 200 | 201 | ||
Elevance Health Inc. | 4.850% | 8/15/54 | 30 | 27 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 71 | 69 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 92 | 88 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 250 | 158 | ||
Eli Lilly & Co. | 4.950% | 2/27/63 | 250 | 260 | ||
GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | 250 | 252 | ||
GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 200 | 207 | ||
GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | 250 | 267 | ||
GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 150 | 174 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 575 | 563 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 525 | 501 | ||
Gilead Sciences Inc. | 5.250% | 10/15/33 | 100 | 104 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 575 | 569 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 350 | 322 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 175 | 187 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 400 | 387 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 455 | 434 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 475 | 329 | ||
Gilead Sciences Inc. | 5.550% | 10/15/53 | 100 | 108 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 604 | 594 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 375 | 370 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 85 | 92 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 550 | 640 | ||
GlaxoSmithKline Capital Inc. | 4.200% | 3/18/43 | 100 | 93 | ||
GlaxoSmithKline Capital plc | 3.375% | 6/1/29 | 25 | 24 | ||
Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 250 | 178 | ||
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 125 | 110 | ||
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 50 | 45 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 75 | 54 | |
HCA Inc. | 5.375% | 2/1/25 | 250 | 250 | ||
HCA Inc. | 5.250% | 4/15/25 | 320 | 320 | ||
HCA Inc. | 5.250% | 6/15/26 | 325 | 327 | ||
HCA Inc. | 4.500% | 2/15/27 | 125 | 124 | ||
HCA Inc. | 5.200% | 6/1/28 | 177 | 179 | ||
HCA Inc. | 5.625% | 9/1/28 | 275 | 281 | ||
HCA Inc. | 4.125% | 6/15/29 | 405 | 388 | ||
HCA Inc. | 3.500% | 9/1/30 | 500 | 454 | ||
HCA Inc. | 2.375% | 7/15/31 | 400 | 331 | ||
HCA Inc. | 3.625% | 3/15/32 | 250 | 224 | ||
HCA Inc. | 5.500% | 6/1/33 | 221 | 225 | ||
HCA Inc. | 5.125% | 6/15/39 | 200 | 191 | ||
HCA Inc. | 4.375% | 3/15/42 | 250 | 212 | ||
HCA Inc. | 5.500% | 6/15/47 | 425 | 409 | ||
HCA Inc. | 5.250% | 6/15/49 | 400 | 372 | ||
HCA Inc. | 3.500% | 7/15/51 | 200 | 141 | ||
HCA Inc. | 4.625% | 3/15/52 | 300 | 256 | ||
HCA Inc. | 5.900% | 6/1/53 | 177 | 182 | ||
Humana Inc. | 1.350% | 2/3/27 | 200 | 180 | ||
Humana Inc. | 3.950% | 3/15/27 | 150 | 147 | ||
Humana Inc. | 5.750% | 12/1/28 | 100 | 105 | ||
Humana Inc. | 4.875% | 4/1/30 | 135 | 137 | ||
Humana Inc. | 2.150% | 2/3/32 | 200 | 165 | ||
Humana Inc. | 5.950% | 3/15/34 | 200 | 214 | ||
Humana Inc. | 4.625% | 12/1/42 | 110 | 101 | ||
Humana Inc. | 4.950% | 10/1/44 | 270 | 256 | ||
Humana Inc. | 3.950% | 8/15/49 | 40 | 33 | ||
Humana Inc. | 5.500% | 3/15/53 | 200 | 207 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 100 | 91 | ||
Illumina Inc. | 2.550% | 3/23/31 | 250 | 211 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 125 | 108 | ||
Iowa Health System | 3.665% | 2/15/50 | 125 | 95 | ||
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 125 | 106 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 250 | 245 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 350 | 336 | ||
Johnson & Johnson | 2.950% | 3/3/27 | 200 | 193 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 300 | 268 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 100 | 96 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 375 | 315 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 150 | 162 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 175 | 180 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 175 | 162 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 300 | 277 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 200 | 231 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 250 | 178 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 150 | 150 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 75 | 78 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 200 | 200 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 400 | 350 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 250 | 220 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 400 | 264 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 100 | 96 | ||
Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 250 | 188 | ||
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 235 | 229 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 150 | 133 | ||
Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 225 | 169 | ||
Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 250 | 178 | ||
Koninklijke KPN NV | 6.875% | 3/11/38 | 100 | 112 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 150 | 138 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 100 | 97 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 200 | 197 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 200 | 185 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 100 | 97 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 125 | 113 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 200 | 173 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 195 | 180 | ||
Mass General Brigham Inc. | 3.192% | 7/1/49 | 150 | 110 | ||
Mass General Brigham Inc. | 3.342% | 7/1/60 | 250 | 179 | ||
Mayo Clinic | 3.774% | 11/15/43 | 75 | 64 | ||
Mayo Clinic | 4.128% | 11/15/52 | 50 | 45 | ||
Mayo Clinic | 3.196% | 11/15/61 | 250 | 176 | ||
McKesson Corp. | 0.900% | 12/3/25 | 500 | 464 | ||
McKesson Corp. | 4.900% | 7/15/28 | 24 | 24 | ||
McKesson Corp. | 5.100% | 7/15/33 | 100 | 103 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | MedStar Health Inc. | 3.626% | 8/15/49 | 75 | 57 | |
Medtronic Inc. | 4.375% | 3/15/35 | 511 | 499 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 244 | 238 | ||
Memorial Health Services | 3.447% | 11/1/49 | 150 | 114 | ||
Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 100 | 71 | ||
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 150 | 131 | ||
Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 25 | 22 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 740 | 724 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 400 | 367 | ||
Merck & Co. Inc. | 4.050% | 5/17/28 | 100 | 100 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 375 | 360 | ||
Merck & Co. Inc. | 4.300% | 5/17/30 | 133 | 133 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 210 | 176 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 450 | 385 | ||
Merck & Co. Inc. | 4.500% | 5/17/33 | 265 | 267 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 125 | 147 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 200 | 182 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 100 | 85 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 200 | 184 | ||
Merck & Co. Inc. | 4.900% | 5/17/44 | 133 | 135 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 525 | 447 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 300 | 265 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 700 | 482 | ||
Merck & Co. Inc. | 5.000% | 5/17/53 | 265 | 273 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 375 | 251 | ||
Merck & Co. Inc. | 5.150% | 5/17/63 | 177 | 185 | ||
Methodist Hospital | 2.705% | 12/1/50 | 300 | 200 | ||
2 | Montefiore Obligated Group | 5.246% | 11/1/48 | 150 | 109 | |
Mount Sinai Hospital | 3.391% | 7/1/50 | 500 | 351 | ||
MultiCare Health System | 2.803% | 8/15/50 | 250 | 154 | ||
Mylan Inc. | 5.400% | 11/29/43 | 100 | 87 | ||
Mylan Inc. | 5.200% | 4/15/48 | 175 | 145 | ||
New York and Presbyterian Hospital | 4.024% | 8/1/45 | 130 | 112 | ||
New York and Presbyterian Hospital | 4.063% | 8/1/56 | 75 | 63 | ||
New York and Presbyterian Hospital | 2.606% | 8/1/60 | 100 | 59 | ||
New York and Presbyterian Hospital | 3.954% | 8/1/19 | 125 | 92 | ||
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 100 | 81 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 200 | 169 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 100 | 76 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 250 | 193 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 287 | 285 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 200 | 194 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 525 | 492 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 175 | 168 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 410 | 361 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 100 | 87 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 375 | 360 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 225 | 203 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 75 | 54 | ||
NY Society for Relief of Ruptured & Crippled Maintaining Hospital Special Surgery | 2.667% | 10/1/50 | 10 | 6 | ||
NYU Langone Hospitals | 4.784% | 7/1/44 | 100 | 94 | ||
2 | NYU Langone Hospitals | 4.368% | 7/1/47 | 110 | 98 | |
NYU Langone Hospitals | 3.380% | 7/1/55 | 200 | 142 | ||
Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 50 | 34 | ||
2 | OhioHealth Corp. | 3.042% | 11/15/50 | 100 | 74 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 50 | 42 | ||
PeaceHealth Obligated Group | 4.787% | 11/15/48 | 75 | 66 | ||
PeaceHealth Obligated Group | 3.218% | 11/15/50 | 200 | 130 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 200 | 195 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 375 | 361 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 300 | 271 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 225 | 192 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 200 | 166 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 150 | 138 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 125 | 111 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 425 | 527 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 200 | 147 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 125 | 115 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 200 | 189 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 250 | 222 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 350 | 317 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 175 | 153 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 450 | 313 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pfizer Investment Enterprises Pte Ltd. | 4.650% | 5/19/25 | 531 | 530 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.450% | 5/19/26 | 531 | 530 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.450% | 5/19/28 | 707 | 707 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.650% | 5/19/30 | 527 | 531 | ||
Pfizer Investment Enterprises Pte Ltd. | 4.750% | 5/19/33 | 884 | 886 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.110% | 5/19/43 | 525 | 524 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.300% | 5/19/53 | 1,061 | 1,085 | ||
Pfizer Investment Enterprises Pte Ltd. | 5.340% | 5/19/63 | 707 | 715 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 175 | 191 | ||
Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 50 | 47 | ||
Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 150 | 131 | ||
Providence St. Joseph Health Obligated Group | 5.403% | 10/1/33 | 200 | 204 | ||
2 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 75 | 58 | |
2 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 75 | 58 | |
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 100 | 98 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 125 | 122 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 140 | 137 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 160 | 143 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 125 | 109 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 13 | 13 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 25 | 23 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 500 | 411 | ||
Revvity Inc. | 1.900% | 9/15/28 | 250 | 217 | ||
Revvity Inc. | 3.625% | 3/15/51 | 150 | 108 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 300 | 280 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 300 | 252 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 350 | 249 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 250 | 170 | ||
Rush Obligated Group | 3.922% | 11/15/29 | 75 | 72 | ||
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 100 | 83 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 25 | 19 | ||
Sanofi SA | 3.625% | 6/19/28 | 225 | 220 | ||
Seattle Children's Hospital | 2.719% | 10/1/50 | 200 | 132 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 575 | 553 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 300 | 248 | ||
SSM Health Care Corp. | 3.823% | 6/1/27 | 100 | 97 | ||
SSM Health Care Corp. | 4.894% | 6/1/28 | 200 | 201 | ||
Stanford Health Care | 3.795% | 11/15/48 | 125 | 104 | ||
Stryker Corp. | 1.150% | 6/15/25 | 100 | 95 | ||
Stryker Corp. | 3.375% | 11/1/25 | 140 | 136 | ||
Stryker Corp. | 3.500% | 3/15/26 | 183 | 178 | ||
Stryker Corp. | 3.650% | 3/7/28 | 50 | 48 | ||
Stryker Corp. | 4.100% | 4/1/43 | 75 | 66 | ||
Stryker Corp. | 4.375% | 5/15/44 | 50 | 46 | ||
Sutter Health | 1.321% | 8/15/25 | 500 | 467 | ||
Sutter Health | 3.695% | 8/15/28 | 75 | 72 | ||
Sutter Health | 5.164% | 8/15/33 | 75 | 76 | ||
Sutter Health | 4.091% | 8/15/48 | 75 | 65 | ||
Sutter Health | 3.361% | 8/15/50 | 125 | 93 | ||
Sutter Health | 5.547% | 8/15/53 | 75 | 80 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 405 | 411 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 150 | 115 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 610 | 437 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 200 | 140 | ||
Texas Health Resources | 2.328% | 11/15/50 | 300 | 182 | ||
Thermo Fisher Scientific Inc. | 4.953% | 8/10/26 | 100 | 101 | ||
Thermo Fisher Scientific Inc. | 5.000% | 12/5/26 | 200 | 203 | ||
Thermo Fisher Scientific Inc. | 5.000% | 1/31/29 | 200 | 205 | ||
Thermo Fisher Scientific Inc. | 4.977% | 8/10/30 | 150 | 154 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 1,000 | 843 | ||
Thermo Fisher Scientific Inc. | 5.086% | 8/10/33 | 200 | 208 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 250 | 190 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 185 | 193 | ||
Trinity Health Corp. | 4.125% | 12/1/45 | 85 | 74 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 400 | 394 | ||
UnitedHealth Group Inc. | 5.150% | 10/15/25 | 200 | 202 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 225 | 219 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 175 | 171 | ||
UnitedHealth Group Inc. | 3.375% | 4/15/27 | 350 | 339 | ||
UnitedHealth Group Inc. | 3.700% | 5/15/27 | 120 | 118 | ||
UnitedHealth Group Inc. | 2.950% | 10/15/27 | 150 | 143 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UnitedHealth Group Inc. | 5.250% | 2/15/28 | 375 | 388 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 150 | 147 | ||
UnitedHealth Group Inc. | 4.250% | 1/15/29 | 200 | 200 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 150 | 139 | ||
UnitedHealth Group Inc. | 5.300% | 2/15/30 | 200 | 209 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 755 | 653 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 650 | 563 | ||
UnitedHealth Group Inc. | 4.200% | 5/15/32 | 250 | 244 | ||
UnitedHealth Group Inc. | 5.350% | 2/15/33 | 375 | 397 | ||
UnitedHealth Group Inc. | 4.500% | 4/15/33 | 200 | 198 | ||
UnitedHealth Group Inc. | 4.625% | 7/15/35 | 175 | 176 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 50 | 59 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 125 | 147 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 245 | 296 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 240 | 204 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 200 | 152 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 60 | 66 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 300 | 235 | ||
UnitedHealth Group Inc. | 4.625% | 11/15/41 | 110 | 105 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 50 | 46 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 175 | 153 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 125 | 116 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 305 | 296 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 210 | 187 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 290 | 259 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 300 | 268 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 150 | 138 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 310 | 253 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 750 | 570 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 200 | 226 | ||
UnitedHealth Group Inc. | 5.050% | 4/15/53 | 269 | 272 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 420 | 343 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 250 | 178 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 200 | 231 | ||
UnitedHealth Group Inc. | 5.200% | 4/15/63 | 300 | 307 | ||
Universal Health Services Inc. | 2.650% | 10/15/30 | 300 | 254 | ||
UPMC | 3.600% | 4/3/25 | 125 | 122 | ||
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 889 | 861 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 225 | 188 | ||
Viatris Inc. | 1.650% | 6/22/25 | 175 | 166 | ||
Viatris Inc. | 2.300% | 6/22/27 | 175 | 159 | ||
Viatris Inc. | 4.000% | 6/22/50 | 250 | 176 | ||
WakeMed | 3.286% | 10/1/52 | 200 | 144 | ||
2 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 50 | 45 | |
Wyeth LLC | 6.500% | 2/1/34 | 150 | 169 | ||
Wyeth LLC | 6.000% | 2/15/36 | 85 | 94 | ||
Wyeth LLC | 5.950% | 4/1/37 | 385 | 422 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 250 | 241 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 200 | 171 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 50 | 51 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 150 | 133 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 100 | 99 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 150 | 142 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 100 | 98 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 150 | 129 | ||
Zoetis Inc. | 5.600% | 11/16/32 | 250 | 268 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 175 | 167 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 150 | 128 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 75 | 68 | ||
124,792 | ||||||
Industrials (2.0%) | ||||||
3M Co. | 2.000% | 2/14/25 | 150 | 145 | ||
3M Co. | 2.650% | 4/15/25 | 100 | 97 | ||
3M Co. | 3.000% | 8/7/25 | 100 | 97 | ||
3M Co. | 2.250% | 9/19/26 | 150 | 140 | ||
3M Co. | 2.875% | 10/15/27 | 125 | 118 | ||
3M Co. | 3.375% | 3/1/29 | 150 | 140 | ||
3M Co. | 2.375% | 8/26/29 | 360 | 319 | ||
3M Co. | 3.125% | 9/19/46 | 75 | 55 | ||
3M Co. | 3.625% | 10/15/47 | 100 | 76 | ||
3M Co. | 4.000% | 9/14/48 | 250 | 214 | ||
3M Co. | 3.250% | 8/26/49 | 300 | 218 | ||
3M Co. | 3.700% | 4/15/50 | 125 | 99 | ||
Allegion plc | 3.500% | 10/1/29 | 75 | 69 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 175 | 166 | ||
American Airlines Class A Series 2021-1 Pass Through Trust | 2.875% | 1/11/36 | 128 | 106 | ||
2 | American Airlines Class AA Series 2015-2 Pass Through Trust | 3.600% | 3/22/29 | 35 | 33 | |
2 | American Airlines Class AA Series 2016-1 Pass Through Trust | 3.575% | 7/15/29 | 100 | 93 | |
2 | American Airlines Class AA Series 2016-3 Pass Through Trust | 3.000% | 4/15/30 | 101 | 91 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
2 | American Airlines Class AA Series 2017-1 Pass Through Trust | 3.650% | 8/15/30 | 34 | 31 | |
2 | American Airlines Class AA Series 2019-1 Pass Through Trust | 3.150% | 8/15/33 | 41 | 36 | |
Amphenol Corp. | 2.050% | 3/1/25 | 40 | 39 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 100 | 100 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 275 | 251 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 100 | 84 | ||
Block Financial LLC | 5.250% | 10/1/25 | 100 | 99 | ||
Block Financial LLC | 3.875% | 8/15/30 | 200 | 183 | ||
BNSF Funding Trust I | 6.613% | 12/15/55 | 65 | 63 | ||
Boeing Co. | 2.500% | 3/1/25 | 145 | 140 | ||
Boeing Co. | 4.875% | 5/1/25 | 795 | 791 | ||
Boeing Co. | 2.196% | 2/4/26 | 1,200 | 1,134 | ||
Boeing Co. | 3.100% | 5/1/26 | 100 | 96 | ||
Boeing Co. | 2.250% | 6/15/26 | 50 | 47 | ||
Boeing Co. | 2.700% | 2/1/27 | 195 | 184 | ||
Boeing Co. | 2.800% | 3/1/27 | 50 | 47 | ||
Boeing Co. | 5.040% | 5/1/27 | 360 | 363 | ||
Boeing Co. | 3.250% | 3/1/28 | 100 | 94 | ||
Boeing Co. | 3.450% | 11/1/28 | 250 | 235 | ||
Boeing Co. | 3.200% | 3/1/29 | 200 | 187 | ||
Boeing Co. | 2.950% | 2/1/30 | 190 | 171 | ||
Boeing Co. | 5.150% | 5/1/30 | 695 | 708 | ||
Boeing Co. | 6.125% | 2/15/33 | 75 | 81 | ||
Boeing Co. | 3.600% | 5/1/34 | 350 | 310 | ||
Boeing Co. | 3.250% | 2/1/35 | 190 | 160 | ||
Boeing Co. | 6.625% | 2/15/38 | 50 | 56 | ||
Boeing Co. | 3.550% | 3/1/38 | 50 | 41 | ||
Boeing Co. | 3.500% | 3/1/39 | 75 | 60 | ||
Boeing Co. | 6.875% | 3/15/39 | 100 | 114 | ||
Boeing Co. | 5.875% | 2/15/40 | 75 | 78 | ||
Boeing Co. | 5.705% | 5/1/40 | 740 | 767 | ||
Boeing Co. | 3.375% | 6/15/46 | 75 | 55 | ||
Boeing Co. | 3.650% | 3/1/47 | 55 | 41 | ||
Boeing Co. | 3.625% | 3/1/48 | 75 | 55 | ||
Boeing Co. | 3.850% | 11/1/48 | 60 | 47 | ||
Boeing Co. | 3.900% | 5/1/49 | 150 | 119 | ||
Boeing Co. | 3.750% | 2/1/50 | 250 | 195 | ||
Boeing Co. | 5.805% | 5/1/50 | 530 | 550 | ||
Boeing Co. | 3.825% | 3/1/59 | 200 | 148 | ||
Boeing Co. | 3.950% | 8/1/59 | 75 | 58 | ||
Boeing Co. | 5.930% | 5/1/60 | 735 | 763 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 100 | 98 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 75 | 74 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 225 | 217 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 140 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 125 | 125 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 250 | 262 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 250 | 231 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 200 | 185 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 175 | 163 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 125 | 128 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 100 | 99 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 150 | 140 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 125 | 111 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 75 | 72 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 150 | 127 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 125 | 110 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 375 | 325 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 200 | 176 | ||
Burlington Northern Santa Fe LLC | 3.550% | 2/15/50 | 400 | 322 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 200 | 145 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 200 | 140 | ||
Burlington Northern Santa Fe LLC | 5.200% | 4/15/54 | 325 | 339 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 75 | 85 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 75 | 84 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 100 | 113 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 100 | 77 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 425 | 279 | ||
Canadian Pacific Railway Co. | 2.875% | 11/15/29 | 100 | 90 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 200 | 171 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 100 | 114 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 250 | 232 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 80 | 85 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 178 | 159 | ||
Canadian Pacific Railway Co. | 4.300% | 5/15/43 | 75 | 66 | ||
Canadian Pacific Railway Co. | 4.950% | 8/15/45 | 125 | 119 | ||
Canadian Pacific Railway Co. | 4.700% | 5/1/48 | 225 | 205 | ||
Canadian Pacific Railway Co. | 3.500% | 5/1/50 | 100 | 77 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 500 | 362 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 120 | 134 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 400 | 387 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Carrier Global Corp. | 5.800% | 11/30/25 | 200 | 203 | |
Carrier Global Corp. | 2.493% | 2/15/27 | 250 | 235 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 355 | 318 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 85 | 74 | ||
5 | Carrier Global Corp. | 5.900% | 3/15/34 | 175 | 189 | |
Carrier Global Corp. | 3.377% | 4/5/40 | 300 | 242 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 400 | 314 | ||
5 | Carrier Global Corp. | 6.200% | 3/15/54 | 200 | 232 | |
Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 277 | 273 | ||
Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | 200 | 200 | ||
Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 100 | 96 | ||
Caterpillar Financial Services Corp. | 3.650% | 8/12/25 | 300 | 295 | ||
Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 400 | 374 | ||
Caterpillar Financial Services Corp. | 0.900% | 3/2/26 | 300 | 278 | ||
Caterpillar Financial Services Corp. | 4.350% | 5/15/26 | 200 | 200 | ||
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 100 | 95 | ||
Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 200 | 184 | ||
Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 200 | 185 | ||
Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | 300 | 293 | ||
Caterpillar Inc. | 2.600% | 9/19/29 | 200 | 184 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 120 | 109 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 100 | 113 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 150 | 159 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 243 | 214 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 200 | 158 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 200 | 159 | ||
Caterpillar Inc. | 4.750% | 5/15/64 | 100 | 97 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 175 | 171 | ||
Cintas Corp. No. 2 | 4.000% | 5/1/32 | 150 | 145 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 200 | 184 | ||
CNH Industrial NV | 3.850% | 11/15/27 | 100 | 97 | ||
CSX Corp. | 3.350% | 11/1/25 | 150 | 146 | ||
CSX Corp. | 3.250% | 6/1/27 | 150 | 145 | ||
CSX Corp. | 3.800% | 3/1/28 | 350 | 344 | ||
CSX Corp. | 4.250% | 3/15/29 | 200 | 200 | ||
CSX Corp. | 2.400% | 2/15/30 | 172 | 152 | ||
CSX Corp. | 4.100% | 11/15/32 | 187 | 182 | ||
CSX Corp. | 5.200% | 11/15/33 | 100 | 104 | ||
CSX Corp. | 6.220% | 4/30/40 | 152 | 171 | ||
CSX Corp. | 5.500% | 4/15/41 | 225 | 235 | ||
CSX Corp. | 4.750% | 5/30/42 | 210 | 201 | ||
CSX Corp. | 4.100% | 3/15/44 | 150 | 131 | ||
CSX Corp. | 4.300% | 3/1/48 | 250 | 223 | ||
CSX Corp. | 4.500% | 3/15/49 | 225 | 205 | ||
CSX Corp. | 3.350% | 9/15/49 | 265 | 201 | ||
CSX Corp. | 4.500% | 11/15/52 | 162 | 151 | ||
CSX Corp. | 4.500% | 8/1/54 | 25 | 23 | ||
CSX Corp. | 4.250% | 11/1/66 | 150 | 128 | ||
CSX Corp. | 4.650% | 3/1/68 | 75 | 69 | ||
Cummins Inc. | 0.750% | 9/1/25 | 400 | 375 | ||
Cummins Inc. | 2.600% | 9/1/50 | 200 | 133 | ||
Deere & Co. | 2.750% | 4/15/25 | 100 | 98 | ||
Deere & Co. | 5.375% | 10/16/29 | 125 | 132 | ||
Deere & Co. | 7.125% | 3/3/31 | 100 | 117 | ||
Deere & Co. | 3.900% | 6/9/42 | 250 | 225 | ||
Deere & Co. | 2.875% | 9/7/49 | 200 | 150 | ||
Deere & Co. | 3.750% | 4/15/50 | 175 | 153 | ||
2,5 | Delta Air Lines Inc. / SkyMiles IP Ltd. | 4.750% | 10/20/28 | 200 | 197 | |
2 | Delta Air Lines Pass Through Trust Class AA Series 2020-1 | 2.000% | 12/10/29 | 119 | 105 | |
Dover Corp. | 3.150% | 11/15/25 | 200 | 194 | ||
Dover Corp. | 2.950% | 11/4/29 | 75 | 68 | ||
Eaton Corp. | 3.103% | 9/15/27 | 128 | 123 | ||
Eaton Corp. | 4.150% | 3/15/33 | 236 | 231 | ||
Eaton Corp. | 4.150% | 11/2/42 | 150 | 138 | ||
Eaton Corp. | 4.700% | 8/23/52 | 228 | 225 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 200 | 179 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 100 | 86 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 200 | 171 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 150 | 103 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 200 | 138 | ||
FedEx Corp. | 3.250% | 4/1/26 | 100 | 97 | ||
FedEx Corp. | 3.100% | 8/5/29 | 200 | 185 | ||
FedEx Corp. | 4.250% | 5/15/30 | 100 | 98 | ||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 183 | ||
FedEx Corp. | 4.100% | 4/15/43 | 75 | 64 | ||
FedEx Corp. | 4.100% | 2/1/45 | 125 | 105 | ||
FedEx Corp. | 4.750% | 11/15/45 | 250 | 230 | ||
FedEx Corp. | 4.550% | 4/1/46 | 225 | 202 | ||
FedEx Corp. | 4.400% | 1/15/47 | 125 | 109 | ||
FedEx Corp. | 4.050% | 2/15/48 | 200 | 167 | ||
FedEx Corp. | 4.950% | 10/17/48 | 250 | 237 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
FedEx Corp. | 5.250% | 5/15/50 | 250 | 250 | ||
2 | FedEx Corp. Pass Through Trust Class AA Series 2020-1 | 1.875% | 8/20/35 | 420 | 350 | |
Fortive Corp. | 3.150% | 6/15/26 | 150 | 144 | ||
Fortive Corp. | 4.300% | 6/15/46 | 100 | 85 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 445 | 435 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 200 | 196 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 150 | 147 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 200 | 197 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 100 | 97 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 200 | 187 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 200 | 196 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 200 | 192 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 150 | 140 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 100 | 84 | ||
General Electric Co. | 5.875% | 1/14/38 | 560 | 616 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 250 | 205 | ||
Hexcel Corp. | 4.200% | 2/15/27 | 72 | 69 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 275 | 263 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 50 | 48 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 250 | 227 | ||
Honeywell International Inc. | 4.950% | 2/15/28 | 90 | 93 | ||
Honeywell International Inc. | 4.250% | 1/15/29 | 200 | 200 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 100 | 92 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,000 | 869 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 250 | 209 | ||
Honeywell International Inc. | 5.000% | 2/15/33 | 197 | 206 | ||
Honeywell International Inc. | 4.500% | 1/15/34 | 200 | 201 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 200 | 219 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 150 | 160 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 75 | 73 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 50 | 47 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 175 | 168 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 100 | 95 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 200 | 176 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 200 | 190 | ||
IDEX Corp. | 3.000% | 5/1/30 | 75 | 67 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 300 | 286 | ||
Illinois Tool Works Inc. | 4.875% | 9/15/41 | 75 | 76 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 250 | 224 | ||
Ingersoll Rand Inc. | 5.400% | 8/14/28 | 100 | 103 | ||
Ingersoll Rand Inc. | 5.700% | 8/14/33 | 200 | 212 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 200 | 196 | ||
2 | JetBlue Pass Through Trust Class A Series 2020-1 | 4.000% | 5/15/34 | 121 | 110 | |
2 | JetBlue Pass Through Trust Class AA Series 2019-1 | 2.750% | 11/15/33 | 123 | 103 | |
John Deere Capital Corp. | 2.050% | 1/9/25 | 350 | 340 | ||
John Deere Capital Corp. | 1.250% | 1/10/25 | 500 | 482 | ||
John Deere Capital Corp. | 3.450% | 3/13/25 | 300 | 295 | ||
John Deere Capital Corp. | 5.300% | 9/8/25 | 350 | 355 | ||
John Deere Capital Corp. | 3.400% | 9/11/25 | 75 | 74 | ||
John Deere Capital Corp. | 4.800% | 1/9/26 | 200 | 201 | ||
John Deere Capital Corp. | 0.700% | 1/15/26 | 300 | 278 | ||
John Deere Capital Corp. | 2.650% | 6/10/26 | 100 | 96 | ||
John Deere Capital Corp. | 1.050% | 6/17/26 | 200 | 184 | ||
John Deere Capital Corp. | 5.150% | 9/8/26 | 200 | 204 | ||
John Deere Capital Corp. | 2.250% | 9/14/26 | 125 | 118 | ||
John Deere Capital Corp. | 2.350% | 3/8/27 | 200 | 188 | ||
John Deere Capital Corp. | 2.800% | 9/8/27 | 150 | 142 | ||
John Deere Capital Corp. | 4.150% | 9/15/27 | 200 | 199 | ||
John Deere Capital Corp. | 3.050% | 1/6/28 | 100 | 95 | ||
John Deere Capital Corp. | 4.750% | 1/20/28 | 200 | 203 | ||
John Deere Capital Corp. | 4.950% | 7/14/28 | 200 | 205 | ||
John Deere Capital Corp. | 3.450% | 3/7/29 | 50 | 48 | ||
John Deere Capital Corp. | 2.800% | 7/18/29 | 150 | 139 | ||
John Deere Capital Corp. | 2.450% | 1/9/30 | 325 | 293 | ||
John Deere Capital Corp. | 5.150% | 9/8/33 | 300 | 316 | ||
Johnson Controls International plc | 3.900% | 2/14/26 | 37 | 36 | ||
Johnson Controls International plc | 6.000% | 1/15/36 | 39 | 42 | ||
Johnson Controls International plc | 4.625% | 7/2/44 | 175 | 158 | ||
Johnson Controls International plc | 5.125% | 9/14/45 | 9 | 9 | ||
Johnson Controls International plc | 4.500% | 2/15/47 | 100 | 90 | ||
Johnson Controls International plc | 4.950% | 7/2/64 | 72 | 66 | ||
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 2.000% | 9/16/31 | 200 | 167 | ||
Johnson Controls International plc / Tyco Fire & Security Finance SCA | 4.900% | 12/1/32 | 72 | 73 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 120 | 117 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 125 | 125 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 100 | 91 | ||
Kirby Corp. | 4.200% | 3/1/28 | 300 | 289 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 200 | 197 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 50 | 49 | ||
L3Harris Technologies Inc. | 5.400% | 1/15/27 | 200 | 204 | ||
L3Harris Technologies Inc. | 4.400% | 6/15/28 | 175 | 173 | ||
L3Harris Technologies Inc. | 5.400% | 7/31/33 | 500 | 520 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 99 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 100 | 99 | ||
L3Harris Technologies Inc. | 5.600% | 7/31/53 | 500 | 534 | ||
Legrand France SA | 8.500% | 2/15/25 | 68 | 71 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 50 | 45 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 190 | 187 | ||
Lockheed Martin Corp. | 5.100% | 11/15/27 | 250 | 258 | ||
Lockheed Martin Corp. | 4.450% | 5/15/28 | 100 | 101 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 100 | 96 | ||
Lockheed Martin Corp. | 5.250% | 1/15/33 | 250 | 265 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 150 | 137 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 100 | 99 | ||
Lockheed Martin Corp. | 6.150% | 9/1/36 | 300 | 340 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 270 | 244 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 100 | 86 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 275 | 270 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 175 | 125 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 331 | 294 | ||
Lockheed Martin Corp. | 4.150% | 6/15/53 | 250 | 224 | ||
Lockheed Martin Corp. | 5.700% | 11/15/54 | 250 | 282 | ||
Lockheed Martin Corp. | 5.200% | 2/15/55 | 115 | 121 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 125 | 112 | ||
Lockheed Martin Corp. | 5.900% | 11/15/63 | 134 | 157 | ||
5 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | 6.500% | 6/20/27 | 350 | 351 | |
Nordson Corp. | 5.600% | 9/15/28 | 60 | 62 | ||
Nordson Corp. | 5.800% | 9/15/33 | 79 | 84 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 50 | 49 | ||
Norfolk Southern Corp. | 2.900% | 6/15/26 | 310 | 297 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 60 | 66 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 120 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 113 | 110 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 200 | 180 | ||
Norfolk Southern Corp. | 5.050% | 8/1/30 | 100 | 103 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 200 | 178 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 113 | 109 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 75 | 67 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 75 | 69 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 25 | 22 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 73 | 62 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 75 | 57 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 350 | 249 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 239 | 202 | ||
Norfolk Southern Corp. | 5.350% | 8/1/54 | 200 | 208 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 438 | 308 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 100 | 76 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 275 | 269 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 150 | 144 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 100 | 96 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 290 | 288 | ||
Northrop Grumman Corp. | 4.700% | 3/15/33 | 100 | 101 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 90 | 91 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 150 | 150 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 275 | 263 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 380 | 327 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 310 | 319 | ||
Northrop Grumman Corp. | 4.950% | 3/15/53 | 100 | 99 | ||
Nvent Finance Sarl | 4.550% | 4/15/28 | 100 | 97 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 185 | 182 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 60 | 54 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 200 | 186 | ||
Otis Worldwide Corp. | 5.250% | 8/16/28 | 150 | 154 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 300 | 267 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 400 | 321 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 150 | 116 | ||
PACCAR Financial Corp. | 1.800% | 2/6/25 | 60 | 58 | ||
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 125 | 120 | ||
Parker-Hannifin Corp. | 4.250% | 9/15/27 | 215 | 213 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 75 | 71 | ||
Parker-Hannifin Corp. | 6.250% | 5/15/38 | 150 | 167 | ||
Parker-Hannifin Corp. | 4.450% | 11/21/44 | 200 | 182 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 215 | 187 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 175 | 171 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 200 | 182 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 400 | 352 | ||
5 | Regal Rexnord Corp. | 6.050% | 2/15/26 | 100 | 101 | |
5 | Regal Rexnord Corp. | 6.050% | 4/15/28 | 250 | 253 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
5 | Regal Rexnord Corp. | 6.300% | 2/15/30 | 200 | 206 | |
5 | Regal Rexnord Corp. | 6.400% | 4/15/33 | 225 | 235 | |
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 463 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 175 | 196 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 100 | 108 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 100 | 97 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 200 | 165 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 125 | 113 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 200 | 130 | ||
RTX Corp. | 3.950% | 8/16/25 | 400 | 394 | ||
RTX Corp. | 3.500% | 3/15/27 | 300 | 289 | ||
RTX Corp. | 3.125% | 5/4/27 | 225 | 214 | ||
RTX Corp. | 7.200% | 8/15/27 | 25 | 27 | ||
RTX Corp. | 4.125% | 11/16/28 | 537 | 525 | ||
RTX Corp. | 2.250% | 7/1/30 | 300 | 259 | ||
RTX Corp. | 1.900% | 9/1/31 | 200 | 163 | ||
RTX Corp. | 2.375% | 3/15/32 | 200 | 167 | ||
RTX Corp. | 5.150% | 2/27/33 | 200 | 204 | ||
RTX Corp. | 6.100% | 3/15/34 | 197 | 214 | ||
RTX Corp. | 5.400% | 5/1/35 | 150 | 155 | ||
RTX Corp. | 6.050% | 6/1/36 | 100 | 108 | ||
RTX Corp. | 6.125% | 7/15/38 | 50 | 55 | ||
RTX Corp. | 4.450% | 11/16/38 | 175 | 161 | ||
RTX Corp. | 4.700% | 12/15/41 | 50 | 46 | ||
RTX Corp. | 4.500% | 6/1/42 | 675 | 615 | ||
RTX Corp. | 4.800% | 12/15/43 | 65 | 60 | ||
RTX Corp. | 4.150% | 5/15/45 | 200 | 171 | ||
RTX Corp. | 3.750% | 11/1/46 | 200 | 159 | ||
RTX Corp. | 4.350% | 4/15/47 | 250 | 219 | ||
RTX Corp. | 4.050% | 5/4/47 | 107 | 89 | ||
RTX Corp. | 4.625% | 11/16/48 | 350 | 320 | ||
RTX Corp. | 3.125% | 7/1/50 | 179 | 127 | ||
RTX Corp. | 2.820% | 9/1/51 | 200 | 132 | ||
RTX Corp. | 3.030% | 3/15/52 | 200 | 138 | ||
RTX Corp. | 5.375% | 2/27/53 | 200 | 204 | ||
RTX Corp. | 6.400% | 3/15/54 | 244 | 283 | ||
Ryder System Inc. | 4.625% | 6/1/25 | 193 | 192 | ||
Ryder System Inc. | 2.900% | 12/1/26 | 100 | 94 | ||
Ryder System Inc. | 5.650% | 3/1/28 | 100 | 103 | ||
Ryder System Inc. | 5.250% | 6/1/28 | 200 | 203 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 50 | 48 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 75 | 67 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 75 | 57 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 600 | 600 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 100 | 95 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 475 | 477 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 50 | 47 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 100 | 87 | ||
2 | Spirit Airlines Class A Series 2015-1 Pass Through Trust | 4.100% | 10/1/29 | 14 | 13 | |
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 100 | 97 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 75 | 73 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 90 | 81 | ||
Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 400 | 334 | ||
Textron Inc. | 4.000% | 3/15/26 | 200 | 196 | ||
Textron Inc. | 3.650% | 3/15/27 | 250 | 240 | ||
Textron Inc. | 3.900% | 9/17/29 | 225 | 214 | ||
Textron Inc. | 6.100% | 11/15/33 | 50 | 53 | ||
Timken Co. | 4.500% | 12/15/28 | 25 | 24 | ||
Trane Technologies Financing Ltd. | 3.500% | 3/21/26 | 75 | 73 | ||
Trane Technologies Financing Ltd. | 3.800% | 3/21/29 | 225 | 218 | ||
Trane Technologies Financing Ltd. | 5.250% | 3/3/33 | 200 | 207 | ||
Trane Technologies Financing Ltd. | 4.500% | 3/21/49 | 75 | 70 | ||
Trane Technologies Global Holding Co Ltd. | 5.750% | 6/15/43 | 125 | 134 | ||
Trimble Inc. | 4.750% | 12/1/24 | 93 | 92 | ||
Trimble Inc. | 4.900% | 6/15/28 | 50 | 50 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 200 | 191 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 200 | 173 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 125 | 147 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 206 | 202 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 560 | 551 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 75 | 72 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 513 | 479 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 200 | 179 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 100 | 89 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 100 | 88 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 500 | 420 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 90 | 80 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 200 | 153 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 250 | 178 | ||
Union Pacific Corp. | 4.950% | 9/9/52 | 110 | 112 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 600 | 476 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 3.875% | 2/1/55 | 100 | 82 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 100 | 82 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 386 | 315 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 325 | 219 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 535 | 424 | ||
2 | United Airlines Class A Series 2013-1 Pass Through Trust | 4.300% | 2/15/27 | 41 | 40 | |
2 | United Airlines Class A Series 2014-1 Pass Through Trust | 4.000% | 10/11/27 | 54 | 51 | |
2 | United Airlines Class A Series 2016-1 Pass Through Trust | 3.450% | 1/7/30 | 34 | 30 | |
2 | United Airlines Class A Series 2023-1 Pass Through Trust | 5.800% | 7/15/37 | 225 | 228 | |
2 | United Airlines Class AA Series 2015-1 Pass Through Trust | 3.450% | 6/1/29 | 112 | 104 | |
2 | United Airlines Class AA Series 2016-1 Pass Through Trust | 3.100% | 1/7/30 | 273 | 250 | |
2 | United Airlines Class AA Series 2016-2 Pass Through Trust | 2.875% | 4/7/30 | 52 | 46 | |
2 | United Airlines Class AA Series 2019-1 Pass Through Trust | 4.150% | 2/25/33 | 145 | 134 | |
2 | United Airlines Class AA Series 2019-2 Pass Through Trust | 2.700% | 11/1/33 | 83 | 70 | |
2 | United Airlines Class B Series 2020-1 Pass Through Trust | 4.875% | 7/15/27 | 243 | 236 | |
2 | United Airlines Pass Through Trust Class A Series 2020-1 | 5.875% | 4/15/29 | 446 | 451 | |
United Parcel Service Inc. | 3.900% | 4/1/25 | 300 | 297 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 399 | 380 | ||
United Parcel Service Inc. | 3.400% | 3/15/29 | 100 | 97 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 100 | 91 | ||
United Parcel Service Inc. | 4.875% | 3/3/33 | 200 | 208 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 173 | 198 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 255 | 265 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 75 | 75 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 100 | 85 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 110 | 88 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 125 | 114 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 161 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 300 | 319 | ||
United Parcel Service Inc. | 5.050% | 3/3/53 | 200 | 208 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 150 | 135 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 75 | 67 | ||
5 | Veralto Corp. | 5.500% | 9/18/26 | 125 | 127 | |
5 | Veralto Corp. | 5.350% | 9/18/28 | 125 | 128 | |
5 | Veralto Corp. | 5.450% | 9/18/33 | 125 | 130 | |
Waste Connections Inc. | 4.250% | 12/1/28 | 51 | 51 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 200 | 191 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 139 | 125 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 200 | 167 | ||
Waste Connections Inc. | 3.200% | 6/1/32 | 500 | 450 | ||
Waste Connections Inc. | 4.200% | 1/15/33 | 132 | 128 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 75 | 54 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 200 | 141 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 100 | 93 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 125 | 120 | ||
Waste Management Inc. | 4.875% | 2/15/29 | 200 | 205 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 200 | 164 | ||
Waste Management Inc. | 4.625% | 2/15/33 | 88 | 88 | ||
Waste Management Inc. | 4.875% | 2/15/34 | 200 | 204 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 200 | 157 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 200 | 133 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 360 | 348 | ||
Westinghouse Air Brake Technologies Corp. | 4.700% | 9/15/28 | 175 | 173 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 75 | 72 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 75 | 63 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 75 | 68 | ||
Xylem Inc. | 3.250% | 11/1/26 | 100 | 96 | ||
Xylem Inc. | 1.950% | 1/30/28 | 100 | 91 | ||
Xylem Inc. | 2.250% | 1/30/31 | 100 | 86 | ||
Xylem Inc. | 4.375% | 11/1/46 | 100 | 86 | ||
84,473 | ||||||
Materials (0.8%) | ||||||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 200 | 175 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 200 | 153 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 200 | 143 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 75 | 70 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 300 | 279 | ||
Amcor Finance USA Inc. | 5.625% | 5/26/33 | 48 | 50 | ||
Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | 91 | 89 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 50 | 47 | ||
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 125 | 108 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 200 | 173 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 200 | 180 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 200 | 174 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 100 | 98 | ||
ArcelorMittal SA | 6.550% | 11/29/27 | 200 | 210 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 100 | 97 | ||
ArcelorMittal SA | 6.800% | 11/29/32 | 180 | 195 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 100 | 108 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 100 | 106 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 75 | 76 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 75 | 83 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 350 | 368 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 150 | 160 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 400 | 372 | ||
5 | Berry Global Inc. | 5.500% | 4/15/28 | 200 | 202 | |
BHP Billiton Finance USA Ltd. | 4.875% | 2/27/26 | 200 | 201 | ||
BHP Billiton Finance USA Ltd. | 4.750% | 2/28/28 | 200 | 202 | ||
BHP Billiton Finance USA Ltd. | 5.100% | 9/8/28 | 200 | 206 | ||
BHP Billiton Finance USA Ltd. | 4.900% | 2/28/33 | 200 | 205 | ||
BHP Billiton Finance USA Ltd. | 5.250% | 9/8/33 | 300 | 311 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 150 | 136 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 440 | 445 | ||
BHP Billiton Finance USA Ltd. | 5.500% | 9/8/53 | 140 | 153 | ||
Cabot Corp. | 4.000% | 7/1/29 | 55 | 52 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 50 | 49 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 125 | 120 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 150 | 133 | ||
Celanese US Holdings LLC | 6.050% | 3/15/25 | 82 | 82 | ||
Celanese US Holdings LLC | 6.165% | 7/15/27 | 400 | 410 | ||
Celanese US Holdings LLC | 6.350% | 11/15/28 | 175 | 183 | ||
Celanese US Holdings LLC | 6.330% | 7/15/29 | 200 | 210 | ||
Celanese US Holdings LLC | 6.550% | 11/15/30 | 150 | 159 | ||
Celanese US Holdings LLC | 6.379% | 7/15/32 | 200 | 212 | ||
Celanese US Holdings LLC | 6.700% | 11/15/33 | 150 | 163 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 279 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 200 | 172 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 200 | 198 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 150 | 138 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 100 | 96 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 10 | 10 | ||
Dow Chemical Co. | 4.800% | 11/30/28 | 225 | 227 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 400 | 343 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 106 | 102 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 203 | 283 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 100 | 98 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 200 | 184 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 100 | 102 | ||
Dow Chemical Co. | 6.900% | 5/15/53 | 150 | 181 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 350 | 348 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 425 | 432 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 300 | 308 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 375 | 392 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 200 | 197 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 225 | 205 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 150 | 132 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 200 | 192 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 100 | 92 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 100 | 96 | ||
Ecolab Inc. | 5.250% | 1/15/28 | 200 | 207 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 500 | 409 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 100 | 85 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 275 | 188 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 100 | 68 | ||
EIDP Inc. | 1.700% | 7/15/25 | 100 | 95 | ||
EIDP Inc. | 4.500% | 5/15/26 | 100 | 100 | ||
EIDP Inc. | 2.300% | 7/15/30 | 100 | 88 | ||
EIDP Inc. | 4.800% | 5/15/33 | 100 | 101 | ||
FMC Corp. | 5.150% | 5/18/26 | 100 | 100 | ||
FMC Corp. | 3.200% | 10/1/26 | 50 | 47 | ||
FMC Corp. | 3.450% | 10/1/29 | 100 | 91 | ||
FMC Corp. | 5.650% | 5/18/33 | 100 | 99 | ||
FMC Corp. | 4.500% | 10/1/49 | 100 | 79 | ||
FMC Corp. | 6.375% | 5/18/53 | 100 | 102 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 200 | 198 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 100 | 96 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 100 | 96 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 100 | 101 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 100 | 94 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 200 | 196 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 100 | 101 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 300 | 291 | ||
Georgia-Pacific LLC | 7.375% | 12/1/25 | 100 | 104 | ||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 250 | 312 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 100 | 85 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 50 | 49 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 90 | 69 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 100 | 85 | ||
International Paper Co. | 5.000% | 9/15/35 | 100 | 100 | ||
International Paper Co. | 6.000% | 11/15/41 | 100 | 106 | ||
International Paper Co. | 4.800% | 6/15/44 | 300 | 277 | ||
International Paper Co. | 4.400% | 8/15/47 | 200 | 174 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 25 | 24 | ||
5 | Kinross Gold Corp. | 6.250% | 7/15/33 | 100 | 105 | |
Linde Inc. | 2.650% | 2/5/25 | 147 | 143 | ||
Linde Inc. | 4.700% | 12/5/25 | 200 | 200 | ||
Linde Inc. | 1.100% | 8/10/30 | 300 | 249 | ||
Linde Inc. | 3.550% | 11/7/42 | 50 | 42 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 200 | 191 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 491 | 459 | ||
LYB International Finance III LLC | 5.625% | 5/15/33 | 52 | 54 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 200 | 154 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 135 | 108 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 280 | 204 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 425 | 370 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 50 | 48 | ||
Martin Marietta Materials Inc. | 3.500% | 12/15/27 | 100 | 96 | ||
Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 100 | 88 | ||
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 150 | 128 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 175 | 154 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 220 | 163 | ||
Mosaic Co. | 4.050% | 11/15/27 | 200 | 195 | ||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 102 | ||
Mosaic Co. | 4.875% | 11/15/41 | 50 | 45 | ||
Mosaic Co. | 5.625% | 11/15/43 | 100 | 99 | ||
Newmont Corp. | 2.800% | 10/1/29 | 150 | 137 | ||
Newmont Corp. | 2.250% | 10/1/30 | 200 | 173 | ||
Newmont Corp. | 2.600% | 7/15/32 | 100 | 85 | ||
Newmont Corp. | 5.875% | 4/1/35 | 100 | 108 | ||
Newmont Corp. | 6.250% | 10/1/39 | 225 | 250 | ||
Newmont Corp. | 5.450% | 6/9/44 | 200 | 203 | ||
Nucor Corp. | 2.000% | 6/1/25 | 100 | 96 | ||
Nucor Corp. | 3.950% | 5/1/28 | 100 | 98 | ||
Nucor Corp. | 2.700% | 6/1/30 | 100 | 91 | ||
Nucor Corp. | 3.125% | 4/1/32 | 100 | 90 | ||
Nucor Corp. | 6.400% | 12/1/37 | 100 | 114 | ||
Nucor Corp. | 2.979% | 12/15/55 | 300 | 204 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 243 | ||
Nutrien Ltd. | 5.950% | 11/7/25 | 200 | 204 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 50 | 49 | ||
Nutrien Ltd. | 4.900% | 3/27/28 | 200 | 202 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 250 | 232 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 275 | 276 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 50 | 47 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 191 | 185 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 100 | 95 | ||
Nutrien Ltd. | 5.800% | 3/27/53 | 45 | 48 | ||
Owens Corning | 3.400% | 8/15/26 | 200 | 193 | ||
Owens Corning | 3.950% | 8/15/29 | 100 | 95 | ||
Owens Corning | 3.875% | 6/1/30 | 50 | 47 | ||
Owens Corning | 4.300% | 7/15/47 | 200 | 176 | ||
Owens Corning | 4.400% | 1/30/48 | 75 | 65 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 100 | 95 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 140 | 127 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 90 | 74 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 100 | 70 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 300 | 261 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 100 | 85 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 225 | 246 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 75 | 83 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 350 | 239 | ||
Rio Tinto Finance USA plc | 5.000% | 3/9/33 | 200 | 207 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 150 | 145 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 250 | 226 | ||
Rio Tinto Finance USA plc | 5.125% | 3/9/53 | 200 | 208 | ||
Rohm and Haas Co. | 7.850% | 7/15/29 | 125 | 141 | ||
RPM International Inc. | 3.750% | 3/15/27 | 50 | 48 | ||
RPM International Inc. | 4.250% | 1/15/48 | 200 | 166 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 225 | 219 | ||
Sherwin-Williams Co. | 4.250% | 8/8/25 | 200 | 198 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 100 | 97 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 100 | 87 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 100 | 84 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 90 | 81 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 300 | 275 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 100 | 74 | ||
Sonoco Products Co. | 2.250% | 2/1/27 | 500 | 460 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 105 | 95 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 50 | 49 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 100 | 116 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 325 | 363 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 300 | 290 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 200 | 203 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 100 | 96 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 125 | 115 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 100 | 91 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 100 | 70 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 400 | 409 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 200 | 193 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 200 | 176 | ||
Suzano Austria GmbH | 3.125% | 1/15/32 | 125 | 103 | ||
Suzano International Finance BV | 4.000% | 1/14/25 | 150 | 147 | ||
Teck Resources Ltd. | 3.900% | 7/15/30 | 100 | 93 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 100 | 105 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 119 | 121 | ||
Teck Resources Ltd. | 5.200% | 3/1/42 | 100 | 93 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 100 | 92 | ||
Vale Overseas Ltd. | 6.125% | 6/12/33 | 200 | 207 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 50 | 59 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 310 | 337 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 325 | 353 | ||
Vale SA | 5.625% | 9/11/42 | 75 | 73 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 200 | 198 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 150 | 140 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 125 | 113 | ||
Westlake Corp. | 3.600% | 8/15/26 | 100 | 97 | ||
Westlake Corp. | 3.375% | 6/15/30 | 100 | 91 | ||
Westlake Corp. | 5.000% | 8/15/46 | 200 | 183 | ||
Westlake Corp. | 3.125% | 8/15/51 | 100 | 66 | ||
Westlake Corp. | 3.375% | 8/15/61 | 100 | 65 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 250 | 291 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 100 | 99 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 250 | 236 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 200 | 201 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 100 | 86 | ||
Yamana Gold Inc. | 2.630% | 8/15/31 | 100 | 84 | ||
33,967 | ||||||
Real Estate (1.0%) | ||||||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 254 | 248 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 200 | 176 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 150 | 135 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 500 | 390 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 125 | 99 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 500 | 331 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 200 | 146 | ||
American Homes 4 Rent LP | 2.375% | 7/15/31 | 200 | 165 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 200 | 137 | ||
American Tower Corp. | 2.950% | 1/15/25 | 100 | 98 | ||
American Tower Corp. | 4.000% | 6/1/25 | 138 | 136 | ||
American Tower Corp. | 1.600% | 4/15/26 | 200 | 185 | ||
American Tower Corp. | 1.450% | 9/15/26 | 200 | 182 | ||
American Tower Corp. | 3.375% | 10/15/26 | 200 | 192 | ||
American Tower Corp. | 2.750% | 1/15/27 | 500 | 469 | ||
American Tower Corp. | 3.125% | 1/15/27 | 125 | 118 | ||
American Tower Corp. | 3.650% | 3/15/27 | 200 | 192 | ||
American Tower Corp. | 1.500% | 1/31/28 | 500 | 437 | ||
American Tower Corp. | 3.950% | 3/15/29 | 140 | 134 | ||
American Tower Corp. | 3.800% | 8/15/29 | 475 | 451 | ||
American Tower Corp. | 2.900% | 1/15/30 | 145 | 130 | ||
American Tower Corp. | 2.100% | 6/15/30 | 150 | 126 | ||
American Tower Corp. | 2.700% | 4/15/31 | 200 | 172 | ||
American Tower Corp. | 2.300% | 9/15/31 | 200 | 166 | ||
American Tower Corp. | 4.050% | 3/15/32 | 200 | 188 | ||
American Tower Corp. | 3.700% | 10/15/49 | 200 | 152 | ||
American Tower Corp. | 3.100% | 6/15/50 | 150 | 103 | ||
AvalonBay Communities Inc. | 3.450% | 6/1/25 | 100 | 98 | ||
AvalonBay Communities Inc. | 2.950% | 5/11/26 | 150 | 144 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 48 | ||
AvalonBay Communities Inc. | 3.350% | 5/15/27 | 75 | 72 | ||
AvalonBay Communities Inc. | 3.200% | 1/15/28 | 75 | 71 | ||
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 300 | 251 | ||
AvalonBay Communities Inc. | 3.900% | 10/15/46 | 60 | 49 | ||
AvalonBay Communities Inc. | 4.350% | 4/15/48 | 60 | 51 | ||
Boston Properties LP | 3.200% | 1/15/25 | 111 | 108 | ||
Boston Properties LP | 3.650% | 2/1/26 | 100 | 96 | ||
Boston Properties LP | 2.750% | 10/1/26 | 50 | 46 | ||
Boston Properties LP | 3.400% | 6/21/29 | 400 | 360 | ||
Boston Properties LP | 2.900% | 3/15/30 | 400 | 343 | ||
Boston Properties LP | 2.450% | 10/1/33 | 400 | 305 | ||
Boston Properties LP | 6.500% | 1/15/34 | 50 | 53 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 125 | 122 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 200 | 194 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 75 | 71 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 533 | 507 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 250 | 235 | ||
Camden Property Trust | 3.150% | 7/1/29 | 50 | 46 | ||
Camden Property Trust | 2.800% | 5/15/30 | 265 | 238 | ||
Camden Property Trust | 3.350% | 11/1/49 | 120 | 90 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 125 | 125 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 200 | 169 | ||
CBRE Services Inc. | 5.950% | 8/15/34 | 200 | 210 | ||
Corporate Office Properties LP | 2.000% | 1/15/29 | 350 | 291 | ||
Crown Castle Inc. | 1.350% | 7/15/25 | 100 | 94 | ||
Crown Castle Inc. | 4.450% | 2/15/26 | 250 | 246 | ||
Crown Castle Inc. | 3.700% | 6/15/26 | 175 | 169 | ||
Crown Castle Inc. | 2.900% | 3/15/27 | 200 | 187 | ||
Crown Castle Inc. | 3.650% | 9/1/27 | 325 | 309 | ||
Crown Castle Inc. | 3.800% | 2/15/28 | 425 | 404 | ||
Crown Castle Inc. | 4.800% | 9/1/28 | 200 | 197 | ||
Crown Castle Inc. | 3.100% | 11/15/29 | 100 | 90 | ||
Crown Castle Inc. | 3.300% | 7/1/30 | 115 | 103 | ||
Crown Castle Inc. | 2.250% | 1/15/31 | 200 | 166 | ||
Crown Castle Inc. | 2.500% | 7/15/31 | 200 | 167 | ||
Crown Castle Inc. | 5.100% | 5/1/33 | 200 | 198 | ||
Crown Castle Inc. | 2.900% | 4/1/41 | 500 | 358 | ||
Crown Castle Inc. | 4.750% | 5/15/47 | 95 | 82 | ||
Crown Castle Inc. | 5.200% | 2/15/49 | 75 | 71 | ||
Crown Castle Inc. | 4.150% | 7/1/50 | 100 | 81 | ||
Crown Castle Inc. | 3.250% | 1/15/51 | 200 | 140 | ||
CubeSmart LP | 4.000% | 11/15/25 | 50 | 49 | ||
CubeSmart LP | 3.125% | 9/1/26 | 100 | 95 | ||
CubeSmart LP | 2.250% | 12/15/28 | 200 | 177 | ||
CubeSmart LP | 4.375% | 2/15/29 | 50 | 49 | ||
CubeSmart LP | 2.000% | 2/15/31 | 75 | 61 | ||
CubeSmart LP | 2.500% | 2/15/32 | 200 | 166 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 370 | 362 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 175 | 164 | ||
EPR Properties | 4.500% | 6/1/27 | 141 | 133 | ||
EPR Properties | 3.600% | 11/15/31 | 375 | 311 | ||
Equinix Inc. | 1.250% | 7/15/25 | 100 | 94 | ||
Equinix Inc. | 1.000% | 9/15/25 | 500 | 467 | ||
Equinix Inc. | 1.450% | 5/15/26 | 200 | 185 | ||
Equinix Inc. | 2.900% | 11/18/26 | 100 | 95 | ||
Equinix Inc. | 1.800% | 7/15/27 | 100 | 91 | ||
Equinix Inc. | 1.550% | 3/15/28 | 500 | 439 | ||
Equinix Inc. | 3.200% | 11/18/29 | 450 | 414 | ||
Equinix Inc. | 2.150% | 7/15/30 | 250 | 212 | ||
Equinix Inc. | 2.500% | 5/15/31 | 200 | 170 | ||
Equinix Inc. | 3.000% | 7/15/50 | 100 | 68 | ||
ERP Operating LP | 3.375% | 6/1/25 | 125 | 122 | ||
ERP Operating LP | 2.850% | 11/1/26 | 50 | 47 | ||
ERP Operating LP | 3.500% | 3/1/28 | 100 | 96 | ||
ERP Operating LP | 4.150% | 12/1/28 | 70 | 69 | ||
ERP Operating LP | 3.000% | 7/1/29 | 75 | 69 | ||
ERP Operating LP | 2.500% | 2/15/30 | 150 | 133 | ||
ERP Operating LP | 4.500% | 7/1/44 | 150 | 133 | ||
ERP Operating LP | 4.500% | 6/1/45 | 25 | 21 | ||
ERP Operating LP | 4.000% | 8/1/47 | 100 | 80 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 166 | 162 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 345 | 333 | ||
Essex Portfolio LP | 3.625% | 5/1/27 | 100 | 95 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 100 | 95 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 110 | 98 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 105 | 88 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 120 | 103 | ||
Extra Space Storage LP | 3.500% | 7/1/26 | 125 | 120 | ||
Extra Space Storage LP | 3.875% | 12/15/27 | 150 | 144 | ||
Extra Space Storage LP | 5.700% | 4/1/28 | 200 | 205 | ||
Extra Space Storage LP | 4.000% | 6/15/29 | 25 | 24 | ||
Extra Space Storage LP | 5.500% | 7/1/30 | 500 | 511 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Extra Space Storage LP | 5.900% | 1/15/31 | 100 | 105 | ||
Extra Space Storage LP | 2.400% | 10/15/31 | 200 | 165 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 100 | 82 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 50 | 47 | ||
Federal Realty OP LP | 3.200% | 6/15/29 | 25 | 23 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 150 | 125 | ||
GLP Capital LP / GLP Financing II Inc. | 5.250% | 6/1/25 | 200 | 199 | ||
GLP Capital LP / GLP Financing II Inc. | 5.375% | 4/15/26 | 175 | 174 | ||
GLP Capital LP / GLP Financing II Inc. | 5.750% | 6/1/28 | 25 | 25 | ||
GLP Capital LP / GLP Financing II Inc. | 5.300% | 1/15/29 | 275 | 274 | ||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/30 | 175 | 160 | ||
GLP Capital LP / GLP Financing II Inc. | 4.000% | 1/15/31 | 200 | 180 | ||
Healthcare Realty Holdings LP | 3.500% | 8/1/26 | 130 | 124 | ||
Healthcare Realty Holdings LP | 2.000% | 3/15/31 | 250 | 201 | ||
Healthpeak OP LLC | 3.400% | 2/1/25 | 81 | 79 | ||
Healthpeak OP LLC | 3.250% | 7/15/26 | 25 | 24 | ||
Healthpeak OP LLC | 3.500% | 7/15/29 | 125 | 117 | ||
Healthpeak OP LLC | 3.000% | 1/15/30 | 200 | 178 | ||
Healthpeak OP LLC | 5.250% | 12/15/32 | 100 | 101 | ||
Healthpeak OP LLC | 6.750% | 2/1/41 | 100 | 112 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 250 | 195 | ||
Host Hotels & Resorts LP | 2.900% | 12/15/31 | 275 | 231 | ||
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 100 | 84 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 25 | 20 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 60 | 45 | ||
Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 200 | 178 | ||
Invitation Homes Operating Partnership LP | 5.450% | 8/15/30 | 32 | 32 | ||
Invitation Homes Operating Partnership LP | 5.500% | 8/15/33 | 80 | 80 | ||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 200 | 160 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 50 | 49 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 50 | 48 | ||
Kilroy Realty LP | 4.250% | 8/15/29 | 104 | 96 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 200 | 170 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 250 | 190 | ||
Kimco Realty OP LLC | 2.800% | 10/1/26 | 125 | 118 | ||
Kimco Realty OP LLC | 3.800% | 4/1/27 | 75 | 72 | ||
Kimco Realty OP LLC | 1.900% | 3/1/28 | 500 | 441 | ||
Kimco Realty OP LLC | 2.700% | 10/1/30 | 100 | 87 | ||
Kimco Realty OP LLC | 3.200% | 4/1/32 | 200 | 174 | ||
Kimco Realty OP LLC | 4.600% | 2/1/33 | 200 | 193 | ||
Kimco Realty OP LLC | 4.125% | 12/1/46 | 50 | 39 | ||
Kimco Realty OP LLC | 4.450% | 9/1/47 | 50 | 42 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 200 | 189 | ||
LXP Industrial Trust | 2.375% | 10/1/31 | 200 | 161 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 250 | 241 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 150 | 131 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 150 | 122 | ||
NNN REIT Inc. | 3.500% | 10/15/27 | 350 | 331 | ||
NNN REIT Inc. | 4.300% | 10/15/28 | 25 | 24 | ||
NNN REIT Inc. | 2.500% | 4/15/30 | 75 | 65 | ||
NNN REIT Inc. | 5.600% | 10/15/33 | 150 | 155 | ||
NNN REIT Inc. | 4.800% | 10/15/48 | 50 | 44 | ||
NNN REIT Inc. | 3.100% | 4/15/50 | 50 | 33 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 250 | 221 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 250 | 212 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 250 | 204 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 100 | 97 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 100 | 95 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 500 | 412 | ||
Piedmont Operating Partnership LP | 9.250% | 7/20/28 | 100 | 106 | ||
Prologis LP | 3.250% | 6/30/26 | 175 | 169 | ||
Prologis LP | 2.125% | 4/15/27 | 105 | 97 | ||
Prologis LP | 3.375% | 12/15/27 | 160 | 153 | ||
Prologis LP | 4.875% | 6/15/28 | 100 | 101 | ||
Prologis LP | 3.875% | 9/15/28 | 100 | 97 | ||
Prologis LP | 4.000% | 9/15/28 | 50 | 49 | ||
Prologis LP | 4.375% | 2/1/29 | 200 | 198 | ||
Prologis LP | 2.875% | 11/15/29 | 70 | 64 | ||
Prologis LP | 2.250% | 4/15/30 | 155 | 136 | ||
Prologis LP | 1.750% | 7/1/30 | 200 | 168 | ||
Prologis LP | 1.250% | 10/15/30 | 350 | 283 | ||
Prologis LP | 2.250% | 1/15/32 | 100 | 84 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Prologis LP | 4.750% | 6/15/33 | 100 | 101 | ||
Prologis LP | 5.125% | 1/15/34 | 127 | 131 | ||
Prologis LP | 4.375% | 9/15/48 | 75 | 67 | ||
Prologis LP | 3.000% | 4/15/50 | 140 | 101 | ||
Prologis LP | 5.250% | 6/15/53 | 200 | 209 | ||
Public Storage Operating Co. | 1.500% | 11/9/26 | 225 | 207 | ||
Public Storage Operating Co. | 3.094% | 9/15/27 | 100 | 95 | ||
Public Storage Operating Co. | 1.950% | 11/9/28 | 225 | 201 | ||
Public Storage Operating Co. | 5.125% | 1/15/29 | 100 | 103 | ||
Public Storage Operating Co. | 3.385% | 5/1/29 | 100 | 96 | ||
Public Storage Operating Co. | 2.250% | 11/9/31 | 225 | 192 | ||
Public Storage Operating Co. | 5.350% | 8/1/53 | 150 | 157 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 225 | 221 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 75 | 75 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 125 | 123 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 150 | 142 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 450 | 438 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 190 | 182 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 150 | 138 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 500 | 389 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 175 | 164 | ||
Regency Centers LP | 3.600% | 2/1/27 | 25 | 24 | ||
Regency Centers LP | 4.125% | 3/15/28 | 75 | 72 | ||
Regency Centers LP | 2.950% | 9/15/29 | 100 | 90 | ||
Regency Centers LP | 4.400% | 2/1/47 | 200 | 166 | ||
Regency Centers LP | 4.650% | 3/15/49 | 75 | 64 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 200 | 160 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 25 | 25 | ||
Sabra Health Care LP | 3.900% | 10/15/29 | 150 | 136 | ||
Sabra Health Care LP | 3.200% | 12/1/31 | 100 | 82 | ||
Safehold GL Holdings LLC | 2.850% | 1/15/32 | 200 | 163 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 300 | 293 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 189 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 500 | 456 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 250 | 225 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 200 | 177 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 250 | 210 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 500 | 416 | ||
Simon Property Group LP | 2.650% | 2/1/32 | 100 | 85 | ||
Simon Property Group LP | 6.250% | 1/15/34 | 85 | 93 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 100 | 84 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 200 | 145 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 200 | 158 | ||
Simon Property Group LP | 5.850% | 3/8/53 | 89 | 95 | ||
Simon Property Group LP | 6.650% | 1/15/54 | 85 | 100 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 70 | 68 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 80 | 76 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 300 | 266 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 60 | 57 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 80 | 73 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 75 | 70 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 100 | 92 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 200 | 175 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 200 | 183 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 175 | 164 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 50 | 46 | ||
UDR Inc. | 2.950% | 9/1/26 | 150 | 142 | ||
UDR Inc. | 3.500% | 7/1/27 | 150 | 143 | ||
UDR Inc. | 3.500% | 1/15/28 | 250 | 235 | ||
UDR Inc. | 3.200% | 1/15/30 | 60 | 55 | ||
UDR Inc. | 3.000% | 8/15/31 | 65 | 57 | ||
UDR Inc. | 1.900% | 3/15/33 | 200 | 153 | ||
UDR Inc. | 3.100% | 11/1/34 | 65 | 54 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 75 | 73 | ||
Ventas Realty LP | 4.125% | 1/15/26 | 75 | 73 | ||
Ventas Realty LP | 3.250% | 10/15/26 | 75 | 71 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 50 | 48 | ||
Ventas Realty LP | 4.000% | 3/1/28 | 125 | 119 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 100 | 88 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 200 | 195 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 80 | 70 | ||
VICI Properties LP | 4.750% | 2/15/28 | 200 | 197 | ||
VICI Properties LP | 4.950% | 2/15/30 | 200 | 194 | ||
VICI Properties LP | 5.125% | 5/15/32 | 200 | 195 | ||
VICI Properties LP | 5.625% | 5/15/52 | 100 | 96 | ||
Welltower OP LLC | 3.625% | 3/15/24 | 195 | 194 | ||
Welltower OP LLC | 4.000% | 6/1/25 | 380 | 373 | ||
Welltower OP LLC | 4.250% | 4/1/26 | 150 | 148 | ||
Welltower OP LLC | 2.700% | 2/15/27 | 300 | 282 | ||
Welltower OP LLC | 4.250% | 4/15/28 | 125 | 123 | ||
Welltower OP LLC | 4.125% | 3/15/29 | 250 | 241 | ||
Welltower OP LLC | 2.750% | 1/15/31 | 250 | 218 | ||
Welltower OP LLC | 2.750% | 1/15/32 | 200 | 170 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Welltower OP LLC | 6.500% | 3/15/41 | 25 | 28 | ||
Welltower OP LLC | 4.950% | 9/1/48 | 75 | 71 | ||
Weyerhaeuser Co. | 4.750% | 5/15/26 | 51 | 51 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 150 | 143 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 200 | 191 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 29 | 34 | ||
Weyerhaeuser Co. | 3.375% | 3/9/33 | 200 | 178 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 50 | 49 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 75 | 73 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 200 | 156 | ||
42,635 | ||||||
Technology (2.4%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 20 | 19 | ||
Adobe Inc. | 3.250% | 2/1/25 | 175 | 172 | ||
Adobe Inc. | 2.150% | 2/1/27 | 180 | 169 | ||
Adobe Inc. | 2.300% | 2/1/30 | 225 | 202 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 200 | 172 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 85 | 83 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 200 | 196 | ||
Analog Devices Inc. | 3.450% | 6/15/27 | 100 | 97 | ||
Analog Devices Inc. | 1.700% | 10/1/28 | 200 | 178 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 200 | 149 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 400 | 287 | ||
Apple Inc. | 2.750% | 1/13/25 | 275 | 269 | ||
Apple Inc. | 1.125% | 5/11/25 | 900 | 858 | ||
Apple Inc. | 0.550% | 8/20/25 | 500 | 470 | ||
Apple Inc. | 0.700% | 2/8/26 | 500 | 463 | ||
Apple Inc. | 3.250% | 2/23/26 | 705 | 688 | ||
Apple Inc. | 2.450% | 8/4/26 | 450 | 429 | ||
Apple Inc. | 3.350% | 2/9/27 | 500 | 487 | ||
Apple Inc. | 3.200% | 5/11/27 | 775 | 751 | ||
Apple Inc. | 2.900% | 9/12/27 | 555 | 531 | ||
Apple Inc. | 1.200% | 2/8/28 | 500 | 445 | ||
Apple Inc. | 4.000% | 5/10/28 | 1,000 | 997 | ||
Apple Inc. | 1.400% | 8/5/28 | 475 | 421 | ||
Apple Inc. | 2.200% | 9/11/29 | 430 | 389 | ||
Apple Inc. | 4.150% | 5/10/30 | 88 | 88 | ||
Apple Inc. | 1.250% | 8/20/30 | 500 | 415 | ||
Apple Inc. | 1.650% | 2/8/31 | 500 | 422 | ||
Apple Inc. | 1.700% | 8/5/31 | 200 | 167 | ||
Apple Inc. | 4.300% | 5/10/33 | 177 | 180 | ||
Apple Inc. | 4.500% | 2/23/36 | 225 | 230 | ||
Apple Inc. | 2.375% | 2/8/41 | 500 | 367 | ||
Apple Inc. | 3.850% | 5/4/43 | 450 | 401 | ||
Apple Inc. | 4.450% | 5/6/44 | 200 | 195 | ||
Apple Inc. | 3.450% | 2/9/45 | 225 | 188 | ||
Apple Inc. | 4.375% | 5/13/45 | 400 | 380 | ||
Apple Inc. | 4.650% | 2/23/46 | 910 | 898 | ||
Apple Inc. | 3.850% | 8/4/46 | 375 | 327 | ||
Apple Inc. | 3.750% | 11/13/47 | 450 | 385 | ||
Apple Inc. | 2.650% | 5/11/50 | 515 | 355 | ||
Apple Inc. | 2.650% | 2/8/51 | 600 | 412 | ||
Apple Inc. | 4.850% | 5/10/53 | 221 | 225 | ||
Apple Inc. | 2.550% | 8/20/60 | 300 | 198 | ||
Apple Inc. | 2.800% | 2/8/61 | 600 | 409 | ||
Apple Inc. | 2.850% | 8/5/61 | 275 | 188 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 145 | 143 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 225 | 218 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 200 | 170 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 100 | 105 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 125 | 138 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 175 | 165 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 200 | 145 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 50 | 49 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 100 | 95 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 100 | 99 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 75 | 73 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 75 | 68 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 200 | 171 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 200 | 196 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 200 | 180 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 400 | 333 | ||
Avnet Inc. | 4.625% | 4/15/26 | 100 | 99 | ||
Avnet Inc. | 6.250% | 3/15/28 | 100 | 104 | ||
Booz Allen Hamilton Inc. | 5.950% | 8/4/33 | 150 | 158 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.875% | 1/15/27 | 725 | 708 | ||
Broadcom Corp. / Broadcom Cayman Finance Ltd. | 3.500% | 1/15/28 | 150 | 144 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 278 | 269 | ||
5 | Broadcom Inc. | 1.950% | 2/15/28 | 157 | 141 | |
Broadcom Inc. | 4.110% | 9/15/28 | 428 | 418 | ||
5 | Broadcom Inc. | 4.000% | 4/15/29 | 200 | 193 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Broadcom Inc. | 4.750% | 4/15/29 | 300 | 301 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 250 | 254 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 600 | 573 | ||
5 | Broadcom Inc. | 2.450% | 2/15/31 | 500 | 428 | |
Broadcom Inc. | 4.300% | 11/15/32 | 400 | 384 | ||
5 | Broadcom Inc. | 3.419% | 4/15/33 | 652 | 573 | |
5 | Broadcom Inc. | 3.469% | 4/15/34 | 436 | 380 | |
5 | Broadcom Inc. | 3.187% | 11/15/36 | 50 | 41 | |
5 | Broadcom Inc. | 4.926% | 5/15/37 | 550 | 532 | |
5 | Broadcom Inc. | 3.500% | 2/15/41 | 700 | 556 | |
5 | Broadcom Inc. | 3.750% | 2/15/51 | 500 | 394 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 100 | 96 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 75 | 67 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 200 | 171 | ||
CDW LLC / CDW Finance Corp. | 4.125% | 5/1/25 | 100 | 98 | ||
CDW LLC / CDW Finance Corp. | 4.250% | 4/1/28 | 100 | 96 | ||
CDW LLC / CDW Finance Corp. | 3.250% | 2/15/29 | 100 | 91 | ||
CGI Inc. | 1.450% | 9/14/26 | 300 | 272 | ||
CGI Inc. | 2.300% | 9/14/31 | 100 | 81 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 100 | 97 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 225 | 215 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 400 | 444 | ||
Concentrix Corp. | 6.650% | 8/2/26 | 250 | 256 | ||
Concentrix Corp. | 6.600% | 8/2/28 | 250 | 258 | ||
Concentrix Corp. | 6.850% | 8/2/33 | 258 | 265 | ||
Corning Inc. | 5.750% | 8/15/40 | 195 | 200 | ||
Corning Inc. | 3.900% | 11/15/49 | 100 | 81 | ||
Corning Inc. | 4.375% | 11/15/57 | 300 | 262 | ||
Corning Inc. | 5.450% | 11/15/79 | 200 | 193 | ||
Dell Inc. | 7.100% | 4/15/28 | 30 | 32 | ||
Dell Inc. | 6.500% | 4/15/38 | 100 | 107 | ||
Dell International LLC / EMC Corp. | 5.850% | 7/15/25 | 200 | 202 | ||
Dell International LLC / EMC Corp. | 6.020% | 6/15/26 | 973 | 996 | ||
Dell International LLC / EMC Corp. | 4.900% | 10/1/26 | 250 | 250 | ||
Dell International LLC / EMC Corp. | 6.100% | 7/15/27 | 100 | 104 | ||
Dell International LLC / EMC Corp. | 5.250% | 2/1/28 | 200 | 205 | ||
Dell International LLC / EMC Corp. | 5.300% | 10/1/29 | 300 | 309 | ||
Dell International LLC / EMC Corp. | 6.200% | 7/15/30 | 62 | 67 | ||
Dell International LLC / EMC Corp. | 5.750% | 2/1/33 | 50 | 53 | ||
Dell International LLC / EMC Corp. | 8.100% | 7/15/36 | 173 | 213 | ||
Dell International LLC / EMC Corp. | 3.375% | 12/15/41 | 200 | 151 | ||
Dell International LLC / EMC Corp. | 8.350% | 7/15/46 | 105 | 138 | ||
Dell International LLC / EMC Corp. | 3.450% | 12/15/51 | 300 | 217 | ||
DXC Technology Co. | 1.800% | 9/15/26 | 200 | 182 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 200 | 175 | ||
Equifax Inc. | 2.600% | 12/1/24 | 75 | 73 | ||
Equifax Inc. | 2.600% | 12/15/25 | 100 | 95 | ||
Equifax Inc. | 5.100% | 6/1/28 | 400 | 404 | ||
Equifax Inc. | 3.100% | 5/15/30 | 120 | 108 | ||
Equifax Inc. | 2.350% | 9/15/31 | 200 | 166 | ||
FactSet Research Systems Inc. | 3.450% | 3/1/32 | 100 | 90 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 500 | 462 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 200 | 178 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 100 | 96 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 300 | 254 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 200 | 149 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 700 | 674 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 300 | 278 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 200 | 196 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 600 | 565 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 200 | 176 | ||
Fiserv Inc. | 5.625% | 8/21/33 | 94 | 98 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 415 | 367 | ||
Flex Ltd. | 4.750% | 6/15/25 | 26 | 26 | ||
Flex Ltd. | 4.875% | 6/15/29 | 50 | 49 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 337 | 327 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 150 | 149 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 200 | 184 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 310 | 281 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 200 | 176 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 200 | 171 | ||
Global Payments Inc. | 5.400% | 8/15/32 | 200 | 202 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 200 | 159 | ||
Global Payments Inc. | 5.950% | 8/15/52 | 75 | 77 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 500 | 498 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 150 | 140 | ||
Hewlett Packard Enterprise Co. | 5.250% | 7/1/28 | 200 | 205 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 150 | 165 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 275 | 297 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HP Inc. | 2.200% | 6/17/25 | 300 | 287 | ||
HP Inc. | 1.450% | 6/17/26 | 200 | 184 | ||
HP Inc. | 3.000% | 6/17/27 | 350 | 331 | ||
HP Inc. | 4.750% | 1/15/28 | 200 | 200 | ||
HP Inc. | 4.000% | 4/15/29 | 200 | 194 | ||
HP Inc. | 3.400% | 6/17/30 | 500 | 457 | ||
HP Inc. | 2.650% | 6/17/31 | 200 | 171 | ||
HP Inc. | 4.200% | 4/15/32 | 200 | 190 | ||
HP Inc. | 5.500% | 1/15/33 | 200 | 205 | ||
HP Inc. | 6.000% | 9/15/41 | 200 | 211 | ||
Intel Corp. | 3.400% | 3/25/25 | 300 | 295 | ||
Intel Corp. | 3.700% | 7/29/25 | 450 | 443 | ||
Intel Corp. | 2.600% | 5/19/26 | 210 | 201 | ||
Intel Corp. | 3.750% | 8/5/27 | 200 | 196 | ||
Intel Corp. | 4.875% | 2/10/28 | 310 | 315 | ||
Intel Corp. | 1.600% | 8/12/28 | 200 | 177 | ||
Intel Corp. | 2.450% | 11/15/29 | 375 | 338 | ||
Intel Corp. | 3.900% | 3/25/30 | 345 | 334 | ||
Intel Corp. | 2.000% | 8/12/31 | 250 | 211 | ||
Intel Corp. | 4.150% | 8/5/32 | 200 | 196 | ||
Intel Corp. | 4.000% | 12/15/32 | 150 | 145 | ||
Intel Corp. | 5.200% | 2/10/33 | 396 | 414 | ||
Intel Corp. | 4.600% | 3/25/40 | 150 | 146 | ||
Intel Corp. | 2.800% | 8/12/41 | 200 | 150 | ||
Intel Corp. | 4.800% | 10/1/41 | 162 | 158 | ||
Intel Corp. | 4.250% | 12/15/42 | 150 | 135 | ||
Intel Corp. | 4.100% | 5/19/46 | 250 | 220 | ||
Intel Corp. | 4.100% | 5/11/47 | 200 | 174 | ||
Intel Corp. | 3.734% | 12/8/47 | 674 | 549 | ||
Intel Corp. | 3.250% | 11/15/49 | 300 | 223 | ||
Intel Corp. | 4.750% | 3/25/50 | 400 | 379 | ||
Intel Corp. | 3.050% | 8/12/51 | 250 | 177 | ||
Intel Corp. | 5.700% | 2/10/53 | 481 | 521 | ||
Intel Corp. | 3.100% | 2/15/60 | 300 | 207 | ||
Intel Corp. | 3.200% | 8/12/61 | 200 | 138 | ||
Intel Corp. | 5.050% | 8/5/62 | 300 | 297 | ||
Intel Corp. | 5.900% | 2/10/63 | 200 | 223 | ||
International Business Machines Corp. | 7.000% | 10/30/25 | 300 | 313 | ||
International Business Machines Corp. | 4.500% | 2/6/26 | 200 | 199 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 285 | 278 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 700 | 680 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 265 | 242 | ||
International Business Machines Corp. | 6.220% | 8/1/27 | 75 | 79 | ||
International Business Machines Corp. | 6.500% | 1/15/28 | 75 | 80 | ||
International Business Machines Corp. | 4.500% | 2/6/28 | 200 | 201 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 750 | 716 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 265 | 228 | ||
International Business Machines Corp. | 4.750% | 2/6/33 | 200 | 203 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 400 | 363 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 48 | 51 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 165 | 123 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 358 | 312 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 500 | 439 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 165 | 114 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 100 | 75 | ||
International Business Machines Corp. | 5.100% | 2/6/53 | 300 | 302 | ||
Intuit Inc. | 0.950% | 7/15/25 | 100 | 94 | ||
Intuit Inc. | 1.350% | 7/15/27 | 100 | 90 | ||
Intuit Inc. | 1.650% | 7/15/30 | 100 | 84 | ||
Intuit Inc. | 5.200% | 9/15/33 | 200 | 210 | ||
Intuit Inc. | 5.500% | 9/15/53 | 275 | 302 | ||
Jabil Inc. | 3.950% | 1/12/28 | 100 | 95 | ||
Jabil Inc. | 3.600% | 1/15/30 | 100 | 90 | ||
Jabil Inc. | 3.000% | 1/15/31 | 150 | 130 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 200 | 190 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 25 | 26 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
KLA Corp. | 4.100% | 3/15/29 | 150 | 149 | ||
KLA Corp. | 4.650% | 7/15/32 | 200 | 204 | ||
KLA Corp. | 5.000% | 3/15/49 | 75 | 75 | ||
KLA Corp. | 3.300% | 3/1/50 | 150 | 115 | ||
KLA Corp. | 4.950% | 7/15/52 | 200 | 202 | ||
KLA Corp. | 5.250% | 7/15/62 | 200 | 208 | ||
Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 100 | 91 | ||
Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 100 | 88 | ||
Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 100 | 84 | ||
Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 100 | 75 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 145 | 143 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 150 | 147 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 150 | 148 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 295 | 254 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 125 | 125 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 150 | 107 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 100 | 69 | ||
Leidos Inc. | 3.625% | 5/15/25 | 100 | 98 | ||
Leidos Inc. | 4.375% | 5/15/30 | 150 | 144 | ||
Leidos Inc. | 2.300% | 2/15/31 | 200 | 167 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 100 | 90 | ||
Marvell Technology Inc. | 4.875% | 6/22/28 | 100 | 100 | ||
Marvell Technology Inc. | 2.950% | 4/15/31 | 100 | 87 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 400 | 388 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 100 | 96 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 200 | 194 | ||
Mastercard Inc. | 4.875% | 3/9/28 | 200 | 206 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 275 | 259 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 300 | 286 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 200 | 169 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 100 | 90 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 250 | 211 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 200 | 175 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 200 | 197 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 100 | 100 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 200 | 196 | ||
Micron Technology Inc. | 5.375% | 4/15/28 | 200 | 204 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 150 | 153 | ||
Micron Technology Inc. | 6.750% | 11/1/29 | 75 | 81 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 100 | 98 | ||
Micron Technology Inc. | 5.875% | 2/9/33 | 235 | 245 | ||
Micron Technology Inc. | 5.875% | 9/15/33 | 200 | 208 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 100 | 75 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 100 | 73 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 632 | 617 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 805 | 768 | ||
5 | Microsoft Corp. | 3.400% | 9/15/26 | 160 | 156 | |
Microsoft Corp. | 3.300% | 2/6/27 | 675 | 658 | ||
5 | Microsoft Corp. | 1.350% | 9/15/30 | 150 | 125 | |
Microsoft Corp. | 3.500% | 2/12/35 | 325 | 308 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 425 | 391 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 250 | 246 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 1,226 | 1,076 | ||
5 | Microsoft Corp. | 4.500% | 6/15/47 | 200 | 196 | |
Microsoft Corp. | 2.525% | 6/1/50 | 1,478 | 1,011 | ||
5 | Microsoft Corp. | 2.500% | 9/15/50 | 300 | 203 | |
Microsoft Corp. | 2.921% | 3/17/52 | 964 | 710 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 594 | 399 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 656 | 474 | ||
Moody's Corp. | 3.250% | 1/15/28 | 200 | 191 | ||
Moody's Corp. | 2.000% | 8/19/31 | 500 | 416 | ||
Moody's Corp. | 2.750% | 8/19/41 | 200 | 146 | ||
Moody's Corp. | 4.875% | 12/17/48 | 125 | 118 | ||
Moody's Corp. | 3.250% | 5/20/50 | 100 | 74 | ||
Moody's Corp. | 3.750% | 2/25/52 | 100 | 82 | ||
Moody's Corp. | 3.100% | 11/29/61 | 200 | 136 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 125 | 124 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 75 | 75 | ||
NetApp Inc. | 1.875% | 6/22/25 | 150 | 143 | ||
NetApp Inc. | 2.375% | 6/22/27 | 100 | 93 | ||
NetApp Inc. | 2.700% | 6/22/30 | 200 | 177 | ||
Nokia OYJ | 6.625% | 5/15/39 | 90 | 89 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 200 | 195 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 250 | 224 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 300 | 278 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 250 | 214 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 200 | 174 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 405 | 338 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 113 | 95 | ||
NXP BV / NXP Funding LLC | 5.350% | 3/1/26 | 100 | 100 | ||
NXP BV / NXP Funding LLC | 5.550% | 12/1/28 | 75 | 77 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 4.300% | 6/18/29 | 450 | 437 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.400% | 5/1/30 | 200 | 184 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 2.500% | 5/11/31 | 200 | 170 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 2.650% | 2/15/32 | 412 | 347 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.250% | 5/11/41 | 200 | 153 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.125% | 2/15/42 | 100 | 75 | ||
NXP BV / NXP Funding LLC / NXP USA Inc. | 3.250% | 11/30/51 | 100 | 72 | ||
Oracle Corp. | 2.500% | 4/1/25 | 919 | 890 | ||
Oracle Corp. | 1.650% | 3/25/26 | 725 | 676 | ||
Oracle Corp. | 2.650% | 7/15/26 | 561 | 532 | ||
Oracle Corp. | 2.800% | 4/1/27 | 500 | 472 | ||
Oracle Corp. | 2.300% | 3/25/28 | 500 | 455 | ||
Oracle Corp. | 4.500% | 5/6/28 | 35 | 35 | ||
Oracle Corp. | 6.150% | 11/9/29 | 225 | 242 | ||
Oracle Corp. | 2.950% | 4/1/30 | 550 | 496 | ||
Oracle Corp. | 4.650% | 5/6/30 | 100 | 100 | ||
Oracle Corp. | 2.875% | 3/25/31 | 900 | 797 | ||
Oracle Corp. | 6.250% | 11/9/32 | 225 | 245 | ||
Oracle Corp. | 4.300% | 7/8/34 | 325 | 303 | ||
Oracle Corp. | 3.900% | 5/15/35 | 150 | 134 | ||
Oracle Corp. | 3.850% | 7/15/36 | 250 | 218 | ||
Oracle Corp. | 3.800% | 11/15/37 | 525 | 447 | ||
Oracle Corp. | 6.125% | 7/8/39 | 250 | 266 | ||
Oracle Corp. | 3.600% | 4/1/40 | 605 | 484 | ||
Oracle Corp. | 5.375% | 7/15/40 | 400 | 394 | ||
Oracle Corp. | 3.650% | 3/25/41 | 300 | 239 | ||
Oracle Corp. | 4.500% | 7/8/44 | 250 | 218 | ||
Oracle Corp. | 4.125% | 5/15/45 | 425 | 348 | ||
Oracle Corp. | 4.000% | 7/15/46 | 575 | 461 | ||
Oracle Corp. | 4.000% | 11/15/47 | 475 | 378 | ||
Oracle Corp. | 3.600% | 4/1/50 | 920 | 681 | ||
Oracle Corp. | 3.950% | 3/25/51 | 600 | 472 | ||
Oracle Corp. | 6.900% | 11/9/52 | 355 | 416 | ||
Oracle Corp. | 5.550% | 2/6/53 | 400 | 401 | ||
Oracle Corp. | 4.375% | 5/15/55 | 150 | 125 | ||
Oracle Corp. | 3.850% | 4/1/60 | 200 | 146 | ||
Oracle Corp. | 4.100% | 3/25/61 | 300 | 229 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 200 | 191 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 300 | 285 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 400 | 366 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 200 | 175 | ||
PayPal Holdings Inc. | 4.400% | 6/1/32 | 200 | 199 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 310 | 233 | ||
Qorvo Inc. | 1.750% | 12/15/24 | 100 | 96 | ||
Qorvo Inc. | 4.375% | 10/15/29 | 200 | 191 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 200 | 197 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 400 | 387 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 378 | 335 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 414 | 337 | ||
QUALCOMM Inc. | 5.400% | 5/20/33 | 200 | 216 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 200 | 205 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 275 | 273 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 350 | 321 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 200 | 156 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 200 | 187 | ||
QUALCOMM Inc. | 6.000% | 5/20/53 | 200 | 231 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 100 | 98 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 150 | 138 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 100 | 101 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 500 | 467 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 100 | 98 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 145 | 142 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 500 | 447 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 175 | 172 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 125 | 115 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 125 | 106 | ||
S&P Global Inc. | 2.450% | 3/1/27 | 250 | 236 | ||
S&P Global Inc. | 4.750% | 8/1/28 | 140 | 142 | ||
S&P Global Inc. | 2.700% | 3/1/29 | 250 | 231 | ||
S&P Global Inc. | 4.250% | 5/1/29 | 100 | 100 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 125 | 113 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 200 | 164 | ||
S&P Global Inc. | 2.900% | 3/1/32 | 300 | 268 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 150 | 113 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 200 | 166 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 100 | 60 | ||
S&P Global Inc. | 3.900% | 3/1/62 | 100 | 84 | ||
Salesforce Inc. | 3.700% | 4/11/28 | 325 | 319 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 200 | 178 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Salesforce Inc. | 1.950% | 7/15/31 | 300 | 256 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 250 | 191 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 400 | 286 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 250 | 176 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 400 | 329 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 200 | 186 | ||
Teledyne FLIR LLC | 2.500% | 8/1/30 | 100 | 86 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 300 | 261 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 200 | 192 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 200 | 184 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 94 | 90 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 100 | 90 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 210 | 182 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 150 | 128 | ||
Texas Instruments Inc. | 4.900% | 3/14/33 | 200 | 208 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 142 | 131 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 300 | 273 | ||
Texas Instruments Inc. | 5.000% | 3/14/53 | 200 | 205 | ||
Texas Instruments Inc. | 5.050% | 5/18/63 | 212 | 217 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 75 | 77 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 100 | 104 | ||
Thomson Reuters Corp. | 5.650% | 11/23/43 | 100 | 100 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 400 | 369 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 200 | 196 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 200 | 171 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 200 | 196 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 200 | 162 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 200 | 157 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 200 | 198 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 150 | 148 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 400 | 391 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 50 | 49 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 100 | 76 | ||
Visa Inc. | 3.150% | 12/14/25 | 925 | 903 | ||
Visa Inc. | 1.900% | 4/15/27 | 200 | 186 | ||
Visa Inc. | 0.750% | 8/15/27 | 500 | 442 | ||
Visa Inc. | 2.750% | 9/15/27 | 150 | 143 | ||
Visa Inc. | 1.100% | 2/15/31 | 400 | 325 | ||
Visa Inc. | 4.150% | 12/14/35 | 325 | 319 | ||
Visa Inc. | 2.700% | 4/15/40 | 200 | 155 | ||
Visa Inc. | 4.300% | 12/14/45 | 725 | 676 | ||
Visa Inc. | 3.650% | 9/15/47 | 100 | 84 | ||
Visa Inc. | 2.000% | 8/15/50 | 300 | 186 | ||
VMware LLC | 4.500% | 5/15/25 | 200 | 198 | ||
VMware LLC | 4.650% | 5/15/27 | 100 | 99 | ||
VMware LLC | 3.900% | 8/21/27 | 300 | 291 | ||
VMware LLC | 1.800% | 8/15/28 | 200 | 176 | ||
VMware LLC | 4.700% | 5/15/30 | 500 | 493 | ||
VMware LLC | 2.200% | 8/15/31 | 300 | 248 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 200 | 172 | ||
Western Union Co. | 2.850% | 1/10/25 | 108 | 105 | ||
Western Union Co. | 1.350% | 3/15/26 | 200 | 184 | ||
Western Union Co. | 6.200% | 11/17/36 | 100 | 104 | ||
Western Union Co. | 6.200% | 6/21/40 | 35 | 35 | ||
Workday Inc. | 3.500% | 4/1/27 | 200 | 193 | ||
Workday Inc. | 3.700% | 4/1/29 | 200 | 192 | ||
Workday Inc. | 3.800% | 4/1/32 | 200 | 186 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 200 | 177 | ||
105,515 | ||||||
Utilities (2.3%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 100 | 96 | ||
AEP Texas Inc. | 2.100% | 7/1/30 | 200 | 168 | ||
AEP Texas Inc. | 3.800% | 10/1/47 | 50 | 38 | ||
AEP Texas Inc. | 3.450% | 1/15/50 | 50 | 36 | ||
AEP Texas Inc. | 5.250% | 5/15/52 | 89 | 86 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 75 | 63 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 100 | 80 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 70 | 56 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 50 | ||
AEP Transmission Co. LLC | 3.650% | 4/1/50 | 150 | 118 | ||
AEP Transmission Co. LLC | 4.500% | 6/15/52 | 400 | 363 | ||
AES Corp. | 1.375% | 1/15/26 | 300 | 278 | ||
AES Corp. | 5.450% | 6/1/28 | 200 | 203 | ||
AES Corp. | 2.450% | 1/15/31 | 300 | 252 | ||
Alabama Power Co. | 1.450% | 9/15/30 | 500 | 405 | ||
Alabama Power Co. | 3.940% | 9/1/32 | 331 | 315 | ||
Alabama Power Co. | 6.125% | 5/15/38 | 50 | 54 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 25 | 21 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 75 | 65 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 150 | 122 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 250 | 219 | ||
Alabama Power Co. | 3.700% | 12/1/47 | 100 | 80 | ||
Alabama Power Co. | 4.300% | 7/15/48 | 100 | 87 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alabama Power Co. | 3.450% | 10/1/49 | 108 | 82 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 107 | 77 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 200 | 140 | ||
Ameren Corp. | 3.650% | 2/15/26 | 80 | 78 | ||
Ameren Corp. | 5.700% | 12/1/26 | 200 | 205 | ||
Ameren Corp. | 1.950% | 3/15/27 | 200 | 183 | ||
Ameren Corp. | 3.500% | 1/15/31 | 100 | 91 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 75 | 73 | ||
Ameren Illinois Co. | 4.950% | 6/1/33 | 125 | 127 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 150 | 123 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 60 | 44 | ||
American Electric Power Co. Inc. | 3.200% | 11/13/27 | 75 | 71 | ||
American Electric Power Co. Inc. | 4.300% | 12/1/28 | 150 | 147 | ||
American Electric Power Co. Inc. | 5.200% | 1/15/29 | 200 | 203 | ||
American Electric Power Co. Inc. | 5.625% | 3/1/33 | 200 | 208 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 71 | 51 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 150 | 127 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 125 | 122 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 325 | 307 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 125 | 118 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 100 | 90 | ||
American Water Capital Corp. | 4.450% | 6/1/32 | 250 | 248 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 150 | 174 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 100 | 88 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 100 | 82 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 100 | 87 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 125 | 108 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 100 | 77 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 98 | 72 | ||
Appalachian Power Co. | 3.300% | 6/1/27 | 500 | 475 | ||
Appalachian Power Co. | 4.500% | 3/1/49 | 71 | 60 | ||
Appalachian Power Co. | 3.700% | 5/1/50 | 100 | 75 | ||
Arizona Public Service Co. | 3.150% | 5/15/25 | 100 | 97 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 50 | 47 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 225 | 197 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 125 | 105 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 125 | 95 | ||
Arizona Public Service Co. | 4.250% | 3/1/49 | 100 | 81 | ||
Arizona Public Service Co. | 3.500% | 12/1/49 | 60 | 43 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 100 | 95 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 50 | 46 | ||
Atmos Energy Corp. | 5.900% | 11/15/33 | 100 | 109 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 200 | 209 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 100 | 90 | ||
Atmos Energy Corp. | 4.125% | 10/15/44 | 50 | 44 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 400 | 305 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 200 | 136 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 230 | 225 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 195 | 184 | ||
Avista Corp. | 4.350% | 6/1/48 | 75 | 63 | ||
Avista Corp. | 4.000% | 4/1/52 | 72 | 57 | ||
Baltimore Gas and Electric Co. | 2.400% | 8/15/26 | 334 | 315 | ||
Baltimore Gas and Electric Co. | 2.250% | 6/15/31 | 100 | 85 | ||
Baltimore Gas and Electric Co. | 3.500% | 8/15/46 | 100 | 77 | ||
Baltimore Gas and Electric Co. | 3.750% | 8/15/47 | 250 | 200 | ||
Baltimore Gas and Electric Co. | 4.250% | 9/15/48 | 50 | 43 | ||
Baltimore Gas and Electric Co. | 3.200% | 9/15/49 | 80 | 58 | ||
Baltimore Gas and Electric Co. | 2.900% | 6/15/50 | 100 | 69 | ||
Baltimore Gas and Electric Co. | 5.400% | 6/1/53 | 200 | 207 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 100 | 98 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 125 | 119 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 700 | 663 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 100 | 108 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 225 | 240 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 150 | 148 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 150 | 139 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 50 | 40 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 200 | 175 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 200 | 170 | ||
Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 200 | 179 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 75 | 73 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 75 | 71 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 70 | 63 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 75 | 69 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 50 | 40 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 70 | 52 | ||
CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 300 | 283 | ||
CenterPoint Energy Houston Electric LLC | 6.950% | 3/15/33 | 50 | 58 | ||
CenterPoint Energy Houston Electric LLC | 4.950% | 4/1/33 | 106 | 108 | ||
CenterPoint Energy Houston Electric LLC | 4.500% | 4/1/44 | 125 | 115 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 75 | 64 | ||
CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 150 | 132 | ||
CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 100 | 70 | ||
CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 200 | 152 | ||
CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | 56 | 55 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 200 | 184 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 21 | 20 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 80 | 71 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 200 | 171 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 50 | 38 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 100 | 97 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 100 | 83 | ||
CenterPoint Energy Resources Corp. | 5.400% | 3/1/33 | 147 | 153 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 250 | 263 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 50 | 42 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 100 | 96 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 125 | 105 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 275 | 281 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 75 | 72 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 50 | 48 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 75 | 71 | ||
CMS Energy Corp. | 4.750% | 6/1/50 | 100 | 91 | ||
Commonwealth Edison Co. | 2.550% | 6/15/26 | 223 | 212 | ||
Commonwealth Edison Co. | 2.950% | 8/15/27 | 75 | 71 | ||
Commonwealth Edison Co. | 2.200% | 3/1/30 | 50 | 43 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 150 | 162 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 175 | 194 | ||
Commonwealth Edison Co. | 4.600% | 8/15/43 | 75 | 70 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 175 | 163 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 75 | 61 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 175 | 139 | ||
Commonwealth Edison Co. | 3.750% | 8/15/47 | 100 | 81 | ||
Commonwealth Edison Co. | 4.000% | 3/1/48 | 150 | 127 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 125 | 105 | ||
Commonwealth Edison Co. | 3.000% | 3/1/50 | 200 | 139 | ||
Commonwealth Edison Co. | 3.850% | 3/15/52 | 200 | 162 | ||
Connecticut Light and Power Co. | 0.750% | 12/1/25 | 500 | 463 | ||
Connecticut Light and Power Co. | 3.200% | 3/15/27 | 50 | 48 | ||
Connecticut Light and Power Co. | 4.300% | 4/15/44 | 150 | 133 | ||
Connecticut Light and Power Co. | 4.000% | 4/1/48 | 160 | 137 | ||
Connecticut Light and Power Co. | 5.250% | 1/15/53 | 200 | 204 | ||
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 600 | 519 | ||
Consolidated Edison Co. of New York Inc. | 5.200% | 3/1/33 | 76 | 79 | ||
Consolidated Edison Co. of New York Inc. | 5.500% | 3/15/34 | 200 | 210 | ||
Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 200 | 204 | ||
Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 275 | 290 | ||
Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 75 | 81 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 125 | 106 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 200 | 180 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 375 | 335 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 145 | 118 | ||
Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 75 | 61 | ||
Consolidated Edison Co. of New York Inc. | 4.125% | 5/15/49 | 400 | 336 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 250 | 209 | ||
Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | 200 | 227 | ||
Consolidated Edison Co. of New York Inc. | 5.900% | 11/15/53 | 200 | 221 | ||
Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 75 | 62 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 120 | 104 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Constellation Energy Generation LLC | 5.600% | 3/1/28 | 46 | 47 | ||
Constellation Energy Generation LLC | 5.800% | 3/1/33 | 34 | 36 | ||
Constellation Energy Generation LLC | 6.125% | 1/15/34 | 200 | 214 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 360 | 386 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 75 | 75 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 155 | 155 | ||
Constellation Energy Generation LLC | 6.500% | 10/1/53 | 200 | 226 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 75 | 72 | ||
Consumers Energy Co. | 3.600% | 8/15/32 | 19 | 18 | ||
Consumers Energy Co. | 4.625% | 5/15/33 | 200 | 200 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 75 | 64 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 50 | 40 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 50 | 42 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 125 | 109 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 80 | 72 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 80 | 59 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 400 | 314 | ||
Consumers Energy Co. | 4.200% | 9/1/52 | 84 | 74 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 59 | 36 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 100 | 84 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 125 | 123 | ||
Dominion Energy Inc. | 1.450% | 4/15/26 | 200 | 185 | ||
Dominion Energy Inc. | 2.850% | 8/15/26 | 379 | 357 | ||
Dominion Energy Inc. | 4.250% | 6/1/28 | 125 | 123 | ||
Dominion Energy Inc. | 3.375% | 4/1/30 | 125 | 115 | ||
Dominion Energy Inc. | 2.250% | 8/15/31 | 250 | 207 | ||
Dominion Energy Inc. | 4.350% | 8/15/32 | 56 | 54 | ||
Dominion Energy Inc. | 5.375% | 11/15/32 | 200 | 205 | ||
Dominion Energy Inc. | 6.300% | 3/15/33 | 75 | 80 | ||
Dominion Energy Inc. | 5.950% | 6/15/35 | 225 | 237 | ||
Dominion Energy Inc. | 4.900% | 8/1/41 | 280 | 259 | ||
Dominion Energy Inc. | 4.050% | 9/15/42 | 300 | 244 | ||
Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 100 | 84 | ||
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 50 | 57 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 125 | 136 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 75 | 76 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 75 | 69 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 147 | ||
DTE Electric Co. | 2.250% | 3/1/30 | 450 | 395 | ||
DTE Electric Co. | 2.625% | 3/1/31 | 100 | 88 | ||
DTE Electric Co. | 3.000% | 3/1/32 | 250 | 222 | ||
DTE Electric Co. | 4.000% | 4/1/43 | 225 | 193 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 50 | 40 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 100 | 80 | ||
DTE Electric Co. | 3.950% | 3/1/49 | 128 | 108 | ||
DTE Electric Co. | 2.950% | 3/1/50 | 150 | 105 | ||
DTE Electric Co. | 3.650% | 3/1/52 | 250 | 198 | ||
DTE Energy Co. | 1.050% | 6/1/25 | 500 | 471 | ||
DTE Energy Co. | 2.850% | 10/1/26 | 300 | 284 | ||
DTE Energy Co. | 4.875% | 6/1/28 | 200 | 202 | ||
DTE Energy Co. | 3.400% | 6/15/29 | 94 | 88 | ||
DTE Energy Co. | 2.950% | 3/1/30 | 60 | 53 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 100 | 97 | ||
Duke Energy Carolinas LLC | 3.950% | 11/15/28 | 125 | 123 | ||
Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 125 | 132 | ||
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 200 | 179 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 100 | 89 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 200 | 174 | ||
Duke Energy Carolinas LLC | 4.950% | 1/15/33 | 175 | 178 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 100 | 108 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 25 | 27 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 25 | 27 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 150 | 152 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 175 | 150 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 100 | 81 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 100 | 79 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 400 | 292 | ||
Duke Energy Carolinas LLC | 3.550% | 3/15/52 | 200 | 153 | ||
Duke Energy Carolinas LLC | 5.350% | 1/15/53 | 160 | 164 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 80 | 76 | ||
Duke Energy Corp. | 3.150% | 8/15/27 | 140 | 132 | ||
Duke Energy Corp. | 4.300% | 3/15/28 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Corp. | 2.450% | 6/1/30 | 100 | 87 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 200 | 171 | ||
Duke Energy Corp. | 5.750% | 9/15/33 | 100 | 106 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 125 | 114 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 280 | 217 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 115 | 94 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 140 | 103 | ||
Duke Energy Corp. | 5.000% | 8/15/52 | 250 | 234 | ||
Duke Energy Corp. | 6.100% | 9/15/53 | 150 | 163 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 200 | 157 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 100 | 97 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 425 | 379 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 100 | 84 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 200 | 169 | ||
Duke Energy Florida LLC | 5.875% | 11/15/33 | 100 | 108 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 225 | 250 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 200 | 224 | ||
Duke Energy Florida LLC | 3.850% | 11/15/42 | 200 | 165 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 100 | 75 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 200 | 173 | ||
Duke Energy Florida LLC | 6.200% | 11/15/53 | 150 | 172 | ||
2 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/31 | 86 | 80 | |
Duke Energy Indiana LLC | 6.350% | 8/15/38 | 740 | 823 | ||
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 225 | 180 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 100 | 85 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 25 | 20 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 175 | 170 | ||
Duke Energy Progress LLC | 3.450% | 3/15/29 | 125 | 119 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 200 | 165 | ||
Duke Energy Progress LLC | 5.250% | 3/15/33 | 200 | 207 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 300 | 266 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 85 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 50 | 39 | ||
Duke Energy Progress LLC | 3.600% | 9/15/47 | 100 | 77 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 434 | 293 | ||
Duke Energy Progress LLC | 5.350% | 3/15/53 | 200 | 203 | ||
Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/30 | 78 | 71 | ||
2 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/39 | 100 | 81 | |
Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/43 | 100 | 75 | ||
Edison International | 5.750% | 6/15/27 | 25 | 26 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 250 | 254 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 75 | 63 | ||
Emera US Finance LP | 3.550% | 6/15/26 | 150 | 144 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 245 | 202 | ||
Enel Chile SA | 4.875% | 6/12/28 | 125 | 123 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 50 | 49 | ||
Entergy Arkansas LLC | 2.650% | 6/15/51 | 500 | 315 | ||
Entergy Corp. | 2.950% | 9/1/26 | 200 | 190 | ||
Entergy Corp. | 2.800% | 6/15/30 | 100 | 88 | ||
Entergy Corp. | 3.750% | 6/15/50 | 300 | 226 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 75 | 70 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 100 | 94 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 100 | 88 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 150 | 140 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 150 | 139 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 167 | 140 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 100 | 85 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 121 | 81 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 125 | 116 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 500 | 409 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 75 | 70 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 100 | 88 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 85 | 71 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 200 | 142 | ||
Evergy Inc. | 2.900% | 9/15/29 | 150 | 136 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 150 | 142 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 100 | 95 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 200 | 172 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 100 | 84 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 25 | 21 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 100 | 71 | ||
Evergy Metro Inc. | 2.250% | 6/1/30 | 100 | 85 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 100 | 99 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 100 | 85 | ||
Eversource Energy | 3.150% | 1/15/25 | 168 | 164 | ||
Eversource Energy | 3.300% | 1/15/28 | 100 | 95 | ||
Eversource Energy | 4.250% | 4/1/29 | 200 | 194 | ||
Eversource Energy | 3.375% | 3/1/32 | 119 | 105 | ||
Eversource Energy | 3.450% | 1/15/50 | 200 | 145 | ||
Exelon Corp. | 3.950% | 6/15/25 | 200 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Exelon Corp. | 3.400% | 4/15/26 | 200 | 194 | ||
Exelon Corp. | 2.750% | 3/15/27 | 250 | 235 | ||
Exelon Corp. | 5.150% | 3/15/28 | 200 | 203 | ||
Exelon Corp. | 4.050% | 4/15/30 | 250 | 239 | ||
Exelon Corp. | 5.300% | 3/15/33 | 159 | 162 | ||
Exelon Corp. | 4.950% | 6/15/35 | 225 | 216 | ||
Exelon Corp. | 5.625% | 6/15/35 | 20 | 21 | ||
Exelon Corp. | 5.100% | 6/15/45 | 145 | 137 | ||
Exelon Corp. | 4.450% | 4/15/46 | 175 | 152 | ||
Exelon Corp. | 4.100% | 3/15/52 | 250 | 203 | ||
Exelon Corp. | 5.600% | 3/15/53 | 200 | 204 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 300 | 293 | ||
Florida Power & Light Co. | 4.450% | 5/15/26 | 200 | 200 | ||
Florida Power & Light Co. | 3.300% | 5/30/27 | 50 | 48 | ||
Florida Power & Light Co. | 4.400% | 5/15/28 | 200 | 200 | ||
Florida Power & Light Co. | 4.625% | 5/15/30 | 200 | 202 | ||
Florida Power & Light Co. | 2.450% | 2/3/32 | 200 | 172 | ||
Florida Power & Light Co. | 5.100% | 4/1/33 | 200 | 207 | ||
Florida Power & Light Co. | 4.800% | 5/15/33 | 200 | 202 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 25 | 27 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 375 | 416 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 170 | 153 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 125 | 111 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 75 | 66 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 150 | 122 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 325 | 277 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 555 | 409 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 500 | 347 | ||
Fortis Inc. | 3.055% | 10/4/26 | 295 | 280 | ||
Georgia Power Co. | 3.250% | 4/1/26 | 100 | 96 | ||
Georgia Power Co. | 4.650% | 5/16/28 | 200 | 202 | ||
Georgia Power Co. | 4.950% | 5/17/33 | 200 | 202 | ||
Georgia Power Co. | 4.750% | 9/1/40 | 175 | 163 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 100 | 87 | ||
Georgia Power Co. | 5.125% | 5/15/52 | 250 | 248 | ||
Iberdrola International BV | 6.750% | 7/15/36 | 75 | 87 | ||
Idaho Power Co. | 5.800% | 4/1/54 | 200 | 214 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 250 | 241 | ||
Indiana Michigan Power Co. | 3.750% | 7/1/47 | 150 | 115 | ||
Indiana Michigan Power Co. | 4.250% | 8/15/48 | 100 | 84 | ||
Indiana Michigan Power Co. | 5.625% | 4/1/53 | 100 | 105 | ||
Interstate Power and Light Co. | 3.250% | 12/1/24 | 202 | 198 | ||
Interstate Power and Light Co. | 4.100% | 9/26/28 | 125 | 121 | ||
Interstate Power and Light Co. | 3.600% | 4/1/29 | 60 | 57 | ||
Interstate Power and Light Co. | 2.300% | 6/1/30 | 100 | 86 | ||
Interstate Power and Light Co. | 6.250% | 7/15/39 | 50 | 54 | ||
Interstate Power and Light Co. | 3.700% | 9/15/46 | 75 | 57 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 100 | 95 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 200 | 193 | ||
2 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 61 | 57 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 125 | 122 | ||
Kentucky Utilities Co. | 4.375% | 10/1/45 | 100 | 87 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 200 | 146 | ||
Louisville Gas and Electric Co. | 3.300% | 10/1/25 | 75 | 73 | ||
Louisville Gas and Electric Co. | 4.250% | 4/1/49 | 170 | 145 | ||
MidAmerican Energy Co. | 3.100% | 5/1/27 | 150 | 144 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 200 | 191 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 125 | 142 | ||
MidAmerican Energy Co. | 5.350% | 1/15/34 | 75 | 79 | ||
MidAmerican Energy Co. | 5.750% | 11/1/35 | 125 | 133 | ||
MidAmerican Energy Co. | 4.800% | 9/15/43 | 100 | 94 | ||
MidAmerican Energy Co. | 3.950% | 8/1/47 | 100 | 84 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 125 | 100 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 200 | 175 | ||
MidAmerican Energy Co. | 5.850% | 9/15/54 | 300 | 332 | ||
Mississippi Power Co. | 4.250% | 3/15/42 | 100 | 85 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 50 | 50 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 50 | 48 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 100 | 84 | ||
National Grid plc | 5.809% | 6/12/33 | 200 | 210 | ||
National Grid USA | 5.803% | 4/1/35 | 50 | 51 | ||
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 100 | 92 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 150 | 144 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 100 | 97 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 100 | 95 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 100 | 87 | ||
National Rural Utilities Cooperative Finance Corp. | 1.350% | 3/15/31 | 100 | 79 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 204 | 191 | ||
National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | 53 | 50 | ||
National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 75 | 72 | ||
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 200 | 175 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 100 | 87 | ||
Nevada Power Co. | 3.700% | 5/1/29 | 200 | 192 | ||
Nevada Power Co. | 2.400% | 5/1/30 | 75 | 65 | ||
Nevada Power Co. | 6.750% | 7/1/37 | 75 | 85 | ||
Nevada Power Co. | 3.125% | 8/1/50 | 150 | 104 | ||
Nevada Power Co. | 6.000% | 3/15/54 | 100 | 110 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 150 | 149 | ||
NextEra Energy Capital Holdings Inc. | 5.749% | 9/1/25 | 350 | 354 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 250 | 241 | ||
NextEra Energy Capital Holdings Inc. | 4.625% | 7/15/27 | 232 | 232 | ||
NextEra Energy Capital Holdings Inc. | 4.900% | 2/28/28 | 222 | 224 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 300 | 266 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 100 | 95 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 100 | 90 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 500 | 428 | ||
NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | 179 | 180 | ||
NextEra Energy Capital Holdings Inc. | 5.050% | 2/28/33 | 64 | 64 | ||
NextEra Energy Capital Holdings Inc. | 5.250% | 2/28/53 | 204 | 200 | ||
NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 125 | 108 | ||
NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 100 | 94 | ||
NiSource Inc. | 0.950% | 8/15/25 | 223 | 208 | ||
NiSource Inc. | 3.490% | 5/15/27 | 250 | 241 | ||
NiSource Inc. | 5.250% | 3/30/28 | 200 | 204 | ||
NiSource Inc. | 2.950% | 9/1/29 | 200 | 183 | ||
NiSource Inc. | 3.600% | 5/1/30 | 200 | 187 | ||
NiSource Inc. | 1.700% | 2/15/31 | 300 | 244 | ||
NiSource Inc. | 5.950% | 6/15/41 | 77 | 80 | ||
NiSource Inc. | 4.800% | 2/15/44 | 125 | 115 | ||
NiSource Inc. | 5.650% | 2/1/45 | 100 | 101 | ||
NiSource Inc. | 4.375% | 5/15/47 | 250 | 216 | ||
NiSource Inc. | 3.950% | 3/30/48 | 200 | 162 | ||
NiSource Inc. | 5.000% | 6/15/52 | 63 | 59 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 75 | 83 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 50 | 55 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 175 | 180 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 105 | 84 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 50 | 42 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 250 | 175 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 100 | 65 | ||
Northern States Power Co. | 5.100% | 5/15/53 | 200 | 203 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 125 | 121 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 50 | 47 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 75 | 76 | ||
NSTAR Electric Co. | 4.950% | 9/15/52 | 74 | 72 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 50 | 51 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 175 | 168 | ||
Oglethorpe Power Corp. | 3.750% | 8/1/50 | 250 | 188 | ||
Ohio Edison Co. | 6.875% | 7/15/36 | 100 | 112 | ||
Ohio Power Co. | 4.150% | 4/1/48 | 100 | 84 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 240 | 196 | ||
Ohio Power Co. | 2.900% | 10/1/51 | 125 | 85 | ||
Oklahoma Gas and Electric Co. | 3.800% | 8/15/28 | 75 | 73 | ||
Oklahoma Gas and Electric Co. | 3.250% | 4/1/30 | 100 | 91 | ||
Oklahoma Gas and Electric Co. | 5.400% | 1/15/33 | 80 | 84 | ||
Oklahoma Gas and Electric Co. | 4.150% | 4/1/47 | 50 | 42 | ||
Oklahoma Gas and Electric Co. | 3.850% | 8/15/47 | 75 | 59 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 75 | 73 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 50 | 48 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 200 | 180 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 50 | 58 | ||
5 | Oncor Electric Delivery Co. LLC | 5.650% | 11/15/33 | 200 | 213 | |
Oncor Electric Delivery Co. LLC | 7.500% | 9/1/38 | 125 | 153 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 125 | 128 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 75 | 70 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 37 | 40 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 100 | 83 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 50 | 40 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 200 | 164 | ||
Oncor Electric Delivery Co. LLC | 3.100% | 9/15/49 | 250 | 180 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 250 | 165 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 63 | 65 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 100 | 85 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 125 | 113 | ||
ONE Gas Inc. | 4.500% | 11/1/48 | 75 | 66 | ||
Pacific Gas and Electric Co. | 3.450% | 7/1/25 | 200 | 194 | ||
Pacific Gas and Electric Co. | 3.150% | 1/1/26 | 300 | 287 | ||
Pacific Gas and Electric Co. | 3.300% | 12/1/27 | 800 | 747 | ||
Pacific Gas and Electric Co. | 3.000% | 6/15/28 | 200 | 182 | ||
Pacific Gas and Electric Co. | 3.750% | 7/1/28 | 300 | 281 | ||
Pacific Gas and Electric Co. | 6.100% | 1/15/29 | 100 | 103 | ||
Pacific Gas and Electric Co. | 4.550% | 7/1/30 | 700 | 667 | ||
Pacific Gas and Electric Co. | 4.400% | 3/1/32 | 81 | 75 | ||
Pacific Gas and Electric Co. | 6.150% | 1/15/33 | 200 | 207 | ||
Pacific Gas and Electric Co. | 6.400% | 6/15/33 | 46 | 48 | ||
Pacific Gas and Electric Co. | 6.950% | 3/15/34 | 150 | 165 | ||
Pacific Gas and Electric Co. | 4.500% | 7/1/40 | 500 | 422 | ||
Pacific Gas and Electric Co. | 4.750% | 2/15/44 | 500 | 418 | ||
Pacific Gas and Electric Co. | 4.300% | 3/15/45 | 200 | 156 | ||
Pacific Gas and Electric Co. | 4.950% | 7/1/50 | 575 | 493 | ||
Pacific Gas and Electric Co. | 3.500% | 8/1/50 | 500 | 346 | ||
Pacific Gas and Electric Co. | 6.750% | 1/15/53 | 200 | 218 | ||
Pacific Gas and Electric Co. | 6.700% | 4/1/53 | 200 | 218 | ||
PacifiCorp | 3.500% | 6/15/29 | 100 | 94 | ||
PacifiCorp | 2.700% | 9/15/30 | 50 | 43 | ||
PacifiCorp | 7.700% | 11/15/31 | 250 | 292 | ||
PacifiCorp | 5.250% | 6/15/35 | 56 | 56 | ||
PacifiCorp | 6.100% | 8/1/36 | 100 | 107 | ||
PacifiCorp | 6.250% | 10/15/37 | 125 | 134 | ||
PacifiCorp | 6.350% | 7/15/38 | 75 | 81 | ||
PacifiCorp | 6.000% | 1/15/39 | 116 | 122 | ||
PacifiCorp | 4.100% | 2/1/42 | 56 | 47 | ||
PacifiCorp | 4.125% | 1/15/49 | 100 | 81 | ||
PacifiCorp | 4.150% | 2/15/50 | 200 | 162 | ||
PacifiCorp | 3.300% | 3/15/51 | 100 | 70 | ||
PacifiCorp | 5.350% | 12/1/53 | 200 | 192 | ||
PacifiCorp | 5.500% | 5/15/54 | 200 | 196 | ||
PECO Energy Co. | 4.900% | 6/15/33 | 400 | 407 | ||
PECO Energy Co. | 3.900% | 3/1/48 | 75 | 63 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 200 | 137 | ||
2 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/38 | 100 | 78 | |
2 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/48 | 100 | 73 | |
PG&E Recovery Funding LLC | 5.256% | 1/15/40 | 280 | 286 | ||
PG&E Recovery Funding LLC | 5.536% | 7/15/49 | 90 | 94 | ||
2 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/32 | 124 | 119 | |
PG&E Wildfire Recovery Funding LLC | 4.022% | 6/1/33 | 44 | 43 | ||
2 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/38 | 100 | 95 | |
PG&E Wildfire Recovery Funding LLC | 4.722% | 6/1/39 | 75 | 74 | ||
PG&E Wildfire Recovery Funding LLC | 5.081% | 6/1/43 | 75 | 74 | ||
2 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/49 | 250 | 227 | |
PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/49 | 200 | 202 | ||
2 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/53 | 100 | 94 | |
PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/54 | 75 | 75 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 110 | 103 | ||
Piedmont Natural Gas Co. Inc. | 5.400% | 6/15/33 | 75 | 77 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 50 | 45 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 75 | 55 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 200 | 140 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 200 | 188 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 250 | 286 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 150 | 134 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 100 | 96 | ||
PPL Electric Utilities Corp. | 5.000% | 5/15/33 | 200 | 205 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 100 | 112 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 50 | 44 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 155 | 134 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 75 | 64 | ||
PPL Electric Utilities Corp. | 5.250% | 5/15/53 | 200 | 207 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 119 | 134 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 125 | 131 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 75 | 72 | ||
Public Service Co. of Colorado | 1.900% | 1/15/31 | 100 | 83 | ||
Public Service Co. of Colorado | 1.875% | 6/15/31 | 200 | 165 | ||
Public Service Co. of Colorado | 4.100% | 6/1/32 | 50 | 48 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 175 | 139 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 75 | 61 | ||
Public Service Co. of Colorado | 2.700% | 1/15/51 | 100 | 63 | ||
Public Service Co. of Colorado | 5.250% | 4/1/53 | 200 | 199 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 75 | 59 | ||
Public Service Co. of New Hampshire | 5.150% | 1/15/53 | 54 | 55 | ||
Public Service Co. of Oklahoma | 5.250% | 1/15/33 | 85 | 86 | ||
Public Service Electric and Gas Co. | 3.000% | 5/15/25 | 80 | 78 | ||
Public Service Electric and Gas Co. | 2.250% | 9/15/26 | 250 | 236 | ||
Public Service Electric and Gas Co. | 3.000% | 5/15/27 | 75 | 72 | ||
Public Service Electric and Gas Co. | 3.200% | 5/15/29 | 70 | 65 | ||
Public Service Electric and Gas Co. | 2.450% | 1/15/30 | 50 | 44 | ||
Public Service Electric and Gas Co. | 3.800% | 3/1/46 | 250 | 208 | ||
Public Service Electric and Gas Co. | 3.850% | 5/1/49 | 200 | 167 | ||
Public Service Electric and Gas Co. | 3.150% | 1/1/50 | 200 | 147 | ||
Public Service Electric and Gas Co. | 2.050% | 8/1/50 | 500 | 292 | ||
Public Service Enterprise Group Inc. | 5.875% | 10/15/28 | 100 | 105 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 500 | 409 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 400 | 390 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 100 | 92 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 125 | 135 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 125 | 129 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 100 | 86 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 125 | 106 | ||
Puget Sound Energy Inc. | 3.250% | 9/15/49 | 90 | 64 | ||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 250 | 238 | ||
San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 500 | 414 | ||
San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 100 | 89 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 100 | 92 | ||
San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 75 | 60 | ||
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 75 | 64 | ||
San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 100 | 71 | ||
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 100 | 78 | ||
San Diego Gas & Electric Co. | 5.350% | 4/1/53 | 200 | 203 | ||
SCE Recovery Funding LLC | 4.697% | 6/15/42 | 72 | 72 | ||
SCE Recovery Funding LLC | 2.943% | 11/15/44 | 50 | 41 | ||
SCE Recovery Funding LLC | 3.240% | 11/15/48 | 50 | 38 | ||
SCE Recovery Funding LLC | 5.112% | 12/14/49 | 50 | 50 | ||
Sempra | 3.300% | 4/1/25 | 200 | 195 | ||
Sempra | 3.250% | 6/15/27 | 150 | 142 | ||
Sempra | 3.400% | 2/1/28 | 200 | 191 | ||
Sempra | 3.800% | 2/1/38 | 200 | 171 | ||
Sempra | 6.000% | 10/15/39 | 150 | 158 | ||
Sempra | 4.000% | 2/1/48 | 175 | 144 | ||
Sempra | 4.125% | 4/1/52 | 200 | 172 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 100 | 95 | ||
Southern California Edison Co. | 3.700% | 8/1/25 | 150 | 147 | ||
Southern California Edison Co. | 3.650% | 3/1/28 | 100 | 96 | ||
Southern California Edison Co. | 5.300% | 3/1/28 | 200 | 205 | ||
Southern California Edison Co. | 4.200% | 3/1/29 | 75 | 74 | ||
Southern California Edison Co. | 6.650% | 4/1/29 | 75 | 80 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 275 | 251 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 258 | ||
Southern California Edison Co. | 2.500% | 6/1/31 | 200 | 172 | ||
Southern California Edison Co. | 2.750% | 2/1/32 | 130 | 113 | ||
Southern California Edison Co. | 5.750% | 4/1/35 | 75 | 78 | ||
Southern California Edison Co. | 5.350% | 7/15/35 | 200 | 206 | ||
Southern California Edison Co. | 5.625% | 2/1/36 | 125 | 128 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 100 | 101 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 275 | 247 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 208 | 175 | ||
Southern California Edison Co. | 3.900% | 3/15/43 | 100 | 82 | ||
Southern California Edison Co. | 4.000% | 4/1/47 | 335 | 275 | ||
Southern California Edison Co. | 4.125% | 3/1/48 | 350 | 295 | ||
Southern California Edison Co. | 4.875% | 3/1/49 | 100 | 92 | ||
Southern California Edison Co. | 3.650% | 6/1/51 | 200 | 151 | ||
Southern California Edison Co. | 3.450% | 2/1/52 | 200 | 146 | ||
Southern California Gas Co. | 2.600% | 6/15/26 | 405 | 386 | ||
Southern California Gas Co. | 2.950% | 4/15/27 | 200 | 190 | ||
Southern California Gas Co. | 2.550% | 2/1/30 | 150 | 132 | ||
Southern California Gas Co. | 3.750% | 9/15/42 | 75 | 61 | ||
Southern California Gas Co. | 4.125% | 6/1/48 | 75 | 64 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Southern California Gas Co. | 3.950% | 2/15/50 | 70 | 56 | ||
Southern California Gas Co. | 5.750% | 6/1/53 | 100 | 106 | ||
Southern Co. | 3.250% | 7/1/26 | 350 | 338 | ||
Southern Co. | 5.113% | 8/1/27 | 200 | 203 | ||
Southern Co. | 1.750% | 3/15/28 | 300 | 267 | ||
Southern Co. | 4.850% | 6/15/28 | 200 | 202 | ||
Southern Co. | 5.500% | 3/15/29 | 100 | 104 | ||
Southern Co. | 5.700% | 10/15/32 | 90 | 95 | ||
Southern Co. | 5.200% | 6/15/33 | 200 | 204 | ||
Southern Co. | 4.250% | 7/1/36 | 200 | 184 | ||
Southern Co. | 4.400% | 7/1/46 | 360 | 317 | ||
Southern Co. | 4.000% | 1/15/51 | 300 | 286 | ||
Southern Co. | 3.750% | 9/15/51 | 200 | 182 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 75 | 72 | ||
Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 89 | 73 | ||
Southern Co. Gas Capital Corp. | 5.150% | 9/15/32 | 90 | 91 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 75 | 76 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 50 | 42 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 100 | 78 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 100 | 85 | ||
Southern Power Co. | 4.150% | 12/1/25 | 100 | 99 | ||
Southern Power Co. | 5.150% | 9/15/41 | 100 | 94 | ||
Southern Power Co. | 5.250% | 7/15/43 | 50 | 47 | ||
Southern Power Co. | 4.950% | 12/15/46 | 75 | 67 | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 50 | 48 | ||
Southwest Gas Corp. | 4.050% | 3/15/32 | 200 | 187 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 75 | 56 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 25 | 20 | ||
Southwestern Electric Power Co. | 2.750% | 10/1/26 | 445 | 418 | ||
Southwestern Electric Power Co. | 4.100% | 9/15/28 | 100 | 97 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 75 | 80 | ||
Southwestern Electric Power Co. | 3.900% | 4/1/45 | 100 | 77 | ||
Southwestern Electric Power Co. | 3.850% | 2/1/48 | 325 | 244 | ||
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 200 | 135 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 100 | 89 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 275 | 200 | ||
Southwestern Public Service Co. | 3.700% | 8/15/47 | 75 | 57 | ||
Southwestern Public Service Co. | 4.400% | 11/15/48 | 275 | 232 | ||
Southwestern Public Service Co. | 3.750% | 6/15/49 | 75 | 58 | ||
Southwestern Public Service Co. | 3.150% | 5/1/50 | 100 | 69 | ||
Tampa Electric Co. | 4.100% | 6/15/42 | 50 | 43 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 50 | 43 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 75 | 63 | ||
Tampa Electric Co. | 4.450% | 6/15/49 | 125 | 108 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 50 | 38 | ||
Tampa Electric Co. | 5.000% | 7/15/52 | 100 | 95 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 75 | 81 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 50 | 49 | ||
Tucson Electric Power Co. | 5.500% | 4/15/53 | 66 | 67 | ||
Union Electric Co. | 2.950% | 6/15/27 | 72 | 69 | ||
Union Electric Co. | 2.950% | 3/15/30 | 350 | 316 | ||
Union Electric Co. | 2.150% | 3/15/32 | 200 | 166 | ||
Union Electric Co. | 8.450% | 3/15/39 | 150 | 197 | ||
Union Electric Co. | 3.650% | 4/15/45 | 125 | 98 | ||
Union Electric Co. | 4.000% | 4/1/48 | 275 | 227 | ||
Union Electric Co. | 3.250% | 10/1/49 | 225 | 158 | ||
Union Electric Co. | 3.900% | 4/1/52 | 100 | 83 | ||
Virginia Electric and Power Co. | 2.950% | 11/15/26 | 276 | 264 | ||
Virginia Electric and Power Co. | 3.500% | 3/15/27 | 250 | 242 | ||
Virginia Electric and Power Co. | 3.800% | 4/1/28 | 150 | 146 | ||
Virginia Electric and Power Co. | 2.875% | 7/15/29 | 275 | 253 | ||
Virginia Electric and Power Co. | 2.300% | 11/15/31 | 200 | 168 | ||
Virginia Electric and Power Co. | 2.400% | 3/30/32 | 200 | 169 | ||
Virginia Electric and Power Co. | 5.000% | 4/1/33 | 200 | 203 | ||
Virginia Electric and Power Co. | 6.000% | 1/15/36 | 125 | 134 | ||
Virginia Electric and Power Co. | 6.000% | 5/15/37 | 150 | 162 | ||
Virginia Electric and Power Co. | 6.350% | 11/30/37 | 50 | 55 | ||
Virginia Electric and Power Co. | 4.000% | 1/15/43 | 90 | 77 | ||
Virginia Electric and Power Co. | 4.450% | 2/15/44 | 475 | 424 | ||
Virginia Electric and Power Co. | 4.200% | 5/15/45 | 75 | 64 | ||
Virginia Electric and Power Co. | 4.000% | 11/15/46 | 100 | 83 | ||
Virginia Electric and Power Co. | 3.800% | 9/15/47 | 100 | 80 | ||
Virginia Electric and Power Co. | 4.600% | 12/1/48 | 175 | 158 | ||
Virginia Electric and Power Co. | 3.300% | 12/1/49 | 98 | 72 | ||
Virginia Electric and Power Co. | 2.450% | 12/15/50 | 160 | 99 | ||
Virginia Electric and Power Co. | 2.950% | 11/15/51 | 200 | 137 | ||
Virginia Electric and Power Co. | 4.625% | 5/15/52 | 250 | 226 | ||
Virginia Electric and Power Co. | 5.450% | 4/1/53 | 200 | 206 | ||
Washington Gas Light Co. | 3.796% | 9/15/46 | 100 | 76 | ||
Washington Gas Light Co. | 3.650% | 9/15/49 | 30 | 23 | ||
WEC Energy Group Inc. | 3.550% | 6/15/25 | 48 | 47 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 500 | 442 | ||
WEC Energy Group Inc. | 4.750% | 1/15/28 | 250 | 250 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 200 | 178 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 100 | 97 | ||
Wisconsin Electric Power Co. | 4.750% | 9/30/32 | 90 | 91 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 100 | 88 | ||
Wisconsin Power and Light Co. | 6.375% | 8/15/37 | 100 | 109 | ||
Wisconsin Power and Light Co. | 3.650% | 4/1/50 | 50 | 38 | ||
Wisconsin Public Service Corp. | 3.300% | 9/1/49 | 125 | 91 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 325 | 317 | ||
Xcel Energy Inc. | 3.350% | 12/1/26 | 75 | 72 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 200 | 182 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 75 | 73 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 200 | 179 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 250 | 231 | ||
Xcel Energy Inc. | 4.600% | 6/1/32 | 200 | 195 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 100 | 74 | ||
101,572 | ||||||
Total Corporate Bonds (Cost $1,259,783) | 1,155,563 | |||||
Sovereign Bonds (3.4%) | ||||||
African Development Bank | 0.875% | 3/23/26 | 600 | 557 | ||
African Development Bank | 0.875% | 7/22/26 | 400 | 368 | ||
African Development Bank | 4.625% | 1/4/27 | 300 | 304 | ||
African Development Bank | 4.375% | 11/3/27 | 500 | 506 | ||
African Development Bank | 4.375% | 3/14/28 | 375 | 380 | ||
Asian Development Bank | 2.000% | 1/22/25 | 300 | 291 | ||
Asian Development Bank | 0.625% | 4/29/25 | 700 | 664 | ||
Asian Development Bank | 2.875% | 5/6/25 | 405 | 396 | ||
Asian Development Bank | 4.625% | 6/13/25 | 250 | 250 | ||
Asian Development Bank | 0.375% | 9/3/25 | 1,000 | 935 | ||
Asian Development Bank | 4.250% | 1/9/26 | 800 | 800 | ||
Asian Development Bank | 0.500% | 2/4/26 | 850 | 786 | ||
Asian Development Bank | 2.000% | 4/24/26 | 100 | 95 | ||
Asian Development Bank | 2.625% | 1/12/27 | 200 | 192 | ||
Asian Development Bank | 1.500% | 1/20/27 | 1,125 | 1,042 | ||
Asian Development Bank | 2.375% | 8/10/27 | 275 | 260 | ||
Asian Development Bank | 6.220% | 8/15/27 | 100 | 106 | ||
Asian Development Bank | 3.125% | 8/20/27 | 725 | 702 | ||
Asian Development Bank | 2.500% | 11/2/27 | 673 | 636 | ||
Asian Development Bank | 3.750% | 4/25/28 | 525 | 519 | ||
Asian Development Bank | 1.250% | 6/9/28 | 210 | 186 | ||
Asian Development Bank | 5.820% | 6/16/28 | 148 | 158 | ||
Asian Development Bank | 4.500% | 8/25/28 | 625 | 638 | ||
Asian Development Bank | 3.125% | 9/26/28 | 130 | 125 | ||
Asian Development Bank | 1.750% | 9/19/29 | 200 | 177 | ||
Asian Development Bank | 1.875% | 1/24/30 | 200 | 177 | ||
Asian Development Bank | 0.750% | 10/8/30 | 500 | 404 | ||
Asian Development Bank | 1.500% | 3/4/31 | 500 | 422 | ||
Asian Development Bank | 3.125% | 4/27/32 | 400 | 374 | ||
Asian Development Bank | 3.875% | 9/28/32 | 225 | 222 | ||
Asian Development Bank | 4.000% | 1/12/33 | 380 | 379 | ||
Asian Development Bank | 3.875% | 6/14/33 | 425 | 419 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 400 | 378 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 200 | 196 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 600 | 554 | ||
Asian Infrastructure Investment Bank | 4.875% | 9/14/26 | 300 | 305 | ||
Asian Infrastructure Investment Bank | 4.000% | 1/18/28 | 450 | 448 | ||
Canada | 1.625% | 1/22/25 | 550 | 533 | ||
Canada | 2.875% | 4/28/25 | 520 | 509 | ||
Canada | 0.750% | 5/19/26 | 800 | 739 | ||
Canada | 3.750% | 4/26/28 | 525 | 521 | ||
Corp. Andina de Fomento | 5.250% | 11/21/25 | 620 | 621 | ||
Corp. Andina de Fomento | 4.750% | 4/1/26 | 130 | 129 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 210 | 194 | ||
Corp. Andina de Fomento | 6.000% | 4/26/27 | 200 | 207 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 200 | 192 | ||
Council of Europe Development Bank | 3.000% | 6/16/25 | 120 | 117 | ||
Council of Europe Development Bank | 3.750% | 5/25/26 | 250 | 247 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 200 | 183 | ||
Council of Europe Development Bank | 3.625% | 1/26/28 | 280 | 276 | ||
European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 96 | ||
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 100 | 95 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 500 | 465 | ||
European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 500 | 463 | ||
European Bank for Reconstruction & Development | 4.375% | 3/9/28 | 400 | 406 | ||
European Investment Bank | 1.625% | 3/14/25 | 100 | 97 | ||
European Investment Bank | 0.625% | 7/25/25 | 1,600 | 1,508 | ||
European Investment Bank | 2.750% | 8/15/25 | 800 | 779 | ||
European Investment Bank | 0.375% | 12/15/25 | 2,000 | 1,853 | ||
European Investment Bank | 0.375% | 3/26/26 | 1,000 | 919 | ||
European Investment Bank | 0.750% | 10/26/26 | 450 | 410 | ||
European Investment Bank | 1.375% | 3/15/27 | 600 | 552 | ||
European Investment Bank | 2.375% | 5/24/27 | 225 | 213 | ||
European Investment Bank | 0.625% | 10/21/27 | 500 | 441 | ||
European Investment Bank | 3.250% | 11/15/27 | 500 | 486 | ||
European Investment Bank | 3.875% | 3/15/28 | 1,100 | 1,095 | ||
European Investment Bank | 4.500% | 10/16/28 | 600 | 613 | ||
European Investment Bank | 1.625% | 10/9/29 | 125 | 110 | ||
European Investment Bank | 0.875% | 5/17/30 | 200 | 165 | ||
European Investment Bank | 3.625% | 7/15/30 | 800 | 783 | ||
European Investment Bank | 0.750% | 9/23/30 | 500 | 406 | ||
European Investment Bank | 3.750% | 2/14/33 | 425 | 417 | ||
European Investment Bank | 4.875% | 2/15/36 | 325 | 348 | ||
6 | Export Development Canada | 3.375% | 8/26/25 | 550 | 540 | |
6 | Export Development Canada | 4.375% | 6/29/26 | 550 | 552 | |
Export Development Canada | 3.000% | 5/25/27 | 450 | 435 | ||
6 | Export Development Canada | 3.875% | 2/14/28 | 400 | 398 | |
Export-Import Bank of Korea | 2.625% | 5/26/26 | 200 | 190 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 200 | 184 | ||
Export-Import Bank of Korea | 4.250% | 9/15/27 | 200 | 198 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 500 | 404 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 200 | 167 | ||
Export-Import Bank of Korea | 5.125% | 1/11/33 | 200 | 208 | ||
Export-Import Bank of Korea | 5.125% | 9/18/33 | 200 | 208 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 350 | 256 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,100 | 1,071 | ||
Inter-American Development Bank | 1.750% | 3/14/25 | 200 | 193 | ||
Inter-American Development Bank | 0.875% | 4/3/25 | 500 | 477 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 134 | 138 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 1,300 | 1,225 | ||
Inter-American Development Bank | 0.875% | 4/20/26 | 500 | 464 | ||
Inter-American Development Bank | 4.500% | 5/15/26 | 475 | 478 | ||
Inter-American Development Bank | 2.000% | 6/2/26 | 750 | 712 | ||
Inter-American Development Bank | 2.000% | 7/23/26 | 100 | 95 | ||
Inter-American Development Bank | 4.375% | 2/1/27 | 400 | 403 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 450 | 425 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 800 | 707 | ||
Inter-American Development Bank | 4.000% | 1/12/28 | 920 | 919 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 300 | 264 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 875 | 842 | ||
Inter-American Development Bank | 1.125% | 1/13/31 | 350 | 289 | ||
Inter-American Development Bank | 3.500% | 4/12/33 | 400 | 383 | ||
Inter-American Development Bank | 4.500% | 9/13/33 | 500 | 517 | ||
Inter-American Development Bank | 3.875% | 10/28/41 | 200 | 185 | ||
Inter-American Development Bank | 3.200% | 8/7/42 | 100 | 84 | ||
Inter-American Investment Corp. | 4.125% | 2/15/28 | 250 | 250 | ||
Inter-American Investment Corp. | 4.750% | 9/19/28 | 100 | 103 | ||
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 200 | 194 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 1,500 | 1,425 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 1,500 | 1,407 | ||
International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 1,150 | 1,115 | ||
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 2,000 | 1,864 | ||
International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 470 | 459 | ||
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 525 | 484 | ||
International Bank for Reconstruction & Development | 2.500% | 11/22/27 | 350 | 331 | ||
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 900 | 794 | ||
International Bank for Reconstruction & Development | 3.500% | 7/12/28 | 875 | 857 | ||
International Bank for Reconstruction & Development | 4.625% | 8/1/28 | 775 | 795 | ||
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 1,500 | 1,317 | ||
International Bank for Reconstruction & Development | 3.625% | 9/21/29 | 775 | 761 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 200 | 177 | ||
International Bank for Reconstruction & Development | 3.875% | 2/14/30 | 650 | 645 | ||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 400 | 329 | ||
International Bank for Reconstruction & Development | 4.000% | 7/25/30 | 625 | 624 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 800 | 648 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 650 | 540 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 1,500 | 1,264 | ||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 200 | 179 | ||
International Bank for Reconstruction & Development | 4.750% | 11/14/33 | 300 | 317 | ||
International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 250 | 261 | ||
International Finance Corp. | 0.375% | 7/16/25 | 400 | 376 | ||
International Finance Corp. | 2.125% | 4/7/26 | 600 | 573 | ||
International Finance Corp. | 4.375% | 1/15/27 | 175 | 176 | ||
International Finance Corp. | 4.500% | 7/13/28 | 175 | 179 | ||
7 | Israel Government Aid Bond | 5.500% | 9/18/33 | 100 | 110 | |
8 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 330 | 320 | |
8 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 400 | 376 | |
8 | Japan Bank for International Cooperation | 2.750% | 1/21/26 | 442 | 426 | |
8 | Japan Bank for International Cooperation | 4.250% | 1/26/26 | 470 | 467 | |
8 | Japan Bank for International Cooperation | 2.375% | 4/20/26 | 200 | 191 | |
8 | Japan Bank for International Cooperation | 4.250% | 4/27/26 | 250 | 248 | |
8 | Japan Bank for International Cooperation | 2.250% | 11/4/26 | 200 | 188 | |
8 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 200 | 190 | |
8 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 800 | 755 | |
8 | Japan Bank for International Cooperation | 4.625% | 7/19/28 | 125 | 127 | |
8 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 300 | 287 | |
8 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 350 | 337 | |
8 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 420 | 377 | |
8 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 500 | 406 | |
8 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 300 | 284 | |
8 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 200 | 192 | |
8 | Japan International Cooperation Agency | 4.000% | 5/23/28 | 150 | 148 | |
8 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 200 | 166 | |
9 | KFW | 1.250% | 1/31/25 | 1,725 | 1,662 | |
9 | KFW | 2.000% | 5/2/25 | 150 | 145 | |
9 | KFW | 0.375% | 7/18/25 | 1,500 | 1,408 | |
9 | KFW | 5.125% | 9/29/25 | 425 | 430 | |
9 | KFW | 0.625% | 1/22/26 | 1,000 | 929 | |
9 | KFW | 3.625% | 4/1/26 | 575 | 568 | |
9 | KFW | 4.625% | 8/7/26 | 700 | 708 | |
9 | KFW | 1.000% | 10/1/26 | 1,000 | 920 | |
9 | KFW | 3.000% | 5/20/27 | 560 | 541 | |
9 | KFW | 3.750% | 2/15/28 | 800 | 792 | |
9 | KFW | 2.875% | 4/3/28 | 500 | 478 | |
9 | KFW | 3.875% | 6/15/28 | 750 | 746 | |
9 | KFW | 1.750% | 9/14/29 | 175 | 155 | |
9 | KFW | 4.750% | 10/29/30 | 275 | 287 | |
9 | KFW | 4.125% | 7/15/33 | 700 | 704 | |
9 | KFW | 0.000% | 4/18/36 | 400 | 240 | |
9 | KFW | 0.000% | 6/29/37 | 200 | 114 | |
7 | Kingdom of Jordan AID | 3.000% | 6/30/25 | 200 | 194 | |
Korea Development Bank | 0.750% | 1/25/25 | 200 | 192 | ||
Korea Development Bank | 5.375% | 10/23/26 | 200 | 204 | ||
Korea Development Bank | 1.375% | 4/25/27 | 200 | 181 | ||
Korea Development Bank | 4.375% | 2/15/28 | 450 | 449 | ||
Korea Development Bank | 1.625% | 1/19/31 | 400 | 329 | ||
Korea Development Bank | 4.375% | 2/15/33 | 450 | 442 | ||
9 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 850 | 826 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
9 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 400 | 378 | |
9 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 475 | 460 | |
9 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 275 | 259 | |
9 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 250 | 236 | |
9 | Landwirtschaftliche Rentenbank | 3.875% | 6/14/28 | 275 | 274 | |
9 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 500 | 408 | |
9 | Landwirtschaftliche Rentenbank | 5.000% | 10/24/33 | 200 | 215 | |
Nordic Investment Bank | 0.375% | 9/11/25 | 600 | 561 | ||
Nordic Investment Bank | 5.000% | 10/15/25 | 200 | 202 | ||
Nordic Investment Bank | 0.500% | 1/21/26 | 200 | 185 | ||
Nordic Investment Bank | 4.375% | 3/14/28 | 450 | 456 | ||
10 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 100 | 96 | |
10 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 500 | 467 | |
10 | Oesterreichische Kontrollbank AG | 4.125% | 1/20/26 | 140 | 139 | |
10 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 500 | 462 | |
Oesterreichische Kontrollbank AG | 5.000% | 10/23/26 | 140 | 143 | ||
10 | Oesterreichische Kontrollbank AG | 3.625% | 9/9/27 | 400 | 394 | |
10 | Oesterreichische Kontrollbank AG | 4.250% | 3/1/28 | 250 | 252 | |
2 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 150 | 151 | |
2 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 468 | 464 | |
Oriental Republic of Uruguay | 5.750% | 10/28/34 | 213 | 231 | ||
2 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 195 | 242 | |
2 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 200 | 181 | |
2 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 695 | 697 | |
2 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 370 | 361 | |
Province of Alberta | 1.000% | 5/20/25 | 485 | 461 | ||
Province of Alberta | 3.300% | 3/15/28 | 250 | 242 | ||
Province of Alberta | 1.300% | 7/22/30 | 500 | 417 | ||
Province of British Columbia | 2.250% | 6/2/26 | 300 | 286 | ||
Province of British Columbia | 0.900% | 7/20/26 | 300 | 276 | ||
Province of British Columbia | 4.800% | 11/15/28 | 200 | 206 | ||
Province of British Columbia | 4.200% | 7/6/33 | 250 | 248 | ||
Province of Manitoba | 2.125% | 6/22/26 | 90 | 85 | ||
Province of Manitoba | 1.500% | 10/25/28 | 350 | 310 | ||
Province of Manitoba | 4.300% | 7/27/33 | 250 | 249 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 105 | 102 | ||
Province of Ontario | 2.500% | 4/27/26 | 250 | 240 | ||
Province of Ontario | 2.300% | 6/15/26 | 900 | 858 | ||
Province of Ontario | 3.100% | 5/19/27 | 600 | 579 | ||
Province of Ontario | 2.000% | 10/2/29 | 585 | 522 | ||
Province of Ontario | 1.125% | 10/7/30 | 500 | 410 | ||
Province of Ontario | 1.600% | 2/25/31 | 600 | 504 | ||
Province of Ontario | 1.800% | 10/14/31 | 200 | 168 | ||
Province of Quebec | 1.500% | 2/11/25 | 441 | 425 | ||
Province of Quebec | 0.600% | 7/23/25 | 500 | 470 | ||
Province of Quebec | 2.500% | 4/20/26 | 200 | 192 | ||
Province of Quebec | 2.750% | 4/12/27 | 850 | 812 | ||
Province of Quebec | 3.625% | 4/13/28 | 250 | 245 | ||
Province of Quebec | 7.500% | 9/15/29 | 475 | 554 | ||
Province of Quebec | 1.350% | 5/28/30 | 400 | 337 | ||
Province of Quebec | 1.900% | 4/21/31 | 1,200 | 1,027 | ||
Province of Quebec | 4.500% | 9/8/33 | 275 | 278 | ||
Republic of Chile | 3.125% | 1/21/26 | 485 | 470 | ||
Republic of Chile | 2.750% | 1/31/27 | 250 | 236 | ||
Republic of Chile | 3.240% | 2/6/28 | 460 | 438 | ||
Republic of Chile | 2.450% | 1/31/31 | 200 | 174 | ||
Republic of Chile | 2.550% | 1/27/32 | 200 | 172 | ||
Republic of Chile | 2.550% | 7/27/33 | 400 | 330 | ||
Republic of Chile | 3.500% | 1/31/34 | 600 | 534 | ||
Republic of Chile | 4.950% | 1/5/36 | 200 | 197 | ||
Republic of Chile | 3.100% | 5/7/41 | 300 | 228 | ||
Republic of Chile | 4.340% | 3/7/42 | 400 | 357 | ||
Republic of Chile | 3.500% | 1/25/50 | 275 | 209 | ||
Republic of Chile | 4.000% | 1/31/52 | 200 | 164 | ||
Republic of Chile | 5.330% | 1/5/54 | 200 | 199 | ||
Republic of Chile | 3.100% | 1/22/61 | 500 | 334 | ||
Republic of Chile | 3.250% | 9/21/71 | 200 | 134 | ||
Republic of Hungary | 7.625% | 3/29/41 | 240 | 286 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 200 | 196 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 425 | 428 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 188 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 200 | 181 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 200 | 191 | ||
Republic of Indonesia | 4.350% | 1/11/48 | 725 | 672 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 200 | 167 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 430 | 387 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 400 | 306 | ||
Republic of Indonesia | 4.300% | 3/31/52 | 200 | 182 | ||
Republic of Indonesia | 5.450% | 9/20/52 | 200 | 213 | ||
Republic of Indonesia | 5.650% | 1/11/53 | 200 | 219 | ||
Republic of Indonesia | 3.200% | 9/23/61 | 200 | 145 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 200 | 180 | ||
Republic of Italy | 1.250% | 2/17/26 | 500 | 462 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Italy | 2.875% | 10/17/29 | 400 | 358 | ||
Republic of Italy | 5.375% | 6/15/33 | 475 | 478 | ||
Republic of Italy | 4.000% | 10/17/49 | 500 | 376 | ||
Republic of Italy | 3.875% | 5/6/51 | 400 | 287 | ||
Republic of Korea | 5.625% | 11/3/25 | 100 | 101 | ||
Republic of Korea | 2.750% | 1/19/27 | 1,000 | 958 | ||
Republic of Korea | 2.500% | 6/19/29 | 200 | 184 | ||
Republic of Korea | 1.750% | 10/15/31 | 200 | 168 | ||
Republic of Korea | 3.875% | 9/20/48 | 125 | 110 | ||
Republic of Panama | 3.750% | 3/16/25 | 207 | 201 | ||
Republic of Panama | 7.125% | 1/29/26 | 168 | 172 | ||
Republic of Panama | 8.875% | 9/30/27 | 238 | 259 | ||
Republic of Panama | 3.875% | 3/17/28 | 460 | 424 | ||
Republic of Panama | 9.375% | 4/1/29 | 200 | 227 | ||
Republic of Panama | 3.160% | 1/23/30 | 200 | 171 | ||
Republic of Panama | 2.252% | 9/29/32 | 500 | 366 | ||
Republic of Panama | 6.400% | 2/14/35 | 400 | 390 | ||
2 | Republic of Panama | 6.700% | 1/26/36 | 292 | 290 | |
Republic of Panama | 6.875% | 1/31/36 | 200 | 200 | ||
2 | Republic of Panama | 4.500% | 4/16/50 | 560 | 388 | |
2 | Republic of Panama | 4.300% | 4/29/53 | 400 | 268 | |
Republic of Panama | 4.500% | 4/1/56 | 500 | 336 | ||
2 | Republic of Panama | 3.870% | 7/23/60 | 750 | 449 | |
Republic of Panama | 4.500% | 1/19/63 | 200 | 131 | ||
Republic of Peru | 7.350% | 7/21/25 | 225 | 232 | ||
Republic of Peru | 2.392% | 1/23/26 | 200 | 190 | ||
Republic of Peru | 2.844% | 6/20/30 | 500 | 444 | ||
Republic of Peru | 2.783% | 1/23/31 | 900 | 784 | ||
Republic of Peru | 1.862% | 12/1/32 | 350 | 274 | ||
Republic of Peru | 8.750% | 11/21/33 | 505 | 634 | ||
Republic of Peru | 3.000% | 1/15/34 | 250 | 211 | ||
2 | Republic of Peru | 6.550% | 3/14/37 | 325 | 361 | |
Republic of Peru | 3.300% | 3/11/41 | 200 | 155 | ||
Republic of Peru | 5.625% | 11/18/50 | 200 | 208 | ||
Republic of Peru | 3.600% | 1/15/72 | 175 | 123 | ||
Republic of Peru | 3.230% | 7/28/21 | 525 | 327 | ||
Republic of Philippines | 10.625% | 3/16/25 | 100 | 107 | ||
Republic of Philippines | 5.500% | 3/30/26 | 225 | 229 | ||
Republic of Philippines | 5.170% | 10/13/27 | 300 | 306 | ||
Republic of Philippines | 3.000% | 2/1/28 | 400 | 377 | ||
Republic of Philippines | 3.750% | 1/14/29 | 400 | 385 | ||
Republic of Philippines | 9.500% | 2/2/30 | 300 | 377 | ||
Republic of Philippines | 2.457% | 5/5/30 | 200 | 177 | ||
Republic of Philippines | 7.750% | 1/14/31 | 400 | 474 | ||
Republic of Philippines | 1.648% | 6/10/31 | 200 | 164 | ||
Republic of Philippines | 1.950% | 1/6/32 | 200 | 165 | ||
Republic of Philippines | 6.375% | 1/15/32 | 200 | 223 | ||
Republic of Philippines | 5.609% | 4/13/33 | 300 | 321 | ||
Republic of Philippines | 5.000% | 7/17/33 | 200 | 206 | ||
Republic of Philippines | 6.375% | 10/23/34 | 550 | 622 | ||
Republic of Philippines | 3.950% | 1/20/40 | 400 | 362 | ||
Republic of Philippines | 3.700% | 3/1/41 | 400 | 344 | ||
Republic of Philippines | 3.700% | 2/2/42 | 350 | 300 | ||
Republic of Philippines | 2.950% | 5/5/45 | 200 | 150 | ||
Republic of Philippines | 2.650% | 12/10/45 | 200 | 142 | ||
Republic of Philippines | 3.200% | 7/6/46 | 500 | 385 | ||
Republic of Philippines | 5.950% | 10/13/47 | 200 | 223 | ||
Republic of Poland | 3.250% | 4/6/26 | 500 | 485 | ||
Republic of Poland | 5.500% | 11/16/27 | 225 | 233 | ||
Republic of Poland | 5.750% | 11/16/32 | 200 | 216 | ||
Republic of Poland | 4.875% | 10/4/33 | 400 | 405 | ||
Republic of Poland | 5.500% | 4/4/53 | 440 | 458 | ||
State of Israel | 2.875% | 3/16/26 | 200 | 191 | ||
State of Israel | 3.250% | 1/17/28 | 300 | 280 | ||
State of Israel | 2.500% | 1/15/30 | 200 | 174 | ||
State of Israel | 2.750% | 7/3/30 | 350 | 309 | ||
State of Israel | 4.500% | 1/17/33 | 450 | 428 | ||
State of Israel | 4.500% | 1/30/43 | 200 | 176 | ||
State of Israel | 4.125% | 1/17/48 | 250 | 202 | ||
State of Israel | 3.375% | 1/15/50 | 200 | 142 | ||
State of Israel | 3.875% | 7/3/50 | 400 | 308 | ||
State of Israel | 4.500% | 4/3/20 | 200 | 156 | ||
Svensk Exportkredit AB | 0.625% | 5/14/25 | 500 | 473 | ||
Svensk Exportkredit AB | 4.000% | 7/15/25 | 225 | 223 | ||
Svensk Exportkredit AB | 0.500% | 8/26/25 | 800 | 748 | ||
Svensk Exportkredit AB | 4.625% | 11/28/25 | 247 | 247 | ||
Svensk Exportkredit AB | 4.375% | 2/13/26 | 250 | 250 | ||
Svensk Exportkredit AB | 4.875% | 9/14/26 | 200 | 203 | ||
Svensk Exportkredit AB | 2.250% | 3/22/27 | 200 | 188 | ||
Svensk Exportkredit AB | 4.125% | 6/14/28 | 250 | 250 | ||
Svensk Exportkredit AB | 4.875% | 10/4/30 | 200 | 207 | ||
United Mexican States | 3.900% | 4/27/25 | 400 | 396 | ||
United Mexican States | 4.125% | 1/21/26 | 445 | 441 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United Mexican States | 4.150% | 3/28/27 | 800 | 793 | ||
United Mexican States | 3.750% | 1/11/28 | 675 | 651 | ||
United Mexican States | 4.500% | 4/22/29 | 650 | 641 | ||
United Mexican States | 3.250% | 4/16/30 | 385 | 349 | ||
United Mexican States | 2.659% | 5/24/31 | 600 | 507 | ||
United Mexican States | 8.300% | 8/15/31 | 220 | 266 | ||
United Mexican States | 4.750% | 4/27/32 | 300 | 289 | ||
United Mexican States | 7.500% | 4/8/33 | 100 | 115 | ||
United Mexican States | 6.750% | 9/27/34 | 200 | 216 | ||
United Mexican States | 6.350% | 2/9/35 | 300 | 314 | ||
United Mexican States | 6.050% | 1/11/40 | 883 | 891 | ||
United Mexican States | 4.280% | 8/14/41 | 665 | 551 | ||
United Mexican States | 4.750% | 3/8/44 | 765 | 656 | ||
United Mexican States | 5.550% | 1/21/45 | 200 | 191 | ||
United Mexican States | 4.600% | 1/23/46 | 600 | 500 | ||
United Mexican States | 4.350% | 1/15/47 | 360 | 290 | ||
United Mexican States | 4.600% | 2/10/48 | 255 | 210 | ||
United Mexican States | 4.500% | 1/31/50 | 200 | 163 | ||
United Mexican States | 5.000% | 4/27/51 | 600 | 521 | ||
United Mexican States | 4.400% | 2/12/52 | 300 | 238 | ||
United Mexican States | 6.338% | 5/4/53 | 600 | 612 | ||
United Mexican States | 3.771% | 5/24/61 | 800 | 542 | ||
United Mexican States | 5.750% | 10/12/10 | 342 | 306 | ||
Total Sovereign Bonds (Cost $156,791) | 145,704 | |||||
Taxable Municipal Bonds (0.6%) | ||||||
Alabama Economic Settlement Authority Miscellaneous Revenue | 3.163% | 9/15/25 | 30 | 29 | ||
American Municipal Power Inc. Electric Power & Light Revenue (Combination Hydroelectric Projects) | 8.084% | 2/15/50 | 175 | 237 | ||
American Municipal Power Inc. Electric Power & Light Revenue (MELDAHL Hydroelectric Project) | 7.499% | 2/15/50 | 50 | 62 | ||
Bay Area Toll Authority Highway Revenue | 6.918% | 4/1/40 | 100 | 117 | ||
Bay Area Toll Authority Highway Revenue | 6.263% | 4/1/49 | 250 | 291 | ||
Bay Area Toll Authority Highway Revenue | 7.043% | 4/1/50 | 100 | 127 | ||
Bay Area Toll Authority Highway Revenue | 6.907% | 10/1/50 | 100 | 126 | ||
Bay Area Toll Authority Highway Revenue | 3.126% | 4/1/55 | 100 | 71 | ||
California Earthquake Authority Miscellaneous Revenue | 5.603% | 7/1/27 | 60 | 61 | ||
California GO | 3.375% | 4/1/25 | 100 | 98 | ||
California GO | 2.650% | 4/1/26 | 75 | 72 | ||
California GO | 1.700% | 2/1/28 | 100 | 90 | ||
California GO | 3.500% | 4/1/28 | 150 | 145 | ||
California GO | 2.500% | 10/1/29 | 70 | 63 | ||
California GO | 6.000% | 3/1/33 | 100 | 109 | ||
California GO | 4.500% | 4/1/33 | 190 | 187 | ||
California GO | 7.500% | 4/1/34 | 350 | 425 | ||
California GO | 5.125% | 3/1/38 | 100 | 101 | ||
California GO | 4.600% | 4/1/38 | 300 | 289 | ||
California GO | 7.550% | 4/1/39 | 630 | 795 | ||
California GO | 7.300% | 10/1/39 | 75 | 91 | ||
California GO | 7.350% | 11/1/39 | 375 | 455 | ||
California GO | 7.625% | 3/1/40 | 205 | 257 | ||
California GO | 7.600% | 11/1/40 | 200 | 255 | ||
California GO | 5.200% | 3/1/43 | 100 | 99 | ||
California State University College & University Revenue | 3.899% | 11/1/47 | 50 | 43 | ||
California State University College & University Revenue | 2.975% | 11/1/51 | 140 | 100 | ||
California State University College & University Revenue | 5.183% | 11/1/53 | 100 | 101 | ||
Central Puget Sound Regional Transit Authority Sales Tax Revenue | 5.491% | 11/1/39 | 50 | 53 | ||
Chicago O'Hare International Airport Port, Airport & Marina Revenue | 6.395% | 1/1/40 | 125 | 142 | ||
Chicago O'Hare International Airport Port, Airport & Marina Revenue | 4.472% | 1/1/49 | 75 | 71 | ||
Chicago O'Hare International Airport Port, Airport & Marina Revenue | 4.572% | 1/1/54 | 40 | 38 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chicago Transit Authority Sales & Transfer Tax Receipts Sales Tax Revenue | 6.899% | 12/1/40 | 117 | 133 | ||
Clark County Department of Aviation Port, Airport & Marina Revenue | 6.820% | 7/1/45 | 100 | 122 | ||
Commonwealth Financing Authority Appropriations Revenue | 3.807% | 6/1/41 | 105 | 92 | ||
Commonwealth Financing Authority Appropriations Revenue (Plancon Program) | 3.864% | 6/1/38 | 100 | 91 | ||
Commonwealth of Massachusetts GO | 5.456% | 12/1/39 | 150 | 157 | ||
Commonwealth of Massachusetts GO | 2.514% | 7/1/41 | 50 | 37 | ||
Commonwealth of Massachusetts GO | 2.813% | 9/1/43 | 225 | 168 | ||
Commonwealth of Massachusetts GO | 2.900% | 9/1/49 | 100 | 73 | ||
Commonwealth of Massachusetts Miscellaneous Taxes Revenue | 4.110% | 7/15/31 | 189 | 187 | ||
Commonwealth of Massachusetts Transportation Fund Fuel Sales Tax Revenue | 5.731% | 6/1/40 | 50 | 53 | ||
Connecticut GO | 5.090% | 10/1/30 | 175 | 176 | ||
Connecticut GO | 5.850% | 3/15/32 | 200 | 214 | ||
Cook County IL GO | 6.229% | 11/15/34 | 50 | 53 | ||
Dallas Area Rapid Transit Sales Tax Revenue | 5.999% | 12/1/44 | 100 | 112 | ||
Dallas Area Rapid Transit Sales Tax Revenue | 5.022% | 12/1/48 | 50 | 51 | ||
Dallas Convention Center Hotel Development Corp. Hotel Occupancy Tax Revenue | 7.088% | 1/1/42 | 75 | 85 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 2.994% | 11/1/38 | 200 | 167 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 3.144% | 11/1/45 | 75 | 59 | ||
Dallas Fort Worth International Airport Port, Airport & Marina Revenue | 4.507% | 11/1/51 | 100 | 93 | ||
11 | Dallas Independent School District GO | 6.450% | 2/15/35 | 100 | 101 | |
District of Columbia Income Tax Revenue | 5.591% | 12/1/34 | 50 | 53 | ||
District of Columbia Water & Sewer Authority Water Revenue | 4.814% | 10/1/14 | 150 | 149 | ||
East Bay Municipal Utility District Water System Water Revenue | 5.874% | 6/1/40 | 85 | 93 | ||
Foothill-Eastern Transportation Corridor Agency Highway Revenue | 4.094% | 1/15/49 | 140 | 117 | ||
Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.637% | 4/1/57 | 236 | 269 | ||
Georgia Municipal Electric Authority Electric Power & Light Revenue | 6.655% | 4/1/57 | 143 | 163 | ||
Georgia Municipal Electric Authority Electric Power & Light Revenue | 7.055% | 4/1/57 | 71 | 79 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.115% | 6/1/38 | 100 | 81 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 3.000% | 6/1/46 | 160 | 146 | ||
Golden State Tobacco Securitization Corp. Tobacco Settlement Funded Revenue | 4.214% | 6/1/50 | 200 | 150 | ||
Grand Parkway Transportation Corp. Highway Revenue | 3.236% | 10/1/52 | 395 | 297 | ||
Houston TX GO | 6.290% | 3/1/32 | 100 | 106 | ||
Illinois GO | 5.100% | 6/1/33 | 1,505 | 1,489 | ||
Illinois GO | 6.630% | 2/1/35 | 92 | 97 | ||
Illinois State Toll Highway Authority Highway Revenue | 6.184% | 1/1/34 | 50 | 55 | ||
Indiana Finance Authority Appropriations Revenue | 3.051% | 1/1/51 | 75 | 57 | ||
JobsOhio Beverage System Miscellaneous Revenue | 3.985% | 1/1/29 | 125 | 123 | ||
JobsOhio Beverage System Miscellaneous Revenue | 4.532% | 1/1/35 | 100 | 99 | ||
JobsOhio Beverage System Miscellaneous Revenue | 2.833% | 1/1/38 | 75 | 61 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 100 | 90 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 150 | 128 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 100 | 83 | ||
Los Angeles CA Unified School District GO | 5.755% | 7/1/29 | 200 | 208 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 125 | 133 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 200 | 226 | ||
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 75 | 79 | ||
Los Angeles County Public Works Financing Authority Lease (Abatement) Revenue | 7.618% | 8/1/40 | 50 | 62 | ||
Los Angeles Department of Water & Power Electric Power & Light Revenue | 6.574% | 7/1/45 | 100 | 119 | ||
Los Angeles Department of Water & Power Water Revenue | 6.603% | 7/1/50 | 100 | 122 | ||
Louisiana Gasoline & Fuel Sales Tax Revenue | 2.952% | 5/1/41 | 50 | 39 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 3.615% | 2/1/29 | 119 | 116 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 5.081% | 6/1/31 | 92 | 93 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 4.145% | 2/1/33 | 100 | 98 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 5.048% | 12/1/34 | 100 | 102 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 4.475% | 8/1/39 | 150 | 145 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority Intergovernmental Agreement Revenue | 5.198% | 12/1/39 | 200 | 206 | ||
Maryland Health & Higher Educational Facilities Authority Health, Hospital, Nursing Home Revenue | 3.197% | 7/1/50 | 150 | 109 | ||
Maryland State Transportation Authority Transit Revenue | 5.888% | 7/1/43 | 50 | 54 | ||
Massachusetts School Building Authority Sales Tax Revenue | 5.715% | 8/15/39 | 100 | 106 | ||
Massachusetts School Building Authority Sales Tax Revenue | 3.395% | 10/15/40 | 50 | 43 | ||
Massachusetts School Building Authority Sales Tax Revenue | 2.950% | 5/15/43 | 100 | 73 | ||
Massachusetts Water Resources Authority Water Revenue | 2.823% | 8/1/41 | 100 | 77 | ||
Metropolitan Government of Nashville & Davidson County Convention Center Authority Hotel Occupancy Tax Revenue | 6.731% | 7/1/43 | 50 | 57 | ||
Metropolitan Transportation Authority Miscellaneous Taxes Revenue | 7.336% | 11/15/39 | 400 | 496 | ||
Metropolitan Transportation Authority Transit Revenue | 5.871% | 11/15/39 | 50 | 51 | ||
Metropolitan Transportation Authority Transit Revenue | 5.175% | 11/15/49 | 175 | 171 | ||
Metropolitan Washington Airports Authority Dulles Toll Road Highway Revenue | 7.462% | 10/1/46 | 85 | 108 | ||
Metropolitan Water Reclamation District of Greater Chicago GO | 5.720% | 12/1/38 | 100 | 107 | ||
Miami-Dade County FL Aviation Port, Airport & Marina Revenue | 4.280% | 10/1/41 | 125 | 114 | ||
Miami-Dade County FL Water & Sewer System Water Revenue | 3.490% | 10/1/42 | 75 | 63 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.084% | 12/1/34 | 75 | 65 | ||
Michigan Finance Authority Health, Hospital, Nursing Home Revenue | 3.384% | 12/1/40 | 200 | 164 | ||
Michigan State University College & University Revenue | 4.496% | 8/15/48 | 50 | 48 | ||
Michigan State University College & University Revenue | 4.165% | 8/15/22 | 100 | 81 | ||
Mississippi GO | 5.245% | 11/1/34 | 50 | 52 | ||
Missouri Health & Educational Facilities Authority College & University Revenue | 3.229% | 5/15/50 | 100 | 77 | ||
Missouri Health & Educational Facilities Authority College & University Revenue | 3.652% | 8/15/57 | 100 | 81 | ||
12 | New Jersey Economic Development Authority Appropriations Revenue | 7.425% | 2/15/29 | 225 | 243 | |
New Jersey Transportation Trust Fund Authority Appropriations Revenue | 6.561% | 12/15/40 | 200 | 226 | ||
New Jersey Transportation Trust Fund Authority Appropriations Revenue | 4.131% | 6/15/42 | 75 | 64 | ||
New Jersey Turnpike Authority Highway Revenue | 7.414% | 1/1/40 | 100 | 125 | ||
New Jersey Turnpike Authority Highway Revenue | 7.102% | 1/1/41 | 400 | 484 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.750% | 6/15/41 | 50 | 55 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.952% | 6/15/42 | 50 | 56 | ||
New York City Municipal Water Finance Authority Water Revenue | 6.011% | 6/15/42 | 50 | 56 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.440% | 6/15/43 | 100 | 106 | ||
New York City Municipal Water Finance Authority Water Revenue | 5.882% | 6/15/44 | 175 | 195 | ||
New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue | 5.767% | 8/1/36 | 140 | 145 | ||
New York City Transitional Finance Authority Future Tax Secured Income Tax Revenue | 5.572% | 11/1/38 | 75 | 77 | ||
New York City Transitional Finance Authority Future Tax Secured Sales Tax Revenue | 5.508% | 8/1/37 | 100 | 103 | ||
New York NY GO | 5.517% | 10/1/37 | 50 | 52 | ||
New York NY GO | 6.271% | 12/1/37 | 100 | 110 | ||
New York NY GO | 5.828% | 10/1/53 | 100 | 113 | ||
New York State Dormitory Authority Income Tax Revenue | 5.628% | 3/15/39 | 100 | 104 | ||
New York State Thruway Authority Highway Revenue | 2.900% | 1/1/35 | 85 | 74 | ||
New York State Thruway Authority Highway Revenue | 3.500% | 1/1/42 | 50 | 42 | ||
New York State Urban Development Corp. Income Tax Revenue | 3.900% | 3/15/33 | 100 | 94 | ||
New York State Urban Development Corp. Income Tax Revenue | 5.770% | 3/15/39 | 150 | 154 | ||
North Texas Tollway Authority Highway Revenue | 3.011% | 1/1/43 | 50 | 38 | ||
North Texas Tollway Authority Highway Revenue | 6.718% | 1/1/49 | 150 | 185 | ||
Ohio State University College & University Revenue | 4.910% | 6/1/40 | 100 | 100 | ||
Ohio State University College & University Revenue | 4.800% | 6/1/11 | 100 | 95 | ||
Ohio Turnpike & Infrastructure Commission Highway Revenue | 3.216% | 2/15/48 | 75 | 56 | ||
Oregon Department of Transportation Fuel Sales Tax Revenue | 5.834% | 11/15/34 | 150 | 162 | ||
Oregon GO | 5.892% | 6/1/27 | 75 | 77 | ||
13 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 43 | 44 | |
14 | Oregon State University College & University Revenue | 3.424% | 3/1/60 | 150 | 114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pennsylvania State University College & University Revenue | 2.790% | 9/1/43 | 50 | 38 | ||
Pennsylvania State University College & University Revenue | 2.840% | 9/1/50 | 100 | 73 | ||
Pennsylvania Turnpike Commission Highway Revenue | 5.511% | 12/1/45 | 75 | 79 | ||
Permanent University Fund - Texas A&M University System College & University Revenue | 3.100% | 7/1/49 | 75 | 57 | ||
Permanent University Fund - University of Texas System College & University Revenue | 3.376% | 7/1/47 | 50 | 41 | ||
Philadelphia PA Water & Wastewater Water Revenue | 2.926% | 7/1/45 | 50 | 38 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 6.040% | 12/1/29 | 75 | 81 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.960% | 8/1/46 | 250 | 244 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 5.310% | 8/1/46 | 100 | 98 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.031% | 9/1/48 | 30 | 26 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.139% | 2/15/51 | 200 | 151 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.926% | 10/1/51 | 100 | 101 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.175% | 7/15/60 | 150 | 105 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.458% | 10/1/62 | 275 | 251 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 4.810% | 10/15/65 | 100 | 97 | ||
Port Authority of New York & New Jersey Port, Airport & Marina Revenue | 3.287% | 8/1/69 | 100 | 70 | ||
Port of Morrow OR Nuclear Revenue (Bonneville Cooperation Project No. 7) | 2.543% | 9/1/40 | 100 | 75 | ||
Regional Transportation District Sales Tax Revenue | 5.844% | 11/1/50 | 100 | 109 | ||
Riverside County CA Appropriations Revenue | 3.818% | 2/15/38 | 50 | 46 | ||
Rutgers State University of New Jersey College & University Revenue | 5.665% | 5/1/40 | 50 | 53 | ||
Rutgers State University of New Jersey College & University Revenue | 3.270% | 5/1/43 | 25 | 20 | ||
Rutgers State University of New Jersey College & University Revenue | 3.915% | 5/1/19 | 75 | 56 | ||
Sales Tax Securitization Corp. Illinois Sales Tax Revenue | 3.820% | 1/1/48 | 50 | 41 | ||
Sales Tax Securitization Corp. Illinois Sales Tax Revenue | 4.787% | 1/1/48 | 100 | 95 | ||
Sales Tax Securitization Corp. Sales Tax Revenue | 3.587% | 1/1/43 | 75 | 63 | ||
Salt River Project Agricultural Improvement & Power District Electric Power & Light Revenue | 4.839% | 1/1/41 | 150 | 148 | ||
San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 5.985% | 2/1/39 | 125 | 136 | ||
San Antonio TX Electric & Gas Systems Electric Power & Light Revenue | 5.808% | 2/1/41 | 125 | 134 | ||
San Diego County Water Authority Water Revenue | 6.138% | 5/1/49 | 100 | 112 | ||
San Francisco CA Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 100 | 124 | ||
San Jose Redevelopment Agency Successor Agency Tax Allocation Revenue | 3.375% | 8/1/34 | 100 | 90 | ||
South Carolina Public Service Authority Electric Power & Light Revenue | 6.454% | 1/1/50 | 100 | 113 | ||
State Board of Administration Finance Corp. Miscellaneous Revenue | 1.258% | 7/1/25 | 325 | 308 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
State Board of Administration Finance Corp. Miscellaneous Revenue | 1.705% | 7/1/27 | 250 | 226 | ||
State Board of Administration Finance Corp. Miscellaneous Revenue | 2.154% | 7/1/30 | 250 | 213 | ||
State Public School Building Authority Miscellaneous Revenue | 5.000% | 9/15/27 | 50 | 51 | ||
Texas GO | 5.517% | 4/1/39 | 180 | 193 | ||
Texas GO | 4.681% | 4/1/40 | 50 | 49 | ||
Texas GO | 3.211% | 4/1/44 | 225 | 183 | ||
Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.102% | 4/1/35 | 250 | 255 | ||
Texas Natural Gas Securitization Finance Corp. Natural Gas Revenue | 5.169% | 4/1/41 | 300 | 310 | ||
Texas Private Activity Bond Surface Transportation Corp. Highway Revenue | 3.922% | 12/31/49 | 175 | 142 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 100 | 76 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 125 | 89 | ||
Texas Transportation Commission State Highway Fund Fuel Sales Tax Revenue | 5.178% | 4/1/30 | 175 | 179 | ||
Texas Transportation Commission State Highway Fund Miscellaneous Revenue | 4.000% | 10/1/33 | 100 | 96 | ||
13 | Tucson AZ COP | 2.856% | 7/1/47 | 50 | 38 | |
University of California College & University Revenue | 0.883% | 5/15/25 | 100 | 95 | ||
University of California College & University Revenue | 3.063% | 7/1/25 | 100 | 98 | ||
University of California College & University Revenue | 1.316% | 5/15/27 | 100 | 91 | ||
University of California College & University Revenue | 1.614% | 5/15/30 | 125 | 106 | ||
University of California College & University Revenue | 5.946% | 5/15/45 | 175 | 192 | ||
University of California College & University Revenue | 3.071% | 5/15/51 | 100 | 72 | ||
University of California College & University Revenue | 4.858% | 5/15/12 | 225 | 212 | ||
University of California College & University Revenue | 4.767% | 5/15/15 | 100 | 92 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.548% | 5/15/48 | 350 | 409 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 6.583% | 5/15/49 | 50 | 58 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.006% | 5/15/50 | 130 | 92 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 4.563% | 5/15/53 | 100 | 93 | ||
University of California Regents Medical Center Pooled Health, Hospital, Nursing Home Revenue | 3.706% | 5/15/20 | 60 | 42 | ||
University of Michigan College & University Revenue | 2.437% | 4/1/40 | 100 | 75 | ||
University of Michigan College & University Revenue | 2.562% | 4/1/50 | 100 | 68 | ||
University of Michigan College & University Revenue | 4.454% | 4/1/22 | 225 | 202 | ||
University of Nebraska Facilities Corp. College & University Revenue | 3.037% | 10/1/49 | 65 | 50 | ||
University of Pittsburgh-of the Commonwealth System of Higher Education College & University Revenue | 3.555% | 9/15/19 | 100 | 69 | ||
University of Texas System Regents College & University Revenue | 4.794% | 8/15/46 | 100 | 100 | ||
University of Texas System Regents College & University Revenue | 3.354% | 8/15/47 | 50 | 40 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Texas System Regents College & University Revenue | 2.439% | 8/15/49 | 50 | 33 | ||
University of Virginia College & University Revenue | 2.256% | 9/1/50 | 335 | 212 | ||
University of Virginia College & University Revenue | 4.179% | 9/1/17 | 50 | 43 | ||
Utah GO | 4.554% | 7/1/24 | 10 | 10 | ||
Utah GO | 3.539% | 7/1/25 | 23 | 23 | ||
Washington GO | 5.140% | 8/1/40 | 150 | 154 | ||
13 | Wisconsin Appropriations Revenue | 5.700% | 5/1/26 | 50 | 51 | |
Wisconsin Appropriations Revenue | 3.154% | 5/1/27 | 100 | 96 | ||
Wisconsin Appropriations Revenue | 3.954% | 5/1/36 | 250 | 233 | ||
Total Taxable Municipal Bonds (Cost $29,613) | 27,387 | |||||
Shares | ||||||
Temporary Cash Investments (0.5%) | ||||||
Money Market Fund (0.5%) | ||||||
15 | Vanguard Market Liquidity Fund (Cost $20,511) | 5.435% | 205,126 | 20,509 | ||
Total Investments (99.8%) (Cost $4,707,382) | 4,313,306 | |||||
Other Assets and Liabilities—Net (0.2%) | 9,183 | |||||
Net Assets (100%) | 4,322,489 | |||||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
2 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
3 | Includes securities purchased on a when-issued or delayed-delivery basis for which the portfolio has not taken delivery as of December 31, 2023. |
4 | 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. |
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 December 31, 2023, the aggregate value was $8,535,000, representing 0.2% of net assets. |
6 | Guaranteed by the Government of Canada. |
7 | U.S. government-guaranteed. |
8 | Guaranteed by the Government of Japan. |
9 | Guaranteed by the Federal Republic of Germany. |
10 | Guaranteed by the Republic of Austria. |
11 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
12 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
13 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
14 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
15 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
1YR—1-year. | |
CMT—Constant Maturing Treasury Rate. | |
COP—Certificate of Participation. | |
DAC—Designated Activity Company. | |
GO—General Obligation Bond. | |
REIT—Real Estate Investment Trust. | |
RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. | |
RFUCCT6M—Refinitiv USD IBOR Consumer Cash Fallbacks Term 6-month. | |
UMBS—Uniform Mortgage-Backed Securities. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $4,686,871) | 4,292,797 |
Affiliated Issuers (Cost $20,511) | 20,509 |
Total Investments in Securities | 4,313,306 |
Investment in Vanguard | 137 |
Receivables for Investment Securities Sold | 33,738 |
Receivables for Accrued Income | 31,171 |
Receivables for Capital Shares Issued | 1,846 |
Total Assets | 4,380,198 |
Liabilities | |
Payables for Investment Securities Purchased | 55,118 |
Payables for Capital Shares Redeemed | 2,327 |
Payables to Vanguard | 264 |
Total Liabilities | 57,709 |
Net Assets | 4,322,489 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 4,701,177 |
Total Distributable Earnings (Loss) | (378,688) |
Net Assets | 4,322,489 |
Net Assets | |
Applicable to 406,703,572 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 4,322,489 |
Net Asset Value Per Share | $10.63 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Interest1 | 126,904 |
Total Income | 126,904 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 90 |
Management and Administrative | 5,096 |
Marketing and Distribution | 242 |
Custodian Fees | 45 |
Auditing Fees | 81 |
Shareholders’ Reports | 143 |
Trustees’ Fees and Expenses | 2 |
Other Expenses | 23 |
Total Expenses | 5,722 |
Expenses Paid Indirectly | (7) |
Net Expenses | 5,715 |
Net Investment Income | 121,189 |
Realized Net Gain (Loss) | |
Investment Securities Sold1 | (47,690) |
Futures Contracts | 6 |
Realized Net Gain (Loss) | (47,684) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities1 | 151,587 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 225,092 |
1 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $831,000, $5,000, less than $1,000, and ($2,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 121,189 | 98,686 |
Realized Net Gain (Loss) | (47,684) | (47,018) |
Change in Unrealized Appreciation (Depreciation) | 151,587 | (687,610) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 225,092 | (635,942) |
Distributions | ||
Total Distributions | (99,185) | (120,844) |
Capital Share Transactions | ||
Issued | 641,288 | 515,314 |
Issued in Lieu of Cash Distributions | 99,185 | 120,844 |
Redeemed | (516,387) | (778,104) |
Net Increase (Decrease) from Capital Share Transactions | 224,086 | (141,946) |
Total Increase (Decrease) | 349,993 | (898,732) |
Net Assets | ||
Beginning of Period | 3,972,496 | 4,871,228 |
End of Period | 4,322,489 | 3,972,496 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $10.32 | $12.22 | $12.81 | $12.21 | $11.54 |
Investment Operations | |||||
Net Investment Income1 | .306 | .250 | .228 | .277 | .324 |
Net Realized and Unrealized Gain (Loss) on Investments | .262 | (1.844) | (.454) | .635 | .657 |
Total from Investment Operations | .568 | (1.594) | (.226) | .912 | .981 |
Distributions | |||||
Dividends from Net Investment Income | (.258) | (.226) | (.260) | (.312) | (.311) |
Distributions from Realized Capital Gains | — | (.080) | (.104) | — | — |
Total Distributions | (.258) | (.306) | (.364) | (.312) | (.311) |
Net Asset Value, End of Period | $10.63 | $10.32 | $12.22 | $12.81 | $12.21 |
Total Return | 5.58% | -13.21% | -1.72% | 7.58% | 8.67% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $4,322 | $3,972 | $4,871 | $4,867 | $4,300 |
Ratio of Total Expenses to Average Net Assets | 0.14%2 | 0.14%2 | 0.14% | 0.14% | 0.14% |
Ratio of Net Investment Income to Average Net Assets | 2.97% | 2.30% | 1.85% | 2.20% | 2.72% |
Portfolio Turnover Rate3 | 40% | 42% | 69% | 94% | 80% |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
3 | Includes 8%, 12%, 33%, 28%, and 19%, respectively, attributable to mortgage-dollar-roll activity. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The portfolio 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 portfolio, Vanguard furnishes to the portfolio investment advisory, corporate management, |
C. | The portfolio’s custodian bank has agreed to reduce its fees when the portfolio maintains cash on deposit in the non-interest-bearing custody account. For the year ended December 31, 2023, custodian fee offset arrangements reduced the portfolio’s expenses by $7,000 (an annual rate of less than 0.01% of average net assets). |
D. | Various inputs may be used to determine the value of the portfolio’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 | — | 2,853,848 | — | 2,853,848 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 110,295 | — | 110,295 |
Corporate Bonds | — | 1,155,563 | — | 1,155,563 |
Sovereign Bonds | — | 145,704 | — | 145,704 |
Taxable Municipal Bonds | — | 27,387 | — | 27,387 |
Temporary Cash Investments | 20,509 | — | — | 20,509 |
Total | 20,509 | 4,292,797 | — | 4,313,306 |
E. | Permanent differences between book-basis and tax-basis components of net assets, if any, are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. |
Amount ($000) | |
Undistributed Ordinary Income | 116,495 |
Undistributed Long-Term Gains | — |
Net Unrealized Gains (Losses) | (402,736) |
Capital Loss Carryforwards | (92,447) |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | (378,688) |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 99,185 | 89,181 |
Long-Term Capital Gains | — | 31,663 |
Total | 99,185 | 120,844 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 4,716,043 |
Gross Unrealized Appreciation | 27,311 |
Gross Unrealized Depreciation | (430,047) |
Net Unrealized Appreciation (Depreciation) | (402,736) |
F. | During the year ended December 31, 2023, the portfolio purchased $216,053,000 of investment securities and sold $169,256,000 of investment securities, other than U.S. government securities andtemporary cash investments. Purchases and sales of U.S. government securities were $1,639,660,000 and $1,440,615,000, respectively. |
G. | Capital shares issued and redeemed were: |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 62,286 | 47,186 |
Issued in Lieu of Cash Distributions | 9,620 | 10,897 |
Redeemed | (50,251) | (71,707) |
Net Increase (Decrease) in Shares Outstanding | 21,655 | (13,624) |
H. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the portfolio’s investments and portfolio performance. |
I. | Management has determined that no events or transactions occurred subsequent to December 31, 2023, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio's Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered robust returns for the 12 months ended December 31, 2023. The Total International Stock Market Index Portfolio returned 15.54%, tracking the 15.79% return of its benchmark, the FTSE Global All Cap ex US Index. |
• | With inflation continuing to ease, a number of major central banks left off hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year-end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | As a fund of funds, the portfolio seeks to track its target benchmark by investing in underlying funds that offer broad coverage of developed and emerging markets outside the U.S. and across the market-capitalization spectrum. |
• | All but one of the underlying funds posted double-digit returns for the 12 months. Vanguard European Stock Index Fund led the way with a return of almost 20%. The single-digit result from Vanguard Emerging Markets Stock Index was a still-robust 9%. |
• | Please note that the portfolio's returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Total International Stock Market Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,055.60 | $0.57 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.65 | 0.56 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Since Inception (9/7/2017) | Final Value of a $10,000 Investment | ||
Total International Stock Market Index Portfolio | 15.54% | 7.31% | 4.05% | $12,851 | |
FTSE Global All Cap ex US Index | 15.79 | 7.46 | 4.25 | 13,009 |
Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 27.9% |
Vanguard Developed Markets Index Fund Admiral Shares | 27.9 |
Vanguard Emerging Markets Stock Index Fund Admiral Shares | 17.5 |
Vanguard European Stock Index Fund Admiral Shares | 12.7 |
Vanguard Pacific Stock Index Fund Admiral Shares | 8.4 |
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 3.3 |
Vanguard FTSE Canada All Cap Index ETF | 2.3 |
Shares | Market Value• ($000) | |||||
Investment Companies (100.0%) | ||||||
International Stock Funds (100.0%) | ||||||
Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 10,514,667 | 367,068 | ||||
Vanguard Developed Markets Index Fund Admiral Shares | 23,807,003 | 366,628 | ||||
Vanguard Emerging Markets Stock Index Fund Admiral Shares | 6,731,613 | 230,019 | ||||
Vanguard European Stock Index Fund Admiral Shares | 2,071,250 | 167,129 | ||||
Vanguard Pacific Stock Index Fund Admiral Shares | 1,241,660 | 110,930 | ||||
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 1,512,126 | 42,944 | ||||
Vanguard FTSE Canada All Cap Index ETF | 918,885 | 29,521 | ||||
Total Investment Companies (Cost $1,313,983) | 1,314,239 | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 5.435% (Cost $2) | 18 | 2 | |||
Total Investments (100.0%) (Cost $1,313,985) | 1,314,241 | |||||
Other Assets and Liabilities—Net (0.0%) | (389) | |||||
Net Assets (100%) | 1,313,852 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | 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, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $1,313,985) | 1,314,241 |
Receivables for Investment Securities Sold | 88 |
Receivables for Accrued Income | 191 |
Receivables for Capital Shares Issued | 339 |
Total Assets | 1,314,859 |
Liabilities | |
Due to Custodian | 275 |
Payables for Investment Securities Purchased | 2 |
Payables for Capital Shares Redeemed | 730 |
Total Liabilities | 1,007 |
Net Assets | 1,313,852 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 1,270,117 |
Total Distributable Earnings (Loss) | 43,735 |
Net Assets | 1,313,852 |
Net Assets | |
Applicable to 62,301,532 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,313,852 |
Net Asset Value Per Share | $21.09 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds1 | 40,777 |
Net Investment Income—Note B | 40,777 |
Realized Net Gain (Loss) | |
Affiliated Funds Sold | 8,923 |
Foreign Currencies | 3 |
Realized Net Gain (Loss) | 8,926 |
Change in Unrealized Appreciation (Depreciation) | |
Affiliated Funds | 123,272 |
Foreign Currencies | — |
Change in Unrealized Appreciation (Depreciation) | 123,272 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 172,975 |
1 | Dividends are net of foreign withholding taxes of $168,000. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 40,777 | 36,124 |
Realized Net Gain (Loss) | 8,926 | 12,325 |
Change in Unrealized Appreciation (Depreciation) | 123,272 | (241,674) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 172,975 | (193,225) |
Distributions | ||
Total Distributions | (47,092) | (72,843) |
Capital Share Transactions | ||
Issued | 274,398 | 499,136 |
Issued in Lieu of Cash Distributions | 47,092 | 72,843 |
Redeemed | (342,777) | (223,049) |
Net Increase (Decrease) from Capital Share Transactions | (21,287) | 348,930 |
Total Increase (Decrease) | 104,596 | 82,862 |
Net Assets | ||
Beginning of Period | 1,209,256 | 1,126,394 |
End of Period | 1,313,852 | 1,209,256 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $19.05 | $24.23 | $22.98 | $21.38 | $17.94 |
Investment Operations | |||||
Net Investment Income1 | .666 | .622 | .730 | .487 | .691 |
Capital Gain Distributions Received1 | — | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 2.204 | (4.351) | 1.202 | 1.645 | 3.134 |
Total from Investment Operations | 2.870 | (3.729) | 1.932 | 2.132 | 3.825 |
Distributions | |||||
Dividends from Net Investment Income | (.585) | (.709) | (.462) | (.415) | (.383) |
Distributions from Realized Capital Gains | (.245) | (.742) | (.220) | (.117) | (.002) |
Total Distributions | (.830) | (1.451) | (.682) | (.532) | (.385) |
Net Asset Value, End of Period | $21.09 | $19.05 | $24.23 | $22.98 | $21.38 |
Total Return | 15.54% | -16.01% | 8.53% | 11.18% | 21.55% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,314 | $1,209 | $1,126 | $899 | $402 |
Ratio of Total Expenses to Average Net Assets | — | — | — | — | — |
Acquired Fund Fees and Expenses | 0.11% | 0.11% | 0.10% | 0.10% | 0.11% |
Ratio of Net Investment Income to Average Net Assets | 3.36% | 3.16% | 3.03% | 2.50% | 3.50% |
Portfolio Turnover Rate | 18% | 15% | 12% | 22% | 15% |
1 | Calculated based on average shares outstanding. |
Amount ($000) | |
Undistributed Ordinary Income | 44,614 |
Undistributed Long-Term Gains | 3,850 |
Net Unrealized Gains (Losses) | (4,729) |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 43,735 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 34,654 | 55,448 |
Long-Term Capital Gains | 12,438 | 17,395 |
Total | 47,092 | 72,843 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 1,318,970 |
Gross Unrealized Appreciation | 43,584 |
Gross Unrealized Depreciation | (48,313) |
Net Unrealized Appreciation (Depreciation) | (4,729) |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 13,871 | 24,649 |
Issued in Lieu of Cash Distributions | 2,477 | 3,425 |
Redeemed | (17,535) | (11,071) |
Net Increase (Decrease) in Shares Outstanding | (1,187) | 17,003 |
Current Period Transactions | ||||||||
Dec. 31, 2022 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2023 Market Value ($000) | |
Vanguard Developed Markets Index Fund | 339,995 | 52,144 | 69,520 | 4,556 | 39,453 | 11,108 | — | 366,628 |
Vanguard Emerging Markets Stock Index Fund | 212,315 | 55,501 | 48,151 | (1,095) | 11,449 | 7,560 | — | 230,019 |
Vanguard European Stock Index Fund | 151,357 | 35,018 | 41,875 | 2,771 | 19,858 | 5,027 | — | 167,129 |
Vanguard FTSE All-World ex-US Index Fund | 339,001 | 48,625 | 57,398 | 2,273 | 34,567 | 11,556 | — | 367,068 |
Vanguard FTSE All-World ex-US Small-Cap Index Fund | 37,728 | 7,921 | 6,928 | 99 | 4,124 | 1,226 | — | 42,944 |
Vanguard FTSE Canada All Cap Index ETF | 26,548 | 246 | — | — | 2,727 | 954 | — | 29,521 |
Vanguard Market Liquidity Fund | 648 | NA1 | NA1 | — | — | 18 | — | 2 |
Vanguard Pacific Stock Index Fund | 103,382 | 19,355 | 23,220 | 319 | 11,094 | 3,328 | — | 110,930 |
Total | 1,210,974 | 218,810 | 247,092 | 8,923 | 123,272 | 40,777 | — | 1,314,241 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
(with underlying Equity Index Portfolio)
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | For the 12 months ended December 31, 2023, the Total Stock Market Index Portfolio returned 25.95%, in line with the 26.06% return of its composite index after factoring in the portfolio’s expenses. |
• | The portfolio, which invests in Vanguard Variable Insurance Funds Equity Index Portfolio and Vanguard Extended Market Index Fund, provides exposure to every segment, size, and style of the U.S. equity market. |
• | The fourth quarter of 2023 was a volatile period for the financial markets. Stocks and bonds continued to lose ground early on amid concerns that interest rates might remain elevated for an extended period. They went on to post strong gains, however, as inflation remained on a downward trend and economic growth softened, leading the markets to anticipate that policy rates had reached their peak and that cuts were likely not too far down the road. |
• | For the decade ended December 31, the portfolio’s average annual return was 11.29%, in line with its benchmark average of 11.40%. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Total Stock Market Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,084.20 | $0.68 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.55 | 0.66 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Total Stock Market Index Portfolio | 25.95% | 14.93% | 11.29% | $29,135 | |
S&P Total Market Index | 26.06 | 15.05 | 11.40 | 29,437 |
Vanguard Variable Insurance Funds—Equity Index Portfolio | 85.8% |
Vanguard Extended Market Index Fund Admiral Shares | 14.2 |
Shares | Market Value• ($000) | |||||
Investment Companies (100.1%) | ||||||
U.S. Stock Funds (100.1%) | ||||||
Vanguard Variable Insurance Funds—Equity Index Portfolio | 61,410,232 | 3,739,268 | ||||
Vanguard Extended Market Index Fund Admiral Shares | 4,971,396 | 619,834 | ||||
Total Investment Companies (Cost $3,230,887) | 4,359,102 | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 5.435% (Cost $1,708) | 17,087 | 1,708 | |||
Total Investments (100.1%) (Cost $3,232,595) | 4,360,810 | |||||
Other Assets and Liabilities—Net (-0.1%) | (4,036) | |||||
Net Assets (100%) | 4,356,774 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | 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, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $3,232,595) | 4,360,810 |
Receivables for Accrued Income | 5 |
Receivables for Capital Shares Issued | 969 |
Total Assets | 4,361,784 |
Liabilities | |
Payables for Investment Securities Purchased | 1,710 |
Payables for Capital Shares Redeemed | 3,300 |
Total Liabilities | 5,010 |
Net Assets | 4,356,774 |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 2,835,097 |
Total Distributable Earnings (Loss) | 1,521,677 |
Net Assets | 4,356,774 |
Net Assets | |
Applicable to 88,095,766 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 4,356,774 |
Net Asset Value Per Share | $49.45 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 58,154 |
Net Investment Income—Note B | 58,154 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | 110,292 |
Affiliated Funds Sold | 227,201 |
Futures Contracts | 6 |
Realized Net Gain (Loss) | 337,499 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | 545,038 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 940,691 |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 58,154 | 47,569 |
Realized Net Gain (Loss) | 337,499 | 231,640 |
Change in Unrealized Appreciation (Depreciation) | 545,038 | (1,120,049) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 940,691 | (840,840) |
Distributions | ||
Total Distributions | (279,097) | (311,453) |
Capital Share Transactions | ||
Issued | 530,697 | 653,617 |
Issued in Lieu of Cash Distributions | 279,097 | 311,453 |
Redeemed | (728,124) | (453,339) |
Net Increase (Decrease) from Capital Share Transactions | 81,670 | 511,731 |
Total Increase (Decrease) | 743,264 | (640,562) |
Net Assets | ||
Beginning of Period | 3,613,510 | 4,254,072 |
End of Period | 4,356,774 | 3,613,510 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $42.30 | $56.94 | $48.56 | $42.81 | $34.26 |
Investment Operations | |||||
Net Investment Income1 | .647 | .587 | .640 | .678 | .694 |
Capital Gain Distributions Received1 | 1.227 | 1.704 | 1.599 | .684 | .789 |
Net Realized and Unrealized Gain (Loss) on Investments | 8.422 | (12.797) | 9.589 | 6.354 | 8.792 |
Total from Investment Operations | 10.296 | (10.506) | 11.828 | 7.716 | 10.275 |
Distributions | |||||
Dividends from Net Investment Income | (.536) | (.650) | (.652) | (.671) | (.618) |
Distributions from Realized Capital Gains | (2.610) | (3.484) | (2.796) | (1.295) | (1.107) |
Total Distributions | (3.146) | (4.134) | (3.448) | (1.966) | (1.725) |
Net Asset Value, End of Period | $49.45 | $42.30 | $56.94 | $48.56 | $42.81 |
Total Return | 25.95% | -19.59% | 25.64% | 20.55% | 30.75% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $4,357 | $3,614 | $4,254 | $3,462 | $2,757 |
Ratio of Total Expenses to Average Net Assets | — | — | — | — | — |
Acquired Fund Fees and Expenses | 0.13% | 0.13% | 0.13% | 0.13% | 0.13% |
Ratio of Net Investment Income to Average Net Assets | 1.45% | 1.28% | 1.22% | 1.66% | 1.79% |
Portfolio Turnover Rate | 12% | 6% | 7% | 13% | 4% |
1 | Calculated based on average shares outstanding. |
Amount ($000) | |
Undistributed Ordinary Income | 55,967 |
Undistributed Long-Term Gains | 337,495 |
Net Unrealized Gains (Losses) | 1,128,215 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 1,521,677 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 50,306 | 48,973 |
Long-Term Capital Gains | 228,791 | 262,480 |
Total | 279,097 | 311,453 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 3,232,595 |
Gross Unrealized Appreciation | 1,139,756 |
Gross Unrealized Depreciation | (11,541) |
Net Unrealized Appreciation (Depreciation) | 1,128,215 |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 11,883 | 14,371 |
Issued in Lieu of Cash Distributions | 6,866 | 6,207 |
Redeemed | (16,087) | (9,860) |
Net Increase (Decrease) in Shares Outstanding | 2,662 | 10,718 |
Current Period Transactions | ||||||||
Dec. 31, 2022 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2023 Market Value ($000) | |
Vanguard Extended Market Index Fund | 551,411 | 77,629 | 134,745 | 51,702 | 73,837 | 8,331 | — | 619,834 |
Vanguard Market Liquidity Fund | 344 | NA1 | NA1 | — | — | 25 | — | 1,708 |
Vanguard Variable Insurance Funds—Equity Index Portfolio | 3,062,824 | 408,979 | 379,235 | 175,499 | 471,201 | 49,798 | 110,292 | 3,739,268 |
Total | 3,614,579 | 486,608 | 513,980 | 227,201 | 545,038 | 58,154 | 110,292 | 4,360,810 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Your Portfolio’s Performance at a Glance | 1 |
About Your Portfolio’s Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | The financial markets delivered robust returns for the 12 months ended December 31, 2023. The Equity Index Portfolio returned 26.11%, in line with the 26.29% return of its benchmark, the Standard & Poor’s 500 Index. |
• | With inflation continuing to ease, a number of major central banks slowed and eventually stopped hiking interest rates. Global growth, employment, and consumer spending showed resilience, but the prospect of rates remaining high for an extended period spurred volatility at times. Toward year end, however, global stocks and bonds rallied as falling inflation and softening economic growth raised market expectations for rate cuts in 2024. |
• | Within the U.S. equity market, large-cap stocks outpaced small-caps during the period, and growth stocks outpaced value by a substantial margin. Within the benchmark index, most sectors had double-digit gains, with information technology stocks accounting for more than half of the index’s total return. Only energy and utilities posted negative returns. |
• | For the 10 years ended December 31, 2023, the portfolio recorded an average annual return of 11.88%, in line with its benchmark average of 12.03%. |
• | Please note that the portfolio’s returns may be different from those in variable annuity products that invest in the portfolio, which take insurance-related expenses into account. |
Average Annual Total Returns Periods Ended December 31, 2023 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | 26.53% | 8.97% | 15.52% |
Russell 2000 Index (Small-caps) | 16.93 | 2.22 | 9.97 |
Russell 3000 Index (Broad U.S. market) | 25.96 | 8.54 | 15.16 |
FTSE All-World ex US Index (International) | 15.82 | 1.98 | 7.52 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | 5.60% | -3.33% | 1.17% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | 6.40 | -0.40 | 2.25 |
FTSE Three-Month U.S. Treasury Bill Index | 5.26 | 2.24 | 1.91 |
CPI | |||
Consumer Price Index | 3.35% | 5.60% | 4.07% |
• | Based on actual portfolio 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 portfolio’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 portfolio. 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 portfolio‘s costs with those of other mutual funds. It assumes that the portfolio 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 portfolio’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 portfolio’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2023 | |||
Equity Index Portfolio | Beginning Account Value 6/30/2023 | Ending Account Value 12/31/2023 | Expenses Paid During Period |
Based on Actual Portfolio Return | $1,000.00 | $1,079.60 | $0.73 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,024.50 | 0.71 |
Average Annual Total Returns Periods Ended December 31, 2023 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Equity Index Portfolio | 26.11% | 15.52% | 11.88% | $30,719 | |
S&P 500 Index | 26.29 | 15.69 | 12.03 | 31,149 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | 26.06 | 15.05 | 11.40 | 29,422 |
Communication Services | 8.6% |
Consumer Discretionary | 10.8 |
Consumer Staples | 6.2 |
Energy | 3.9 |
Financials | 13.0 |
Health Care | 12.6 |
Industrials | 8.8 |
Information Technology | 28.9 |
Materials | 2.4 |
Real Estate | 2.5 |
Utilities | 2.3 |
Shares | Market Value• ($000) | |||||
Common Stocks (99.4%) | ||||||
Communication Services (8.5%) | ||||||
* | Alphabet Inc. Class A | 1,355,291 | 189,321 | |||
* | Meta Platforms Inc. Class A | 508,331 | 179,929 | |||
* | Alphabet Inc. Class C | 1,140,701 | 160,759 | |||
* | Netflix Inc. | 100,238 | 48,804 | |||
Comcast Corp. Class A | 919,703 | 40,329 | ||||
Walt Disney Co. | 419,073 | 37,838 | ||||
Verizon Communications Inc. | 962,820 | 36,298 | ||||
AT&T Inc. | 1,637,519 | 27,478 | ||||
T-Mobile US Inc. | 116,523 | 18,682 | ||||
* | Charter Communications Inc. Class A | 23,014 | 8,945 | |||
Electronic Arts Inc. | 55,997 | 7,661 | ||||
* | Take-Two Interactive Software Inc. | 36,242 | 5,833 | |||
* | Warner Bros Discovery Inc. | 508,626 | 5,788 | |||
Omnicom Group Inc. | 45,274 | 3,917 | ||||
* | Live Nation Entertainment Inc. | 32,539 | 3,046 | |||
Interpublic Group of Cos. Inc. | 87,994 | 2,872 | ||||
* | Match Group Inc. | 62,175 | 2,269 | |||
News Corp. Class A | 87,101 | 2,138 | ||||
Fox Corp. Class A | 56,421 | 1,674 | ||||
1 | Paramount Global Class B | 109,997 | 1,627 | |||
Fox Corp. Class B | 30,418 | 841 | ||||
News Corp. Class B | 26,124 | 672 | ||||
786,721 | ||||||
Consumer Discretionary (10.8%) | ||||||
* | Amazon.com Inc. | 2,082,675 | 316,442 | |||
* | Tesla Inc. | 633,375 | 157,382 | |||
Home Depot Inc. | 229,033 | 79,371 | ||||
McDonald's Corp. | 166,131 | 49,260 | ||||
NIKE Inc. Class B | 280,335 | 30,436 | ||||
Lowe's Cos. Inc. | 132,171 | 29,415 | ||||
* | Booking Holdings Inc. | 7,992 | 28,349 | |||
Starbucks Corp. | 261,705 | 25,126 | ||||
TJX Cos. Inc. | 261,993 | 24,578 | ||||
* | Chipotle Mexican Grill Inc. Class A | 6,287 | 14,378 | |||
* | Airbnb Inc. Class A | 99,585 | 13,557 | |||
* | Lululemon Athletica Inc. | 26,379 | 13,487 | |||
* | O'Reilly Automotive Inc. | 13,553 | 12,876 | |||
Marriott International Inc. Class A | 56,521 | 12,746 | ||||
General Motors Co. | 313,795 | 11,272 | ||||
Ford Motor Co. | 901,127 | 10,985 | ||||
Ross Stores Inc. | 77,600 | 10,739 | ||||
Hilton Worldwide Holdings Inc. | 58,769 | 10,701 | ||||
DR Horton Inc. | 69,066 | 10,497 | ||||
* | AutoZone Inc. | 4,041 | 10,448 | |||
Lennar Corp. Class A | 56,426 | 8,410 | ||||
Yum! Brands Inc. | 64,175 | 8,385 | ||||
* | Royal Caribbean Cruises Ltd. | 53,915 | 6,981 | |||
* | Aptiv plc | 64,873 | 5,820 | |||
* | Ulta Beauty Inc. | 11,261 | 5,518 | |||
Tractor Supply Co. | 24,730 | 5,318 | ||||
eBay Inc. | 118,732 | 5,179 | ||||
PulteGroup Inc. | 49,323 | 5,091 | ||||
* | NVR Inc. | 727 | 5,089 | |||
* | Expedia Group Inc. | 30,500 | 4,630 | |||
Darden Restaurants Inc. | 27,508 | 4,520 | ||||
Garmin Ltd. | 35,058 | 4,506 | ||||
Genuine Parts Co. | 32,114 | 4,448 |
Shares | Market Value• ($000) | |||||
* | Carnival Corp. | 230,722 | 4,278 | |||
Las Vegas Sands Corp. | 84,390 | 4,153 | ||||
Pool Corp. | 8,847 | 3,527 | ||||
Best Buy Co. Inc. | 44,401 | 3,476 | ||||
Domino's Pizza Inc. | 7,979 | 3,289 | ||||
LKQ Corp. | 61,423 | 2,935 | ||||
* | MGM Resorts International | 62,513 | 2,793 | |||
* | CarMax Inc. | 36,332 | 2,788 | |||
* | Caesars Entertainment Inc. | 49,417 | 2,317 | |||
Bath & Body Works Inc. | 52,008 | 2,245 | ||||
* | Etsy Inc. | 27,391 | 2,220 | |||
Wynn Resorts Ltd. | 22,081 | 2,012 | ||||
* | Norwegian Cruise Line Holdings Ltd. | 97,251 | 1,949 | |||
Tapestry Inc. | 52,418 | 1,930 | ||||
BorgWarner Inc. | 53,745 | 1,927 | ||||
Whirlpool Corp. | 12,551 | 1,528 | ||||
Hasbro Inc. | 29,865 | 1,525 | ||||
VF Corp. | 75,544 | 1,420 | ||||
Ralph Lauren Corp. Class A | 9,077 | 1,309 | ||||
* | Mohawk Industries Inc. | 12,068 | 1,249 | |||
Lennar Corp. Class B | 1,025 | 137 | ||||
994,947 | ||||||
Consumer Staples (6.1%) | ||||||
Procter & Gamble Co. | 539,700 | 79,088 | ||||
Costco Wholesale Corp. | 101,395 | 66,929 | ||||
PepsiCo Inc. | 314,858 | 53,476 | ||||
Coca-Cola Co. | 891,059 | 52,510 | ||||
Walmart Inc. | 326,691 | 51,503 | ||||
Philip Morris International Inc. | 355,503 | 33,446 | ||||
Mondelez International Inc. Class A | 311,481 | 22,561 | ||||
Altria Group Inc. | 405,038 | 16,339 | ||||
Target Corp. | 105,721 | 15,057 | ||||
Colgate-Palmolive Co. | 188,630 | 15,036 | ||||
* | Monster Beverage Corp. | 169,275 | 9,752 | |||
Kimberly-Clark Corp. | 77,412 | 9,406 | ||||
Constellation Brands Inc. Class A | 37,004 | 8,946 | ||||
Archer-Daniels-Midland Co. | 122,277 | 8,831 | ||||
General Mills Inc. | 133,258 | 8,680 | ||||
Kenvue Inc. | 394,682 | 8,498 | ||||
Sysco Corp. | 115,360 | 8,436 | ||||
Estee Lauder Cos. Inc. Class A | 53,259 | 7,789 | ||||
Keurig Dr Pepper Inc. | 230,535 | 7,681 | ||||
Kroger Co. | 151,419 | 6,921 | ||||
Dollar General Corp. | 50,279 | 6,835 | ||||
* | Dollar Tree Inc. | 47,889 | 6,803 | |||
Kraft Heinz Co. | 182,396 | 6,745 | ||||
Hershey Co. | 34,355 | 6,405 | ||||
Church & Dwight Co. Inc. | 56,491 | 5,342 | ||||
Walgreens Boots Alliance Inc. | 164,375 | 4,292 | ||||
Clorox Co. | 28,364 | 4,044 | ||||
McCormick & Co. Inc. (Non-Voting) | 57,581 | 3,940 | ||||
Lamb Weston Holdings Inc. | 33,151 | 3,583 | ||||
Tyson Foods Inc. Class A | 65,160 | 3,502 | ||||
Kellanova | 60,426 | 3,378 | ||||
Bunge Global SA | 33,237 | 3,355 | ||||
Conagra Brands Inc. | 109,410 | 3,136 | ||||
J M Smucker Co. | 24,379 | 3,081 | ||||
Molson Coors Beverage Co. Class B | 42,342 | 2,592 | ||||
Brown-Forman Corp. Class B | 41,986 | 2,397 |
Shares | Market Value• ($000) | |||||
Hormel Foods Corp. | 66,483 | 2,135 | ||||
Campbell Soup Co. | 44,876 | 1,940 | ||||
564,390 | ||||||
Energy (3.9%) | ||||||
Exxon Mobil Corp. | 917,271 | 91,709 | ||||
Chevron Corp. | 402,002 | 59,963 | ||||
ConocoPhillips | 271,822 | 31,550 | ||||
Schlumberger NV | 327,124 | 17,024 | ||||
EOG Resources Inc. | 133,570 | 16,155 | ||||
Phillips 66 | 100,777 | 13,417 | ||||
Marathon Petroleum Corp. | 86,976 | 12,904 | ||||
Pioneer Natural Resources Co. | 53,402 | 12,009 | ||||
Valero Energy Corp. | 78,016 | 10,142 | ||||
Williams Cos. Inc. | 278,831 | 9,712 | ||||
ONEOK Inc. | 133,554 | 9,378 | ||||
Hess Corp. | 63,369 | 9,135 | ||||
Occidental Petroleum Corp. | 151,325 | 9,036 | ||||
Baker Hughes Co. Class A | 230,732 | 7,886 | ||||
Kinder Morgan Inc. | 443,350 | 7,821 | ||||
Halliburton Co. | 204,748 | 7,402 | ||||
Devon Energy Corp. | 146,825 | 6,651 | ||||
Diamondback Energy Inc. | 40,992 | 6,357 | ||||
Targa Resources Corp. | 50,981 | 4,429 | ||||
Coterra Energy Inc. | 172,014 | 4,390 | ||||
EQT Corp. | 94,084 | 3,637 | ||||
Marathon Oil Corp. | 133,821 | 3,233 | ||||
APA Corp. | 70,359 | 2,524 | ||||
356,464 | ||||||
Financials (12.9%) | ||||||
* | Berkshire Hathaway Inc. Class B | 416,676 | 148,612 | |||
JPMorgan Chase & Co. | 662,088 | 112,621 | ||||
Visa Inc. Class A | 365,039 | 95,038 | ||||
Mastercard Inc. Class A | 189,640 | 80,883 | ||||
Bank of America Corp. | 1,576,846 | 53,092 | ||||
Wells Fargo & Co. | 831,733 | 40,938 | ||||
S&P Global Inc. | 74,196 | 32,685 | ||||
Goldman Sachs Group Inc. | 74,687 | 28,812 | ||||
Morgan Stanley | 289,435 | 26,990 | ||||
BlackRock Inc. | 32,022 | 25,995 | ||||
American Express Co. | 131,863 | 24,703 | ||||
Charles Schwab Corp. | 340,825 | 23,449 | ||||
Citigroup Inc. | 438,352 | 22,549 | ||||
Marsh & McLennan Cos. Inc. | 112,899 | 21,391 | ||||
Progressive Corp. | 133,983 | 21,341 | ||||
Blackstone Inc. | 162,730 | 21,305 | ||||
Chubb Ltd. | 93,424 | 21,114 | ||||
* | Fiserv Inc. | 137,444 | 18,258 | |||
CME Group Inc. | 82,432 | 17,360 | ||||
Intercontinental Exchange Inc. | 131,056 | 16,832 | ||||
US Bancorp | 356,623 | 15,435 | ||||
* | PayPal Holdings Inc. | 246,935 | 15,164 | |||
PNC Financial Services Group Inc. | 91,236 | 14,128 | ||||
Moody's Corp. | 36,049 | 14,079 | ||||
Aon plc Class A | 45,865 | 13,348 | ||||
Capital One Financial Corp. | 87,268 | 11,443 | ||||
Truist Financial Corp. | 305,475 | 11,278 | ||||
Arthur J Gallagher & Co. | 49,444 | 11,119 | ||||
American International Group Inc. | 160,877 | 10,899 | ||||
MSCI Inc. Class A | 18,105 | 10,241 | ||||
Aflac Inc. | 121,882 | 10,055 | ||||
Travelers Cos. Inc. | 52,346 | 9,971 | ||||
MetLife Inc. | 142,515 | 9,425 | ||||
Bank of New York Mellon Corp. | 176,293 | 9,176 | ||||
Ameriprise Financial Inc. | 23,198 | 8,811 | ||||
Prudential Financial Inc. | 82,765 | 8,584 | ||||
Allstate Corp. | 59,915 | 8,387 | ||||
Fidelity National Information Services Inc. | 135,737 | 8,154 | ||||
Global Payments Inc. | 59,588 | 7,568 |
Shares | Market Value• ($000) | |||||
Discover Financial Services | 57,201 | 6,429 | ||||
* | Arch Capital Group Ltd. | 85,407 | 6,343 | |||
Willis Towers Watson plc | 23,622 | 5,698 | ||||
Hartford Financial Services Group Inc. | 68,802 | 5,530 | ||||
T. Rowe Price Group Inc. | 51,118 | 5,505 | ||||
State Street Corp. | 70,591 | 5,468 | ||||
Fifth Third Bancorp | 156,060 | 5,383 | ||||
M&T Bank Corp. | 38,048 | 5,216 | ||||
Raymond James Financial Inc. | 43,031 | 4,798 | ||||
* | FleetCor Technologies Inc. | 16,518 | 4,668 | |||
Nasdaq Inc. | 77,939 | 4,531 | ||||
Cboe Global Markets Inc. | 24,162 | 4,314 | ||||
Huntington Bancshares Inc. | 331,368 | 4,215 | ||||
FactSet Research Systems Inc. | 8,689 | 4,145 | ||||
Regions Financial Corp. | 212,766 | 4,123 | ||||
Northern Trust Corp. | 47,436 | 4,003 | ||||
Principal Financial Group Inc. | 50,174 | 3,947 | ||||
Brown & Brown Inc. | 54,226 | 3,856 | ||||
Cincinnati Financial Corp. | 35,888 | 3,713 | ||||
Synchrony Financial | 94,654 | 3,615 | ||||
Citizens Financial Group Inc. | 106,662 | 3,535 | ||||
Everest Group Ltd. | 9,944 | 3,516 | ||||
W R Berkley Corp. | 46,658 | 3,300 | ||||
KeyCorp | 214,390 | 3,087 | ||||
Loews Corp. | 41,881 | 2,914 | ||||
Jack Henry & Associates Inc. | 16,726 | 2,733 | ||||
MarketAxess Holdings Inc. | 8,699 | 2,548 | ||||
Globe Life Inc. | 19,587 | 2,384 | ||||
Assurant Inc. | 12,030 | 2,027 | ||||
Franklin Resources Inc. | 64,791 | 1,930 | ||||
Invesco Ltd. | 103,388 | 1,844 | ||||
Comerica Inc. | 30,128 | 1,681 | ||||
Zions Bancorp NA | 33,798 | 1,483 | ||||
1,189,715 | ||||||
Health Care (12.5%) | ||||||
UnitedHealth Group Inc. | 211,820 | 111,517 | ||||
Eli Lilly & Co. | 182,622 | 106,454 | ||||
Johnson & Johnson | 551,289 | 86,409 | ||||
Merck & Co. Inc. | 580,312 | 63,266 | ||||
AbbVie Inc. | 404,326 | 62,658 | ||||
Thermo Fisher Scientific Inc. | 88,480 | 46,964 | ||||
Abbott Laboratories | 397,375 | 43,739 | ||||
Pfizer Inc. | 1,293,107 | 37,229 | ||||
Amgen Inc. | 122,565 | 35,301 | ||||
Danaher Corp. | 150,600 | 34,840 | ||||
* | Intuitive Surgical Inc. | 80,623 | 27,199 | |||
Elevance Health Inc. | 53,808 | 25,374 | ||||
Medtronic plc | 304,656 | 25,098 | ||||
* | Vertex Pharmaceuticals Inc. | 59,012 | 24,011 | |||
Bristol-Myers Squibb Co. | 465,967 | 23,909 | ||||
CVS Health Corp. | 294,147 | 23,226 | ||||
Stryker Corp. | 77,421 | 23,184 | ||||
Gilead Sciences Inc. | 285,353 | 23,116 | ||||
* | Regeneron Pharmaceuticals Inc. | 24,533 | 21,547 | |||
Zoetis Inc. Class A | 105,144 | 20,752 | ||||
Cigna Group | 67,014 | 20,067 | ||||
* | Boston Scientific Corp. | 335,257 | 19,381 | |||
Becton Dickinson & Co. | 66,424 | 16,196 | ||||
McKesson Corp. | 30,483 | 14,113 | ||||
Humana Inc. | 28,205 | 12,913 | ||||
HCA Healthcare Inc. | 45,383 | 12,284 | ||||
* | Dexcom Inc. | 88,541 | 10,987 | |||
* | Edwards Lifesciences Corp. | 138,997 | 10,599 | |||
* | IDEXX Laboratories Inc. | 19,040 | 10,568 | |||
* | IQVIA Holdings Inc. | 41,929 | 9,702 | |||
Agilent Technologies Inc. | 67,054 | 9,323 | ||||
* | Centene Corp. | 122,219 | 9,070 | |||
* | Biogen Inc. | 33,166 | 8,582 | |||
Cencora Inc. | 38,188 | 7,843 |
Shares | Market Value• ($000) | |||||
* | Moderna Inc. | 75,935 | 7,552 | |||
GE HealthCare Technologies Inc. | 89,673 | 6,933 | ||||
* | Mettler-Toledo International Inc. | 4,974 | 6,033 | |||
West Pharmaceutical Services Inc. | 16,939 | 5,965 | ||||
Zimmer Biomet Holdings Inc. | 47,837 | 5,822 | ||||
ResMed Inc. | 33,711 | 5,799 | ||||
Cardinal Health Inc. | 56,391 | 5,684 | ||||
* | Illumina Inc. | 36,338 | 5,060 | |||
STERIS plc | 22,655 | 4,981 | ||||
* | Molina Healthcare Inc. | 13,361 | 4,827 | |||
Baxter International Inc. | 116,067 | 4,487 | ||||
* | Align Technology Inc. | 16,278 | 4,460 | |||
* | Waters Corp. | 13,539 | 4,457 | |||
Laboratory Corp. of America Holdings | 19,428 | 4,416 | ||||
Cooper Cos. Inc. | 11,347 | 4,294 | ||||
* | Hologic Inc. | 56,101 | 4,008 | |||
Quest Diagnostics Inc. | 25,690 | 3,542 | ||||
* | Insulet Corp. | 16,010 | 3,474 | |||
Revvity Inc. | 28,221 | 3,085 | ||||
Viatris Inc. | 275,267 | 2,981 | ||||
Bio-Techne Corp. | 36,142 | 2,789 | ||||
* | Charles River Laboratories International Inc. | 11,735 | 2,774 | |||
Teleflex Inc. | 10,784 | 2,689 | ||||
* | Incyte Corp. | 42,746 | 2,684 | |||
* | Henry Schein Inc. | 30,024 | 2,273 | |||
Universal Health Services Inc. Class B | 13,961 | 2,128 | ||||
* | Catalent Inc. | 41,321 | 1,857 | |||
DENTSPLY SIRONA Inc. | 48,765 | 1,736 | ||||
* | Bio-Rad Laboratories Inc. Class A | 4,820 | 1,556 | |||
* | DaVita Inc. | 12,285 | 1,287 | |||
1,157,054 | ||||||
Industrials (8.8%) | ||||||
Caterpillar Inc. | 116,823 | 34,541 | ||||
Union Pacific Corp. | 139,611 | 34,291 | ||||
* | Boeing Co. | 130,237 | 33,948 | |||
General Electric Co. | 249,259 | 31,813 | ||||
Honeywell International Inc. | 150,960 | 31,658 | ||||
* | Uber Technologies Inc. | 471,309 | 29,019 | |||
RTX Corp. | 329,286 | 27,706 | ||||
United Parcel Service Inc. Class B | 165,636 | 26,043 | ||||
Deere & Co. | 61,334 | 24,526 | ||||
Lockheed Martin Corp. | 50,559 | 22,915 | ||||
Eaton Corp. plc | 91,431 | 22,018 | ||||
Automatic Data Processing Inc. | 94,181 | 21,941 | ||||
Illinois Tool Works Inc. | 62,710 | 16,426 | ||||
CSX Corp. | 452,659 | 15,694 | ||||
Northrop Grumman Corp. | 32,467 | 15,199 | ||||
Waste Management Inc. | 83,949 | 15,035 | ||||
3M Co. | 126,440 | 13,822 | ||||
Parker-Hannifin Corp. | 29,423 | 13,555 | ||||
General Dynamics Corp. | 51,894 | 13,475 | ||||
FedEx Corp. | 52,992 | 13,405 | ||||
TransDigm Group Inc. | 12,672 | 12,819 | ||||
Trane Technologies plc | 52,313 | 12,759 | ||||
Emerson Electric Co. | 130,593 | 12,711 | ||||
Norfolk Southern Corp. | 51,818 | 12,249 | ||||
Cintas Corp. | 19,817 | 11,943 | ||||
PACCAR Inc. | 119,797 | 11,698 | ||||
Carrier Global Corp. | 192,307 | 11,048 | ||||
* | Copart Inc. | 200,264 | 9,813 | |||
L3Harris Technologies Inc. | 43,404 | 9,142 | ||||
Johnson Controls International plc | 155,819 | 8,981 | ||||
United Rentals Inc. | 15,538 | 8,910 | ||||
Paychex Inc. | 73,609 | 8,768 | ||||
AMETEK Inc. | 52,821 | 8,710 | ||||
Fastenal Co. | 130,858 | 8,476 | ||||
WW Grainger Inc. | 10,128 | 8,393 | ||||
Otis Worldwide Corp. | 93,628 | 8,377 | ||||
Old Dominion Freight Line Inc. | 20,471 | 8,298 |
Shares | Market Value• ($000) | |||||
Rockwell Automation Inc. | 26,286 | 8,161 | ||||
Verisk Analytics Inc. Class A | 33,195 | 7,929 | ||||
Cummins Inc. | 32,454 | 7,775 | ||||
Republic Services Inc. Class A | 46,785 | 7,715 | ||||
Quanta Services Inc. | 33,294 | 7,185 | ||||
Ingersoll Rand Inc. | 92,732 | 7,172 | ||||
Equifax Inc. | 28,190 | 6,971 | ||||
Xylem Inc. | 55,249 | 6,318 | ||||
Fortive Corp. | 80,505 | 5,928 | ||||
Delta Air Lines Inc. | 147,076 | 5,917 | ||||
Broadridge Financial Solutions Inc. | 26,991 | 5,553 | ||||
Westinghouse Air Brake Technologies Corp. | 40,997 | 5,203 | ||||
Dover Corp. | 32,063 | 4,932 | ||||
Howmet Aerospace Inc. | 89,671 | 4,853 | ||||
* | Builders FirstSource Inc. | 28,236 | 4,714 | |||
Expeditors International of Washington Inc. | 33,264 | 4,231 | ||||
* | Axon Enterprise Inc. | 16,147 | 4,171 | |||
Veralto Corp. | 50,191 | 4,129 | ||||
Hubbell Inc. Class B | 12,283 | 4,040 | ||||
Southwest Airlines Co. | 136,572 | 3,944 | ||||
IDEX Corp. | 17,337 | 3,764 | ||||
Jacobs Solutions Inc. | 28,863 | 3,746 | ||||
JB Hunt Transport Services Inc. | 18,620 | 3,719 | ||||
Textron Inc. | 44,845 | 3,606 | ||||
Snap-on Inc. | 12,073 | 3,487 | ||||
Stanley Black & Decker Inc. | 35,127 | 3,446 | ||||
Masco Corp. | 51,321 | 3,437 | ||||
Leidos Holdings Inc. | 31,448 | 3,404 | ||||
Nordson Corp. | 12,421 | 3,281 | ||||
* | United Airlines Holdings Inc. | 74,875 | 3,089 | |||
Rollins Inc. | 64,457 | 2,815 | ||||
Pentair plc | 37,831 | 2,751 | ||||
Allegion plc | 20,150 | 2,553 | ||||
* | Ceridian HCM Holding Inc. | 35,807 | 2,403 | |||
Huntington Ingalls Industries Inc. | 9,068 | 2,354 | ||||
Paycom Software Inc. | 11,235 | 2,323 | ||||
A O Smith Corp. | 28,123 | 2,318 | ||||
CH Robinson Worldwide Inc. | 26,693 | 2,306 | ||||
Robert Half Inc. | 24,201 | 2,128 | ||||
* | American Airlines Group Inc. | 150,041 | 2,062 | |||
* | Generac Holdings Inc. | 14,050 | 1,816 | |||
807,774 | ||||||
Information Technology (28.7%) | ||||||
Apple Inc. | 3,348,120 | 644,614 | ||||
Microsoft Corp. | 1,702,108 | 640,061 | ||||
NVIDIA Corp. | 565,672 | 280,132 | ||||
Broadcom Inc. | 100,525 | 112,211 | ||||
* | Adobe Inc. | 104,272 | 62,209 | |||
* | Salesforce Inc. | 222,833 | 58,636 | |||
* | Advanced Micro Devices Inc. | 370,018 | 54,544 | |||
Accenture plc Class A | 143,730 | 50,436 | ||||
Intel Corp. | 965,534 | 48,518 | ||||
Cisco Systems Inc. | 927,540 | 46,859 | ||||
Intuit Inc. | 64,183 | 40,116 | ||||
Oracle Corp. | 363,876 | 38,363 | ||||
QUALCOMM Inc. | 254,886 | 36,864 | ||||
Texas Instruments Inc. | 207,974 | 35,451 | ||||
International Business Machines Corp. | 209,112 | 34,200 | ||||
* | ServiceNow Inc. | 46,948 | 33,168 | |||
Applied Materials Inc. | 191,573 | 31,048 | ||||
Lam Research Corp. | 30,182 | 23,640 | ||||
Analog Devices Inc. | 114,108 | 22,657 | ||||
Micron Technology Inc. | 251,464 | 21,460 | ||||
* | Palo Alto Networks Inc. | 71,184 | 20,991 | |||
KLA Corp. | 31,129 | 18,095 | ||||
* | Synopsys Inc. | 34,829 | 17,934 | |||
* | Cadence Design Systems Inc. | 62,305 | 16,970 | |||
* | Arista Networks Inc. | 57,724 | 13,595 | |||
Amphenol Corp. Class A | 137,067 | 13,588 |
Shares | Market Value• ($000) | |||||
NXP Semiconductors NV | 59,026 | 13,557 | ||||
Roper Technologies Inc. | 24,474 | 13,343 | ||||
* | Autodesk Inc. | 48,973 | 11,924 | |||
Motorola Solutions Inc. | 38,027 | 11,906 | ||||
Microchip Technology Inc. | 123,967 | 11,179 | ||||
TE Connectivity Ltd. | 71,230 | 10,008 | ||||
Cognizant Technology Solutions Corp. Class A | 114,950 | 8,682 | ||||
* | Fortinet Inc. | 146,116 | 8,552 | |||
* | ON Semiconductor Corp. | 98,742 | 8,248 | |||
* | Gartner Inc. | 17,873 | 8,063 | |||
* | ANSYS Inc. | 19,873 | 7,212 | |||
CDW Corp. | 30,653 | 6,968 | ||||
Monolithic Power Systems Inc. | 10,960 | 6,913 | ||||
* | Fair Isaac Corp. | 5,654 | 6,581 | |||
* | Keysight Technologies Inc. | 40,623 | 6,463 | |||
HP Inc. | 199,568 | 6,005 | ||||
Corning Inc. | 176,104 | 5,362 | ||||
Hewlett Packard Enterprise Co. | 293,504 | 4,984 | ||||
* | Teledyne Technologies Inc. | 10,826 | 4,832 | |||
* | PTC Inc. | 27,205 | 4,760 | |||
* | First Solar Inc. | 24,472 | 4,216 | |||
NetApp Inc. | 47,768 | 4,211 | ||||
* | VeriSign Inc. | 20,319 | 4,185 | |||
* | Enphase Energy Inc. | 31,260 | 4,131 | |||
Skyworks Solutions Inc. | 36,518 | 4,105 | ||||
* | Akamai Technologies Inc. | 34,504 | 4,084 | |||
* | Tyler Technologies Inc. | 9,653 | 4,036 | |||
* | EPAM Systems Inc. | 13,199 | 3,925 | |||
* | Western Digital Corp. | 74,182 | 3,885 | |||
Seagate Technology Holdings plc | 44,507 | 3,800 | ||||
Teradyne Inc. | 34,965 | 3,794 | ||||
Jabil Inc. | 29,270 | 3,729 | ||||
* | Zebra Technologies Corp. Class A | 11,783 | 3,221 | |||
* | Trimble Inc. | 56,828 | 3,023 | |||
Gen Digital Inc. | 129,114 | 2,946 | ||||
* | Qorvo Inc. | 22,328 | 2,514 | |||
* | F5 Inc. | 13,658 | 2,445 | |||
Juniper Networks Inc. | 72,938 | 2,150 | ||||
2,646,302 | ||||||
Materials (2.4%) | ||||||
Linde plc | 111,038 | 45,604 | ||||
Sherwin-Williams Co. | 53,932 | 16,821 | ||||
Freeport-McMoRan Inc. | 328,312 | 13,976 | ||||
Air Products and Chemicals Inc. | 50,869 | 13,928 | ||||
Ecolab Inc. | 58,169 | 11,538 | ||||
Newmont Corp. | 264,013 | 10,928 | ||||
Nucor Corp. | 56,353 | 9,808 | ||||
Dow Inc. | 160,804 | 8,819 | ||||
PPG Industries Inc. | 53,965 | 8,070 | ||||
Corteva Inc. | 161,223 | 7,726 | ||||
DuPont de Nemours Inc. | 98,389 | 7,569 | ||||
Martin Marietta Materials Inc. | 14,137 | 7,053 | ||||
Vulcan Materials Co. | 30,468 | 6,917 | ||||
LyondellBasell Industries NV Class A | 58,785 | 5,589 | ||||
International Flavors & Fragrances Inc. | 58,498 | 4,737 | ||||
Ball Corp. | 72,157 | 4,150 | ||||
Steel Dynamics Inc. | 34,807 | 4,111 | ||||
Albemarle Corp. | 26,842 | 3,878 | ||||
Avery Dennison Corp. | 18,424 | 3,725 | ||||
Celanese Corp. Class A | 22,945 | 3,565 | ||||
CF Industries Holdings Inc. | 43,706 | 3,475 | ||||
Packaging Corp. of America | 20,509 | 3,341 | ||||
Amcor plc | 330,744 | 3,188 | ||||
International Paper Co. | 79,470 | 2,873 | ||||
Mosaic Co. | 74,769 | 2,672 | ||||
Eastman Chemical Co. | 27,258 | 2,448 |
Shares | Market Value• ($000) | |||||
Westrock Co. | 58,656 | 2,435 | ||||
FMC Corp. | 28,444 | 1,793 | ||||
220,737 | ||||||
Real Estate (2.5%) | ||||||
Prologis Inc. | 211,618 | 28,209 | ||||
American Tower Corp. | 106,768 | 23,049 | ||||
Equinix Inc. | 21,503 | 17,318 | ||||
Crown Castle Inc. | 99,432 | 11,454 | ||||
Welltower Inc. | 126,802 | 11,434 | ||||
Public Storage | 36,217 | 11,046 | ||||
Simon Property Group Inc. | 74,642 | 10,647 | ||||
Realty Income Corp. | 165,645 | 9,511 | ||||
Digital Realty Trust Inc. | 69,297 | 9,326 | ||||
* | CoStar Group Inc. | 93,540 | 8,175 | |||
Extra Space Storage Inc. | 48,430 | 7,765 | ||||
VICI Properties Inc. Class A | 236,732 | 7,547 | ||||
* | CBRE Group Inc. Class A | 69,773 | 6,495 | |||
SBA Communications Corp. Class A | 24,682 | 6,262 | ||||
AvalonBay Communities Inc. | 32,563 | 6,096 | ||||
Weyerhaeuser Co. | 167,199 | 5,814 | ||||
Equity Residential | 79,256 | 4,847 | ||||
Iron Mountain Inc. | 66,847 | 4,678 | ||||
Ventas Inc. | 92,161 | 4,593 | ||||
Alexandria Real Estate Equities Inc. | 35,830 | 4,542 | ||||
Invitation Homes Inc. | 131,691 | 4,492 | ||||
Essex Property Trust Inc. | 14,723 | 3,650 | ||||
Mid-America Apartment Communities Inc. | 26,766 | 3,599 | ||||
Kimco Realty Corp. | 152,293 | 3,245 | ||||
Host Hotels & Resorts Inc. | 161,409 | 3,143 | ||||
UDR Inc. | 69,142 | 2,648 | ||||
Regency Centers Corp. | 37,537 | 2,515 | ||||
Healthpeak Properties Inc. | 125,677 | 2,488 | ||||
Camden Property Trust | 24,514 | 2,434 | ||||
Boston Properties Inc. | 32,979 | 2,314 | ||||
Federal Realty Investment Trust | 16,800 | 1,731 | ||||
231,067 | ||||||
Utilities (2.3%) | ||||||
NextEra Energy Inc. | 469,881 | 28,541 | ||||
Southern Co. | 249,740 | 17,512 | ||||
Duke Energy Corp. | 176,486 | 17,126 | ||||
Sempra | 144,215 | 10,777 | ||||
American Electric Power Co. Inc. | 120,312 | 9,772 | ||||
Dominion Energy Inc. | 191,607 | 9,006 | ||||
PG&E Corp. | 488,071 | 8,800 | ||||
Constellation Energy Corp. | 73,066 | 8,541 | ||||
Exelon Corp. | 227,783 | 8,177 | ||||
Xcel Energy Inc. | 126,499 | 7,832 | ||||
Consolidated Edison Inc. | 79,029 | 7,189 | ||||
Public Service Enterprise Group Inc. | 113,979 | 6,970 | ||||
Edison International | 87,839 | 6,280 | ||||
WEC Energy Group Inc. | 72,330 | 6,088 | ||||
American Water Works Co. Inc. | 44,520 | 5,876 | ||||
DTE Energy Co. | 47,272 | 5,212 | ||||
Eversource Energy | 80,013 | 4,938 | ||||
Entergy Corp. | 48,482 | 4,906 | ||||
PPL Corp. | 169,016 | 4,580 | ||||
Ameren Corp. | 60,231 | 4,357 | ||||
FirstEnergy Corp. | 118,112 | 4,330 | ||||
CenterPoint Energy Inc. | 144,732 | 4,135 | ||||
Atmos Energy Corp. | 34,005 | 3,941 | ||||
CMS Energy Corp. | 66,875 | 3,883 | ||||
Alliant Energy Corp. | 58,380 | 2,995 | ||||
AES Corp. | 153,567 | 2,956 | ||||
Evergy Inc. | 52,711 | 2,752 | ||||
NRG Energy Inc. | 51,648 | 2,670 | ||||
NiSource Inc. | 94,745 | 2,515 |
Shares | Market Value• ($000) | |||||
Pinnacle West Capital Corp. | 25,972 | 1,866 | ||||
214,523 | ||||||
Total Common Stocks (Cost $4,687,204) | 9,169,694 | |||||
Temporary Cash Investments (0.4%) | ||||||
Money Market Fund (0.4%) | ||||||
2,3 | Vanguard Market Liquidity Fund, 5.435% (Cost $36,116) | 361,199 | 36,113 | |||
Total Investments (99.8%) (Cost $4,723,320) | 9,205,807 | |||||
Other Assets and Liabilities—Net (0.2%) | 16,566 | |||||
Net Assets (100%) | 9,222,373 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $104,000. |
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. |
3 | Collateral of $112,000 was received for securities on loan. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini S&P 500 Index | March 2024 | 223 | 53,743 | 994 |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $4,687,204) | 9,169,694 |
Affiliated Issuers (Cost $36,116) | 36,113 |
Total Investments in Securities | 9,205,807 |
Investment in Vanguard | 291 |
Cash Collateral Pledged—Futures Contracts | 2,274 |
Receivables for Investment Securities Sold | 48 |
Receivables for Accrued Income | 8,684 |
Receivables for Capital Shares Issued | 7,894 |
Variation Margin Receivable—Futures Contracts | 330 |
Total Assets | 9,225,328 |
Liabilities | |
Due to Custodian | 503 |
Payables for Investment Securities Purchased | 361 |
Collateral for Securities on Loan | 112 |
Payables for Capital Shares Redeemed | 1,416 |
Payables to Vanguard | 563 |
Total Liabilities | 2,955 |
Net Assets | 9,222,373 |
1 Includes $104,000 of securities on loan. | |
At December 31, 2023, net assets consisted of: | |
Paid-in Capital | 4,235,946 |
Total Distributable Earnings (Loss) | 4,986,427 |
Net Assets | 9,222,373 |
Net Assets | |
Applicable to 151,467,667 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 9,222,373 |
Net Asset Value Per Share | $60.89 |
Year Ended December 31, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 137,726 |
Interest2 | 1,383 |
Securities Lending—Net | 5 |
Total Income | 139,114 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 246 |
Management and Administrative | 10,784 |
Marketing and Distribution | 436 |
Custodian Fees | 70 |
Auditing Fees | 74 |
Shareholders’ Reports | 111 |
Trustees’ Fees and Expenses | 5 |
Other Expenses | 21 |
Total Expenses | 11,747 |
Net Investment Income | 127,367 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | 377,884 |
Futures Contracts | 2,760 |
Realized Net Gain (Loss) | 380,644 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities2 | 1,452,410 |
Futures Contracts | 2,083 |
Change in Unrealized Appreciation (Depreciation) | 1,454,493 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,962,504 |
1 | Dividends are net of foreign withholding taxes of $37,000. |
2 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the portfolio were $1,291,000, ($2,000), less than $1,000, and ($3,000), respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
2023 ($000) | 2022 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 127,367 | 119,202 |
Realized Net Gain (Loss) | 380,644 | 267,407 |
Change in Unrealized Appreciation (Depreciation) | 1,454,493 | (2,080,128) |
Net Increase (Decrease) in Net Assets Resulting from Operations | 1,962,504 | (1,693,519) |
Distributions | ||
Total Distributions | (385,336) | (465,299) |
Capital Share Transactions | ||
Issued | 670,469 | 849,472 |
Issued in Lieu of Cash Distributions | 385,336 | 465,299 |
Redeemed | (1,002,164) | (918,334) |
Net Increase (Decrease) from Capital Share Transactions | 53,641 | 396,437 |
Total Increase (Decrease) | 1,630,809 | (1,762,381) |
Net Assets | ||
Beginning of Period | 7,591,564 | 9,353,945 |
End of Period | 9,222,373 | 7,591,564 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2023 | 2022 | 2021 | 2020 | 2019 | |
Net Asset Value, Beginning of Period | $50.74 | $65.47 | $53.76 | $47.70 | $38.03 |
Investment Operations | |||||
Net Investment Income1 | .833 | .806 | .738 | .798 | .805 |
Net Realized and Unrealized Gain (Loss) on Investments | 11.870 | (12.244) | 13.978 | 7.014 | 10.791 |
Total from Investment Operations | 12.703 | (11.438) | 14.716 | 7.812 | 11.596 |
Distributions | |||||
Dividends from Net Investment Income | (.794) | (.758) | (.754) | (.806) | (.834) |
Distributions from Realized Capital Gains | (1.759) | (2.534) | (2.252) | (.946) | (1.092) |
Total Distributions | (2.553) | (3.292) | (3.006) | (1.752) | (1.926) |
Net Asset Value, End of Period | $60.89 | $50.74 | $65.47 | $53.76 | $47.70 |
Total Return | 26.11% | -18.23% | 28.55% | 18.20% | 31.30% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $9,222 | $7,592 | $9,354 | $7,555 | $6,458 |
Ratio of Total Expenses to Average Net Assets | 0.14% | 0.14%2 | 0.14% | 0.14% | 0.14% |
Ratio of Net Investment Income to Average Net Assets | 1.52% | 1.48% | 1.25% | 1.73% | 1.87% |
Portfolio Turnover Rate | 5% | 5% | 4% | 8% | 4% |
1 | Calculated based on average shares outstanding. |
2 | The ratio of expenses to average net assets for the period net of reduction from custody fee offset arrangements was 0.14%. |
Amount ($000) | |
Undistributed Ordinary Income | 125,996 |
Undistributed Long-Term Gains | 378,281 |
Net Unrealized Gains (Losses) | 4,482,150 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Other Temporary Differences | — |
Total | 4,986,427 |
Year Ended December 31, | ||
2023 Amount ($000) | 2022 Amount ($000) | |
Ordinary Income* | 119,864 | 114,459 |
Long-Term Capital Gains | 265,472 | 350,840 |
Total | 385,336 | 465,299 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 4,723,657 |
Gross Unrealized Appreciation | 4,888,329 |
Gross Unrealized Depreciation | (406,179) |
Net Unrealized Appreciation (Depreciation) | 4,482,150 |
Year Ended December 31, | ||
2023 Shares (000) | 2022 Shares (000) | |
Issued | 12,250 | 15,519 |
Issued in Lieu of Cash Distributions | 7,687 | 7,787 |
Redeemed | (18,089) | (16,568) |
Net Increase (Decrease) in Shares Outstanding | 1,848 | 6,738 |
Philadelphia, Pennsylvania
February 15, 2024
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. McIsaac | Lauren Valente |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.
Item 3: Audit Committee Financial Expert.
All members of the Audit Committee have been determined by the Registrant’s Board of Trustees to be Audit Committee Financial Experts and to be independent: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Audit Fees of the Registrant.
Fiscal Year Ended December 31, 2023: $547,000
Fiscal Year Ended December 31, 2022: $514,000
Aggregate Audit Fees of Registered Investment Companies in the Vanguard Group.
Fiscal Year Ended December 31, 2023: $9,326,156
Fiscal Year Ended December 31, 2022: $10,494,508
Includes fees billed in connection with audits of the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(b) Audit-Related Fees.
Fiscal Year Ended December 31, 2023: $3,295,934
Fiscal Year Ended December 31, 2022: $2,757,764
Includes fees billed in connection with assurance and related services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(c) Tax Fees.
Fiscal Year Ended December 31, 2023: $1,678,928
Fiscal Year Ended December 31, 2022: $5,202,689
Includes fees billed in connection with tax compliance, planning, and advice services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(d) All Other Fees.
Fiscal Year Ended December 31, 2023: $25,000
Fiscal Year Ended December 31, 2022: $298,000
Includes fees billed for services related to tax reported information provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(e) (1) Pre-Approval Policies. The policy of the Registrant’s Audit Committee is to consider, and, if appropriate, approve before the principal accountant is engaged for such services, all specific audit and non-audit services provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant. In making a determination, the Audit Committee considers whether the services are consistent with maintaining the principal accountant’s independence.
In the event of a contingency situation in which the principal accountant is needed to provide services in between scheduled Audit Committee meetings, the Chairman of the Audit Committee would be called on to consider and, if appropriate, pre-approve audit or permitted non-audit services in an amount sufficient to complete services through the next Audit Committee meeting, and to determine if such services would be consistent with maintaining the accountant’s independence. At the next scheduled Audit Committee meeting, services and fees would be presented to the Audit Committee for formal consideration, and, if appropriate, approval by the entire Audit Committee. The Audit Committee would again consider whether such services and fees are consistent with maintaining the principal accountant’s independence.
The Registrant’s Audit Committee is informed at least annually of all audit and non-audit services provided by the principal accountant to the Vanguard complex, whether such services are provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., or other entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant.
(2) No percentage of the principal accountant’s fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f) For the most recent fiscal year, over 50% of the hours worked under the principal accountant’s engagement were not performed by persons other than full-time, permanent employees of the principal accountant.
(g) Aggregate Non-Audit Fees.
Fiscal Year Ended December 31, 2023: $1,703,928
Fiscal Year Ended December 31, 2022: $5,500,689
Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(h) For the most recent fiscal year, the Audit Committee has determined that the provision of all non-audit services was consistent with maintaining the principal accountant’s independence.
Item 5: Audit Committee of Listed Registrants.
The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 (“Exchange Act”). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant’s audit committee members are: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 6: Investments.
Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control during the period covered by this report, 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) | Code of Ethics filed herewith. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications filed herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
Vanguard VARIABLE INSURANCE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: February 23, 2024
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 VARIABLE INSURANCE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: February 23, 2024
Vanguard VARIABLE INSURANCE FUNDS | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: February 23, 2024
*By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on July 21, 2023 (see File Number 33-53683) and to a Power of Attorney filed on March 29, 2023 (see File Number 2-11444), Incorporated by Reference.