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: 811-58431
Name of Registrant: | Vanguard Valley Forge Funds |
Address of Registrant: | P.O. Box 2600 |
Valley Forge, PA 19482 |
Name and address of agent for service: | Anne E. Robinson, Esquire |
P.O. Box 876 | |
Valley Forge, PA 19482 |
Registrant’s telephone number, including area code: (610) 669-1000
Date of fiscal year end: December 31
Date of reporting period: January 1, 2021—June 30, 2021
Item 1: Reports to Shareholders
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2021 | |||
Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,082.40 | $0.93 |
AdmiralTM Shares | 1,000.00 | 1,083.00 | 0.36 |
Institutional Shares | 1,000.00 | 1,082.80 | 0.31 |
Based on Hypothetical 5% Yearly Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,023.90 | $0.90 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.50 | 0.30 |
Asset-Backed/Commercial Mortgage-Backed Securities | 1.0% |
Common Stocks | 62.3 |
Corporate Bonds | 10.9 |
Preferred Stocks | 0.0 |
Sovereign Bonds | 1.5 |
Taxable Municipal Bonds | 0.3 |
U.S. Government and Agency Obligations | 24.0 |
Shares | Market Value• ($000) | Percentage of Net Assets | ||||
Common Stocks | ||||||
†Basic Materials*,1,2 | 711,212 | 1.24% | ||||
Consumer Discretionary | ||||||
Amazon.com Inc.* | 340,019 | 1,169,720 | 2.03% | |||
Tesla Inc.* | 611,270 | 415,480 | 0.72% | |||
Home Depot Inc. | 842,645 | 268,711 | 0.47% | |||
Walt Disney Co.* | 1,440,649 | 253,223 | 0.44% | |||
Netflix Inc.* | 351,684 | 185,763 | 0.32% | |||
Walmart Inc. | 1,114,696 | 157,194 | 0.27% | |||
NIKE Inc. Class B | 1,011,182 | 156,218 | 0.27% | |||
† | Consumer Discretionary—Other*,1,2 | 3,011,574 | 5.23% | |||
5,617,883 | 9.75% | |||||
Consumer Staples | ||||||
Procter & Gamble Co. | 1,940,125 | 261,781 | 0.46% | |||
Coca-Cola Co. | 3,076,655 | 166,478 | 0.29% | |||
PepsiCo Inc. | 1,094,781 | 162,214 | 0.28% | |||
† | Consumer Staples —Other*,1 | 1,071,021 | 1.85% | |||
1,661,494 | 2.88% | |||||
Energy | ||||||
Exxon Mobil Corp. | 3,356,486 | 211,727 | 0.37% | |||
Chevron Corp. | 1,528,680 | 160,114 | 0.28% | |||
† | Energy—Other*,1,2 | 663,760 | 1.15% | |||
1,035,601 | 1.80% | |||||
Financials | ||||||
JPMorgan Chase & Co. | 2,398,970 | 373,136 | 0.65% | |||
Berkshire Hathaway Inc. Class B* | 1,297,367 | 360,564 | 0.63% | |||
Bank of America Corp. | 6,110,875 | 251,951 | 0.44% | |||
Wells Fargo & Co. | 3,277,724 | 148,448 | 0.26% | |||
Citigroup Inc. | 1,638,773 | 115,943 | 0.20% |
Shares | Market Value• ($000) | Percentage of Net Assets | ||||
Morgan Stanley | 1,179,688 | 108,166 | 0.19% | |||
Goldman Sachs Group Inc. | 269,251 | 102,189 | 0.18% | |||
Berkshire Hathaway Inc. Class A* | 79 | 33,069 | 0.06% | |||
BM Technologies Inc. (Acquired 12/17/20, Cost $53)*,3 | 4,264 | 48 | 0.00% | |||
† | Financials—Other*,1,2 | 2,443,200 | 4.22% | |||
3,936,714 | 6.83% | |||||
Health Care | ||||||
Johnson & Johnson | 2,088,884 | 344,123 | 0.60% | |||
UnitedHealth Group Inc. | 748,090 | 299,565 | 0.52% | |||
Pfizer Inc. | 4,441,447 | 173,927 | 0.30% | |||
Abbott Laboratories | 1,409,380 | 163,389 | 0.29% | |||
AbbVie Inc. | 1,402,445 | 157,971 | 0.28% | |||
Eli Lilly & Co. | 684,808 | 157,177 | 0.27% | |||
Merck & Co. Inc. | 2,010,145 | 156,329 | 0.27% | |||
† | Health Care—Other*,1,2 | 3,142,869 | 5.45% | |||
4,595,350 | 7.98% | |||||
Industrials | ||||||
Visa Inc. Class A | 1,341,360 | 313,637 | 0.55% | |||
PayPal Holdings Inc.* | 931,697 | 271,571 | 0.47% | |||
Mastercard Inc. Class A | 701,319 | 256,045 | 0.45% | |||
Boeing Co.* | 464,011 | 111,158 | 0.19% | |||
† | Industrials—Other*,1,2,4 | 3,927,779 | 6.81% | |||
4,880,190 | 8.47% | |||||
Other5 | ||||||
Vanguard Total Bond Market ETF6 | 375,384 | 32,241 | 0.06% | |||
† | Other—Other*,2 | 11 | 0.00% | |||
32,252 | 0.06% | |||||
†Real Estate*,1,2 | 1,222,989 | 2.12% | ||||
Technology | ||||||
Apple Inc. | 12,573,240 | 1,722,031 | 2.99% | |||
Microsoft Corp. | 5,973,183 | 1,618,136 | 2.81% | |||
Facebook Inc. Class A* | 1,900,328 | 660,763 | 1.15% | |||
Alphabet Inc. Class A* | 239,154 | 583,964 | 1.01% | |||
Alphabet Inc. Class C* | 217,504 | 545,135 | 0.95% | |||
NVIDIA Corp. | 469,373 | 375,545 | 0.65% | |||
Adobe Inc.* | 378,881 | 221,888 | 0.39% | |||
Intel Corp. | 3,202,706 | 179,800 | 0.31% | |||
salesforce.com Inc.* | 694,829 | 169,726 | 0.30% | |||
Broadcom Inc. | 307,570 | 146,662 | 0.26% | |||
Oracle Corp. | 1,372,016 | 106,798 | 0.19% | |||
† | Technology—Other*,1,2 | 3,198,558 | 5.53% | |||
9,529,006 | 16.54% | |||||
Telecommunications | ||||||
Comcast Corp. Class A | 3,634,501 | 207,239 | 0.36% | |||
Verizon Communications Inc. | 3,118,010 | 174,702 | 0.31% | |||
AT&T Inc. | 5,662,937 | 162,979 | 0.28% | |||
Cisco Systems Inc. | 3,006,538 | 159,347 | 0.28% | |||
† | Telecommunications—Other*,1 | 352,844 | 0.61% | |||
1,057,111 | 1.84% |
Market Value• ($000) | Percentage of Net Assets | |||||
†Utilities* | 931,834 | 1.62% | ||||
Total Common Stocks (Cost $10,142,567) | 35,211,636 | 61.13% | ||||
†Preferred Stocks (Cost $5) | 8 | 0.00% | ||||
Coupon | Maturity Date | Face Amount ($000) | ||||
U.S. Government and Agency Obligations | ||||||
U.S. Government Securities | ||||||
United States Treasury Note/Bond | 0.125–8.000% | 11/15/21–5/15/51 | 8,164,633 | 8,400,706 | 14.59% | |
United States Treasury Note/Bond7 | 0.500% | 3/15/23–3/31/25 | 490,306 | 490,305 | 0.85% | |
8,891,011 | 15.44% | |||||
Agency Bonds and Notes | ||||||
Federal Home Loan Mortgage Corp.8,9 | 0.125–6.750% | 7/25/22–9/15/29 | 12,970 | 14,110 | 0.03% | |
Federal Home Loan Mortgage Corp.9 | 0.125–6.250% | 4/20/23–7/15/32 | 61,716 | 64,588 | 0.13% | |
Federal National Mortgage Assn.9 | 0.250–7.250% | 9/6/22–7/15/37 | 93,755 | 101,968 | 0.18% | |
† | Agency Bonds and Notes—Other8,10 | 86,998 | 0.12% | |||
267,664 | 0.46% | |||||
Conventional Mortgage-Backed Securities | ||||||
Freddie Mac Gold Pool8,9 | 2.000–9.000% | 9/1/21–1/1/49 | 400,831 | 429,688 | 0.56% | |
Ginnie Mae I Pool8 | 3.000–9.000% | 8/15/23–9/15/49 | 43,079 | 47,553 | 0.01% | |
Ginnie Mae II Pool8 | 1.500–7.000% | 9/20/25–6/20/51 | 796,028 | 839,144 | 1.65% | |
Ginnie Mae II Pool8,11 | 2.000–3.000% | 7/15/51 | 91,150 | 93,437 | 0.17% | |
UMBS Pool8,9 | 1.500–9.000% | 10/1/21–7/1/51 | 2,593,752 | 2,702,713 | 4.74% | |
UMBS Pool8,9,11 | 1.500–4.000% | 7/25/36–7/25/51 | 294,474 | 300,205 | 0.53% | |
4,412,740 | 7.66% | |||||
Nonconventional Mortgage-Backed Securities | ||||||
Fannie Mae Pool, 12M USD LIBOR + 1.290%8,9,12 | 1.668% | 12/1/41 | 37 | 39 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.310%8,9,12 | 1.887% | 9/1/37 | 81 | 83 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.431%8,9,12 | 1.958% | 7/1/36 | 9 | 9 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.472%8,9,12 | 1.847% | 3/1/43 | 126 | 132 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.530%8,9,12 | 1.934% | 12/1/43 | 90 | 97 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.553%8,9,12 | 2.199% | 9/1/43 | 15 | 15 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.560%8,9,12 | 2.310% | 7/1/43 | 252 | 259 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.594%8,9,12 | 2.005% | 6/1/43 | 57 | 57 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.618%8,9,12 | 2.326% | 8/1/35 | 49 | 52 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.623%8,9,12 | 1.998% | 2/1/36 | 18 | 18 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.624%8,9,12 | 1.974% | 10/1/37 | 21 | 22 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.627%8,9,12 | 2.002% | 3/1/38 | 6 | 6 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.635%8,9,12 | 2.135% | 11/1/36 | 14 | 15 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.655%8,9,12 | 2.187% | 10/1/42 | 62 | 65 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.658%8,9,12 | 2.033% | 1/1/37 | 16 | 17 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.660%8,9,12 | 2.207% | 9/1/40 | 5 | 5 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.665%8,9,12 | 1.915% | 6/1/36 | 3 | 3 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.675%8,9,12 | 2.172% | 11/1/39 | 20 | 21 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.684%8,9,12 | 2.154% | 8/1/39 | 49 | 51 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.684%8,9,12 | 2.156% | 1/1/42 | 65 | 67 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.685%8,9,12 | 1.940% | 6/1/42 | 139 | 145 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.685%8,9,12 | 2.105% | 12/1/33 | 12 | 13 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.690%8,9,12 | 1.962% | 5/1/40 | 12 | 13 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.690%8,9,12 | 2.213% | 10/1/39 | 22 | 23 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.690%8,9,12 | 2.329% | 9/1/42 | 69 | 73 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.695%8,9,12 | 2.445% | 7/1/39 | 6 | 7 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.698%8,9,12 | 2.242% | 8/1/40 | 12 | 13 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.700%8,9,12 | 2.075% | 12/1/40 | 33 | 35 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.700%8,9,12 | 2.163% | 7/1/37 | 16 | 17 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.701%8,9,12 | 2.234% | 10/1/42 | 36 | 38 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.705%8,9,12 | 2.110% | 11/1/39 | 9 | 10 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.716%8,9,12 | 2.042% | 5/1/42 | 72 | 76 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.721%8,9,12 | 2.249% | 9/1/43 | 99 | 104 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.728%8,9,12 | 2.228% | 9/1/34 | 14 | 14 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.737%8,9,12 | 1.988% | 6/1/41 | 9 | 10 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.747%8,9,12 | 2.192% | 7/1/41 | 60 | 64 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.750%8,9,12 | 2.451% | 10/1/40 | 9 | 10 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.768%8,9,12 | 2.121% | 5/1/42 | 22 | 23 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.780%8,9,12 | 2.155% | 2/1/41 | 25 | 27 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.783%8,9,12 | 2.276% | 7/1/42 | 50 | 55 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.795%8,9,12 | 2.170% | 3/1/42 | 55 | 58 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.795%8,9,12 | 3.354% | 8/1/42 | 96 | 96 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.796%8,9,12 | 2.384% | 9/1/40 | 34 | 36 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.799%8,9,12 | 2.203% | 2/1/42 | 175 | 187 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.799%8,9,12 | 2.371% | 3/1/42 | 52 | 57 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.805%8,9,12 | 2.274% | 11/1/41 | 49 | 53 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.810%8,9,12 | 2.185% | 11/1/39–12/1/40 | 16 | 17 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.810%8,9,12 | 2.310% | 11/1/33–10/1/40 | 43 | 47 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.813%8,9,12 | 2.204% | 1/1/42 | 22 | 23 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.813%8,9,12 | 2.218% | 11/1/41 | 24 | 25 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%8,9,12 | 2.071% | 5/1/41 | 29 | 31 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%8,9,12 | 2.190% | 2/1/41 | 18 | 19 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%8,9,12 | 2.224% | 12/1/41 | 30 | 33 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%8,9,12 | 2.289% | 12/1/40 | 14 | 14 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.815%8,9,12 | 2.315% | 11/1/40 | 13 | 14 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.820%8,9,12 | 2.195% | 12/1/40 | 4 | 4 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.821%8,9,12 | 2.196% | 3/1/41 | 36 | 38 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.823%8,9,12 | 2.293% | 12/1/39 | 19 | 20 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.825%8,9,12 | 2.200% | 3/1/41 | 24 | 26 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.827%8,9,12 | 2.201% | 2/1/41 | 17 | 17 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.828%8,9,12 | 2.152% | 2/1/42 | 36 | 39 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.830%8,9,12 | 2.080% | 6/1/41 | 42 | 45 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.830%8,9,12 | 2.205% | 4/1/41 | 30 | 31 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.835%8,9,12 | 2.210% | 1/1/40 | 29 | 30 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae Pool, 12M USD LIBOR + 1.840%8,9,12 | 2.566% | 8/1/39 | 17 | 18 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.865%8,9,12 | 2.115% | 5/1/40 | 6 | 6 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.880%8,9,12 | 2.315% | 11/1/34 | 24 | 26 | 0.00% | |
Fannie Mae Pool, 12M USD LIBOR + 1.914%8,9,12 | 2.164% | 4/1/37 | 25 | 27 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.155%8,9,12 | 2.280% | 12/1/37 | 38 | 40 | 0.00% | |
Fannie Mae Pool, 1YR CMT + 2.313%8,9,12 | 2.438% | 1/1/35 | 22 | 23 | 0.00% | |
Fannie Mae Pool, 6M USD LIBOR + 1.146%8,9,12 | 1.396% | 4/1/37 | 20 | 21 | 0.00% | |
Fannie Mae Pool, 6M USD LIBOR + 1.840%8,9,12 | 2.090% | 8/1/37 | 25 | 26 | 0.00% | |
Fannie Mae REMICS8,9 | 2.488% | 3/25/23 | 574 | 593 | 0.01% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.516%8,9,12 | 2.016% | 9/1/37 | 15 | 15 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.545%8,9,12 | 1.919% | 3/1/37 | 2 | 2 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625%8,9,12 | 2.000% | 1/1/38 | 4 | 4 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%8,9,12 | 1.890% | 5/1/42 | 11 | 11 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%8,9,12 | 2.015% | 12/1/36 | 22 | 24 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640%8,9,12 | 2.155% | 11/1/43 | 55 | 58 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660%8,9,12 | 2.160% | 10/1/37 | 12 | 12 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665%8,9,12 | 2.040% | 12/1/34 | 6 | 6 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695%8,9,12 | 2.070% | 2/1/37 | 16 | 17 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727%8,9,12 | 2.102% | 1/1/35 | 3 | 3 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743%8,9,12 | 2.118% | 12/1/36 | 13 | 14 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745%8,9,12 | 2.120% | 12/1/40 | 44 | 46 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750%8,9,12 | 2.000% | 5/1/38 | 2 | 2 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750%8,9,12 | 2.125% | 12/1/41 | 36 | 38 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.819%8,9,12 | 2.369% | 3/1/42 | 46 | 49 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.830%8,9,12 | 2.247% | 12/1/35 | 23 | 25 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.853%8,9,12 | 2.242% | 2/1/42 | 12 | 13 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%8,9,12 | 2.130% | 5/1/40 | 10 | 10 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%8,9,12 | 2.132% | 6/1/40 | 6 | 7 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%8,9,12 | 2.255% | 12/1/40–3/1/41 | 40 | 43 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%8,9,12 | 2.500% | 6/1/41 | 11 | 12 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880%8,9,12 | 2.880% | 6/1/40 | 17 | 17 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.888%8,9,12 | 2.287% | 2/1/42 | 25 | 25 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895%8,9,12 | 2.501% | 9/1/40 | 51 | 54 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%8,9,12 | 2.287% | 6/1/40 | 10 | 10 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900%8,9,12 | 2.353% | 11/1/40 | 16 | 17 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910%8,9,12 | 2.285% | 1/1/41–2/1/41 | 36 | 37 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.980%8,9,12 | 2.247% | 5/1/37 | 59 | 60 | 0.00% | |
Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085%8,9,12 | 2.460% | 3/1/38 | 5 | 5 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.250%8,9,12 | 2.375% | 2/1/36–5/1/36 | 24 | 26 | 0.00% | |
Freddie Mac Non Gold Pool, 1YR CMT + 2.250%8,9,12 | 2.378% | 11/1/34 | 23 | 24 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Freddie Mac Non Gold Pool, 1YR CMT + 2.410%8,9,12 | 2.537% | 10/1/36 | 21 | 23 | 0.00% | |
Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665%8,9,12 | 1.915% | 1/1/37 | 44 | 46 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%8,12 | 1.625% | 7/20/38–12/20/40 | 49 | 52 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%8,12 | 2.000% | 1/20/41–3/20/43 | 422 | 440 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%8,12 | 2.125% | 10/20/38–12/20/43 | 478 | 493 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%8,12 | 2.250% | 7/20/41–8/20/41 | 193 | 200 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 1.500%8,12 | 2.875% | 4/20/41–6/20/43 | 302 | 316 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 2.000%8,12 | 2.125% | 11/20/40 | 5 | 5 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 2.000%8,12 | 2.375% | 5/20/41 | 9 | 10 | 0.00% | |
Ginnie Mae II Pool, 1YR CMT + 2.000%8,12 | 3.375% | 5/20/41 | 6 | 6 | 0.00% | |
5,820 | 0.01% | |||||
Total U.S. Government and Agency Obligations (Cost $13,371,752) | 13,577,235 | 23.57% | ||||
Asset-Backed/Commercial Mortgage-Backed Securities | ||||||
Fannie Mae-Aces Series 2013-M78,9 | 2.280% | 12/27/22 | 208 | 213 | 0.00% | |
Fannie Mae-Aces Series 2014-M18,9 | 3.185% | 7/25/23 | 884 | 925 | 0.00% | |
Fannie Mae-Aces Series 2014-M128,9 | 2.614% | 10/25/21 | 129 | 130 | 0.00% | |
Fannie Mae-Aces Series 2014-M138,9 | 3.021% | 8/25/24 | 419 | 446 | 0.00% | |
Fannie Mae-Aces Series 2014-M38,9 | 3.501% | 1/25/24 | 341 | 362 | 0.00% | |
Fannie Mae-Aces Series 2014-M48,9 | 3.346% | 3/25/24 | 496 | 528 | 0.00% | |
Fannie Mae-Aces Series 2014-M78,9 | 3.338% | 6/25/24 | 849 | 906 | 0.00% | |
Fannie Mae-Aces Series 2014-M88,9 | 3.056% | 6/25/24 | 525 | 556 | 0.00% | |
Fannie Mae-Aces Series 2014-M98,9 | 3.103% | 7/25/24 | 688 | 732 | 0.00% | |
Fannie Mae-Aces Series 2015-M18,9 | 2.532% | 9/25/24 | 974 | 1,026 | 0.00% | |
Fannie Mae-Aces Series 2015-M108,9 | 3.092% | 4/25/27 | 347 | 380 | 0.00% | |
Fannie Mae-Aces Series 2015-M128,9 | 2.884% | 5/25/25 | 758 | 810 | 0.00% | |
Fannie Mae-Aces Series 2015-M158,9 | 2.923% | 10/25/25 | 1,025 | 1,103 | 0.00% | |
Fannie Mae-Aces Series 2015-M28,9 | 2.620% | 12/25/24 | 560 | 592 | 0.00% | |
Fannie Mae-Aces Series 2015-M38,9 | 2.723% | 10/25/24 | 364 | 385 | 0.00% | |
Fannie Mae-Aces Series 2015-M48,9 | 2.509% | 7/25/22 | 259 | 261 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae-Aces Series 2015-M78,9 | 2.590% | 12/25/24 | 618 | 652 | 0.00% | |
Fannie Mae-Aces Series 2015-M88,9 | 2.344% | 1/25/25 | 93 | 95 | 0.00% | |
Fannie Mae-Aces Series 2015-M88,9 | 2.900% | 1/25/25 | 825 | 881 | 0.00% | |
Fannie Mae-Aces Series 2016-M118,9 | 2.369% | 7/25/26 | 900 | 955 | 0.00% | |
Fannie Mae-Aces Series 2016-M128,9 | 2.533% | 9/25/26 | 950 | 1,008 | 0.00% | |
Fannie Mae-Aces Series 2016-M138,9 | 2.566% | 9/25/26 | 249 | 265 | 0.00% | |
Fannie Mae-Aces Series 2016-M28,9 | 2.152% | 1/25/23 | 373 | 379 | 0.00% | |
Fannie Mae-Aces Series 2016-M38,9 | 2.702% | 2/25/26 | 391 | 419 | 0.00% | |
Fannie Mae-Aces Series 2016-M48,9 | 2.576% | 3/25/26 | 400 | 427 | 0.00% | |
Fannie Mae-Aces Series 2016-M58,9 | 2.469% | 4/25/26 | 800 | 851 | 0.00% | |
Fannie Mae-Aces Series 2016-M68,9 | 2.488% | 5/25/26 | 600 | 639 | 0.00% | |
Fannie Mae-Aces Series 2016-M78,9 | 2.157% | 10/25/23 | 149 | 153 | 0.00% | |
Fannie Mae-Aces Series 2016-M78,9 | 2.499% | 9/25/26 | 261 | 273 | 0.00% | |
Fannie Mae-Aces Series 2016-M98,9 | 2.292% | 6/25/26 | 1,300 | 1,370 | 0.01% | |
Fannie Mae-Aces Series 2017-M18,9 | 2.496% | 10/25/26 | 1,075 | 1,142 | 0.00% | |
Fannie Mae-Aces Series 2017-M108,9 | 2.639% | 7/25/24 | 435 | 455 | 0.00% | |
Fannie Mae-Aces Series 2017-M118,9 | 2.980% | 8/25/29 | 500 | 554 | 0.00% | |
Fannie Mae-Aces Series 2017-M128,9 | 3.181% | 6/25/27 | 1,206 | 1,330 | 0.01% | |
Fannie Mae-Aces Series 2017-M148,9 | 2.964% | 11/25/27 | 350 | 382 | 0.00% | |
Fannie Mae-Aces Series 2017-M158,9 | 3.196% | 11/25/27 | 1,150 | 1,244 | 0.01% | |
Fannie Mae-Aces Series 2017-M28,9 | 2.890% | 2/25/27 | 1,182 | 1,281 | 0.01% | |
Fannie Mae-Aces Series 2017-M38,9 | 2.559% | 12/25/26 | 1,500 | 1,606 | 0.01% | |
Fannie Mae-Aces Series 2017-M48,9 | 2.665% | 12/25/26 | 1,116 | 1,196 | 0.00% | |
Fannie Mae-Aces Series 2017-M58,9 | 3.276% | 4/25/29 | 300 | 337 | 0.00% | |
Fannie Mae-Aces Series 2017-M78,9 | 2.961% | 2/25/27 | 675 | 734 | 0.00% | |
Fannie Mae-Aces Series 2017-M88,9 | 3.061% | 5/25/27 | 1,563 | 1,722 | 0.01% | |
Fannie Mae-Aces Series 2018-M18,9 | 3.084% | 12/25/27 | 575 | 632 | 0.00% | |
Fannie Mae-Aces Series 2018-M128,9 | 3.775% | 8/25/30 | 850 | 994 | 0.00% | |
Fannie Mae-Aces Series 2018-M138,9 | 3.820% | 9/25/30 | 825 | 972 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Fannie Mae-Aces Series 2018-M148,9 | 3.700% | 8/25/28 | 700 | 804 | 0.00% | |
Fannie Mae-Aces Series 2018-M28,9 | 2.999% | 1/25/28 | 1,425 | 1,568 | 0.01% | |
Fannie Mae-Aces Series 2018-M38,9 | 3.191% | 2/25/30 | 325 | 366 | 0.00% | |
Fannie Mae-Aces Series 2018-M48,9 | 3.147% | 3/25/28 | 720 | 798 | 0.00% | |
Fannie Mae-Aces Series 2018-M78,9 | 3.150% | 3/25/28 | 400 | 443 | 0.00% | |
Fannie Mae-Aces Series 2019-M18,9 | 3.673% | 9/25/28 | 750 | 857 | 0.00% | |
Fannie Mae-Aces Series 2019-M128,9 | 2.885% | 6/25/29 | 2,725 | 2,986 | 0.01% | |
Fannie Mae-Aces Series 2019-M188,9 | 2.469% | 8/25/29 | 1,000 | 1,070 | 0.00% | |
Fannie Mae-Aces Series 2019-M28,9 | 3.749% | 11/25/28 | 875 | 988 | 0.00% | |
Fannie Mae-Aces Series 2019-M218,9 | 2.350% | 2/25/31 | 125 | 134 | 0.00% | |
Fannie Mae-Aces Series 2019-M228,9 | 2.522% | 8/25/29 | 1,475 | 1,581 | 0.01% | |
Fannie Mae-Aces Series 2019-M48,9 | 3.610% | 2/25/31 | 900 | 1,053 | 0.00% | |
Fannie Mae-Aces Series 2019-M58,9 | 3.273% | 2/25/29 | 775 | 872 | 0.00% | |
Fannie Mae-Aces Series 2019-M78,9 | 3.143% | 4/25/29 | 975 | 1,092 | 0.00% | |
Fannie Mae-Aces Series 2019-M98,9 | 2.937% | 4/25/29 | 1,225 | 1,353 | ���0.01% | |
Fannie Mae-Aces Series 2020-M18,9 | 2.444% | 10/25/29 | 815 | 880 | 0.00% | |
Fannie Mae-Aces Series 2020-M298,9 | 1.492% | 5/25/30 | 350 | 350 | 0.00% | |
Fannie Mae-Aces Series 2020-M428,9 | 1.270% | 7/25/30 | 1,150 | 1,128 | 0.00% | |
Fannie Mae-Aces Series 2020-M468,9 | 1.323% | 5/25/30 | 900 | 890 | 0.00% | |
Fannie Mae-Aces Series 2020-M58,9 | 2.210% | 1/25/30 | 525 | 554 | 0.00% | |
Fannie Mae-Aces Series 2020-M528,9 | 1.363% | 10/25/30 | 675 | 661 | 0.00% | |
Fannie Mae-Aces Series 2021-M18,9 | 1.436% | 11/25/30 | 725 | 717 | 0.00% | |
Fannie Mae-Aces Series 2021-M118,9 | 1.507% | 3/25/31 | 1,900 | 1,897 | 0.01% | |
Fannie Mae-Aces Series 2021-M138,9 | 1.659% | 4/25/31 | 215 | 216 | 0.00% | |
Fannie Mae-Aces Series 2021-M48,9 | 1.515% | 2/25/31 | 4,275 | 4,255 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0178,9 | 2.873% | 12/25/21 | 1,259 | 1,267 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0198,9 | 2.272% | 3/25/22 | 1,047 | 1,058 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0208,9 | 2.373% | 5/25/22 | 100 | 101 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0218,9 | 2.396% | 6/25/22 | 904 | 917 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0268,9 | 2.510% | 11/25/22 | 1,275 | 1,308 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0278,9 | 2.637% | 1/25/23 | 1,275 | 1,314 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0298,9 | 3.320% | 2/25/23 | 1,250 | 1,303 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0308,9 | 2.779% | 9/25/22 | 93 | 94 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0318,9 | 3.300% | 4/25/23 | 1,260 | 1,321 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0328,9 | 3.016% | 2/25/23 | 296 | 302 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0338,9 | 2.871% | 2/25/23 | 415 | 426 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0348,9 | 3.531% | 7/25/23 | 1,208 | 1,273 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0368,9 | 3.527% | 10/25/23 | 1,375 | 1,462 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0378,9 | 3.490% | 1/25/24 | 50 | 53 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0388,9 | 2.604% | 10/25/23 | 89 | 90 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0388,9 | 3.389% | 3/25/24 | 1,275 | 1,364 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0398,9 | 2.683% | 12/25/23 | 92 | 95 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0398,9 | 3.303% | 7/25/24 | 850 | 913 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0408,9 | 2.768% | 4/25/24 | 212 | 220 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0408,9 | 3.241% | 9/25/24 | 1,025 | 1,103 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0418,9 | 3.171% | 10/25/24 | 1,000 | 1,076 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0428,9 | 2.267% | 6/25/24 | 96 | 99 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0428,9 | 2.670% | 12/25/24 | 2,375 | 2,521 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0438,9 | 2.532% | 10/25/23 | 91 | 93 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0438,9 | 3.062% | 12/25/24 | 600 | 645 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0458,9 | 2.493% | 4/25/48 | 238 | 245 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0458,9 | 3.023% | 4/25/48 | 675 | 725 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0468,9 | 3.205% | 3/25/25 | 650 | 704 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0478,9 | 2.827% | 12/25/24 | 126 | 131 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0478,9 | 3.329% | 5/25/25 | 525 | 572 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0488,9 | 3.284% | 6/25/25 | 1,025 | 1,115 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0498,9 | 3.010% | 7/25/25 | 450 | 486 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0508,9 | 3.334% | 8/25/25 | 750 | 819 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0528,9 | 3.151% | 11/25/25 | 450 | 490 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0538,9 | 2.995% | 12/25/25 | 275 | 298 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0548,9 | 2.745% | 1/25/26 | 700 | 752 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0558,9 | 2.673% | 3/25/26 | 1,000 | 1,072 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0568,9 | 2.525% | 5/25/26 | 575 | 613 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0578,9 | 2.570% | 7/25/26 | 1,025 | 1,096 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0588,9 | 2.653% | 8/25/26 | 500 | 537 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0598,9 | 3.120% | �� 9/25/26 | 800 | 878 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0608,9 | 3.300% | 10/25/26 | 1,000 | 1,108 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0618,9 | 3.347% | 11/25/26 | 2,000 | 2,222 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0628,9 | 3.413% | 12/25/26 | 2,400 | 2,678 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0638,9 | 3.430% | 1/25/27 | 1,775 | 1,981 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0648,9 | 3.224% | 3/25/27 | 1,300 | 1,439 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0658,9 | 3.243% | 4/25/27 | 915 | 1,015 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0668,9 | 3.117% | 6/25/27 | 600 | 662 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0678,9 | 3.194% | 7/25/27 | 875 | 971 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0688,9 | 3.244% | 8/25/27 | 500 | 557 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0698,9 | 3.187% | 9/25/27 | 875 | 973 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0708,9 | 3.303% | 11/25/27 | 275 | 308 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0718,9 | 3.286% | 11/25/27 | 960 | 1,074 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0728,9 | 3.444% | 12/25/27 | 450 | 508 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0738,9 | 3.350% | 1/25/28 | 500 | 562 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0748,9 | 3.600% | 1/25/28 | 1,000 | 1,141 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0758,9 | 3.650% | 2/25/28 | 675 | 773 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0768,9 | 3.900% | 4/25/28 | 2,575 | 2,991 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0788,9 | 3.854% | 6/25/28 | 500 | 580 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0798,9 | 3.926% | 6/25/28 | 1,000 | 1,166 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0808,9 | 3.736% | 4/25/28 | 279 | 310 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0808,9 | 3.926% | 7/25/28 | 800 | 934 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0818,9 | 3.900% | 8/25/28 | 1,200 | 1,401 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0828,9 | 3.920% | 9/25/28 | 550 | 643 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0838,9 | 4.050% | 9/25/28 | 3,425 | 4,032 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0848,9 | 3.780% | 11/25/51 | 2,400 | 2,771 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0858,9 | 4.060% | 10/25/28 | 1,025 | 1,203 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0878,9 | 3.591% | 10/25/27 | 92 | 102 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0878,9 | 3.771% | 12/25/28 | 800 | 929 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0888,9 | 3.690% | 1/25/29 | 1,175 | 1,359 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0898,9 | 3.563% | 1/25/29 | 475 | 545 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0908,9 | 3.422% | 2/25/29 | 900 | 1,025 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0918,9 | 3.505% | 3/25/29 | 300 | 344 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0928,9 | 3.298% | 4/25/29 | 975 | 1,103 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0938,9 | 2.982% | 5/25/29 | 1,650 | 1,830 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0948,9 | 2.903% | 6/25/29 | 1,150 | 1,270 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0958,9 | 2.785% | 6/25/29 | 1,150 | 1,260 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K0968,9 | 2.519% | 7/25/29 | 1,000 | 1,077 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0988,9 | 2.425% | 8/25/29 | 1,850 | 1,980 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K0998,9 | 2.595% | 9/25/29 | 850 | 921 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1018,9 | 2.524% | 10/25/29 | 1,500 | 1,617 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1028,9 | 2.537% | 10/25/29 | 1,400 | 1,511 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1038,9 | 2.651% | 11/25/29 | 1,100 | 1,197 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1048,9 | 2.253% | 2/25/52 | 1,835 | 1,944 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1058,9 | 1.872% | 3/25/53 | 365 | 376 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1088,9 | 1.517% | 3/25/30 | 600 | 602 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1098,9 | 1.558% | 4/25/30 | 1,000 | 1,007 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1108,9 | 1.477% | 4/25/30 | 225 | 225 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1118,9 | 1.350% | 5/25/30 | 550 | 544 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1148,9 | 1.366% | 6/25/30 | 700 | 693 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1168,9 | 1.378% | 7/25/30 | 1,250 | 1,238 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1178,9 | 1.406% | 8/25/30 | 1,200 | 1,190 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K1188,9 | 1.493% | 9/25/30 | 1,600 | 1,599 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1208,9 | 1.500% | 10/25/30 | 1,100 | 1,099 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1218,9 | 0.995% | 11/25/53 | 124 | 123 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1218,9 | 1.547% | 11/25/53 | 700 | 702 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1228,9 | 0.863% | 11/25/30 | 50 | 49 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1228,9 | 1.521% | 11/25/30 | 700 | 700 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1238,9 | 1.621% | 2/25/54 | 2,150 | 2,170 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1248,9 | 1.658% | 12/25/30 | 1,225 | 1,240 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1258,9 | 1.846% | 1/25/31 | 875 | 900 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1268,9 | 2.074% | 1/25/31 | 1,075 | 1,126 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1278,9 | 2.108% | 1/25/31 | 600 | 630 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1288,9 | 2.020% | 3/25/31 | 1,115 | 1,163 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1298,9 | 1.342% | 9/25/30 | 250 | 249 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1298,9 | 1.914% | 5/25/31 | 1,800 | 1,855 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15108,9 | 3.718% | 1/25/31 | 300 | 352 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K-15108,9 | 3.794% | 1/25/34 | 2,135 | 2,580 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15118,9 | 3.470% | 3/25/31 | 375 | 434 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15118,9 | 3.542% | 3/25/34 | 950 | 1,124 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15138,9 | 2.797% | 8/25/34 | 2,295 | 2,532 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15148,9 | 2.859% | 10/25/34 | 950 | 1,056 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15158,9 | 1.940% | 2/25/35 | 625 | 631 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15168,9 | 1.721% | 5/25/35 | 875 | 859 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15178,9 | 1.716% | 7/25/35 | 1,250 | 1,228 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15188,9 | 1.860% | 10/25/35 | 375 | 374 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15198,9 | 2.013% | 12/25/35 | 1,065 | 1,081 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1528,9 | 3.080% | 1/25/31 | 400 | 452 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15208,9 | 2.007% | 7/25/35 | 250 | 258 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K-15208,9 | 2.438% | 2/25/36 | 875 | 928 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1538,9 | 3.294% | 3/25/29 | 1,600 | 1,801 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1538,9 | 3.117% | 10/25/31 | 900 | 1,016 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K1548,9 | 3.424% | 4/25/32 | 150 | 172 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1548,9 | 3.459% | 11/25/32 | 200 | 234 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1558,9 | 3.750% | 11/25/32 | 400 | 470 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1558,9 | 3.750% | 4/25/33 | 850 | 1,018 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1578,9 | 3.990% | 5/25/33 | 275 | 330 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K1578,9 | 3.990% | 8/25/33 | 375 | 460 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7178,9 | 2.991% | 9/25/21 | 980 | 982 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7188,9 | 2.791% | 1/25/22 | 745 | 752 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7208,9 | 2.716% | 6/25/22 | 525 | 533 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7228,9 | 2.183% | 5/25/22 | 161 | 163 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7238,9 | 2.454% | 8/25/23 | 500 | 517 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7248,9 | 3.062% | 11/25/23 | 1,000 | 1,050 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7258,9 | 3.002% | 1/25/24 | 1,200 | 1,266 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7268,9 | 2.905% | 4/25/24 | 719 | 756 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7278,9 | 2.946% | 7/25/24 | 1,500 | 1,586 | 0.01% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
FHLMC Multifamily Structured Pass-Through Certificates Series K7288,9 | 3.064% | 8/25/24 | 1,175 | �� 1,251 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7298,9 | 3.136% | 10/25/24 | 2,000 | 2,140 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7308,9 | 3.452% | 9/25/24 | 20 | 20 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7308,9 | 3.590% | 1/25/25 | 1,200 | 1,303 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7318,9 | 3.600% | 2/25/25 | 1,000 | 1,082 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7328,9 | 3.700% | 5/25/25 | 1,000 | 1,095 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7348,9 | 3.208% | 2/25/26 | 1,565 | 1,707 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7358,9 | 2.862% | 5/25/26 | 2,000 | 2,158 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7378,9 | 2.525% | 10/25/26 | 1,700 | 1,817 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7398,9 | 1.336% | 9/25/27 | 1,850 | 1,864 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7418,9 | 1.603% | 12/25/27 | 1,725 | 1,763 | 0.01% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7428,9 | 1.760% | 3/25/28 | 850 | 876 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series K7438,9 | 1.770% | 5/25/28 | 550 | 566 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series KC028,9 | 3.370% | 7/25/25 | 800 | 850 | 0.00% | |
FHLMC Multifamily Structured Pass-Through Certificates Series KW018,9 | 2.853% | 1/25/26 | 800 | 863 | 0.00% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
† | Asset-Backed/Commercial Mortgage-Backed Securities—Other8,11 | 333,843 | 0.38% | |||
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $519,954) | 544,457 | 0.94% | ||||
Corporate Bonds | ||||||
Communications | ||||||
Alphabet Inc. | 0.450–3.375% | 2/25/24–8/15/60 | 9,800 | 9,254 | 0.00% | |
AT&T Inc. | 0.900–5.550% | 12/15/23–2/1/61 | 66,257 | 72,897 | 0.17% | |
AT&T Inc.8 | 4.100–5.150% | 2/15/28–11/15/46 | 3,943 | 4,636 | 0.01% | |
AT&T Inc.4,8 | 2.550–3.800% | 12/1/33–9/15/59 | 26,577 | 26,875 | 0.05% | |
Comcast Corp. | 1.500–7.050% | 3/1/24–8/15/62 | 64,300 | 74,321 | 0.10% | |
Verizon Communications Inc. | 0.750–5.250% | 3/22/24–3/22/61 | 85,037 | 93,415 | 0.23% | |
Walt Disney Co. | 1.650–6.650% | 9/1/22–5/13/60 | 31,733 | 37,420 | 0.06% | |
† | Communications—Other8 | 251,649 | 0.37% | |||
570,467 | 0.99% | |||||
Consumer Discretionary | ||||||
Amazon.com Inc. | 0.250–5.200% | 11/29/22–5/12/61 | 43,943 | 47,049 | 0.17% | |
Home Depot Inc. | 0.900–5.950% | 4/1/23–3/15/51 | 27,660 | 31,807 | 0.08% | |
NIKE Inc. | 2.250–3.875% | 5/1/23–3/27/50 | 8,025 | 8,902 | 0.02% | |
† | Consumer Discretionary—Other4,8 | 297,024 | 0.40% | |||
384,782 | 0.67% | |||||
Consumer Staples | ||||||
Coca-Cola Co. | 1.000–4.200% | 9/6/24–6/1/60 | 16,871 | 17,149 | 0.02% | |
PepsiCo Inc. | 0.400–4.600% | 3/1/23–3/19/60 | 25,941 | 28,789 | 0.10% | |
Procter & Gamble Co. | 0.550–5.550% | 8/15/23–3/25/50 | 12,443 | 13,814 | 0.03% | |
Walmart Inc. | 2.350–7.550% | 12/15/22–9/24/49 | 25,464 | 29,975 | 0.09% | |
† | Consumer Staples—Other4,8 | 329,844 | 0.49% | |||
419,571 | 0.73% | |||||
Energy | ||||||
Chevron Corp. | 1.141–3.326% | 12/5/22–5/11/50 | 14,770 | 15,227 | 0.03% | |
Exxon Mobil Corp. | 1.571–4.327% | 8/16/22–4/15/51 | 31,874 | 35,000 | 0.07% | |
† | Energy—Other4,8 | 439,806 | 0.75% | |||
490,033 | 0.85% | |||||
Financials | ||||||
Bank of America Corp.8 | 0.523–5.875% | 10/21/22–3/13/52 | 137,408 | 147,689 | 0.33% | |
Bank of America Corp. | 0.976–7.750% | 7/24/23–4/22/42 | 18,085 | 20,518 | 0.06% | |
Berkshire Hathaway Inc. | 2.750–4.500% | 2/11/23–2/11/43 | 5,956 | 6,561 | 0.01% | |
Citigroup Inc. | 0.776–8.125% | 8/2/21–7/23/48 | 41,747 | 48,439 | 0.11% | |
Citigroup Inc.8 | 2.312–5.316% | 11/4/22–3/26/41 | 34,660 | 39,589 | 0.09% | |
Goldman Sachs Group Inc.8 | 0.481–4.800% | 10/31/22–7/8/44 | 23,300 | 25,630 | 0.07% | |
Goldman Sachs Group Inc. | 0.523–6.750% | 1/22/23–10/21/45 | 58,319 | 65,958 | 0.15% | |
JPMorgan Chase & Co. | 0.563–7.625% | 9/23/22–4/22/52 | 69,233 | 76,670 | 0.19% | |
JPMorgan Chase & Co.8 | 1.514–4.493% | 4/1/23–4/22/51 | 70,055 | 75,551 | 0.19% | |
Mastercard Inc. | 1.900–3.950% | 4/1/24–3/15/51 | 13,664 | 15,173 | 0.03% | |
Morgan Stanley8 | 0.529–6.250% | 11/17/21–1/25/52 | 59,153 | 64,487 | 0.18% | |
Morgan Stanley | 0.731–7.250% | 11/1/22–1/22/47 | 27,833 | 31,253 | 0.08% | |
PayPal Holdings Inc. | 1.350–3.250% | 9/26/22–6/1/50 | 5,700 | 6,023 | 0.00% | |
Visa Inc. | 0.750–4.300% | 9/15/22–8/15/50 | 21,506 | 23,468 | 0.04% | |
Wells Fargo & Co.8 | 1.654–5.950% | 2/13/23–4/4/51 | 65,360 | 73,159 | 0.15% |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | Percentage of Net Assets | ||
Wells Fargo & Co. | 3.000–5.606% | 8/15/23–5/1/45 | 12,075 | 14,017 | 0.04% | |
† | Financials—Other4,8,11 | 953,724 | 1.21% | |||
1,687,909 | 2.93% | |||||
Health Care | ||||||
Abbott Laboratories | 1.150–6.150% | 11/30/23–11/30/46 | 14,326 | 17,439 | 0.04% | |
AbbVie Inc. | 2.300–4.875% | 10/1/22–11/21/49 | 61,407 | 69,613 | 0.18% | |
Eli Lilly & Co. | 2.250–4.150% | 6/1/25–9/15/60 | 6,590 | 7,176 | 0.01% | |
Johnson & Johnson | 0.550–6.950% | 3/1/23–9/1/60 | 22,165 | 24,840 | 0.03% | |
Merck & Co. Inc. | 0.750–6.500% | 9/15/22–6/24/50 | 19,338 | 20,903 | 0.05% | |
Pfizer Inc. | 0.800–7.200% | 6/15/23–5/28/50 | 21,507 | 24,917 | 0.04% | |
UnitedHealth Group Inc. | 1.150–6.875% | 7/15/22–5/15/60 | 38,706 | 43,321 | 0.10% | |
† | Health Care—Other4,8,11 | 492,017 | 0.77% | |||
700,226 | 1.22% | |||||
Industrials | ||||||
Boeing Co. | 1.167–6.875% | 2/4/23–5/1/60 | 49,685 | 56,584 | 0.12% | |
† | Industrials—Other4,8,11 | 422,477 | 0.71% | |||
479,061 | 0.83% | |||||
† | Materials4,8,11 | 177,447 | 0.31% | |||
† | Real Estate 8,11 | 226,296 | 0.39% | |||
Technology | ||||||
Adobe Inc. | 1.700–3.250% | 2/1/23–2/1/30 | 2,780 | 2,926 | 0.00% | |
Apple Inc. | 0.550–4.650% | 9/12/22–2/8/61 | 80,896 | 86,699 | 0.19% | |
Broadcom Inc. | 2.250–5.000% | 11/15/23–11/15/32 | 18,111 | 20,376 | 0.05% | |
Broadcom Inc.4,8 | 1.950–3.750% | 2/15/28–2/15/51 | 11,894 | 12,177 | 0.03% | |
Cisco Systems Inc. | 2.200–5.900% | 2/28/23–1/15/40 | 8,325 | 9,920 | 0.02% | |
Intel Corp. | 2.450–4.950% | 7/29/22–3/25/60 | 24,977 | 28,707 | 0.05% | |
Microsoft Corp. | 2.000–4.100% | 11/3/22–3/17/62 | 44,526 | 47,869 | 0.11% | |
NVIDIA Corp. | 0.309–3.700% | 6/15/23–4/1/60 | 10,429 | 11,183 | 0.01% | |
Oracle Corp. | 1.650–6.125% | 10/15/22–3/25/61 | 70,801 | 76,063 | 0.18% | |
salesforce.com Inc. | 3.250–3.700% | 4/11/23–4/11/28 | 2,100 | 2,318 | 0.00% | |
salesforce.com Inc.11 | 1.500–3.050% | 7/15/28–7/15/61 | 2,965 | 2,986 | 0.00% | |
† | Technology—Other4,8 | 230,676 | 0.28% | |||
531,900 | 0.92% | |||||
† | Utilities4,8 | 512,563 | 0.89% | |||
Total Corporate Bonds (Cost $5,761,300) | 6,180,255 | 10.73% | ||||
†Sovereign Bonds (Cost $799,893)4,8,11,13,14,15,16,17 | 830,512 | 1.44% | ||||
†Taxable Municipal Bonds (Cost $141,062)18,19,20,21 | 160,911 | 0.28% |
Coupon | Shares | Market Value• ($000) | Percentage of Net Assets | |||
Temporary Cash Investments | ||||||
Money Market Fund | ||||||
Vanguard Market Liquidity Fund22,23 (Cost $1,673,302) | 0.056% | 16,735,349 | 1,673,535 | 2.91% | ||
Total Investments (Cost $32,409,835) | 58,178,549 | 101.00% | ||||
Other Assets and Liabilities—Net | (577,933) | (1.00%) | ||||
Net Assets | 57,600,616 | 100.00% |
Cost is in $000. | |
• | See Note A in Notes to Financial Statements. |
† | Represents the aggregate value, by category, of securities that are not among the 50 largest holdings and, in total for any issuer, represent 1% or less of net assets. |
* | Includes non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $109,106,000. |
2 | Certain securities are valued using significant unobservable inputs. |
3 | Restricted securities totaling $48,000, representing 0.0% of net assets. |
4 | Certain securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2021, the aggregate value of these securities was $110,802,000, representing 0.2% of net assets. |
5 | “Other” represents securities that are not classified by the fund’s benchmark index. |
6 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
7 | Securities with a value of $82,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
8 | 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. |
9 | 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. |
10 | U.S. government-guaranteed. |
11 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
12 | 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. |
13 | Guaranteed by the Government of Canada. |
14 | Guaranteed by the Federal Republic of Germany. |
15 | Guaranteed by the Government of Japan. |
16 | Guaranteed by the Republic of Austria. |
17 | Guaranteed by the Government of Mexico. |
18 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
19 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
20 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
21 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
22 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
23 | Collateral of $114,839,000 was received for securities on loan, of which $107,524,000 is held in Vanguard Market Liquidity Fund and $7,315,000 is held in cash. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month. | |
CMT—Constant Maturing Treasury Rate. | |
LIBOR—London Interbank Offered Rate. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. |
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
10-Year U.S. Treasury Note | September 2021 | 6,466 | 856,745 | 2,555 |
E-mini Russell 2000 Index | September 2021 | 186 | 21,463 | (213) |
E-mini S&P 500 Index | September 2021 | 654 | 140,237 | 1,699 |
4,041 |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $30,703,713) | 56,472,773 |
Affiliated Issuers (Cost $1,706,122) | 1,705,776 |
Total Investments in Securities | 58,178,549 |
Investment in Vanguard | 1,963 |
Cash | 7,315 |
Cash Collateral Pledged—Futures Contracts | 18,220 |
Receivables for Investment Securities Sold | 174,532 |
Receivables for Accrued Income | 119,591 |
Receivables for Capital Shares Issued | 33,055 |
Variation Margin Receivable—Futures Contracts | 1,761 |
Total Assets | 58,534,986 |
Liabilities | |
Due to Custodian | 20,422 |
Payables for Investment Securities Purchased | 738,538 |
Collateral for Securities on Loan | 114,839 |
Payables for Capital Shares Redeemed | 58,964 |
Payables to Vanguard | 1,607 |
Total Liabilities | 934,370 |
Net Assets | 57,600,616 |
Statement of Assets and Liabilities (continued) | |
At June 30, 2021, net assets consisted of: | |
($000s, except shares and per-share amounts) | Amount |
Paid-in Capital | 31,296,558 |
Total Distributable Earnings (Loss) | 26,304,058 |
Net Assets | 57,600,616 |
Investor Shares—Net Assets | |
Applicable to 7,123,981 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 338,224 |
Net Asset Value Per Share—Investor Shares | $47.48 |
Admiral Shares—Net Assets | |
Applicable to 942,313,256 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 44,738,052 |
Net Asset Value Per Share—Admiral Shares | $47.48 |
Institutional Shares—Net Assets | |
Applicable to 263,755,537 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 12,524,340 |
Net Asset Value Per Share—Institutional Shares | $47.48 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Dividends—Unaffiliated Issuers | 215,716 |
Dividends—Affiliated Issuers | 252 |
Interest—Unaffiliated Issuers | 188,081 |
Interest—Affiliated Issuers | 598 |
Securities Lending—Net | 2,286 |
Total Income | 406,933 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,397 |
Management and Administrative—Investor Shares | 279 |
Management and Administrative—Admiral Shares | 12,673 |
Management and Administrative—Institutional Shares | 3,124 |
Marketing and Distribution—Investor Shares | 8 |
Marketing and Distribution—Admiral Shares | 624 |
Marketing and Distribution—Institutional Shares | 139 |
Custodian Fees | 134 |
Shareholders’ Reports—Investor Shares | 1 |
Shareholders’ Reports—Admiral Shares | 194 |
Shareholders’ Reports—Institutional Shares | 20 |
Trustees’ Fees and Expenses | 8 |
Total Expenses | 18,601 |
Net Investment Income | 388,332 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received—Affiliated Issuers | 20 |
Investment Securities Sold—Unaffiliated Issuers | 542,725 |
Investment Securities Sold—Affiliated Issuers | — |
Futures Contracts | (8,344) |
Realized Net Gain (Loss) | 534,401 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities—Unaffiliated Issuers | 3,457,651 |
Investment Securities—Affiliated Issuers | (864) |
Futures Contracts | 2,646 |
Change in Unrealized Appreciation (Depreciation) | 3,459,433 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 4,382,166 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 388,332 | 846,874 | |
Realized Net Gain (Loss) | 534,401 | 701,847 | |
Change in Unrealized Appreciation (Depreciation) | 3,459,433 | 5,507,432 | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 4,382,166 | 7,056,153 | |
Distributions | |||
Investor Shares | (3,524) | (9,390) | |
Admiral Shares | (473,847) | (1,021,760) | |
Institutional Shares | (135,854) | (312,065) | |
Total Distributions | (613,225) | (1,343,215) | |
Capital Share Transactions | |||
Investor Shares | (19,027) | (102,842) | |
Admiral Shares | 1,930,045 | 1,959,244 | |
Institutional Shares | 372 | (773,352) | |
Net Increase (Decrease) from Capital Share Transactions | 1,911,390 | 1,083,050 | |
Total Increase (Decrease) | 5,680,331 | 6,795,988 | |
Net Assets | |||
Beginning of Period | 51,920,285 | 45,124,297 | |
End of Period | 57,600,616 | 51,920,285 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 | $29.22 |
Investment Operations | ||||||
Net Investment Income | .3001 | .7001 | .7551 | .7481 | .6471 | .613 |
Capital Gain Distributions Received | .0001,2 | — | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 3.327 | 5.537 | 6.345 | (1.753) | 3.600 | 1.889 |
Total from Investment Operations | 3.627 | 6.237 | 7.100 | (1.005) | 4.247 | 2.502 |
Distributions | ||||||
Dividends from Net Investment Income | (.306) | (.687) | (.794) | (.725) | (.637) | (.612) |
Distributions from Realized Capital Gains | (.181) | (.440) | (.066) | — | — | — |
Total Distributions | (.487) | (1.127) | (.860) | (.725) | (.637) | (.612) |
Net Asset Value, End of Period | $47.48 | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 |
Total Return3 | 8.24% | 16.26% | 21.67% | -2.97% | 13.75% | 8.63% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $338 | $334 | $396 | $3,014 | $3,474 | $3,343 |
Ratio of Total Expenses to Average Net Assets | 0.18% | 0.18% | 0.18% | 0.18% | 0.19% | 0.19% |
Ratio of Net Investment Income to Average Net Assets | 1.32% | 1.76% | 2.11% | 2.15% | 1.97% | 2.06% |
Portfolio Turnover Rate4 | 20% | 60% | 37%5 | 44%5 | 37%5 | 44%5 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 9%, 12%, 6%, 10%, 11%, and 12%, respectively, attributable to mortgage-dollar-roll activity. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Admiral Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 | $29.22 |
Investment Operations | ||||||
Net Investment Income | .3241 | .7421 | .8171 | .7911 | .6891 | .649 |
Capital Gain Distributions Received | .0001,2 | — | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 3.328 | 5.542 | 6.319 | (1.757) | 3.599 | 1.890 |
Total from Investment Operations | 3.652 | 6.284 | 7.136 | (.966) | 4.288 | 2.539 |
Distributions | ||||||
Dividends from Net Investment Income | (.331) | (.733) | (.830) | (.764) | (.678) | (.649) |
Distributions from Realized Capital Gains | (.181) | (.441) | (.066) | — | — | — |
Total Distributions | (.512) | (1.174) | (.896) | (.764) | (.678) | (.649) |
Net Asset Value, End of Period | $47.48 | $44.34 | $39.23 | $32.99 | $34.72 | $31.11 |
Total Return3 | 8.30% | 16.40% | 21.79% | -2.86% | 13.89% | 8.77% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $44,738 | $39,901 | $33,585 | $23,913 | $23,556 | $18,695 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.43% | 1.86% | 2.22% | 2.26% | 2.09% | 2.18% |
Portfolio Turnover Rate4 | 20% | 60% | 37%5 | 44%5 | 37%5 | 44%5 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 9%, 12%, 6%, 10%, 11%, and 12%, respectively, attributable to mortgage-dollar-roll activity. |
5 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Institutional Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2021 | Year Ended December 31, | ||||
2020 | 2019 | 2018 | 2017 | 2016 | ||
Net Asset Value, Beginning of Period | $44.35 | $39.24 | $33.00 | $34.72 | $31.12 | $29.22 |
Investment Operations | ||||||
Net Investment Income | .3271 | .7471 | .8201 | .7931 | .6911 | .653 |
Capital Gain Distributions Received | .0001,2 | — | — | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 3.317 | 5.541 | 6.320 | (1.745) | 3.588 | 1.899 |
Total from Investment Operations | 3.644 | 6.288 | 7.140 | (.952) | 4.279 | 2.552 |
Distributions | ||||||
Dividends from Net Investment Income | (.333) | (.737) | (.834) | (.768) | (.679) | (.652) |
Distributions from Realized Capital Gains | (.181) | (.441) | (.066) | — | — | — |
Total Distributions | (.514) | (1.178) | (.900) | (.768) | (.679) | (.652) |
Net Asset Value, End of Period | $47.48 | $44.35 | $39.24 | $33.00 | $34.72 | $31.12 |
Total Return | 8.28% | 16.41% | 21.79% | -2.82% | 13.86% | 8.81% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $12,524 | $11,685 | $11,143 | $9,543 | $10,075 | $8,495 |
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.44% | 1.87% | 2.23% | 2.27% | 2.10% | 2.19% |
Portfolio Turnover Rate3 | 20% | 60% | 37%4 | 44%4 | 37%4 | 44%4 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 9%, 12%, 6%, 10%, 11%, and 12%, respectively, attributable to mortgage-dollar-roll activity. |
4 | Excludes the value of portfolio securities received or delivered as a result of in-kind purchases or redemptions of the fund’s capital shares. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 35,211,157 | 50 | 429 | 35,211,636 |
Preferred Stocks | 8 | — | — | 8 |
U.S. Government and Agency Obligations | — | 13,577,235 | — | 13,577,235 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 544,457 | — | 544,457 |
Corporate Bonds | — | 6,180,255 | — | 6,180,255 |
Sovereign Bonds | — | 830,512 | — | 830,512 |
Taxable Municipal Bonds | — | 160,911 | — | 160,911 |
Temporary Cash Investments | 1,673,535 | — | — | 1,673,535 |
Total | 36,884,700 | 21,293,420 | 429 | 58,178,549 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 4,254 | — | — | 4,254 |
Liabilities | ||||
Futures Contracts1 | 213 | — | — | 213 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Amount ($000) | |
Tax Cost | 32,429,660 |
Gross Unrealized Appreciation | 26,164,941 |
Gross Unrealized Depreciation | (412,011) |
Net Unrealized Appreciation (Depreciation) | 25,752,930 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 12,130 | 265 | 32,057 | 799 | |
Issued in Lieu of Cash Distributions | 3,524 | 78 | 9,391 | 238 | |
Redeemed | (34,681) | (762) | (144,290) | (3,588) | |
Net Increase (Decrease)—Investor Shares | (19,027) | (419) | (102,842) | (2,551) | |
Admiral Shares | |||||
Issued | 4,600,843 | 100,841 | 7,512,084 | 187,887 | |
Issued in Lieu of Cash Distributions | 432,619 | 9,552 | 935,633 | 23,485 | |
Redeemed | (3,103,417) | (67,959) | (6,488,473) | (167,507) | |
Net Increase (Decrease)—Admiral Shares | 1,930,045 | 42,434 | 1,959,244 | 43,865 | |
Institutional Shares | |||||
Issued | 1,133,375 | 25,083 | 1,362,269 | 33,415 | |
Issued in Lieu of Cash Distributions | 132,142 | 2,917 | 303,674 | 7,647 | |
Redeemed | (1,265,145) | (27,728) | (2,439,295) | (61,549) | |
Net Increase (Decrease)—Institutional Shares | 372 | 272 | (773,352) | (20,487) |
Current Period Transactions | ||||||||
Dec. 31, 2020 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) | Jun. 30, 2021 Market Value ($000) | |
Vanguard Market Liquidity Fund | 1,548,665 | NA1 | NA1 | — | — | 598 | — | 1,673,535 |
Vanguard Total Bond Market ETF | 33,105 | — | — | — | (864) | 252 | 20 | 32,241 |
Total | 1,581,770 | (864) | 850 | 20 | 1,705,776 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
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• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2021 | |||
Managed Allocation Fund | Beginning Account Value 12/31/2020 | Ending Account Value 6/30/2021 | Expenses Paid During Period |
Based on Actual Fund Return | $1,000.00 | $1,098.30 | $1.61 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.26 | 1.56 |
Vanguard Total International Stock Index Fund Investor Shares | 23.8% |
Vanguard Total Stock Market Index Fund Investor Shares | 14.2 |
Vanguard Total Bond Market II Index Fund Investor Shares | 11.5 |
Vanguard Commodity Strategy Fund AdmiralTM Shares | 8.3 |
Vanguard Alternative Strategies Fund Investor Shares | 7.9 |
Vanguard Small-Cap Value Index Fund Admiral Shares | 5.9 |
Vanguard Market Neutral Fund Investor Shares | 5.0 |
Vanguard Value Index Fund Investor Shares | 4.9 |
Vanguard Total International Bond Index Fund Investor Shares | 4.0 |
Vanguard Dividend Appreciation Index Fund Admiral Shares | 3.5 |
Vanguard Emerging Markets Bond Fund Investor Shares | 3.0 |
Vanguard High Dividend Yield Index Fund Admiral Shares | 3.0 |
Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.5 |
Vanguard Global Minimum Volatility Fund Investor Shares | 2.5 |
Shares | Market Value• ($000) | |||||
Investment Companies (100.0%) | ||||||
U.S. Stock Funds (31.6%) | ||||||
Vanguard Total Stock Market Index Fund Investor Shares | 1,799,881 | 195,215 | ||||
Vanguard Small-Cap Value Index Fund Admiral Shares | 1,094,503 | 81,661 | ||||
Vanguard Value Index Fund Investor Shares | 1,260,893 | 67,634 | ||||
Vanguard Dividend Appreciation Index Fund Admiral Shares | 1,149,984 | 48,299 | ||||
Vanguard High Dividend Yield Index Fund Admiral Shares | 1,293,970 | 40,877 | ||||
433,686 | ||||||
Global Stock Fund (2.5%) | ||||||
Vanguard Global Minimum Volatility Fund Investor Shares | 2,359,831 | 34,619 | ||||
International Stock Funds (26.3%) | ||||||
Vanguard Total International Stock Index Fund Investor Shares | 15,496,664 | 326,515 | ||||
Vanguard Emerging Markets Stock Index Fund Investor Shares | 1,017,199 | 34,951 | ||||
361,466 | ||||||
U.S. Bond Fund (11.4%) | ||||||
1 | Vanguard Total Bond Market II Index Fund Investor Shares | 14,102,472 | 157,384 | |||
International Bond Funds (7.0%) | ||||||
Vanguard Total International Bond Index Fund Investor Shares | 4,773,343 | 54,464 | ||||
Vanguard Emerging Markets Bond Fund Investor Shares | 3,411,007 | 41,136 | ||||
95,600 | ||||||
Alternative Funds (21.2%) | ||||||
Vanguard Commodity Strategy Fund Admiral Shares | 3,410,613 | 113,369 | ||||
Vanguard Alternative Strategies Fund Investor Shares | 6,341,827 | 108,445 | ||||
Vanguard Market Neutral Fund Investor Shares | 7,062,625 | 69,002 | ||||
290,816 | ||||||
Total Investment Companies (Cost $1,015,077) | 1,373,571 | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 0.056% (Cost $453) | 4,535 | 453 | |||
Total Investments (100.0%) (Cost $1,015,530) | 1,374,024 | |||||
Other Assets and Liabilities—Net (0.0%) | (178) | |||||
Net Assets (100%) | 1,373,846 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
1 | Affiliated fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown for Vanguard Market Liquidity Fund is the 7-day yield. |
($000s, except shares and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $1,015,530) | 1,374,024 |
Receivables for Investment Securities Sold | 369 |
Receivables for Accrued Income | 375 |
Receivables for Capital Shares Issued | 780 |
Total Assets | 1,375,548 |
Liabilities | |
Payables for Investment Securities Purchased | 375 |
Payables for Capital Shares Redeemed | 1,327 |
Total Liabilities | 1,702 |
Net Assets | 1,373,846 |
At June 30, 2021, net assets consisted of: | |
Paid-in Capital | 988,069 |
Total Distributable Earnings (Loss) | 385,777 |
Net Assets | 1,373,846 |
Net Assets | |
Applicable to 73,004,445 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,373,846 |
Net Asset Value Per Share | $18.82 |
Six Months Ended June 30, 2021 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 8,664 |
Net Investment Income—Note B | 8,664 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | 46 |
Affiliated Funds Sold | 18,825 |
Realized Net Gain (Loss) | 18,871 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | 95,604 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 123,139 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 8,664 | 23,491 | |
Realized Net Gain (Loss) | 18,871 | 60,523 | |
Change in Unrealized Appreciation (Depreciation) | 95,604 | (56,962) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 123,139 | 27,052 | |
Distributions | |||
Total Distributions | (14,682) | (66,320) | |
Capital Share Transactions | |||
Issued | 114,018 | 150,614 | |
Issued in Lieu of Cash Distributions | 9,318 | 32,898 | |
Redeemed | (160,773) | (710,431) | |
Net Increase (Decrease) from Capital Share Transactions | (37,437) | (526,919) | |
Total Increase (Decrease) | 71,020 | (566,187) | |
Net Assets | |||
Beginning of Period | 1,302,826 | 1,869,013 | |
End of Period | 1,373,846 | 1,302,826 |
Six Months Ended June 30, 2021 | Year Ended December 31, | |||||
For a Share Outstanding Throughout Each Period | 2020 | 20191 | 20181 | 20171 | 20161 | |
Net Asset Value, Beginning of Period | $17.33 | $17.00 | $15.68 | $19.11 | $17.54 | $17.33 |
Investment Operations | ||||||
Net Investment Income | .1192 | .2652 | .4312 | .3952 | .3582 | .324 |
Capital Gain Distributions Received | .0012 | .0202 | .1072 | .0562 | .0112 | .072 |
Net Realized and Unrealized Gain (Loss) on Investments | 1.573 | .839 | 1.877 | (1.502) | 1.919 | .881 |
Total from Investment Operations | 1.693 | 1.124 | 2.415 | (1.051) | 2.288 | 1.277 |
Distributions | ||||||
Dividends from Net Investment Income | — | (.235) | (.535) | (.394) | (.394) | (.480) |
Distributions from Realized Capital Gains | (.203) | (.559) | (.354) | (.996) | (.024) | (.266) |
Return of Capital | — | — | (.206) | (.989) | (.300) | (.321) |
Total Distributions | (.203) | (.794) | (1.095) | (2.379) | (.718) | (1.067) |
Net Asset Value, End of Period | $18.82 | $17.33 | $17.00 | $15.68 | $19.11 | $17.54 |
Total Return | 9.83% | 6.89% | 15.64% | -5.67% | 13.29% | 7.55% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $1,374 | $1,303 | $1,869 | $1,760 | $2,089 | $1,698 |
Ratio of Total Expenses to Average Net Assets | — | — | 0.02% | 0.03% | 0.02% | 0.02% |
Acquired Fund Fees and Expenses | 0.31% | 0.28% | 0.30% | 0.29% | 0.32% | 0.32% |
Ratio of Net Investment Income to Average Net Assets | 1.32% | 1.65% | 2.57% | 2.11% | 1.95% | 1.80% |
Portfolio Turnover Rate | 10% | 33% | 19% | 17% | 8% | 19% |
The expense ratio, acquired fund fees and expenses, and net investment income ratio for the current period have been annualized. |
1 | Prepared on a consolidated basis through the fiscal year ended December 31, 2019, to include activity associated with Vanguard MPF Portfolio, which was held by the fund until June 27, 2019. |
2 | Calculated based on average shares outstanding. |
Amount ($000) | |
Tax Cost | 1,015,809 |
Gross Unrealized Appreciation | 374,989 |
Gross Unrealized Depreciation | (16,774) |
Net Unrealized Appreciation (Depreciation) | 358,215 |
Six Months Ended June 30, 2021 | Year Ended December 31, 2020 | ||
Shares (000) | Shares (000) | ||
Issued | 6,250 | 9,192 | |
Issued in Lieu of Cash Distributions | 520 | 1,977 | |
Redeemed | (8,923) | (45,943) | |
Net Increase (Decrease) in Shares Outstanding | (2,153) | (34,774) |
Current Period Transactions | ||||||||
Dec. 31, 2020 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) | Jun. 30, 2021 Market Value ($000) | |
Vanguard Alternative Strategies Fund | 129,560 | 5,143 | 27,036 | (4,910) | 5,688 | — | — | 108,445 |
Vanguard Commodity Strategy Fund | 100,104 | 14,066 | 23,750 | 2,458 | 20,491 | — | — | 113,369 |
Vanguard Dividend Appreciation Index Fund | 39,311 | 6,846 | 1,995 | 133 | 4,004 | 346 | — | 48,299 |
Vanguard Emerging Markets Bond Fund | 32,872 | 9,003 | 500 | (2) | (237) | 524 | — | 41,136 |
Vanguard Emerging Markets Stock Index Fund | 26,040 | 8,298 | 1,750 | 572 | 1,791 | 185 | — | 34,951 |
Vanguard Global Minimum Volatility Fund | 32,525 | 1,000 | 1,266 | 325 | 2,035 | — | — | 34,619 |
Vanguard High Dividend Yield Index Fund | 39,358 | 552 | 4,438 | 711 | 4,694 | 551 | — | 40,877 |
Vanguard Market Liquidity Fund | 8,214 | NA1 | NA1 | — | — | — | — | 453 |
Vanguard Market Neutral Fund | 75,602 | 1,770 | 14,872 | (583) | 7,085 | — | — | 69,002 |
Vanguard Small-Cap Value Index Fund | 64,892 | 13,599 | 10,457 | 2,249 | 11,378 | 600 | — | 81,661 |
Vanguard Total Bond Market II Index Fund | 149,786 | 18,730 | 7,325 | (99) | (3,708) | 1,317 | 46 | 157,384 |
Vanguard Total International Bond Index Fund | 52,349 | 5,374 | 2,000 | 193 | (1,452) | 217 | — | 54,464 |
Current Period Transactions | ||||||||
Dec. 31, 2020 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) | Jun. 30, 2021 Market Value ($000) | |
Vanguard Total International Stock Index Fund | 310,391 | 17,555 | 28,108 | 4,535 | 22,142 | 3,169 | — | 326,515 |
Vanguard Total Stock Market Index Fund | 182,717 | 6,221 | 19,108 | 10,760 | 14,625 | 1,079 | — | 195,215 |
Vanguard Value Index Fund | 65,614 | 676 | 8,207 | 2,483 | 7,068 | 676 | — | 67,634 |
Total | 1,309,335 | 108,833 | 150,812 | 18,825 | 95,604 | 8,664 | 46 | 1,374,024 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
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Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
Shares | Market Value ($000) | |||||
Common Stocks (61.13%) | ||||||
Basic Materials (1.24%) | ||||||
Linde plc | 412,012 | 119,113 | ||||
Air Products and Chemicals Inc. | 175,563 | 50,506 | ||||
Freeport-McMoRan Inc. | 1,162,096 | 43,125 | ||||
Ecolab Inc. | 203,761 | 41,969 | ||||
Newmont Corp. | 636,236 | 40,325 | ||||
Dow Inc. | 590,888 | 37,391 | ||||
International Flavors & Fragrances Inc. | 197,291 | 29,475 | ||||
Fastenal Co. | 456,919 | 23,760 | ||||
Nucor Corp. | 237,500 | 22,783 | ||||
LyondellBasell Industries NV Class A | 211,949 | 21,803 | ||||
International Paper Co. | 312,585 | 19,165 | ||||
Albemarle Corp. | 92,755 | 15,625 | ||||
Avery Dennison Corp. | 65,703 | 13,813 | ||||
Celanese Corp. | 89,028 | 13,497 | ||||
Eastman Chemical Co. | 109,225 | 12,752 | ||||
FMC Corp. | 102,915 | 11,135 | ||||
Steel Dynamics Inc. | 159,288 | 9,494 | ||||
CF Industries Holdings Inc. | 171,575 | 8,827 | ||||
Mosaic Co. | 271,150 | 8,652 | ||||
* | Cleveland-Cliffs Inc. | 357,091 | 7,699 | |||
Reliance Steel & Aluminum Co. | 49,740 | 7,506 | ||||
Scotts Miracle-Gro Co. | 30,878 | 5,926 | ||||
Royal Gold Inc. | 51,721 | 5,901 | ||||
* | Alcoa Corp. | 146,400 | 5,393 | |||
Olin Corp. | 114,046 | 5,276 | ||||
Valvoline Inc. | 145,334 | 4,718 | ||||
United States Steel Corp. | 193,243 | 4,638 | ||||
Chemours Co. | 132,679 | 4,617 | ||||
Timken Co. | 55,105 | 4,441 | ||||
Huntsman Corp. | 160,213 | 4,249 | ||||
* | Hexcel Corp. | 67,317 | 4,201 | |||
Ashland Global Holdings Inc. | 47,850 | 4,187 | ||||
Element Solutions Inc. | 168,379 | 3,937 | ||||
* | RBC Bearings Inc. | 19,218 | 3,832 | |||
W R Grace & Co. | 53,051 | 3,667 | ||||
Avient Corp. | 72,523 | 3,565 | ||||
UFP Industries Inc. | 46,235 | 3,437 | ||||
Balchem Corp. | 25,816 | 3,389 | ||||
* | Univar Solutions Inc. | 134,313 | 3,275 | |||
Hecla Mining Co. | 427,152 | 3,178 | ||||
Commercial Metals Co. | 99,361 | 3,052 | ||||
* | Arconic Corp. | 81,237 | 2,894 | |||
Sensient Technologies Corp. | 32,733 | 2,833 | ||||
* | Ingevity Corp. | 32,591 | 2,652 | |||
Quaker Chemical Corp. | 11,035 | 2,617 | ||||
Cabot Corp. | 44,156 | 2,514 | ||||
* | Amyris Inc. | 151,100 | 2,473 | |||
* | Livent Corp. | 127,674 | 2,472 | |||
* | MP Materials Corp. | 65,100 | 2,400 | |||
* | Domtar Corp. | 41,989 | 2,308 | |||
NewMarket Corp. | 7,058 | 2,273 | ||||
Westlake Chemical Corp. | 25,122 | 2,263 | ||||
Minerals Technologies Inc. | 26,839 | 2,111 | ||||
Stepan Co. | 16,746 | 2,014 | ||||
Tronox Holdings plc Class A | 87,714 | 1,965 | ||||
GrafTech International Ltd. | 160,275 | 1,862 | ||||
Mueller Industries Inc. | 41,401 | 1,793 |
Shares | Market Value ($000) | |||||
Boise Cascade Co. | 30,705 | 1,792 | ||||
Innospec Inc. | 19,761 | 1,791 | ||||
Worthington Industries Inc. | 27,489 | 1,682 | ||||
Kaiser Aluminum Corp. | 13,151 | 1,624 | ||||
Compass Minerals International Inc. | 27,193 | 1,611 | ||||
Carpenter Technology Corp. | 38,339 | 1,542 | ||||
* | Coeur Mining Inc. | 172,147 | 1,529 | |||
Materion Corp. | 15,393 | 1,160 | ||||
Schweitzer-Mauduit International Inc. | 25,778 | 1,041 | ||||
Schnitzer Steel Industries Inc. Class A | 18,601 | 912 | ||||
* | GCP Applied Technologies Inc. | 37,443 | 871 | |||
* | Kraton Corp. | 23,122 | 747 | |||
* | Energy Fuels Inc. | 120,446 | 729 | |||
* | AdvanSix Inc. | 23,829 | 712 | |||
*,1 | Zymergen Inc. | 16,152 | 646 | |||
* | US Silica Holdings Inc. | 53,800 | 622 | |||
Neenah Inc. | 12,110 | 608 | ||||
PQ Group Holdings Inc. | 38,331 | 589 | ||||
Hawkins Inc. | 17,498 | 573 | ||||
* | Koppers Holdings Inc. | 17,410 | 563 | |||
* | Century Aluminum Co. | 43,070 | 555 | |||
* | TimkenSteel Corp. | 37,005 | 524 | |||
* | Uranium Energy Corp. | 191,943 | 511 | |||
Resolute Forest Products Inc. | 37,600 | 459 | ||||
American Vanguard Corp. | 24,535 | 430 | ||||
* | Clearwater Paper Corp. | 14,637 | 424 | |||
Glatfelter Corp. | 29,983 | 419 | ||||
Omega Flex Inc. | 2,737 | 402 | ||||
Verso Corp. Class A | 22,685 | 401 | ||||
* | Gatos Silver Inc. | 22,900 | 400 | |||
* | Unifi Inc. | 16,177 | 394 | |||
Tredegar Corp. | 26,220 | 361 | ||||
*,1 | Meta Materials Inc. | 46,467 | 348 | |||
* | Rayonier Advanced Materials Inc. | 44,700 | 299 | |||
* | Intrepid Potash Inc. | 7,428 | 237 | |||
Haynes International Inc. | 6,067 | 215 | ||||
* | Northwest Pipe Co. | 7,317 | 207 | |||
* | Westwater Resources Inc. | 42,600 | 203 | |||
* | Marrone Bio Innovations Inc. | 114,464 | 190 | |||
* | Ryerson Holding Corp. | 12,967 | 189 | |||
Olympic Steel Inc. | 6,373 | 187 | ||||
Gold Resource Corp. | 71,225 | 184 | ||||
Culp Inc. | 10,880 | 177 | ||||
* | Comstock Mining Inc. | 48,500 | 176 | |||
*,1 | Ur-Energy Inc. | 114,960 | 161 | |||
FutureFuel Corp. | 15,031 | 144 | ||||
Eastern Co. | 4,598 | 139 | ||||
* | NN Inc. | 17,924 | 132 | |||
* | LSB Industries Inc. | 16,674 | 101 | |||
Northern Technologies International Corp. | 5,764 | 100 | ||||
*,2 | Meta Materials Inc. Series A Class A | 92,934 | 100 | |||
* | Universal Stainless & Alloy Products Inc. | 7,642 | 77 | |||
* | Synalloy Corp. | 7,617 | 76 | |||
* | Hycroft Mining Holding Corp. | 20,200 | 62 | |||
Friedman Industries Inc. | 2,625 | 35 | ||||
United-Guardian Inc. | 2,067 | 31 | ||||
* | United States Antimony Corp. | 19,099 | 19 | |||
Chicago Rivet & Machine Co. | 710 | 18 | ||||
* | Solitario Zinc Corp. | 21,690 | 14 | |||
* | Ampco-Pittsburgh Corp. | 1,874 | 11 | |||
* | Yield10 Bioscience Inc. | 1,115 | 9 |
Shares | Market Value ($000) | |||||
* | US Gold Corp. | 708 | 8 | |||
* | Paramount Gold Nevada Corp. | 1,148 | 1 | |||
* | Golden Minerals Co. | 648 | — | |||
*,2 | Partners LP CVR | 2,730 | — | |||
711,212 | ||||||
Consumer Discretionary (9.75%) | ||||||
* | Amazon.com Inc. | 340,019 | 1,169,720 | |||
* | Tesla Inc. | 611,270 | 415,480 | |||
Home Depot Inc. | 842,645 | 268,711 | ||||
* | Walt Disney Co. | 1,440,649 | 253,223 | |||
* | Netflix Inc. | 351,684 | 185,763 | |||
Walmart Inc. | 1,114,696 | 157,194 | ||||
NIKE Inc. Class B | 1,011,182 | 156,218 | ||||
Costco Wholesale Corp. | 350,812 | 138,806 | ||||
McDonald's Corp. | 591,571 | 136,647 | ||||
Lowe's Cos. Inc. | 566,299 | 109,845 | ||||
Starbucks Corp. | 934,173 | 104,450 | ||||
Target Corp. | 393,137 | 95,037 | ||||
* | Booking Holdings Inc. | 32,563 | 71,251 | |||
* | General Motors Co. | 1,036,903 | 61,354 | |||
TJX Cos. Inc. | 907,099 | 61,157 | ||||
Activision Blizzard Inc. | 616,707 | 58,859 | ||||
Estee Lauder Cos. Inc. Class A | 174,186 | 55,405 | ||||
* | Uber Technologies Inc. | 1,038,325 | 52,041 | |||
* | Ford Motor Co. | 3,107,279 | 46,174 | |||
Dollar General Corp. | 189,786 | 41,068 | ||||
eBay Inc. | 513,534 | 36,055 | ||||
Ross Stores Inc. | 282,672 | 35,051 | ||||
* | Chipotle Mexican Grill Inc. | 22,359 | 34,664 | |||
* | Lululemon Athletica Inc. | 94,285 | 34,411 | |||
* | Aptiv plc | 214,569 | 33,758 | |||
Electronic Arts Inc. | 227,565 | 32,731 | ||||
* | O'Reilly Automotive Inc. | 55,207 | 31,259 | |||
* | Marriott International Inc. Class A | 206,813 | 28,234 | |||
Yum! Brands Inc. | 236,011 | 27,148 | ||||
* | Hilton Worldwide Holdings Inc. | 220,859 | 26,640 | |||
* | Trade Desk Inc. Class A | 340,640 | 26,352 | |||
* | AutoZone Inc. | 17,434 | 26,015 | |||
* | Peloton Interactive Inc. Class A | 201,955 | 25,046 | |||
* | Southwest Airlines Co. | 471,295 | 25,021 | |||
DR Horton Inc. | 257,955 | 23,311 | ||||
* | Copart Inc. | 169,036 | 22,284 | |||
* | Delta Air Lines Inc. | 514,935 | 22,276 | |||
*,1 | AMC Entertainment Holdings Inc. Class A | 391,300 | 22,179 | |||
Lennar Corp. Class A | 222,937 | 22,149 | ||||
VF Corp. | 262,861 | 21,565 | ||||
ViacomCBS Inc. Class B | 464,936 | 21,015 | ||||
* | Etsy Inc. | 100,771 | 20,743 | |||
Best Buy Co. Inc. | 178,537 | 20,528 | ||||
* | Carvana Co. | 64,206 | 19,379 | |||
* | Dollar Tree Inc. | 185,734 | 18,481 | |||
* | Wayfair Inc. Class A | 58,429 | 18,447 | |||
* | ROBLOX Corp. Class A | 204,850 | 18,432 | |||
* | Expedia Group Inc. | 112,024 | 18,339 | |||
* | Airbnb Inc. Class A | 115,204 | 17,642 | |||
Garmin Ltd. | 121,400 | 17,559 | ||||
* | Las Vegas Sands Corp. | 332,483 | 17,519 | |||
* | Carnival Corp. | 657,027 | 17,319 | |||
* | Burlington Stores Inc. | 52,929 | 17,043 | |||
Tractor Supply Co. | 91,410 | 17,008 | ||||
* | CarMax Inc. | 130,006 | 16,790 |
Shares | Market Value ($000) | |||||
* | Caesars Entertainment Inc. | 157,845 | 16,376 | |||
* | Take-Two Interactive Software Inc. | 92,038 | 16,293 | |||
* | Ulta Beauty Inc. | 43,654 | 15,094 | |||
Darden Restaurants Inc. | 103,234 | 15,071 | ||||
* | Royal Caribbean Cruises Ltd. | 171,727 | 14,645 | |||
Genuine Parts Co. | 114,624 | 14,496 | ||||
Domino's Pizza Inc. | 30,898 | 14,414 | ||||
MGM Resorts International | 329,481 | 14,052 | ||||
Pool Corp. | 30,120 | 13,815 | ||||
* | NVR Inc. | 2,774 | 13,796 | |||
Omnicom Group Inc. | 170,625 | 13,648 | ||||
* | United Airlines Holdings Inc. | 251,462 | 13,149 | |||
L Brands Inc. | 177,940 | 12,822 | ||||
* | Lyft Inc. Class A | 205,118 | 12,406 | |||
* | DraftKings Inc. Class A | 223,773 | 11,674 | |||
Whirlpool Corp. | 49,763 | 10,849 | ||||
PulteGroup Inc. | 197,928 | 10,801 | ||||
* | American Airlines Group Inc. | 509,099 | 10,798 | |||
Advance Auto Parts Inc. | 52,180 | 10,704 | ||||
Interpublic Group of Cos. Inc. | 313,640 | 10,190 | ||||
* | LKQ Corp. | 205,379 | 10,109 | |||
* | Wynn Resorts Ltd. | 82,651 | 10,108 | |||
*,1 | GameStop Corp. Class A | 47,100 | 10,086 | |||
* | Vail Resorts Inc. | 31,848 | 10,081 | |||
* | Live Nation Entertainment Inc. | 112,710 | 9,872 | |||
Hasbro Inc. | 103,956 | 9,826 | ||||
Fox Corp. Class A | 263,603 | 9,788 | ||||
* | Tapestry Inc. | 219,843 | 9,559 | |||
* | Penn National Gaming Inc. | 124,792 | 9,545 | |||
Williams-Sonoma Inc. | 59,744 | 9,538 | ||||
BorgWarner Inc. | 186,663 | 9,061 | ||||
* | Chegg Inc. | 107,694 | 8,950 | |||
* | RH | 13,062 | 8,869 | |||
* | Zynga Inc. Class A | 834,087 | 8,866 | |||
* | Floor & Decor Holdings Inc. Class A | 82,508 | 8,721 | |||
* | Deckers Outdoor Corp. | 22,554 | 8,662 | |||
* | Five Below Inc. | 44,306 | 8,563 | |||
* | Norwegian Cruise Line Holdings Ltd. | 290,754 | 8,551 | |||
Lear Corp. | 47,506 | 8,327 | ||||
Newell Brands Inc. | 302,316 | 8,305 | ||||
Lithia Motors Inc. Class A | 23,776 | 8,170 | ||||
News Corp. Class A | 313,485 | 8,079 | ||||
* | Discovery Inc. Class C | 264,153 | 7,655 | |||
Aramark | 204,144 | 7,604 | ||||
Gap Inc. | 225,700 | 7,595 | ||||
* | Bright Horizons Family Solutions Inc. | 49,137 | 7,229 | |||
Nielsen Holdings plc | 285,096 | 7,033 | ||||
* | Capri Holdings Ltd. | 120,601 | 6,897 | |||
Service Corp. International | 127,327 | 6,823 | ||||
Kohl's Corp. | 123,220 | 6,791 | ||||
* | Liberty Media Corp.-Liberty Formula One Class C | 132,132 | 6,370 | |||
Polaris Inc. | 46,474 | 6,365 | ||||
Gentex Corp. | 192,267 | 6,362 | ||||
Rollins Inc. | 178,730 | 6,113 | ||||
Tempur Sealy International Inc. | 154,580 | 6,058 | ||||
* | SiteOne Landscape Supply Inc. | 35,590 | 6,024 | |||
* | PVH Corp. | 55,919 | 6,016 | |||
* | Alaska Air Group Inc. | 99,519 | 6,002 | |||
* | IAA Inc. | 108,123 | 5,897 | |||
* | YETI Holdings Inc. | 63,424 | 5,824 | |||
* | Crocs Inc. | 49,554 | 5,774 |
Shares | Market Value ($000) | |||||
* | Mattel Inc. | 282,115 | 5,671 | |||
Harley-Davidson Inc. | 123,095 | 5,640 | ||||
* | Scientific Games Corp. | 72,093 | 5,583 | |||
Churchill Downs Inc. | 27,335 | 5,419 | ||||
Wyndham Hotels & Resorts Inc. | 74,726 | 5,402 | ||||
* | Skechers USA Inc. Class A | 106,231 | 5,293 | |||
Leggett & Platt Inc. | 101,988 | 5,284 | ||||
* | BJ's Wholesale Club Holdings Inc. | 110,504 | 5,258 | |||
* | Fox Factory Holding Corp. | 33,297 | 5,183 | |||
Texas Roadhouse Inc. Class A | 53,870 | 5,182 | ||||
Toll Brothers Inc. | 89,636 | 5,182 | ||||
Hanesbrands Inc. | 273,235 | 5,101 | ||||
* | AutoNation Inc. | 53,654 | 5,087 | |||
* | Marriott Vacations Worldwide Corp. | 31,792 | 5,064 | |||
Foot Locker Inc. | 81,503 | 5,023 | ||||
* | Planet Fitness Inc. Class A | 66,588 | 5,011 | |||
* | Terminix Global Holdings Inc. | 102,171 | 4,875 | |||
New York Times Co. Class A | 111,908 | 4,874 | ||||
Nexstar Media Group Inc. Class A | 32,285 | 4,774 | ||||
Thor Industries Inc. | 41,941 | 4,739 | ||||
Dick's Sporting Goods Inc. | 46,757 | 4,685 | ||||
* | Macy's Inc. | 246,551 | 4,675 | |||
* | Chewy Inc. Class A | 57,469 | 4,581 | |||
* | Helen of Troy Ltd. | 19,727 | 4,500 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 96,759 | 4,489 | |||
American Eagle Outfitters Inc. | 119,546 | 4,487 | ||||
AMERCO | 7,090 | 4,179 | ||||
1 | Sirius XM Holdings Inc. | 638,303 | 4,174 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 49,438 | 4,159 | |||
Travel + Leisure Co. | 69,851 | 4,153 | ||||
* | JetBlue Airways Corp. | 246,521 | 4,137 | |||
Fox Corp. Class B | 116,981 | 4,118 | ||||
Ralph Lauren Corp. | 34,698 | 4,088 | ||||
* | Under Armour Inc. Class A | 182,909 | 3,869 | |||
* | Boyd Gaming Corp. | 62,414 | 3,838 | |||
* | Goodyear Tire & Rubber Co. | 223,247 | 3,829 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 80,581 | 3,753 | |||
Qurate Retail Inc. Class A | 286,134 | 3,745 | ||||
Wingstop Inc. | 23,709 | 3,737 | ||||
*,1 | Luminar Technologies Inc. Class A | 164,987 | 3,621 | |||
Carter's Inc. | 33,861 | 3,493 | ||||
*,1 | Discovery Inc. Class A | 112,468 | 3,451 | |||
Choice Hotels International Inc. | 28,885 | 3,433 | ||||
* | frontdoor Inc. | 68,663 | 3,421 | |||
* | Sonos Inc. | 96,773 | 3,409 | |||
* | National Vision Holdings Inc. | 65,404 | 3,344 | |||
TEGNA Inc. | 177,829 | 3,336 | ||||
* | Nordstrom Inc. | 90,741 | 3,318 | |||
H&R Block Inc. | 140,031 | 3,288 | ||||
Wendy's Co. | 140,277 | 3,285 | ||||
* | Signet Jewelers Ltd. | 40,200 | 3,248 | |||
* | Grand Canyon Education Inc. | 35,898 | 3,230 | |||
* | Shake Shack Inc. Class A | 29,830 | 3,192 | |||
* | TripAdvisor Inc. | 78,779 | 3,175 | |||
* | Callaway Golf Co. | 93,414 | 3,151 | |||
* | Sabre Corp. | 250,310 | 3,124 | |||
* | Stitch Fix Inc. Class A | 51,523 | 3,107 | |||
* | Overstock.com Inc. | 33,041 | 3,046 | |||
* | Avis Budget Group Inc. | 38,723 | 3,016 | |||
* | Cardlytics Inc. | 23,301 | 2,958 | |||
KB Home | 72,341 | 2,946 |
Shares | Market Value ($000) | |||||
* | QuantumScape Corp. Class A | 99,835 | 2,921 | |||
* | Hilton Grand Vacations Inc. | 69,445 | 2,874 | |||
Cracker Barrel Old Country Store Inc. | 19,343 | 2,872 | ||||
* | LGI Homes Inc. | 17,596 | 2,849 | |||
Murphy USA Inc. | 21,094 | 2,813 | ||||
* | Stamps.com Inc. | 13,872 | 2,778 | |||
* | Meritage Homes Corp. | 29,258 | 2,753 | |||
* | Bed Bath & Beyond Inc. | 80,967 | 2,695 | |||
Steven Madden Ltd. | 61,562 | 2,694 | ||||
* | Asbury Automotive Group Inc. | 15,704 | 2,691 | |||
PROG Holdings Inc. | 55,892 | 2,690 | ||||
Warner Music Group Corp. Class A | 74,519 | 2,686 | ||||
Papa John's International Inc. | 25,676 | 2,682 | ||||
* | Visteon Corp. | 22,167 | 2,681 | |||
Columbia Sportswear Co. | 27,224 | 2,678 | ||||
Dana Inc. | 112,670 | 2,677 | ||||
* | Taylor Morrison Home Corp. Class A | 100,627 | 2,659 | |||
* | Madison Square Garden Sports Corp. | 15,240 | 2,630 | |||
Rent-A-Center Inc. | 49,412 | 2,622 | ||||
* | Spirit Airlines Inc. | 85,301 | 2,597 | |||
* | Six Flags Entertainment Corp. | 59,169 | 2,561 | |||
LCI Industries | 18,968 | 2,493 | ||||
* | Leslie's Inc. | 90,175 | 2,479 | |||
* | Hyatt Hotels Corp. Class A | 31,466 | 2,443 | |||
* | 2U Inc. | 57,721 | 2,405 | |||
* | Allegiant Travel Co. | 11,982 | 2,325 | |||
Herman Miller Inc. | 48,789 | 2,300 | ||||
* | Under Armour Inc. Class C | 123,193 | 2,288 | |||
Kontoor Brands Inc. | 40,491 | 2,284 | ||||
* | Coty Inc. Class A | 244,067 | 2,280 | |||
*,1 | Fisker Inc. | 117,100 | 2,258 | |||
MDC Holdings Inc. | 44,459 | 2,250 | ||||
Wolverine World Wide Inc. | 66,866 | 2,249 | ||||
* | Dorman Products Inc. | 21,676 | 2,247 | |||
* | Skyline Champion Corp. | 41,920 | 2,234 | |||
* | Vista Outdoor Inc. | 48,016 | 2,222 | |||
News Corp. Class B | 90,502 | 2,204 | ||||
World Wrestling Entertainment Inc. Class A | 38,021 | 2,201 | ||||
* | Abercrombie & Fitch Co. Class A | 47,338 | 2,198 | |||
* | Brinker International Inc. | 35,325 | 2,185 | |||
* | iHeartMedia Inc. Class A | 81,059 | 2,183 | |||
* | iRobot Corp. | 23,096 | 2,157 | |||
* | Academy Sports & Outdoors Inc. | 51,815 | 2,137 | |||
Group 1 Automotive Inc. | 13,660 | 2,110 | ||||
* | Red Rock Resorts Inc. Class A | 48,918 | 2,079 | |||
* | Sally Beauty Holdings Inc. | 93,417 | 2,062 | |||
* | Cheesecake Factory Inc. | 37,695 | 2,042 | |||
Penske Automotive Group Inc. | 26,957 | 2,035 | ||||
* | Urban Outfitters Inc. | 49,242 | 2,030 | |||
* | Sleep Number Corp. | 18,237 | 2,005 | |||
* | Tri Pointe Homes Inc. | 93,277 | 1,999 | |||
* | Liberty Media Corp.-Liberty Formula One Class A | 46,699 | 1,991 | |||
Graham Holdings Co. Class B | 3,134 | 1,987 | ||||
John Wiley & Sons Inc. Class A | 32,872 | 1,978 | ||||
* | SeaWorld Entertainment Inc. | 39,185 | 1,957 | |||
Jack in the Box Inc. | 17,556 | 1,956 | ||||
* | Bloomin' Brands Inc. | 71,500 | 1,941 | |||
* | Boot Barn Holdings Inc. | 23,076 | 1,940 | |||
* | Gentherm Inc. | 27,223 | 1,934 | |||
* | At Home Group Inc. | 51,800 | 1,908 | |||
* | Coursera Inc. | 48,201 | 1,907 |
Shares | Market Value ($000) | |||||
* | ODP Corp. | 39,451 | 1,894 | |||
* | Selectquote Inc. | 96,684 | 1,862 | |||
* | Cinemark Holdings Inc. | 84,330 | 1,851 | |||
* | Revolve Group Inc. Class A | 26,800 | 1,847 | |||
Big Lots Inc. | 27,152 | 1,792 | ||||
Winnebago Industries Inc. | 26,359 | 1,791 | ||||
Levi Strauss & Co. Class A | 61,847 | 1,714 | ||||
* | KAR Auction Services Inc. | 97,587 | 1,713 | |||
Rush Enterprises Inc. Class A | 38,835 | 1,679 | ||||
* | Everi Holdings Inc. | 66,989 | 1,671 | |||
* | SkyWest Inc. | 38,575 | 1,661 | |||
Strategic Education Inc. | 20,603 | 1,567 | ||||
Monro Inc. | 24,603 | 1,563 | ||||
HNI Corp. | 35,491 | 1,561 | ||||
PriceSmart Inc. | 17,082 | 1,555 | ||||
Century Communities Inc. | 23,127 | 1,539 | ||||
Smith & Wesson Brands Inc. | 44,247 | 1,535 | ||||
* | AMC Networks Inc. Class A | 22,780 | 1,522 | |||
* | WW International Inc. | 41,763 | 1,509 | |||
* | Knowles Corp. | 74,153 | 1,464 | |||
* | Cavco Industries Inc. | 6,408 | 1,424 | |||
Gray Television Inc. | 60,831 | 1,423 | ||||
* | Petco Health & Wellness Co. Inc. Class A | 63,451 | 1,422 | |||
* | Adtalem Global Education Inc. | 39,847 | 1,420 | |||
* | Meredith Corp. | 32,625 | 1,417 | |||
Sinclair Broadcast Group Inc. Class A | 41,400 | 1,375 | ||||
* | Lions Gate Entertainment Corp. Class B | 73,308 | 1,342 | |||
* | M/I Homes Inc. | 22,855 | 1,341 | |||
La-Z-Boy Inc. | 35,433 | 1,312 | ||||
* | Dave & Buster's Entertainment Inc. | 32,200 | 1,307 | |||
Oxford Industries Inc. | 13,227 | 1,307 | ||||
Sturm Ruger & Co. Inc. | 14,136 | 1,272 | ||||
* | Tenneco Inc. Class A | 65,600 | 1,267 | |||
* | Central Garden & Pet Co. Class A | 25,668 | 1,240 | |||
Acushnet Holdings Corp. | 25,050 | 1,237 | ||||
Buckle Inc. | 24,717 | 1,230 | ||||
* | Lions Gate Entertainment Corp. Class A | 59,304 | 1,228 | |||
* | Hibbett Inc. | 13,684 | 1,226 | |||
* | Malibu Boats Inc. Class A | 16,616 | 1,218 | |||
Camping World Holdings Inc. Class A | 29,682 | 1,217 | ||||
* | Madison Square Garden Entertainment Corp. | 14,340 | 1,204 | |||
*,1 | Canoo Inc. | 120,500 | 1,198 | |||
* | Purple Innovation Inc. Class A | 45,093 | 1,191 | |||
* | Houghton Mifflin Harcourt Co. | 103,100 | 1,138 | |||
*,1 | Blink Charging Co. | 27,033 | 1,113 | |||
* | Stride Inc. | 34,430 | 1,106 | |||
* | Laureate Education Inc. Class A | 75,959 | 1,102 | |||
* | GoPro Inc. Class A | 93,976 | 1,095 | |||
* | Dine Brands Global Inc. | 12,079 | 1,078 | |||
* | elf Beauty Inc. | 38,814 | 1,053 | |||
Knoll Inc. | 40,290 | 1,047 | ||||
Steelcase Inc. Class A | 68,828 | 1,040 | ||||
* | G-III Apparel Group Ltd. | 30,976 | 1,018 | |||
* | Clean Energy Fuels Corp. | 100,039 | 1,015 | |||
* | XPEL Inc. | 12,093 | 1,014 | |||
* | Children's Place Inc. | 10,719 | 998 | |||
* | RealReal Inc. | 50,000 | 988 | |||
* | Zumiez Inc. | 19,929 | 976 | |||
* | Hawaiian Holdings Inc. | 39,683 | 967 | |||
Inter Parfums Inc. | 12,887 | 928 | ||||
* | Figs Inc. Class A | 18,343 | 919 |
Shares | Market Value ($000) | |||||
*,1 | Lordstown Motors Corp. | 82,996 | 918 | |||
EW Scripps Co. Class A | 44,261 | 902 | ||||
* | Tupperware Brands Corp. | 37,700 | 895 | |||
* | Designer Brands Inc. Class A | 53,752 | 890 | |||
* | American Axle & Manufacturing Holdings Inc. | 85,596 | 886 | |||
Dillard's Inc. Class A | 4,901 | 886 | ||||
*,1 | Vuzix Corp. | 47,800 | 877 | |||
Aaron's Co. Inc. | 27,396 | 876 | ||||
* | Lovesac Co. | 10,900 | 870 | |||
* | Driven Brands Holdings Inc. | 27,865 | 862 | |||
* | Cars.com Inc. | 59,600 | 854 | |||
Franchise Group Inc. | 24,078 | 849 | ||||
Caleres Inc. | 30,600 | 835 | ||||
* | Denny's Corp. | 49,923 | 823 | |||
*,1 | ContextLogic Inc. Class A | 62,254 | 820 | |||
* | Corsair Gaming Inc. | 24,428 | 813 | |||
Guess? Inc. | 30,411 | 803 | ||||
* | BJ's Restaurants Inc. | 16,148 | 794 | |||
* | Genesco Inc. | 12,465 | 794 | |||
Matthews International Corp. Class A | 22,042 | 793 | ||||
* | Monarch Casino & Resort Inc. | 11,887 | 787 | |||
* | MarineMax Inc. | 16,108 | 785 | |||
* | Bally's Corp. | 13,976 | 756 | |||
*,1 | XL Fleet Corp. | 90,300 | 752 | |||
* | Viad Corp. | 14,866 | 741 | |||
* | Perdoceo Education Corp. | 59,954 | 736 | |||
* | Quotient Technology Inc. | 65,116 | 704 | |||
* | Angi Inc. Class A | 51,994 | 703 | |||
* | Clear Channel Outdoor Holdings Inc. | 265,400 | 701 | |||
* | Stoneridge Inc. | 23,341 | 689 | |||
* | Liberty Media Corp.-Liberty Braves Class C | 24,614 | 684 | |||
* | Citi Trends Inc. | 7,854 | 683 | |||
* | Party City Holdco Inc. | 73,000 | 681 | |||
Sonic Automotive Inc. Class A | 15,175 | 679 | ||||
* | 1-800-Flowers.com Inc. Class A | 21,198 | 676 | |||
* | Central Garden & Pet Co. | 12,440 | 658 | |||
* | QuinStreet Inc. | 34,959 | 650 | |||
* | Sportsman's Warehouse Holdings Inc. | 35,095 | 624 | |||
* | Golden Entertainment Inc. | 13,829 | 620 | |||
* | Liquidity Services Inc. | 24,357 | 620 | |||
* | Arko Corp. | 67,400 | 619 | |||
* | America's Car-Mart Inc. | 4,309 | 611 | |||
* | Fossil Group Inc. | 42,400 | 605 | |||
* | CarParts.com Inc. | 29,616 | 603 | |||
* | Chuy's Holdings Inc. | 15,928 | 593 | |||
Standard Motor Products Inc. | 13,650 | 592 | ||||
Interface Inc. Class A | 37,978 | 581 | ||||
* | Green Brick Partners Inc. | 24,904 | 566 | |||
Shoe Carnival Inc. | 7,865 | 563 | ||||
* | Poshmark Inc. Class A | 11,665 | 557 | |||
Johnson Outdoors Inc. Class A | 4,529 | 548 | ||||
* | Chico's FAS Inc. | 82,065 | 540 | |||
* | Accel Entertainment Inc. Class A | 45,284 | 538 | |||
Carriage Services Inc. Class A | 14,379 | 532 | ||||
* | Ruth's Hospitality Group Inc. | 23,038 | 531 | |||
* | Gannett Co. Inc. | 96,200 | 528 | |||
* | Cricut Inc. Class A | 12,396 | 528 | |||
RCI Hospitality Holdings Inc. | 7,914 | 524 | ||||
* | Vizio Holding Corp. Class A | 19,097 | 516 | |||
Haverty Furniture Cos. Inc. | 11,934 | 510 | ||||
* | Sun Country Airlines Holdings Inc. | 13,720 | 508 |
Shares | Market Value ($000) | |||||
Lennar Corp. Class B | 6,077 | 495 | ||||
* | Thryv Holdings Inc. | 13,500 | 483 | |||
* | VistaGen Therapeutics Inc. | 151,563 | 477 | |||
* | Cooper-Standard Holdings Inc. | 16,300 | 473 | |||
* | Marcus Corp. | 22,280 | 473 | |||
* | Rush Street Interactive Inc. | 38,600 | 473 | |||
* | Red Robin Gourmet Burgers Inc. | 14,100 | 467 | |||
*,1 | Genius Brands International Inc. | 253,800 | 467 | |||
Scholastic Corp. | 12,175 | 461 | ||||
* | Latham Group Inc. | 14,438 | 461 | |||
* | Lands' End Inc. | 10,900 | 447 | |||
* | Frontier Group Holdings Inc. | 26,032 | 444 | |||
* | Golden Nugget Online Gaming Inc. | 34,476 | 440 | |||
Global Industrial Co. | 11,984 | 440 | ||||
* | Beazer Homes USA Inc. | 22,577 | 436 | |||
* | Entercom Communications Corp. Class A | 100,400 | 433 | |||
Big 5 Sporting Goods Corp. | 16,718 | 429 | ||||
* | Universal Electronics Inc. | 8,830 | 428 | |||
* | Turtle Beach Corp. | 13,183 | 421 | |||
Movado Group Inc. | 13,282 | 418 | ||||
Ethan Allen Interiors Inc. | 15,022 | 415 | ||||
* | Lumber Liquidators Holdings Inc. | 19,622 | 414 | |||
Kimball International Inc. Class B | 31,256 | 411 | ||||
* | Funko Inc. Class A | 19,100 | 406 | |||
* | American Public Education Inc. | 14,286 | 405 | |||
Clarus Corp. | 15,537 | 399 | ||||
* | Boston Omaha Corp. Class A | 12,493 | 396 | |||
* | Dream Finders Homes Inc. Class A | 16,072 | 393 | |||
* | American Outdoor Brands Inc. | 11,061 | 389 | |||
*,1 | Eastman Kodak Co. | 46,489 | 387 | |||
* | Arlo Technologies Inc. | 55,119 | 373 | |||
* | Hovnanian Enterprises Inc. Class A | 3,500 | 372 | |||
Winmark Corp. | 1,926 | 370 | ||||
* | CarLotz Inc. | 67,729 | 370 | |||
* | MSG Networks Inc. Class A | 25,247 | 368 | |||
Hooker Furniture Corp. | 10,600 | 367 | ||||
* | Century Casinos Inc. | 27,263 | 366 | |||
A-Mark Precious Metals Inc. | 7,816 | 363 | ||||
* | Express Inc. | 55,300 | 359 | |||
*,1 | Arcimoto Inc. | 20,700 | 356 | |||
* | Nautilus Inc. | 20,996 | 354 | |||
* | Shift Technologies Inc. | 40,200 | 345 | |||
* | ACV Auctions Inc. Class A | 13,408 | 344 | |||
* | HyreCar Inc. | 16,243 | 340 | |||
* | Noodles & Co. Class A | 27,098 | 338 | |||
* | Cumulus Media Inc. Class A | 22,600 | 331 | |||
* | Liberty Media Corp.-Liberty Braves Class A | 11,719 | 331 | |||
* | Vera Bradley Inc. | 26,700 | 331 | |||
* | MDC Partners Inc. Class A | 55,987 | 328 | |||
* | TravelCenters of America Inc. | 11,200 | 327 | |||
National CineMedia Inc. | 63,500 | 322 | ||||
Cato Corp. Class A | 18,491 | 312 | ||||
Rocky Brands Inc. | 5,601 | 311 | ||||
* | MasterCraft Boat Holdings Inc. | 11,800 | 310 | |||
Del Taco Restaurants Inc. | 30,200 | 302 | ||||
* | Motorcar Parts of America Inc. | 13,428 | 301 | |||
* | El Pollo Loco Holdings Inc. | 16,271 | 298 | |||
* | Container Store Group Inc. | 22,761 | 297 | |||
* | Alta Equipment Group Inc. | 22,200 | 295 | |||
* | Full House Resorts Inc. | 29,586 | 294 | |||
* | Lindblad Expeditions Holdings Inc. | 17,847 | 286 |
Shares | Market Value ($000) | |||||
* | ThredUp Inc. Class A | 9,743 | 283 | |||
*,1 | CuriosityStream Inc. | 20,600 | 281 | |||
OneWater Marine Inc. Class A | 6,600 | 277 | ||||
* | Mesa Air Group Inc. | 29,600 | 276 | |||
Bassett Furniture Industries Inc. | 11,200 | 273 | ||||
* | Kirkland's Inc. | 11,800 | 270 | |||
Entravision Communications Corp. Class A | 38,303 | 256 | ||||
* | Liberty TripAdvisor Holdings Inc. Class A | 62,500 | 254 | |||
* | Daily Journal Corp. | 718 | 243 | |||
* | Chicken Soup For The Soul Entertainment Inc. Class A | 5,596 | 232 | |||
* | Bluegreen Vacations Holding Corp. Class A | 12,615 | 227 | |||
* | LiveXLive Media Inc. | 47,948 | 226 | |||
* | Carrols Restaurant Group Inc. | 37,000 | 222 | |||
* | Emerald Holding Inc. | 41,000 | 221 | |||
* | Drive Shack Inc. | 64,811 | 215 | |||
* | Build-A-Bear Workshop Inc. | 12,127 | 210 | |||
* | Lee Enterprises Inc. | 7,325 | 207 | |||
*,1 | Aterian Inc. | 14,181 | 207 | |||
* | Conn's Inc. | 7,900 | 201 | |||
Nathan's Famous Inc. | 2,809 | 200 | ||||
* | Barnes & Noble Education Inc. | 27,441 | 198 | |||
Superior Group of Cos. Inc. | 8,001 | 191 | ||||
* | Regis Corp. | 20,143 | 189 | |||
Tilly's Inc. Class A | 11,657 | 186 | ||||
* | BurgerFi International Inc. | 18,200 | 182 | |||
* | Lazydays Holdings Inc. | 8,200 | 180 | |||
* | Fiesta Restaurant Group Inc. | 13,364 | 179 | |||
* | VOXX International Corp. Class A | 12,800 | 179 | |||
*,1 | AYRO Inc. | 36,700 | 179 | |||
Flexsteel Industries Inc. | 4,330 | 175 | ||||
* | Tuesday Morning Corp. | 38,425 | 173 | |||
* | Universal Technical Institute Inc. | 24,531 | 159 | |||
* | Delta Apparel Inc. | 5,328 | 157 | |||
* | Ondas Holdings Inc. | 18,500 | 147 | |||
* | PlayAGS Inc. | 14,501 | 144 | |||
* | Strattec Security Corp. | 3,216 | 143 | |||
* | J Alexander's Holdings Inc. Class A | 12,226 | 142 | |||
* | Duluth Holdings Inc. Class B | 6,600 | 136 | |||
Acme United Corp. | 2,909 | 130 | ||||
* | ONE Group Hospitality Inc. | 11,681 | 129 | |||
* | Townsquare Media Inc. Class A | 9,269 | 118 | |||
* | iMedia Brands Inc. | 14,424 | 116 | |||
Weyco Group Inc. | 4,901 | 110 | ||||
Hall of Fame Resort & Entertainment Co. | 28,074 | 110 | ||||
* | Lakeland Industries Inc. | 4,633 | 103 | |||
Marine Products Corp. | 6,508 | 100 | ||||
Escalade Inc. | 4,321 | 99 | ||||
* | Biglari Holdings Inc. Class B | 610 | 97 | |||
Saga Communications Inc. Class A | 4,438 | 96 | ||||
* | RumbleON Inc. Class B | 2,307 | 93 | |||
* | Casper Sleep Inc. | 10,978 | 90 | |||
* | Aspen Group Inc. | 12,570 | 82 | |||
*,1 | Urban One Inc. Class A | 9,500 | 82 | |||
* | Superior Industries International Inc. | 9,407 | 81 | |||
Lifetime Brands Inc. | 4,913 | 74 | ||||
JOANN Inc. | 4,418 | 70 | ||||
* | Revlon Inc. Class A | 5,042 | 65 | |||
NL Industries Inc. | 9,161 | 60 | ||||
* | Travelzoo | 3,978 | 59 | |||
* | Potbelly Corp. | 6,980 | 55 | |||
* | New Home Co. Inc. | 8,756 | 51 |
Shares | Market Value ($000) | |||||
* | Lincoln Educational Services Corp. | 6,500 | 51 | |||
* | Fluent Inc. | 16,860 | 49 | |||
* | FlexShopper Inc. | 16,024 | 48 | |||
* | Marchex Inc. Class B | 15,105 | 46 | |||
Educational Development Corp. | 3,375 | 42 | ||||
* | Mister Car Wash Inc. | 1,942 | 42 | |||
Hamilton Beach Brands Holding Co. Class A | 1,820 | 41 | ||||
* | SRAX Inc. Class A | 7,476 | 41 | |||
* | Luby's Inc. | 10,198 | 39 | |||
* | Gaia Inc. Class A | 3,502 | 38 | |||
* | Kura Sushi USA Inc. Class A | 946 | 36 | |||
* | Zovio Inc. Class A | 11,435 | 30 | |||
* | Monaker Group Inc. | 13,200 | 30 | |||
DallasNews Corp. | 4,092 | 30 | ||||
* | BBQ Holdings Inc. | 1,407 | 27 | |||
* | Endeavor Group Holdings Inc. Class A | 992 | 27 | |||
Wayside Technology Group Inc. | 1,052 | 26 | ||||
* | Kewaunee Scientific Corp. | 1,646 | 24 | |||
* | Live Ventures Inc. | 372 | 23 | |||
FAT Brands Inc. | 1,492 | 22 | ||||
* | Integral Ad Science Holding Corp. | 975 | 20 | |||
* | Beasley Broadcast Group Inc. Class A | 5,320 | 15 | |||
* | J. Jill Inc. | 654 | 13 | |||
* | Motorsport Games Inc. Class A | 696 | 10 | |||
* | JAKKS Pacific Inc. | 779 | 9 | |||
* | Sequential Brands Group Inc. | 966 | 8 | |||
* | Good Times Restaurants Inc. | 1,675 | 7 | |||
* | Unique Fabricating Inc. | 1,793 | 7 | |||
* | Salem Media Group Inc. Class A | 1,621 | 4 | |||
* | Reading International Inc. Class A | 444 | 3 | |||
* | Charles & Colvard Ltd. | 295 | 1 | |||
*,1,2 | SRAX Inc. Rights | 7,581 | 1 | |||
5,617,883 | ||||||
Consumer Staples (2.88%) | ||||||
Procter & Gamble Co. | 1,940,125 | 261,781 | ||||
Coca-Cola Co. | 3,076,655 | 166,478 | ||||
PepsiCo Inc. | 1,094,781 | 162,214 | ||||
Philip Morris International Inc. | 1,235,948 | 122,495 | ||||
CVS Health Corp. | 1,043,782 | 87,093 | ||||
Altria Group Inc. | 1,467,484 | 69,970 | ||||
Mondelez International Inc. Class A | 1,110,381 | 69,332 | ||||
Colgate-Palmolive Co. | 668,062 | 54,347 | ||||
Kimberly-Clark Corp. | 267,375 | 35,769 | ||||
Walgreens Boots Alliance Inc. | 583,771 | 30,712 | ||||
Sysco Corp. | 386,535 | 30,053 | ||||
Constellation Brands Inc. Class A | 128,133 | 29,969 | ||||
General Mills Inc. | 484,637 | 29,529 | ||||
* | Monster Beverage Corp. | 294,668 | 26,918 | |||
Archer-Daniels-Midland Co. | 442,942 | 26,842 | ||||
Corteva Inc. | 584,797 | 25,936 | ||||
McKesson Corp. | 125,458 | 23,993 | ||||
Kraft Heinz Co. | 528,462 | 21,551 | ||||
Kroger Co. | 543,272 | 20,813 | ||||
Hershey Co. | 115,172 | 20,061 | ||||
Keurig Dr Pepper Inc. | 563,671 | 19,864 | ||||
Brown-Forman Corp. Class B | 246,399 | 18,465 | ||||
Clorox Co. | 99,710 | 17,939 | ||||
McCormick & Co. Inc. (Non-Voting) | 198,438 | 17,526 | ||||
Tyson Foods Inc. Class A | 234,493 | 17,296 | ||||
Church & Dwight Co. Inc. | 194,753 | 16,597 | ||||
Conagra Brands Inc. | 369,245 | 13,433 |
Shares | Market Value ($000) | |||||
Kellogg Co. | 204,399 | 13,149 | ||||
AmerisourceBergen Corp. | 113,682 | 13,015 | ||||
J M Smucker Co. | 82,454 | 10,684 | ||||
Hormel Foods Corp. | 214,358 | 10,236 | ||||
Lamb Weston Holdings Inc. | 116,896 | 9,429 | ||||
* | Darling Ingredients Inc. | 128,431 | 8,669 | |||
Bunge Ltd. | 107,407 | 8,394 | ||||
* | Molson Coors Beverage Co. Class B | 143,808 | 7,721 | |||
* | Boston Beer Co. Inc. Class A | 7,272 | 7,423 | |||
Campbell Soup Co. | 158,758 | 7,238 | ||||
*,1 | Beyond Meat Inc. | 42,544 | 6,700 | |||
* | US Foods Holding Corp. | 159,395 | 6,114 | |||
Casey's General Stores Inc. | 28,991 | 5,643 | ||||
* | Freshpet Inc. | 33,109 | 5,395 | |||
* | Performance Food Group Co. | 106,228 | 5,151 | |||
* | Post Holdings Inc. | 45,380 | 4,922 | |||
Ingredion Inc. | 51,125 | 4,627 | ||||
* | Herbalife Nutrition Ltd. | 83,110 | 4,382 | |||
Flowers Foods Inc. | 158,076 | 3,825 | ||||
Sanderson Farms Inc. | 15,903 | 2,989 | ||||
Lancaster Colony Corp. | 15,051 | 2,913 | ||||
WD-40 Co. | 11,317 | 2,900 | ||||
Spectrum Brands Holdings Inc. | 32,435 | 2,758 | ||||
* | Hain Celestial Group Inc. | 67,791 | 2,720 | |||
* | Simply Good Foods Co. | 71,389 | 2,606 | |||
Medifast Inc. | 8,884 | 2,514 | ||||
Energizer Holdings Inc. | 55,625 | 2,391 | ||||
* | Grocery Outlet Holding Corp. | 68,960 | 2,390 | |||
Brown-Forman Corp. Class A | 33,647 | 2,372 | ||||
* | Sprouts Farmers Market Inc. | 94,034 | 2,337 | |||
Nu Skin Enterprises Inc. Class A | 40,298 | 2,283 | ||||
Primo Water Corp. | 125,912 | 2,106 | ||||
* | TreeHouse Foods Inc. | 45,230 | 2,014 | |||
J & J Snack Foods Corp. | 11,113 | 1,938 | ||||
* | GrowGeneration Corp. | 40,300 | 1,938 | |||
Edgewell Personal Care Co. | 42,228 | 1,854 | ||||
1 | B&G Foods Inc. | 54,082 | 1,774 | |||
* | Celsius Holdings Inc. | 23,219 | 1,767 | |||
Core-Mark Holding Co. Inc. | 37,520 | 1,689 | ||||
* | United Natural Foods Inc. | 45,240 | 1,673 | |||
* | Hostess Brands Inc. Class A | 94,285 | 1,526 | |||
Coca-Cola Consolidated Inc. | 3,775 | 1,518 | ||||
Vector Group Ltd. | 101,595 | 1,437 | ||||
Reynolds Consumer Products Inc. | 43,004 | 1,305 | ||||
Cal-Maine Foods Inc. | 33,710 | 1,221 | ||||
Utz Brands Inc. | 52,861 | 1,152 | ||||
* | Hydrofarm Holdings Group Inc. | 19,181 | 1,134 | |||
* | Beauty Health Co. | 65,559 | 1,101 | |||
* | USANA Health Sciences Inc. | 10,661 | 1,092 | |||
* | BellRing Brands Inc. Class A | 34,059 | 1,067 | |||
Universal Corp. | 18,258 | 1,040 | ||||
National Beverage Corp. | 20,304 | 959 | ||||
* | Chefs' Warehouse Inc. | 27,717 | 882 | |||
Calavo Growers Inc. | 13,870 | 880 | ||||
Fresh Del Monte Produce Inc. | 26,417 | 869 | ||||
*,1 | AppHarvest Inc. | 50,700 | 811 | |||
MGP Ingredients Inc. | 11,836 | 801 | ||||
Weis Markets Inc. | 15,389 | 795 | ||||
* | Pilgrim's Pride Corp. | 35,629 | 790 | |||
* | Tattooed Chef Inc. | 33,900 | 727 | |||
Seaboard Corp. | 187 | 723 |
Shares | Market Value ($000) | |||||
John B Sanfilippo & Son Inc. | 8,117 | 719 | ||||
Andersons Inc. | 22,077 | 674 | ||||
ACCO Brands Corp. | 77,991 | 673 | ||||
* | Rite Aid Corp. | 39,298 | 641 | |||
SpartanNash Co. | 31,740 | 613 | ||||
Ingles Markets Inc. Class A | 10,412 | 607 | ||||
* | PLBY Group Inc. | 15,400 | 599 | |||
PetMed Express Inc. | 17,072 | 544 | ||||
* | Whole Earth Brands Inc. | 37,141 | 539 | |||
Turning Point Brands Inc. | 11,701 | 536 | ||||
* | Mission Produce Inc. | 25,628 | 531 | |||
* | 22nd Century Group Inc. | 102,339 | 474 | |||
Tootsie Roll Industries Inc. | 12,501 | 424 | ||||
* | Veru Inc. | 51,077 | 412 | |||
* | Honest Co. Inc. | 21,709 | 351 | |||
* | Seneca Foods Corp. Class A | 6,515 | 333 | |||
* | Duckhorn Portfolio Inc. | 14,009 | 309 | |||
* | MedAvail Holdings Inc. | 23,032 | 282 | |||
Limoneira Co. | 15,369 | 270 | ||||
* | NewAge Inc. | 113,554 | 253 | |||
* | Landec Corp. | 22,177 | 249 | |||
* | AquaBounty Technologies Inc. | 42,084 | 226 | |||
* | Vital Farms Inc. | 9,799 | 196 | |||
* | Farmer Bros Co. | 15,114 | 192 | |||
* | LifeMD Inc. | 14,800 | 174 | |||
Village Super Market Inc. Class A | 7,208 | 169 | ||||
* | Laird Superfood Inc. | 4,987 | 149 | |||
* | HF Foods Group Inc. | 25,551 | 135 | |||
Oil-Dri Corp. of America | 3,586 | 123 | ||||
Nature's Sunshine Products Inc. | 6,506 | 113 | ||||
Natural Grocers by Vitamin Cottage Inc. | 9,195 | 99 | ||||
Alico Inc. | 2,443 | 87 | ||||
* | Greenlane Holdings Inc. Class A | 15,421 | 69 | |||
* | Lifevantage Corp. | 7,767 | 57 | |||
* | Blue Apron Holdings Inc. Class A | 11,305 | 48 | |||
* | Natural Alternatives International Inc. | 2,268 | 38 | |||
* | Lifeway Foods Inc. | 6,292 | 33 | |||
*,1 | Alkaline Water Co. Inc. | 17,626 | 27 | |||
* | Coffee Holding Co. Inc. | 3,987 | 21 | |||
* | Reed's Inc. | 17,454 | 18 | |||
* | Nuzee Inc. | 5,459 | 17 | |||
* | Willamette Valley Vineyards Inc. | 1,146 | 16 | |||
* | RiceBran Technologies | 3,756 | 4 | |||
Mannatech Inc. | 34 | 1 | ||||
AMCON Distributing Co. | 3 | — | ||||
* | ESC Co. | 25,125 | — | |||
1,661,494 | ||||||
Energy (1.80%) | ||||||
Exxon Mobil Corp. | 3,356,486 | 211,727 | ||||
Chevron Corp. | 1,528,680 | 160,114 | ||||
ConocoPhillips | 1,069,281 | 65,119 | ||||
EOG Resources Inc. | 462,683 | 38,606 | ||||
Schlumberger NV | 1,106,408 | 35,416 | ||||
Marathon Petroleum Corp. | 519,294 | 31,376 | ||||
Phillips 66 | 347,110 | 29,789 | ||||
Pioneer Natural Resources Co. | 173,634 | 28,219 | ||||
Kinder Morgan Inc. | 1,528,365 | 27,862 | ||||
Williams Cos. Inc. | 967,705 | 25,693 | ||||
Valero Energy Corp. | 323,758 | 25,279 | ||||
Occidental Petroleum Corp. | 706,156 | 22,081 | ||||
ONEOK Inc. | 352,661 | 19,622 |
Shares | Market Value ($000) | |||||
Hess Corp. | 220,548 | 19,258 | ||||
* | Enphase Energy Inc. | 96,735 | 17,763 | |||
* | Cheniere Energy Inc. | 180,360 | 15,644 | |||
Devon Energy Corp. | 535,733 | 15,638 | ||||
Halliburton Co. | 669,245 | 15,473 | ||||
* | Plug Power Inc. | 450,524 | 15,403 | |||
Diamondback Energy Inc. | 144,624 | 13,579 | ||||
Baker Hughes Co. | 577,224 | 13,201 | ||||
Marathon Oil Corp. | 617,111 | 8,405 | ||||
Targa Resources Corp. | 181,208 | 8,055 | ||||
Texas Pacific Land Corp. | 4,859 | 7,773 | ||||
* | First Solar Inc. | 77,311 | 6,997 | |||
APA Corp. | 304,619 | 6,589 | ||||
Ovintiv Inc. | 206,400 | 6,495 | ||||
Cimarex Energy Co. | 80,537 | 5,835 | ||||
Cabot Oil & Gas Corp. | 319,651 | 5,581 | ||||
* | EQT Corp. | 220,374 | 4,906 | |||
* | NOV Inc. | 317,600 | 4,866 | |||
* | ChampionX Corp. | 163,617 | 4,197 | |||
Chesapeake Energy Corp. | 75,290 | 3,909 | ||||
HollyFrontier Corp. | 116,957 | 3,848 | ||||
PDC Energy Inc. | 77,171 | 3,534 | ||||
*,1 | ChargePoint Holdings Inc. | 99,400 | 3,453 | |||
*,1 | Stem Inc. | 90,400 | 3,255 | |||
* | Range Resources Corp. | 190,000 | 3,184 | |||
* | Antero Resources Corp. | 211,200 | 3,174 | |||
Matador Resources Co. | 84,066 | 3,027 | ||||
* | Southwestern Energy Co. | 529,754 | 3,004 | |||
* | Denbury Inc. | 37,800 | 2,902 | |||
Equitrans Midstream Corp. | 328,817 | 2,798 | ||||
Murphy Oil Corp. | 116,283 | 2,707 | ||||
Antero Midstream Corp. | 252,647 | 2,625 | ||||
* | Shoals Technologies Group Inc. Class A | 72,035 | 2,557 | |||
Helmerich & Payne Inc. | 76,958 | 2,511 | ||||
1 | New Fortress Energy Inc. Class A | 65,532 | 2,482 | |||
SM Energy Co. | 95,000 | 2,340 | ||||
Arcosa Inc. | 37,754 | 2,218 | ||||
* | FuelCell Energy Inc. | 247,802 | 2,205 | |||
* | Transocean Ltd. | 484,840 | 2,191 | |||
Continental Resources Inc. | 56,947 | 2,166 | ||||
* | Renewable Energy Group Inc. | 34,314 | 2,139 | |||
* | CNX Resources Corp. | 149,642 | 2,044 | |||
* | SunPower Corp. | 69,836 | 2,041 | |||
* | Callon Petroleum Co. | 31,960 | 1,844 | |||
* | California Resources Corp. | 58,463 | 1,762 | |||
* | Magnolia Oil & Gas Corp. Class A | 107,710 | 1,684 | |||
* | Array Technologies Inc. | 105,268 | 1,642 | |||
Cactus Inc. Class A | 43,533 | 1,599 | ||||
World Fuel Services Corp. | 48,882 | 1,551 | ||||
Patterson-UTI Energy Inc. | 155,700 | 1,548 | ||||
Core Laboratories NV | 37,600 | 1,465 | ||||
* | Ameresco Inc. Class A | 22,694 | 1,423 | |||
* | TPI Composites Inc. | 27,321 | 1,323 | |||
* | PBF Energy Inc. Class A | 80,760 | 1,236 | |||
* | Oceaneering International Inc. | 77,592 | 1,208 | |||
* | Liberty Oilfield Services Inc. Class A | 81,500 | 1,154 | |||
Delek US Holdings Inc. | 53,179 | 1,150 | ||||
* | Tellurian Inc. | 244,900 | 1,139 | |||
*,1 | Gevo Inc. | 156,500 | 1,138 | |||
Bonanza Creek Energy Inc. | 24,076 | 1,133 | ||||
* | Green Plains Inc. | 33,500 | 1,126 |
Shares | Market Value ($000) | |||||
Archrock Inc. | 121,402 | 1,082 | ||||
* | Dril-Quip Inc. | 30,657 | 1,037 | |||
* | Centennial Resource Development Inc. Class A | 150,400 | 1,020 | |||
* | Weatherford International plc | 52,700 | 959 | |||
* | Laredo Petroleum Inc. | 10,300 | 956 | |||
* | DMC Global Inc. | 14,657 | 824 | |||
* | NOW Inc. | 84,388 | 801 | |||
Northern Oil & Gas Inc. | 38,174 | 793 | ||||
Warrior Met Coal Inc. | 45,715 | 786 | ||||
* | Arch Resources Inc. | 12,992 | 740 | |||
* | NexTier Oilfield Solutions Inc. | 153,400 | 730 | |||
* | ProPetro Holding Corp. | 76,300 | 699 | |||
* | MRC Global Inc. | 69,500 | 653 | |||
Brigham Minerals Inc. Class A | 30,671 | 653 | ||||
* | Par Pacific Holdings Inc. | 36,939 | 621 | |||
* | Extraction Oil & Gas Inc. | 11,065 | 608 | |||
* | Helix Energy Solutions Group Inc. | 105,500 | 602 | |||
* | Nabors Industries Ltd. | 5,100 | 583 | |||
SunCoke Energy Inc. | 75,864 | 542 | ||||
* | Talos Energy Inc. | 32,400 | 507 | |||
CVR Energy Inc. | 27,000 | 485 | ||||
* | Peabody Energy Corp. | 58,700 | 465 | |||
* | Bristow Group Inc. Class A | 18,117 | 464 | |||
Berry Corp. | 68,200 | 458 | ||||
* | REX American Resources Corp. | 5,013 | 452 | |||
* | Comstock Resources Inc. | 59,000 | 394 | |||
* | Alpha Metallurgical Resources Inc. | 15,300 | 392 | |||
* | RPC Inc. | 75,816 | 375 | |||
* | Select Energy Services Inc. Class A | 61,205 | 370 | |||
* | W&T Offshore Inc. | 74,445 | 361 | |||
* | TETRA Technologies Inc. | 81,500 | 354 | |||
* | FTS International Inc. Class A | 12,017 | 340 | |||
* | Contango Oil & Gas Co. | 76,990 | 333 | |||
* | CONSOL Energy Inc. | 18,000 | 332 | |||
* | Alto Ingredients Inc. | 54,156 | 331 | |||
* | Aemetis Inc. | 28,369 | 317 | |||
* | Vine Energy Inc. Class A | 19,865 | 310 | |||
* | American Superconductor Corp. | 17,108 | 298 | |||
* | Tidewater Inc. | 24,300 | 293 | |||
* | Oil States International Inc. | 36,200 | 284 | |||
Solaris Oilfield Infrastructure Inc. Class A | 28,947 | 282 | ||||
* | Penn Virginia Corp. | 11,500 | 272 | |||
* | Matrix Service Co. | 24,881 | 261 | |||
* | SandRidge Energy Inc. | 37,316 | 234 | |||
* | Sunworks Inc. | 21,900 | 230 | |||
*,1 | Beam Global | 5,900 | 226 | |||
* | Ring Energy Inc. | 74,543 | 222 | |||
* | Earthstone Energy Inc. Class A | 18,800 | 208 | |||
* | Centrus Energy Corp. Class A | 8,083 | 205 | |||
*,1 | Advent Technologies Holdings Inc. | 20,900 | 201 | |||
* | NextDecade Corp. | 48,400 | 200 | |||
*,1 | Orbital Energy Group Inc. | 44,153 | 193 | |||
* | Newpark Resources Inc. | 55,400 | 192 | |||
* | Flotek Industries Inc. | 89,600 | 155 | |||
* | Trecora Resources | 18,356 | 153 | |||
* | SilverBow Resources Inc. | 6,268 | 146 | |||
* | VAALCO Energy Inc. | 44,869 | 146 | |||
* | Goodrich Petroleum Corp. | 9,501 | 142 | |||
Altus Midstream Co. | 1,925 | 130 | ||||
* | Amplify Energy Corp. | 31,443 | 127 | |||
Falcon Minerals Corp. | 20,945 | 106 |
Shares | Market Value ($000) | |||||
Evolution Petroleum Corp. | 20,558 | 102 | ||||
* | Forum Energy Technologies Inc. | 3,762 | 88 | |||
* | FTC Solar Inc. | 6,004 | 80 | |||
NACCO Industries Inc. Class A | 2,823 | 74 | ||||
* | Capstone Green Energy Corp. | 11,235 | 63 | |||
* | Mammoth Energy Services Inc. | 13,670 | 63 | |||
* | Natural Gas Services Group Inc. | 5,139 | 53 | |||
PHX Minerals Inc. | 13,999 | 52 | ||||
* | Nine Energy Service Inc. | 16,307 | 48 | |||
* | Ranger Energy Services Inc. Class A | 5,868 | 47 | |||
* | KLX Energy Services Holdings Inc. | 4,751 | 45 | |||
* | Geospace Technologies Corp. | 5,246 | 42 | |||
Adams Resources & Energy Inc. | 1,461 | 40 | ||||
* | ION Geophysical Corp. | 18,921 | 40 | |||
* | US Well Services Inc. Class A | 33,133 | 33 | |||
* | MIND Technology Inc. | 16,294 | 32 | |||
* | Nabors Industries Ltd. Warrants Exp. 06/11/2026 | 2,040 | 20 | |||
* | Ramaco Resources Inc. | 2,725 | 15 | |||
* | Abraxas Petroleum Corp. | 4,571 | 15 | |||
* | Hallador Energy Co. | 4,036 | 11 | |||
* | Profire Energy Inc. | 1,221 | 1 | |||
* | Tidewater Inc. Class A Warrants Exp. 07/31/2023 | 535 | 1 | |||
* | Tidewater Inc. Class B Warrants Exp. 07/31/2023 | 579 | 1 | |||
*,2 | Seventy Seven Energy Inc. | 42,434 | — | |||
*,2 | Harvest Natural Resources Inc. | 20,906 | — | |||
*,1 | FTS International Inc. Warrants Exp. 11/19/2023 | 2,146 | — | |||
1,035,601 | ||||||
Financials (6.83%) | ||||||
JPMorgan Chase & Co. | 2,398,970 | 373,136 | ||||
* | Berkshire Hathaway Inc. Class B | 1,297,367 | 360,564 | |||
Bank of America Corp. | 6,110,875 | 251,951 | ||||
Wells Fargo & Co. | 3,277,724 | 148,448 | ||||
Citigroup Inc. | 1,638,773 | 115,943 | ||||
Morgan Stanley | 1,179,688 | 108,166 | ||||
Goldman Sachs Group Inc. | 269,251 | 102,189 | ||||
BlackRock Inc. | 108,797 | 95,194 | ||||
Charles Schwab Corp. | 1,218,374 | 88,710 | ||||
S&P Global Inc. | 190,852 | 78,335 | ||||
PNC Financial Services Group Inc. | 336,590 | 64,208 | ||||
CME Group Inc. | 285,129 | 60,641 | ||||
US Bancorp | 1,062,193 | 60,513 | ||||
Truist Financial Corp. | 1,065,516 | 59,136 | ||||
Marsh & McLennan Cos. Inc. | 403,559 | 56,773 | ||||
Intercontinental Exchange Inc. | 446,331 | 52,979 | ||||
Blackstone Group Inc. | 542,285 | 52,678 | ||||
Chubb Ltd. | 303,141 | 48,181 | ||||
Moody's Corp. | 126,008 | 45,662 | ||||
Progressive Corp. | 464,158 | 45,585 | ||||
Aon plc Class A | 170,000 | 40,589 | ||||
T. Rowe Price Group Inc. | 179,754 | 35,586 | ||||
MSCI Inc. | 62,195 | 33,155 | ||||
* | Berkshire Hathaway Inc. Class A | 79 | 33,069 | |||
American International Group Inc. | 682,670 | 32,495 | ||||
Bank of New York Mellon Corp. | 625,717 | 32,055 | ||||
Prudential Financial Inc. | 311,654 | 31,935 | ||||
MetLife Inc. | 520,254 | 31,137 | ||||
Allstate Corp. | 234,738 | 30,619 | ||||
Travelers Cos. Inc. | 199,548 | 29,874 | ||||
Discover Financial Services | 241,908 | 28,615 | ||||
First Republic Bank | 140,180 | 26,237 | ||||
KKR & Co. Inc. | 438,506 | 25,977 |
Shares | Market Value ($000) | |||||
Aflac Inc. | 483,321 | 25,935 | ||||
* | Coinbase Global Inc. Class A | 95,466 | 24,182 | |||
* | SVB Financial Group | 42,780 | 23,804 | |||
Willis Towers Watson plc | 102,382 | 23,550 | ||||
Ameriprise Financial Inc. | 91,981 | 22,892 | ||||
Arthur J Gallagher & Co. | 160,936 | 22,544 | ||||
State Street Corp. | 262,247 | 21,578 | ||||
Fifth Third Bancorp | 557,635 | 21,318 | ||||
Northern Trust Corp. | 157,005 | 18,153 | ||||
Hartford Financial Services Group Inc. | 284,327 | 17,620 | ||||
Huntington Bancshares Inc. | 1,177,006 | 16,796 | ||||
Nasdaq Inc. | 91,240 | 16,040 | ||||
KeyCorp | 767,920 | 15,858 | ||||
Citizens Financial Group Inc. | 336,599 | 15,440 | ||||
Regions Financial Corp. | 764,048 | 15,418 | ||||
Broadridge Financial Solutions Inc. | 93,058 | 15,032 | ||||
M&T Bank Corp. | 101,945 | 14,814 | ||||
Ally Financial Inc. | 292,658 | 14,586 | ||||
Cincinnati Financial Corp. | 121,255 | 14,141 | ||||
Principal Financial Group Inc. | 215,672 | 13,628 | ||||
MarketAxess Holdings Inc. | 28,760 | 13,333 | ||||
* | Markel Corp. | 10,904 | 12,940 | |||
Raymond James Financial Inc. | 98,841 | 12,839 | ||||
* | Arch Capital Group Ltd. | 305,394 | 11,892 | |||
Signature Bank | 45,339 | 11,138 | ||||
Equitable Holdings Inc. | 347,890 | 10,593 | ||||
Apollo Global Management Inc. | 167,371 | 10,410 | ||||
Brown & Brown Inc. | 192,120 | 10,209 | ||||
FactSet Research Systems Inc. | 30,344 | 10,184 | ||||
Cboe Global Markets Inc. | 84,923 | 10,110 | ||||
Annaly Capital Management Inc. | 1,089,913 | 9,678 | ||||
Fidelity National Financial Inc. | 217,560 | 9,455 | ||||
Loews Corp. | 169,643 | 9,271 | ||||
Lincoln National Corp. | 145,768 | 9,160 | ||||
Invesco Ltd. | 332,500 | 8,888 | ||||
East West Bancorp Inc. | 114,293 | 8,194 | ||||
LPL Financial Holdings Inc. | 60,085 | 8,110 | ||||
Everest Re Group Ltd. | 32,004 | 8,065 | ||||
W R Berkley Corp. | 105,612 | 7,861 | ||||
Comerica Inc. | 110,089 | 7,854 | ||||
Ares Management Corp. Class A | 122,063 | 7,762 | ||||
Franklin Resources Inc. | 242,098 | 7,745 | ||||
First Horizon Corp. | 439,156 | 7,589 | ||||
Assurant Inc. | 46,628 | 7,282 | ||||
Carlyle Group Inc. | 156,096 | 7,255 | ||||
American Financial Group Inc. | 57,602 | 7,184 | ||||
Globe Life Inc. | 74,231 | 7,071 | ||||
* | Alleghany Corp. | 10,544 | 7,034 | |||
AGNC Investment Corp. | 413,773 | 6,989 | ||||
Tradeweb Markets Inc. Class A | 81,760 | 6,914 | ||||
Zions Bancorp NA | 129,944 | 6,869 | ||||
Western Alliance Bancorp | 72,854 | 6,764 | ||||
* | Athene Holding Ltd. Class A | 98,255 | 6,632 | |||
SEI Investments Co. | 100,098 | 6,203 | ||||
Commerce Bancshares Inc. | 83,020 | 6,190 | ||||
Reinsurance Group of America Inc. | 54,275 | 6,187 | ||||
* | Opendoor Technologies Inc. | 344,700 | 6,112 | |||
RenaissanceRe Holdings Ltd. | 40,496 | 6,027 | ||||
Voya Financial Inc. | 96,358 | 5,926 | ||||
People's United Financial Inc. | 339,037 | 5,811 | ||||
Starwood Property Trust Inc. | 219,943 | 5,756 |
Shares | Market Value ($000) | |||||
Old Republic International Corp. | 229,320 | 5,712 | ||||
First Financial Bankshares Inc. | 108,748 | 5,343 | ||||
SLM Corp. | 254,931 | 5,338 | ||||
Janus Henderson Group plc | 136,710 | 5,306 | ||||
Stifel Financial Corp. | 79,617 | 5,164 | ||||
Pinnacle Financial Partners Inc. | 57,819 | 5,105 | ||||
First American Financial Corp. | 81,276 | 5,068 | ||||
Jefferies Financial Group Inc. | 147,021 | 5,028 | ||||
Cullen/Frost Bankers Inc. | 44,492 | 4,983 | ||||
Synovus Financial Corp. | 112,223 | 4,924 | ||||
Prosperity Bancshares Inc. | 68,362 | 4,908 | ||||
Morningstar Inc. | 18,842 | 4,844 | ||||
Popular Inc. | 64,298 | 4,826 | ||||
Primerica Inc. | 31,342 | 4,800 | ||||
Affiliated Managers Group Inc. | 31,012 | 4,782 | ||||
South State Corp. | 55,913 | 4,571 | ||||
Glacier Bancorp Inc. | 77,473 | 4,267 | ||||
Valley National Bancorp | 316,107 | 4,245 | ||||
CIT Group Inc. | 80,087 | 4,132 | ||||
Unum Group | 143,845 | 4,085 | ||||
OneMain Holdings Inc. | 67,880 | 4,067 | ||||
Erie Indemnity Co. Class A | 20,924 | 4,046 | ||||
Interactive Brokers Group Inc. Class A | 61,481 | 4,041 | ||||
Bank OZK | 92,693 | 3,908 | ||||
New York Community Bancorp Inc. | 354,132 | 3,903 | ||||
Webster Financial Corp. | 72,907 | 3,889 | ||||
Evercore Inc. Class A | 27,559 | 3,879 | ||||
Sterling Bancorp | 155,708 | 3,860 | ||||
Selective Insurance Group Inc. | 47,379 | 3,845 | ||||
PacWest Bancorp | 93,289 | 3,840 | ||||
United Bankshares Inc. | 105,043 | 3,834 | ||||
Essent Group Ltd. | 84,486 | 3,798 | ||||
* | Open Lending Corp. Class A | 86,137 | 3,712 | |||
First Citizens BancShares Inc. Class A | 4,432 | 3,691 | ||||
MGIC Investment Corp. | 269,188 | 3,661 | ||||
Kemper Corp. | 48,794 | 3,606 | ||||
Lazard Ltd. Class A | 79,007 | 3,575 | ||||
Blackstone Mortgage Trust Inc. Class A | 111,933 | 3,570 | ||||
RLI Corp. | 34,012 | 3,557 | ||||
Wintrust Financial Corp. | 46,937 | 3,550 | ||||
New Residential Investment Corp. | 332,439 | 3,521 | ||||
Radian Group Inc. | 152,889 | 3,402 | ||||
Houlihan Lokey Inc. Class A | 41,095 | 3,361 | ||||
UMB Financial Corp. | 35,976 | 3,348 | ||||
* | Credit Acceptance Corp. | 7,302 | 3,316 | |||
* | Trupanion Inc. | 28,674 | 3,300 | |||
Hanover Insurance Group Inc. | 24,200 | 3,282 | ||||
BankUnited Inc. | 75,989 | 3,244 | ||||
Umpqua Holdings Corp. | 174,642 | 3,222 | ||||
Community Bank System Inc. | 42,578 | 3,221 | ||||
FNB Corp. | 260,858 | 3,216 | ||||
* | Brighthouse Financial Inc. | 68,213 | 3,106 | |||
Hancock Whitney Corp. | 69,229 | 3,077 | ||||
Axis Capital Holdings Ltd. | 61,543 | 3,016 | ||||
Pacific Premier Bancorp Inc. | 70,426 | 2,978 | ||||
First Hawaiian Inc. | 104,038 | 2,948 | ||||
*,1 | Lemonade Inc. | 26,901 | 2,943 | |||
Home BancShares Inc. | 118,828 | 2,933 | ||||
Kinsale Capital Group Inc. | 17,448 | 2,875 | ||||
Bank of Hawaii Corp. | 33,438 | 2,816 | ||||
Chimera Investment Corp. | 186,331 | 2,806 |
Shares | Market Value ($000) | |||||
Eastern Bankshares Inc. | 134,797 | 2,773 | ||||
Assured Guaranty Ltd. | 57,363 | 2,724 | ||||
White Mountains Insurance Group Ltd. | 2,367 | 2,717 | ||||
Ameris Bancorp | 52,432 | 2,655 | ||||
Moelis & Co. Class A | 46,576 | 2,650 | ||||
CNO Financial Group Inc. | 111,511 | 2,634 | ||||
ServisFirst Bancshares Inc. | 38,177 | 2,595 | ||||
Navient Corp. | 133,948 | 2,589 | ||||
Investors Bancorp Inc. | 179,888 | 2,565 | ||||
* | Texas Capital Bancshares Inc. | 40,374 | 2,563 | |||
Cathay General Bancorp | 64,473 | 2,538 | ||||
Federated Hermes Inc. Class B | 74,613 | 2,530 | ||||
Simmons First National Corp. Class A | 83,566 | 2,452 | ||||
* | Enstar Group Ltd. | 10,241 | 2,447 | |||
Associated Banc-Corp | 117,960 | 2,416 | ||||
FirstCash Inc. | 31,396 | 2,400 | ||||
* | Cannae Holdings Inc. | 69,696 | 2,363 | |||
Artisan Partners Asset Management Inc. Class A | 46,193 | 2,348 | ||||
Old National Bancorp | 133,102 | 2,344 | ||||
Walker & Dunlop Inc. | 22,270 | 2,325 | ||||
BancorpSouth Bank | 81,037 | 2,296 | ||||
Atlantic Union Bankshares Corp. | 63,312 | 2,293 | ||||
Hamilton Lane Inc. Class A | 25,113 | 2,288 | ||||
CVB Financial Corp. | 108,866 | 2,242 | ||||
Columbia Banking System Inc. | 58,142 | 2,242 | ||||
Independent Bank Group Inc. | 30,229 | 2,236 | ||||
*,1 | Riot Blockchain Inc. | 58,516 | 2,204 | |||
American Equity Investment Life Holding Co. | 67,739 | 2,189 | ||||
United Community Banks Inc. | 68,252 | 2,185 | ||||
Fulton Financial Corp. | 133,136 | 2,101 | ||||
1 | Rocket Cos. Inc. Class A | 108,000 | 2,090 | |||
Virtu Financial Inc. Class A | 75,081 | 2,074 | ||||
Cadence Bancorp Class A | 99,300 | 2,073 | ||||
* | Silvergate Capital Corp. Class A | 18,100 | 2,051 | |||
First Bancorp (XNYS) | 171,477 | 2,044 | ||||
Independent Bank Corp. (Massachusetts) | 26,351 | 1,990 | ||||
International Bancshares Corp. | 45,546 | 1,956 | ||||
* | LendingTree Inc. | 9,205 | 1,950 | |||
Piper Sandler Cos. | 14,800 | 1,917 | ||||
Apollo Commercial Real Estate Finance Inc. | 120,100 | 1,916 | ||||
* | Axos Financial Inc. | 41,263 | 1,914 | |||
Washington Federal Inc. | 59,887 | 1,903 | ||||
BOK Financial Corp. | 21,714 | 1,880 | ||||
First Merchants Corp. | 44,957 | 1,873 | ||||
First Financial Bancorp | 78,497 | 1,855 | ||||
Renasant Corp. | 46,285 | 1,851 | ||||
Flagstar Bancorp Inc. | 43,708 | 1,848 | ||||
* | Focus Financial Partners Inc. Class A | 37,970 | 1,842 | |||
First Midwest Bancorp Inc. | 91,703 | 1,818 | ||||
Hilltop Holdings Inc. | 49,862 | 1,815 | ||||
Arbor Realty Trust Inc. | 100,763 | 1,796 | ||||
WesBanco Inc. | 49,756 | 1,773 | ||||
Goosehead Insurance Inc. Class A | 13,782 | 1,754 | ||||
PennyMac Financial Services Inc. | 28,087 | 1,734 | ||||
WSFS Financial Corp. | 36,839 | 1,716 | ||||
Santander Consumer USA Holdings Inc. | 46,622 | 1,693 | ||||
Two Harbors Investment Corp. | 223,759 | 1,692 | ||||
* | Mr Cooper Group Inc. | 50,845 | 1,681 | |||
Towne Bank | 55,144 | 1,677 | ||||
MFA Financial Inc. | 360,856 | 1,656 | ||||
PennyMac Mortgage Investment Trust | 77,816 | 1,639 |
Shares | Market Value ($000) | |||||
* | NMI Holdings Inc. Class A | 71,996 | 1,618 | |||
Sandy Spring Bancorp Inc. | 36,663 | 1,618 | ||||
Live Oak Bancshares Inc. | 27,351 | 1,614 | ||||
Cohen & Steers Inc. | 19,235 | 1,579 | ||||
* | Genworth Financial Inc. Class A | 401,904 | 1,567 | |||
Virtus Investment Partners Inc. | 5,611 | 1,559 | ||||
Mercury General Corp. | 23,981 | 1,558 | ||||
* | Upstart Holdings Inc. | 12,146 | 1,517 | |||
Eagle Bancorp Inc. | 26,956 | 1,512 | ||||
BGC Partners Inc. Class A | 266,472 | 1,511 | ||||
Argo Group International Holdings Ltd. | 29,000 | 1,503 | ||||
* | LendingClub Corp. | 81,242 | 1,473 | |||
Great Western Bancorp Inc. | 44,841 | 1,470 | ||||
* | PRA Group Inc. | 37,948 | 1,460 | |||
First Interstate BancSystem Inc. Class A | 33,906 | 1,418 | ||||
Seacoast Banking Corp. of Florida | 41,404 | 1,414 | ||||
Banner Corp. | 25,603 | 1,388 | ||||
Heartland Financial USA Inc. | 29,504 | 1,386 | ||||
* | Palomar Holdings Inc. | 18,357 | 1,385 | |||
Provident Financial Services Inc. | 59,830 | 1,370 | ||||
Park National Corp. | 11,601 | 1,362 | ||||
BancFirst Corp. | 21,784 | 1,360 | ||||
Hope Bancorp Inc. | 95,305 | 1,351 | ||||
Trustmark Corp. | 43,844 | 1,350 | ||||
New York Mortgage Trust Inc. | 299,871 | 1,340 | ||||
Lakeland Financial Corp. | 21,465 | 1,323 | ||||
Capitol Federal Financial Inc. | 111,812 | 1,317 | ||||
* | Triumph Bancorp Inc. | 17,721 | 1,316 | |||
Stewart Information Services Corp. | 23,120 | 1,311 | ||||
Northwest Bancshares Inc. | 95,807 | 1,307 | ||||
Veritex Holdings Inc. | 36,677 | 1,299 | ||||
Meta Financial Group Inc. | 24,753 | 1,253 | ||||
* | eHealth Inc. | 21,415 | 1,251 | |||
NBT Bancorp Inc. | 34,151 | 1,228 | ||||
Westamerica Bancorp | 20,952 | 1,216 | ||||
Horace Mann Educators Corp. | 32,016 | 1,198 | ||||
PJT Partners Inc. Class A | 16,627 | 1,187 | ||||
* | Encore Capital Group Inc. | 24,784 | 1,175 | |||
FB Financial Corp. | 30,533 | 1,139 | ||||
First Commonwealth Financial Corp. | 79,953 | 1,125 | ||||
Redwood Trust Inc. | 93,146 | 1,124 | ||||
Ladder Capital Corp. | 95,925 | 1,107 | ||||
iStar Inc. | 53,353 | 1,106 | ||||
First Busey Corp. | 44,167 | 1,089 | ||||
Enterprise Financial Services Corp. | 23,255 | 1,079 | ||||
Southside Bancshares Inc. | 27,595 | 1,055 | ||||
OFG Bancorp | 47,383 | 1,048 | ||||
Berkshire Hills Bancorp Inc. | 38,101 | 1,044 | ||||
StepStone Group Inc. Class A | 30,284 | 1,042 | ||||
James River Group Holdings Ltd. | 27,686 | 1,039 | ||||
Employers Holdings Inc. | 23,775 | 1,018 | ||||
Broadmark Realty Capital Inc. | 95,813 | 1,015 | ||||
Brightsphere Investment Group Inc. | 43,132 | 1,011 | ||||
Safety Insurance Group Inc. | 12,882 | 1,008 | ||||
AMERISAFE Inc. | 16,825 | 1,004 | ||||
* | SiriusPoint Ltd. | 98,192 | 989 | |||
OceanFirst Financial Corp. | 47,292 | 986 | ||||
* | Enova International Inc. | 28,241 | 966 | |||
Boston Private Financial Holdings Inc. | 64,836 | 956 | ||||
* | BRP Group Inc. Class A | 35,263 | 940 | |||
American National Group Inc. | 6,321 | 939 |
Shares | Market Value ($000) | |||||
S&T Bancorp Inc. | 29,832 | 934 | ||||
ProAssurance Corp. | 40,958 | 932 | ||||
Tompkins Financial Corp. | 11,876 | 921 | ||||
Nelnet Inc. Class A | 12,171 | 916 | ||||
First Bancorp (XNGS) | 21,975 | 899 | ||||
Brookline Bancorp Inc. | 60,096 | 898 | ||||
TriCo Bancshares | 20,965 | 893 | ||||
* | Customers Bancorp Inc. | 22,811 | 889 | |||
Invesco Mortgage Capital Inc. | 227,108 | 886 | ||||
Dime Community Bancshares Inc. | 26,247 | 882 | ||||
TFS Financial Corp. | 43,322 | 879 | ||||
City Holding Co. | 11,542 | 868 | ||||
ConnectOne Bancorp Inc. | 32,319 | 846 | ||||
* | Bancorp Inc. | 36,263 | 834 | |||
Kearny Financial Corp. | 69,617 | 832 | ||||
Origin Bancorp Inc. | 19,150 | 813 | ||||
National Bank Holdings Corp. Class A | 21,371 | 807 | ||||
Lakeland Bancorp Inc. | 46,124 | 806 | ||||
Heritage Financial Corp. | 31,999 | 801 | ||||
Premier Financial Corp. | 27,886 | 792 | ||||
Meridian Bancorp Inc. | 38,156 | 781 | ||||
First Foundation Inc. | 34,444 | 775 | ||||
* | Blucora Inc. | 43,886 | 760 | |||
* | StoneX Group Inc. | 12,274 | 745 | |||
Ready Capital Corp. | 46,360 | 736 | ||||
WisdomTree Investments Inc. | 118,321 | 734 | ||||
B. Riley Financial Inc. | 9,694 | 732 | ||||
*,1 | MetroMile Inc. | 78,141 | 715 | |||
* | Oscar Health Inc. Class A | 33,032 | 710 | |||
TPG RE Finance Trust Inc. | 51,600 | 694 | ||||
HomeStreet Inc. | 16,988 | 692 | ||||
* | Columbia Financial Inc. | 40,013 | 689 | |||
Univest Financial Corp. | 25,927 | 684 | ||||
Cowen Inc. Class A | 16,460 | 676 | ||||
KKR Real Estate Finance Trust Inc. | 31,141 | 674 | ||||
Federal Agricultural Mortgage Corp. Class C | 6,747 | 667 | ||||
First Mid Bancshares Inc. | 16,367 | 663 | ||||
Ellington Financial Inc. | 34,300 | 657 | ||||
ARMOUR Residential REIT Inc. | 57,425 | 656 | ||||
* | Ambac Financial Group Inc. | 41,421 | 649 | |||
Preferred Bank | 10,231 | 647 | ||||
* | World Acceptance Corp. | 4,032 | 646 | |||
HCI Group Inc. | 6,410 | 637 | ||||
Washington Trust Bancorp Inc. | 12,408 | 637 | ||||
First Bancshares Inc. | 16,891 | 632 | ||||
Horizon Bancorp Inc. | 36,147 | 630 | ||||
* | GoHealth Inc. Class A | 55,954 | 627 | |||
Flushing Financial Corp. | 29,220 | 626 | ||||
*,1 | Root Inc. Class A | 57,625 | 624 | |||
Camden National Corp. | 12,984 | 620 | ||||
Banc of California Inc. | 34,820 | 611 | ||||
HarborOne Bancorp Inc. | 42,084 | 603 | ||||
Bryn Mawr Bank Corp. | 14,271 | 602 | ||||
BrightSpire Capital Inc. | 63,970 | 601 | ||||
Northfield Bancorp Inc. | 36,333 | 596 | ||||
Granite Point Mortgage Trust Inc. | 40,300 | 594 | ||||
United Fire Group Inc. | 21,234 | 589 | ||||
Stock Yards Bancorp Inc. | 11,392 | 580 | ||||
QCR Holdings Inc. | 11,992 | 577 | ||||
Hanmi Financial Corp. | 29,756 | 567 | ||||
German American Bancorp Inc. | 15,163 | 564 |
Shares | Market Value ($000) | |||||
* | MoneyGram International Inc. | 55,874 | 563 | |||
UWM Holdings Corp. | 66,500 | 562 | ||||
Byline Bancorp Inc. | 24,690 | 559 | ||||
Midland States Bancorp Inc. | 21,164 | 556 | ||||
Republic Bancorp Inc. Class A | 11,932 | 550 | ||||
*,1 | Romeo Power Inc. | 66,600 | 542 | |||
Merchants Bancorp | 13,172 | 517 | ||||
* | CrossFirst Bankshares Inc. | 37,503 | 516 | |||
Allegiance Bancshares Inc. | 13,313 | 512 | ||||
Independent Bank Corp. (Michigan) | 23,360 | 507 | ||||
* | Nicolet Bankshares Inc. | 7,201 | 507 | |||
Central Pacific Financial Corp. | 18,857 | 491 | ||||
First of Long Island Corp. | 22,884 | 486 | ||||
National Western Life Group Inc. Class A | 2,144 | 481 | ||||
Great Southern Bancorp Inc. | 8,882 | 479 | ||||
TrustCo Bank Corp. | 13,865 | 477 | ||||
Diamond Hill Investment Group Inc. | 2,833 | 474 | ||||
* | Watford Holdings Ltd. | 13,517 | 473 | |||
* | AMMO Inc. | 48,239 | 472 | |||
Community Trust Bancorp Inc. | 11,278 | 455 | ||||
* | TriState Capital Holdings Inc. | 22,326 | 455 | |||
First Financial Corp. | 11,121 | 454 | ||||
First Community Bankshares Inc. | 15,146 | 452 | ||||
Victory Capital Holdings Inc. Class A | 13,660 | 441 | ||||
Bank First Corp. | 6,300 | 440 | ||||
* | Atlantic Capital Bancshares Inc. | 17,184 | 438 | |||
RBB Bancorp | 18,000 | 436 | ||||
Heritage Commerce Corp. | 39,071 | 435 | ||||
Capstead Mortgage Corp. | 70,016 | 430 | ||||
Dynex Capital Inc. | 22,923 | 428 | ||||
Peapack-Gladstone Financial Corp. | 13,498 | 419 | ||||
Cambridge Bancorp | 4,871 | 404 | ||||
Altabancorp | 9,189 | 398 | ||||
* | AssetMark Financial Holdings Inc. | 15,755 | 395 | |||
* | Bridgewater Bancshares Inc. | 24,367 | 394 | |||
Orchid Island Capital Inc. | 75,915 | 394 | ||||
GCM Grosvenor Inc. Class A | 37,046 | 386 | ||||
Sculptor Capital Management Inc. Class A | 15,482 | 381 | ||||
Bank of Marin Bancorp | 11,775 | 376 | ||||
Oppenheimer Holdings Inc. Class A | 7,396 | 376 | ||||
Universal Insurance Holdings Inc. | 27,082 | 376 | ||||
* | Metropolitan Bank Holding Corp. | 6,188 | 373 | |||
Bar Harbor Bankshares | 13,006 | 372 | ||||
* | MBIA Inc. | 33,738 | 371 | |||
HomeTrust Bancshares Inc. | 13,088 | 365 | ||||
* | Oportun Financial Corp. | 18,084 | 362 | |||
Arrow Financial Corp. | 10,001 | 360 | ||||
Peoples Bancorp Inc. | 12,161 | 360 | ||||
Mercantile Bank Corp. | 11,852 | 358 | ||||
First Choice Bancorp | 11,186 | 341 | ||||
1st Source Corp. | 7,223 | 336 | ||||
* | Amerant Bancorp Inc. Class A | 15,321 | 328 | |||
Waterstone Financial Inc. | 16,159 | 318 | ||||
* | Equity Bancshares Inc. Class A | 10,342 | 315 | |||
Capstar Financial Holdings Inc. | 15,265 | 313 | ||||
State Auto Financial Corp. | 18,211 | 312 | ||||
MidWestOne Financial Group Inc. | 10,700 | 308 | ||||
CBTX Inc. | 11,252 | 307 | ||||
Regional Management Corp. | 6,593 | 307 | ||||
Financial Institutions Inc. | 10,038 | 301 | ||||
Business First Bancshares Inc. | 12,976 | 298 |
Shares | Market Value ($000) | |||||
Curo Group Holdings Corp. | 17,313 | 294 | ||||
Reliant Bancorp Inc. | 10,499 | 291 | ||||
* | Carter Bankshares Inc. | 23,054 | 288 | |||
Spirit of Texas Bancshares Inc. | 12,308 | 281 | ||||
Hingham Institution For Savings | 962 | 279 | ||||
AG Mortgage Investment Trust Inc. | 63,500 | 271 | ||||
West Bancorp Inc. | 9,617 | 267 | ||||
Ames National Corp. | 10,700 | 262 | ||||
MVB Financial Corp. | 6,021 | 257 | ||||
* | BayCom Corp. | 14,250 | 256 | |||
* | Professional Holding Corp. Class A | 14,100 | 254 | |||
* | EZCORP Inc. Class A | 41,670 | 251 | |||
Old Second Bancorp Inc. | 20,067 | 249 | ||||
Blue Ridge Bankshares Inc. | 14,200 | 249 | ||||
Capital City Bank Group Inc. | 9,619 | 248 | ||||
* | Greenlight Capital Re Ltd. Class A | 27,050 | 247 | |||
Alerus Financial Corp. | 8,341 | 242 | ||||
Macatawa Bank Corp. | 27,543 | 241 | ||||
PCSB Financial Corp. | 13,132 | 239 | ||||
Mid Penn Bancorp Inc. | 8,647 | 237 | ||||
CNB Financial Corp. | 10,149 | 232 | ||||
Eagle Bancorp Montana Inc. | 10,100 | 232 | ||||
* | Southern First Bancshares Inc. | 4,512 | 231 | |||
Westwood Holdings Group Inc. | 10,426 | 227 | ||||
Southern Missouri Bancorp Inc. | 5,023 | 226 | ||||
Guaranty Bancshares Inc. | 6,616 | 225 | ||||
Civista Bancshares Inc. | 10,116 | 224 | ||||
Farmers National Banc Corp. | 14,443 | 224 | ||||
Home Bancorp Inc. | 5,803 | 221 | ||||
* | California Bancorp | 11,800 | 221 | |||
FS Bancorp Inc. | 3,069 | 219 | ||||
Amalgamated Financial Corp. | 13,999 | 219 | ||||
Richmond Mutual Bancorp Inc. | 14,600 | 218 | ||||
Century Bancorp Inc. Class A | 1,900 | 217 | ||||
Citizens & Northern Corp. | 8,811 | 216 | ||||
First Bancorp Inc. | 7,333 | 216 | ||||
Sierra Bancorp | 8,494 | 216 | ||||
* | Trean Insurance Group Inc. | 14,300 | 216 | |||
* | Republic First Bancorp Inc. | 54,003 | 215 | |||
Greenhill & Co. Inc. | 13,600 | 212 | ||||
Metrocity Bankshares Inc. | 12,006 | 210 | ||||
* | Howard Bancorp Inc. | 12,984 | 209 | |||
*,1 | Finance of America Cos. Inc. Class A | 27,400 | 209 | |||
SmartFinancial Inc. | 8,647 | 208 | ||||
Virginia National Bankshares Corp. | 5,321 | 207 | ||||
Great Ajax Corp. | 15,903 | 206 | ||||
Community Financial Corp. | 5,956 | 205 | ||||
ChoiceOne Financial Services Inc. | 8,370 | 203 | ||||
Primis Financial Corp. | 13,308 | 203 | ||||
* | MainStreet Bancshares Inc. | 8,911 | 201 | |||
Marlin Business Services Corp. | 8,800 | 200 | ||||
Investors Title Co. | 1,135 | 198 | ||||
Enterprise Bancorp Inc. | 6,024 | 197 | ||||
American National Bankshares Inc. | 6,302 | 196 | ||||
Heritage Insurance Holdings Inc. | 22,366 | 192 | ||||
* | Five Star Bancorp | 7,900 | 191 | |||
Hawthorn Bancshares Inc. | 8,220 | 188 | ||||
Central Valley Community Bancorp | 9,286 | 187 | ||||
* | Select Bancorp Inc. | 11,590 | 187 | |||
* | FVCBankcorp Inc. | 10,750 | 186 | |||
Northrim Bancorp Inc. | 4,327 | 185 |
Shares | Market Value ($000) | |||||
* | Pioneer Bancorp Inc. | 15,418 | 185 | |||
Peoples Financial Services Corp. | 4,308 | 184 | ||||
Western Asset Mortgage Capital Corp. | 56,301 | 183 | ||||
Luther Burbank Corp. | 15,347 | 182 | ||||
Red River Bancshares Inc. | 3,606 | 182 | ||||
Level One Bancorp Inc. | 6,551 | 179 | ||||
* | Medallion Financial Corp. | 19,864 | 176 | |||
* | Safeguard Scientifics Inc. | 22,542 | 175 | |||
PCB Bancorp | 10,610 | 171 | ||||
AFC Gamma Inc. | 8,300 | 171 | ||||
Evans Bancorp Inc. | 4,577 | 170 | ||||
LCNB Corp. | 10,252 | 168 | ||||
* | Citizens Inc. Class A | 31,480 | 167 | |||
Franklin Financial Services Corp. | 5,214 | 167 | ||||
* | MMA Capital Holdings Inc. | 6,100 | 166 | |||
FNCB Bancorp Inc. | 22,643 | 165 | ||||
First Internet Bancorp | 5,320 | 165 | ||||
Northeast Bank | 5,474 | 164 | ||||
* | Manning & Napier Inc. Class A | 20,773 | 163 | |||
Pzena Investment Management Inc. Class A | 14,523 | 160 | ||||
First Bank | 11,738 | 159 | ||||
Summit Financial Group Inc. | 7,124 | 157 | ||||
United Security Bancshares | 18,866 | 154 | ||||
Fidelity D&D Bancorp Inc. | 2,713 | 147 | ||||
Crawford & Co. Class A | 16,065 | 146 | ||||
National Bankshares Inc. | 4,164 | 146 | ||||
Tiptree Inc. Class A | 15,559 | 145 | ||||
South Plains Financial Inc. | 6,236 | 144 | ||||
Codorus Valley Bancorp Inc. | 7,091 | 142 | ||||
Investar Holding Corp. | 6,106 | 140 | ||||
Farmers & Merchants Bancorp Inc. | 6,384 | 139 | ||||
Mackinac Financial Corp. | 6,869 | 136 | ||||
Bank of Commerce Holdings | 8,874 | 133 | ||||
Premier Financial Bancorp Inc. | 7,891 | 133 | ||||
First Northwest Bancorp | 7,546 | 132 | ||||
Independence Holding Co. | 2,858 | 132 | ||||
ACNB Corp. | 4,637 | 129 | ||||
Lument Finance Trust Inc. | 30,449 | 128 | ||||
BankFinancial Corp. | 10,939 | 125 | ||||
* | Ocwen Financial Corp. | 4,011 | 124 | |||
Community Bankers Trust Corp. | 10,847 | 123 | ||||
Orrstown Financial Services Inc. | 5,232 | 121 | ||||
Western New England Bancorp Inc. | 14,848 | 121 | ||||
Middlefield Banc Corp. | 5,094 | 120 | ||||
* | Maiden Holdings Ltd. | 35,700 | 120 | |||
Territorial Bancorp Inc. | 4,529 | 118 | ||||
BCB Bancorp Inc. | 8,673 | 117 | ||||
First Business Financial Services Inc. | 4,314 | 117 | ||||
First Financial Northwest Inc. | 7,628 | 116 | ||||
Ellington Residential Mortgage REIT | 9,773 | 115 | ||||
Shore Bancshares Inc. | 6,832 | 114 | ||||
Chemung Financial Corp. | 2,549 | 113 | ||||
Riverview Bancorp Inc. | 14,806 | 105 | ||||
Penns Woods Bancorp Inc. | 4,312 | 103 | ||||
Bank of Princeton | 3,544 | 102 | ||||
Parke Bancorp Inc. | 5,084 | 99 | ||||
* | NI Holdings Inc. | 5,165 | 98 | |||
First Community Corp. | 4,821 | 97 | ||||
Norwood Financial Corp. | 3,727 | 97 | ||||
Timberland Bancorp Inc. | 3,406 | 96 | ||||
ESSA Bancorp Inc. | 5,800 | 95 |
Shares | Market Value ($000) | |||||
Sachem Capital Corp. | 17,836 | 95 | ||||
* | Sterling Bancorp Inc. | 20,200 | 92 | |||
* | Coastal Financial Corp. | 3,189 | 91 | |||
* | ACRES Commercial Realty Corp. | 5,440 | 87 | |||
* | Esquire Financial Holdings Inc. | 3,649 | 86 | |||
C&F Financial Corp. | 1,671 | 85 | ||||
Donegal Group Inc. Class A | 5,852 | 85 | ||||
First Guaranty Bancshares Inc. | 4,349 | 85 | ||||
OP Bancorp | 8,347 | 84 | ||||
Associated Capital Group Inc. Class A | 2,140 | 83 | ||||
* | Malvern Bancorp Inc. | 4,442 | 82 | |||
SB Financial Group Inc. | 4,383 | 81 | ||||
United Insurance Holdings Corp. | 14,207 | 81 | ||||
Bankwell Financial Group Inc. | 2,772 | 77 | ||||
Prudential Bancorp Inc. | 5,160 | 71 | ||||
Greene County Bancorp Inc. | 2,506 | 70 | ||||
Unity Bancorp Inc. | 3,156 | 70 | ||||
Cherry Hill Mortgage Investment Corp. | 6,865 | 68 | ||||
1st Constitution Bancorp | 3,259 | 67 | ||||
Provident Bancorp Inc. | 4,080 | 67 | ||||
* | Security National Financial Corp. Class A | 7,076 | 62 | |||
US Global Investors Inc. Class A | 9,831 | 61 | ||||
Union Bankshares Inc. | 1,684 | 61 | ||||
* | Angel Oak Mortgage Inc. | 3,309 | 59 | |||
HBT Financial Inc. | 3,343 | 58 | ||||
Provident Financial Holdings Inc. | 3,235 | 56 | ||||
1 | First Capital Inc. | 1,200 | 52 | |||
First Savings Financial Group Inc. | 703 | 51 | ||||
Peoples Bancorp of North Carolina Inc. | 1,927 | 50 | ||||
First United Corp. | 2,828 | 49 | ||||
* | ProSight Global Inc. | 3,869 | 49 | |||
*,3 | BM Technologies Inc. (Acquired 12/17/20, Cost $53) | 4,264 | 48 | |||
* | Great Elm Group Inc. | 19,881 | 45 | |||
CB Financial Services Inc. | 2,000 | 44 | ||||
Federal Agricultural Mortgage Corp. Class A | 484 | 44 | ||||
FedNat Holding Co. | 10,699 | 44 | ||||
* | BM Technologies Inc. (XASE) | 3,514 | 44 | |||
Silvercrest Asset Management Group Inc. Class A | 2,679 | 40 | ||||
Plumas Bancorp | 1,230 | 39 | ||||
AmeriServ Financial Inc. | 8,751 | 34 | ||||
Severn Bancorp Inc. | 2,872 | 34 | ||||
Old Point Financial Corp. | 1,344 | 33 | ||||
Bank7 Corp. | 1,874 | 32 | ||||
Ohio Valley Banc Corp. | 1,244 | 30 | ||||
* | Consumer Portfolio Services Inc. | 5,489 | 25 | |||
* | Impac Mortgage Holdings Inc. | 10,822 | 23 | |||
County Bancorp Inc. | 680 | 23 | ||||
Hennessy Advisors Inc. | 2,219 | 21 | ||||
* | Elevate Credit Inc. | 5,276 | 19 | |||
Meridian Corp. | 591 | 16 | ||||
* | HV Bancorp Inc. | 630 | 14 | |||
* | FG Financial Group Inc. | 1,509 | 14 | |||
* | Capital Bancorp Inc. | 594 | 12 | |||
* | Altisource Asset Management Corp. | 592 | 11 | |||
* | Nicholas Financial Inc. | 983 | 11 | |||
* | First Western Financial Inc. | 400 | 10 | |||
Sound Financial Bancorp Inc. | 195 | 8 | ||||
* | Medley Management Inc. Class A | 849 | 5 | |||
* | Affinity Bancshares Inc. | 367 | 5 | |||
* | Broadway Financial Corp. | 546 | 1 |
Shares | Market Value ($000) | |||||
* | Conifer Holdings Inc. | 99 | — | |||
*,2 | Ditech Holding Corp. Warrants Exp. 02/09/2028 | 2,008 | — | |||
3,936,714 | ||||||
Health Care (7.98%) | ||||||
Johnson & Johnson | 2,088,884 | 344,123 | ||||
UnitedHealth Group Inc. | 748,090 | 299,565 | ||||
Pfizer Inc. | 4,441,447 | 173,927 | ||||
Abbott Laboratories | 1,409,380 | 163,389 | ||||
AbbVie Inc. | 1,402,445 | 157,971 | ||||
Thermo Fisher Scientific Inc. | 311,672 | 157,229 | ||||
Eli Lilly & Co. | 684,808 | 157,177 | ||||
Merck & Co. Inc. | 2,010,145 | 156,329 | ||||
Danaher Corp. | 509,301 | 136,676 | ||||
Medtronic plc | 1,068,619 | 132,648 | ||||
Bristol-Myers Squibb Co. | 1,772,658 | 118,449 | ||||
Amgen Inc. | 456,448 | 111,259 | ||||
* | Intuitive Surgical Inc. | 93,999 | 86,445 | |||
Anthem Inc. | 194,051 | 74,089 | ||||
Zoetis Inc. Class A | 377,154 | 70,286 | ||||
Gilead Sciences Inc. | 999,242 | 68,808 | ||||
Stryker Corp. | 253,809 | 65,922 | ||||
Cigna Corp. | 272,015 | 64,487 | ||||
* | Moderna Inc. | 270,797 | 63,632 | |||
Becton Dickinson & Co. | 230,910 | 56,155 | ||||
* | Illumina Inc. | 115,892 | 54,841 | |||
* | Edwards Lifesciences Corp. | 493,081 | 51,068 | |||
* | Boston Scientific Corp. | 1,126,381 | 48,164 | |||
Humana Inc. | 102,324 | 45,301 | ||||
* | Regeneron Pharmaceuticals Inc. | 79,316 | 44,301 | |||
HCA Healthcare Inc. | 213,479 | 44,135 | ||||
* | IDEXX Laboratories Inc. | 67,618 | 42,704 | |||
* | Vertex Pharmaceuticals Inc. | 206,117 | 41,559 | |||
* | Biogen Inc. | 119,690 | 41,445 | |||
* | IQVIA Holdings Inc. | 151,671 | 36,753 | |||
* | Align Technology Inc. | 59,569 | 36,397 | |||
Agilent Technologies Inc. | 242,308 | 35,816 | ||||
* | Veeva Systems Inc. Class A | 109,228 | 33,964 | |||
* | Centene Corp. | 463,750 | 33,821 | |||
* | Dexcom Inc. | 76,828 | 32,806 | |||
* | Alexion Pharmaceuticals Inc. | 175,195 | 32,185 | |||
Baxter International Inc. | 399,746 | 32,180 | ||||
ResMed Inc. | 115,507 | 28,475 | ||||
Zimmer Biomet Holdings Inc. | 165,207 | 26,569 | ||||
* | Laboratory Corp. of America Holdings | 77,581 | 21,401 | |||
West Pharmaceutical Services Inc. | 58,652 | 21,062 | ||||
Cerner Corp. | 239,443 | 18,715 | ||||
* | Teladoc Health Inc. | 110,442 | 18,365 | |||
* | Seagen Inc. | 107,661 | 16,998 | |||
* | Exact Sciences Corp. | 135,848 | 16,887 | |||
* | Horizon Therapeutics plc | 178,963 | 16,758 | |||
* | Alnylam Pharmaceuticals Inc. | 93,164 | 15,793 | |||
STERIS plc | 75,342 | 15,543 | ||||
Cooper Cos. Inc. | 39,163 | 15,519 | ||||
* | Novocure Ltd. | 69,676 | 15,456 | |||
Teleflex Inc. | 36,863 | 14,811 | ||||
* | Charles River Laboratories International Inc. | 39,938 | 14,774 | |||
* | Catalent Inc. | 134,637 | 14,557 | |||
* | Insulet Corp. | 52,459 | 14,401 | |||
* | Avantor Inc. | 394,500 | 14,009 | |||
Bio-Techne Corp. | 30,977 | 13,948 | ||||
PerkinElmer Inc. | 88,812 | 13,713 |
Shares | Market Value ($000) | |||||
Quest Diagnostics Inc. | 103,837 | 13,703 | ||||
Viatris Inc. | 957,555 | 13,683 | ||||
* | Hologic Inc. | 203,613 | 13,585 | |||
Cardinal Health Inc. | 229,207 | 13,085 | ||||
* | Elanco Animal Health Inc. | 377,205 | 13,085 | |||
* | Novavax Inc. | 58,817 | 12,487 | |||
* | Incyte Corp. | 147,635 | 12,421 | |||
* | 10X Genomics Inc. Class A | 62,405 | 12,220 | |||
* | BioMarin Pharmaceutical Inc. | 145,622 | 12,151 | |||
* | Molina Healthcare Inc. | 46,204 | 11,692 | |||
* | ABIOMED Inc. | 36,077 | 11,260 | |||
DENTSPLY SIRONA Inc. | 173,726 | 10,990 | ||||
* | Bio-Rad Laboratories Inc. Class A | 16,501 | 10,631 | |||
Royalty Pharma plc Class A | 249,147 | 10,213 | ||||
* | Masimo Corp. | 39,119 | 9,484 | |||
* | Guardant Health Inc. | 76,179 | 9,461 | |||
Universal Health Services Inc. Class B | 58,753 | 8,603 | ||||
* | Intellia Therapeutics Inc. | 51,638 | 8,361 | |||
* | Repligen Corp. | 41,880 | 8,360 | |||
* | Henry Schein Inc. | 111,144 | 8,246 | |||
* | Jazz Pharmaceuticals plc | 45,496 | 8,082 | |||
* | Penumbra Inc. | 27,389 | 7,506 | |||
* | Syneos Health Inc. | 83,008 | 7,428 | |||
* | Neurocrine Biosciences Inc. | 75,562 | 7,354 | |||
* | Natera Inc. | 63,382 | 7,196 | |||
* | DaVita Inc. | 54,793 | 6,599 | |||
* | Bridgebio Pharma Inc. | 108,122 | 6,591 | |||
* | Arrowhead Pharmaceuticals Inc. | 79,044 | 6,546 | |||
* | United Therapeutics Corp. | 35,790 | 6,421 | |||
* | Amedisys Inc. | 25,876 | 6,338 | |||
Encompass Health Corp. | 80,091 | 6,250 | ||||
* | Organon & Co. | 202,384 | 6,124 | |||
Chemed Corp. | 12,805 | 6,076 | ||||
* | Mirati Therapeutics Inc. | 37,368 | 6,036 | |||
Bruker Corp. | 78,306 | 5,950 | ||||
Hill-Rom Holdings Inc. | 52,312 | 5,942 | ||||
* | Tenet Healthcare Corp. | 85,187 | 5,707 | |||
* | STAAR Surgical Co. | 37,070 | 5,653 | |||
* | Oak Street Health Inc. | 96,303 | 5,640 | |||
* | Fate Therapeutics Inc. | 63,965 | 5,552 | |||
* | Envista Holdings Corp. | 127,962 | 5,529 | |||
* | Acceleron Pharma Inc. | 43,372 | 5,443 | |||
* | HealthEquity Inc. | 66,826 | 5,378 | |||
* | Pacific Biosciences of California Inc. | 149,275 | 5,220 | |||
* | Halozyme Therapeutics Inc. | 113,564 | 5,157 | |||
* | Omnicell Inc. | 33,920 | 5,137 | |||
* | Invitae Corp. | 151,868 | 5,123 | |||
Perrigo Co. plc | 108,709 | 4,984 | ||||
* | Denali Therapeutics Inc. | 63,172 | 4,955 | |||
* | Globus Medical Inc. Class A | 61,883 | 4,798 | |||
* | LHC Group Inc. | 23,642 | 4,735 | |||
* | Shockwave Medical Inc. | 24,735 | 4,693 | |||
* | Ultragenyx Pharmaceutical Inc. | 49,084 | 4,680 | |||
* | Sarepta Therapeutics Inc. | 59,539 | 4,629 | |||
* | Exelixis Inc. | 249,428 | 4,545 | |||
* | Twist Bioscience Corp. | 34,055 | 4,538 | |||
* | Tandem Diabetes Care Inc. | 46,474 | 4,527 | |||
* | PPD Inc. | 97,395 | 4,489 | |||
* | Acadia Healthcare Co. Inc. | 71,294 | 4,474 | |||
* | Nevro Corp. | 26,322 | 4,364 | |||
* | Ionis Pharmaceuticals Inc. | 108,227 | 4,317 |
Shares | Market Value ($000) | |||||
* | Inspire Medical Systems Inc. | 21,063 | 4,071 | |||
* | Medpace Holdings Inc. | 22,875 | 4,040 | |||
* | Blueprint Medicines Corp. | 45,871 | 4,035 | |||
* | Integra LifeSciences Holdings Corp. | 57,964 | 3,955 | |||
* | NeoGenomics Inc. | 87,102 | 3,934 | |||
* | Adaptive Biotechnologies Corp. | 95,724 | 3,911 | |||
* | Neogen Corp. | 83,534 | 3,846 | |||
* | TG Therapeutics Inc. | 98,767 | 3,831 | |||
* | CareDx Inc. | 41,759 | 3,822 | |||
* | Beam Therapeutics Inc. | 29,611 | 3,811 | |||
* | Quidel Corp. | 29,519 | 3,782 | |||
Ensign Group Inc. | 41,909 | 3,632 | ||||
Select Medical Holdings Corp. | 83,545 | 3,531 | ||||
Premier Inc. Class A | 94,291 | 3,280 | ||||
* | ICU Medical Inc. | 15,603 | 3,211 | |||
* | Alkermes plc | 130,658 | 3,204 | |||
* | Apellis Pharmaceuticals Inc. | 50,591 | 3,197 | |||
* | Arena Pharmaceuticals Inc. | 46,793 | 3,191 | |||
* | Privia Health Group Inc. | 69,961 | 3,104 | |||
CONMED Corp. | 22,493 | 3,091 | ||||
* | Maravai LifeSciences Holdings Inc. Class A | 73,835 | 3,081 | |||
* | Editas Medicine Inc. Class A | 54,137 | 3,066 | |||
* | Reata Pharmaceuticals Inc. Class A | 21,633 | 3,062 | |||
* | Glaukos Corp. | 34,543 | 2,930 | |||
* | Haemonetics Corp. | 41,619 | 2,773 | |||
* | NuVasive Inc. | 40,501 | 2,745 | |||
* | Agios Pharmaceuticals Inc. | 49,588 | 2,733 | |||
* | Merit Medical Systems Inc. | 41,563 | 2,687 | |||
* | Progyny Inc. | 45,412 | 2,679 | |||
* | AtriCure Inc. | 32,970 | 2,616 | |||
* | Allakos Inc. | 30,574 | 2,610 | |||
* | Iovance Biotherapeutics Inc. | 99,947 | 2,601 | |||
* | Nektar Therapeutics | 151,005 | 2,591 | |||
* | Insmed Inc. | 90,806 | 2,584 | |||
* | Integer Holdings Corp. | 27,169 | 2,559 | |||
* | 1Life Healthcare Inc. | 76,408 | 2,526 | |||
* | Emergent BioSolutions Inc. | 39,912 | 2,514 | |||
* | Vir Biotechnology Inc. | 52,315 | 2,473 | |||
* | Cassava Sciences Inc. | 28,700 | 2,452 | |||
* | Multiplan Corp. | 257,400 | 2,450 | |||
* | Intra-Cellular Therapies Inc. | 59,584 | 2,432 | |||
Owens & Minor Inc. | 57,373 | 2,429 | ||||
* | Arvinas Inc. | 31,494 | 2,425 | |||
* | PTC Therapeutics Inc. | 56,936 | 2,407 | |||
* | ACADIA Pharmaceuticals Inc. | 96,465 | 2,353 | |||
* | Sage Therapeutics Inc. | 41,348 | 2,349 | |||
* | NanoString Technologies Inc. | 35,956 | 2,330 | |||
* | R1 RCM Inc. | 104,602 | 2,326 | |||
* | Kodiak Sciences Inc. | 24,897 | 2,315 | |||
* | Turning Point Therapeutics Inc. | 29,516 | 2,303 | |||
* | BioCryst Pharmaceuticals Inc. | 140,809 | 2,226 | |||
* | Inari Medical Inc. | 23,634 | 2,205 | |||
* | Veracyte Inc. | 53,419 | 2,136 | |||
*,1 | Sorrento Therapeutics Inc. | 219,776 | 2,130 | |||
* | Amicus Therapeutics Inc. | 215,043 | 2,073 | |||
* | Prestige Consumer Healthcare Inc. | 39,699 | 2,068 | |||
* | Inovalon Holdings Inc. Class A | 60,514 | 2,062 | |||
* | Accolade Inc. | 37,810 | 2,053 | |||
Patterson Cos. Inc. | 67,060 | 2,038 | ||||
* | Pacira BioSciences Inc. | 33,454 | 2,030 | |||
* | Karuna Therapeutics Inc. | 17,747 | 2,023 |
Shares | Market Value ($000) | |||||
* | Dicerna Pharmaceuticals Inc. | 54,083 | 2,018 | |||
* | MEDNAX Inc. | 65,446 | 1,973 | |||
* | Phreesia Inc. | 31,922 | 1,957 | |||
* | SpringWorks Therapeutics Inc. | 23,306 | 1,921 | |||
* | Vericel Corp. | 36,244 | 1,903 | |||
* | Sotera Health Co. | 78,231 | 1,896 | |||
* | Option Care Health Inc. | 86,267 | 1,887 | |||
* | Corcept Therapeutics Inc. | 85,469 | 1,880 | |||
* | agilon health Inc. | 46,350 | 1,880 | |||
* | Heska Corp. | 8,036 | 1,846 | |||
Healthcare Services Group Inc. | 58,412 | 1,844 | ||||
* | Apollo Medical Holdings Inc. | 28,897 | 1,815 | |||
* | Global Blood Therapeutics Inc. | 51,225 | 1,794 | |||
* | Surgery Partners Inc. | 26,873 | 1,790 | |||
* | Magellan Health Inc. | 18,863 | 1,777 | |||
* | Myriad Genetics Inc. | 57,956 | 1,772 | |||
* | Bluebird Bio Inc. | 54,732 | 1,750 | |||
* | FibroGen Inc. | 65,127 | 1,734 | |||
* | Axonics Inc. | 27,239 | 1,727 | |||
* | Outset Medical Inc. | 34,549 | 1,727 | |||
* | Ligand Pharmaceuticals Inc. | 13,152 | 1,725 | |||
*,1 | GoodRx Holdings Inc. Class A | 47,602 | 1,714 | |||
* | Health Catalyst Inc. | 30,773 | 1,708 | |||
* | American Well Corp. Class A | 134,427 | 1,691 | |||
* | Xencor Inc. | 48,973 | 1,689 | |||
* | Berkeley Lights Inc. | 37,687 | 1,689 | |||
* | ModivCare Inc. | 9,812 | 1,669 | |||
*,1 | Butterfly Network Inc. | 114,143 | 1,653 | |||
* | Revance Therapeutics Inc. | 55,192 | 1,636 | |||
* | Rocket Pharmaceuticals Inc. | 36,880 | 1,633 | |||
*,1 | Inovio Pharmaceuticals Inc. | 175,516 | 1,627 | |||
*,1 | Bionano Genomics Inc. | 222,000 | 1,627 | |||
* | Community Health Systems Inc. | 104,756 | 1,617 | |||
* | AdaptHealth Corp. Class A | 57,535 | 1,577 | |||
* | Axsome Therapeutics Inc. | 22,706 | 1,532 | |||
* | Protagonist Therapeutics Inc. | 33,765 | 1,515 | |||
* | Translate Bio Inc. | 54,293 | 1,495 | |||
* | Relay Therapeutics Inc. | 40,345 | 1,476 | |||
* | Avanos Medical Inc. | 40,014 | 1,455 | |||
* | Quanterix Corp. | 24,560 | 1,441 | |||
Luminex Corp. | 38,672 | 1,423 | ||||
* | Allogene Therapeutics Inc. | 54,133 | 1,412 | |||
* | REVOLUTION Medicines Inc. | 44,341 | 1,407 | |||
* | Zentalis Pharmaceuticals Inc. | 26,401 | 1,405 | |||
* | Lantheus Holdings Inc. | 50,813 | 1,404 | |||
* | Cardiovascular Systems Inc. | 32,605 | 1,391 | |||
*,1 | Fulgent Genetics Inc. | 15,018 | 1,385 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 107,020 | 1,377 | |||
* | Ortho Clinical Diagnostics Holdings plc | 63,739 | 1,365 | |||
* | iRhythm Technologies Inc. | 20,527 | 1,362 | |||
* | BioLife Solutions Inc. | 29,559 | 1,316 | |||
* | Castle Biosciences Inc. | 17,567 | 1,288 | |||
* | Silk Road Medical Inc. | 26,751 | 1,280 | |||
* | Anavex Life Sciences Corp. | 55,577 | 1,270 | |||
* | Supernus Pharmaceuticals Inc. | 40,997 | 1,262 | |||
* | MacroGenics Inc. | 46,700 | 1,254 | |||
* | Deciphera Pharmaceuticals Inc. | 33,810 | 1,238 | |||
* | RadNet Inc. | 36,356 | 1,225 | |||
* | Evolent Health Inc. Class A | 57,899 | 1,223 | |||
* | Heron Therapeutics Inc. | 78,614 | 1,220 | |||
* | Codexis Inc. | 53,417 | 1,210 |
Shares | Market Value ($000) | |||||
*,1 | Clover Health Investments Corp. | 90,600 | 1,207 | |||
*,1 | Ocugen Inc. | 150,100 | 1,205 | |||
* | Inogen Inc. | 17,882 | 1,165 | |||
* | Seres Therapeutics Inc. | 48,475 | 1,156 | |||
* | Brookdale Senior Living Inc. | 146,031 | 1,154 | |||
US Physical Therapy Inc. | 9,960 | 1,154 | ||||
* | OPKO Health Inc. | 283,861 | 1,150 | |||
* | Celldex Therapeutics Inc. | 34,400 | 1,150 | |||
* | Cytokinetics Inc. | 57,553 | 1,139 | |||
* | REGENXBIO Inc. | 28,991 | 1,126 | |||
* | Avid Bioservices Inc. | 43,517 | 1,116 | |||
* | MannKind Corp. | 202,620 | 1,104 | |||
* | Addus HomeCare Corp. | 12,566 | 1,096 | |||
* | Nuvation Bio Inc. | 116,653 | 1,086 | |||
* | Doximity Inc. Class A | 18,459 | 1,074 | |||
* | Kura Oncology Inc. | 50,715 | 1,057 | |||
* | Arcus Biosciences Inc. | 37,550 | 1,031 | |||
* | Sangamo Therapeutics Inc. | 86,053 | 1,030 | |||
*,1 | Hims & Hers Health Inc. | 94,600 | 1,030 | |||
* | C4 Therapeutics Inc. | 26,822 | 1,015 | |||
* | Atara Biotherapeutics Inc. | 64,886 | 1,009 | |||
* | Kymera Therapeutics Inc. | 20,679 | 1,003 | |||
* | Atea Pharmaceuticals Inc. | 46,519 | 999 | |||
* | Tabula Rasa HealthCare Inc. | 19,595 | 980 | |||
* | ImmunoGen Inc. | 144,561 | 953 | |||
* | Recursion Pharmaceuticals Inc. Class A | 26,032 | 950 | |||
*,1 | Senseonics Holdings Inc. | 243,900 | 937 | |||
* | Morphic Holding Inc. | 16,100 | 924 | |||
* | CryoLife Inc. | 32,432 | 921 | |||
* | Vanda Pharmaceuticals Inc. | 41,986 | 903 | |||
* | Agenus Inc. | 161,917 | 889 | |||
* | CorVel Corp. | 6,585 | 884 | |||
* | Tivity Health Inc. | 33,514 | 882 | |||
* | Dynavax Technologies Corp. | 89,261 | 879 | |||
* | Certara Inc. | 31,024 | 879 | |||
* | Y-mAbs Therapeutics Inc. | 25,975 | 878 | |||
* | Endo International plc | 187,335 | 877 | |||
* | Rubius Therapeutics Inc. | 35,800 | 874 | |||
* | Pennant Group Inc. | 21,097 | 863 | |||
* | Cerevel Therapeutics Holdings Inc. | 33,700 | 863 | |||
* | Replimune Group Inc. | 22,443 | 862 | |||
* | Cerus Corp. | 145,208 | 858 | |||
* | AngioDynamics Inc. | 31,392 | 852 | |||
* | Hanger Inc. | 33,589 | 849 | |||
* | PetIQ Inc. Class A | 21,893 | 845 | |||
* | Krystal Biotech Inc. | 12,347 | 840 | |||
* | Tactile Systems Technology Inc. | 16,140 | 839 | |||
* | Coherus Biosciences Inc. | 60,235 | 833 | |||
* | Ocular Therapeutix Inc. | 58,771 | 833 | |||
* | LifeStance Health Group Inc. | 29,673 | 827 | |||
* | Natus Medical Inc. | 31,072 | 807 | |||
* | Joint Corp. | 9,539 | 801 | |||
* | Pliant Therapeutics Inc. | 27,456 | 800 | |||
* | Alector Inc. | 38,347 | 799 | |||
* | Varex Imaging Corp. | 29,662 | 796 | |||
* | Nurix Therapeutics Inc. | 29,820 | 791 | |||
* | Aclaris Therapeutics Inc. | 44,964 | 790 | |||
* | DermTech Inc. | 19,000 | 790 | |||
* | SmileDirectClub Inc. Class A | 90,900 | 789 | |||
* | Pulmonx Corp. | 17,858 | 788 | |||
* | Radius Health Inc. | 43,070 | 786 |
Shares | Market Value ($000) | |||||
* | Madrigal Pharmaceuticals Inc. | 8,030 | 782 | |||
* | PMV Pharmaceuticals Inc. | 22,524 | 769 | |||
* | Applied Molecular Transport Inc. | 16,784 | 768 | |||
* | Collegium Pharmaceutical Inc. | 32,398 | 766 | |||
* | Meridian Bioscience Inc. | 34,159 | 758 | |||
* | Constellation Pharmaceuticals Inc. | 22,265 | 753 | |||
* | Rhythm Pharmaceuticals Inc. | 38,261 | 749 | |||
* | Olema Pharmaceuticals Inc. | 26,604 | 744 | |||
Atrion Corp. | 1,196 | 743 | ||||
* | OrthoPediatrics Corp. | 11,689 | 739 | |||
* | Kronos Bio Inc. | 30,839 | 739 | |||
* | Omeros Corp. | 49,283 | 731 | |||
National HealthCare Corp. | 10,338 | 723 | ||||
* | Generation Bio Co. | 26,818 | 721 | |||
* | Cortexyme Inc. | 13,563 | 719 | |||
* | Mersana Therapeutics Inc. | 52,904 | 718 | |||
* | Shattuck Labs Inc. | 24,751 | 718 | |||
* | Zogenix Inc. | 41,447 | 716 | |||
* | ALX Oncology Holdings Inc. | 13,029 | 712 | |||
* | OptimizeRx Corp. | 11,439 | 708 | |||
National Research Corp. | 15,398 | 707 | ||||
* | NextGen Healthcare Inc. | 42,598 | 707 | |||
LeMaitre Vascular Inc. | 11,495 | 701 | ||||
* | MiMedx Group Inc. | 55,000 | 688 | |||
* | HealthStream Inc. | 24,591 | 687 | |||
* | Orthofix Medical Inc. | 17,120 | 687 | |||
* | Travere Therapeutics Inc. | 46,950 | 685 | |||
* | ViewRay Inc. | 102,716 | 678 | |||
* | ImmunityBio Inc. | 47,335 | 676 | |||
* | Theravance Biopharma Inc. | 46,501 | 675 | |||
* | Aerie Pharmaceuticals Inc. | 42,008 | 673 | |||
* | Surmodics Inc. | 12,342 | 670 | |||
* | SI-BONE Inc. | 21,195 | 667 | |||
* | Vaxart Inc. | 88,300 | 661 | |||
* | Amphastar Pharmaceuticals Inc. | 32,577 | 657 | |||
* | Arcturus Therapeutics Holdings Inc. | 19,143 | 648 | |||
* | Enanta Pharmaceuticals Inc. | 14,469 | 637 | |||
* | Eargo Inc. | 15,918 | 635 | |||
* | Antares Pharma Inc. | 145,010 | 632 | |||
* | Axogen Inc. | 29,257 | 632 | |||
* | Agiliti Inc. | 28,916 | 632 | |||
* | Alphatec Holdings Inc. | 41,167 | 631 | |||
* | Avidity Biosciences Inc. | 25,275 | 625 | |||
*,1 | Zomedica Corp. | 749,600 | 624 | |||
* | OraSure Technologies Inc. | 61,474 | 623 | |||
* | TransMedics Group Inc. | 18,731 | 622 | |||
*,1 | Atossa Therapeutics Inc. | 98,096 | 620 | |||
* | Signify Health Inc. Class A | 20,148 | 613 | |||
* | Vaxcyte Inc. | 27,032 | 608 | |||
* | Cutera Inc. | 12,390 | 607 | |||
* | Arcutis Biotherapeutics Inc. | 22,106 | 603 | |||
* | Forma Therapeutics Holdings Inc. | 24,215 | 603 | |||
* | Asensus Surgical Inc. | 186,988 | 593 | |||
* | Sesen Bio Inc. | 128,046 | 592 | |||
* | Karyopharm Therapeutics Inc. | 56,638 | 585 | |||
* | ChemoCentryx Inc. | 43,416 | 581 | |||
* | Personalis Inc. | 22,769 | 576 | |||
* | Anika Therapeutics Inc. | 13,242 | 573 | |||
* | Sutro Biopharma Inc. | 30,272 | 563 | |||
* | Albireo Pharma Inc. | 15,900 | 559 | |||
* | Syndax Pharmaceuticals Inc. | 32,487 | 558 |
Shares | Market Value ($000) | |||||
* | Innoviva Inc. | 41,215 | 553 | |||
* | Epizyme Inc. | 66,376 | 552 | |||
* | Scholar Rock Holding Corp. | 19,094 | 552 | |||
* | Kadmon Holdings Inc. | 139,705 | 541 | |||
* | Curis Inc. | 66,098 | 533 | |||
* | Avita Medical Inc. | 25,856 | 531 | |||
* | Alignment Healthcare Inc. | 22,647 | 529 | |||
* | Organogenesis Holdings Inc. Class A | 31,218 | 519 | |||
* | Rigel Pharmaceuticals Inc. | 119,340 | 518 | |||
* | Dyne Therapeutics Inc. | 24,345 | 512 | |||
* | RAPT Therapeutics Inc. | 16,085 | 511 | |||
*,1 | Esperion Therapeutics Inc. | 23,775 | 503 | |||
* | Passage Bio Inc. | 38,001 | 503 | |||
* | Verastem Inc. | 123,360 | 502 | |||
* | Stoke Therapeutics Inc. | 14,884 | 501 | |||
* | Marinus Pharmaceuticals Inc. | 27,908 | 501 | |||
* | IVERIC bio Inc. | 78,914 | 498 | |||
* | Intercept Pharmaceuticals Inc. | 24,790 | 495 | |||
* | Aldeyra Therapeutics Inc. | 43,700 | 495 | |||
* | G1 Therapeutics Inc. | 22,493 | 494 | |||
*,1 | Humanigen Inc. | 28,100 | 488 | |||
* | BioAtla Inc. | 11,466 | 486 | |||
* | Phathom Pharmaceuticals Inc. | 14,260 | 483 | |||
* | Keros Therapeutics Inc. | 11,369 | 483 | |||
* | SeaSpine Holdings Corp. | 23,457 | 481 | |||
* | Precigen Inc. | 73,808 | 481 | |||
* | Cara Therapeutics Inc. | 33,414 | 477 | |||
* | ChromaDex Corp. | 47,403 | 467 | |||
* | ZIOPHARM Oncology Inc. | 176,915 | 467 | |||
* | IGM Biosciences Inc. | 5,561 | 463 | |||
* | Chimerix Inc. | 57,135 | 457 | |||
* | Allovir Inc. | 22,947 | 453 | |||
* | Akebia Therapeutics Inc. | 119,228 | 452 | |||
* | Praxis Precision Medicines Inc. | 24,467 | 447 | |||
* | Intersect ENT Inc. | 26,064 | 445 | |||
* | Spectrum Pharmaceuticals Inc. | 118,300 | 444 | |||
* | AnaptysBio Inc. | 17,100 | 443 | |||
Phibro Animal Health Corp. Class A | 15,356 | 443 | ||||
* | Sana Biotechnology Inc. | 22,407 | 441 | |||
* | Ardelyx Inc. | 57,223 | 434 | |||
* | ORIC Pharmaceuticals Inc. | 24,507 | 434 | |||
*,1 | Clovis Oncology Inc. | 74,300 | 431 | |||
Computer Programs & Systems Inc. | 12,734 | 423 | ||||
* | Amneal Pharmaceuticals Inc. | 81,700 | 418 | |||
* | Bioxcel Therapeutics Inc. | 13,911 | 404 | |||
* | Eagle Pharmaceuticals Inc. | 9,445 | 404 | |||
* | Precision BioSciences Inc. | 31,777 | 398 | |||
* | Sientra Inc. | 50,000 | 398 | |||
* | Aligos Therapeutics Inc. | 19,469 | 397 | |||
* | Geron Corp. | 272,053 | 384 | |||
* | Gossamer Bio Inc. | 47,085 | 382 | |||
* | Relmada Therapeutics Inc. | 11,889 | 381 | |||
* | Crinetics Pharmaceuticals Inc. | 20,149 | 380 | |||
* | Selecta Biosciences Inc. | 90,109 | 377 | |||
* | Harpoon Therapeutics Inc. | 27,100 | 376 | |||
* | Viking Therapeutics Inc. | 61,875 | 371 | |||
*,1 | Citius Pharmaceuticals Inc. | 106,287 | 370 | |||
* | Lineage Cell Therapeutics Inc. | 128,266 | 366 | |||
* | InfuSystem Holdings Inc. | 17,567 | 365 | |||
* | Oncocyte Corp. | 63,657 | 365 | |||
* | Akero Therapeutics Inc. | 14,617 | 363 |
Shares | Market Value ($000) | |||||
* | PAVmed Inc. | 56,600 | 362 | |||
* | TCR2 Therapeutics Inc. | 21,740 | 357 | |||
* | Aveanna Healthcare Holdings Inc. | 28,788 | 356 | |||
* | Catalyst Pharmaceuticals Inc. | 61,500 | 354 | |||
* | Immunovant Inc. | 33,274 | 352 | |||
* | Annovis Bio Inc. | 4,100 | 351 | |||
* | Vapotherm Inc. | 14,711 | 348 | |||
* | UFP Technologies Inc. | 6,036 | 347 | |||
* | Innovage Holding Corp. | 16,277 | 347 | |||
* | Provention Bio Inc. | 41,033 | 346 | |||
* | Harmony Biosciences Holdings Inc. | 12,270 | 346 | |||
* | Kindred Biosciences Inc. | 37,214 | 341 | |||
* | Viracta Therapeutics Inc. | 29,734 | 337 | |||
* | Fluidigm Corp. | 54,000 | 333 | |||
* | Stereotaxis Inc. | 34,516 | 333 | |||
* | Poseida Therapeutics Inc. | 32,859 | 329 | |||
* | BioDelivery Sciences International Inc. | 91,333 | 327 | |||
* | Clearside Biomedical Inc. | 66,200 | 322 | |||
* | Cullinan Oncology Inc. | 12,492 | 322 | |||
* | Evolus Inc. | 25,400 | 321 | |||
* | Annexon Inc. | 14,204 | 320 | |||
* | Zynex Inc. | 20,458 | 318 | |||
* | iCAD Inc. | 18,133 | 314 | |||
* | Triple-S Management Corp. Class B | 14,094 | 314 | |||
* | Flexion Therapeutics Inc. | 38,089 | 313 | |||
* | TherapeuticsMD Inc. | 263,400 | 313 | |||
* | Lyell Immunopharma Inc. | 19,260 | 313 | |||
* | Neuronetics Inc. | 19,481 | 312 | |||
* | 908 Devices Inc. | 8,058 | 312 | |||
* | SQZ Biotechnologies Co. | 21,128 | 305 | |||
* | Evelo Biosciences Inc. | 22,014 | 302 | |||
* | Altimmune Inc. | 30,171 | 297 | |||
* | KalVista Pharmaceuticals Inc. | 12,351 | 296 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 21,265 | 296 | |||
* | Cue Biopharma Inc. | 25,288 | 295 | |||
* | Durect Corp. | 180,792 | 295 | |||
* | Instil Bio Inc. | 15,266 | 295 | |||
* | ANI Pharmaceuticals Inc. | 8,394 | 294 | |||
* | CytomX Therapeutics Inc. | 46,219 | 293 | |||
* | Athenex Inc. | 61,527 | 284 | |||
* | Misonix Inc. | 12,680 | 281 | |||
* | Aspira Women's Health Inc. | 49,767 | 280 | |||
* | Accuray Inc. | 61,258 | 277 | |||
* | Cymabay Therapeutics Inc. | 63,502 | 277 | |||
* | Apria Inc. | 9,901 | 277 | |||
*,1 | CEL-SCI Corp. | 31,842 | 276 | |||
* | Athira Pharma Inc. | 26,677 | 273 | |||
* | Tonix Pharmaceuticals Holding Corp. | 244,100 | 271 | |||
* | Ideaya Biosciences Inc. | 12,867 | 270 | |||
* | Treace Medical Concepts Inc. | 8,640 | 270 | |||
* | CytoSorbents Corp. | 35,641 | 269 | |||
* | Spero Therapeutics Inc. | 19,238 | 269 | |||
* | Chinook Therapeutics Inc. | 19,044 | 269 | |||
* | Clene Inc. | 23,900 | 269 | |||
* | MEI Pharma Inc. | 93,726 | 267 | |||
* | Seer Inc. Class A | 8,128 | 266 | |||
* | iBio Inc. | 174,700 | 264 | |||
Utah Medical Products Inc. | 3,090 | 263 | ||||
*,1 | Prometheus Biosciences Inc. | 10,615 | 261 | |||
* | Applied Therapeutics Inc. | 12,523 | 260 | |||
* | GT Biopharma Inc. | 16,775 | 260 |
Shares | Market Value ($000) | |||||
* | Puma Biotechnology Inc. | 28,100 | 258 | |||
* | Adverum Biotechnologies Inc. | 72,735 | 255 | |||
*,1 | Ampio Pharmaceuticals Inc. | 152,721 | 255 | |||
* | MyMD Pharmaceuticals Inc. | 40,400 | 255 | |||
* | Castlight Health Inc. Class B | 96,580 | 254 | |||
* | CTI BioPharma Corp. | 101,176 | 253 | |||
* | Paratek Pharmaceuticals Inc. | 36,785 | 251 | |||
* | Frequency Therapeutics Inc. | 25,101 | 250 | |||
* | Molecular Templates Inc. | 31,960 | 250 | |||
* | KemPharm Inc. | 19,400 | 249 | |||
* | Avrobio Inc. | 27,486 | 244 | |||
* | PDS Biotechnology Corp. | 19,304 | 242 | |||
* | Infinity Pharmaceuticals Inc. | 80,200 | 240 | |||
* | Invacare Corp. | 29,423 | 237 | |||
* | Lexicon Pharmaceuticals Inc. | 51,632 | 237 | |||
* | Magenta Therapeutics Inc. | 24,259 | 237 | |||
* | Kinnate Biopharma Inc. | 10,167 | 237 | |||
* | ClearPoint Neuro Inc. | 12,373 | 236 | |||
* | Aeglea BioTherapeutics Inc. | 33,281 | 232 | |||
* | Edgewise Therapeutics Inc. | 10,891 | 232 | |||
* | Taysha Gene Therapies Inc. | 10,918 | 231 | |||
* | Singular Genomics Systems Inc. | 8,384 | 230 | |||
* | Bolt Biotherapeutics Inc. | 14,614 | 226 | |||
* | SOC Telemed Inc. Class A | 39,400 | 224 | |||
* | Mirum Pharmaceuticals Inc. | 12,837 | 222 | |||
* | PLx Pharma Inc. | 16,010 | 221 | |||
* | Apyx Medical Corp. | 21,359 | 220 | |||
* | Syros Pharmaceuticals Inc. | 40,282 | 220 | |||
* | Athersys Inc. | 152,037 | 219 | |||
* | Nkarta Inc. | 6,914 | 219 | |||
* | Accelerate Diagnostics Inc. | 27,042 | 218 | |||
*,1 | Kala Pharmaceuticals Inc. | 41,100 | 218 | |||
* | Black Diamond Therapeutics Inc. | 17,912 | 218 | |||
* | Outlook Therapeutics Inc. | 86,664 | 216 | |||
* | Prelude Therapeutics Inc. | 7,538 | 216 | |||
* | Silverback Therapeutics Inc. | 6,997 | 216 | |||
* | Homology Medicines Inc. | 29,525 | 215 | |||
* | Harvard Bioscience Inc. | 25,649 | 214 | |||
* | NGM Biopharmaceuticals Inc. | 10,858 | 214 | |||
* | Bioventus Inc. Class A | 12,005 | 211 | |||
* | NRX Pharmaceuticals Inc. | 18,200 | 211 | |||
* | Summit Therapeutics Inc. | 28,141 | 210 | |||
* | Trevena Inc. | 123,816 | 209 | |||
Forian Inc. | 16,600 | 209 | ||||
* | Chiasma Inc. | 44,047 | 208 | |||
* | Forte Biosciences Inc. | 6,200 | 208 | |||
* | Inotiv Inc. | 7,794 | 208 | |||
* | Atreca Inc. Class A | 23,904 | 204 | |||
* | PhaseBio Pharmaceuticals Inc. | 54,300 | 202 | |||
* | Inhibrx Inc. | 7,265 | 200 | |||
* | Zynerba Pharmaceuticals Inc. | 37,481 | 198 | |||
* | Immunome Inc. | 11,471 | 198 | |||
* | Seelos Therapeutics Inc. | 73,332 | 194 | |||
*,2 | PDL BioPharma Inc. | 78,003 | 193 | |||
* | XBiotech Inc. | 11,679 | 193 | |||
* | Heat Biologics Inc. | 28,727 | 193 | |||
*,1 | Verrica Pharmaceuticals Inc. | 16,816 | 190 | |||
* | Arbutus Biopharma Corp. | 62,345 | 189 | |||
* | Co-Diagnostics Inc. | 22,573 | 186 | |||
* | 9 Meters Biopharma Inc. | 169,534 | 186 | |||
* | Celcuity Inc. | 7,727 | 185 |
Shares | Market Value ($000) | |||||
* | Surface Oncology Inc. | 24,474 | 183 | |||
*,1 | Genprex Inc. | 54,200 | 182 | |||
*,1 | Retractable Technologies Inc. | 15,700 | 182 | |||
*,1 | Xeris Pharmaceuticals Inc. | 44,300 | 180 | |||
* | Jaguar Health Inc. | 111,700 | 176 | |||
* | Celsion Corp. | 137,871 | 175 | |||
* | Oyster Point Pharma Inc. | 10,086 | 173 | |||
* | SIGA Technologies Inc. | 27,490 | 173 | |||
* | Design Therapeutics Inc. | 8,679 | 173 | |||
* | Eiger BioPharmaceuticals Inc. | 19,995 | 170 | |||
* | Enzo Biochem Inc. | 53,422 | 169 | |||
* | Jounce Therapeutics Inc. | 24,864 | 169 | |||
* | Terns Pharmaceuticals Inc. | 13,813 | 169 | |||
* | Ovid therapeutics Inc. | 43,087 | 168 | |||
* | Immunic Inc. | 13,600 | 167 | |||
* | Gritstone bio Inc. | 18,037 | 165 | |||
* | Harrow Health Inc. | 17,757 | 165 | |||
* | Hookipa Pharma Inc. | 18,030 | 165 | |||
* | SELLAS Life Sciences Group Inc. | 14,905 | 165 | |||
* | Cardiff Oncology Inc. | 24,797 | 165 | |||
* | Orgenesis Inc. | 32,261 | 164 | |||
* | Gemini Therapeutics Inc. Class A | 25,400 | 164 | |||
* | Cabaletta Bio Inc. | 18,792 | 162 | |||
* | T2 Biosystems Inc. | 134,241 | 160 | |||
* | Cogent Biosciences Inc. | 19,553 | 159 | |||
* | Ontrak Inc. | 4,876 | 158 | |||
* | Adamas Pharmaceuticals Inc. | 29,800 | 157 | |||
* | Solid Biosciences Inc. | 42,980 | 157 | |||
* | Akouos Inc. | 12,445 | 156 | |||
* | XOMA Corp. | 4,561 | 155 | |||
* | Oncternal Therapeutics Inc. | 32,400 | 154 | |||
* | Adicet Bio Inc. | 14,967 | 154 | |||
* | Marker Therapeutics Inc. | 54,947 | 153 | |||
* | Actinium Pharmaceuticals Inc. | 19,281 | 153 | |||
* | Tarsus Pharmaceuticals Inc. | 5,270 | 153 | |||
* | Day One Biopharmaceuticals Inc. | 6,727 | 153 | |||
*,1 | Vor BioPharma Inc. | 8,142 | 152 | |||
* | Soliton Inc. | 6,713 | 151 | |||
* | Novan Inc. | 14,992 | 151 | |||
* | Kezar Life Sciences Inc. | 27,667 | 150 | |||
* | Conformis Inc. | 129,153 | 149 | |||
* | Fulcrum Therapeutics Inc. | 14,212 | 149 | |||
* | Viemed Healthcare Inc. | 20,899 | 149 | |||
*,1 | Second Sight Medical Products Inc. | 29,923 | 148 | |||
* | Acutus Medical Inc. | 8,649 | 147 | |||
* | Palatin Technologies Inc. | 238,694 | 146 | |||
* | TFF Pharmaceuticals Inc. | 15,224 | 146 | |||
* | Neoleukin Therapeutics Inc. | 15,800 | 146 | |||
* | Lannett Co. Inc. | 30,199 | 141 | |||
* | iTeos Therapeutics Inc. | 5,482 | 141 | |||
* | AVEO Pharmaceuticals Inc. | 21,170 | 140 | |||
* | Evofem Biosciences Inc. | 122,283 | 138 | |||
* | CorMedix Inc. | 19,865 | 136 | |||
* | Strongbridge Biopharma plc | 45,300 | 135 | |||
* | Cyclerion Therapeutics Inc. | 34,200 | 133 | |||
* | Exagen Inc. | 8,667 | 130 | |||
* | AcelRx Pharmaceuticals Inc. | 92,758 | 128 | |||
* | Matinas BioPharma Holdings Inc. | 164,758 | 128 | |||
* | Otonomy Inc. | 57,340 | 128 | |||
* | GlycoMimetics Inc. | 54,900 | 127 | |||
* | Calithera Biosciences Inc. | 60,268 | 126 |
Shares | Market Value ($000) | |||||
* | Savara Inc. | 73,243 | 125 | |||
* | Applied Genetic Technologies Corp. | 31,353 | 123 | |||
* | Pulse Biosciences Inc. | 7,474 | 123 | |||
* | Fortress Biotech Inc. | 34,017 | 121 | |||
* | NeuBase Therapeutics Inc. | 25,226 | 121 | |||
* | Adamis Pharmaceuticals Corp. | 109,800 | 121 | |||
* | EyePoint Pharmaceuticals Inc. | 13,312 | 120 | |||
* | VYNE Therapeutics Inc. | 33,759 | 119 | |||
* | ContraFect Corp. | 26,913 | 118 | |||
* | Hepion Pharmaceuticals Inc. | 59,700 | 118 | |||
* | Voyager Therapeutics Inc. | 27,907 | 115 | |||
* | Surgalign Holdings Inc. | 82,707 | 115 | |||
* | Mustang Bio Inc. | 34,227 | 114 | |||
* | Kaleido Biosciences Inc. | 15,140 | 113 | |||
* | Repro-Med Systems Inc. | 24,374 | 113 | |||
* | Codiak Biosciences Inc. | 6,119 | 113 | |||
* | SCYNEXIS Inc. | 15,090 | 111 | |||
* | MediciNova Inc. | 25,702 | 109 | |||
* | Cerecor Inc. | 33,242 | 109 | |||
* | DiaMedica Therapeutics Inc. | 24,554 | 109 | |||
* | Foghorn Therapeutics Inc. | 10,206 | 109 | |||
* | CASI Pharmaceuticals Inc. | 69,210 | 107 | |||
* | Cidara Therapeutics Inc. | 52,829 | 107 | |||
* | Catalyst Biosciences Inc. | 23,975 | 104 | |||
* | Oncorus Inc. | 7,562 | 104 | |||
* | FONAR Corp. | 5,825 | 103 | |||
* | Tricida Inc. | 23,823 | 103 | |||
* | UNITY Biotechnology Inc. | 22,000 | 102 | |||
*,1 | Beyond Air Inc. | 15,642 | 101 | |||
* | Corbus Pharmaceuticals Holdings Inc. | 55,216 | 101 | |||
* | Aptinyx Inc. Class A | 35,501 | 100 | |||
* | Bright Health Group Inc. | 5,823 | 100 | |||
* | Assembly Biosciences Inc. | 25,568 | 99 | |||
* | Eloxx Pharmaceuticals Inc. | 48,700 | 97 | |||
* | 4D Molecular Therapeutics Inc. | 4,026 | 97 | |||
* | ADMA Biologics Inc. | 59,671 | 95 | |||
* | IntriCon Corp. | 4,234 | 95 | |||
* | Concert Pharmaceuticals Inc. | 21,796 | 92 | |||
* | Five Star Senior Living Inc. | 15,685 | 90 | |||
* | Agile Therapeutics Inc. | 66,272 | 88 | |||
* | Venus Concept Inc. | 28,327 | 88 | |||
* | Inmune Bio Inc. | 5,000 | 88 | |||
* | Exicure Inc. | 57,794 | 87 | |||
* | F-star Therapeutics Inc. | 10,079 | 87 | |||
* | Onconova Therapeutics Inc. | 12,580 | 87 | |||
* | Aprea Therapeutics Inc. | 17,546 | 86 | |||
* | Galectin Therapeutics Inc. | 26,902 | 86 | |||
* | La Jolla Pharmaceutical Co. | 20,200 | 86 | |||
* | X4 Pharmaceuticals Inc. | 13,208 | 86 | |||
* | Eton Pharmaceuticals Inc. | 13,900 | 86 | |||
* | BrainStorm Cell Therapeutics Inc. | 22,317 | 85 | |||
* | Aytu BioPharma Inc. | 16,990 | 85 | |||
* | Abeona Therapeutics Inc. | 53,886 | 84 | |||
* | Electromed Inc. | 7,476 | 84 | |||
* | NextCure Inc. | 10,414 | 84 | |||
* | Optinose Inc. | 26,480 | 82 | |||
* | IsoRay Inc. | 100,840 | 80 | |||
* | iRadimed Corp. | 2,691 | 79 | |||
* | scPharmaceuticals Inc. | 13,000 | 79 | |||
* | 89bio Inc. | 4,164 | 78 | |||
* | Tela Bio Inc. | 4,801 | 77 |
Shares | Market Value ($000) | |||||
* | Recro Pharma Inc. | 31,949 | 74 | |||
* | Axcella Health Inc. | 18,254 | 73 | |||
* | Synlogic Inc. | 18,708 | 73 | |||
* | Verve Therapeutics Inc. | 1,113 | 67 | |||
* | Dyadic International Inc. | 17,910 | 64 | |||
* | Minerva Neurosciences Inc. | 27,569 | 64 | |||
* | IRIDEX Corp. | 8,974 | 63 | |||
* | LENSAR Inc. | 7,146 | 62 | |||
* | Apollo Endosurgery Inc. | 7,315 | 59 | |||
* | Leap Therapeutics Inc. | 36,243 | 59 | |||
* | Merrimack Pharmaceuticals Inc. | 9,104 | 58 | |||
* | ElectroCore Inc. | 47,524 | 57 | |||
* | Zosano Pharma Corp. | 60,367 | 57 | |||
* | BioSig Technologies Inc. | 14,502 | 56 | |||
* | Corvus Pharmaceuticals Inc. | 20,935 | 56 | |||
* | Liquidia Corp. | 19,729 | 56 | |||
* | Lantern Pharma Inc. | 3,734 | 55 | |||
* | Aravive Inc. | 8,819 | 53 | |||
* | Larimar Therapeutics Inc. | 5,300 | 52 | |||
*,2 | Alder Biopharmaceuticals Inc. CVR Exp. 12/31/2024 | 57,977 | 51 | |||
* | LogicBio Therapeutics Inc. | 11,514 | 51 | |||
* | Odonate Therapeutics Inc. | 14,260 | 50 | |||
* | Anixa Biosciences Inc. | 12,599 | 49 | |||
* | Rockwell Medical Inc. | 54,034 | 49 | |||
* | Delcath Systems Inc. | 3,900 | 49 | |||
* | Lipocine Inc. | 34,514 | 48 | |||
* | Equillium Inc. | 7,975 | 47 | |||
* | NantHealth Inc. | 20,200 | 47 | |||
* | Alpine Immune Sciences Inc. | 5,130 | 46 | |||
* | Checkpoint Therapeutics Inc. | 15,425 | 46 | |||
* | Eyenovia Inc. | 8,993 | 45 | |||
* | OncoSec Medical Inc. | 16,021 | 45 | |||
* | Aptevo Therapeutics Inc. | 1,975 | 44 | |||
* | Viridian Therapeutics Inc. | 2,405 | 44 | |||
*,1,2 | Tobira Therapeutics Inc. CVR Exp. 12/31/2028 | 9,469 | 43 | |||
* | Vincerx Pharma Inc. | 3,312 | 43 | |||
* | Cellectar Biosciences Inc. | 35,100 | 42 | |||
*,1 | Organovo Holdings Inc. | 4,246 | 40 | |||
* | Champions Oncology Inc. | 3,815 | 39 | |||
* | Convey Holding Parent Inc. | 3,410 | 39 | |||
* | Monte Rosa Therapeutics Inc. | 1,728 | 39 | |||
* | Aquestive Therapeutics Inc. | 9,542 | 38 | |||
* | Cyclacel Pharmaceuticals Inc. | 6,337 | 38 | |||
* | Talis Biomedical Corp. | 3,442 | 38 | |||
* | Genocea Biosciences Inc. | 14,841 | 35 | |||
* | Windtree Therapeutics Inc. | 14,800 | 34 | |||
* | Yumanity Therapeutics Inc. | 2,922 | 34 | |||
* | NexImmune Inc. | 2,104 | 34 | |||
* | Chembio Diagnostics Inc. | 11,141 | 33 | |||
* | Tyme Technologies Inc. | 26,570 | 33 | |||
* | Salarius Pharmaceuticals Inc. | 31,300 | 33 | |||
* | Inhibikase Therapeutics Inc. | 11,895 | 33 | |||
* | Sensus Healthcare Inc. | 8,033 | 31 | |||
* | Reviva Pharmaceuticals Holdings Inc. | 6,340 | 31 | |||
* | Satsuma Pharmaceuticals Inc. | 4,155 | 29 | |||
* | Inozyme Pharma Inc. | 1,634 | 28 | |||
* | Cumberland Pharmaceuticals Inc. | 9,187 | 26 | |||
* | Bellerophon Therapeutics Inc. | 5,364 | 26 | |||
* | Cyteir Therapeutics Inc. | 1,198 | 26 | |||
* | Catabasis Pharmaceuticals Inc. | 11,749 | 25 | |||
* | Vivos Therapeutics Inc. | 5,061 | 25 |
Shares | Market Value ($000) | |||||
* | Alpha Teknova Inc. | 1,036 | 25 | |||
* | Angion Biomedica Corp. | 1,835 | 24 | |||
* | NeuroPace Inc. | 1,026 | 24 | |||
* | CVRx Inc. | 860 | 24 | |||
* | Akoya Biosciences Inc. | 1,202 | 23 | |||
* | Cocrystal Pharma Inc. | 17,553 | 22 | |||
* | cbdMD Inc. | 7,102 | 21 | |||
* | PolarityTE Inc. | 20,900 | 21 | |||
* | Sigilon Therapeutics Inc. | 1,915 | 21 | |||
* | Nuwellis Inc. | 4,900 | 21 | |||
* | Alimera Sciences Inc. | 2,158 | 20 | |||
* | Rain Therapeutics Inc. | 1,285 | 20 | |||
* | Psychemedics Corp. | 2,717 | 19 | |||
* | Codex DNA Inc. | 859 | 19 | |||
* | Soleno Therapeutics Inc. | 16,045 | 18 | |||
* | Avenue Therapeutics Inc. | 6,688 | 17 | |||
* | Talaris Therapeutics Inc. | 1,189 | 17 | |||
* | Spruce Biosciences Inc. | 1,424 | 16 | |||
* | Graphite Bio Inc. | 515 | 16 | |||
* | Nephros Inc. | 1,398 | 15 | |||
* | Ikena Oncology Inc. | 1,053 | 15 | |||
* | Impel Neuropharma Inc. | 1,694 | 15 | |||
* | Century Therapeutics Inc. | 513 | 15 | |||
* | Galera Therapeutics Inc. | 1,409 | 14 | |||
* | Panbela Therapeutics Inc. | 5,105 | 14 | |||
* | Elevation Oncology Inc. | 1,041 | 14 | |||
* | Strata Skin Sciences Inc. | 8,329 | 13 | |||
* | Biodesix Inc. | 957 | 13 | |||
* | Landos Biopharma Inc. | 1,108 | 13 | |||
* | Lumos Pharma Inc. | 1,193 | 12 | |||
*,1 | Progenity Inc. | 3,399 | 12 | |||
* | Helius Medical Technologies Inc. | 724 | 12 | |||
* | Janux Therapeutics Inc. | 497 | 12 | |||
* | Vera Therapeutics Inc. Class A | 852 | 11 | |||
* | Biomea Fusion Inc. | 692 | 11 | |||
* | Soligenix Inc. | 8,654 | 10 | |||
* | Graybug Vision Inc. | 1,888 | 10 | |||
* | Reneo Pharmaceuticals Inc. | 1,021 | 10 | |||
* | Decibel Therapeutics Inc. | 1,002 | 9 | |||
* | Finch Therapeutics Group Inc. | 620 | 9 | |||
* | Longboard Pharmaceuticals Inc. | 962 | 9 | |||
* | Tempest Therapeutics Inc. | 814 | 9 | |||
* | Biolase Inc. | 11,167 | 8 | |||
* | Brickell Biotech Inc. | 8,068 | 8 | |||
* | AgeX Therapeutics Inc. | 4,590 | 7 | |||
* | Aziyo Biologics Inc. Class A | 769 | 7 | |||
* | ImmuCell Corp. | 596 | 6 | |||
*,2 | OncoMed Pharmaceuticals Inc. CVR | 46,468 | 6 | |||
* | IMARA Inc. | 725 | 6 | |||
* | Checkmate Pharmaceuticals Inc. | 931 | 6 | |||
* | Metacrine Inc. | 1,478 | 6 | |||
* | Werewolf Therapeutics Inc. | 345 | 6 | |||
* | Baudax Bio Inc. | 6,059 | 5 | |||
* | Caladrius Biosciences Inc. | 3,127 | 5 | |||
* | Lucira Health Inc. | 708 | 5 | |||
* | Allena Pharmaceuticals Inc. | 2,783 | 4 | |||
* | Cohbar Inc. | 2,678 | 4 | |||
*,2 | Aduro Biotech Inc. CVR | 6,844 | 4 | |||
*,1,2 | Oncternal Therapeutics Inc. CVR | 2,749 | 3 | |||
* | Opiant Pharmaceuticals Inc. | 206 | 3 | |||
* | Lyra Therapeutics Inc. | 360 | 3 |
Shares | Market Value ($000) | |||||
* | Aerovate Therapeutics Inc. | 131 | 3 | |||
* | Geron Corp. Warrants Exp. 12/31/2025 | 39,917 | 2 | |||
* | CareCloud Inc. | 237 | 2 | |||
* | AzurRx BioPharma Inc. | 680 | 1 | |||
*,2 | Elanco Animal Health Inc. CVR | 37,378 | 1 | |||
* | Evoke Pharma Inc. | 920 | 1 | |||
*,2 | Ocera Therapeutics Inc. CVR | 3,700 | 1 | |||
* | Miragen Therapeutics Inc. CVR | 36,076 | 1 | |||
* | Sensei Biotherapeutics Inc. | 90 | 1 | |||
* | Aileron Therapeutics Inc. | 250 | — | |||
*,2 | Ambit Biosciences Corp. CVR | 1,900 | — | |||
*,2 | Biosante Pharmaceutical Inc. CVR | 14,250 | — | |||
* | Ekso Bionics Holdings Inc. | 67 | — | |||
*,2 | Lantheus Holdings Inc. CVR | 82,198 | — | |||
* | RA Medical Systems Inc. | 7 | — | |||
*,2 | F-star Therapeutics Inc. CVR | 2,729 | — | |||
4,595,350 | ||||||
Industrials (8.47%) | ||||||
Visa Inc. Class A | 1,341,360 | 313,637 | ||||
* | PayPal Holdings Inc. | 931,697 | 271,571 | |||
Mastercard Inc. Class A | 701,319 | 256,045 | ||||
Accenture plc Class A | 503,773 | 148,507 | ||||
Honeywell International Inc. | 550,477 | 120,747 | ||||
United Parcel Service Inc. Class B | 573,362 | 119,242 | ||||
Union Pacific Corp. | 526,632 | 115,822 | ||||
* | Boeing Co. | 464,011 | 111,158 | |||
Raytheon Technologies Corp. | 1,200,939 | 102,452 | ||||
Caterpillar Inc. | 434,210 | 94,497 | ||||
General Electric Co. | 6,966,934 | 93,775 | ||||
3M Co. | 460,075 | 91,385 | ||||
American Express Co. | 477,421 | 78,884 | ||||
Deere & Co. | 223,469 | 78,820 | ||||
* | Square Inc. Class A | 311,015 | 75,825 | |||
Lockheed Martin Corp. | 187,100 | 70,789 | ||||
Fidelity National Information Services Inc. | 491,417 | 69,619 | ||||
Automatic Data Processing Inc. | 336,767 | 66,889 | ||||
CSX Corp. | 1,801,056 | 57,778 | ||||
FedEx Corp. | 189,390 | 56,501 | ||||
Capital One Financial Corp. | 357,400 | 55,286 | ||||
Norfolk Southern Corp. | 198,425 | 52,664 | ||||
Sherwin-Williams Co. | 189,626 | 51,664 | ||||
* | Fiserv Inc. | 473,846 | 50,649 | |||
Illinois Tool Works Inc. | 224,147 | 50,110 | ||||
Eaton Corp. plc | 315,587 | 46,764 | ||||
Emerson Electric Co. | 474,674 | 45,683 | ||||
Global Payments Inc. | 234,113 | 43,906 | ||||
Northrop Grumman Corp. | 115,000 | 41,794 | ||||
Johnson Controls International plc | 567,159 | 38,924 | ||||
General Dynamics Corp. | 190,430 | 35,850 | ||||
L3Harris Technologies Inc. | 162,953 | 35,222 | ||||
Trane Technologies plc | 189,214 | 34,842 | ||||
Carrier Global Corp. | 687,877 | 33,431 | ||||
DuPont de Nemours Inc. | 422,720 | 32,723 | ||||
IHS Markit Ltd. | 284,643 | 32,068 | ||||
PPG Industries Inc. | 187,952 | 31,909 | ||||
Parker-Hannifin Corp. | 101,910 | 31,298 | ||||
Cummins Inc. | 116,071 | 28,299 | ||||
Otis Worldwide Corp. | 340,459 | 27,839 | ||||
Paychex Inc. | 257,060 | 27,583 | ||||
Cintas Corp. | 70,953 | 27,104 | ||||
* | TransDigm Group Inc. | 41,545 | 26,892 |
Shares | Market Value ($000) | |||||
Rockwell Automation Inc. | 92,081 | 26,337 | ||||
Stanley Black & Decker Inc. | 128,475 | 26,336 | ||||
* | Mettler-Toledo International Inc. | 18,388 | 25,474 | |||
�� | AMETEK Inc. | 183,748 | 24,530 | |||
PACCAR Inc. | 274,576 | 24,506 | ||||
Equifax Inc. | 96,688 | 23,158 | ||||
* | Keysight Technologies Inc. | 146,640 | 22,643 | |||
Verisk Analytics Inc. | 128,747 | 22,495 | ||||
* | Zebra Technologies Corp. Class A | 42,439 | 22,471 | |||
Synchrony Financial | 455,876 | 22,119 | ||||
Ball Corp. | 260,193 | 21,081 | ||||
Old Dominion Freight Line Inc. | 82,797 | 21,014 | ||||
* | Generac Holdings Inc. | 49,969 | 20,745 | |||
Kansas City Southern | 72,232 | 20,468 | ||||
Vulcan Materials Co. | 106,010 | 18,453 | ||||
* | United Rentals Inc. | 57,800 | 18,439 | |||
Fortive Corp. | 256,482 | 17,887 | ||||
Martin Marietta Materials Inc. | 49,745 | 17,501 | ||||
Dover Corp. | 113,925 | 17,157 | ||||
Xylem Inc. | 142,788 | 17,129 | ||||
Expeditors International of Washington Inc. | 134,743 | 17,058 | ||||
* | FleetCor Technologies Inc. | 65,941 | 16,885 | |||
* | Waters Corp. | 48,778 | 16,858 | |||
TransUnion | 151,711 | 16,659 | ||||
* | Trimble Inc. | 199,615 | 16,334 | |||
* | Teledyne Technologies Inc. | 36,982 | 15,489 | |||
WW Grainger Inc. | 34,730 | 15,212 | ||||
* | Ingersoll Rand Inc. | 299,614 | 14,624 | |||
Jacobs Engineering Group Inc. | 103,752 | 13,843 | ||||
IDEX Corp. | 60,390 | 13,289 | ||||
Textron Inc. | 178,282 | 12,260 | ||||
Masco Corp. | 202,600 | 11,935 | ||||
Westinghouse Air Brake Technologies Corp. | 141,782 | 11,669 | ||||
* | Bill.com Holdings Inc. | 62,755 | 11,495 | |||
Cognex Corp. | 133,720 | 11,239 | ||||
Westrock Co. | 210,290 | 11,192 | ||||
JB Hunt Transport Services Inc. | 67,690 | 11,030 | ||||
Fortune Brands Home & Security Inc. | 110,427 | 11,000 | ||||
Crown Holdings Inc. | 107,459 | 10,983 | ||||
* | Fair Isaac Corp. | 21,730 | 10,923 | |||
* | XPO Logistics Inc. | 76,971 | 10,767 | |||
* | Howmet Aerospace Inc. | 310,060 | 10,688 | |||
Packaging Corp. of America | 74,916 | 10,145 | ||||
Graco Inc. | 132,529 | 10,032 | ||||
Allegion plc | 71,677 | 9,985 | ||||
Quanta Services Inc. | 109,967 | 9,960 | ||||
CH Robinson Worldwide Inc. | 106,083 | 9,937 | ||||
Jack Henry & Associates Inc. | 59,310 | 9,698 | ||||
Snap-on Inc. | 42,765 | 9,555 | ||||
Lennox International Inc. | 27,137 | 9,520 | ||||
Toro Co. | 84,900 | 9,329 | ||||
* | Trex Co. Inc. | 90,584 | 9,259 | |||
Nordson Corp. | 41,712 | 9,156 | ||||
Booz Allen Hamilton Holding Corp. Class A | 107,305 | 9,140 | ||||
RPM International Inc. | 101,954 | 9,041 | ||||
* | Axon Enterprise Inc. | 50,656 | 8,956 | |||
HEICO Corp. Class A | 71,273 | 8,851 | ||||
Pentair plc | 130,929 | 8,836 | ||||
* | Mohawk Industries Inc. | 44,340 | 8,522 | |||
Hubbell Inc. Class B | 43,012 | 8,036 | ||||
Carlisle Cos. Inc. | 41,358 | 7,915 |
Shares | Market Value ($000) | |||||
Owens Corning | 80,206 | 7,852 | ||||
MKS Instruments Inc. | 43,738 | 7,783 | ||||
A O Smith Corp. | 106,581 | 7,680 | ||||
* | Middleby Corp. | 44,175 | 7,654 | |||
Robert Half International Inc. | 85,693 | 7,624 | ||||
Western Union Co. | 329,045 | 7,558 | ||||
Watsco Inc. | 26,211 | 7,513 | ||||
* | AECOM | 116,510 | 7,377 | |||
* | Sensata Technologies Holding plc | 125,473 | 7,274 | |||
AptarGroup Inc. | 51,461 | 7,248 | ||||
Sealed Air Corp. | 120,328 | 7,129 | ||||
* | Builders FirstSource Inc. | 164,999 | 7,039 | |||
Oshkosh Corp. | 55,189 | 6,879 | ||||
* | Berry Global Group Inc. | 105,381 | 6,873 | |||
* | WEX Inc. | 35,437 | 6,871 | |||
Genpact Ltd. | 148,680 | 6,755 | ||||
Huntington Ingalls Industries Inc. | 30,281 | 6,382 | ||||
ITT Inc. | 69,584 | 6,373 | ||||
AGCO Corp. | 48,340 | 6,303 | ||||
Donaldson Co. Inc. | 98,316 | 6,246 | ||||
Brunswick Corp. | 62,445 | 6,221 | ||||
Lincoln Electric Holdings Inc. | 46,873 | 6,174 | ||||
Woodward Inc. | 47,454 | 5,831 | ||||
* | Paylocity Holding Corp. | 30,518 | 5,823 | |||
*,1 | Virgin Galactic Holdings Inc. | 124,622 | 5,733 | |||
* | Euronet Worldwide Inc. | 40,581 | 5,493 | |||
Knight-Swift Transportation Holdings Inc. Class A | 119,152 | 5,417 | ||||
EMCOR Group Inc. | 43,593 | 5,370 | ||||
Tetra Tech Inc. | 43,525 | 5,312 | ||||
Sonoco Products Co. | 78,493 | 5,251 | ||||
* | Coherent Inc. | 19,813 | 5,237 | |||
Acuity Brands Inc. | 27,909 | 5,220 | ||||
* | TopBuild Corp. | 26,265 | 5,195 | |||
* | Axalta Coating Systems Ltd. | 166,750 | 5,084 | |||
MDU Resources Group Inc. | 159,676 | 5,004 | ||||
ManpowerGroup Inc. | 41,715 | 4,960 | ||||
Littelfuse Inc. | 19,448 | 4,955 | ||||
Advanced Drainage Systems Inc. | 42,485 | 4,952 | ||||
* | WillScot Mobile Mini Holdings Corp. | 177,524 | 4,948 | |||
Landstar System Inc. | 30,914 | 4,885 | ||||
Louisiana-Pacific Corp. | 79,675 | 4,804 | ||||
* | MasTec Inc. | 44,542 | 4,726 | |||
MSA Safety Inc. | 28,275 | 4,682 | ||||
Eagle Materials Inc. | 32,221 | 4,579 | ||||
Rexnord Corp. | 91,183 | 4,563 | ||||
BWX Technologies Inc. | 76,886 | 4,469 | ||||
Maximus Inc. | 49,778 | 4,379 | ||||
Regal Beloit Corp. | 32,490 | 4,338 | ||||
KBR Inc. | 112,946 | 4,309 | ||||
Vontier Corp. | 131,924 | 4,298 | ||||
* | Chart Industries Inc. | 29,337 | 4,293 | |||
* | Saia Inc. | 20,467 | 4,288 | |||
* | Colfax Corp. | 91,651 | 4,199 | |||
nVent Electric plc | 133,260 | 4,163 | ||||
Armstrong World Industries Inc. | 38,750 | 4,156 | ||||
Valmont Industries Inc. | 17,069 | 4,029 | ||||
* | WESCO International Inc. | 39,133 | 4,024 | |||
Spirit AeroSystems Holdings Inc. Class A | 85,093 | 4,016 | ||||
Alliance Data Systems Corp. | 38,085 | 3,968 | ||||
Flowserve Corp. | 97,252 | 3,921 | ||||
Graphic Packaging Holding Co. | 216,174 | 3,921 |
Shares | Market Value ($000) | |||||
Curtiss-Wright Corp. | 32,607 | 3,872 | ||||
* | ASGN Inc. | 39,781 | 3,856 | |||
Simpson Manufacturing Co. Inc. | 34,791 | 3,842 | ||||
Exponent Inc. | 41,973 | 3,744 | ||||
* | AZEK Co. Inc. Class A | 86,671 | 3,680 | |||
* | FTI Consulting Inc. | 26,791 | 3,660 | |||
Crane Co. | 39,614 | 3,659 | ||||
* | Itron Inc. | 36,164 | 3,616 | |||
John Bean Technologies Corp. | 25,319 | 3,611 | ||||
* | AMN Healthcare Services Inc. | 37,118 | 3,600 | |||
Air Lease Corp. Class A | 86,032 | 3,591 | ||||
* | Resideo Technologies Inc. | 116,412 | 3,492 | |||
Allison Transmission Holdings Inc. | 84,526 | 3,359 | ||||
EnerSys | 34,008 | 3,324 | ||||
Altra Industrial Motion Corp. | 50,393 | 3,277 | ||||
HEICO Corp. | 23,459 | 3,271 | ||||
* | ACI Worldwide Inc. | 87,710 | 3,258 | |||
* | Summit Materials Inc. Class A | 92,508 | 3,224 | |||
Watts Water Technologies Inc. Class A | 21,803 | 3,181 | ||||
MSC Industrial Direct Co. Inc. Class A | 34,707 | 3,114 | ||||
Ryder System Inc. | 41,279 | 3,068 | ||||
* | Mercury Systems Inc. | 45,971 | 3,047 | |||
Korn Ferry | 41,988 | 3,046 | ||||
* | Shift4 Payments Inc. Class A | 32,480 | 3,044 | |||
Brink's Co. | 39,245 | 3,016 | ||||
* | Kirby Corp. | 47,914 | 2,905 | |||
Applied Industrial Technologies Inc. | 31,488 | 2,867 | ||||
UniFirst Corp. | 12,218 | 2,867 | ||||
* | ExlService Holdings Inc. | 26,724 | 2,840 | |||
Triton International Ltd. | 53,756 | 2,814 | ||||
Aerojet Rocketdyne Holdings Inc. | 57,927 | 2,797 | ||||
* | Affirm Holdings Inc. Class A | 41,210 | 2,775 | |||
* | Bloom Energy Corp. Class A | 102,629 | 2,758 | |||
* | Kratos Defense & Security Solutions Inc. | 96,224 | 2,741 | |||
* | Atkore Inc. | 38,492 | 2,733 | |||
Silgan Holdings Inc. | 64,739 | 2,687 | ||||
Insperity Inc. | 29,132 | 2,633 | ||||
HB Fuller Co. | 40,865 | 2,599 | ||||
Franklin Electric Co. Inc. | 32,145 | 2,592 | ||||
EVERTEC Inc. | 59,287 | 2,588 | ||||
GATX Corp. | 29,145 | 2,578 | ||||
*,1 | Nikola Corp. | 142,300 | 2,570 | |||
Hillenbrand Inc. | 56,149 | 2,475 | ||||
Terex Corp. | 51,642 | 2,459 | ||||
Kennametal Inc. | 67,081 | 2,410 | ||||
* | Welbilt Inc. | 103,584 | 2,398 | |||
ABM Industries Inc. | 53,734 | 2,383 | ||||
SPX FLOW Inc. | 36,118 | 2,356 | ||||
* | Herc Holdings Inc. | 21,004 | 2,354 | |||
* | TriNet Group Inc. | 32,003 | 2,320 | |||
* | Beacon Roofing Supply Inc. | 43,447 | 2,314 | |||
Badger Meter Inc. | 23,530 | 2,309 | ||||
*,4 | API Group Corp. | 109,824 | 2,294 | |||
* | Marathon Digital Holdings Inc. | 73,100 | 2,293 | |||
Macquarie Infrastructure Corp. | 59,310 | 2,270 | ||||
Installed Building Products Inc. | 18,205 | 2,228 | ||||
Maxar Technologies Inc. | 55,378 | 2,211 | ||||
AAON Inc. | 35,020 | 2,192 | ||||
Comfort Systems USA Inc. | 27,730 | 2,185 | ||||
* | Masonite International Corp. | 19,508 | 2,181 | |||
Albany International Corp. Class A | 24,397 | 2,178 |
Shares | Market Value ($000) | |||||
* | SPX Corp. | 35,607 | 2,175 | |||
Matson Inc. | 33,659 | 2,154 | ||||
* | CryoPort Inc. | 33,788 | 2,132 | |||
Werner Enterprises Inc. | 47,783 | 2,127 | ||||
* | Allegheny Technologies Inc. | 101,487 | 2,116 | |||
* | O-I Glass Inc. | 127,502 | 2,082 | |||
* | Fluor Corp. | 115,942 | 2,052 | |||
Brady Corp. Class A | 36,359 | 2,038 | ||||
* | Proto Labs Inc. | 21,863 | 2,007 | |||
Barnes Group Inc. | 38,984 | 1,998 | ||||
Moog Inc. Class A | 23,750 | 1,996 | ||||
* | Green Dot Corp. Class A | 42,199 | 1,977 | |||
Trinity Industries Inc. | 73,508 | 1,977 | ||||
Forward Air Corp. | 21,914 | 1,967 | ||||
Mueller Water Products Inc. Class A | 136,309 | 1,966 | ||||
* | Gibraltar Industries Inc. | 25,334 | 1,933 | |||
Helios Technologies Inc. | 24,221 | 1,890 | ||||
Federal Signal Corp. | 46,796 | 1,883 | ||||
Belden Inc. | 36,682 | 1,855 | ||||
* | AeroVironment Inc. | 18,273 | 1,830 | |||
ManTech International Corp. Class A | 21,151 | 1,830 | ||||
* | Hub Group Inc. Class A | 27,417 | 1,809 | |||
* | Vicor Corp. | 16,932 | 1,790 | |||
ESCO Technologies Inc. | 19,033 | 1,785 | ||||
* | Dycom Industries Inc. | 23,804 | 1,774 | |||
* | JELD-WEN Holding Inc. | 67,379 | 1,769 | |||
Otter Tail Corp. | 35,769 | 1,746 | ||||
* | Navistar International Corp. | 38,424 | 1,710 | |||
* | Sykes Enterprises Inc. | 31,212 | 1,676 | |||
EnPro Industries Inc. | 17,205 | 1,671 | ||||
* | GMS Inc. | 34,624 | 1,667 | |||
Kadant Inc. | 9,398 | 1,655 | ||||
McGrath RentCorp | 19,879 | 1,622 | ||||
* | Verra Mobility Corp. Class A | 104,577 | 1,607 | |||
TTEC Holdings Inc. | 15,547 | 1,603 | ||||
* | TuSimple Holdings Inc. Class A | 22,186 | 1,581 | |||
Granite Construction Inc. | 37,297 | 1,549 | ||||
Raven Industries Inc. | 26,694 | 1,544 | ||||
* | Atlas Air Worldwide Holdings Inc. | 22,608 | 1,540 | |||
Greif Inc. Class A | 25,426 | 1,540 | ||||
Deluxe Corp. | 32,129 | 1,535 | ||||
*,1 | PureCycle Technologies Inc. | 63,928 | 1,512 | |||
*,1 | Workhorse Group Inc. | 89,333 | 1,482 | |||
* | Ferro Corp. | 68,206 | 1,471 | |||
Alamo Group Inc. | 9,579 | 1,462 | ||||
Lindsay Corp. | 8,794 | 1,453 | ||||
CSW Industrials Inc. | 12,202 | 1,445 | ||||
* | OSI Systems Inc. | 14,171 | 1,440 | |||
* | CBIZ Inc. | 43,020 | 1,410 | |||
* | Meritor Inc. | 60,024 | 1,406 | |||
* | Repay Holdings Corp. Class A | 57,838 | 1,390 | |||
ADT Inc. | 127,467 | 1,375 | ||||
Enerpac Tool Group Corp. Class A | 50,940 | 1,356 | ||||
ICF International Inc. | 15,290 | 1,343 | ||||
* | Cimpress plc | 12,144 | 1,317 | |||
Patrick Industries Inc. | 17,336 | 1,266 | ||||
* | BTRS Holdings Inc. | 98,010 | 1,237 | |||
*,1 | Desktop Metal Inc. Class A | 106,300 | 1,222 | |||
Tennant Co. | 15,277 | 1,220 | ||||
* | MYR Group Inc. | 13,343 | 1,213 | |||
Primoris Services Corp. | 41,117 | 1,210 |
Shares | Market Value ($000) | |||||
* | Danimer Scientific Inc. | 47,400 | 1,187 | |||
Kaman Corp. | 23,276 | 1,173 | ||||
* | PGT Innovations Inc. | 49,708 | 1,155 | |||
* | American Woodmark Corp. | 14,041 | 1,147 | |||
Encore Wire Corp. | 15,065 | 1,142 | ||||
Mesa Laboratories Inc. | 4,118 | 1,117 | ||||
* | TriMas Corp. | 36,833 | 1,117 | |||
* | FARO Technologies Inc. | 14,129 | 1,099 | |||
* | Air Transport Services Group Inc. | 46,816 | 1,088 | |||
Griffon Corp. | 42,387 | 1,086 | ||||
Shyft Group Inc. | 28,838 | 1,079 | ||||
* | Marqeta Inc. Class A | 38,293 | 1,075 | |||
ArcBest Corp. | 18,411 | 1,071 | ||||
Astec Industries Inc. | 16,978 | 1,069 | ||||
* | Evo Payments Inc. Class A | 38,485 | 1,068 | |||
* | Conduent Inc. | 140,416 | 1,053 | |||
* | Triumph Group Inc. | 49,800 | 1,033 | |||
* | ZipRecruiter Inc. Class A | 41,322 | 1,032 | |||
* | US Concrete Inc. | 13,840 | 1,021 | |||
Columbus McKinnon Corp. | 21,022 | 1,014 | ||||
Greenbrier Cos. Inc. | 23,192 | 1,011 | ||||
AZZ Inc. | 19,359 | 1,002 | ||||
* | AAR Corp. | 25,566 | 991 | |||
* | NV5 Global Inc. | 10,289 | 972 | |||
* | Hayward Holdings Inc. | 37,293 | 970 | |||
* | Energy Recovery Inc. | 41,500 | 945 | |||
* | Montrose Environmental Group Inc. | 16,820 | 903 | |||
*,1 | Hyliion Holdings Corp. | 76,566 | 892 | |||
Kforce Inc. | 14,009 | 882 | ||||
*,1 | Velodyne Lidar Inc. | 82,923 | 882 | |||
* | Huron Consulting Group Inc. | 17,876 | 879 | |||
Standex International Corp. | 9,089 | 863 | ||||
Schneider National Inc. Class B | 39,552 | 861 | ||||
* | Ranpak Holdings Corp. Class A | 34,100 | 854 | |||
* | Construction Partners Inc. Class A | 27,142 | 852 | |||
H&E Equipment Services Inc. | 25,264 | 841 | ||||
* | Cornerstone Building Brands Inc. | 45,453 | 826 | |||
* | Donnelley Financial Solutions Inc. | 23,600 | 779 | |||
Quanex Building Products Corp. | 31,234 | 776 | ||||
* | Veritiv Corp. | 12,500 | 768 | |||
* | Manitowoc Co. Inc. | 31,178 | 764 | |||
Apogee Enterprises Inc. | 18,339 | 747 | ||||
* | Advantage Solutions Inc. | 68,200 | 736 | |||
Heartland Express Inc. | 41,821 | 716 | ||||
* | TrueBlue Inc. | 25,332 | 712 | |||
CAI International Inc. | 12,639 | 708 | ||||
Marten Transport Ltd. | 42,381 | 699 | ||||
* | Lydall Inc. | 11,506 | 696 | |||
Heidrick & Struggles International Inc. | 15,472 | 689 | ||||
*,1 | View Inc. | 81,047 | 687 | |||
* | Modine Manufacturing Co. | 39,900 | 662 | |||
* | Aspen Aerogels Inc. | 22,066 | 660 | |||
Gorman-Rupp Co. | 18,581 | 640 | ||||
* | Great Lakes Dredge & Dock Corp. | 43,592 | 637 | |||
* | Paya Holdings Inc. Class A | 56,700 | 625 | |||
Myers Industries Inc. | 29,048 | 610 | ||||
Chase Corp. | 5,851 | 600 | ||||
* | Kelly Services Inc. Class A | 24,290 | 582 | |||
* | Forterra Inc. | 24,652 | 580 | |||
* | Cantaloupe Inc. | 47,000 | 557 | |||
* | Gates Industrial Corp. plc | 30,655 | 554 |
Shares | Market Value ($000) | |||||
* | Echo Global Logistics Inc. | 17,977 | 553 | |||
CRA International Inc. | 6,430 | 550 | ||||
* | CIRCOR International Inc. | 16,867 | 550 | |||
* | Sterling Construction Co. Inc. | 22,643 | 546 | |||
Wabash National Corp. | 33,665 | 539 | ||||
* | Titan Machinery Inc. | 17,060 | 528 | |||
* | DXP Enterprises Inc. | 15,764 | 525 | |||
Insteel Industries Inc. | 16,294 | 524 | ||||
Hyster-Yale Materials Handling Inc. | 7,125 | 520 | ||||
National Presto Industries Inc. | 5,050 | 513 | ||||
* | Cross Country Healthcare Inc. | 30,721 | 507 | |||
*,1 | Eos Energy Enterprises Inc. | 28,200 | 506 | |||
* | Blade Air Mobility Inc. | 48,000 | 504 | |||
* | BrightView Holdings Inc. | 30,953 | 499 | |||
Ennis Inc. | 22,944 | 494 | ||||
* | SP Plus Corp. | 15,915 | 487 | |||
* | Ducommun Inc. | 8,885 | 485 | |||
International Seaways Inc. | 24,695 | 474 | ||||
* | Vectrus Inc. | 9,894 | 471 | |||
Argan Inc. | 9,742 | 466 | ||||
Douglas Dynamics Inc. | 11,440 | 465 | ||||
* | Vivint Smart Home Inc. | 33,997 | 449 | |||
Miller Industries Inc. | 11,281 | 445 | ||||
* | Willdan Group Inc. | 11,769 | 443 | |||
Barrett Business Services Inc. | 6,077 | 441 | ||||
* | Forrester Research Inc. | 9,338 | 428 | |||
* | Tutor Perini Corp. | 30,540 | 423 | |||
* | PAE Inc. | 46,600 | 415 | |||
* | Babcock & Wilcox Enterprises Inc. | 52,446 | 413 | |||
Allied Motion Technologies Inc. | 11,944 | 412 | ||||
REV Group Inc. | 25,884 | 406 | ||||
* | Napco Security Technologies Inc. | 11,097 | 404 | |||
* | Titan International Inc. | 47,500 | 403 | |||
Resources Connection Inc. | 27,891 | 400 | ||||
Pactiv Evergreen Inc. | 25,797 | 389 | ||||
* | Thermon Group Holdings Inc. | 22,609 | 385 | |||
Cass Information Systems Inc. | 9,079 | 370 | ||||
* | Eagle Bulk Shipping Inc. | 7,784 | 368 | |||
Kronos Worldwide Inc. | 25,377 | 363 | ||||
* | First Advantage Corp. | 18,053 | 359 | |||
* | International Money Express Inc. | 23,900 | 355 | |||
VSE Corp. | 7,076 | 350 | ||||
* | RR Donnelley & Sons Co. | 55,500 | 349 | |||
* | Astronics Corp. | 19,792 | 347 | |||
* | GreenSky Inc. Class A | 61,300 | 340 | |||
* | Vishay Precision Group Inc. | 9,889 | 337 | |||
* | TaskUS Inc. Class A | 9,831 | 337 | |||
* | Latch Inc. | 26,466 | 325 | |||
* | IES Holdings Inc. | 5,998 | 308 | |||
* | ShotSpotter Inc. | 6,113 | 298 | |||
* | Custom Truck One Source Inc. | 30,875 | 294 | |||
*,1 | Lightning eMotors Inc. | 35,019 | 291 | |||
* | BlueLinx Holdings Inc. | 5,692 | 286 | |||
* | Commercial Vehicle Group Inc. | 26,700 | 284 | |||
Park Aerospace Corp. | 19,093 | 284 | ||||
* | Paymentus Holdings Inc. Class A | 7,993 | 284 | |||
* | Flywire Corp. | 7,641 | 281 | |||
* | ExOne Co. | 12,787 | 277 | |||
* | Blue Bird Corp. | 11,011 | 274 | |||
* | Transcat Inc. | 4,840 | 273 | |||
* | Franklin Covey Co. | 8,348 | 270 |
Shares | Market Value ($000) | |||||
* | Acacia Research Corp. | 38,613 | 261 | |||
LSI Industries Inc. | 32,279 | 259 | ||||
* | Yellow Corp. | 39,500 | 257 | |||
*,1 | Byrna Technologies Inc. | 10,800 | 245 | |||
* | Luna Innovations Inc. | 22,193 | 240 | |||
* | Rekor Systems Inc. | 23,522 | 239 | |||
* | Radiant Logistics Inc. | 33,408 | 231 | |||
* | Atlas Technical Consultants Inc. Class A | 23,600 | 228 | |||
Park-Ohio Holdings Corp. | 7,030 | 226 | ||||
* | Diamond S Shipping Inc. | 22,700 | 226 | |||
* | Agrify Corp. | 19,005 | 226 | |||
Powell Industries Inc. | 7,254 | 224 | ||||
* | Orion Group Holdings Inc. | 38,600 | 222 | |||
* | Overseas Shipholding Group Inc. Class A | 103,800 | 217 | |||
* | Performant Financial Corp. | 54,600 | 205 | |||
* | DHI Group Inc. | 60,119 | 203 | |||
* | Iteris Inc. | 30,071 | 200 | |||
* | Energous Corp. | 69,135 | 198 | |||
* | US Xpress Enterprises Inc. Class A | 22,566 | 194 | |||
* | CECO Environmental Corp. | 26,869 | 192 | |||
*,1 | AgEagle Aerial Systems Inc. | 36,500 | 192 | |||
* | GP Strategies Corp. | 11,933 | 188 | |||
* | Horizon Global Corp. | 22,200 | 188 | |||
*,1 | MICT Inc. | 80,454 | 188 | |||
* | Ault Global Holdings Inc. | 66,700 | 188 | |||
* | Mistras Group Inc. | 18,400 | 181 | |||
* | Infrastructure & Energy Alternatives Inc. | 14,000 | 180 | |||
* | I3 Verticals Inc. Class A | 5,954 | 180 | |||
* | Atlanticus Holdings Corp. | 4,500 | 179 | |||
United States Lime & Minerals Inc. | 1,281 | 178 | ||||
* | IZEA Worldwide Inc. | 69,691 | 178 | |||
Hurco Cos. Inc. | 5,051 | 177 | ||||
Information Services Group Inc. | 29,685 | 174 | ||||
*,1 | Wrap Technologies Inc. | 21,600 | 170 | |||
* | Concrete Pumping Holdings Inc. | 19,696 | 167 | |||
* | Daseke Inc. | 25,698 | 167 | |||
* | Team Inc. | 24,450 | 164 | |||
* | HC2 Holdings Inc. | 41,047 | 163 | |||
* | GreenBox POS | 13,200 | 157 | |||
* | Lawson Products Inc. | 2,806 | 150 | |||
* | Hudson Technologies Inc. | 38,729 | 132 | |||
Universal Logistics Holdings Inc. | 5,573 | 130 | ||||
* | Select Interior Concepts Inc. Class A | 13,592 | 128 | |||
* | L B Foster Co. Class A | 6,452 | 120 | |||
* | Armstrong Flooring Inc. | 18,628 | 115 | |||
* | Core Molding Technologies Inc. | 7,270 | 112 | |||
* | EVI Industries Inc. | 3,846 | 109 | |||
* | Manitex International Inc. | 14,516 | 106 | |||
* | USA Truck Inc. | 6,111 | 98 | |||
* | PAM Transportation Services Inc. | 1,626 | 86 | |||
Graham Corp. | 6,141 | 84 | ||||
* | Paysign Inc. | 25,347 | 81 | |||
* | Orion Energy Systems Inc. | 13,570 | 78 | |||
* | LightPath Technologies Inc. Class A | 30,132 | 77 | |||
* | Document Security Systems Inc. | 38,500 | 69 | |||
*,1 | Alpha Pro Tech Ltd. | 7,935 | 68 | |||
* | Twin Disc Inc. | 4,630 | 66 | |||
* | Gencor Industries Inc. | 5,230 | 64 | |||
Preformed Line Products Co. | 865 | 64 | ||||
* | Covenant Logistics Group Inc. Class A | 3,030 | 63 | |||
* | Limbach Holdings Inc. | 6,506 | 60 |
Shares | Market Value ($000) | |||||
* | Broadwind Inc. | 12,171 | 55 | |||
* | Ultralife Corp. | 6,533 | 55 | |||
* | Willis Lease Finance Corp. | 1,168 | 50 | |||
* | Polar Power Inc. | 5,100 | 48 | |||
* | Mayville Engineering Co. Inc. | 1,894 | 38 | |||
* | Legalzoom.com Inc. | 970 | 37 | |||
* | Usio Inc. | 5,651 | 36 | |||
* | RF Industries Ltd. | 3,910 | 29 | |||
* | ALJ Regional Holdings Inc. | 15,022 | 27 | |||
* | ClearSign Technologies Corp. | 5,732 | 27 | |||
* | ENGlobal Corp. | 8,787 | 27 | |||
* | PFSweb Inc. | 3,353 | 25 | |||
* | Frequency Electronics Inc. | 2,246 | 22 | |||
* | Odyssey Marine Exploration Inc. | 3,525 | 22 | |||
*,1 | Air Industries Group | 16,125 | 21 | |||
* | Applied DNA Sciences Inc. | 2,700 | 18 | |||
* | Coda Octopus Group Inc. | 2,088 | 18 | |||
* | Huttig Building Products Inc. | 3,194 | 18 | |||
* | Karat Packaging Inc. | 844 | 17 | |||
* | Lightbridge Corp. | 2,095 | 15 | |||
* | Volt Information Sciences Inc. | 3,158 | 14 | |||
* | Air T Inc. | 532 | 13 | |||
* | ServiceSource International Inc. | 9,500 | 13 | |||
* | Ballantyne Strong Inc. | 2,465 | 12 | |||
* | StarTek Inc. | 1,506 | 11 | |||
* | Wireless Telecom Group Inc. | 2,760 | 11 | |||
Innovative Solutions & Support Inc. | 784 | 5 | ||||
* | Air T Funding Warrants Exp. 08/30/2021 | 1,476 | — | |||
* | CPI Aerostructures Inc. | 114 | — | |||
* | Digital Ally Inc. | 144 | — | |||
* | Sypris Solutions Inc. | 92 | — | |||
*,2 | Patriot National Inc. | 7,513 | — | |||
4,880,190 | ||||||
Other (0.06%)5 | ||||||
6 | Vanguard Total Bond Market ETF | 375,384 | 32,241 | |||
*,2 | Proteostasis Therapeutics Inc. CVR | 58,455 | 6 | |||
*,2 | Contra A/S CVR | 26,018 | 3 | |||
*,2 | First Eagle Private Credit LLC CVR | 22,870 | 2 | |||
*,2 | Contra Costa County Board of Education CVR | 30 | — | |||
32,252 | ||||||
Real Estate (2.12%) | ||||||
American Tower Corp. | 359,098 | 97,007 | ||||
Prologis Inc. | 587,123 | 70,179 | ||||
Crown Castle International Corp. | 343,323 | 66,982 | ||||
Equinix Inc. | 71,170 | 57,121 | ||||
Public Storage | 118,418 | 35,607 | ||||
Simon Property Group Inc. | 261,012 | 34,057 | ||||
Digital Realty Trust Inc. | 224,391 | 33,762 | ||||
SBA Communications Corp. | 86,875 | 27,687 | ||||
Welltower Inc. | 332,591 | 27,638 | ||||
* | CoStar Group Inc. | 313,820 | 25,991 | |||
AvalonBay Communities Inc. | 111,273 | 23,222 | ||||
* | CBRE Group Inc. Class A | 254,522 | 21,820 | |||
Equity Residential | 282,632 | 21,763 | ||||
Alexandria Real Estate Equities Inc. | 115,562 | 21,025 | ||||
Weyerhaeuser Co. | 597,564 | 20,568 | ||||
Realty Income Corp. | 298,612 | 19,929 | ||||
Extra Space Storage Inc. | 105,123 | 17,221 | ||||
Ventas Inc. | 299,370 | 17,094 | ||||
Invitation Homes Inc. | 447,566 | 16,690 |
Shares | Market Value ($000) | |||||
Essex Property Trust Inc. | 51,856 | 15,557 | ||||
Mid-America Apartment Communities Inc. | 91,059 | 15,336 | ||||
Sun Communities Inc. | 88,649 | 15,194 | ||||
Healthpeak Properties Inc. | 427,075 | 14,217 | ||||
Duke Realty Corp. | 295,069 | 13,972 | ||||
VICI Properties Inc. | 430,042 | 13,340 | ||||
Boston Properties Inc. | 112,196 | 12,857 | ||||
* | Zillow Group Inc. Class C | 101,517 | 12,407 | |||
UDR Inc. | 236,103 | 11,564 | ||||
Camden Property Trust | 78,343 | 10,394 | ||||
WP Carey Inc. | 138,300 | 10,320 | ||||
Iron Mountain Inc. | 232,036 | 9,820 | ||||
Equity LifeStyle Properties Inc. | 130,337 | 9,685 | ||||
* | Host Hotels & Resorts Inc. | 561,710 | 9,600 | |||
Medical Properties Trust Inc. | 456,471 | 9,175 | ||||
Regency Centers Corp. | 135,464 | 8,679 | ||||
VEREIT Inc. | 180,014 | 8,268 | ||||
American Homes 4 Rent Class A | 210,582 | 8,181 | ||||
Gaming & Leisure Properties Inc. | 174,687 | 8,093 | ||||
* | Jones Lang LaSalle Inc. | 41,089 | 8,031 | |||
Americold Realty Trust | 201,623 | 7,631 | ||||
* | Zillow Group Inc. Class A | 60,785 | 7,448 | |||
CubeSmart | 159,397 | 7,383 | ||||
Federal Realty Investment Trust | 62,546 | 7,329 | ||||
Lamar Advertising Co. Class A | 69,297 | 7,236 | ||||
CyrusOne Inc. | 95,434 | 6,825 | ||||
Vornado Realty Trust | 145,898 | 6,809 | ||||
Kimco Realty Corp. | 324,979 | 6,776 | ||||
Omega Healthcare Investors Inc. | 185,513 | 6,732 | ||||
National Retail Properties Inc. | 140,798 | 6,601 | ||||
STORE Capital Corp. | 188,500 | 6,505 | ||||
Kilroy Realty Corp. | 93,133 | 6,486 | ||||
Rexford Industrial Realty Inc. | 110,799 | 6,310 | ||||
Life Storage Inc. | 58,722 | 6,304 | ||||
Apartment Income REIT Corp. | 118,943 | 5,641 | ||||
Brixmor Property Group Inc. | 240,800 | 5,512 | ||||
First Industrial Realty Trust Inc. | 100,106 | 5,229 | ||||
EastGroup Properties Inc. | 31,467 | 5,175 | ||||
American Campus Communities Inc. | 110,678 | 5,171 | ||||
* | Redfin Corp. | 79,998 | 5,073 | |||
STAG Industrial Inc. | 125,562 | 4,700 | ||||
CoreSite Realty Corp. | 34,140 | 4,595 | ||||
Healthcare Trust of America Inc. Class A | 171,788 | 4,587 | ||||
Douglas Emmett Inc. | 133,507 | 4,489 | ||||
SL Green Realty Corp. | 54,743 | 4,379 | ||||
Cousins Properties Inc. | 117,472 | 4,321 | ||||
Spirit Realty Capital Inc. | 89,721 | 4,292 | ||||
QTS Realty Trust Inc. Class A | 51,538 | 3,984 | ||||
Rayonier Inc. | 109,101 | 3,920 | ||||
Agree Realty Corp. | 54,510 | 3,842 | ||||
Highwoods Properties Inc. | 83,910 | 3,790 | ||||
* | Park Hotels & Resorts Inc. | 181,185 | 3,734 | |||
Terreno Realty Corp. | 56,577 | 3,650 | ||||
Innovative Industrial Properties Inc. | 18,745 | 3,581 | ||||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 62,447 | 3,506 | ||||
Hudson Pacific Properties Inc. | 123,118 | 3,425 | ||||
Healthcare Realty Trust Inc. | 110,361 | 3,333 | ||||
* | Ryman Hospitality Properties Inc. | 41,025 | 3,239 | |||
* | EPR Properties | 61,133 | 3,221 | |||
* | Howard Hughes Corp. | 32,476 | 3,165 | |||
* | DigitalBridge Group Inc. | 400,630 | 3,165 |
Shares | Market Value ($000) | |||||
JBG SMITH Properties | 100,265 | 3,159 | ||||
Weingarten Realty Investors | 98,434 | 3,157 | ||||
Physicians Realty Trust | 166,300 | 3,072 | ||||
Sabra Health Care REIT Inc. | 166,337 | 3,027 | ||||
Broadstone Net Lease Inc. Class A | 123,557 | 2,892 | ||||
Macerich Co. | 157,127 | 2,868 | ||||
PotlatchDeltic Corp. | 51,682 | 2,747 | ||||
Lexington Realty Trust | 228,752 | 2,734 | ||||
* | Outfront Media Inc. | 113,461 | 2,726 | |||
Corporate Office Properties Trust | 92,448 | 2,588 | ||||
Apple Hospitality REIT Inc. | 168,683 | 2,574 | ||||
Essential Properties Realty Trust Inc. | 93,280 | 2,522 | ||||
Equity Commonwealth | 93,391 | 2,447 | ||||
PS Business Parks Inc. | 16,320 | 2,417 | ||||
Pebblebrook Hotel Trust | 102,600 | 2,416 | ||||
National Storage Affiliates Trust | 47,403 | 2,397 | ||||
National Health Investors Inc. | 33,528 | 2,248 | ||||
* | Sunstone Hotel Investors Inc. | 177,804 | 2,208 | |||
SITE Centers Corp. | 135,915 | 2,047 | ||||
Uniti Group Inc. | 192,835 | 2,042 | ||||
* | eXp World Holdings Inc. | 52,290 | 2,027 | |||
Retail Properties of America Inc. Class A | 176,531 | 2,021 | ||||
RLJ Lodging Trust | 131,556 | 2,004 | ||||
Kennedy-Wilson Holdings Inc. | 100,111 | 1,989 | ||||
Piedmont Office Realty Trust Inc. Class A | 100,960 | 1,865 | ||||
CareTrust REIT Inc. | 79,600 | 1,849 | ||||
Brandywine Realty Trust | 133,714 | 1,833 | ||||
* | Xenia Hotels & Resorts Inc. | 96,530 | 1,808 | |||
Four Corners Property Trust Inc. | 63,265 | 1,747 | ||||
* | Cushman & Wakefield plc | 98,099 | 1,714 | |||
Urban Edge Properties | 87,419 | 1,670 | ||||
Empire State Realty Trust Inc. Class A | 138,200 | 1,658 | ||||
Service Properties Trust | 126,331 | 1,592 | ||||
* | Realogy Holdings Corp. | 87,100 | 1,587 | |||
Retail Opportunity Investments Corp. | 85,930 | 1,518 | ||||
* | DiamondRock Hospitality Co. | 156,295 | 1,516 | |||
Columbia Property Trust Inc. | 86,686 | 1,507 | ||||
Industrial Logistics Properties Trust | 57,267 | 1,497 | ||||
Washington REIT | 63,767 | 1,467 | ||||
Acadia Realty Trust | 66,507 | 1,461 | ||||
Paramount Group Inc. | 143,145 | 1,442 | ||||
Monmouth Real Estate Investment Corp. | 75,726 | 1,418 | ||||
Kite Realty Group Trust | 64,345 | 1,416 | ||||
Independence Realty Trust Inc. | 77,465 | 1,412 | ||||
Newmark Group Inc. Class A | 117,490 | 1,411 | ||||
Tanger Factory Outlet Centers Inc. | 72,392 | 1,365 | ||||
Easterly Government Properties Inc. | 63,662 | 1,342 | ||||
Global Net Lease Inc. | 70,884 | 1,311 | ||||
American Assets Trust Inc. | 34,997 | 1,305 | ||||
LTC Properties Inc. | 31,068 | 1,193 | ||||
Office Properties Income Trust | 40,326 | 1,182 | ||||
St. Joe Co. | 25,476 | 1,137 | ||||
Safehold Inc. | 13,795 | 1,083 | ||||
* | CoreCivic Inc. | 97,038 | 1,016 | |||
Getty Realty Corp. | 32,126 | 1,001 | ||||
Mack-Cali Realty Corp. | 57,742 | 990 | ||||
Alexander & Baldwin Inc. | 53,230 | 975 | ||||
RPT Realty | 70,559 | 916 | ||||
American Finance Trust Inc. Class A | 99,800 | 846 | ||||
NexPoint Residential Trust Inc. | 15,303 | 841 | ||||
Centerspace | 10,641 | 840 |
Shares | Market Value ($000) | |||||
Apartment Investment & Management Co. Class A | 122,354 | 821 | ||||
Community Healthcare Trust Inc. | 16,547 | 785 | ||||
Diversified Healthcare Trust | 181,625 | 759 | ||||
* | Marcus & Millichap Inc. | 18,757 | 729 | |||
* | Summit Hotel Properties Inc. | 77,848 | 726 | |||
GEO Group Inc. | 99,055 | 705 | ||||
Armada Hoffler Properties Inc. | 52,430 | 697 | ||||
Global Medical REIT Inc. | 46,224 | 682 | ||||
* | Rafael Holdings Inc. Class B | 12,968 | 662 | |||
UMH Properties Inc. | 30,027 | 655 | ||||
Gladstone Commercial Corp. | 28,553 | 644 | ||||
NETSTREIT Corp. | 27,548 | 635 | ||||
Saul Centers Inc. | 13,262 | 603 | ||||
Universal Health Realty Income Trust | 9,107 | 561 | ||||
Ares Commercial Real Estate Corp. | 35,500 | 522 | ||||
RE/MAX Holdings Inc. Class A | 15,637 | 521 | ||||
Franklin Street Properties Corp. | 98,415 | 518 | ||||
*,1 | Ashford Hospitality Trust Inc. | 111,563 | 509 | |||
* | Chatham Lodging Trust | 38,700 | 498 | |||
* | CorePoint Lodging Inc. | 46,100 | 493 | |||
CatchMark Timber Trust Inc. Class A | 41,677 | 488 | ||||
Brookfield Property REIT Inc. Class A | 25,187 | 476 | ||||
* | Seritage Growth Properties Class A | 25,654 | 472 | |||
Urstadt Biddle Properties Inc. Class A | 23,329 | 452 | ||||
* | Hersha Hospitality Trust Class A | 40,700 | 438 | |||
New Senior Investment Group Inc. | 48,301 | 424 | ||||
Alexander's Inc. | 1,565 | 419 | ||||
RMR Group Inc. Class A | 10,425 | 403 | ||||
Gladstone Land Corp. | 15,740 | 379 | ||||
Preferred Apartment Communities Inc. Class A | 38,542 | 376 | ||||
One Liberty Properties Inc. | 13,037 | 370 | ||||
Plymouth Industrial REIT Inc. | 18,051 | 361 | ||||
Retail Value Inc. | 16,100 | 350 | ||||
* | Tejon Ranch Co. | 22,743 | 346 | |||
* | Forestar Group Inc. | 14,329 | 300 | |||
* | Vidler Water Resouces Inc. | 22,524 | 300 | |||
City Office REIT Inc. | 23,669 | 294 | ||||
Whitestone REIT | 35,347 | 292 | ||||
* | FRP Holdings Inc. | 5,128 | 286 | |||
CTO Realty Growth Inc. | 5,259 | 281 | ||||
Farmland Partners Inc. | 21,975 | 265 | ||||
* | Braemar Hotels & Resorts Inc. | 41,700 | 259 | |||
Cedar Realty Trust Inc. | 13,200 | 222 | ||||
Bluerock Residential Growth REIT Inc. Class A | 20,718 | 211 | ||||
New York City REIT Inc. Class A | 14,800 | 194 | ||||
* | Fathom Holdings Inc. | 5,900 | 193 | |||
* | Pennsylvania REIT | 71,400 | 178 | |||
Postal Realty Trust Inc. Class A | 9,203 | 168 | ||||
Indus Realty Trust Inc. | 2,416 | 159 | ||||
Alpine Income Property Trust Inc. | 7,700 | 146 | ||||
Clipper Realty Inc. | 14,042 | 103 | ||||
* | Stratus Properties Inc. | 3,856 | 95 | |||
CorEnergy Infrastructure Trust Inc. | 11,831 | 78 | ||||
BRT Apartments Corp. | 4,134 | 72 | ||||
Global Self Storage Inc. | 10,820 | 56 | ||||
Urstadt Biddle Properties Inc. | 2,208 | 35 | ||||
* | Sotherly Hotels Inc. | 10,121 | 30 | |||
* | Altisource Portfolio Solutions SA | 2,562 | 23 | |||
* | Harbor Custom Development Inc. | 6,890 | 22 | |||
* | Maui Land & Pineapple Co. Inc. | 1,478 | 16 | |||
* | Compass Inc. Class A | 1,003 | 13 |
Shares | Market Value ($000) | |||||
*,2 | Spirit MTA REIT | 44,200 | 12 | |||
* | Condor Hospitality Trust Inc. | 51 | — | |||
* | CIM Commercial Trust Corp. Rights | 16,234 | — | |||
1,222,989 | ||||||
Technology (16.54%) | ||||||
Apple Inc. | 12,573,240 | 1,722,031 | ||||
Microsoft Corp. | 5,973,183 | 1,618,136 | ||||
* | Facebook Inc. Class A | 1,900,328 | 660,763 | |||
* | Alphabet Inc. Class A | 239,154 | 583,964 | |||
* | Alphabet Inc. Class C | 217,504 | 545,135 | |||
NVIDIA Corp. | 469,373 | 375,545 | ||||
* | Adobe Inc. | 378,881 | 221,888 | |||
Intel Corp. | 3,202,706 | 179,800 | ||||
* | salesforce.com Inc. | 694,829 | 169,726 | |||
Broadcom Inc. | 307,570 | 146,662 | ||||
Texas Instruments Inc. | 731,515 | 140,670 | ||||
QUALCOMM Inc. | 894,186 | 127,806 | ||||
Oracle Corp. | 1,372,016 | 106,798 | ||||
International Business Machines Corp. | 708,811 | 103,905 | ||||
Applied Materials Inc. | 727,644 | 103,617 | ||||
Intuit Inc. | 205,859 | 100,906 | ||||
* | Advanced Micro Devices Inc. | 963,248 | 90,478 | |||
* | ServiceNow Inc. | 156,686 | 86,107 | |||
* | Micron Technology Inc. | 889,671 | 75,604 | |||
Lam Research Corp. | 113,147 | 73,625 | ||||
* | Snap Inc. Class A | 905,977 | 61,733 | |||
* | Zoom Video Communications Inc. Class A | 159,227 | 61,626 | |||
* | Autodesk Inc. | 174,523 | 50,943 | |||
* | Twilio Inc. Class A | 128,790 | 50,764 | |||
Analog Devices Inc. | 292,818 | 50,412 | ||||
* | Snowflake Inc. Class A | 199,679 | 48,282 | |||
* | Twitter Inc. | 602,079 | 41,429 | |||
* | DocuSign Inc. | 146,447 | 40,942 | |||
* | Crowdstrike Holdings Inc. Class A | 157,953 | 39,695 | |||
KLA Corp. | 121,617 | 39,429 | ||||
Roper Technologies Inc. | 83,448 | 39,237 | ||||
Marvell Technology Inc. | 635,721 | 37,082 | ||||
* | Workday Inc. Class A | 149,645 | 35,726 | |||
TE Connectivity Ltd. | 261,707 | 35,385 | ||||
* | Pinterest Inc. Class A | 433,764 | 34,246 | |||
* | Palantir Technologies Inc. Class A | 1,288,914 | 33,976 | |||
* | Synopsys Inc. | 121,497 | 33,508 | |||
* | Match Group Inc. | 203,545 | 32,822 | |||
Amphenol Corp. Class A | 473,786 | 32,412 | ||||
Microchip Technology Inc. | 214,699 | 32,149 | ||||
* | Cadence Design Systems Inc. | 221,110 | 30,252 | |||
HP Inc. | 989,581 | 29,875 | ||||
Cognizant Technology Solutions Corp. Class A | 418,465 | 28,983 | ||||
Xilinx Inc. | 195,840 | 28,326 | ||||
* | Okta Inc. Class A | 113,743 | 27,831 | |||
* | Palo Alto Networks Inc. | 73,432 | 27,247 | |||
* | Fortinet Inc. | 109,926 | 26,183 | |||
Skyworks Solutions Inc. | 130,547 | 25,032 | ||||
Corning Inc. | 608,089 | 24,871 | ||||
* | ANSYS Inc. | 69,075 | 23,973 | |||
Maxim Integrated Products Inc. | 213,082 | 22,450 | ||||
* | EPAM Systems Inc. | 42,410 | 21,670 | |||
* | Dell Technologies Inc. Class C | 207,747 | 20,706 | |||
* | HubSpot Inc. | 35,078 | 20,441 | |||
CDW Corp. | 111,063 | 19,397 | ||||
* | Cloudflare Inc. Class A | 182,855 | 19,353 |
Shares | Market Value ($000) | |||||
* | Splunk Inc. | 129,471 | 18,719 | |||
* | RingCentral Inc. Class A | 64,284 | 18,680 | |||
* | Datadog Inc. Class A | 176,436 | 18,363 | |||
Teradyne Inc. | 132,082 | 17,694 | ||||
* | Qorvo Inc. | 89,191 | 17,450 | |||
* | VeriSign Inc. | 76,023 | 17,310 | |||
* | MongoDB Inc. Class A | 46,849 | 16,937 | |||
* | Slack Technologies Inc. Class A | 377,400 | 16,719 | |||
* | Western Digital Corp. | 231,089 | 16,447 | |||
* | Gartner Inc. | 64,756 | 15,684 | |||
Hewlett Packard Enterprise Co. | 1,039,130 | 15,151 | ||||
* | Akamai Technologies Inc. | 129,877 | 15,144 | |||
* | Coupa Software Inc. | 57,727 | 15,131 | |||
* | Paycom Software Inc. | 40,765 | 14,817 | |||
* | Tyler Technologies Inc. | 32,555 | 14,727 | |||
* | DoorDash Inc. Class A | 81,889 | 14,603 | |||
NetApp Inc. | 176,664 | 14,455 | ||||
Seagate Technology Holdings plc | 164,245 | 14,442 | ||||
* | Zendesk Inc. | 94,387 | 13,624 | |||
Entegris Inc. | 108,632 | 13,359 | ||||
* | Zscaler Inc. | 59,736 | 12,907 | |||
Monolithic Power Systems Inc. | 34,369 | 12,835 | ||||
* | ON Semiconductor Corp. | 334,859 | 12,818 | |||
* | Nuance Communications Inc. | 229,006 | 12,467 | |||
SS&C Technologies Holdings Inc. | 172,450 | 12,427 | ||||
* | Unity Software Inc. | 110,612 | 12,149 | |||
NortonLifeLock Inc. | 437,410 | 11,906 | ||||
* | PTC Inc. | 83,578 | 11,806 | |||
* | GoDaddy Inc. Class A | 133,555 | 11,614 | |||
Citrix Systems Inc. | 98,300 | 11,528 | ||||
Leidos Holdings Inc. | 111,468 | 11,269 | ||||
* | Avalara Inc. | 65,451 | 10,590 | |||
* | Ceridian HCM Holding Inc. | 106,722 | 10,237 | |||
*,1 | VMware Inc. Class A | 62,064 | 9,928 | |||
* | Five9 Inc. | 53,673 | 9,843 | |||
* | IAC/InterActiveCorp | 63,336 | 9,765 | |||
* | Black Knight Inc. | 119,688 | 9,333 | |||
* | Dynatrace Inc. | 158,632 | 9,267 | |||
* | Cree Inc. | 92,324 | 9,041 | |||
* | F5 Networks Inc. | 47,481 | 8,863 | |||
Bentley Systems Inc. Class B | 126,054 | 8,166 | ||||
* | Proofpoint Inc. | 46,134 | 8,016 | |||
* | DXC Technology Co. | 203,274 | 7,916 | |||
Universal Display Corp. | 33,767 | 7,507 | ||||
* | Guidewire Software Inc. | 66,451 | 7,490 | |||
* | Aspen Technology Inc. | 53,608 | 7,373 | |||
* | Dropbox Inc. Class A | 241,239 | 7,312 | |||
* | Elastic NV | 50,022 | 7,291 | |||
* | Manhattan Associates Inc. | 50,106 | 7,257 | |||
* | Smartsheet Inc. Class A | 93,716 | 6,778 | |||
* | Arrow Electronics Inc. | 58,379 | 6,645 | |||
Jabil Inc. | 106,921 | 6,214 | ||||
* | Lattice Semiconductor Corp. | 110,348 | 6,199 | |||
* | II-VI Inc. | 83,603 | 6,069 | |||
Vertiv Holdings Co. Class A | 221,400 | 6,044 | ||||
* | Nutanix Inc. Class A | 154,749 | 5,915 | |||
* | IPG Photonics Corp. | 27,841 | 5,868 | |||
Brooks Automation Inc. | 59,486 | 5,668 | ||||
* | Anaplan Inc. | 102,211 | 5,448 | |||
* | Silicon Laboratories Inc. | 35,387 | 5,423 | |||
* | Concentrix Corp. | 33,142 | 5,329 |
Shares | Market Value ($000) | |||||
* | Upwork Inc. | 89,743 | 5,231 | |||
* | Vimeo Inc. | 104,126 | 5,102 | |||
Dolby Laboratories Inc. Class A | 51,446 | 5,057 | ||||
* | Digital Turbine Inc. | 64,713 | 4,920 | |||
* | J2 Global Inc. | 34,909 | 4,802 | |||
* | CACI International Inc. Class A | 18,726 | 4,777 | |||
CDK Global Inc. | 95,861 | 4,763 | ||||
* | NCR Corp. | 104,273 | 4,756 | |||
* | Varonis Systems Inc. Class B | 79,140 | 4,560 | |||
* | Blackline Inc. | 40,808 | 4,541 | |||
*,1 | Fastly Inc. Class A | 75,956 | 4,527 | |||
Pegasystems Inc. | 32,505 | 4,524 | ||||
* | Q2 Holdings Inc. | 42,552 | 4,365 | |||
* | Change Healthcare Inc. | 189,343 | 4,362 | |||
* | Synaptics Inc. | 27,837 | 4,331 | |||
* | Appian Corp. | 31,088 | 4,282 | |||
* | Teradata Corp. | 83,716 | 4,183 | |||
* | Pure Storage Inc. Class A | 211,078 | 4,122 | |||
Science Applications International Corp. | 46,984 | 4,122 | ||||
* | Alteryx Inc. Class A | 47,494 | 4,085 | |||
National Instruments Corp. | 96,305 | 4,072 | ||||
* | ZoomInfo Technologies Inc. Class A | 77,965 | 4,067 | |||
SYNNEX Corp. | 32,463 | 3,953 | ||||
* | Cirrus Logic Inc. | 46,060 | 3,921 | |||
* | Everbridge Inc. | 28,790 | 3,918 | |||
* | Rapid7 Inc. | 41,301 | 3,908 | |||
Power Integrations Inc. | 45,156 | 3,706 | ||||
* | 3D Systems Corp. | 91,666 | 3,664 | |||
* | Vroom Inc. | 86,495 | 3,621 | |||
* | Sailpoint Technologies Holdings Inc. | 70,681 | 3,610 | |||
* | Semtech Corp. | 52,192 | 3,591 | |||
* | Novanta Inc. | 26,630 | 3,589 | |||
* | FireEye Inc. | 176,573 | 3,570 | |||
CMC Materials Inc. | 23,137 | 3,488 | ||||
Advanced Energy Industries Inc. | 30,831 | 3,475 | ||||
* | Asana Inc. Class A | 53,169 | 3,298 | |||
* | Magnite Inc. | 96,985 | 3,282 | |||
* | Workiva Inc. Class A | 29,035 | 3,232 | |||
* | Cerence Inc. | 29,489 | 3,147 | |||
* | LivePerson Inc. | 49,636 | 3,139 | |||
* | Schrodinger Inc. | 41,432 | 3,133 | |||
* | Envestnet Inc. | 41,283 | 3,132 | |||
Avnet Inc. | 78,105 | 3,130 | ||||
* | Alarm.com Holdings Inc. | 36,158 | 3,063 | |||
* | MicroStrategy Inc. Class A | 4,591 | 3,051 | |||
* | New Relic Inc. | 44,666 | 2,991 | |||
* | Ambarella Inc. | 27,883 | 2,973 | |||
* | Box Inc. Class A | 115,713 | 2,956 | |||
* | Dun & Bradstreet Holdings Inc. | 137,332 | 2,935 | |||
* | Rogers Corp. | 14,596 | 2,931 | |||
Xerox Holdings Corp. | 124,712 | 2,930 | ||||
* | SPS Commerce Inc. | 29,067 | 2,902 | |||
* | Blackbaud Inc. | 37,739 | 2,890 | |||
* | Insight Enterprises Inc. | 28,351 | 2,835 | |||
* | Fabrinet | 29,174 | 2,797 | |||
* | Qualys Inc. | 27,638 | 2,783 | |||
* | Diodes Inc. | 34,039 | 2,715 | |||
* | CommVault Systems Inc. | 34,685 | 2,711 | |||
* | nCino Inc. | 45,140 | 2,705 | |||
* | Onto Innovation Inc. | 36,971 | 2,700 | |||
* | Cornerstone OnDemand Inc. | 52,062 | 2,685 |
Shares | Market Value ($000) | |||||
* | Duck Creek Technologies Inc. | 60,801 | 2,645 | |||
* | Cloudera Inc. | 159,480 | 2,529 | |||
* | Bumble Inc. Class A | 42,983 | 2,476 | |||
* | LiveRamp Holdings Inc. | 52,341 | 2,452 | |||
* | Sprout Social Inc. Class A | 27,314 | 2,442 | |||
* | MACOM Technology Solutions Holdings Inc. | 37,577 | 2,408 | |||
Vishay Intertechnology Inc. | 106,745 | 2,407 | ||||
* | MaxLinear Inc. Class A | 56,398 | 2,396 | |||
* | Altair Engineering Inc. Class A | 34,353 | 2,369 | |||
* | Bandwidth Inc. Class A | 16,936 | 2,336 | |||
* | Tenable Holdings Inc. | 56,267 | 2,327 | |||
* | Yelp Inc. Class A | 57,290 | 2,289 | |||
* | FormFactor Inc. | 62,092 | 2,264 | |||
* | Rambus Inc. | 94,189 | 2,233 | |||
* | Covetrus Inc. | 81,869 | 2,210 | |||
* | Medallia Inc. | 65,235 | 2,202 | |||
* | Plexus Corp. | 23,897 | 2,184 | |||
* | PagerDuty Inc. | 50,717 | 2,160 | |||
* | Verint Systems Inc. | 47,440 | 2,138 | |||
* | Calix Inc. | 44,325 | 2,105 | |||
*,1 | MicroVision Inc. | 125,498 | 2,102 | |||
* | Perficient Inc. | 25,596 | 2,058 | |||
* | Momentive Global Inc. | 96,774 | 2,039 | |||
* | Allscripts Healthcare Solutions Inc. | 108,364 | 2,006 | |||
* | Sanmina Corp. | 50,034 | 1,949 | |||
* | AppLovin Corp. Class A | 25,557 | 1,921 | |||
Xperi Holding Corp. | 83,942 | 1,867 | ||||
* | BigCommerce Holdings Inc. | 28,720 | 1,865 | |||
Shutterstock Inc. | 18,476 | 1,814 | ||||
* | Ultra Clean Holdings Inc. | 33,444 | 1,797 | |||
* | Cargurus Inc. Class A | 67,976 | 1,783 | |||
* | Appfolio Inc. Class A | 12,485 | 1,763 | |||
* | Domo Inc. Class B | 21,491 | 1,737 | |||
*,1 | JFrog Ltd. | 37,700 | 1,716 | |||
*,1 | Skillz Inc. Class A | 78,805 | 1,712 | |||
Switch Inc. Class A | 80,373 | 1,697 | ||||
* | NetScout Systems Inc. | 57,830 | 1,650 | |||
Progress Software Corp. | 35,509 | 1,642 | ||||
* | Avaya Holdings Corp. | 60,729 | 1,634 | |||
* | Zuora Inc. Class A | 86,545 | 1,493 | |||
Methode Electronics Inc. | 30,210 | 1,487 | ||||
* | PROS Holdings Inc. | 32,175 | 1,466 | |||
* | TechTarget Inc. | 18,851 | 1,461 | |||
* | C3.ai Inc. Class A | 23,256 | 1,454 | |||
* | Sumo Logic Inc. | 68,945 | 1,424 | |||
* | Jamf Holding Corp. | 42,355 | 1,422 | |||
* | PAR Technology Corp. | 20,186 | 1,412 | |||
* | Cohu Inc. | 36,517 | 1,343 | |||
McAfee Corp. Class A | 46,822 | 1,312 | ||||
* | Super Micro Computer Inc. | 36,500 | 1,284 | |||
* | Allegro MicroSystems Inc. | 45,972 | 1,273 | |||
* | Ichor Holdings Ltd. | 23,453 | 1,262 | |||
* | Bottomline Technologies DE Inc. | 33,297 | 1,235 | |||
* | Unisys Corp. | 48,242 | 1,221 | |||
* | Porch Group Inc. | 60,900 | 1,178 | |||
CSG Systems International Inc. | 24,796 | 1,170 | ||||
* | E2open Parent Holdings Inc. | 102,389 | 1,169 | |||
* | nLight Inc. | 32,121 | 1,165 | |||
* | Eventbrite Inc. Class A | 60,790 | 1,155 | |||
Amkor Technology Inc. | 48,768 | 1,154 | ||||
* | SiTime Corp. | 9,100 | 1,152 |
Shares | Market Value ($000) | |||||
Pitney Bowes Inc. | 128,500 | 1,127 | ||||
* | Yext Inc. | 77,669 | 1,110 | |||
* | SolarWinds Corp. | 64,362 | 1,087 | |||
* | Axcelis Technologies Inc. | 26,006 | 1,051 | |||
*,1 | Squarespace Inc. Class A | 17,500 | 1,040 | |||
CTS Corp. | 27,307 | 1,015 | ||||
* | Avid Technology Inc. | 25,562 | 1,001 | |||
*,1 | Ouster Inc. | 79,770 | 996 | |||
* | Aeva Technologies Inc. | 90,600 | 958 | |||
* | TTM Technologies Inc. | 66,115 | 945 | |||
* | ACM Research Inc. Class A | 9,080 | 928 | |||
* | CEVA Inc. | 19,501 | 922 | |||
* | Model N Inc. | 26,774 | 918 | |||
* | Telos Corp. | 26,879 | 914 | |||
* | Ping Identity Holding Corp. | 39,342 | 901 | |||
* | Agilysys Inc. | 15,831 | 900 | |||
* | Veeco Instruments Inc. | 37,309 | 897 | |||
* | Upland Software Inc. | 21,208 | 873 | |||
* | ePlus Inc. | 10,000 | 867 | |||
* | Qualtrics International Inc. Class A | 22,661 | 867 | |||
* | Parsons Corp. | 21,903 | 862 | |||
* | Groupon Inc. Class A | 19,200 | 829 | |||
* | Olo Inc. Class A | 22,010 | 823 | |||
* | Confluent Inc. Class A | 16,881 | 802 | |||
* | MediaAlpha Inc. Class A | 18,440 | 776 | |||
QAD Inc. Class A | 8,879 | 773 | ||||
* | Diebold Nixdorf Inc. | 59,335 | 762 | |||
* | OneSpan Inc. | 29,119 | 744 | |||
Ebix Inc. | 21,336 | 723 | ||||
Benchmark Electronics Inc. | 25,359 | 722 | ||||
* | DigitalOcean Holdings Inc. | 12,822 | 713 | |||
* | Impinj Inc. | 13,362 | 689 | |||
Simulations Plus Inc. | 12,535 | 688 | ||||
* | Rackspace Technology Inc. | 34,998 | 686 | |||
* | A10 Networks Inc. | 55,454 | 624 | |||
* | Tucows Inc. Class A | 7,729 | 621 | |||
* | Mitek Systems Inc. | 31,555 | 608 | |||
American Software Inc. Class A | 26,372 | 579 | ||||
* | Photronics Inc. | 43,753 | 578 | |||
* | SMART Global Holdings Inc. | 12,100 | 577 | |||
* | Datto Holding Corp. | 19,651 | 547 | |||
* | ScanSource Inc. | 18,847 | 530 | |||
*,1 | Kopin Corp. | 64,543 | 528 | |||
* | TrueCar Inc. | 89,707 | 507 | |||
* | Brightcove Inc. | 33,486 | 481 | |||
* | PDF Solutions Inc. | 25,459 | 463 | |||
* | ChannelAdvisor Corp. | 18,866 | 462 | |||
* | ON24 Inc. | 12,711 | 451 | |||
* | Kimball Electronics Inc. | 20,481 | 445 | |||
* | Cleanspark Inc. | 26,200 | 436 | |||
* | Alpha & Omega Semiconductor Ltd. | 13,758 | 418 | |||
* | EverQuote Inc. Class A | 12,652 | 413 | |||
PC Connection Inc. | 8,866 | 410 | ||||
* | Veritone Inc. | 20,477 | 404 | |||
* | Digimarc Corp. | 11,500 | 385 | |||
* | Identiv Inc. | 21,679 | 369 | |||
* | NeoPhotonics Corp. | 35,595 | 363 | |||
* | AXT Inc. | 32,600 | 358 | |||
* | Zix Corp. | 50,588 | 357 | |||
* | Atomera Inc. | 16,254 | 349 | |||
* | Sciplay Corp. Class A | 18,478 | 313 |
Shares | Market Value ($000) | |||||
* | Limelight Networks Inc. | 96,551 | 304 | |||
* | comScore Inc. | 58,400 | 292 | |||
* | GTY Technology Holdings Inc. | 41,016 | 292 | |||
* | DSP Group Inc. | 19,510 | 289 | |||
Hackett Group Inc. | 15,802 | 285 | ||||
NVE Corp. | 3,806 | 282 | ||||
* | SEMrush Holdings Inc. Class A | 12,197 | 281 | |||
* | CyberOptics Corp. | 6,679 | 274 | |||
* | Sprinklr Inc. Class A | 13,221 | 272 | |||
* | Benefitfocus Inc. | 18,600 | 262 | |||
* | EMCORE Corp. | 28,435 | 262 | |||
* | Grid Dynamics Holdings Inc. | 16,878 | 254 | |||
* | eMagin Corp. | 70,432 | 245 | |||
* | KnowBe4 Inc. Class A | 7,826 | 245 | |||
* | Viant Technology Inc. Class A | 8,169 | 243 | |||
* | Zedge Inc. Class B | 12,613 | 232 | |||
* | Quantum Corp. | 33,700 | 232 | |||
* | VirnetX Holding Corp. | 52,143 | 223 | |||
* | SkyWater Technology Inc. | 7,497 | 215 | |||
* | Smith Micro Software Inc. | 40,208 | 210 | |||
*,1 | Nuvve Holding Corp. | 15,200 | 210 | |||
* | Innodata Inc. | 28,773 | 201 | |||
* | Synchronoss Technologies Inc. | 55,665 | 200 | |||
* | XpresSpa Group Inc. | 124,200 | 191 | |||
* | eGain Corp. | 16,436 | 189 | |||
* | Inpixon | 161,300 | 189 | |||
* | Super League Gaming Inc. | 34,300 | 185 | |||
* | Vertex Inc. Class A | 8,297 | 182 | |||
* | Daktronics Inc. | 27,019 | 178 | |||
*,1 | Intrusion Inc. | 11,509 | 177 | |||
* | inTEST Corp. | 10,157 | 170 | |||
* | Rimini Street Inc. | 27,624 | 170 | |||
* | Cinedigm Corp. Class A | 124,200 | 160 | |||
* | SecureWorks Corp. Class A | 8,244 | 153 | |||
* | Zeta Global Holdings Corp. Class A | 17,732 | 149 | |||
* | Intelligent Systems Corp. | 4,500 | 142 | |||
* | Asure Software Inc. | 13,700 | 122 | |||
* | Amtech Systems Inc. | 11,877 | 115 | |||
* | Pixelworks Inc. | 32,934 | 112 | |||
* | Immersion Corp. | 12,233 | 107 | |||
* | Waitr Holdings Inc. | 58,338 | 104 | |||
* | Intevac Inc. | 15,339 | 103 | |||
*,1 | PubMatic Inc. Class A | 2,374 | 93 | |||
* | Remark Holdings Inc. | 48,342 | 90 | |||
* | SharpSpring Inc. | 5,104 | 86 | |||
* | UiPath Inc. Class A | 1,212 | 82 | |||
* | Red Violet Inc. | 3,326 | 78 | |||
* | Computer Task Group Inc. | 7,990 | 77 | |||
* | TransAct Technologies Inc. | 5,458 | 75 | |||
ARC Document Solutions Inc. | 34,251 | 74 | ||||
* | Boxlight Corp. Class A | 28,067 | 68 | |||
* | Inuvo Inc. | 65,578 | 63 | |||
* | GSI Technology Inc. | 9,342 | 53 | |||
* | Park City Group Inc. | 9,689 | 53 | |||
* | SentinelOne Inc. Class A | 971 | 41 | |||
* | QuickLogic Corp. | 5,364 | 39 | |||
* | Kubient Inc. | 6,900 | 39 | |||
* | Clear Secure Inc. Class A | 969 | 39 | |||
* | AstroNova Inc. | 2,465 | 34 | |||
* | CSP Inc. | 3,181 | 34 | |||
* | Intellicheck Inc. | 4,082 | 34 |
Shares | Market Value ($000) | |||||
* | RCM Technologies Inc. | 8,104 | 33 | |||
* | RealNetworks Inc. | 13,821 | 32 | |||
* | IEC Electronics Corp. | 2,860 | 30 | |||
* | Everspin Technologies Inc. | 4,413 | 28 | |||
*,1 | Support.com Inc. | 7,058 | 27 | |||
* | Qumu Corp. | 8,832 | 25 | |||
* | Aehr Test Systems | 8,824 | 24 | |||
* | 1stdibs.com Inc. | 694 | 24 | |||
* | Intapp Inc. | 857 | 24 | |||
* | Data I/O Corp. | 3,396 | 23 | |||
* | Issuer Direct Corp. | 848 | 23 | |||
* | BSQUARE Corp. | 4,685 | 22 | |||
* | Evolving Systems Inc. | 8,822 | 22 | |||
Richardson Electronics Ltd. | 2,700 | 22 | ||||
* | SeaChange International Inc. | 16,682 | 22 | |||
* | Streamline Health Solutions Inc. | 11,428 | 20 | |||
* | DoubleVerify Holdings Inc. | 386 | 16 | |||
* | Key Tronic Corp. | 2,174 | 14 | |||
* | CVD Equipment Corp. | 2,737 | 12 | |||
* | WidePoint Corp. | 1,600 | 12 | |||
* | AutoWeb Inc. | 3,439 | 11 | |||
* | GSE Systems Inc. | 5,300 | 10 | |||
* | Xometry Inc. Class A | 97 | 8 | |||
* | CynergisTek Inc. | 2,223 | 5 | |||
* | Mastech Digital Inc. | 260 | 4 | |||
* | Procore Technologies Inc. | 39 | 4 | |||
* | Alkami Technology Inc. | 98 | 4 | |||
*,2 | Media General Inc. CVR | 82,296 | 3 | |||
* | Exela Technologies Inc. | 1,393 | 3 | |||
* | Verb Technology Co. Inc. | 400 | 1 | |||
* | Just Eat Takeaway.com NV ADR | 1 | — | |||
9,529,006 | ||||||
Telecommunications (1.84%) | ||||||
Comcast Corp. Class A | 3,634,501 | 207,239 | ||||
Verizon Communications Inc. | 3,118,010 | 174,702 | ||||
AT&T Inc. | 5,662,937 | 162,979 | ||||
Cisco Systems Inc. | 3,006,538 | 159,347 | ||||
* | Charter Communications Inc. Class A | 97,188 | 70,116 | |||
* | T-Mobile US Inc. | 445,513 | 64,524 | |||
* | Roku Inc. Class A | 91,253 | 41,908 | |||
Motorola Solutions Inc. | 134,375 | 29,139 | ||||
* | Liberty Broadband Corp. Class C | 113,178 | 19,655 | |||
* | Arista Networks Inc. | 45,647 | 16,538 | |||
Lumen Technologies Inc. | 869,989 | 11,823 | ||||
Cable One Inc. | 4,294 | 8,214 | ||||
* | DISH Network Corp. Class A | 193,925 | 8,106 | |||
Juniper Networks Inc. | 259,016 | 7,084 | ||||
* | Ciena Corp. | 123,787 | 7,042 | |||
* | Altice USA Inc. Class A | 172,745 | 5,898 | |||
* | Lumentum Holdings Inc. | 60,395 | 4,954 | |||
* | Liberty Broadband Corp. Class A | 26,922 | 4,528 | |||
* | Iridium Communications Inc. | 95,751 | 3,829 | |||
* | CommScope Holding Co. Inc. | 158,046 | 3,368 | |||
* | Viavi Solutions Inc. | 186,473 | 3,293 | |||
*,1 | fuboTV Inc. | 95,600 | 3,070 | |||
* | Viasat Inc. | 54,846 | 2,734 | |||
* | Vonage Holdings Corp. | 184,834 | 2,664 | |||
Cogent Communications Holdings Inc. | 33,438 | 2,571 | ||||
* | 8x8 Inc. | 81,172 | 2,253 | |||
InterDigital Inc. | 24,570 | 1,794 | ||||
Telephone & Data Systems Inc. | 78,859 | 1,787 |
Shares | Market Value ($000) | |||||
Shenandoah Telecommunications Co. | 36,710 | 1,781 | ||||
Ubiquiti Inc. | 5,131 | 1,602 | ||||
* | Infinera Corp. | 145,087 | 1,480 | |||
* | Plantronics Inc. | 30,788 | 1,285 | |||
* | Extreme Networks Inc. | 100,915 | 1,126 | |||
* | Vocera Communications Inc. | 27,022 | 1,077 | |||
* | Globalstar Inc. | 603,607 | 1,074 | |||
* | NETGEAR Inc. | 24,562 | 941 | |||
ADTRAN Inc. | 43,334 | 895 | ||||
* | EchoStar Corp. Class A | 36,270 | 881 | |||
* | Harmonic Inc. | 90,373 | 770 | |||
* | ORBCOMM Inc. | 68,300 | 768 | |||
* | WideOpenWest Inc. | 36,037 | 746 | |||
* | Inseego Corp. | 68,330 | 689 | |||
* | Anterix Inc. | 11,305 | 678 | |||
* | IDT Corp. Class B | 18,097 | 669 | |||
* | Cincinnati Bell Inc. | 37,988 | 586 | |||
Comtech Telecommunications Corp. | 22,650 | 547 | ||||
* | Consolidated Communications Holdings Inc. | 61,662 | 542 | |||
* | Digi International Inc. | 25,720 | 517 | |||
* | Radius Global Infrastructure Inc. | 35,500 | 515 | |||
* | AST SpaceMobile Inc. | 36,000 | 466 | |||
ATN International Inc. | 9,908 | 451 | ||||
Loral Space & Communications Inc. | 10,908 | 424 | ||||
* | Cambium Networks Corp. | 8,400 | 406 | |||
* | CalAmp Corp. | 29,591 | 376 | |||
* | United States Cellular Corp. | 10,230 | 372 | |||
* | Ooma Inc. | 19,530 | 368 | |||
* | Ribbon Communications Inc. | 46,727 | 356 | |||
* | Akoustis Technologies Inc. | 32,901 | 352 | |||
* | Casa Systems Inc. | 34,412 | 305 | |||
* | Gogo Inc. | 25,920 | 295 | |||
* | Clearfield Inc. | 7,179 | 269 | |||
* | Powerfleet Inc. | 36,995 | 266 | |||
* | Hemisphere Media Group Inc. Class A | 22,025 | 260 | |||
* | Aviat Networks Inc. | 7,768 | 255 | |||
Bel Fuse Inc. Class B | 14,300 | 206 | ||||
* | DZS Inc. | 9,587 | 199 | |||
* | Alaska Communications Systems Group Inc. | 57,396 | 191 | |||
* | Applied Optoelectronics Inc. | 22,599 | 191 | |||
Spok Holdings Inc. | 19,815 | 191 | ||||
* | Airgain Inc. | 8,585 | 177 | |||
* | KVH Industries Inc. | 9,132 | 112 | |||
* | Resonant Inc. | 25,351 | 81 | |||
* | Genasys Inc. | 13,190 | 72 | |||
*,1 | GTT Communications Inc. | 24,690 | 60 | |||
* | Crexendo Inc. | 5,700 | 35 | |||
* | Communications Systems Inc. | 1,854 | 13 | |||
* | ClearOne Inc. | 4,114 | 11 | |||
Network-1 Technologies Inc. | 2,710 | 9 | ||||
* | Sonim Technologies Inc. | 12,400 | 7 | |||
Bel Fuse Inc. Class A | 197 | 3 | ||||
* | Optical Cable Corp. | 889 | 3 | |||
* | Lantronix Inc. | 111 | 1 | |||
1,057,111 | ||||||
Utilities (1.62%) | ||||||
NextEra Energy Inc. | 1,554,527 | 113,916 | ||||
Duke Energy Corp. | 609,050 | 60,125 | ||||
Southern Co. | 841,966 | 50,947 | ||||
Dominion Energy Inc. | 642,621 | 47,278 | ||||
Waste Management Inc. | 333,991 | 46,795 |
Shares | Market Value ($000) | |||||
Exelon Corp. | 771,554 | 34,188 | ||||
American Electric Power Co. Inc. | 397,658 | 33,638 | ||||
Sempra Energy | 236,033 | 31,270 | ||||
Xcel Energy Inc. | 426,983 | 28,130 | ||||
Waste Connections Inc. | 207,480 | 24,779 | ||||
Public Service Enterprise Group Inc. | 403,902 | 24,129 | ||||
WEC Energy Group Inc. | 251,871 | 22,404 | ||||
American Water Works Co. Inc. | 143,554 | 22,126 | ||||
Eversource Energy | 274,733 | 22,045 | ||||
DTE Energy Co. | 152,580 | 19,774 | ||||
Consolidated Edison Inc. | 273,644 | 19,626 | ||||
Republic Services Inc. | 164,512 | 18,098 | ||||
Edison International | 301,357 | 17,424 | ||||
PPL Corp. | 580,675 | 16,241 | ||||
FirstEnergy Corp. | 429,845 | 15,995 | ||||
Ameren Corp. | 198,898 | 15,920 | ||||
Entergy Corp. | 159,596 | 15,912 | ||||
AES Corp. | 531,671 | 13,861 | ||||
CMS Energy Corp. | 228,593 | 13,505 | ||||
* | PG&E Corp. | 1,179,826 | 11,999 | |||
Alliant Energy Corp. | 198,721 | 11,081 | ||||
Evergy Inc. | 182,216 | 11,011 | ||||
CenterPoint Energy Inc. | 446,303 | 10,943 | ||||
Atmos Energy Corp. | 102,879 | 9,888 | ||||
Essential Utilities Inc. | 192,529 | 8,799 | ||||
* | Sunrun Inc. | 151,467 | 8,449 | |||
NRG Energy Inc. | 193,468 | 7,797 | ||||
NiSource Inc. | 314,817 | 7,713 | ||||
UGI Corp. | 163,736 | 7,583 | ||||
Pinnacle West Capital Corp. | 89,894 | 7,369 | ||||
Vistra Corp. | 378,203 | 7,016 | ||||
OGE Energy Corp. | 161,124 | 5,422 | ||||
* | Stericycle Inc. | 73,158 | 5,234 | |||
IDACORP Inc. | 40,156 | 3,915 | ||||
National Fuel Gas Co. | 73,362 | 3,833 | ||||
Hawaiian Electric Industries Inc. | 85,697 | 3,623 | ||||
* | Clean Harbors Inc. | 38,583 | 3,594 | |||
Black Hills Corp. | 52,832 | 3,467 | ||||
* | Evoqua Water Technologies Corp. | 97,898 | 3,307 | |||
ONE Gas Inc. | 44,464 | 3,296 | ||||
Portland General Electric Co. | 71,201 | 3,281 | ||||
New Jersey Resources Corp. | 80,359 | 3,180 | ||||
PNM Resources Inc. | 62,164 | 3,032 | ||||
ALLETE Inc. | 42,496 | 2,974 | ||||
Spire Inc. | 40,955 | 2,960 | ||||
Avangrid Inc. | 57,037 | 2,933 | ||||
Southwest Gas Holdings Inc. | 42,821 | 2,834 | ||||
* | Casella Waste Systems Inc. Class A | 42,363 | 2,687 | |||
NorthWestern Corp. | 42,935 | 2,586 | ||||
Ormat Technologies Inc. | 36,620 | 2,546 | ||||
American States Water Co. | 31,594 | 2,514 | ||||
* | Sunnova Energy International Inc. | 66,464 | 2,503 | |||
Avista Corp. | 57,440 | 2,451 | ||||
California Water Service Group | 42,758 | 2,375 | ||||
South Jersey Industries Inc. | 85,876 | 2,227 | ||||
MGE Energy Inc. | 28,969 | 2,156 | ||||
Chesapeake Utilities Corp. | 14,578 | 1,754 | ||||
Covanta Holding Corp. | 98,034 | 1,726 | ||||
Clearway Energy Inc. Class C | 60,582 | 1,604 | ||||
SJW Group | 24,606 | 1,558 | ||||
* | Harsco Corp. | 61,710 | 1,260 |
Shares | Market Value ($000) | |||||
Northwest Natural Holding Co. | 23,918 | 1,256 | ||||
Middlesex Water Co. | 14,057 | 1,149 | ||||
Clearway Energy Inc. Class A | 35,643 | 899 | ||||
* | US Ecology Inc. | 23,407 | 878 | |||
Unitil Corp. | 11,203 | 593 | ||||
* | Heritage-Crystal Clean Inc. | 14,261 | 423 | |||
York Water Co. | 9,268 | 420 | ||||
* | Vertex Energy Inc. | 31,499 | 417 | |||
Artesian Resources Corp. Class A | 6,216 | 229 | ||||
* | Pure Cycle Corp. | 12,111 | 167 | |||
* | Cadiz Inc. | 10,758 | 146 | |||
RGC Resources Inc. | 5,719 | 144 | ||||
* | Aqua Metals Inc. | 46,946 | 141 | |||
Spark Energy Inc. Class A | 9,045 | 102 | ||||
Genie Energy Ltd. Class B | 13,020 | 82 | ||||
* | Charah Solutions Inc. | 10,207 | 52 | |||
Global Water Resources Inc. | 2,764 | 47 | ||||
* | Fuel Tech Inc. | 14,473 | 34 | |||
* | Sharps Compliance Corp. | 2,867 | 29 | |||
* | Advanced Emissions Solutions Inc. | 2,073 | 15 | |||
* | Perma-Fix Environmental Services Inc. | 605 | 4 | |||
* | BioHiTech Global Inc. | 490 | 1 | |||
931,834 | ||||||
Total Common Stocks (Cost $10,142,567) | 35,211,636 | |||||
Preferred Stocks (0.00%) | ||||||
FAT Brands Inc. Pfd., 8.250%, 8/6/21 | 346 | 7 | ||||
Air T Funding Pfd., 8.000%, 6/7/24 | 28 | 1 | ||||
Total Preferred Stocks (Cost $5) | 8 | |||||
Coupon | Maturity Date | Face Amount ($000) | ||||
U.S. Government and Agency Obligations (23.57%) | ||||||
U.S. Government Securities (15.44%) | ||||||
United States Treasury Note/Bond | 8.000% | 11/15/21 | 1,500 | 1,543 | ||
United States Treasury Note/Bond | 1.875% | 5/31/22 | 35,210 | 35,782 | ||
United States Treasury Note/Bond | 1.750% | 5/31/22 | 32,877 | 33,375 | ||
United States Treasury Note/Bond | 0.125% | 5/31/22 | 23,330 | 23,337 | ||
United States Treasury Note/Bond | 1.750% | 6/15/22 | 66,155 | 67,199 | ||
United States Treasury Note/Bond | 2.125% | 6/30/22 | 19,560 | 19,954 | ||
United States Treasury Note/Bond | 1.750% | 6/30/22 | 25,000 | 25,410 | ||
United States Treasury Note/Bond | 0.125% | 6/30/22 | 2,526 | 2,527 | ||
United States Treasury Note/Bond | 1.750% | 7/15/22 | 17,955 | 18,263 | ||
United States Treasury Note/Bond | 1.875% | 7/31/22 | 30,465 | 31,046 | ||
United States Treasury Note/Bond | 2.000% | 7/31/22 | 7,795 | 7,955 | ||
United States Treasury Note/Bond | 0.125% | 7/31/22 | 34,375 | 34,380 | ||
United States Treasury Note/Bond | 1.500% | 8/15/22 | 38,776 | 39,376 | ||
United States Treasury Note/Bond | 1.625% | 8/15/22 | 4,708 | 4,788 | ||
United States Treasury Note/Bond | 1.625% | 8/31/22 | 17,050 | 17,348 | ||
United States Treasury Note/Bond | 1.875% | 8/31/22 | 39,638 | 40,449 | ||
United States Treasury Note/Bond | 0.125% | 8/31/22 | 50,090 | 50,090 | ||
United States Treasury Note/Bond | 1.500% | 9/15/22 | 58,092 | 59,054 | ||
United States Treasury Note/Bond | 1.875% | 9/30/22 | 27,450 | 28,046 | ||
United States Treasury Note/Bond | 1.750% | 9/30/22 | 1,250 | 1,275 | ||
United States Treasury Note/Bond | 0.125% | 9/30/22 | 6,814 | 6,813 | ||
United States Treasury Note/Bond | 1.375% | 10/15/22 | 51,319 | 52,129 | ||
United States Treasury Note/Bond | 1.875% | 10/31/22 | 14,555 | 14,889 | ||
United States Treasury Note/Bond | 2.000% | 10/31/22 | 61,378 | 62,893 | ||
United States Treasury Note/Bond | 1.625% | 11/15/22 | 20,965 | 21,388 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 2.000% | 11/30/22 | 45,188 | 46,360 | ||
United States Treasury Note/Bond | 0.125% | 11/30/22 | 51,333 | 51,309 | ||
United States Treasury Note/Bond | 1.625% | 12/15/22 | 14,210 | 14,512 | ||
United States Treasury Note/Bond | 2.125% | 12/31/22 | 90,180 | 92,815 | ||
United States Treasury Note/Bond | 0.125% | 12/31/22 | 4,726 | 4,722 | ||
United States Treasury Note/Bond | 1.750% | 1/31/23 | 25,218 | 25,840 | ||
United States Treasury Note/Bond | 0.125% | 1/31/23 | 5,333 | 5,328 | ||
United States Treasury Note/Bond | 7.125% | 2/15/23 | 1,100 | 1,222 | ||
United States Treasury Note/Bond | 2.000% | 2/15/23 | 11,203 | 11,530 | ||
United States Treasury Note/Bond | 1.500% | 2/28/23 | 3,327 | 3,399 | ||
United States Treasury Note/Bond | 0.125% | 2/28/23 | 1,273 | 1,272 | ||
7 | United States Treasury Note/Bond | 0.500% | 3/15/23 | 245,065 | 246,290 | |
United States Treasury Note/Bond | 2.500% | 3/31/23 | 10,271 | 10,680 | ||
United States Treasury Note/Bond | 1.500% | 3/31/23 | 28,975 | 29,627 | ||
United States Treasury Note/Bond | 0.125% | 3/31/23 | 48,261 | 48,193 | ||
United States Treasury Note/Bond | 0.250% | 4/15/23 | 48,650 | 48,680 | ||
United States Treasury Note/Bond | 1.625% | 4/30/23 | 22,585 | 23,160 | ||
United States Treasury Note/Bond | 0.125% | 4/30/23 | 12,635 | 12,613 | ||
United States Treasury Note/Bond | 1.750% | 5/15/23 | 36,518 | 37,551 | ||
United States Treasury Note/Bond | 0.125% | 5/15/23 | 29,606 | 29,546 | ||
United States Treasury Note/Bond | 2.750% | 5/31/23 | 5,895 | 6,178 | ||
United States Treasury Note/Bond | 1.625% | 5/31/23 | 13,985 | 14,354 | ||
United States Treasury Note/Bond | 0.125% | 5/31/23 | 25,775 | 25,723 | ||
United States Treasury Note/Bond | 0.250% | 6/15/23 | 75,090 | 75,102 | ||
United States Treasury Note/Bond | 2.625% | 6/30/23 | 14,541 | 15,229 | ||
United States Treasury Note/Bond | 1.375% | 6/30/23 | 30,610 | 31,299 | ||
United States Treasury Note/Bond | 0.125% | 6/30/23 | 16,620 | 16,578 | ||
United States Treasury Note/Bond | 0.125% | 7/15/23 | 27,487 | 27,414 | ||
United States Treasury Note/Bond | 2.750% | 7/31/23 | 40,739 | 42,846 | ||
United States Treasury Note/Bond | 1.250% | 7/31/23 | 51,209 | 52,257 | ||
United States Treasury Note/Bond | 6.250% | 8/15/23 | 32,780 | 36,893 | ||
United States Treasury Note/Bond | 2.500% | 8/15/23 | 26,338 | 27,581 | ||
United States Treasury Note/Bond | 0.125% | 8/15/23 | 72,385 | 72,159 | ||
United States Treasury Note/Bond | 2.750% | 8/31/23 | 2,380 | 2,507 | ||
United States Treasury Note/Bond | 1.375% | 8/31/23 | 12,820 | 13,122 | ||
United States Treasury Note/Bond | 0.125% | 9/15/23 | 64,998 | 64,764 | ||
United States Treasury Note/Bond | 2.875% | 9/30/23 | 3,149 | 3,331 | ||
United States Treasury Note/Bond | 1.375% | 9/30/23 | 20,585 | 21,080 | ||
United States Treasury Note/Bond | 0.125% | 10/15/23 | 72,900 | 72,592 | ||
United States Treasury Note/Bond | 2.875% | 10/31/23 | 3 | 3 | ||
United States Treasury Note/Bond | 1.625% | 10/31/23 | 21,251 | 21,895 | ||
United States Treasury Note/Bond | 2.750% | 11/15/23 | 281 | 297 | ||
United States Treasury Note/Bond | 0.250% | 11/15/23 | 11,380 | 11,362 | ||
United States Treasury Note/Bond | 2.875% | 11/30/23 | 7 | 8 | ||
United States Treasury Note/Bond | 2.125% | 11/30/23 | 10,555 | 11,010 | ||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 158,420 | 157,578 | ||
United States Treasury Note/Bond | 2.625% | 12/31/23 | 7,276 | 7,688 | ||
United States Treasury Note/Bond | 2.250% | 12/31/23 | 16 | 17 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 90,690 | 90,152 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 37,380 | 39,191 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 37,219 | 39,266 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 29,974 | 31,833 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 12,230 | 12,152 | ||
United States Treasury Note/Bond | 2.375% | 2/29/24 | 35,519 | 37,389 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 10,040 | 10,504 | ||
United States Treasury Note/Bond | 0.250% | 3/15/24 | 132,795 | 132,276 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 46,008 | 48,172 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 59,975 | 59,900 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 20,345 | 21,248 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 21,021 | 22,102 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 12,662 | 13,412 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 69,650 | 69,280 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 46,835 | 48,943 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 37,660 | 37,431 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 23,576 | 24,486 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 30,635 | 32,038 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 14,710 | 15,452 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 13,537 | 14,067 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 49,886 | 52,817 | ||
United States Treasury Note/Bond | 1.875% | 8/31/24 | 10,623 | 11,081 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 18,258 | 18,689 | ||
United States Treasury Note/Bond | 2.125% | 9/30/24 | 40,408 | 42,504 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 22,661 | 23,383 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 35,320 | 37,318 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 46,200 | 48,835 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 675 | 832 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 22,305 | 23,493 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 33,166 | 34,223 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 19,217 | 20,334 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 9,385 | 9,766 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 20,340 | 21,719 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 36,848 | 38,679 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 19,890 | 21,431 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 32,270 | 32,855 | ||
7 | United States Treasury Note/Bond | 0.500% | 3/31/25 | 245,241 | 244,015 | |
United States Treasury Note/Bond | 2.875% | 4/30/25 | 53,483 | 57,996 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 65,185 | 64,482 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 40,319 | 42,562 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 25,340 | 27,510 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 68,490 | 67,334 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 24,044 | 26,005 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 16,050 | 15,764 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 34,960 | 38,003 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 67,172 | 65,892 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 52,746 | 55,499 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 1,943 | 2,427 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 33,812 | 33,130 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 39,495 | 38,662 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 25,440 | 24,872 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 6,372 | 6,778 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 88,850 | 87,240 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 26,597 | 26,090 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 78,780 | 77,204 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 59,937 | 62,128 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 54,345 | 53,513 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 25,535 | 27,211 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 69,340 | 69,026 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 44,065 | 47,246 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 7,546 | 7,507 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 17,795 | 18,874 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 36,415 | 36,204 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 16,182 | 16,968 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 15,760 | 16,531 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 54,544 | 56,164 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 3,095 | 3,999 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 24,345 | 25,212 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 50,899 | 53,714 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 910 | 1,174 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 25,526 | 26,427 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 29,266 | 30,496 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 26,207 | 28,009 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 124,502 | 125,377 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 108,045 | 105,698 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 73,800 | 71,563 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 39,787 | 42,833 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 67,015 | 64,879 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 19,470 | 18,831 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 75,475 | 72,350 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 44,310 | 47,384 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 49,244 | 47,482 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 45,460 | 43,443 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 56,885 | 54,699 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 49,833 | 53,306 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 775 | 1,014 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 81,305 | 78,701 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 74,020 | 71,557 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 61,625 | 59,998 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 20,868 | 22,994 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 84,425 | 84,174 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 83,086 | 83,424 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 24,511 | 24,588 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 3,665 | 4,072 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 48,185 | 48,305 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 111,240 | 111,414 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 53,510 | 59,496 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 895 | 1,157 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 27,149 | 30,712 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 14,810 | 18,989 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 19,267 | 19,707 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 36,000 | 37,159 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 66,128 | 66,779 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 5,570 | 7,852 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 81,827 | 76,483 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 88,711 | 82,668 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 94,936 | 90,293 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 8,005 | 10,874 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 107,602 | 104,475 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 67,895 | 68,945 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 6,234 | 8,551 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 7,067 | 10,024 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 17,831 | 25,971 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 18,517 | 25,461 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 6,044 | 8,431 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 7,403 | 9,248 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 7,883 | 10,774 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 9,884 | 13,918 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 11,686 | 16,234 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 10,000 | 14,338 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 5,139 | 7,174 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 52,285 | 45,137 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 8,449 | 11,097 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 37,305 | 32,094 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 4,317 | 5,949 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 68,080 | 61,155 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 5,967 | 8,743 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 48,471 | 47,456 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 11,000 | 15,440 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 32,550 | 33,872 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 12,000 | 15,576 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 13,128 | 15,635 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 12,579 | 14,997 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 11,950 | 13,978 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 21,706 | 24,443 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 22,620 | 25,455 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 23,361 | 27,891 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 32,064 | 36,844 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 27,265 | 35,082 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 19,000 | 24,926 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 28,823 | 37,227 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 34,600 | 43,115 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 30,000 | 35,981 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 29,816 | 35,080 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 31,348 | 33,895 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 24,914 | 29,367 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 34,616 | 40,004 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 6,493 | 7,672 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 34,749 | 37,627 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 25,775 | 27,910 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 34,462 | 35,620 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 15,000 | 17,395 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 36,200 | 42,982 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 30,222 | 35,912 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 32,138 | 36,537 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 32,850 | 37,372 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 32,745 | 39,008 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 37,817 | 46,107 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 41,008 | 48,928 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 26,886 | 34,313 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 5,000 | 5,984 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 9,938 | 11,632 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 22,650 | 23,457 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 34,864 | 37,108 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 41,881 | 41,135 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 77,501 | 63,272 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 76,670 | 64,618 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 58,713 | 52,722 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 82,610 | 78,802 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 53,120 | 56,714 | ||
8,891,011 | ||||||
Agency Bonds and Notes (0.46%) | ||||||
8 | AID-Israel | 5.500% | 12/4/23 | 375 | 420 | |
8 | AID-Israel | 5.500% | 4/26/24 | 1,400 | 1,595 | |
8 | AID-Israel | 5.500% | 9/18/33 | 400 | 564 | |
8 | AID-Jordan | 3.000% | 6/30/25 | 400 | 432 | |
Federal Farm Credit Banks | 0.125% | 11/23/22 | 2,500 | 2,498 | ||
Federal Farm Credit Banks | 0.125% | 2/3/23 | 2,000 | 1,998 | ||
Federal Farm Credit Banks | 0.125% | 4/13/23 | 3,000 | 2,995 | ||
Federal Farm Credit Banks | 0.125% | 5/10/23 | 2,225 | 2,221 | ||
Federal Farm Credit Banks | 1.770% | 6/26/23 | 575 | 592 | ||
Federal Farm Credit Banks | 3.500% | 12/20/23 | 500 | 539 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 2,500 | 2,492 | ||
Federal Home Loan Banks | 0.125% | 8/12/22 | 2,500 | 2,500 | ||
9 | Federal Home Loan Banks | 2.000% | 9/9/22 | 1,000 | 1,022 | |
Federal Home Loan Banks | 0.125% | 10/21/22 | 1,000 | 1,000 | ||
Federal Home Loan Banks | 1.375% | 2/17/23 | 4,000 | 4,076 | ||
Federal Home Loan Banks | 2.125% | 3/10/23 | 3,155 | 3,257 | ||
Federal Home Loan Banks | 0.125% | 3/17/23 | 3,000 | 2,996 | ||
Federal Home Loan Banks | 0.125% | 6/2/23 | 8,500 | 8,481 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 3,515 | 3,710 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 2,039 | 2,185 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 815 | 938 | ||
Federal Home Loan Banks | 1.500% | 8/15/24 | 1,990 | 2,052 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 3,500 | 3,479 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 800 | 787 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Federal Home Loan Banks | 3.250% | 6/9/28 | 2,700 | 3,060 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 1,965 | 2,236 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 2,775 | 4,090 | ||
9,10 | Federal Home Loan Mortgage Corp. | 0.125% | 7/25/22 | 2,200 | 2,200 | |
10 | Federal Home Loan Mortgage Corp. | 0.375% | 4/20/23 | 4,800 | 4,813 | |
10 | Federal Home Loan Mortgage Corp. | 0.375% | 5/5/23 | 3,000 | 3,008 | |
9,10 | Federal Home Loan Mortgage Corp. | 2.750% | 6/19/23 | 4,000 | 4,197 | |
10 | Federal Home Loan Mortgage Corp. | 0.250% | 6/26/23 | 6,000 | 6,001 | |
10 | Federal Home Loan Mortgage Corp. | 0.250% | 8/24/23 | 4,975 | 4,973 | |
10 | Federal Home Loan Mortgage Corp. | 0.250% | 9/8/23 | 4,800 | 4,797 | |
10 | Federal Home Loan Mortgage Corp. | 0.125% | 10/16/23 | 3,500 | 3,487 | |
10 | Federal Home Loan Mortgage Corp. | 0.250% | 11/6/23 | 7,000 | 6,991 | |
10 | Federal Home Loan Mortgage Corp. | 0.250% | 12/4/23 | 6,000 | 5,989 | |
10 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 5,000 | 5,159 | |
9,10 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 4,500 | 4,441 | |
10 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 10,500 | 10,347 | |
9,10 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,270 | 3,272 | |
10 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 6,141 | 9,023 | |
10 | Federal National Mortgage Assn. | 1.375% | 9/6/22 | 1,425 | 1,446 | |
10 | Federal National Mortgage Assn. | 2.000% | 10/5/22 | 4,200 | 4,298 | |
10 | Federal National Mortgage Assn. | 2.375% | 1/19/23 | 8,174 | 8,450 | |
10 | Federal National Mortgage Assn. | 0.250% | 5/22/23 | 2,500 | 2,501 | |
10 | Federal National Mortgage Assn. | 0.250% | 7/10/23 | 3,000 | 3,000 | |
10 | Federal National Mortgage Assn. | 2.875% | 9/12/23 | 2,000 | 2,114 | |
10 | Federal National Mortgage Assn. | 0.250% | 11/27/23 | 4,000 | 3,994 | |
10 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 3,881 | 4,094 | |
10 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 2,055 | 2,133 | |
10 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 660 | 705 | |
10 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 3,890 | 4,032 | |
10 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 3,460 | 3,583 | |
10 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 3,000 | 2,977 | |
10 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 6,000 | 5,917 | |
10 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 8,500 | 8,408 | |
10 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 1,600 | 1,696 | |
10 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 2,900 | 3,043 | |
10 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 8,500 | 8,307 | |
10 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 2,000 | 2,725 | |
10 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 2,405 | 3,503 | |
10 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 2,025 | 3,005 | |
10 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 7,000 | 6,637 | |
10 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,320 | 13,485 | |
10 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 1,260 | 1,915 | |
9 | Private Export Funding Corp. | 2.050% | 11/15/22 | 4,175 | 4,262 | |
9 | Private Export Funding Corp. | 3.550% | 1/15/24 | 725 | 778 | |
9 | Private Export Funding Corp. | 2.450% | 7/15/24 | 525 | 552 | |
Private Export Funding Corp. | 1.750% | 11/15/24 | 280 | 288 | ||
9 | Private Export Funding Corp. | 3.250% | 6/15/25 | 175 | 190 | |
Private Export Funding Corp. | 1.400% | 7/15/28 | 800 | 799 | ||
Tennessee Valley Authority | 1.875% | 8/15/22 | 425 | 433 | ||
Tennessee Valley Authority | 2.875% | 9/15/24 | 954 | 1,024 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 500 | 500 | ||
9 | Tennessee Valley Authority | 6.750% | 11/1/25 | 2,920 | 3,657 | |
9 | Tennessee Valley Authority | 2.875% | 2/1/27 | 1,000 | 1,094 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 2,000 | 2,914 | ||
9 | Tennessee Valley Authority | 4.700% | 7/15/33 | 575 | 748 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 500 | 656 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 785 | 1,166 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 225 | 326 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 1,912 | 2,725 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 580 | 928 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 519 | 764 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Tennessee Valley Authority | 4.250% | 9/15/65 | 700 | 979 | ||
267,664 | ||||||
Conventional Mortgage-Backed Securities (7.66%) | ||||||
9,10 | Freddie Mac Gold Pool | 2.000% | 8/1/28–12/1/31 | 1,940 | 2,002 | |
9,10 | Freddie Mac Gold Pool | 2.500% | 4/1/27–2/1/43 | 34,721 | 36,278 | |
9,10 | Freddie Mac Gold Pool | 3.000% | 10/1/24–4/1/47 | 109,401 | 115,299 | |
9,10 | Freddie Mac Gold Pool | 3.500% | 9/1/25–11/1/48 | 125,558 | 134,234 | |
9,10 | Freddie Mac Gold Pool | 4.000% | 3/1/24–11/1/48 | 72,937 | 78,970 | |
9,10 | Freddie Mac Gold Pool | 4.500% | 3/1/23–1/1/49 | 31,924 | 35,122 | |
9,10 | Freddie Mac Gold Pool | 5.000% | 12/1/21–1/1/49 | 10,091 | 11,320 | |
9,10 | Freddie Mac Gold Pool | 5.500% | 1/1/22–6/1/41 | 8,105 | 9,316 | |
9,10 | Freddie Mac Gold Pool | 6.000% | 9/1/21–5/1/40 | 4,585 | 5,349 | |
9,10 | Freddie Mac Gold Pool | 6.500% | 3/1/24–3/1/39 | 1,134 | 1,300 | |
9,10 | Freddie Mac Gold Pool | 7.000% | 3/1/26–12/1/38 | 350 | 399 | |
9,10 | Freddie Mac Gold Pool | 7.500% | 2/1/24–6/1/31 | 42 | 47 | |
9,10 | Freddie Mac Gold Pool | 8.000% | 11/1/25–1/1/31 | 37 | 44 | |
9,10 | Freddie Mac Gold Pool | 8.500% | 10/1/26–5/1/27 | 3 | 4 | |
9,10 | Freddie Mac Gold Pool | 9.000% | 7/1/24 | 3 | 4 | |
9,11 | Ginnie Mae I Pool | 3.000% | 1/15/26–7/15/51 | 216,869 | 228,075 | |
9 | Ginnie Mae I Pool | 3.500% | 9/20/25–12/20/50 | 198,059 | 210,599 | |
9 | Ginnie Mae I Pool | 4.000% | 10/15/24–5/20/50 | 106,287 | 114,515 | |
9 | Ginnie Mae I Pool | 4.500% | 10/15/24–1/20/50 | 55,091 | 60,310 | |
9 | Ginnie Mae I Pool | 5.000% | 3/15/33–12/20/49 | 21,575 | 24,014 | |
9 | Ginnie Mae I Pool | 5.500% | 1/15/32–9/20/41 | 6,809 | 7,852 | |
9 | Ginnie Mae I Pool | 6.000% | 5/15/28–12/15/40 | 3,268 | 3,748 | |
9 | Ginnie Mae I Pool | 6.500% | 12/15/23–11/20/39 | 1,114 | 1,253 | |
9 | Ginnie Mae I Pool | 7.000% | 8/15/23–8/20/38 | 318 | 365 | |
9 | Ginnie Mae I Pool | 7.500% | 7/15/24–3/15/32 | 80 | 90 | |
9 | Ginnie Mae I Pool | 8.000% | 8/15/24–3/15/32 | 56 | 63 | |
9 | Ginnie Mae I Pool | 8.500% | 1/15/27–6/15/30 | 6 | 7 | |
9 | Ginnie Mae I Pool | 9.000% | 7/15/25–9/15/25 | 4 | 4 | |
9 | Ginnie Mae II Pool | 1.500% | 3/20/51–4/20/51 | 3,661 | 3,615 | |
9,11 | Ginnie Mae II Pool | 2.000% | 8/20/50–7/15/51 | 163,143 | 166,210 | |
9,11 | Ginnie Mae II Pool | 2.500% | 6/20/27–7/15/51 | 153,917 | 159,414 | |
9,10,11 | UMBS Pool | 1.500% | 7/1/35–7/25/51 | 232,929 | 231,005 | |
9,10,11 | UMBS Pool | 2.000% | 11/1/23–7/25/51 | 892,372 | 905,745 | |
9,10,11 | UMBS Pool | 2.500% | 8/1/22–7/25/51 | 602,577 | 625,272 | |
9,10,11 | UMBS Pool | 3.000% | 1/1/26–7/25/51 | 458,654 | 481,879 | |
9,10,11 | UMBS Pool | 3.500% | 9/1/25–7/25/51 | 302,726 | 322,691 | |
9,10,11 | UMBS Pool | 4.000% | 2/1/24–7/25/51 | 225,539 | 243,662 | |
9,10 | UMBS Pool | 4.500% | 4/1/23–7/1/50 | 108,199 | 118,577 | |
9,10 | UMBS Pool | 5.000% | 2/1/22–3/1/50 | 38,231 | 42,698 | |
9,10 | UMBS Pool | 5.500% | 2/1/23–6/1/49 | 12,767 | 14,759 | |
9,10 | UMBS Pool | 6.000% | 10/1/21–5/1/41 | 10,075 | 11,811 | |
9,10 | UMBS Pool | 6.500% | 1/1/24–10/1/39 | 3,017 | 3,486 | |
9,10 | UMBS Pool | 7.000% | 12/1/22–11/1/37 | 1,014 | 1,187 | |
9,10 | UMBS Pool | 7.500% | 11/1/22–12/1/32 | 91 | 106 | |
9,10 | UMBS Pool | 8.000% | 1/1/26–10/1/30 | 19 | 23 | |
9,10 | UMBS Pool | 8.500% | 10/1/24–7/1/30 | 12 | 13 | |
9,10 | UMBS Pool | 9.000% | 1/1/25–6/1/26 | 4 | 4 | |
4,412,740 | ||||||
Nonconventional Mortgage-Backed Securities (0.01%) | ||||||
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 1.668% | 12/1/41 | 37 | 39 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 1.887% | 9/1/37 | 81 | 83 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.431% | 1.958% | 7/1/36 | 9 | 9 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.472% | 1.847% | 3/1/43 | 126 | 132 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 1.934% | 12/1/43 | 90 | 97 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.553% | 2.199% | 9/1/43 | 15 | 15 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.560% | 2.310% | 7/1/43 | 252 | 259 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.594% | 2.005% | 6/1/43 | 57 | 57 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.618% | 2.326% | 8/1/35 | 49 | 52 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 1.998% | 2/1/36 | 18 | 18 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.624% | 1.974% | 10/1/37 | 21 | 22 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.002% | 3/1/38 | 6 | 6 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 2.135% | 11/1/36 | 14 | 15 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.655% | 2.187% | 10/1/42 | 62 | 65 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.658% | 2.033% | 1/1/37 | 16 | 17 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 2.207% | 9/1/40 | 5 | 5 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.665% | 1.915% | 6/1/36 | 3 | 3 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.675% | 2.172% | 11/1/39 | 20 | 21 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 2.154% | 8/1/39 | 49 | 51 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.684% | 2.156% | 1/1/42 | 65 | 67 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 1.940% | 6/1/42 | 139 | 145 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 2.105% | 12/1/33 | 12 | 13 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 1.962% | 5/1/40 | 12 | 13 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.213% | 10/1/39 | 22 | 23 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 2.329% | 9/1/42 | 69 | 73 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 2.445% | 7/1/39 | 6 | 7 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 2.242% | 8/1/40 | 12 | 13 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.075% | 12/1/40 | 33 | 35 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 2.163% | 7/1/37 | 16 | 17 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 2.234% | 10/1/42 | 36 | 38 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 2.110% | 11/1/39 | 9 | 10 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.716% | 2.042% | 5/1/42 | 72 | 76 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.721% | 2.249% | 9/1/43 | 99 | 104 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.728% | 2.228% | 9/1/34 | 14 | 14 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.737% | 1.988% | 6/1/41 | 9 | 10 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 2.192% | 7/1/41 | 60 | 64 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 2.451% | 10/1/40 | 9 | 10 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.768% | 2.121% | 5/1/42 | 22 | 23 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.155% | 2/1/41 | 25 | 27 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.783% | 2.276% | 7/1/42 | 50 | 55 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.170% | 3/1/42 | 55 | 58 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 3.354% | 8/1/42 | 96 | 96 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.796% | 2.384% | 9/1/40 | 34 | 36 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.203% | 2/1/42 | 175 | 187 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 2.371% | 3/1/42 | 52 | 57 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 2.274% | 11/1/41 | 49 | 53 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.185% | 11/1/39–12/1/40 | 16 | 17 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 2.310% | 11/1/33–10/1/40 | 43 | 47 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.204% | 1/1/42 | 22 | 23 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 2.218% | 11/1/41 | 24 | 25 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.071% | 5/1/41 | 29 | 31 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.190% | 2/1/41 | 18 | 19 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.224% | 12/1/41 | 30 | 33 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.289% | 12/1/40 | 14 | 14 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.315% | 11/1/40 | 13 | 14 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.820% | 2.195% | 12/1/40 | 4 | 4 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.821% | 2.196% | 3/1/41 | 36 | 38 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.823% | 2.293% | 12/1/39 | 19 | 20 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.200% | 3/1/41 | 24 | 26 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.827% | 2.201% | 2/1/41 | 17 | 17 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.828% | 2.152% | 2/1/42 | 36 | 39 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.080% | 6/1/41 | 42 | 45 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.205% | 4/1/41 | 30 | 31 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 2.210% | 1/1/40 | 29 | 30 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 2.566% | 8/1/39 | 17 | 18 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.865% | 2.115% | 5/1/40 | 6 | 6 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 2.315% | 11/1/34 | 24 | 26 | |
9,10,12 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 2.164% | 4/1/37 | 25 | 27 | |
9,10,12 | Fannie Mae Pool, 1YR CMT + 2.155% | 2.280% | 12/1/37 | 38 | 40 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9,10,12 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 22 | 23 | |
9,10,12 | Fannie Mae Pool, 6M USD LIBOR + 1.146% | 1.396% | 4/1/37 | 20 | 21 | |
9,10,12 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 2.090% | 8/1/37 | 25 | 26 | |
9,10 | Fannie Mae REMICS | 2.488% | 3/25/23 | 574 | 593 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.516% | 2.016% | 9/1/37 | 15 | 15 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.545% | 1.919% | 3/1/37 | 2 | 2 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 2.000% | 1/1/38 | 4 | 4 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 1.890% | 5/1/42 | 11 | 11 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.015% | 12/1/36 | 22 | 24 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 2.155% | 11/1/43 | 55 | 58 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 2.160% | 10/1/37 | 12 | 12 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 2.040% | 12/1/34 | 6 | 6 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.070% | 2/1/37 | 16 | 17 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 2.102% | 1/1/35 | 3 | 3 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 2.118% | 12/1/36 | 13 | 14 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 2.120% | 12/1/40 | 44 | 46 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.000% | 5/1/38 | 2 | 2 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 2.125% | 12/1/41 | 36 | 38 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.819% | 2.369% | 3/1/42 | 46 | 49 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.830% | 2.247% | 12/1/35 | 23 | 25 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.853% | 2.242% | 2/1/42 | 12 | 13 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 5/1/40 | 10 | 10 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.132% | 6/1/40 | 6 | 7 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.255% | 12/1/40–3/1/41 | 40 | 43 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.500% | 6/1/41 | 11 | 12 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.880% | 6/1/40 | 17 | 17 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.888% | 2.287% | 2/1/42 | 25 | 25 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.895% | 2.501% | 9/1/40 | 51 | 54 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.287% | 6/1/40 | 10 | 10 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 2.353% | 11/1/40 | 16 | 17 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.285% | 1/1/41–2/1/41 | 36 | 37 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.980% | 2.247% | 5/1/37 | 59 | 60 | |
9,10,12 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.460% | 3/1/38 | 5 | 5 | |
9,10,12 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.375% | 2/1/36–5/1/36 | 24 | 26 | |
9,10,12 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.378% | 11/1/34 | 23 | 24 | |
9,10,12 | Freddie Mac Non Gold Pool, 1YR CMT + 2.410% | 2.537% | 10/1/36 | 21 | 23 | |
9,10,12 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 1.915% | 1/1/37 | 44 | 46 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.625% | 7/20/38–12/20/40 | 49 | 52 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.000% | 1/20/41–3/20/43 | 422 | 440 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.125% | 10/20/38–12/20/43 | 478 | 493 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.250% | 7/20/41–8/20/41 | 193 | 200 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 4/20/41–6/20/43 | 302 | 316 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.125% | 11/20/40 | 5 | 5 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.375% | 5/20/41 | 9 | 10 | |
9,12 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | 6 | 6 | |
5,820 | ||||||
Total U.S. Government and Agency Obligations (Cost $13,371,752) | 13,577,235 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (0.94%) | ||||||
9 | Ally Auto Receivables Trust Series 2018-1 | 2.530% | 2/15/23 | 82 | 82 | |
9 | Ally Auto Receivables Trust Series 2018-3 | 3.000% | 1/17/23 | 18 | 18 | |
9 | Ally Auto Receivables Trust Series 2018-3 | 3.120% | 7/17/23 | 150 | 152 | |
9 | Ally Auto Receivables Trust Series 2019-2 | 2.230% | 1/16/24 | 771 | 778 | |
9 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 125 | 128 | |
9 | Ally Auto Receivables Trust Series 2019-4 | 1.840% | 6/17/24 | 848 | 856 | |
9 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 125 | 128 | |
9 | American Express Credit Account Master Trust Series 2017-7 | 2.350% | 5/15/25 | 975 | 1,001 | |
9 | American Express Credit Account Master Trust Series 2018-2 | 3.010% | 10/15/25 | 1,075 | 1,124 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | American Express Credit Account Master Trust Series 2018-8 | 3.180% | 4/15/24 | 500 | 503 | |
9 | American Express Credit Account Master Trust Series 2019-3 | 2.000% | 4/15/25 | 500 | 511 | |
9 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.260% | 1/18/24 | 154 | 155 | |
9 | AmeriCredit Automobile Receivables Trust Series 2018-1 | 3.500% | 1/18/24 | 150 | 153 | |
9 | AmeriCredit Automobile Receivables Trust Series 2019-1 | 2.970% | 11/20/23 | 157 | 158 | |
9 | AmeriCredit Automobile Receivables Trust Series 2020-1 | 1.110% | 8/19/24 | 1,000 | 1,005 | |
9 | AmeriCredit Automobile Receivables Trust Series 2020-2 | 0.660% | 12/18/24 | 25 | 25 | |
9 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.530% | 6/18/25 | 1,025 | 1,028 | |
9 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 100 | 100 | |
9 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.370% | 8/18/25 | 250 | 250 | |
9 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 150 | 150 | |
9 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 100 | 100 | |
9 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 75 | 75 | |
9 | BA Credit Card Trust Series 2019-A1 | 1.740% | 1/15/25 | 750 | 763 | |
9 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 150 | 150 | |
9 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 153 | 161 | |
9 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 300 | 327 | |
9 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 1,080 | 1,196 | |
9 | Banc of America Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 420 | 461 | |
9 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 800 | 889 | |
9 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 700 | 770 | |
9 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 350 | 382 | |
9 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 175 | 189 | |
9 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 980 | 1,086 | |
9 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 780 | 857 | |
9 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 480 | 521 | |
9 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 275 | 304 | |
9 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 300 | 330 | |
9 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 600 | 665 | |
9 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 100 | 110 | |
9 | BANK Series 2017-BNK8 | 4.206% | 11/15/50 | 250 | 268 | |
9 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 600 | 650 | |
9 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 600 | 667 | |
9 | BANK Series 2018-BN10 | 3.641% | 2/15/61 | 125 | 137 | |
9 | BANK Series 2018-BN10 | 3.688% | 2/15/61 | 400 | 448 | |
9 | BANK Series 2018-BN10 | 3.898% | 2/15/61 | 150 | 167 | |
9 | BANK Series 2018-BN11 | 4.046% | 3/15/61 | 400 | 457 | |
9 | BANK Series 2018-BN12 | 4.255% | 5/15/61 | 500 | 578 | |
9 | BANK Series 2018-BN12 | 4.488% | 5/15/61 | 150 | 173 | |
9 | BANK Series 2018-BN13 | 3.953% | 8/15/61 | 165 | 185 | |
9 | BANK Series 2018-BN13 | 4.217% | 8/15/61 | 225 | 260 | |
9 | BANK Series 2018-BN14 | 3.966% | 9/15/60 | 100 | 113 | |
9 | BANK Series 2018-BN14 | 4.128% | 9/15/60 | 350 | 371 | |
9 | BANK Series 2018-BN14 | 4.231% | 9/15/60 | 250 | 290 | |
9 | BANK Series 2018-BN14 | 4.481% | 9/15/60 | 175 | 203 | |
9 | BANK Series 2018-BN15 | 4.407% | 11/15/61 | 470 | 550 | |
9 | BANK Series 2019-BN16 | 4.005% | 2/15/52 | 275 | 316 | |
9 | BANK Series 2019-BN17 | 3.714% | 4/15/52 | 360 | 406 | |
9 | BANK Series 2019-BN17 | 3.976% | 4/15/52 | 75 | 85 | |
9 | BANK Series 2019-BN18 | 3.584% | 5/15/62 | 640 | 717 | |
9 | BANK Series 2019-BN18 | 3.826% | 5/15/62 | 200 | 224 | |
9 | BANK Series 2019-BN19 | 3.183% | 8/15/61 | 350 | 383 | |
9 | BANK Series 2019-BN19 | 4.167% | 8/15/61 | 140 | 150 | |
9 | BANK Series 2019-BN20 | 3.011% | 9/15/62 | 725 | 784 | |
9 | BANK Series 2019-BN21 | 2.851% | 10/17/52 | 595 | 636 | |
9 | BANK Series 2019-BN21 | 3.093% | 10/17/52 | 300 | 321 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | BANK Series 2019-BN22 | 2.978% | 11/15/62 | 315 | 340 | |
9 | BANK Series 2019-BN23 | 2.920% | 12/15/52 | 735 | 789 | |
9 | BANK Series 2019-BN23 | 3.203% | 12/15/52 | 275 | 297 | |
9 | BANK Series 2019-BN24 | 2.960% | 11/15/62 | 575 | 620 | |
9 | BANK Series 2019-BN24 | 3.283% | 11/15/62 | 275 | 298 | |
9 | BANK Series 2020-BN25 | 2.649% | 1/15/63 | 375 | 395 | |
9 | BANK Series 2020-BN25 | 2.841% | 1/15/63 | 265 | 278 | |
9 | BANK Series 2020-BN26 | 2.403% | 3/15/63 | 675 | 698 | |
9 | BANK Series 2020-BN26 | 2.687% | 3/15/63 | 215 | 223 | |
9 | BANK Series 2020-BN27 | 2.144% | 4/15/63 | 600 | 609 | |
9 | BANK Series 2020-BN27 | 2.551% | 4/15/63 | 175 | 180 | |
9 | BANK Series 2020-BN28 | 1.844% | 3/15/63 | 180 | 178 | |
9 | BANK Series 2020-BN29 | 1.997% | 11/15/53 | 250 | 250 | |
9 | BANK Series 2020-BN30 | 1.925% | 12/15/53 | 300 | 298 | |
9 | BANK Series 2020-BN30 | 2.111% | 12/15/53 | 35 | 35 | |
9 | BANK Series 2021-BN31 | 2.036% | 2/15/54 | 225 | 226 | |
9 | BANK Series 2021-BN31 | 2.211% | 2/15/54 | 125 | 124 | |
9 | BANK Series 2021-BN32 | 2.643% | 4/15/54 | 350 | 369 | |
9 | BANK Series 2021-BN33 | 2.556% | 5/15/64 | 175 | 183 | |
9 | BANK Series 2021-BN34 | 2.438% | 6/15/63 | 675 | 700 | |
9 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 225 | 252 | |
9 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 1,150 | 1,235 | |
9 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 100 | 108 | |
9 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 625 | 679 | |
9 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 375 | 408 | |
9 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 1,175 | 1,306 | |
9 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 325 | 359 | |
9 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 500 | 582 | |
9 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 450 | 474 | |
9 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 143 | 151 | |
9 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 150 | 151 | |
9 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 525 | 527 | |
9 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 110 | 111 | |
9 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 650 | 666 | |
9,11 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 650 | 675 | |
9 | Bear Stearns Commercial Mortgage Securities Trust Series 2007-T26 | 5.513% | 1/12/45 | 47 | 47 | |
9 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 450 | 502 | |
9 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 200 | 221 | |
9 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 450 | 468 | |
9 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 2,280 | 2,575 | |
9 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 625 | 701 | |
9 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 400 | 418 | |
9 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 1,000 | 1,140 | |
9 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 250 | 287 | |
9 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 500 | 572 | |
9 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 1,175 | 1,362 | |
9 | Benchmark Mortgage Trust Series 2018-B6 | 4.203% | 10/10/51 | 375 | 398 | |
9 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 450 | 522 | |
9 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 125 | 145 | |
9 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 25 | 29 | |
9 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 435 | 505 | |
9 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 200 | 232 | |
9 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 300 | 339 | |
9 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 125 | 141 | |
9 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 1,175 | 1,311 | |
9 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 310 | 347 | |
9 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 300 | 322 | |
9 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 225 | 244 | |
9 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 265 | 285 | |
9 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 261 | 300 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 375 | 397 | |
9 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 100 | 106 | |
9 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 175 | 181 | |
9 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 850 | 872 | |
9 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 105 | 108 | |
9 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 212 | 210 | |
9 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 75 | 75 | |
9 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 425 | 426 | |
9 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 35 | 36 | |
9 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 525 | 523 | |
9 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 50 | 50 | |
9 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 400 | 398 | |
9 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 575 | 605 | |
9 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 175 | 182 | |
9 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 875 | 878 | |
9 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 275 | 277 | |
9 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 500 | 524 | |
9 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 100 | 105 | |
9 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 550 | 577 | |
9 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 250 | 264 | |
9 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 375 | 394 | |
9 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 250 | 250 | |
9 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 75 | 75 | |
9 | BMW Vehicle Owner Trust Series 2018-A | 2.510% | 6/25/24 | 82 | 83 | |
9 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 100 | 100 | |
9 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 25 | 25 | |
9 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 65 | 73 | |
9 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 550 | 586 | |
9 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 560 | 599 | |
9 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 240 | 260 | |
9 | Capital One Multi-Asset Execution Trust Series 2017-A3 | 2.430% | 1/15/25 | 700 | 711 | |
9 | Capital One Multi-Asset Execution Trust Series 2017-A6 | 2.290% | 7/15/25 | 1,475 | 1,512 | |
9 | Capital One Multi-Asset Execution Trust Series 2019-A1 | 2.840% | 12/15/24 | 325 | 330 | |
9 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.510% | 11/15/23 | 305 | 309 | |
9 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 150 | 155 | |
9 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.600% | 11/15/24 | 225 | 228 | |
9 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 50 | 51 | |
9 | CarMax Auto Owner Trust Series 2017-4 | 2.330% | 5/15/23 | 199 | 200 | |
9 | CarMax Auto Owner Trust Series 2018-1 | 2.480% | 11/15/22 | 29 | 29 | |
9 | CarMax Auto Owner Trust Series 2018-1 | 2.640% | 6/15/23 | 100 | 101 | |
9 | CarMax Auto Owner Trust Series 2018-2 | 2.980% | 1/17/23 | 56 | 56 | |
9 | CarMax Auto Owner Trust Series 2018-2 | 3.160% | 7/17/23 | 200 | 204 | |
9 | CarMax Auto Owner Trust Series 2019-3 | 2.180% | 8/15/24 | 245 | 248 | |
9 | CarMax Auto Owner Trust Series 2019-4 | 2.020% | 11/15/24 | 750 | 762 | |
9 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 100 | 104 | |
9 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 375 | 382 | |
9 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 55 | 57 | |
9 | CarMax Auto Owner Trust Series 2020-2 | 1.700% | 11/15/24 | 75 | 76 | |
9 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 100 | 100 | |
9 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 25 | 25 | |
9 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 1,825 | 1,825 | |
9 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 75 | 75 | |
9 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 25 | 25 | |
9 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 250 | 250 | |
9 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 50 | 50 | |
9 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 475 | 476 | |
9 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 100 | 100 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 100 | 100 | |
9 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 625 | 664 | |
9 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 600 | 660 | |
9 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 66 | 71 | |
9 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 503 | 557 | |
9 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 131 | 142 | |
9 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 500 | 551 | |
9 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 300 | 330 | |
9 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 250 | 270 | |
9 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 475 | 522 | |
9 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 275 | 300 | |
9 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 30 | 34 | |
9 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 575 | 665 | |
9 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 200 | 208 | |
9 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 775 | 828 | |
9 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 636 | 665 | |
9 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 425 | 469 | |
9 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 550 | 593 | |
9 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 400 | 431 | |
9 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 950 | 1,024 | |
9 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 300 | 330 | |
9 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 800 | 881 | |
9 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 200 | 220 | |
9 | Chase Issuance Trust Series 2012-A7 | 2.160% | 9/15/24 | 1,314 | 1,345 | |
9 | Chase Issuance Trust Series 2020-A1 | 1.530% | 1/15/25 | 1,900 | 1,937 | |
9 | Citibank Credit Card Issuance Trust Series 2016-A2 | 2.190% | 11/20/23 | 775 | 781 | |
9 | Citibank Credit Card Issuance Trust Series 2018-A3 | 3.290% | 5/23/25 | 2,000 | 2,112 | |
9 | Citibank Credit Card Issuance Trust Series 2018-A6 | 3.210% | 12/7/24 | 400 | 417 | |
9 | Citigroup Commercial Mortgage Trust Series 2012-GC8 | 3.024% | 9/10/45 | 553 | 563 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 100 | 104 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 100 | 103 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 250 | 268 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 350 | 375 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 38 | 39 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 275 | 292 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 100 | 107 | |
9 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 100 | 106 | |
9 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/10/47 | 42 | 44 | |
9 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/10/47 | 125 | 134 | |
9 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/10/47 | 125 | 134 | |
9 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 200 | 215 | |
9 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 150 | 160 | |
9 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 300 | 323 | |
9 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 650 | 702 | |
9 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 800 | 853 | |
9 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 325 | 344 | |
9 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 650 | 697 | |
9 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 318 | 337 | |
9 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 350 | 383 | |
9 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 425 | 467 | |
9 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 218 | 228 | |
9 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 425 | 460 | |
9 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 175 | 188 | |
9 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 2,100 | 2,303 | |
9 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 250 | 264 | |
9 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 250 | 267 | |
9 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 1,100 | 1,211 | |
9 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 150 | 164 | |
9 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 175 | 194 | |
9 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 150 | 156 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 1,200 | 1,363 | |
9 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 186 | 202 | |
9 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 975 | 1,044 | |
9 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 1,125 | 1,218 | |
9 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 450 | 476 | |
9 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 190 | 200 | |
9 | COMM Mortgage Trust Series 2012-CR2 | 3.147% | 8/15/45 | 144 | 147 | |
9 | COMM Mortgage Trust Series 2012-CR2 | 3.791% | 8/15/45 | 189 | 193 | |
9 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 348 | 356 | |
9 | COMM Mortgage Trust Series 2013-CR10 | 4.210% | 8/10/46 | 160 | 171 | |
9 | COMM Mortgage Trust Series 2013-CR11 | 3.660% | 8/10/50 | 98 | 101 | |
9 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 259 | 275 | |
9 | COMM Mortgage Trust Series 2013-CR11 | 4.258% | 8/10/50 | 330 | 354 | |
9 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 200 | 215 | |
9 | COMM Mortgage Trust Series 2013-CR12 | 3.623% | 10/10/46 | 63 | 65 | |
9 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 167 | 175 | |
9 | COMM Mortgage Trust Series 2013-CR12 | 4.046% | 10/10/46 | 125 | 133 | |
9 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 75 | 79 | |
9 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 50 | 53 | |
9 | COMM Mortgage Trust Series 2013-CR13 | 3.706% | 11/10/46 | 26 | 27 | |
9 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 450 | 484 | |
9 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 150 | 161 | |
9 | COMM Mortgage Trust Series 2013-CR6 | 3.101% | 3/10/46 | 1,858 | 1,897 | |
9 | COMM Mortgage Trust Series 2013-CR7 | 3.213% | 3/10/46 | 92 | 95 | |
9 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 273 | 287 | |
9 | COMM Mortgage Trust Series 2013-CR9 | 4.389% | 7/10/45 | 365 | 387 | |
9 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 224 | 238 | |
9 | COMM Mortgage Trust Series 2013-LC6 | 2.941% | 1/10/46 | 222 | 228 | |
9 | COMM Mortgage Trust Series 2013-LC6 | 3.282% | 1/10/46 | 154 | 159 | |
9 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 60 | 61 | |
9 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 103 | 103 | |
9 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 275 | 297 | |
9 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 325 | 351 | |
9 | COMM Mortgage Trust Series 2014-CR14 | 4.762% | 2/10/47 | 175 | 188 | |
9 | COMM Mortgage Trust Series 2014-CR15 | 2.928% | 2/10/47 | 8 | 8 | |
9 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 61 | 64 | |
9 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 209 | 225 | |
9 | COMM Mortgage Trust Series 2014-CR15 | 4.815% | 2/10/47 | 105 | 113 | |
9 | COMM Mortgage Trust Series 2014-CR15 | 4.865% | 2/10/47 | 175 | 188 | |
9 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 57 | 59 | |
9 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 275 | 298 | |
9 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 100 | 106 | |
9 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 88 | 91 | |
9 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 125 | 135 | |
9 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 150 | 162 | |
9 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 650 | 704 | |
9 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 150 | 162 | |
9 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 275 | 294 | |
9 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 3,815 | 4,062 | |
9 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 325 | 348 | |
9 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 240 | 262 | |
9 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 42 | 44 | |
9 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 202 | 217 | |
9 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 57 | 61 | |
9 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 36 | 39 | |
9 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 350 | 378 | |
9 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 225 | 241 | |
9 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 167 | 179 | |
9 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 500 | 542 | |
9 | COMM Mortgage Trust Series 2014-UBS6 | 2.935% | 12/10/47 | 41 | 42 | |
9 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 296 | 310 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 800 | 864 | |
9 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 225 | 244 | |
9 | COMM Mortgage Trust Series 2015-CR22 | 2.856% | 3/10/48 | 47 | 47 | |
9 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 575 | 619 | |
9 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 500 | 538 | |
9 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 192 | 201 | |
9 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 475 | 516 | |
9 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 175 | 190 | |
9 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 474 | 503 | |
9 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 425 | 467 | |
9 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 850 | 930 | |
9 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 351 | 371 | |
9 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 400 | 437 | |
9 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 325 | 349 | |
9 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 55 | 58 | |
9 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 425 | 455 | |
9 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 200 | 214 | |
9 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 200 | 220 | |
9 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 450 | 494 | |
9 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 1,200 | 1,323 | |
9 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 462 | 490 | |
9 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 125 | 138 | |
9 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 500 | 575 | |
9 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 450 | 484 | |
9 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 150 | 163 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 400 | 431 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 200 | 214 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 175 | 183 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 550 | 594 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 225 | 237 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 264 | 276 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 925 | 1,010 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.266% | 8/15/48 | 200 | 211 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 172 | 182 | |
9 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 500 | 550 | |
9 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 800 | 873 | |
9 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 800 | 871 | |
9 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 575 | 630 | |
9 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 250 | 273 | |
9 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 1,200 | 1,356 | |
9 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 250 | 287 | |
9 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 975 | 1,113 | |
9 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 1,125 | 1,231 | |
9 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 1,075 | 1,139 | |
9 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 175 | 187 | |
9 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 400 | 467 | |
9 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 300 | 324 | |
9 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 325 | 346 | |
9 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 600 | 657 | |
9 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 150 | 163 | |
9 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 9/15/53 | 200 | 199 | |
9 | Discover Card Execution Note Trust Series 2017-A2 | 2.390% | 7/15/24 | 800 | 810 | |
9 | Discover Card Execution Note Trust Series 2018-A1 | 3.030% | 8/15/25 | 1,000 | 1,045 | |
9 | Discover Card Execution Note Trust Series 2019-A3 | 1.890% | 10/15/24 | 1,100 | 1,123 | |
9 | Drive Auto Receivables Trust Series 2018-5 | 4.300% | 4/15/26 | 150 | 156 | |
9 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 460 | 479 | |
9 | Drive Auto Receivables Trust Series 2020-1 | 2.080% | 7/15/24 | 300 | 302 | |
9 | Drive Auto Receivables Trust Series 2020-1 | 2.360% | 3/16/26 | 190 | 190 | |
9 | Drive Auto Receivables Trust Series 2020-2 | 1.420% | 3/17/25 | 50 | 50 | |
9 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 125 | 125 | |
9 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 100 | 100 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 310 | 313 | |
9 | Exeter Automobile Receivables Trust Series 2021-1A | 0.500% | 2/18/25 | 150 | 150 | |
9 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 350 | 350 | |
9,10 | Fannie Mae-Aces Series 2013-M7 | 2.280% | 12/27/22 | 208 | 213 | |
9,10 | Fannie Mae-Aces Series 2014-M1 | 3.185% | 7/25/23 | 884 | 925 | |
9,10 | Fannie Mae-Aces Series 2014-M12 | 2.614% | 10/25/21 | 129 | 130 | |
9,10 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 419 | 446 | |
9,10 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 341 | 362 | |
9,10 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 496 | 528 | |
9,10 | Fannie Mae-Aces Series 2014-M7 | 3.338% | 6/25/24 | 849 | 906 | |
9,10 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 525 | 556 | |
9,10 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 688 | 732 | |
9,10 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 974 | 1,026 | |
9,10 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 347 | 380 | |
9,10 | Fannie Mae-Aces Series 2015-M12 | 2.884% | 5/25/25 | 758 | 810 | |
9,10 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 1,025 | 1,103 | |
9,10 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 560 | 592 | |
9,10 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 364 | 385 | |
9,10 | Fannie Mae-Aces Series 2015-M4 | 2.509% | 7/25/22 | 259 | 261 | |
9,10 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 618 | 652 | |
9,10 | Fannie Mae-Aces Series 2015-M8 | 2.344% | 1/25/25 | 93 | 95 | |
9,10 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 825 | 881 | |
9,10 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 900 | 955 | |
9,10 | Fannie Mae-Aces Series 2016-M12 | 2.533% | 9/25/26 | 950 | 1,008 | |
9,10 | Fannie Mae-Aces Series 2016-M13 | 2.566% | 9/25/26 | 249 | 265 | |
9,10 | Fannie Mae-Aces Series 2016-M2 | 2.152% | 1/25/23 | 373 | 379 | |
9,10 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 391 | 419 | |
9,10 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 400 | 427 | |
9,10 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 800 | 851 | |
9,10 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 600 | 639 | |
9,10 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 149 | 153 | |
9,10 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 261 | 273 | |
9,10 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 1,300 | 1,370 | |
9,10 | Fannie Mae-Aces Series 2017-M1 | 2.496% | 10/25/26 | 1,075 | 1,142 | |
9,10 | Fannie Mae-Aces Series 2017-M10 | 2.639% | 7/25/24 | 435 | 455 | |
9,10 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 500 | 554 | |
9,10 | Fannie Mae-Aces Series 2017-M12 | 3.181% | 6/25/27 | 1,206 | 1,330 | |
9,10 | Fannie Mae-Aces Series 2017-M14 | 2.964% | 11/25/27 | 350 | 382 | |
9,10 | Fannie Mae-Aces Series 2017-M15 | 3.196% | 11/25/27 | 1,150 | 1,244 | |
9,10 | Fannie Mae-Aces Series 2017-M2 | 2.890% | 2/25/27 | 1,182 | 1,281 | |
9,10 | Fannie Mae-Aces Series 2017-M3 | 2.559% | 12/25/26 | 1,500 | 1,606 | |
9,10 | Fannie Mae-Aces Series 2017-M4 | 2.665% | 12/25/26 | 1,116 | 1,196 | |
9,10 | Fannie Mae-Aces Series 2017-M5 | 3.276% | 4/25/29 | 300 | 337 | |
9,10 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 675 | 734 | |
9,10 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 1,563 | 1,722 | |
9,10 | Fannie Mae-Aces Series 2018-M1 | 3.084% | 12/25/27 | 575 | 632 | |
9,10 | Fannie Mae-Aces Series 2018-M12 | 3.775% | 8/25/30 | 850 | 994 | |
9,10 | Fannie Mae-Aces Series 2018-M13 | 3.820% | 9/25/30 | 825 | 972 | |
9,10 | Fannie Mae-Aces Series 2018-M14 | 3.700% | 8/25/28 | 700 | 804 | |
9,10 | Fannie Mae-Aces Series 2018-M2 | 2.999% | 1/25/28 | 1,425 | 1,568 | |
9,10 | Fannie Mae-Aces Series 2018-M3 | 3.191% | 2/25/30 | 325 | 366 | |
9,10 | Fannie Mae-Aces Series 2018-M4 | 3.147% | 3/25/28 | 720 | 798 | |
9,10 | Fannie Mae-Aces Series 2018-M7 | 3.150% | 3/25/28 | 400 | 443 | |
9,10 | Fannie Mae-Aces Series 2019-M1 | 3.673% | 9/25/28 | 750 | 857 | |
9,10 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 2,725 | 2,986 | |
9,10 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 1,000 | 1,070 | |
9,10 | Fannie Mae-Aces Series 2019-M2 | 3.749% | 11/25/28 | 875 | 988 | |
9,10 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 125 | 134 | |
9,10 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 1,475 | 1,581 | |
9,10 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 900 | 1,053 | |
9,10 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 775 | 872 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9,10 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 975 | 1,092 | |
9,10 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 4/25/29 | 1,225 | 1,353 | |
9,10 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 815 | 880 | |
9,10 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 350 | 350 | |
9,10 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 1,150 | 1,128 | |
9,10 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 900 | 890 | |
9,10 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 525 | 554 | |
9,10 | Fannie Mae-Aces Series 2020-M52 | 1.363% | 10/25/30 | 675 | 661 | |
9,10 | Fannie Mae-Aces Series 2021-M1 | 1.436% | 11/25/30 | 725 | 717 | |
9,10 | Fannie Mae-Aces Series 2021-M11 | 1.507% | 3/25/31 | 1,900 | 1,897 | |
9,10 | Fannie Mae-Aces Series 2021-M13 | 1.659% | 4/25/31 | 215 | 216 | |
9,10 | Fannie Mae-Aces Series 2021-M4 | 1.515% | 2/25/31 | 4,275 | 4,255 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K017 | 2.873% | 12/25/21 | 1,259 | 1,267 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K019 | 2.272% | 3/25/22 | 1,047 | 1,058 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K020 | 2.373% | 5/25/22 | 100 | 101 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K021 | 2.396% | 6/25/22 | 904 | 917 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K026 | 2.510% | 11/25/22 | 1,275 | 1,308 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K027 | 2.637% | 1/25/23 | 1,275 | 1,314 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K029 | 3.320% | 2/25/23 | 1,250 | 1,303 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K030 | 2.779% | 9/25/22 | 93 | 94 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K031 | 3.300% | 4/25/23 | 1,260 | 1,321 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K032 | 3.016% | 2/25/23 | 296 | 302 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K033 | 2.871% | 2/25/23 | 415 | 426 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K034 | 3.531% | 7/25/23 | 1,208 | 1,273 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 1,375 | 1,462 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 50 | 53 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 89 | 90 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 1,275 | 1,364 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 92 | 95 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 850 | 913 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 212 | 220 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 1,025 | 1,103 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 1,000 | 1,076 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 96 | 99 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 2,375 | 2,521 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 91 | 93 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 600 | 645 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 2.493% | 4/25/48 | 238 | 245 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 4/25/48 | 675 | 725 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 650 | 704 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 126 | 131 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 525 | 572 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 1,025 | 1,115 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 450 | 486 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 750 | 819 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 450 | 490 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 275 | 298 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 700 | 752 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 1,000 | 1,072 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 575 | 613 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 1,025 | 1,096 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 500 | 537 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 800 | 878 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 1,000 | 1,108 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 2,000 | 2,222 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 2,400 | 2,678 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 1,775 | 1,981 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 1,300 | 1,439 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 915 | 1,015 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 600 | 662 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 875 | 971 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 500 | 557 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 875 | 973 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 275 | 308 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 960 | 1,074 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 450 | 508 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 500 | 562 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 1,000 | 1,141 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 675 | 773 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 2,575 | 2,991 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 500 | 580 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 1,000 | 1,166 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 279 | 310 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 800 | 934 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 1,200 | 1,401 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 550 | 643 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 3,425 | 4,032 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 11/25/51 | 2,400 | 2,771 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 1,025 | 1,203 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 92 | 102 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 800 | 929 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 1,175 | 1,359 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 475 | 545 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 900 | 1,025 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 300 | 344 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 975 | 1,103 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 1,650 | 1,830 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 1,150 | 1,270 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 1,150 | 1,260 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 1,000 | 1,077 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 1,850 | 1,980 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 850 | 921 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 1,500 | 1,617 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 1,400 | 1,511 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 1,100 | 1,197 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 2/25/52 | 1,835 | 1,944 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 3/25/53 | 365 | 376 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 600 | 602 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 1,000 | 1,007 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 225 | 225 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 550 | 544 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 700 | 693 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 1,250 | 1,238 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 1,200 | 1,190 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 1,600 | 1,599 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 1,100 | 1,099 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 11/25/53 | 124 | 123 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 11/25/53 | 700 | 702 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 11/25/30 | 50 | 49 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 700 | 700 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 2/25/54 | 2,150 | 2,170 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 1,225 | 1,240 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 875 | 900 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 1,075 | 1,126 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 600 | 630 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 1,115 | 1,163 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 250 | 249 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 1,800 | 1,855 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 300 | 352 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 2,135 | 2,580 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 375 | 434 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 950 | 1,124 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 2,295 | 2,532 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 950 | 1,056 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 625 | 631 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 875 | 859 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 1,250 | 1,228 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 375 | 374 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 1,065 | 1,081 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 400 | 452 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 250 | 258 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 875 | 928 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 1,600 | 1,801 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 900 | 1,016 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 150 | 172 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 200 | 234 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 400 | 470 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 850 | 1,018 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 275 | 330 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 375 | 460 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K717 | 2.991% | 9/25/21 | 980 | 982 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K718 | 2.791% | 1/25/22 | 745 | 752 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K720 | 2.716% | 6/25/22 | 525 | 533 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K722 | 2.183% | 5/25/22 | 161 | 163 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 500 | 517 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 1,000 | 1,050 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 1,200 | 1,266 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 719 | 756 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 1,500 | 1,586 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 1,175 | 1,251 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 2,000 | 2,140 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.452% | 9/25/24 | 20 | 20 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 1,200 | 1,303 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 1,000 | 1,082 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 1,000 | 1,095 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 1,565 | 1,707 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 2,000 | 2,158 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 1,700 | 1,817 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 1,850 | 1,864 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 1,725 | 1,763 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 850 | 876 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 550 | 566 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 800 | 850 | |
9,10 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 800 | 863 | |
9 | Fifth Third Auto Trust Series 2019-1 | 2.640% | 12/15/23 | 334 | 338 | |
9 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 175 | 181 | |
9 | Ford Credit Auto Lease Trust Series 2019-A | 2.980% | 6/15/22 | 20 | 20 | |
9 | Ford Credit Auto Lease Trust Series 2020-B | 0.620% | 8/15/23 | 630 | 632 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 450 | 450 | |
9 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 100 | 100 | |
9 | Ford Credit Auto Owner Trust Series 2019-A | 2.780% | 9/15/23 | 409 | 414 | |
9 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 275 | 285 | |
9 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 50 | 50 | |
9 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 600 | 602 | |
9 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 125 | 126 | |
9 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 275 | 275 | |
9 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 125 | 124 | |
9 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 650 | 649 | |
9 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 235 | 234 | |
9 | Ford Credit Floorplan Master Owner Trust A Series 2017-3 | 2.480% | 9/15/24 | 820 | 842 | |
9 | Ford Credit Floorplan Master Owner Trust A Series 2018-2 | 3.170% | 3/15/25 | 900 | 943 | |
9 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 765 | 805 | |
9 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 1,065 | 1,070 | |
9 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 175 | 175 | |
9 | GM Financial Automobile Leasing Trust Series 2019-2 | 2.720% | 3/20/23 | 94 | 95 | |
9 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.670% | 12/20/22 | 105 | 106 | |
9 | GM Financial Automobile Leasing Trust Series 2020-1 | 1.700% | 12/20/23 | 40 | 41 | |
9 | GM Financial Automobile Leasing Trust Series 2020-2 | 0.800% | 7/20/23 | 75 | 75 | |
9 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.450% | 8/21/23 | 1,960 | 1,964 | |
9 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.510% | 10/21/24 | 75 | 75 | |
9 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 25 | 25 | |
9 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.340% | 5/20/24 | 400 | 399 | |
9 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 75 | 75 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 2.810% | 12/16/22 | 87 | 87 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2018-2 | 3.020% | 12/18/23 | 400 | 406 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2018-4 | 3.320% | 6/17/24 | 100 | 103 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.840% | 9/16/24 | 375 | 379 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 115 | 118 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 125 | 125 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 450 | 450 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 65 | 65 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 350 | 349 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 1,390 | 1,378 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 235 | 235 | |
9 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 75 | 75 | |
9 | GM Financial Leasing Trust Series 2021-1 | 0.260% | 2/20/24 | 300 | 300 | |
9 | GM Financial Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 75 | 75 | |
9 | GM Financial Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 50 | 50 | |
9 | GS Mortgage Securities Corp. II Series 2013-GC10 | 2.943% | 2/10/46 | 246 | 254 | |
9 | GS Mortgage Securities Corp. II Series 2013-GC10 | 3.279% | 2/10/46 | 92 | 95 | |
9 | GS Mortgage Securities Trust Series 2012-GC6 | 3.482% | 1/10/45 | 416 | 418 | |
9 | GS Mortgage Securities Trust Series 2012-GCJ7 | 3.377% | 5/10/45 | 93 | 94 | |
9 | GS Mortgage Securities Trust Series 2012-GCJ9 | 2.773% | 11/10/45 | 316 | 322 | |
9 | GS Mortgage Securities Trust Series 2013-GC12 | 3.135% | 6/10/46 | 275 | 286 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | GS Mortgage Securities Trust Series 2013-GC12 | 3.375% | 6/10/46 | 118 | 123 | |
9 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 55 | 57 | |
9 | GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | 1,075 | 1,146 | |
9 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 54 | 56 | |
9 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 625 | 671 | |
9 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 1,025 | 1,098 | |
9 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 275 | 288 | |
9 | GS Mortgage Securities Trust Series 2014-GC22 | 3.467% | 6/10/47 | 93 | 96 | |
9 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 150 | 162 | |
9 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 475 | 516 | |
9 | GS Mortgage Securities Trust Series 2014-GC24 | 4.648% | 9/10/47 | 125 | 130 | |
9 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 172 | 179 | |
9 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 800 | 865 | |
9 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 125 | 135 | |
9 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 125 | 130 | |
9 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 500 | 538 | |
9 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 450 | 486 | |
9 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 351 | 369 | |
9 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 175 | 192 | |
9 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 348 | 368 | |
9 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 400 | 435 | |
9 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 300 | 322 | |
9 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 775 | 827 | |
9 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 275 | 302 | |
9 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 200 | 218 | |
9 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 625 | 695 | |
9 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 250 | 275 | |
9 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 700 | 770 | |
9 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 30 | 33 | |
9 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 983 | 1,083 | |
9 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 262 | 285 | |
9 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 400 | 448 | |
9 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 250 | 267 | |
9 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 550 | 600 | |
9 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 1,125 | 1,216 | |
9 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 275 | 296 | |
9 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 500 | 541 | |
9 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 525 | 564 | |
9 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 150 | 161 | |
9 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 250 | 258 | |
9 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 475 | 474 | |
9 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 75 | 75 | |
9 | Honda Auto Receivables Owner Trust Series 2018-1 | 2.830% | 5/15/24 | 234 | 234 | |
9 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.010% | 5/18/22 | 16 | 16 | |
9 | Honda Auto Receivables Owner Trust Series 2018-2 | 3.160% | 8/19/24 | 200 | 202 | |
9 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.520% | 6/21/23 | 462 | 468 | |
9 | Honda Auto Receivables Owner Trust Series 2019-2 | 2.540% | 3/21/25 | 125 | 129 | |
9 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.610% | 4/22/24 | 450 | 456 | |
9 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 70 | 72 | |
9 | Honda Auto Receivables Owner Trust Series 2020-2 | 0.820% | 7/15/24 | 255 | 257 | |
9 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.370% | 10/18/24 | 1,465 | 1,467 | |
9 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 75 | 75 | |
9 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 425 | 425 | |
9 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 185 | 184 | |
9 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 550 | 548 | |
9 | Hyundai Auto Receivables Trust Series 2018-A | 2.790% | 7/15/22 | 1 | 1 | |
9 | Hyundai Auto Receivables Trust Series 2018-A | 2.940% | 6/17/24 | 325 | 328 | |
9 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 75 | 77 | |
9 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 50 | 51 | |
9 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 175 | 175 | |
9 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 75 | 75 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 200 | 200 | |
9 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 50 | 50 | |
9 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 150 | 150 | |
9 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 75 | 75 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C6 | 3.507% | 5/15/45 | 363 | 370 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-C8 | 2.829% | 10/15/45 | 1,260 | 1,286 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2012-CBX | 3.483% | 6/15/45 | 228 | 230 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 143 | 148 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 109 | 113 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 68 | 71 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 199 | 209 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 300 | 322 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 150 | 161 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 5.124% | 12/15/46 | 150 | 160 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 2.960% | 4/15/46 | 673 | 698 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 175 | 179 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 250 | 268 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 325 | 360 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 975 | 1,039 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 400 | 442 | |
9 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 325 | 358 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 122 | 128 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.175% | 7/15/45 | 81 | 85 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 102 | 106 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 611 | 640 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 220 | 234 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 29 | 30 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 435 | 466 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 275 | 294 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 94 | 98 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 625 | 673 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 125 | 134 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 5.048% | 1/15/47 | 188 | 200 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 774 | 833 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 93 | 100 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.960% | 2/15/47 | 113 | 119 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 75 | 76 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 225 | 242 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 175 | 189 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 63 | 66 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 100 | 108 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 75 | 80 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 650 | 703 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 175 | 187 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 319 | 347 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 188 | 203 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 39 | 40 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 150 | 162 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 300 | 317 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 750 | 810 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 200 | 216 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 360 | 389 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 200 | 215 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 200 | 211 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 301 | 315 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | 218 | 232 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.227% | 10/15/48 | 500 | 534 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 100 | 107 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 165 | 173 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 350 | 379 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 325 | 339 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 425 | 467 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 200 | 220 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 166 | 175 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 443 | 484 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 332 | 350 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 425 | 460 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 300 | 331 | |
9 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/15/49 | 284 | 300 | |
9 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 1,250 | 1,389 | |
9 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.050% | 7/15/50 | 115 | 116 | |
9 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 250 | 276 | |
9 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 400 | 439 | |
9 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 1,400 | 1,603 | |
9 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 850 | 938 | |
9 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 75 | 83 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 300 | 322 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 150 | 158 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 2,000 | 2,213 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 425 | 467 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 275 | 304 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 175 | 192 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 1,000 | 1,150 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 125 | 143 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 1,250 | 1,352 | |
9 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 250 | 254 | |
9 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.840% | 12/15/22 | 275 | 277 | |
9 | Mercedes-Benz Auto Lease Trust Series 2020-A | 1.880% | 9/15/25 | 125 | 127 | |
9 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 50 | 50 | |
9 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 300 | 300 | |
9 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 125 | 125 | |
9 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 225 | 225 | |
9 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 100 | 100 | |
9 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.550% | 2/18/25 | 175 | 176 | |
9 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 30 | 30 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2012-C5 | 3.176% | 8/15/45 | 175 | 178 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.217% | 7/15/46 | 1,600 | 1,688 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.296% | 8/15/46 | 240 | 252 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.496% | 8/15/46 | 120 | 119 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C12 | 4.259% | 10/15/46 | 445 | 476 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 300 | 321 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.909% | 11/15/46 | 150 | 158 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 2.918% | 2/15/46 | 179 | 184 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 36 | 37 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.134% | 12/15/48 | 225 | 232 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C8 | 3.376% | 12/15/48 | 100 | 103 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.102% | 5/15/46 | 150 | 156 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C9 | 3.456% | 5/15/46 | 125 | 130 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 375 | 403 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 5.028% | 2/15/47 | 150 | 162 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 43 | 45 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 325 | 349 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.493% | 6/15/47 | 125 | 128 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 100 | 108 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.633% | 10/15/47 | 125 | 134 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 156 | 163 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 275 | 296 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 137 | 142 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 725 | 775 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 334 | 349 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 325 | 347 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 200 | 210 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 119 | 124 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 450 | 493 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 275 | 301 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 415 | 436 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 350 | 384 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 237 | 250 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 300 | 326 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 176 | 186 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 250 | 274 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 281 | 293 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 800 | 871 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 800 | 852 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 950 | 1,025 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 800 | 891 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 325 | 359 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 1,000 | 1,107 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 400 | 443 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 400 | 432 | |
9 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 575 | 638 | |
9 | Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | 225 | 250 | |
9,11 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.444% | 6/15/54 | 375 | 386 | |
9,11 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.749% | 6/15/54 | 50 | 52 | |
9,11 | Morgan Stanley Capital I Inc. Series 2021-L6 | 2.951% | 6/15/54 | 25 | 26 | |
9 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.244% | 3/15/45 | 451 | 454 | |
9 | Morgan Stanley Capital I Trust Series 2012-C4 | 3.773% | 3/15/45 | 225 | 227 | |
9 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 300 | 330 | |
9 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 400 | 432 | |
9 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 317 | 339 | |
9 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 800 | 852 | |
9 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 825 | 906 | |
9 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 125 | 135 | |
9 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 550 | 608 | |
9 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 1,050 | 1,160 | |
9 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 125 | 138 | |
9 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 200 | 218 | |
9 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 250 | 279 | |
9 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 625 | 719 | |
9 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 775 | 842 | |
9 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 300 | 301 | |
9 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 750 | 793 | |
9 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 115 | 121 | |
9 | Nissan Auto Lease Trust Series 2020-A | 1.840% | 1/17/23 | 175 | 176 | |
9 | Nissan Auto Lease Trust Series 2020-A | 1.880% | 4/15/25 | 75 | 76 | |
9 | Nissan Auto Receivables Owner Trust Series 2017-B | 1.950% | 10/16/23 | 78 | 78 | |
9 | Nissan Auto Receivables Owner Trust Series 2018-A | 2.890% | 6/17/24 | 338 | 341 | |
9 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.500% | 11/15/23 | 398 | 404 | |
9 | Nissan Auto Receivables Owner Trust Series 2019-B | 2.540% | 12/15/25 | 150 | 155 | |
9 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.930% | 7/15/24 | 650 | 658 | |
9 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 150 | 155 | |
9 | Nissan Auto Receivables Owner Trust Series 2020-A | 1.380% | 12/16/24 | 150 | 152 | |
9 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 200 | 201 | |
9 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 50 | 50 | |
9 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 475 | 473 | |
9 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 225 | 224 | |
9 | PSNH Funding LLC 3 Series 2018-1 | 3.094% | 2/1/26 | 101 | 104 | |
9 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 100 | 109 | |
9 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 225 | 261 | |
9 | Santander Drive Auto Receivables Trust Series 2018-2 | 3.350% | 7/17/23 | 18 | 18 | |
9 | Santander Drive Auto Receivables Trust Series 2018-3 | 3.510% | 8/15/23 | 18 | 18 | |
9 | Santander Drive Auto Receivables Trust Series 2020-1 | 4.110% | 12/15/25 | 195 | 205 | |
9 | Santander Drive Auto Receivables Trust Series 2020-2 | 0.960% | 11/15/24 | 100 | 100 | |
9 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 150 | 152 | |
9 | Santander Drive Auto Receivables Trust Series 2020-3 | 0.690% | 3/17/25 | 150 | 150 | |
9 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 100 | 101 | |
9 | Santander Drive Auto Receivables Trust Series 2020-4 | 0.730% | 3/17/25 | 100 | 100 | |
9 | Santander Drive Auto Receivables Trust Series 2020-4 | 1.010% | 1/15/26 | 150 | 151 | |
9 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.500% | 4/15/25 | 375 | 375 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 200 | 200 | |
9 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 135 | 135 | |
9 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.900% | 6/15/26 | 320 | 320 | |
9 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 275 | 275 | |
9 | Synchrony Card Funding LLC Series 2019-A2 | 2.340% | 6/15/25 | 260 | 265 | |
9 | Synchrony Card Issuance Trust Series 2018-A1 | 3.380% | 9/15/24 | 1,200 | 1,208 | |
9 | Synchrony Credit Card Master Note Trust Series 2017-2 | 2.620% | 10/15/25 | 675 | 696 | |
9 | Synchrony Credit Card Master Note Trust Series 2018-2 | 3.470% | 5/15/26 | 1,175 | 1,244 | |
9 | Toyota Auto Receivables Owner Trust Series 2018-A | 2.520% | 5/15/23 | 168 | 169 | |
9 | Toyota Auto Receivables Owner Trust Series 2018-B | 2.960% | 9/15/22 | 74 | 75 | |
9 | Toyota Auto Receivables Owner Trust Series 2018-B | 3.110% | 11/15/23 | 100 | 102 | |
9 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.660% | 5/15/24 | 565 | 573 | |
9 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 195 | 200 | |
9 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 50 | 51 | |
9 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 165 | 165 | |
9 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 300 | 300 | |
9 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 50 | 50 | |
9 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 250 | 249 | |
9 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 100 | 99 | |
9 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 1,450 | 1,444 | |
9 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 175 | 174 | |
9 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 800 | 878 | |
9 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 350 | 380 | |
9 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 600 | 660 | |
9 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 150 | 164 | |
9 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 725 | 794 | |
9 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 300 | 329 | |
9 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 475 | 509 | |
9 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 600 | 658 | |
9 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 262 | 290 | |
9 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 400 | 437 | |
9 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 600 | 663 | |
9 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 325 | 361 | |
9 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 800 | 919 | |
9 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 150 | 171 | |
9 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 475 | 549 | |
9 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 117 | 124 | |
9 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 600 | 694 | |
9 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 100 | 116 | |
9 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 975 | 1,136 | |
9 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 575 | 667 | |
9 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 600 | 668 | |
9 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 200 | 227 | |
9 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 325 | 368 | |
9 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 1,200 | 1,364 | |
9 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 400 | 445 | |
9 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 125 | 139 | |
9 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 450 | 479 | |
9 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 275 | 295 | |
9 | UBS-Barclays Commercial Mortgage Trust Series 2012-C4 | 2.850% | 12/10/45 | 1,000 | 1,026 | |
9 | UBS-Barclays Commercial Mortgage Trust Series 2013-C5 | 3.185% | 3/10/46 | 290 | 299 | |
9 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 175 | 181 | |
9 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 75 | 78 | |
9 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 1,925 | 1,921 | |
9 | Verizon Owner Trust Series 2020-A | 1.850% | 7/22/24 | 730 | 743 | |
9 | Verizon Owner Trust Series 2020-B | 0.470% | 2/20/25 | 1,969 | 1,974 | |
9 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 130 | 130 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.020% | 11/21/22 | 46 | 47 | |
9 | Volkswagen Auto Loan Enhanced Trust Series 2018-1 | 3.150% | 7/22/24 | 100 | 101 | |
9 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 100 | 101 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2012-LC5 | 2.918% | 10/15/45 | 199 | 203 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 60 | 62 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 900 | 969 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 50 | 52 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.271% | 12/15/47 | 90 | 91 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 400 | 431 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 200 | 215 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 295 | 307 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 200 | 214 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 175 | 185 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | 872 | 915 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 625 | 680 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 117 | 127 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 200 | 209 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 625 | 682 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | 225 | 246 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 84 | 88 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 853 | 916 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 200 | 211 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 147 | 155 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 275 | 303 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 225 | 248 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 24 | 24 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 87 | 89 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 175 | 187 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 294 | 312 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 200 | 221 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 767 | 830 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 525 | 556 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 200 | 211 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 475 | 521 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 315 | 344 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 325 | 347 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 175 | 183 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 325 | 363 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 350 | 366 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 614 | 660 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 210 | 233 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 854 | 942 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 242 | 264 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 725 | 798 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 400 | 439 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 400 | 437 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 600 | 664 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 150 | 165 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 1,000 | 1,102 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 1,200 | 1,333 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 1,200 | 1,329 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 1,200 | 1,365 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 200 | 225 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 775 | 892 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 1,000 | 1,151 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 475 | 546 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 1,075 | 1,260 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 500 | 582 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 975 | 1,117 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 575 | 648 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 780 | 858 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 200 | 215 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 350 | 373 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 750 | 813 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 450 | 491 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 675 | 715 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 135 | 140 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 175 | 176 | |
9 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 400 | 421 | |
9 | WFRBS Commercial Mortgage Trust Series 2012-C10 | 2.875% | 12/15/45 | 600 | 615 | |
9 | WFRBS Commercial Mortgage Trust Series 2012-C6 | 3.440% | 4/15/45 | 194 | 195 | |
9 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 3.431% | 6/15/45 | 300 | 305 | |
9 | WFRBS Commercial Mortgage Trust Series 2012-C7 | 4.090% | 6/15/45 | 250 | 251 | |
9 | WFRBS Commercial Mortgage Trust Series 2012-C8 | 3.001% | 8/15/45 | 175 | 178 | |
9 | WFRBS Commercial Mortgage Trust Series 2012-C9 | 2.870% | 11/15/45 | 319 | 326 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C11 | 3.071% | 3/15/45 | 248 | 256 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.198% | 3/15/48 | 106 | 110 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 52 | 54 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 222 | 230 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 44 | 46 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.337% | 6/15/46 | 400 | 418 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 200 | 208 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 61 | 63 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.153% | 8/15/46 | 650 | 687 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 160 | 168 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 85 | 89 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 180 | 193 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 290 | 312 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 49 | 51 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 100 | 107 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 100 | 106 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 100 | 107 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 1,436 | 1,548 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 50 | 54 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 5.024% | 12/15/46 | 75 | 79 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 174 | 186 | |
9 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.208% | 3/15/46 | 50 | 53 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 27 | 28 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.660% | 3/15/47 | 53 | 55 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 175 | 189 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 50 | 53 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 57 | 60 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 125 | 135 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 125 | 134 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 281 | 298 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 425 | 458 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 650 | 703 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 100 | 108 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 165 | 173 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 125 | 136 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 75 | 81 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 200 | 217 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 156 | 162 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 725 | 778 | |
9 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 300 | 322 | |
9 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 475 | 481 | |
9 | World Omni Auto Receivables Trust Series 2020-A | 1.700% | 1/17/23 | 200 | 203 | |
9 | World Omni Auto Receivables Trust Series 2020-A | 1.100% | 4/15/25 | 350 | 353 | |
9 | World Omni Auto Receivables Trust Series 2020-A | 1.790% | 6/16/25 | 115 | 117 | |
9 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 175 | 176 | |
9 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 50 | 50 | |
9 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 200 | 200 | |
9 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 75 | 75 | |
9 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 215 | 215 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 50 | 50 | |
9 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 350 | 349 | |
9 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.450% | 2/15/24 | 350 | 351 | |
9 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 75 | 75 | |
9 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 50 | 50 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $519,954) | 544,457 | |||||
Corporate Bonds (10.73%) | ||||||
Communications (0.99%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 1,047 | 1,153 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 1,000 | 937 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 325 | 405 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 1,200 | 1,079 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 100 | 108 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 800 | 791 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 1,600 | 1,674 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 900 | 874 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 1,800 | 1,710 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,000 | 910 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 2,000 | 1,770 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 1,600 | 1,417 | ||
America Movil SAB de CV | 3.125% | 7/16/22 | 1,060 | 1,089 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 700 | 773 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 700 | 738 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 800 | 1,146 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 300 | 416 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 1,500 | 2,126 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 950 | 1,144 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 2,000 | 2,471 | ||
AT&T Inc. | 4.050% | 12/15/23 | 375 | 407 | ||
AT&T Inc. | 0.900% | 3/25/24 | 1,500 | 1,503 | ||
AT&T Inc. | 4.450% | 4/1/24 | 825 | 901 | ||
AT&T Inc. | 3.950% | 1/15/25 | 804 | 888 | ||
AT&T Inc. | 3.400% | 5/15/25 | 3,632 | 3,958 | ||
AT&T Inc. | 3.600% | 7/15/25 | 825 | 905 | ||
AT&T Inc. | 4.125% | 2/17/26 | 2,514 | 2,825 | ||
AT&T Inc. | 1.700% | 3/25/26 | 3,000 | 3,032 | ||
AT&T Inc. | 3.800% | 2/15/27 | 2,570 | 2,867 | ||
AT&T Inc. | 2.300% | 6/1/27 | 2,650 | 2,742 | ||
AT&T Inc. | 1.650% | 2/1/28 | 2,750 | 2,730 | ||
9 | AT&T Inc. | 4.100% | 2/15/28 | 952 | 1,086 | |
AT&T Inc. | 4.350% | 3/1/29 | 2,700 | 3,125 | ||
9 | AT&T Inc. | 4.300% | 2/15/30 | 2,249 | 2,600 | |
AT&T Inc. | 2.750% | 6/1/31 | 2,600 | 2,703 | ||
AT&T Inc. | 2.250% | 2/1/32 | 3,000 | 2,949 | ||
4,9 | AT&T Inc. | 2.550% | 12/1/33 | 3,118 | 3,090 | |
AT&T Inc. | 4.500% | 5/15/35 | 2,330 | 2,734 | ||
AT&T Inc. | 5.250% | 3/1/37 | 2,325 | 2,933 | ||
AT&T Inc. | 4.900% | 8/15/37 | 1,405 | 1,729 | ||
AT&T Inc. | 4.850% | 3/1/39 | 1,000 | 1,216 | ||
AT&T Inc. | 5.350% | 9/1/40 | 1,205 | 1,552 | ||
AT&T Inc. | 3.500% | 6/1/41 | 2,650 | 2,759 | ||
AT&T Inc. | 5.550% | 8/15/41 | 410 | 541 | ||
AT&T Inc. | 5.150% | 3/15/42 | 1,000 | 1,254 | ||
AT&T Inc. | 4.900% | 6/15/42 | 900 | 1,096 | ||
AT&T Inc. | 4.300% | 12/15/42 | 1,523 | 1,735 | ||
AT&T Inc. | 3.100% | 2/1/43 | 3,600 | 3,529 | ||
AT&T Inc. | 4.350% | 6/15/45 | 1,137 | 1,299 | ||
AT&T Inc. | 4.750% | 5/15/46 | 1,825 | 2,217 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | AT&T Inc. | 5.150% | 11/15/46 | 742 | 950 | |
AT&T Inc. | 4.500% | 3/9/48 | 1,900 | 2,238 | ||
AT&T Inc. | 4.550% | 3/9/49 | 5,062 | 5,941 | ||
AT&T Inc. | 5.150% | 2/15/50 | 750 | 970 | ||
AT&T Inc. | 3.650% | 6/1/51 | 3,135 | 3,276 | ||
AT&T Inc. | 3.300% | 2/1/52 | 1,800 | 1,753 | ||
4,9 | AT&T Inc. | 3.500% | 9/15/53 | 6,206 | 6,224 | |
4,9 | AT&T Inc. | 3.550% | 9/15/55 | 7,751 | 7,767 | |
4,9 | AT&T Inc. | 3.800% | 12/1/57 | 5,253 | 5,489 | |
4,9 | AT&T Inc. | 3.650% | 9/15/59 | 4,249 | 4,305 | |
AT&T Inc. | 3.850% | 6/1/60 | 1,155 | 1,218 | ||
AT&T Inc. | 3.500% | 2/1/61 | 1,400 | 1,372 | ||
Baidu Inc. | 2.875% | 7/6/22 | 1,050 | 1,072 | ||
Baidu Inc. | 3.500% | 11/28/22 | 500 | 519 | ||
Baidu Inc. | 3.875% | 9/29/23 | 800 | 850 | ||
Baidu Inc. | 4.375% | 5/14/24 | 400 | 437 | ||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 212 | ||
Baidu Inc. | 1.720% | 4/9/26 | 500 | 506 | ||
Baidu Inc. | 3.625% | 7/6/27 | 325 | 359 | ||
Baidu Inc. | 4.375% | 3/29/28 | 400 | 455 | ||
Baidu Inc. | 4.875% | 11/14/28 | 300 | 355 | ||
Baidu Inc. | 3.425% | 4/7/30 | 700 | 759 | ||
Bell Telephone Co. of Canada or Bell Canada | 4.300% | 7/29/49 | 400 | 485 | ||
Booking Holdings Inc. | 2.750% | 3/15/23 | 2,400 | 2,492 | ||
Booking Holdings Inc. | 3.650% | 3/15/25 | 400 | 438 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 755 | 837 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 650 | 725 | ||
British Telecommunications plc | 4.500% | 12/4/23 | 500 | 544 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 450 | 537 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 2,300 | 3,567 | ||
Charter Communications Operating LLC | 4.464% | 7/23/22 | 2,415 | 2,500 | ||
9 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 1,330 | 1,449 | |
Charter Communications Operating LLC | 4.908% | 7/23/25 | 3,500 | 3,969 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 880 | 971 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 1,300 | 1,537 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 1,815 | 1,857 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 800 | 771 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 1,964 | 2,632 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 1,000 | 1,007 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 3,310 | 4,568 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 1,650 | 2,023 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 2,550 | 3,254 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 750 | 896 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 2,450 | 2,823 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 1,745 | 1,737 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 2,500 | 2,544 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 1,325 | 1,954 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 2,800 | 2,752 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 1,000 | 1,076 | ||
Comcast Cable Communications Holdings Inc. | 9.455% | 11/15/22 | 1,108 | 1,247 | ||
Comcast Corp. | 3.600% | 3/1/24 | 350 | 378 | ||
Comcast Corp. | 3.375% | 2/15/25 | 999 | 1,084 | ||
Comcast Corp. | 3.375% | 8/15/25 | 2,955 | 3,225 | ||
Comcast Corp. | 3.950% | 10/15/25 | 3,089 | 3,457 | ||
Comcast Corp. | 3.150% | 3/1/26 | 2,000 | 2,176 | ||
Comcast Corp. | 2.350% | 1/15/27 | 1,930 | 2,025 | ||
Comcast Corp. | 3.300% | 2/1/27 | 1,075 | 1,180 | ||
Comcast Corp. | 3.300% | 4/1/27 | 1,250 | 1,378 | ||
Comcast Corp. | 3.150% | 2/15/28 | 1,381 | 1,514 | ||
Comcast Corp. | 4.150% | 10/15/28 | 4,000 | 4,632 | ||
Comcast Corp. | 2.650% | 2/1/30 | 1,050 | 1,105 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Comcast Corp. | 3.400% | 4/1/30 | 1,375 | 1,519 | ||
Comcast Corp. | 4.250% | 10/15/30 | 1,200 | 1,411 | ||
Comcast Corp. | 1.950% | 1/15/31 | 1,300 | 1,281 | ||
Comcast Corp. | 1.500% | 2/15/31 | 3,400 | 3,222 | ||
Comcast Corp. | 4.250% | 1/15/33 | 1,275 | 1,518 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,025 | 1,489 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,080 | 1,461 | ||
Comcast Corp. | 4.400% | 8/15/35 | 1,000 | 1,204 | ||
Comcast Corp. | 6.500% | 11/15/35 | 350 | 509 | ||
Comcast Corp. | 3.200% | 7/15/36 | 700 | 749 | ||
Comcast Corp. | 6.450% | 3/15/37 | 1,350 | 1,962 | ||
Comcast Corp. | 6.950% | 8/15/37 | 20 | 30 | ||
Comcast Corp. | 3.900% | 3/1/38 | 1,225 | 1,405 | ||
Comcast Corp. | 6.400% | 5/15/38 | 868 | 1,278 | ||
Comcast Corp. | 4.600% | 10/15/38 | 2,300 | 2,851 | ||
Comcast Corp. | 6.550% | 7/1/39 | 350 | 523 | ||
Comcast Corp. | 3.250% | 11/1/39 | 575 | 612 | ||
Comcast Corp. | 6.400% | 3/1/40 | 450 | 668 | ||
Comcast Corp. | 3.750% | 4/1/40 | 2,650 | 2,996 | ||
Comcast Corp. | 4.650% | 7/15/42 | 1,065 | 1,346 | ||
Comcast Corp. | 4.500% | 1/15/43 | 250 | 310 | ||
Comcast Corp. | 4.750% | 3/1/44 | 400 | 512 | ||
Comcast Corp. | 4.600% | 8/15/45 | 1,525 | 1,916 | ||
Comcast Corp. | 3.400% | 7/15/46 | 1,200 | 1,282 | ||
Comcast Corp. | 4.000% | 8/15/47 | 1,700 | 1,976 | ||
Comcast Corp. | 3.969% | 11/1/47 | 1,371 | 1,599 | ||
Comcast Corp. | 4.000% | 3/1/48 | 322 | 377 | ||
Comcast Corp. | 4.700% | 10/15/48 | 3,300 | 4,278 | ||
Comcast Corp. | 3.999% | 11/1/49 | 1,803 | 2,123 | ||
Comcast Corp. | 3.450% | 2/1/50 | 1,400 | 1,517 | ||
Comcast Corp. | 2.800% | 1/15/51 | 1,275 | 1,227 | ||
Comcast Corp. | 2.450% | 8/15/52 | 1,500 | 1,354 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,317 | 1,567 | ||
Comcast Corp. | 4.950% | 10/15/58 | 2,300 | 3,182 | ||
Comcast Corp. | 2.650% | 8/15/62 | 1,000 | 913 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 3,450 | 5,167 | ||
Discovery Communications LLC | 2.950% | 3/20/23 | 600 | 624 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 210 | 225 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 534 | 579 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 1,350 | 1,449 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 576 | 632 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 550 | 628 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 1,584 | 1,764 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 1,930 | 2,107 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 530 | 642 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 555 | 768 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 700 | 839 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 1,130 | 1,408 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 589 | 743 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 1,300 | 1,522 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 1,245 | 1,317 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 275 | 317 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 500 | 484 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 800 | 783 | ||
Expedia Group Inc. | 3.600% | 12/15/23 | 200 | 212 | ||
Expedia Group Inc. | 4.500% | 8/15/24 | 500 | 548 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 1,600 | 1,826 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 900 | 1,017 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 800 | 872 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 1,025 | 1,071 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 1,000 | 1,017 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fox Corp. | 4.030% | 1/25/24 | 1,575 | 1,706 | ||
Fox Corp. | 3.050% | 4/7/25 | 240 | 257 | ||
Fox Corp. | 4.709% | 1/25/29 | 1,000 | 1,175 | ||
Fox Corp. | 3.500% | 4/8/30 | 560 | 617 | ||
Fox Corp. | 5.476% | 1/25/39 | 950 | 1,228 | ||
Fox Corp. | 5.576% | 1/25/49 | 2,100 | 2,836 | ||
Grupo Televisa SAB | 6.625% | 3/18/25 | 450 | 534 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 550 | 611 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 50 | 74 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 500 | 690 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,640 | 1,955 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 350 | 480 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 800 | 1,005 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 176 | 192 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 325 | 382 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 400 | 474 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 500 | 501 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 500 | 517 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 850 | 1,138 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 500 | 708 | ||
NBCUniversal Media LLC | 6.400% | 4/30/40 | 480 | 716 | ||
NBCUniversal Media LLC | 5.950% | 4/1/41 | 925 | 1,335 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,450 | 1,780 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 650 | 706 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 1,150 | 1,269 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 620 | 630 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 400 | 462 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 750 | 763 | ||
Orange SA | 9.000% | 3/1/31 | 2,260 | 3,560 | ||
Orange SA | 5.375% | 1/13/42 | 700 | 945 | ||
Orange SA | 5.500% | 2/6/44 | 600 | 835 | ||
Rogers Communications Inc. | 3.000% | 3/15/23 | 230 | 238 | ||
Rogers Communications Inc. | 4.100% | 10/1/23 | 300 | 321 | ||
Rogers Communications Inc. | 3.625% | 12/15/25 | 475 | 525 | ||
Rogers Communications Inc. | 4.500% | 3/15/43 | 540 | 629 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 500 | 625 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 2,000 | 2,354 | ||
Telefonica Emisiones SA | 4.570% | 4/27/23 | 675 | 723 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 2,175 | 2,448 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 1,835 | 2,641 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,600 | 1,882 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 2,500 | 3,130 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 1,200 | 1,435 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 900 | 1,170 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 1,580 | 2,313 | ||
TELUS Corp. | 2.800% | 2/16/27 | 500 | 534 | ||
TELUS Corp. | 4.300% | 6/15/49 | 1,000 | 1,207 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 400 | 386 | ||
Thomson Reuters Corp. | 4.300% | 11/23/23 | 560 | 604 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 400 | 435 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 350 | 462 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 400 | 553 | ||
Time Warner Cable LLC | 6.550% | 5/1/37 | 1,300 | 1,768 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 785 | 1,142 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 1,850 | 2,590 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 750 | 968 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 925 | 1,150 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 730 | 814 | ||
Time Warner Entertainment Co. LP | 8.375% | 3/15/23 | 825 | 932 | ||
Time Warner Entertainment Co. LP | 8.375% | 7/15/33 | 650 | 986 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 2,150 | 2,332 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 1,300 | 1,309 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 6,500 | 7,183 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 4,000 | 4,053 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 6,675 | 7,451 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 1,900 | 1,922 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 900 | 886 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 3,250 | 3,809 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 2,500 | 2,472 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 2,690 | 3,200 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 3,100 | 3,089 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 1,200 | 1,225 | ||
9 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 600 | 653 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 1,000 | 1,086 | ||
9 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 1,415 | 1,457 | |
9 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 50 | 72 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 325 | 401 | ||
9 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 485 | 580 | |
9 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 400 | 454 | |
9 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 400 | 411 | |
VeriSign Inc. | 2.700% | 6/15/31 | 700 | 710 | ||
Verizon Communications Inc. | 0.750% | 3/22/24 | 1,500 | 1,507 | ||
Verizon Communications Inc. | 3.500% | 11/1/24 | 1,475 | 1,596 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 2,426 | 2,636 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 1,525 | 1,506 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 2,500 | 2,523 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 2,437 | 2,589 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 2,750 | 3,130 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 1,100 | 1,183 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 2,700 | 2,757 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 3,207 | 3,727 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 3,124 | 3,584 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 3,990 | 4,303 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 500 | 477 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 1,476 | 1,410 | ||
Verizon Communications Inc. | 1.750% | 1/20/31 | 2,000 | 1,917 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 3,600 | 3,683 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 3,075 | 3,680 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 2,200 | 2,623 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 3,509 | 4,185 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 1,200 | 1,583 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 1,675 | 2,124 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 2,775 | 2,677 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 4,000 | 4,237 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 2,480 | 2,913 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 3,661 | 4,729 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 3,100 | 3,827 | ||
Verizon Communications Inc. | 5.012% | 4/15/49 | 973 | 1,287 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 1,200 | 1,381 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 2,600 | 2,483 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 5,000 | 5,343 | ||
Verizon Communications Inc. | 4.672% | 3/15/55 | 2,000 | 2,584 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 3,939 | 3,704 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 1,500 | 1,408 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 3,840 | 4,119 | ||
ViacomCBS Inc. | 3.875% | 4/1/24 | 388 | 417 | ||
ViacomCBS Inc. | 3.700% | 8/15/24 | 575 | 621 | ||
ViacomCBS Inc. | 3.500% | 1/15/25 | 500 | 538 | ||
ViacomCBS Inc. | 4.750% | 5/15/25 | 1,000 | 1,131 | ||
ViacomCBS Inc. | 4.000% | 1/15/26 | 500 | 556 | ||
ViacomCBS Inc. | 2.900% | 1/15/27 | 3,133 | 3,331 | ||
ViacomCBS Inc. | 3.375% | 2/15/28 | 1,425 | 1,560 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ViacomCBS Inc. | 3.700% | 6/1/28 | 400 | 445 | ||
ViacomCBS Inc. | 4.950% | 1/15/31 | 1,200 | 1,449 | ||
ViacomCBS Inc. | 4.200% | 5/19/32 | 2,000 | 2,307 | ||
ViacomCBS Inc. | 4.850% | 7/1/42 | 675 | 828 | ||
ViacomCBS Inc. | 4.375% | 3/15/43 | 887 | 1,024 | ||
ViacomCBS Inc. | 5.850% | 9/1/43 | 1,975 | 2,705 | ||
ViacomCBS Inc. | 5.250% | 4/1/44 | 500 | 639 | ||
ViacomCBS Inc. | 4.900% | 8/15/44 | 700 | 851 | ||
ViacomCBS Inc. | 4.950% | 5/19/50 | 1,750 | 2,211 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 1,200 | 1,299 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 2,619 | 2,924 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 1,610 | 1,873 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 625 | 894 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 425 | 574 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 200 | 277 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 1,630 | 2,053 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 1,125 | 1,313 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 2,645 | 3,467 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 1,250 | 1,576 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 2,000 | 2,328 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 600 | 783 | ||
Walt Disney Co. | 1.650% | 9/1/22 | 400 | 406 | ||
Walt Disney Co. | 3.000% | 9/15/22 | 825 | 851 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 2,000 | 2,066 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 1,000 | 1,088 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 1,255 | 1,365 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 500 | 552 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 2,000 | 2,056 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 281 | 310 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 400 | 449 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 800 | 829 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 1,400 | 1,414 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 1,085 | 1,240 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 3,000 | 3,151 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 392 | 556 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 775 | 1,092 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 2,800 | 4,101 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 800 | 1,141 | ||
Walt Disney Co. | 6.650% | 11/15/37 | 1,600 | 2,418 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 475 | 604 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 1,500 | 1,671 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 1,400 | 1,955 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 690 | 899 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 100 | 134 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 2,000 | 1,970 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 1,155 | 1,542 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 2,000 | 2,267 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 1,100 | 1,293 | ||
Weibo Corp. | 3.500% | 7/5/24 | 825 | 870 | ||
Weibo Corp. | 3.375% | 7/8/30 | 700 | 720 | ||
WPP Finance 2010 | 3.625% | 9/7/22 | 400 | 414 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 1,025 | 1,116 | ||
570,467 | ||||||
Consumer Discretionary (0.67%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 700 | 783 | ||
Alibaba Group Holding Ltd. | 2.800% | 6/6/23 | 200 | 208 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 2,225 | 2,418 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 1,835 | 2,005 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 1,454 | 1,430 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 600 | 700 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 535 | 600 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 500 | 479 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 1,900 | 2,192 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 1,325 | 1,304 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 900 | 1,082 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 900 | 871 | ||
Amazon.com Inc. | 2.500% | 11/29/22 | 475 | 488 | ||
Amazon.com Inc. | 2.400% | 2/22/23 | 1,150 | 1,188 | ||
Amazon.com Inc. | 0.250% | 5/12/23 | 1,000 | 1,000 | ||
Amazon.com Inc. | 0.400% | 6/3/23 | 1,750 | 1,754 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 2,000 | 1,996 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 1,000 | 1,002 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 875 | 1,027 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 2,500 | 2,501 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 2,200 | 2,189 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 1,550 | 1,712 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 2,000 | 2,016 | ||
Amazon.com Inc. | 1.500% | 6/3/30 | 2,500 | 2,450 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 3,000 | 3,051 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 975 | 1,256 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 3,590 | 4,274 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 1,900 | 1,962 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,275 | 1,731 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 3,400 | 4,145 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 2,273 | 2,147 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 2,950 | 3,101 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 1,785 | 2,284 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 2,295 | 2,187 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 1,500 | 1,588 | ||
9 | American Honda Finance Corp. | 0.400% | 10/21/22 | 1,400 | 1,402 | |
9 | American Honda Finance Corp. | 2.600% | 11/16/22 | 500 | 516 | |
9 | American Honda Finance Corp. | 1.950% | 5/10/23 | 1,400 | 1,440 | |
9 | American Honda Finance Corp. | 0.875% | 7/7/23 | 500 | 504 | |
9 | American Honda Finance Corp. | 3.450% | 7/14/23 | 400 | 425 | |
9 | American Honda Finance Corp. | 0.650% | 9/8/23 | 1,175 | 1,180 | |
9 | American Honda Finance Corp. | 3.625% | 10/10/23 | 400 | 429 | |
9 | American Honda Finance Corp. | 2.900% | 2/16/24 | 1,725 | 1,827 | |
9 | American Honda Finance Corp. | 2.400% | 6/27/24 | 400 | 420 | |
9 | American Honda Finance Corp. | 0.550% | 7/12/24 | 500 | 498 | |
9 | American Honda Finance Corp. | 2.150% | 9/10/24 | 475 | 496 | |
9 | American Honda Finance Corp. | 1.200% | 7/8/25 | 500 | 504 | |
9 | American Honda Finance Corp. | 1.000% | 9/10/25 | 600 | 600 | |
9 | American Honda Finance Corp. | 2.300% | 9/9/26 | 250 | 263 | |
9 | American Honda Finance Corp. | 2.350% | 1/8/27 | 375 | 396 | |
9 | American Honda Finance Corp. | 2.000% | 3/24/28 | 900 | 923 | |
9 | American Honda Finance Corp. | 1.800% | 1/13/31 | 1,000 | 987 | |
9 | American University | 3.672% | 4/1/49 | 400 | 459 | |
Aptiv Corp. | 4.150% | 3/15/24 | 575 | 623 | ||
Aptiv plc | 4.250% | 1/15/26 | 700 | 791 | ||
Aptiv plc | 4.350% | 3/15/29 | 150 | 173 | ||
Aptiv plc | 4.400% | 10/1/46 | 225 | 263 | ||
Aptiv plc | 5.400% | 3/15/49 | 305 | 414 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 762 | 820 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 500 | 556 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 250 | 274 | ||
AutoZone Inc. | 2.875% | 1/15/23 | 250 | 258 | ||
AutoZone Inc. | 3.125% | 7/15/23 | 275 | 288 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 430 | 458 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 748 | 805 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 23 | 25 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 300 | 326 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 700 | 783 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
AutoZone Inc. | 3.750% | 4/18/29 | 550 | 614 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 1,400 | 1,593 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 1,158 | 1,102 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 850 | 985 | ||
Block Financial LLC | 5.500% | 11/1/22 | 500 | 520 | ||
Block Financial LLC | 5.250% | 10/1/25 | 350 | 398 | ||
Block Financial LLC | 2.500% | 7/15/28 | 400 | 402 | ||
Block Financial LLC | 3.875% | 8/15/30 | 600 | 649 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 250 | 270 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 900 | 954 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 500 | 579 | ||
9 | Brown University in Providence in the State of Rhode Island & Providence Plant | 2.924% | 9/1/50 | 500 | 537 | |
9 | California Endowment | 2.498% | 4/1/51 | 150 | 144 | |
California Institute of Technology | 4.700% | 11/1/11 | 700 | 992 | ||
California Institute of Technology | 3.650% | 9/1/19 | 450 | 509 | ||
Choice Hotels International Inc. | 3.700% | 12/1/29 | 500 | 542 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 325 | 458 | ||
4,9 | Daimler Finance North America LLC | 0.750% | 3/1/24 | 500 | 500 | |
4,9 | Daimler Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 1,039 | |
Daimler Finance North America LLC | 8.500% | 1/18/31 | 605 | 916 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 750 | 833 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 550 | 646 | ||
DR Horton Inc. | 4.375% | 9/15/22 | 150 | 155 | ||
DR Horton Inc. | 4.750% | 2/15/23 | 700 | 740 | ||
DR Horton Inc. | 5.750% | 8/15/23 | 325 | 355 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 700 | 734 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 1,485 | 1,565 | ||
9 | Duke University | 2.682% | 10/1/44 | 300 | 307 | |
9 | Duke University | 2.757% | 10/1/50 | 340 | 352 | |
9 | Duke University | 2.832% | 10/1/55 | 1,000 | 1,042 | |
eBay Inc. | 2.750% | 1/30/23 | 625 | 647 | ||
eBay Inc. | 1.900% | 3/11/25 | 1,115 | 1,153 | ||
eBay Inc. | 1.400% | 5/10/26 | 675 | 677 | ||
eBay Inc. | 3.600% | 6/5/27 | 500 | 556 | ||
eBay Inc. | 2.700% | 3/11/30 | 1,665 | 1,732 | ||
eBay Inc. | 2.600% | 5/10/31 | 675 | 687 | ||
eBay Inc. | 4.000% | 7/15/42 | 600 | 673 | ||
eBay Inc. | 3.650% | 5/10/51 | 925 | 980 | ||
9 | Emory University | 2.143% | 9/1/30 | 600 | 613 | |
9 | Emory University | 2.969% | 9/1/50 | 150 | 157 | |
9 | Ford Foundation | 2.415% | 6/1/50 | 250 | 240 | |
9 | Ford Foundation | 2.815% | 6/1/70 | 750 | 754 | |
Fortune Brands Home & Security Inc. | 4.000% | 9/21/23 | 600 | 643 | ||
Fortune Brands Home & Security Inc. | 4.000% | 6/15/25 | 455 | 501 | ||
Fortune Brands Home & Security Inc. | 3.250% | 9/15/29 | 400 | 431 | ||
General Motors Co. | 4.875% | 10/2/23 | 1,955 | 2,128 | ||
General Motors Co. | 5.400% | 10/2/23 | 1,500 | 1,651 | ||
General Motors Co. | 4.000% | 4/1/25 | 425 | 467 | ||
General Motors Co. | 6.125% | 10/1/25 | 3,300 | 3,907 | ||
General Motors Co. | 4.200% | 10/1/27 | 400 | 446 | ||
General Motors Co. | 6.800% | 10/1/27 | 1,800 | 2,266 | ||
General Motors Co. | 5.000% | 10/1/28 | 650 | 762 | ||
General Motors Co. | 5.000% | 4/1/35 | 1,030 | 1,244 | ||
General Motors Co. | 6.600% | 4/1/36 | 600 | 821 | ||
General Motors Co. | 5.150% | 4/1/38 | 825 | 1,004 | ||
General Motors Co. | 6.250% | 10/2/43 | 1,235 | 1,705 | ||
General Motors Co. | 5.200% | 4/1/45 | 1,120 | 1,387 | ||
General Motors Co. | 6.750% | 4/1/46 | 700 | 1,011 | ||
General Motors Co. | 5.400% | 4/1/48 | 675 | 859 | ||
General Motors Co. | 5.950% | 4/1/49 | 900 | 1,225 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
General Motors Financial Co. Inc. | 3.150% | 6/30/22 | 300 | 307 | ||
General Motors Financial Co. Inc. | 3.550% | 7/8/22 | 800 | 825 | ||
General Motors Financial Co. Inc. | 3.250% | 1/5/23 | 750 | 778 | ||
General Motors Financial Co. Inc. | 5.200% | 3/20/23 | 1,400 | 1,507 | ||
General Motors Financial Co. Inc. | 3.700% | 5/9/23 | 1,000 | 1,050 | ||
General Motors Financial Co. Inc. | 4.250% | 5/15/23 | 1,295 | 1,376 | ||
General Motors Financial Co. Inc. | 4.150% | 6/19/23 | 900 | 956 | ||
General Motors Financial Co. Inc. | 1.700% | 8/18/23 | 550 | 561 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 1,100 | 1,211 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 750 | 755 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 800 | 862 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 1,700 | 1,824 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 650 | 708 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 1,014 | 1,073 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,675 | 1,852 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 500 | 527 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 1,175 | 1,357 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 900 | 895 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 525 | 580 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 1,210 | 1,361 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 1,500 | 1,559 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 500 | 551 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 875 | 888 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 775 | 945 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 1,625 | 1,761 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 500 | 493 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 900 | 906 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 600 | 579 | ||
9 | George Washington University | 4.300% | 9/15/44 | 550 | 693 | |
9 | George Washington University | 4.126% | 9/15/48 | 800 | 993 | |
9 | Georgetown University | 4.315% | 4/1/49 | 378 | 474 | |
9 | Georgetown University | 2.943% | 4/1/50 | 405 | 411 | |
9 | Georgetown University | 5.215% | 10/1/18 | 243 | 365 | |
Global Payments Inc. | 1.200% | 3/1/26 | 1,000 | 992 | ||
Harley-Davidson Inc. | 4.625% | 7/28/45 | 500 | 552 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 500 | 548 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 725 | 806 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 400 | 557 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 350 | 429 | ||
Home Depot Inc. | 2.700% | 4/1/23 | 600 | 622 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 1,750 | 1,905 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 2,940 | 3,135 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 850 | 829 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 700 | 814 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 3,215 | 3,440 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 1,000 | 957 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 2,495 | 3,566 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 3,415 | 3,744 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 1,775 | 2,595 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 975 | 1,193 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 500 | 634 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 1,320 | 1,644 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 900 | 1,069 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 875 | 1,137 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 2,350 | 2,491 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 1,000 | 1,107 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 1,000 | 925 | ||
Hyatt Hotels Corp. | 3.375% | 7/15/23 | 800 | 833 | ||
Hyatt Hotels Corp. | 5.375% | 4/23/25 | 500 | 565 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 350 | 391 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 850 | 938 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 400 | 486 | ||
JD.com Inc. | 3.875% | 4/29/26 | 400 | 441 | ||
JD.com Inc. | 3.375% | 1/14/30 | 300 | 320 | ||
JD.com Inc. | 4.125% | 1/14/50 | 400 | 428 | ||
9 | Johns Hopkins University | 4.083% | 7/1/53 | 490 | 633 | |
Kohl's Corp. | 3.375% | 5/1/31 | 500 | 518 | ||
Kohl's Corp. | 5.550% | 7/17/45 | 750 | 899 | ||
Las Vegas Sands Corp. | 3.200% | 8/8/24 | 2,450 | 2,571 | ||
Las Vegas Sands Corp. | 2.900% | 6/25/25 | 425 | 443 | ||
Las Vegas Sands Corp. | 3.500% | 8/18/26 | 900 | 957 | ||
Las Vegas Sands Corp. | 3.900% | 8/8/29 | 290 | 309 | ||
Lear Corp. | 3.800% | 9/15/27 | 500 | 551 | ||
Lear Corp. | 4.250% | 5/15/29 | 400 | 452 | ||
Lear Corp. | 3.500% | 5/30/30 | 350 | 376 | ||
Lear Corp. | 5.250% | 5/15/49 | 500 | 630 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 550 | 593 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 700 | 762 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 100 | 100 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,075 | 1,300 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 355 | 346 | ||
Lennar Corp. | 4.750% | 11/15/22 | 400 | 418 | ||
Lennar Corp. | 4.500% | 4/30/24 | 1,000 | 1,094 | ||
Lennar Corp. | 4.750% | 5/30/25 | 1,000 | 1,123 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,500 | 1,731 | ||
Lennar Corp. | 4.750% | 11/29/27 | 1,000 | 1,156 | ||
Lowe's Cos. Inc. | 3.875% | 9/15/23 | 3,300 | 3,522 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 400 | 428 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 1,000 | 1,107 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 975 | 1,067 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 1,700 | 1,804 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 642 | 701 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 500 | 488 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 1,550 | 1,735 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 1,375 | 1,627 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 1,000 | 959 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 1,300 | 1,346 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 525 | 676 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 63 | 72 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 1,030 | 1,131 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 1,650 | 1,901 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 500 | 625 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 500 | 675 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 1,000 | 985 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 550 | 590 | ||
Magna International Inc. | 3.625% | 6/15/24 | 825 | 890 | ||
Magna International Inc. | 4.150% | 10/1/25 | 300 | 336 | ||
Magna International Inc. | 2.450% | 6/15/30 | 500 | 512 | ||
9 | Marriott International Inc. | 3.125% | 10/15/21 | 350 | 350 | |
Marriott International Inc. | 3.750% | 3/15/25 | 525 | 564 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 200 | 216 | ||
9 | Marriott International Inc. | 3.125% | 6/15/26 | 3,002 | 3,195 | |
9 | Marriott International Inc. | 4.625% | 6/15/30 | 1,000 | 1,151 | |
9 | Marriott International Inc. | 2.850% | 4/15/31 | 2,200 | 2,236 | |
9 | Marriott International Inc. | 3.500% | 10/15/32 | 850 | 904 | |
Masco Corp. | 3.500% | 11/15/27 | 100 | 110 | ||
Masco Corp. | 1.500% | 2/15/28 | 500 | 488 | ||
Masco Corp. | 7.750% | 8/1/29 | 94 | 129 | ||
Masco Corp. | 2.000% | 10/1/30 | 500 | 488 | ||
Masco Corp. | 2.000% | 2/15/31 | 500 | 488 | ||
Masco Corp. | 4.500% | 5/15/47 | 725 | 880 | ||
Masco Corp. | 3.125% | 2/15/51 | 500 | 496 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 370 | 409 | |
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 860 | 1,464 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 700 | 1,024 | ||
9 | McDonald's Corp. | 3.350% | 4/1/23 | 170 | 178 | |
9 | McDonald's Corp. | 3.375% | 5/26/25 | 1,209 | 1,313 | |
9 | McDonald's Corp. | 3.300% | 7/1/25 | 818 | 888 | |
9 | McDonald's Corp. | 3.700% | 1/30/26 | 1,125 | 1,251 | |
9 | McDonald's Corp. | 3.500% | 3/1/27 | 200 | 221 | |
9 | McDonald's Corp. | 3.500% | 7/1/27 | 2,750 | 3,049 | |
9 | McDonald's Corp. | 3.800% | 4/1/28 | 500 | 566 | |
9 | McDonald's Corp. | 2.625% | 9/1/29 | 600 | 632 | |
9 | McDonald's Corp. | 2.125% | 3/1/30 | 600 | 607 | |
9 | McDonald's Corp. | 3.600% | 7/1/30 | 2,175 | 2,446 | |
9 | McDonald's Corp. | 4.700% | 12/9/35 | 675 | 837 | |
9 | McDonald's Corp. | 6.300% | 3/1/38 | 100 | 144 | |
9 | McDonald's Corp. | 5.700% | 2/1/39 | 375 | 513 | |
9 | McDonald's Corp. | 3.700% | 2/15/42 | 725 | 811 | |
9 | McDonald's Corp. | 3.625% | 5/1/43 | 400 | 444 | |
9 | McDonald's Corp. | 4.600% | 5/26/45 | 925 | 1,152 | |
9 | McDonald's Corp. | 4.875% | 12/9/45 | 1,225 | 1,577 | |
9 | McDonald's Corp. | 4.450% | 3/1/47 | 750 | 919 | |
9 | McDonald's Corp. | 4.450% | 9/1/48 | 900 | 1,121 | |
9 | McDonald's Corp. | 3.625% | 9/1/49 | 2,000 | 2,216 | |
9 | McDonald's Corp. | 4.200% | 4/1/50 | 1,000 | 1,207 | |
MDC Holdings Inc. | 6.000% | 1/15/43 | 500 | 645 | ||
Mohawk Industries Inc. | 3.850% | 2/1/23 | 550 | 574 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 375 | 412 | ||
NIKE Inc. | 2.250% | 5/1/23 | 50 | 52 | ||
NIKE Inc. | 2.400% | 3/27/25 | 650 | 687 | ||
NIKE Inc. | 2.375% | 11/1/26 | 1,000 | 1,064 | ||
NIKE Inc. | 2.750% | 3/27/27 | 650 | 701 | ||
NIKE Inc. | 2.850% | 3/27/30 | 1,575 | 1,711 | ||
NIKE Inc. | 3.250% | 3/27/40 | 700 | 768 | ||
NIKE Inc. | 3.625% | 5/1/43 | 525 | 609 | ||
NIKE Inc. | 3.875% | 11/1/45 | 1,000 | 1,198 | ||
NIKE Inc. | 3.375% | 11/1/46 | 375 | 419 | ||
NIKE Inc. | 3.375% | 3/27/50 | 1,500 | 1,693 | ||
4,9 | Nordstrom Inc. | 4.250% | 8/1/31 | 1,100 | 1,149 | |
Nordstrom Inc. | 5.000% | 1/15/44 | 900 | 898 | ||
9 | Northwestern University | 4.643% | 12/1/44 | 350 | 464 | |
9 | Northwestern University | 2.640% | 12/1/50 | 245 | 245 | |
9 | Northwestern University | 3.662% | 12/1/57 | 200 | 243 | |
NVR Inc. | 3.950% | 9/15/22 | 200 | 207 | ||
NVR Inc. | 3.000% | 5/15/30 | 1,250 | 1,325 | ||
O'Reilly Automotive Inc. | 3.800% | 9/1/22 | 255 | 263 | ||
O'Reilly Automotive Inc. | 3.850% | 6/15/23 | 300 | 317 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 500 | 553 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 1,300 | 1,457 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 350 | 404 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 500 | 481 | ||
Owens Corning | 4.200% | 12/1/24 | 250 | 274 | ||
Owens Corning | 3.400% | 8/15/26 | 500 | 542 | ||
Owens Corning | 3.950% | 8/15/29 | 375 | 424 | ||
Owens Corning | 3.875% | 6/1/30 | 100 | 112 | ||
Owens Corning | 7.000% | 12/1/36 | 18 | 26 | ||
Owens Corning | 4.300% | 7/15/47 | 1,150 | 1,337 | ||
Owens Corning | 4.400% | 1/30/48 | 525 | 620 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 250 | 343 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 400 | 447 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 725 | 726 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 700 | 820 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PulteGroup Inc. | 6.375% | 5/15/33 | 1,000 | 1,325 | ||
PVH Corp. | 4.625% | 7/10/25 | 500 | 558 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 100 | 110 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 700 | 745 | ||
9 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,000 | 973 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 575 | 649 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 400 | 388 | ||
Sands China Ltd. | 4.600% | 8/8/23 | 1,495 | 1,588 | ||
Sands China Ltd. | 5.125% | 8/8/25 | 1,489 | 1,667 | ||
Sands China Ltd. | 3.800% | 1/8/26 | 975 | 1,040 | ||
Sands China Ltd. | 5.400% | 8/8/28 | 1,300 | 1,511 | ||
Sands China Ltd. | 4.375% | 6/18/30 | 800 | 868 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 225 | 245 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 275 | 337 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 400 | 424 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 375 | 412 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 375 | 437 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 1,500 | 1,557 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 300 | 395 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 400 | 539 | ||
Stanley Black & Decker Inc. | 2.750% | 11/15/50 | 625 | 610 | ||
9 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 200 | 213 | |
Starbucks Corp. | 3.100% | 3/1/23 | 1,350 | 1,409 | ||
Starbucks Corp. | 3.850% | 10/1/23 | 585 | 624 | ||
Starbucks Corp. | 2.450% | 6/15/26 | 665 | 702 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 500 | 559 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 250 | 288 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 700 | 783 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 600 | 609 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 2,000 | 2,072 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 200 | 238 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,685 | 2,100 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 700 | 731 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 1,000 | 1,075 | ||
Steelcase Inc. | 5.125% | 1/18/29 | 335 | 389 | ||
Stellantis NV | 5.250% | 4/15/23 | 1,300 | 1,402 | ||
Tapestry Inc. | 3.000% | 7/15/22 | 450 | 459 | ||
Tapestry Inc. | 4.250% | 4/1/25 | 450 | 489 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 475 | 519 | ||
TJX Cos. Inc. | 2.500% | 5/15/23 | 800 | 828 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 750 | 789 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 500 | 483 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 1,000 | 1,145 | ||
TJX Cos. Inc. | 1.600% | 5/15/31 | 500 | 482 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 500 | 662 | ||
Toyota Motor Corp. | 2.157% | 7/2/22 | 400 | 408 | ||
Toyota Motor Corp. | 3.419% | 7/20/23 | 895 | 950 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 3,000 | 3,004 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 300 | 316 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 1,000 | 1,012 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 500 | 567 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 400 | 431 | ||
9 | Toyota Motor Credit Corp. | 2.800% | 7/13/22 | 700 | 718 | |
9 | Toyota Motor Credit Corp. | 0.450% | 7/22/22 | 500 | 501 | |
9 | Toyota Motor Credit Corp. | 2.150% | 9/8/22 | 650 | 664 | |
9 | Toyota Motor Credit Corp. | 0.350% | 10/14/22 | 1,000 | 1,001 | |
9 | Toyota Motor Credit Corp. | 2.625% | 1/10/23 | 550 | 569 | |
9 | Toyota Motor Credit Corp. | 2.700% | 1/11/23 | 750 | 777 | |
9 | Toyota Motor Credit Corp. | 2.900% | 3/30/23 | 1,000 | 1,044 | |
9 | Toyota Motor Credit Corp. | 0.400% | 4/6/23 | 800 | 801 | |
9 | Toyota Motor Credit Corp. | 0.500% | 8/14/23 | 1,000 | 1,002 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Toyota Motor Credit Corp. | 1.350% | 8/25/23 | 1,100 | 1,121 | |
9 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 500 | 499 | |
9 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 950 | 1,009 | |
9 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 775 | 772 | |
9 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 1,125 | 1,160 | |
9 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 100 | 109 | |
9 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 1,000 | 992 | |
9 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 1,000 | 997 | |
9 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 850 | 934 | |
9 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 2,100 | 2,068 | |
9 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 850 | 933 | |
9 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 650 | 662 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 450 | 513 | ||
9 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 625 | 641 | |
9 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 1,400 | 1,570 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 400 | 382 | ||
9 | Trustees of Boston College | 3.129% | 7/1/52 | 300 | 317 | |
9 | Trustees of Boston University | 4.061% | 10/1/48 | 220 | 270 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 620 | 902 | ||
9 | Trustees of Princeton University | 2.516% | 7/1/50 | 565 | 558 | |
9 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 325 | 316 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 600 | 830 | ||
9 | University of Chicago | 2.547% | 4/1/50 | 800 | 767 | |
University of Chicago | 3.000% | 10/1/52 | 175 | 184 | ||
9 | University of Chicago | 4.003% | 10/1/53 | 390 | 478 | |
9 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 890 | 1,047 | |
9 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 325 | 380 | |
9 | University of Southern California | 3.028% | 10/1/39 | 525 | 563 | |
9 | University of Southern California | 3.841% | 10/1/47 | 500 | 608 | |
9 | University of Southern California | 2.945% | 10/1/51 | 1,125 | 1,177 | |
University of Southern California | 5.250% | 10/1/11 | 275 | 422 | ||
9 | University of Southern California | 3.226% | 10/1/20 | 300 | 297 | |
VF Corp. | 2.400% | 4/23/25 | 600 | 629 | ||
VF Corp. | 2.800% | 4/23/27 | 700 | 748 | ||
VF Corp. | 2.950% | 4/23/30 | 500 | 529 | ||
Whirlpool Corp. | 4.700% | 6/1/22 | 775 | 805 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 275 | 299 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 600 | 711 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 887 | 1,066 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 200 | 248 | ||
9 | William Marsh Rice University | 3.574% | 5/15/45 | 715 | 828 | |
9 | Yale University | 0.873% | 4/15/25 | 325 | 327 | |
9 | Yale University | 1.482% | 4/15/30 | 325 | 321 | |
9 | Yale University | 2.402% | 4/15/50 | 500 | 485 | |
384,782 | ||||||
Consumer Staples (0.73%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 425 | 572 | ||
Altria Group Inc. | 2.850% | 8/9/22 | 2,300 | 2,362 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 1,092 | 1,183 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 550 | 591 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 1,275 | 1,334 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 1,200 | 1,357 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 350 | 368 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 1,525 | 1,768 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 775 | 821 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 2,000 | 1,933 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 1,175 | 1,449 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 1,000 | 952 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 710 | 742 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 675 | 729 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 2,075 | 2,466 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Altria Group Inc. | 3.875% | 9/16/46 | 1,400 | 1,388 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 1,500 | 1,920 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 1,010 | 1,075 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 1,500 | 1,422 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 416 | 539 | ||
Altria Group Inc. | 4.000% | 2/4/61 | 500 | 482 | ||
9 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 4,177 | 4,618 | |
9 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 5,820 | 7,138 | |
9 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 9,542 | 12,070 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 850 | 1,041 | ||
Anheuser-Busch InBev Finance Inc. | 4.000% | 1/17/43 | 1,000 | 1,121 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 675 | 820 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,275 | 2,841 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 3,929 | 4,473 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 4,580 | 5,455 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 1,700 | 1,889 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 1,225 | 1,460 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 735 | 1,220 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 500 | 660 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,000 | 1,190 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,660 | 2,094 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.750% | 7/15/42 | 1,275 | 1,389 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 2,575 | 3,148 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 1,787 | 2,137 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 2,600 | 3,575 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 2,450 | 2,988 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 2,200 | 2,756 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 2,025 | 2,492 | ||
Archer-Daniels-Midland Co. | 2.750% | 3/27/25 | 375 | 400 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 825 | 877 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 675 | 747 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 280 | 381 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 300 | 355 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 525 | 700 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 300 | 358 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 750 | 772 | ||
BAT Capital Corp. | 2.764% | 8/15/22 | 1,135 | 1,162 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 3,350 | 3,559 | ||
BAT Capital Corp. | 3.215% | 9/6/26 | 800 | 849 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 3,750 | 4,237 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 2,725 | 2,916 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 1,425 | 1,417 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 200 | 211 | ||
BAT Capital Corp. | 4.906% | 4/2/30 | 500 | 575 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 750 | 739 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 725 | 782 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,000 | 979 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 2,025 | 2,135 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,225 | 1,416 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 1,425 | 1,392 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 750 | 751 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 50 | 52 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 350 | 382 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 395 | 510 | ||
Bunge Ltd. Finance Corp. | 3.000% | 9/25/22 | 475 | 488 | ||
Bunge Ltd. Finance Corp. | 4.350% | 3/15/24 | 625 | 680 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 650 | 700 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 500 | 551 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 500 | 506 | ||
Campbell Soup Co. | 3.650% | 3/15/23 | 279 | 293 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 300 | 331 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Campbell Soup Co. | 3.300% | 3/19/25 | 700 | 754 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 625 | 712 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 400 | 403 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 550 | 678 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 525 | 511 | ||
Church & Dwight Co. Inc. | 2.450% | 8/1/22 | 100 | 102 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 350 | 382 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 325 | 381 | ||
Clorox Co. | 3.500% | 12/15/24 | 600 | 652 | ||
Clorox Co. | 3.100% | 10/1/27 | 650 | 708 | ||
Clorox Co. | 3.900% | 5/15/28 | 400 | 456 | ||
Clorox Co. | 1.800% | 5/15/30 | 1,100 | 1,082 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 775 | 805 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 1,250 | 1,391 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 100 | 101 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 500 | 501 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 821 | 797 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 500 | 515 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 900 | 1,015 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 2,125 | 2,089 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 1,250 | 1,194 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 1,000 | 1,024 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 350 | 421 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 1,300 | 1,290 | ||
Coca-Cola Co. | 2.875% | 5/5/41 | 500 | 518 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 525 | 660 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 1,150 | 1,107 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 1,000 | 1,038 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 2,225 | 2,095 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 600 | 588 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 350 | 388 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 600 | 627 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 500 | 482 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 650 | 873 | ||
9 | Colgate-Palmolive Co. | 1.950% | 2/1/23 | 400 | 411 | |
9 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 825 | 886 | |
9 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 550 | 691 | |
9 | Colgate-Palmolive Co. | 3.700% | 8/1/47 | 450 | 543 | |
Conagra Brands Inc. | 3.250% | 9/15/22 | 750 | 774 | ||
Conagra Brands Inc. | 3.200% | 1/25/23 | 355 | 367 | ||
Conagra Brands Inc. | 4.300% | 5/1/24 | 625 | 686 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 1,038 | 1,180 | ||
Conagra Brands Inc. | 1.375% | 11/1/27 | 1,325 | 1,293 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 100 | 133 | ||
Conagra Brands Inc. | 4.850% | 11/1/28 | 1,025 | 1,221 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 250 | 371 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 750 | 954 | ||
Conagra Brands Inc. | 5.400% | 11/1/48 | 775 | 1,036 | ||
Constellation Brands Inc. | 2.650% | 11/7/22 | 1,150 | 1,181 | ||
Constellation Brands Inc. | 3.200% | 2/15/23 | 750 | 781 | ||
Constellation Brands Inc. | 4.250% | 5/1/23 | 900 | 960 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 375 | 421 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 400 | 452 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 500 | 575 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 550 | 612 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 450 | 496 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 1,700 | 1,885 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 250 | 294 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 625 | 672 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,275 | 1,339 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 875 | 1,058 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Constellation Brands Inc. | 4.100% | 2/15/48 | 275 | 316 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 1,075 | 1,435 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 575 | 634 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 1,075 | 1,140 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 800 | 878 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 3,970 | 3,997 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,000 | 985 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 750 | 739 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 475 | 729 | ||
Diageo Capital plc | 2.625% | 4/29/23 | 2,000 | 2,072 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 1,100 | 1,149 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 550 | 559 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 800 | 829 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 1,000 | 1,002 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 675 | 679 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 250 | 356 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 25 | 29 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 325 | 513 | ||
Diageo Investment Corp. | 4.250% | 5/11/42 | 375 | 460 | ||
Dollar General Corp. | 3.250% | 4/15/23 | 1,300 | 1,357 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 500 | 560 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 550 | 619 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 400 | 458 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 900 | 990 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 1,400 | 1,641 | ||
Dollar Tree Inc. | 3.700% | 5/15/23 | 475 | 502 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 1,450 | 1,600 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 400 | 440 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 525 | 548 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 600 | 634 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 500 | 500 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 150 | 216 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 375 | 472 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 450 | 489 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 350 | 381 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 1,000 | 1,002 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 551 | 658 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 2,150 | 2,263 | ||
General Mills Inc. | 2.600% | 10/12/22 | 450 | 462 | ||
General Mills Inc. | 3.700% | 10/17/23 | 2,250 | 2,407 | ||
General Mills Inc. | 3.650% | 2/15/24 | 325 | 348 | ||
General Mills Inc. | 4.200% | 4/17/28 | 1,100 | 1,268 | ||
General Mills Inc. | 2.875% | 4/15/30 | 550 | 583 | ||
4,9 | General Mills Inc. | 3.000% | 2/1/51 | 1,398 | 1,409 | |
Hershey Co. | 2.625% | 5/1/23 | 250 | 259 | ||
Hershey Co. | 3.375% | 5/15/23 | 825 | 868 | ||
Hershey Co. | 2.050% | 11/15/24 | 246 | 257 | ||
Hershey Co. | 0.900% | 6/1/25 | 175 | 176 | ||
Hershey Co. | 3.200% | 8/21/25 | 455 | 494 | ||
Hershey Co. | 1.700% | 6/1/30 | 395 | 393 | ||
Hershey Co. | 3.125% | 11/15/49 | 275 | 293 | ||
Hershey Co. | 2.650% | 6/1/50 | 700 | 688 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 750 | 751 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 500 | 503 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 775 | 769 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 500 | 520 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 400 | 435 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 600 | 629 | ||
Ingredion Inc. | 3.900% | 6/1/50 | 300 | 337 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 700 | 763 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 300 | 329 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
J M Smucker Co. | 2.375% | 3/15/30 | 350 | 357 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 400 | 469 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 100 | 120 | ||
J M Smucker Co. | 3.550% | 3/15/50 | 550 | 593 | ||
Kellogg Co. | 2.650% | 12/1/23 | 209 | 219 | ||
Kellogg Co. | 3.250% | 4/1/26 | 950 | 1,037 | ||
Kellogg Co. | 3.400% | 11/15/27 | 950 | 1,046 | ||
Kellogg Co. | 4.300% | 5/15/28 | 425 | 492 | ||
Kellogg Co. | 2.100% | 6/1/30 | 500 | 503 | ||
9 | Kellogg Co. | 7.450% | 4/1/31 | 500 | 725 | |
Keurig Dr Pepper Inc. | 4.057% | 5/25/23 | 804 | 857 | ||
Keurig Dr Pepper Inc. | 3.130% | 12/15/23 | 1,350 | 1,432 | ||
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 875 | 982 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 250 | 273 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 325 | 345 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 375 | 413 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 2,575 | 2,790 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 500 | 504 | ||
Keurig Dr Pepper Inc. | 7.450% | 5/1/38 | 41 | 64 | ||
Keurig Dr Pepper Inc. | 4.985% | 5/25/38 | 425 | 541 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,000 | 1,220 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 325 | 393 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 575 | 648 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 500 | 526 | ||
Kimberly-Clark Corp. | 2.400% | 6/1/23 | 150 | 156 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 100 | 108 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 350 | 380 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 600 | 587 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 100 | 116 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 575 | 637 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 560 | 618 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 700 | 958 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 325 | 354 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 550 | 665 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 415 | 428 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 153 | 210 | ||
Kroger Co. | 3.850% | 8/1/23 | 325 | 345 | ||
Kroger Co. | 4.000% | 2/1/24 | 400 | 431 | ||
Kroger Co. | 3.500% | 2/1/26 | 500 | 549 | ||
Kroger Co. | 2.650% | 10/15/26 | 500 | 531 | ||
Kroger Co. | 4.500% | 1/15/29 | 500 | 591 | ||
9 | Kroger Co. | 7.700% | 6/1/29 | 200 | 275 | |
Kroger Co. | 8.000% | 9/15/29 | 750 | 1,057 | ||
Kroger Co. | 2.200% | 5/1/30 | 1,250 | 1,257 | ||
Kroger Co. | 1.700% | 1/15/31 | 1,250 | 1,199 | ||
Kroger Co. | 6.900% | 4/15/38 | 300 | 443 | ||
Kroger Co. | 5.400% | 7/15/40 | 250 | 328 | ||
Kroger Co. | 5.000% | 4/15/42 | 650 | 821 | ||
Kroger Co. | 5.150% | 8/1/43 | 350 | 452 | ||
Kroger Co. | 3.875% | 10/15/46 | 650 | 718 | ||
Kroger Co. | 4.450% | 2/1/47 | 429 | 513 | ||
Kroger Co. | 4.650% | 1/15/48 | 325 | 398 | ||
Kroger Co. | 5.400% | 1/15/49 | 250 | 341 | ||
Kroger Co. | 3.950% | 1/15/50 | 700 | 799 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 600 | 640 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 700 | 771 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 2,300 | 2,363 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 500 | 483 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 75 | 90 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 1,235 | 1,389 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 640 | 917 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 750 | 976 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,650 | 1,770 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 850 | 1,043 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 2,485 | 2,766 | ||
4,9 | Mondelez International Holdings Netherlands BV | 2.125% | 9/19/22 | 350 | 357 | |
Mondelez International Inc. | 0.625% | 7/1/22 | 1,525 | 1,530 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 400 | 407 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 1,950 | 2,053 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 1,250 | 1,184 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 500 | 484 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 1,000 | 931 | ||
PepsiCo Inc. | 2.750% | 3/1/23 | 1,000 | 1,040 | ||
PepsiCo Inc. | 0.750% | 5/1/23 | 450 | 454 | ||
PepsiCo Inc. | 0.400% | 10/7/23 | 500 | 500 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 1,675 | 1,800 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 1,495 | 1,571 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 1,725 | 1,845 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 1,425 | 1,565 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 575 | 621 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 375 | 403 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 1,225 | 1,346 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 1,225 | 1,320 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 1,725 | 1,702 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 750 | 725 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,325 | 1,512 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 541 | 657 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 725 | 840 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 875 | 1,086 | ||
PepsiCo Inc. | 4.600% | 7/17/45 | 435 | 568 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 2,150 | 2,752 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 1,675 | 1,880 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 1,350 | 1,509 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 875 | 899 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 1,285 | 1,503 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 560 | 691 | ||
Philip Morris International Inc. | 2.375% | 8/17/22 | 550 | 562 | ||
Philip Morris International Inc. | 2.500% | 11/2/22 | 1,600 | 1,643 | ||
Philip Morris International Inc. | 2.625% | 3/6/23 | 550 | 571 | ||
Philip Morris International Inc. | 1.125% | 5/1/23 | 450 | 456 | ||
Philip Morris International Inc. | 2.125% | 5/10/23 | 450 | 464 | ||
Philip Morris International Inc. | 3.600% | 11/15/23 | 940 | 1,012 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 1,000 | 1,063 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 950 | 969 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 675 | 736 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 1,255 | 1,339 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 500 | 494 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 425 | 464 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 400 | 436 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 600 | 663 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 1,550 | 1,546 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 485 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 575 | 822 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,175 | 1,387 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 550 | 652 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 75 | 83 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 850 | 971 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 775 | 970 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 960 | 1,121 | ||
Procter & Gamble Co. | 3.100% | 8/15/23 | 1,025 | 1,087 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 800 | 790 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 800 | 856 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Procter & Gamble Co. | 2.800% | 3/25/27 | 4,000 | 4,331 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 2,055 | 2,266 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 625 | 596 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 625 | 900 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 1,294 | 1,516 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 413 | 492 | ||
Procter & Gamble Co. | 3.600% | 3/25/50 | 806 | 980 | ||
Reynolds American Inc. | 4.850% | 9/15/23 | 250 | 273 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 2,231 | 2,473 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 1,075 | 1,298 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 325 | 438 | ||
9 | Reynolds American Inc. | 8.125% | 5/1/40 | 400 | 583 | |
9 | Reynolds American Inc. | 7.000% | 8/4/41 | 150 | 200 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 400 | 505 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 1,985 | 2,434 | ||
Sysco Corp. | 3.750% | 10/1/25 | 1,086 | 1,195 | ||
Sysco Corp. | 3.300% | 7/15/26 | 975 | 1,060 | ||
Sysco Corp. | 3.250% | 7/15/27 | 925 | 1,003 | ||
Sysco Corp. | 5.950% | 4/1/30 | 564 | 725 | ||
Sysco Corp. | 6.600% | 4/1/40 | 735 | 1,084 | ||
Sysco Corp. | 4.850% | 10/1/45 | 125 | 156 | ||
Sysco Corp. | 4.500% | 4/1/46 | 950 | 1,125 | ||
Sysco Corp. | 4.450% | 3/15/48 | 700 | 836 | ||
Sysco Corp. | 3.300% | 2/15/50 | 425 | 427 | ||
Sysco Corp. | 6.600% | 4/1/50 | 950 | 1,476 | ||
Target Corp. | 3.500% | 7/1/24 | 877 | 952 | ||
Target Corp. | 2.250% | 4/15/25 | 500 | 525 | ||
Target Corp. | 2.500% | 4/15/26 | 1,075 | 1,156 | ||
Target Corp. | 3.375% | 4/15/29 | 850 | 955 | ||
Target Corp. | 2.350% | 2/15/30 | 500 | 522 | ||
Target Corp. | 2.650% | 9/15/30 | 1,750 | 1,873 | ||
Target Corp. | 6.500% | 10/15/37 | 450 | 695 | ||
Target Corp. | 7.000% | 1/15/38 | 300 | 486 | ||
Target Corp. | 4.000% | 7/1/42 | 500 | 621 | ||
Target Corp. | 3.625% | 4/15/46 | 500 | 594 | ||
Tyson Foods Inc. | 3.900% | 9/28/23 | 475 | 509 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 4,525 | 4,923 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 580 | 647 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 1,125 | 1,245 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 1,145 | 1,334 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 425 | 528 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 550 | 712 | ||
Tyson Foods Inc. | 4.550% | 6/2/47 | 450 | 550 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 1,700 | 2,243 | ||
Unilever Capital Corp. | 0.375% | 9/14/23 | 500 | 501 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 2,600 | 2,779 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 1,150 | 1,213 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 250 | 272 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 550 | 598 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 550 | 573 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 1,575 | 1,621 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 500 | 483 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 800 | 1,103 | ||
Walgreens Boots Alliance Inc. | 3.300% | 11/18/21 | 400 | 402 | ||
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 1,525 | 1,662 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 1,475 | 1,605 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 1,200 | 1,281 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 1,205 | 1,441 | ||
Walgreens Boots Alliance Inc. | 4.100% | 4/15/50 | 550 | 606 | ||
Walmart Inc. | 2.350% | 12/15/22 | 975 | 1,003 | ||
Walmart Inc. | 2.550% | 4/11/23 | 575 | 596 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Walmart Inc. | 3.400% | 6/26/23 | 1,650 | 1,747 | ||
Walmart Inc. | 3.300% | 4/22/24 | 1,225 | 1,313 | ||
Walmart Inc. | 2.850% | 7/8/24 | 1,150 | 1,226 | ||
Walmart Inc. | 2.650% | 12/15/24 | 875 | 932 | ||
Walmart Inc. | 3.550% | 6/26/25 | 1,275 | 1,406 | ||
Walmart Inc. | 3.050% | 7/8/26 | 1,700 | 1,861 | ||
Walmart Inc. | 5.875% | 4/5/27 | 335 | 420 | ||
Walmart Inc. | 3.250% | 7/8/29 | 1,633 | 1,828 | ||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 185 | ||
Walmart Inc. | 7.550% | 2/15/30 | 480 | 712 | ||
Walmart Inc. | 5.250% | 9/1/35 | 1,640 | 2,234 | ||
Walmart Inc. | 6.200% | 4/15/38 | 570 | 851 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,175 | 2,613 | ||
Walmart Inc. | 5.625% | 4/1/40 | 625 | 901 | ||
Walmart Inc. | 4.875% | 7/8/40 | 940 | 1,244 | ||
Walmart Inc. | 5.000% | 10/25/40 | 235 | 318 | ||
Walmart Inc. | 4.000% | 4/11/43 | 1,920 | 2,344 | ||
Walmart Inc. | 4.300% | 4/22/44 | 616 | 782 | ||
Walmart Inc. | 3.625% | 12/15/47 | 1,300 | 1,525 | ||
Walmart Inc. | 4.050% | 6/29/48 | 1,675 | 2,108 | ||
Walmart Inc. | 2.950% | 9/24/49 | 1,720 | 1,826 | ||
419,571 | ||||||
Energy (0.85%) | ||||||
Baker Hughes a GE Co. LLC | 2.773% | 12/15/22 | 1,540 | 1,591 | ||
Baker Hughes a GE Co. LLC | 3.337% | 12/15/27 | 1,050 | 1,148 | ||
Baker Hughes a GE Co. LLC | 3.138% | 11/7/29 | 650 | 700 | ||
Baker Hughes a GE Co. LLC | 4.486% | 5/1/30 | 400 | 473 | ||
Baker Hughes a GE Co. LLC | 4.080% | 12/15/47 | 1,269 | 1,454 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 1,020 | 1,308 | ||
Boardwalk Pipelines LP | 3.375% | 2/1/23 | 310 | 320 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 525 | 587 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 425 | 504 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 100 | 116 | ||
9 | BP Capital Markets America Inc. | 2.520% | 9/19/22 | 450 | 461 | |
BP Capital Markets America Inc. | 2.937% | 4/6/23 | 200 | 209 | ||
9 | BP Capital Markets America Inc. | 3.216% | 11/28/23 | 1,850 | 1,959 | |
BP Capital Markets America Inc. | 3.790% | 2/6/24 | 2,000 | 2,157 | ||
9 | BP Capital Markets America Inc. | 3.224% | 4/14/24 | 500 | 533 | |
BP Capital Markets America Inc. | 3.194% | 4/6/25 | 1,080 | 1,163 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 1,614 | 1,788 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 800 | 875 | ||
9 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 2,800 | 3,038 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 1,800 | 2,050 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 2,600 | 2,917 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 900 | 879 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 1,000 | 1,010 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 1,700 | 1,651 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 1,450 | 1,349 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 1,900 | 1,822 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 1,700 | 1,708 | ||
BP Capital Markets plc | 2.500% | 11/6/22 | 889 | 915 | ||
BP Capital Markets plc | 3.994% | 9/26/23 | 350 | 377 | ||
BP Capital Markets plc | 3.535% | 11/4/24 | 1,335 | 1,454 | ||
BP Capital Markets plc | 3.506% | 3/17/25 | 950 | 1,040 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 1,835 | 2,009 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 585 | 660 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 600 | 885 | ||
Burlington Resources LLC | 5.950% | 10/15/36 | 400 | 554 | ||
Canadian Natural Resources Ltd. | 2.950% | 1/15/23 | 800 | 829 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 400 | 430 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 500 | 544 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 400 | 411 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 2,000 | 2,203 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 1,500 | 1,556 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 475 | 645 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 400 | 527 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 894 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 700 | 945 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,000 | 1,337 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 325 | 456 | ||
9 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 90 | 112 | |
Cenovus Energy Inc. | 3.950% | 4/15/22 | 450 | 458 | ||
Cenovus Energy Inc. | 3.800% | 9/15/23 | 400 | 422 | ||
Cenovus Energy Inc. | 4.000% | 4/15/24 | 500 | 535 | ||
Cenovus Energy Inc. | 5.375% | 7/15/25 | 2,000 | 2,288 | ||
Cenovus Energy Inc. | 4.250% | 4/15/27 | 1,700 | 1,901 | ||
Cenovus Energy Inc. | 4.400% | 4/15/29 | 575 | 651 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 500 | 598 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 300 | 394 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 1,500 | 2,034 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 800 | 993 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 1,200 | 1,374 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 750 | 860 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 2,250 | 2,619 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 1,150 | 1,256 | ||
Chevron Corp. | 2.355% | 12/5/22 | 4,245 | 4,348 | ||
Chevron Corp. | 1.141% | 5/11/23 | 900 | 913 | ||
Chevron Corp. | 3.191% | 6/24/23 | 1,175 | 1,233 | ||
Chevron Corp. | 2.895% | 3/3/24 | 200 | 212 | ||
Chevron Corp. | 1.554% | 5/11/25 | 3,150 | 3,226 | ||
Chevron Corp. | 3.326% | 11/17/25 | 200 | 219 | ||
Chevron Corp. | 1.995% | 5/11/27 | 500 | 516 | ||
Chevron Corp. | 2.236% | 5/11/30 | 2,200 | 2,269 | ||
Chevron Corp. | 2.978% | 5/11/40 | 1,300 | 1,359 | ||
Chevron Corp. | 3.078% | 5/11/50 | 900 | 932 | ||
Chevron USA Inc. | 0.333% | 8/12/22 | 500 | 500 | ||
Chevron USA Inc. | 0.426% | 8/11/23 | 500 | 501 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 500 | 496 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 500 | 487 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 450 | 513 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 1,000 | 1,109 | ||
Chevron USA Inc. | 6.000% | 3/1/41 | 1,210 | 1,770 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 450 | 612 | ||
Chevron USA Inc. | 5.050% | 11/15/44 | 450 | 604 | ||
Chevron USA Inc. | 4.950% | 8/15/47 | 550 | 737 | ||
Chevron USA Inc. | 4.200% | 10/15/49 | 475 | 584 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 500 | 453 | ||
Cimarex Energy Co. | 4.375% | 6/1/24 | 700 | 762 | ||
Cimarex Energy Co. | 3.900% | 5/15/27 | 700 | 772 | ||
Cimarex Energy Co. | 4.375% | 3/15/29 | 600 | 682 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 1,045 | 1,175 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 350 | 477 | ||
4,9 | ConocoPhillips | 3.750% | 10/1/27 | 1,250 | 1,404 | |
4,9 | ConocoPhillips | 4.300% | 8/15/28 | 1,000 | 1,160 | |
4,9 | ConocoPhillips | 2.400% | 2/15/31 | 500 | 512 | |
ConocoPhillips | 5.900% | 10/15/32 | 400 | 534 | ||
ConocoPhillips | 5.900% | 5/15/38 | 1,255 | 1,755 | ||
ConocoPhillips | 6.500% | 2/1/39 | 1,950 | 2,884 | ||
4,9 | ConocoPhillips | 4.875% | 10/1/47 | 2,355 | 3,093 | |
ConocoPhillips Co. | 3.350% | 11/15/24 | 200 | 216 | ||
ConocoPhillips Co. | 4.950% | 3/15/26 | 1,000 | 1,161 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 875 | 1,190 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
ConocoPhillips Co. | 4.300% | 11/15/44 | 750 | 904 | ||
4,9 | Devon Energy Corp. | 5.250% | 9/15/24 | 600 | 669 | |
Devon Energy Corp. | 5.850% | 12/15/25 | 300 | 352 | ||
4,9 | Devon Energy Corp. | 5.250% | 10/15/27 | 260 | 279 | |
4,9 | Devon Energy Corp. | 5.875% | 6/15/28 | 260 | 289 | |
4,9 | Devon Energy Corp. | 4.500% | 1/15/30 | 518 | 570 | |
Devon Energy Corp. | 7.875% | 9/30/31 | 590 | 826 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 245 | 349 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,310 | 1,625 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 600 | 682 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 700 | 824 | ||
Diamondback Energy Inc. | 0.900% | 3/24/23 | 500 | 500 | ||
Diamondback Energy Inc. | 2.875% | 12/1/24 | 800 | 846 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 700 | 750 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 1,700 | 1,822 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 875 | 910 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 500 | 565 | ||
Enable Midstream Partners LP | 3.900% | 5/15/24 | 625 | 666 | ||
Enable Midstream Partners LP | 4.400% | 3/15/27 | 800 | 884 | ||
Enable Midstream Partners LP | 4.950% | 5/15/28 | 800 | 916 | ||
Enable Midstream Partners LP | 4.150% | 9/15/29 | 550 | 602 | ||
Enable Midstream Partners LP | 5.000% | 5/15/44 | 450 | 490 | ||
Enbridge Energy Partners LP | 5.875% | 10/15/25 | 1,439 | 1,700 | ||
9 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 300 | 442 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 75 | 97 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 1,300 | 2,052 | ||
Enbridge Inc. | 2.900% | 7/15/22 | 450 | 461 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 500 | 537 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 715 | 750 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 800 | 884 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 825 | 884 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 900 | 900 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 925 | 1,089 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 300 | 402 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 325 | 361 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 500 | 502 | ||
Energy Transfer LP | 5.000% | 10/1/22 | 1,050 | 1,094 | ||
Energy Transfer LP | 3.600% | 2/1/23 | 975 | 1,012 | ||
9 | Energy Transfer LP | 4.250% | 3/15/23 | 1,600 | 1,679 | |
9 | Energy Transfer LP | 4.200% | 9/15/23 | 300 | 321 | |
Energy Transfer LP | 4.500% | 11/1/23 | 475 | 509 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 900 | 970 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 2,091 | 2,270 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 375 | 395 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 1,878 | 2,201 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 300 | 338 | ||
9 | Energy Transfer LP | 5.500% | 6/1/27 | 1,000 | 1,175 | |
Energy Transfer LP | 5.250% | 4/15/29 | 1,300 | 1,536 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 2,775 | 3,017 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 250 | 289 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 350 | 463 | ||
9 | Energy Transfer LP | 5.800% | 6/15/38 | 1,080 | 1,339 | |
Energy Transfer LP | 7.500% | 7/1/38 | 500 | 704 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 575 | 731 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 300 | 389 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 425 | 481 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 950 | 1,100 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 150 | 173 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 1,525 | 1,765 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 1,050 | 1,337 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 1,400 | 1,634 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Energy Transfer LP | 5.400% | 10/1/47 | 700 | 829 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 850 | 1,075 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 1,200 | 1,578 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 2,600 | 3,004 | ||
Enterprise Products Operating LLC | 3.350% | 3/15/23 | 1,250 | 1,302 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 750 | 807 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 825 | 899 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 400 | 443 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 2,300 | 2,482 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 2,426 | 2,563 | ||
9 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,375 | 1,959 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 300 | 461 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 470 | 646 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 850 | 1,041 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,000 | 1,182 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,780 | 2,184 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 982 | 1,246 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 500 | 619 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 950 | 1,093 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 2,000 | 2,463 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 2,100 | 2,430 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 500 | 495 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 300 | 374 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 2,300 | 2,557 | ||
9 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 400 | 419 | |
9 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 1,225 | 1,262 | |
EOG Resources Inc. | 2.625% | 3/15/23 | 900 | 929 | ||
EOG Resources Inc. | 4.150% | 1/15/26 | 600 | 676 | ||
EOG Resources Inc. | 4.375% | 4/15/30 | 1,000 | 1,185 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 700 | 935 | ||
Exxon Mobil Corp. | 1.902% | 8/16/22 | 250 | 255 | ||
Exxon Mobil Corp. | 1.571% | 4/15/23 | 3,730 | 3,811 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 2,000 | 2,131 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 5,775 | 6,196 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 1,350 | 1,465 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 400 | 422 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 1,100 | 1,217 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 1,000 | 1,046 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 1,425 | 1,600 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 1,875 | 1,978 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 1,000 | 1,028 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 3,550 | 4,248 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 750 | 822 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 1,000 | 1,182 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 1,269 | 1,294 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 2,800 | 3,476 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 2,600 | 2,829 | ||
Halliburton Co. | 3.500% | 8/1/23 | 50 | 53 | ||
Halliburton Co. | 3.800% | 11/15/25 | 892 | 986 | ||
Halliburton Co. | 2.920% | 3/1/30 | 900 | 935 | ||
Halliburton Co. | 4.850% | 11/15/35 | 1,000 | 1,178 | ||
Halliburton Co. | 6.700% | 9/15/38 | 1,070 | 1,465 | ||
Halliburton Co. | 4.500% | 11/15/41 | 675 | 758 | ||
Halliburton Co. | 4.750% | 8/1/43 | 725 | 842 | ||
Halliburton Co. | 5.000% | 11/15/45 | 1,909 | 2,331 | ||
9 | Helmerich & Payne Inc. | 4.650% | 3/15/25 | 300 | 334 | |
Hess Corp. | 3.500% | 7/15/24 | 245 | 260 | ||
Hess Corp. | 4.300% | 4/1/27 | 500 | 557 | ||
Hess Corp. | 7.300% | 8/15/31 | 485 | 657 | ||
Hess Corp. | 7.125% | 3/15/33 | 415 | 562 | ||
Hess Corp. | 6.000% | 1/15/40 | 722 | 927 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Hess Corp. | 5.600% | 2/15/41 | 1,100 | 1,376 | ||
Hess Corp. | 5.800% | 4/1/47 | 500 | 653 | ||
HollyFrontier Corp. | 2.625% | 10/1/23 | 400 | 414 | ||
HollyFrontier Corp. | 5.875% | 4/1/26 | 860 | 994 | ||
HollyFrontier Corp. | 4.500% | 10/1/30 | 500 | 537 | ||
Kinder Morgan Energy Partners LP | 3.950% | 9/1/22 | 725 | 748 | ||
Kinder Morgan Energy Partners LP | 3.500% | 9/1/23 | 465 | 491 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 1,625 | 1,772 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 850 | 933 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 175 | 247 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 300 | 385 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 400 | 549 | ||
9 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 335 | 478 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,625 | 2,263 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,290 | 1,805 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 300 | 443 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,322 | 1,538 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 500 | 601 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 500 | 629 | ||
Kinder Morgan Inc. | 3.150% | 1/15/23 | 300 | 312 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 817 | 910 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 1,080 | 1,234 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 500 | 481 | ||
9 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 330 | 472 | |
9 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,025 | 1,477 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 1,325 | 1,639 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 1,375 | 1,778 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 200 | 243 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 2,500 | 2,420 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 1,000 | 1,022 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 450 | 518 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 1,000 | 1,076 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 350 | 434 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 300 | 340 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 725 | 810 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 200 | 242 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 625 | 678 | ||
Marathon Oil Corp. | 3.850% | 6/1/25 | 600 | 654 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 1,350 | 1,529 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 930 | 1,221 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 650 | 866 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 200 | 240 | ||
Marathon Petroleum Corp. | 4.500% | 5/1/23 | 1,000 | 1,067 | ||
Marathon Petroleum Corp. | 4.750% | 12/15/23 | 1,000 | 1,091 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 3,000 | 3,383 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 1,035 | 1,218 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 1,150 | 1,281 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 1,075 | 1,494 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 200 | 237 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 900 | 1,029 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 325 | 389 | ||
MPLX LP | 3.500% | 12/1/22 | 150 | 156 | ||
MPLX LP | 3.375% | 3/15/23 | 400 | 418 | ||
MPLX LP | 4.500% | 7/15/23 | 1,300 | 1,391 | ||
MPLX LP | 4.875% | 12/1/24 | 838 | 939 | ||
MPLX LP | 4.875% | 6/1/25 | 3,085 | 3,483 | ||
MPLX LP | 1.750% | 3/1/26 | 600 | 607 | ||
MPLX LP | 4.250% | 12/1/27 | 2,010 | 2,275 | ||
MPLX LP | 4.000% | 3/15/28 | 950 | 1,062 | ||
MPLX LP | 4.800% | 2/15/29 | 500 | 586 | ||
MPLX LP | 2.650% | 8/15/30 | 3,000 | 3,032 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MPLX LP | 4.500% | 4/15/38 | 1,575 | 1,801 | ||
MPLX LP | 5.200% | 3/1/47 | 1,150 | 1,412 | ||
MPLX LP | 4.700% | 4/15/48 | 1,200 | 1,395 | ||
MPLX LP | 5.500% | 2/15/49 | 1,775 | 2,297 | ||
NOV Inc. | 3.600% | 12/1/29 | 500 | 523 | ||
NOV Inc. | 3.950% | 12/1/42 | 800 | 790 | ||
ONEOK Inc. | 7.500% | 9/1/23 | 1,425 | 1,605 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 200 | 210 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 1,000 | 1,184 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 1,150 | 1,271 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 1,000 | 1,140 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 1,810 | 1,930 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 1,000 | 1,046 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 1,000 | 1,293 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 750 | 879 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 650 | 797 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 800 | 888 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 700 | 781 | ||
ONEOK Partners LP | 3.375% | 10/1/22 | 1,000 | 1,028 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 450 | 504 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 360 | 485 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,340 | 1,728 | ||
Phillips 66 | 3.700% | 4/6/23 | 300 | 317 | ||
Phillips 66 | 0.900% | 2/15/24 | 1,000 | 1,001 | ||
Phillips 66 | 3.850% | 4/9/25 | 600 | 660 | ||
Phillips 66 | 1.300% | 2/15/26 | 500 | 500 | ||
Phillips 66 | 3.900% | 3/15/28 | 600 | 675 | ||
Phillips 66 | 2.150% | 12/15/30 | 1,400 | 1,377 | ||
Phillips 66 | 4.650% | 11/15/34 | 1,000 | 1,192 | ||
Phillips 66 | 4.875% | 11/15/44 | 2,350 | 2,942 | ||
Phillips 66 Partners LP | 2.450% | 12/15/24 | 250 | 261 | ||
Phillips 66 Partners LP | 3.605% | 2/15/25 | 600 | 647 | ||
Phillips 66 Partners LP | 3.550% | 10/1/26 | 425 | 462 | ||
Phillips 66 Partners LP | 3.750% | 3/1/28 | 400 | 438 | ||
Phillips 66 Partners LP | 3.150% | 12/15/29 | 250 | 263 | ||
Phillips 66 Partners LP | 4.680% | 2/15/45 | 1,080 | 1,236 | ||
Pioneer Natural Resources Co. | 0.550% | 5/15/23 | 200 | 200 | ||
Pioneer Natural Resources Co. | 0.750% | 1/15/24 | 300 | 300 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 500 | 495 | ||
Pioneer Natural Resources Co. | 4.450% | 1/15/26 | 390 | 440 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 1,000 | 964 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 975 | 957 | ||
Plains All American Pipeline LP | 2.850% | 1/31/23 | 1,200 | 1,232 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 2,155 | 2,310 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 600 | 671 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 350 | 393 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 1,200 | 1,266 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 525 | 562 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 500 | 655 | ||
Plains All American Pipeline LP | 4.300% | 1/31/43 | 975 | 979 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 500 | 530 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 500 | 544 | ||
Sabine Pass Liquefaction LLC | 5.625% | 4/15/23 | 1,200 | 1,290 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 1,470 | 1,651 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 1,325 | 1,515 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 1,200 | 1,420 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 1,600 | 1,848 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 1,200 | 1,355 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 2,500 | 2,884 | ||
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 600 | 607 | ||
Schlumberger Investment SA | 3.650% | 12/1/23 | 1,190 | 1,270 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Schlumberger Investment SA | 2.650% | 6/26/30 | 1,300 | 1,367 | ||
Shell International Finance BV | 2.375% | 8/21/22 | 975 | 998 | ||
Shell International Finance BV | 2.250% | 1/6/23 | 800 | 823 | ||
Shell International Finance BV | 3.400% | 8/12/23 | 1,200 | 1,275 | ||
Shell International Finance BV | 0.375% | 9/15/23 | 500 | 500 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 1,000 | 1,041 | ||
Shell International Finance BV | 2.375% | 4/6/25 | 1,315 | 1,384 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 2,565 | 2,785 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 1,300 | 1,405 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 505 | 538 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 1,300 | 1,492 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 1,450 | 1,507 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 2,405 | 2,564 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 3,125 | 3,712 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 1,320 | 1,958 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 700 | 975 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 525 | 590 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 1,700 | 2,122 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 2,900 | 3,556 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 2,500 | 2,924 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 1,400 | 1,449 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 1,735 | 1,847 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 800 | 878 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 1,666 | 1,798 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 950 | 1,033 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 220 | 258 | ||
Suncor Energy Inc. | 2.800% | 5/15/23 | 600 | 624 | ||
Suncor Energy Inc. | 3.100% | 5/15/25 | 800 | 856 | ||
Suncor Energy Inc. | 5.350% | 7/15/33 | 450 | 555 | ||
Suncor Energy Inc. | 5.950% | 5/15/35 | 700 | 921 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 700 | 1,006 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,090 | 2,950 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 700 | 774 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 700 | 757 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 200 | 221 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 260 | 329 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 500 | 649 | ||
Texas Eastern Transmission LP | 7.000% | 7/15/32 | 500 | 694 | ||
TotalEnergies Capital Canada Ltd. | 2.750% | 7/15/23 | 1,025 | 1,074 | ||
TotalEnergies Capital International SA | 2.700% | 1/25/23 | 1,025 | 1,062 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 975 | 1,051 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 700 | 736 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 925 | 1,031 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 1,900 | 2,040 | ||
TotalEnergies Capital International SA | 2.986% | 6/29/41 | 625 | 636 | ||
TotalEnergies Capital International SA | 3.461% | 7/12/49 | 500 | 539 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 2,300 | 2,334 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 500 | 528 | ||
TotalEnergies Capital SA | 3.883% | 10/11/28 | 1,025 | 1,175 | ||
TransCanada PipeLines Ltd. | 2.500% | 8/1/22 | 920 | 941 | ||
TransCanada PipeLines Ltd. | 3.750% | 10/16/23 | 500 | 532 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 1,700 | 1,955 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 1,900 | 2,181 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 1,900 | 2,254 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 1,014 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 125 | 165 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,650 | 2,267 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 500 | 601 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 600 | 903 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 830 | 1,141 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 850 | 1,056 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 1,800 | 2,276 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 300 | 340 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 1,000 | 1,078 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 400 | 487 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 1,500 | 1,685 | ||
Valero Energy Corp. | 2.700% | 4/15/23 | 1,300 | 1,348 | ||
Valero Energy Corp. | 1.200% | 3/15/24 | 500 | 504 | ||
Valero Energy Corp. | 3.650% | 3/15/25 | 241 | 263 | ||
Valero Energy Corp. | 3.400% | 9/15/26 | 1,500 | 1,625 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 1,000 | 1,017 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 460 | 524 | ||
Valero Energy Corp. | 4.000% | 4/1/29 | 1,000 | 1,117 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 1,425 | 2,005 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 1,355 | 1,856 | ||
Valero Energy Partners LP | 4.375% | 12/15/26 | 200 | 227 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 400 | 456 | ||
Williams Cos. Inc. | 4.000% | 11/15/21 | 425 | 427 | ||
Williams Cos. Inc. | 3.600% | 3/15/22 | 750 | 763 | ||
Williams Cos. Inc. | 3.350% | 8/15/22 | 500 | 512 | ||
Williams Cos. Inc. | 3.700% | 1/15/23 | 885 | 921 | ||
Williams Cos. Inc. | 4.500% | 11/15/23 | 560 | 607 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 2,500 | 2,754 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 1,775 | 1,941 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 1,125 | 1,246 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 1,325 | 1,471 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 2,100 | 2,292 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 990 | 1,356 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 925 | 1,222 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 500 | 633 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 425 | 514 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 950 | 1,179 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 475 | 578 | ||
490,033 | ||||||
Financials (2.93%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 75 | 113 | ||
9 | Aegon NV | 5.500% | 4/11/48 | 585 | 664 | |
AerCap Ireland Capital DAC | 4.625% | 7/1/22 | 475 | 494 | ||
AerCap Ireland Capital DAC | 3.300% | 1/23/23 | 650 | 674 | ||
AerCap Ireland Capital DAC | 4.125% | 7/3/23 | 250 | 265 | ||
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 500 | 524 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 3,763 | 4,412 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 500 | 550 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 500 | 494 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 3,000 | 3,295 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 875 | 935 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 500 | 559 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 1,000 | 1,071 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 350 | 381 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 725 | 788 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 500 | 539 | ||
Aflac Inc. | 3.625% | 11/15/24 | 580 | 636 | ||
Aflac Inc. | 3.250% | 3/17/25 | 325 | 352 | ||
Aflac Inc. | 2.875% | 10/15/26 | 600 | 646 | ||
Aflac Inc. | 3.600% | 4/1/30 | 1,000 | 1,127 | ||
Aflac Inc. | 4.000% | 10/15/46 | 150 | 174 | ||
Aflac Inc. | 4.750% | 1/15/49 | 1,080 | 1,422 | ||
Air Lease Corp. | 2.250% | 1/15/23 | 750 | 770 | ||
Air Lease Corp. | 2.750% | 1/15/23 | 400 | 413 | ||
Air Lease Corp. | 3.875% | 7/3/23 | 425 | 451 | ||
9 | Air Lease Corp. | 4.250% | 2/1/24 | 550 | 596 | |
Air Lease Corp. | 4.250% | 9/15/24 | 475 | 519 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Air Lease Corp. | 2.300% | 2/1/25 | 1,175 | 1,214 | |
Air Lease Corp. | 3.250% | 3/1/25 | 600 | 639 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 750 | 805 | ||
Air Lease Corp. | 1.875% | 8/15/26 | 750 | 751 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 200 | 215 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 1,000 | 1,075 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 300 | 339 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 595 | 619 | ||
9 | Air Lease Corp. | 3.000% | 2/1/30 | 625 | 633 | |
Air Lease Corp. | 3.125% | 12/1/30 | 1,250 | 1,271 | ||
Aircastle Ltd. | 4.400% | 9/25/23 | 450 | 482 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 1,625 | 1,735 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 500 | 543 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 300 | 376 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 350 | 384 | ||
Allstate Corp. | 3.150% | 6/15/23 | 2,350 | 2,473 | ||
Allstate Corp. | 3.280% | 12/15/26 | 400 | 442 | ||
Allstate Corp. | 1.450% | 12/15/30 | 500 | 478 | ||
Allstate Corp. | 5.550% | 5/9/35 | 105 | 144 | ||
Allstate Corp. | 4.500% | 6/15/43 | 725 | 913 | ||
Allstate Corp. | 4.200% | 12/15/46 | 600 | 738 | ||
Allstate Corp. | 3.850% | 8/10/49 | 400 | 475 | ||
9 | Allstate Corp. | 5.750% | 8/15/53 | 90 | 98 | |
9 | Allstate Corp. | 6.500% | 5/15/57 | 650 | 858 | |
Ally Financial Inc. | 3.050% | 6/5/23 | 2,000 | 2,087 | ||
Ally Financial Inc. | 1.450% | 10/2/23 | 4,000 | 4,063 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 1,200 | 1,293 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 550 | 620 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 600 | 698 | ||
9 | Ally Financial Inc. | 8.000% | 11/1/31 | 1,600 | 2,301 | |
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 300 | 339 | ||
American Express Co. | 3.700% | 11/5/21 | 1,000 | 1,009 | ||
American Express Co. | 2.500% | 8/1/22 | 2,400 | 2,451 | ||
American Express Co. | 2.650% | 12/2/22 | 1,500 | 1,549 | ||
American Express Co. | 3.400% | 2/27/23 | 950 | 995 | ||
American Express Co. | 3.700% | 8/3/23 | 1,500 | 1,597 | ||
American Express Co. | 3.400% | 2/22/24 | 1,000 | 1,070 | ||
American Express Co. | 2.500% | 7/30/24 | 1,065 | 1,122 | ||
American Express Co. | 3.000% | 10/30/24 | 1,200 | 1,287 | ||
American Express Co. | 3.625% | 12/5/24 | 1,404 | 1,537 | ||
American Express Co. | 4.200% | 11/6/25 | 1,212 | 1,372 | ||
American Express Co. | 4.050% | 12/3/42 | 621 | 743 | ||
9 | American Express Credit Corp. | 2.700% | 3/3/22 | 1,350 | 1,369 | |
9 | American Express Credit Corp. | 3.300% | 5/3/27 | 1,960 | 2,169 | |
American Financial Group Inc. | 3.500% | 8/15/26 | 250 | 272 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 356 | 437 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 500 | 599 | ||
American International Group Inc. | 4.125% | 2/15/24 | 650 | 708 | ||
American International Group Inc. | 2.500% | 6/30/25 | 1,805 | 1,904 | ||
American International Group Inc. | 3.750% | 7/10/25 | 950 | 1,046 | ||
American International Group Inc. | 3.900% | 4/1/26 | 1,000 | 1,116 | ||
American International Group Inc. | 4.200% | 4/1/28 | 750 | 862 | ||
American International Group Inc. | 4.250% | 3/15/29 | 500 | 577 | ||
American International Group Inc. | 3.400% | 6/30/30 | 2,230 | 2,446 | ||
American International Group Inc. | 3.875% | 1/15/35 | 800 | 904 | ||
American International Group Inc. | 4.700% | 7/10/35 | 325 | 394 | ||
American International Group Inc. | 6.250% | 5/1/36 | 600 | 837 | ||
American International Group Inc. | 4.500% | 7/16/44 | 2,725 | 3,308 | ||
American International Group Inc. | 4.800% | 7/10/45 | 1,000 | 1,253 | ||
American International Group Inc. | 4.750% | 4/1/48 | 545 | 692 | ||
9 | American International Group Inc. | 5.750% | 4/1/48 | 525 | 598 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
American International Group Inc. | 4.375% | 6/30/50 | 500 | 609 | ||
American International Group Inc. | 4.375% | 1/15/55 | 950 | 1,154 | ||
9 | American International Group Inc. | 8.175% | 5/15/58 | 400 | 577 | |
Ameriprise Financial Inc. | 4.000% | 10/15/23 | 1,575 | 1,702 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 350 | 383 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 3,459 | 3,705 | ||
9 | Aon Corp. | 8.205% | 1/1/27 | 150 | 197 | |
Aon Corp. | 4.500% | 12/15/28 | 600 | 702 | ||
Aon Corp. | 3.750% | 5/2/29 | 380 | 428 | ||
Aon Corp. | 2.800% | 5/15/30 | 1,620 | 1,704 | ||
Aon Corp. | 6.250% | 9/30/40 | 150 | 216 | ||
Aon plc | 4.000% | 11/27/23 | 100 | 107 | ||
Aon plc | 3.500% | 6/14/24 | 575 | 618 | ||
Aon plc | 3.875% | 12/15/25 | 300 | 334 | ||
Aon plc | 4.600% | 6/14/44 | 625 | 781 | ||
Aon plc | 4.750% | 5/15/45 | 695 | 896 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 350 | 396 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 130 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 500 | 740 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 975 | 1,053 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 275 | 362 | ||
Ares Capital Corp. | 3.500% | 2/10/23 | 600 | 623 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 825 | 887 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 480 | 519 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 967 | 1,017 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 1,000 | 1,072 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 500 | 497 | ||
Arthur J Gallagher & Co. | 2.500% | 5/20/31 | 750 | 758 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 500 | 524 | ||
Aspen Insurance Holdings Ltd. | 4.650% | 11/15/23 | 1,875 | 2,038 | ||
9 | Associated Bank NA | 3.500% | 8/13/21 | 250 | 250 | |
Assurant Inc. | 4.000% | 3/15/23 | 225 | 238 | ||
Assurant Inc. | 4.200% | 9/27/23 | 100 | 107 | ||
Assurant Inc. | 4.900% | 3/27/28 | 400 | 466 | ||
Assurant Inc. | 6.750% | 2/15/34 | 92 | 121 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 400 | 447 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 500 | 519 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 835 | 933 | ||
Athene Holding Ltd. | 6.150% | 4/3/30 | 900 | 1,137 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 1,500 | 1,601 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 500 | 535 | ||
Australia & New Zealand Banking Group Ltd. | 2.550% | 11/23/21 | 300 | 303 | ||
9 | Australia & New Zealand Banking Group Ltd. | 2.625% | 11/9/22 | 1,750 | 1,804 | |
9 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 279 | |
AXA SA | 8.600% | 12/15/30 | 1,080 | 1,640 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 1,840 | 2,028 | ||
9 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 250 | 264 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 1,500 | 1,662 | ||
Banco Santander SA | 3.848% | 4/12/23 | 1,200 | 1,268 | ||
Banco Santander SA | 2.706% | 6/27/24 | 400 | 421 | ||
Banco Santander SA | 5.179% | 11/19/25 | 1,300 | 1,487 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 1,011 | ||
Banco Santander SA | 4.250% | 4/11/27 | 2,000 | 2,254 | ||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 221 | ||
Banco Santander SA | 4.379% | 4/12/28 | 1,200 | 1,371 | ||
Banco Santander SA | 3.306% | 6/27/29 | 500 | 543 | ||
Banco Santander SA | 3.490% | 5/28/30 | 1,000 | 1,080 | ||
Banco Santander SA | 2.749% | 12/3/30 | 600 | 595 | ||
Banco Santander SA | 2.958% | 3/25/31 | 1,000 | 1,031 | ||
Bancolombia SA | 3.000% | 1/29/25 | 400 | 410 | ||
9 | Bank of America Corp. | 2.503% | 10/21/22 | 1,850 | 1,862 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Bank of America Corp. | 3.300% | 1/11/23 | 925 | 965 | |
9 | Bank of America Corp. | 2.816% | 7/21/23 | 3,575 | 3,664 | |
Bank of America Corp. | 4.100% | 7/24/23 | 1,425 | 1,531 | ||
9 | Bank of America Corp. | 3.004% | 12/20/23 | 8,200 | 8,499 | |
9 | Bank of America Corp. | 3.550% | 3/5/24 | 3,535 | 3,714 | |
9 | Bank of America Corp. | 0.523% | 6/14/24 | 4,000 | 3,999 | |
9 | Bank of America Corp. | 3.864% | 7/23/24 | 625 | 666 | |
9 | Bank of America Corp. | 4.200% | 8/26/24 | 3,025 | 3,320 | |
9 | Bank of America Corp. | 0.810% | 10/24/24 | 2,500 | 2,508 | |
9 | Bank of America Corp. | 4.000% | 1/22/25 | 4,240 | 4,651 | |
9 | Bank of America Corp. | 3.950% | 4/21/25 | 3,036 | 3,334 | |
Bank of America Corp. | 0.976% | 4/22/25 | 2,000 | 2,006 | ||
9 | Bank of America Corp. | 0.981% | 9/25/25 | 500 | 499 | |
9 | Bank of America Corp. | 3.093% | 10/1/25 | 2,500 | 2,663 | |
9 | Bank of America Corp. | 2.456% | 10/22/25 | 1,175 | 1,230 | |
9 | Bank of America Corp. | 3.366% | 1/23/26 | 1,300 | 1,401 | |
9 | Bank of America Corp. | 4.450% | 3/3/26 | 7,252 | 8,226 | |
9 | Bank of America Corp. | 3.500% | 4/19/26 | 830 | 914 | |
9 | Bank of America Corp. | 1.319% | 6/19/26 | 11,450 | 11,477 | |
9 | Bank of America Corp. | 4.250% | 10/22/26 | 1,500 | 1,693 | |
9 | Bank of America Corp. | 1.197% | 10/24/26 | 2,000 | 1,984 | |
9 | Bank of America Corp. | 1.658% | 3/11/27 | 3,500 | 3,530 | |
9 | Bank of America Corp. | 3.559% | 4/23/27 | 2,275 | 2,491 | |
Bank of America Corp. | 1.734% | 7/22/27 | 2,500 | 2,521 | ||
9 | Bank of America Corp. | 3.248% | 10/21/27 | 2,225 | 2,414 | |
9 | Bank of America Corp. | 3.824% | 1/20/28 | 450 | 500 | |
9 | Bank of America Corp. | 3.705% | 4/24/28 | 1,400 | 1,548 | |
9 | Bank of America Corp. | 3.593% | 7/21/28 | 3,008 | 3,309 | |
9 | Bank of America Corp. | 3.419% | 12/20/28 | 6,357 | 6,931 | |
9 | Bank of America Corp. | 3.970% | 3/5/29 | 1,425 | 1,606 | |
9 | Bank of America Corp. | 2.087% | 6/14/29 | 6,000 | 6,049 | |
9 | Bank of America Corp. | 4.271% | 7/23/29 | 4,275 | 4,913 | |
9 | Bank of America Corp. | 3.974% | 2/7/30 | 500 | 567 | |
9 | Bank of America Corp. | 3.194% | 7/23/30 | 2,000 | 2,153 | |
9 | Bank of America Corp. | 2.884% | 10/22/30 | 4,175 | 4,395 | |
9 | Bank of America Corp. | 2.496% | 2/13/31 | 175 | 179 | |
9 | Bank of America Corp. | 2.592% | 4/29/31 | 6,000 | 6,176 | |
9 | Bank of America Corp. | 1.922% | 10/24/31 | 3,000 | 2,924 | |
9 | Bank of America Corp. | 2.651% | 3/11/32 | 1,500 | 1,540 | |
Bank of America Corp. | 2.687% | 4/22/32 | 4,575 | 4,713 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 2,010 | 2,758 | ||
9 | Bank of America Corp. | 4.244% | 4/24/38 | 2,600 | 3,090 | |
Bank of America Corp. | 7.750% | 5/14/38 | 2,075 | 3,287 | ||
9 | Bank of America Corp. | 4.078% | 4/23/40 | 1,425 | 1,666 | |
9 | Bank of America Corp. | 2.676% | 6/19/41 | 4,450 | 4,330 | |
9 | Bank of America Corp. | 5.875% | 2/7/42 | 1,350 | 1,941 | |
Bank of America Corp. | 3.311% | 4/22/42 | 3,500 | 3,702 | ||
9 | Bank of America Corp. | 5.000% | 1/21/44 | 1,950 | 2,597 | |
9 | Bank of America Corp. | 4.875% | 4/1/44 | 550 | 717 | |
9 | Bank of America Corp. | 4.750% | 4/21/45 | 350 | 447 | |
9 | Bank of America Corp. | 4.443% | 1/20/48 | 2,075 | 2,572 | |
9 | Bank of America Corp. | 3.946% | 1/23/49 | 1,175 | 1,359 | |
9 | Bank of America Corp. | 4.330% | 3/15/50 | 700 | 863 | |
9 | Bank of America Corp. | 4.083% | 3/20/51 | 5,500 | 6,564 | |
9 | Bank of America Corp. | 2.831% | 10/24/51 | 2,000 | 1,955 | |
9 | Bank of America Corp. | 3.483% | 3/13/52 | 1,000 | 1,094 | |
9 | Bank of America NA | 6.000% | 10/15/36 | 600 | 840 | |
9 | Bank of Montreal | 1.900% | 8/27/21 | 1,500 | 1,504 | |
9 | Bank of Montreal | 2.900% | 3/26/22 | 2,350 | 2,397 | |
9 | Bank of Montreal | 2.350% | 9/11/22 | 137 | 140 | |
9 | Bank of Montreal | 2.550% | 11/6/22 | 13 | 13 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Bank of Montreal | 0.450% | 12/8/23 | 500 | 500 | ||
9 | Bank of Montreal | 3.300% | 2/5/24 | 1,000 | 1,071 | |
9 | Bank of Montreal | 2.500% | 6/28/24 | 800 | 844 | |
9 | Bank of Montreal | 1.850% | 5/1/25 | 820 | 847 | |
9 | Bank of Montreal | 0.949% | 1/22/27 | 1,000 | 982 | |
9 | Bank of Montreal | 4.338% | 10/5/28 | 400 | 429 | |
9 | Bank of Montreal | 3.803% | 12/15/32 | 1,600 | 1,764 | |
9 | Bank of New York Mellon Corp. | 1.850% | 1/27/23 | 375 | 384 | |
9 | Bank of New York Mellon Corp. | 2.950% | 1/29/23 | 850 | 884 | |
9 | Bank of New York Mellon Corp. | 3.500% | 4/28/23 | 625 | 661 | |
9 | Bank of New York Mellon Corp. | 3.450% | 8/11/23 | 525 | 559 | |
9 | Bank of New York Mellon Corp. | 2.200% | 8/16/23 | 825 | 855 | |
9 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 900 | 970 | |
9 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 600 | 649 | |
9 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 742 | 832 | |
9 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,561 | 3,834 | |
9 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 500 | 531 | |
9 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 1,500 | 1,649 | |
9 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 600 | 668 | |
9 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,200 | 1,322 | |
9 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 1,000 | 1,092 | |
9 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 500 | 554 | |
Bank of Nova Scotia | 2.375% | 1/18/23 | 2,250 | 2,320 | ||
Bank of Nova Scotia | 1.950% | 2/1/23 | 1,825 | 1,871 | ||
Bank of Nova Scotia | 1.625% | 5/1/23 | 1,000 | 1,022 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 500 | 535 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 3,575 | 3,732 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 3,000 | 3,029 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 1,250 | 1,418 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 425 | 454 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 219 | 250 | ||
Barclays plc | 3.200% | 8/10/21 | 850 | 853 | ||
Barclays plc | 3.684% | 1/10/23 | 950 | 966 | ||
9 | Barclays plc | 4.338% | 5/16/24 | 1,000 | 1,066 | |
Barclays plc | 1.007% | 12/10/24 | 1,300 | 1,305 | ||
Barclays plc | 3.650% | 3/16/25 | 3,000 | 3,253 | ||
9 | Barclays plc | 3.932% | 5/7/25 | 800 | 863 | |
Barclays plc | 4.375% | 1/12/26 | 1,200 | 1,345 | ||
9 | Barclays plc | 2.852% | 5/7/26 | 2,025 | 2,139 | |
Barclays plc | 5.200% | 5/12/26 | 1,260 | 1,442 | ||
Barclays plc | 4.337% | 1/10/28 | 1,000 | 1,118 | ||
Barclays plc | 4.836% | 5/9/28 | 4,750 | 5,331 | ||
9 | Barclays plc | 4.972% | 5/16/29 | 1,000 | 1,172 | |
9 | Barclays plc | 5.088% | 6/20/30 | 2,975 | 3,458 | |
Barclays plc | 2.645% | 6/24/31 | 1,000 | 1,012 | ||
Barclays plc | 2.667% | 3/10/32 | 1,750 | 1,762 | ||
Barclays plc | 3.564% | 9/23/35 | 700 | 729 | ||
Barclays plc | 5.250% | 8/17/45 | 500 | 665 | ||
Barclays plc | 4.950% | 1/10/47 | 1,300 | 1,678 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,500 | 1,515 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 130 | 189 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 600 | 754 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 550 | 684 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 2,000 | 2,469 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 1,810 | 2,248 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 2,185 | 2,178 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 500 | 468 | ||
Berkshire Hathaway Inc. | 3.000% | 2/11/23 | 225 | 235 | ||
Berkshire Hathaway Inc. | 2.750% | 3/15/23 | 1,675 | 1,738 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 3,231 | 3,532 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 825 | 1,056 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
BGC Partners Inc. | 3.750% | 10/1/24 | 425 | 450 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 700 | 757 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 550 | 609 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 1,000 | 1,118 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 1,250 | 1,309 | ||
BlackRock Inc. | 1.900% | 1/28/31 | 915 | 915 | ||
4,9 | Blackstone Secured Lending Fund | 3.650% | 7/14/23 | 500 | 521 | |
4,9 | Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 500 | 531 | |
4,9 | Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 500 | 507 | |
9 | BNP Paribas SA | 3.250% | 3/3/23 | 375 | 393 | |
9 | BNP Paribas SA | 4.250% | 10/15/24 | 500 | 554 | |
4,9 | BNP Paribas SA | 3.052% | 1/13/31 | 1,175 | 1,238 | |
9 | BPCE SA | 2.750% | 12/2/21 | 500 | 505 | |
4,9 | BPCE SA | 3.000% | 5/22/22 | 1,000 | 1,024 | |
BPCE SA | 4.000% | 4/15/24 | 1,200 | 1,309 | ||
9 | BPCE SA | 3.375% | 12/2/26 | 250 | 276 | |
Brighthouse Financial Inc. | 3.700% | 6/22/27 | 623 | 680 | ||
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 500 | 609 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 629 | 698 | ||
Brookfield Asset Management Inc. | 4.000% | 1/15/25 | 658 | 721 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 725 | 784 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 150 | 169 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 500 | 559 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 600 | 707 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 320 | 370 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 1,200 | 1,238 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 750 | 914 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,200 | 1,237 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 400 | 439 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 275 | 316 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 1,000 | 1,000 | ||
Canadian Imperial Bank of Commerce | 0.450% | 6/22/23 | 1,000 | 1,000 | ||
Canadian Imperial Bank of Commerce | 0.950% | 6/23/23 | 1,000 | 1,009 | ||
9 | Canadian Imperial Bank of Commerce | 3.500% | 9/13/23 | 1,000 | 1,068 | |
Canadian Imperial Bank of Commerce | 0.500% | 12/14/23 | 1,100 | 1,097 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 800 | 850 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 190 | 199 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 500 | 498 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 1,050 | 1,045 | ||
Capital One Bank USA NA | 3.375% | 2/15/23 | 1,140 | 1,193 | ||
9 | Capital One Bank USA NA | 2.280% | 1/28/26 | 750 | 778 | |
Capital One Financial Corp. | 3.050% | 3/9/22 | 675 | 686 | ||
Capital One Financial Corp. | 3.200% | 1/30/23 | 2,000 | 2,083 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 82 | 87 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 250 | 270 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 2,575 | 2,785 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 4,050 | 4,363 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 502 | 559 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 500 | 558 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 250 | 276 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 1,075 | 1,196 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 1,750 | 1,946 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 2,000 | 2,257 | ||
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 490 | 546 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 500 | 482 | ||
Charles Schwab Corp. | 3.225% | 9/1/22 | 1,225 | 1,265 | ||
Charles Schwab Corp. | 2.650% | 1/25/23 | 400 | 414 | ||
Charles Schwab Corp. | 3.550% | 2/1/24 | 420 | 452 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 1,000 | 1,117 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 100 | 111 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 1,000 | 993 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Charles Schwab Corp. | 1.150% | 5/13/26 | 3,000 | 2,997 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 1,100 | 1,204 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 400 | 441 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 440 | 507 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 475 | 524 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 1,000 | 1,022 | ||
Chubb Corp. | 6.000% | 5/11/37 | 375 | 542 | ||
9 | Chubb Corp. | 6.500% | 5/15/38 | 1,322 | 2,001 | |
Chubb INA Holdings Inc. | 2.875% | 11/3/22 | 1,085 | 1,117 | ||
Chubb INA Holdings Inc. | 2.700% | 3/13/23 | 350 | 364 | ||
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 275 | 297 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 1,164 | 1,258 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 2,200 | 2,418 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 2,500 | 2,378 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 180 | 272 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 225 | 273 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 800 | 1,012 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 2,000 | 2,053 | ||
9 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 300 | 393 | |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 275 | 376 | ||
Citigroup Inc. | 2.350% | 8/2/21 | 600 | 601 | ||
Citigroup Inc. | 4.050% | 7/30/22 | 2,225 | 2,312 | ||
Citigroup Inc. | 2.700% | 10/27/22 | 1,550 | 1,594 | ||
9 | Citigroup Inc. | 2.312% | 11/4/22 | 750 | 755 | |
Citigroup Inc. | 3.500% | 5/15/23 | 450 | 474 | ||
Citigroup Inc. | 3.875% | 10/25/23 | 2,575 | 2,779 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 2,975 | 3,237 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 725 | 790 | ||
Citigroup Inc. | 0.776% | 10/30/24 | 2,000 | 2,005 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 3,544 | 3,890 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 275 | 299 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 1,450 | 1,454 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 1,975 | 2,206 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 1,000 | 1,165 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 400 | 442 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 975 | 1,111 | ||
9 | Citigroup Inc. | 3.106% | 4/8/26 | 5,750 | 6,152 | |
Citigroup Inc. | 3.400% | 5/1/26 | 750 | 820 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 3,000 | 3,250 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 775 | 876 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 3,450 | 3,940 | ||
9 | Citigroup Inc. | 3.887% | 1/10/28 | 2,075 | 2,309 | |
Citigroup Inc. | 6.625% | 1/15/28 | 800 | 1,028 | ||
9 | Citigroup Inc. | 3.668% | 7/24/28 | 2,675 | 2,954 | |
Citigroup Inc. | 4.125% | 7/25/28 | 425 | 479 | ||
9 | Citigroup Inc. | 3.520% | 10/27/28 | 2,760 | 3,022 | |
9 | Citigroup Inc. | 3.980% | 3/20/30 | 2,000 | 2,270 | |
9 | Citigroup Inc. | 2.976% | 11/5/30 | 1,175 | 1,246 | |
9 | Citigroup Inc. | 2.666% | 1/29/31 | 175 | 181 | |
9 | Citigroup Inc. | 4.412% | 3/31/31 | 8,750 | 10,230 | |
9 | Citigroup Inc. | 2.572% | 6/3/31 | 2,500 | 2,569 | |
Citigroup Inc. | 6.625% | 6/15/32 | 750 | 1,021 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 200 | 262 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 525 | 697 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 1,699 | 2,348 | ||
9 | Citigroup Inc. | 3.878% | 1/24/39 | 1,100 | 1,262 | |
Citigroup Inc. | 8.125% | 7/15/39 | 1,099 | 1,898 | ||
9 | Citigroup Inc. | 5.316% | 3/26/41 | 4,950 | 6,639 | |
Citigroup Inc. | 5.875% | 1/30/42 | 800 | 1,152 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 500 | 769 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 750 | 1,006 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Citigroup Inc. | 4.650% | 7/30/45 | 1,200 | 1,546 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 825 | 1,049 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 1,480 | 1,939 | ||
9 | Citizens Bank NA | 3.700% | 3/29/23 | 250 | 263 | |
9 | Citizens Bank NA | 3.750% | 2/18/26 | 500 | 554 | |
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 1,775 | 1,893 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 450 | 462 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 825 | 925 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 180 | 180 | ||
CME Group Inc. | 3.000% | 9/15/22 | 850 | 877 | ||
CME Group Inc. | 3.000% | 3/15/25 | 133 | 143 | ||
CME Group Inc. | 5.300% | 9/15/43 | 720 | 1,034 | ||
CME Group Inc. | 4.150% | 6/15/48 | 500 | 651 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 895 | 970 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 400 | 438 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 800 | 900 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 500 | 567 | ||
9 | Comerica Bank | 4.000% | 7/27/25 | 578 | 639 | |
Comerica Inc. | 3.700% | 7/31/23 | 750 | 798 | ||
Cooperatieve Rabobank UA | 3.950% | 11/9/22 | 975 | 1,021 | ||
Cooperatieve Rabobank UA | 4.625% | 12/1/23 | 2,675 | 2,924 | ||
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 1,000 | 996 | ||
9 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 1,815 | 1,983 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 802 | 894 | ||
9 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,800 | 1,979 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 750 | 1,060 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 3,250 | 4,357 | ||
Credit Suisse AG | 3.000% | 10/29/21 | 800 | 807 | ||
Credit Suisse AG | 2.100% | 11/12/21 | 400 | 403 | ||
Credit Suisse AG | 0.495% | 2/2/24 | 500 | 498 | ||
9 | Credit Suisse AG | 3.625% | 9/9/24 | 2,325 | 2,525 | |
4,9 | Credit Suisse Group AG | 3.574% | 1/9/23 | 1,175 | 1,193 | |
Credit Suisse Group AG | 3.800% | 6/9/23 | 2,335 | 2,473 | ||
Credit Suisse Group AG | 3.750% | 3/26/25 | 1,500 | 1,627 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 3,390 | 3,836 | ||
4,9 | Credit Suisse Group AG | 4.194% | 4/1/31 | 1,000 | 1,124 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 2,450 | 3,092 | ||
Credit Suisse Group Funding Guernsey Ltd. | 3.800% | 9/15/22 | 1,100 | 1,144 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 465 | 674 | ||
9 | Deutsche Bank AG | 4.250% | 10/14/21 | 2,700 | 2,729 | |
9 | Deutsche Bank AG | 3.300% | 11/16/22 | 2,500 | 2,587 | |
Deutsche Bank AG | 3.950% | 2/27/23 | 1,300 | 1,365 | ||
9 | Deutsche Bank AG | 3.700% | 5/30/24 | 775 | 831 | |
9 | Deutsche Bank AG | 4.100% | 1/13/26 | 400 | 439 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 1,500 | 1,513 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 1,600 | 1,625 | ||
9 | Deutsche Bank AG | 3.547% | 9/18/31 | 500 | 532 | |
9 | Discover Bank | 3.200% | 8/9/21 | 350 | 350 | |
9 | Discover Bank | 3.350% | 2/6/23 | 600 | 626 | |
9 | Discover Bank | 4.200% | 8/8/23 | 500 | 538 | |
Discover Bank | 2.450% | 9/12/24 | 600 | 628 | ||
9 | Discover Bank | 4.250% | 3/13/26 | 2,043 | 2,295 | |
9 | Discover Bank | 3.450% | 7/27/26 | 500 | 546 | |
9 | Discover Bank | 4.682% | 8/9/28 | 425 | 451 | |
9 | Discover Bank | 4.650% | 9/13/28 | 500 | 587 | |
9 | Discover Bank | 2.700% | 2/6/30 | 400 | 419 | |
Discover Financial Services | 3.850% | 11/21/22 | 225 | 236 | ||
Discover Financial Services | 3.950% | 11/6/24 | 350 | 382 | ||
Discover Financial Services | 3.750% | 3/4/25 | 953 | 1,040 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,183 | 3,603 | ||
Discover Financial Services | 4.100% | 2/9/27 | 1,175 | 1,317 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
E*TRADE Financial Corp. | 3.800% | 8/24/27 | 325 | 360 | ||
E*TRADE Financial Corp. | 4.500% | 6/20/28 | 330 | 383 | ||
Eaton Vance Corp. | 3.625% | 6/15/23 | 225 | 238 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 300 | 327 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 680 | 781 | ||
Equitable Holdings Inc. | 3.900% | 4/20/23 | 258 | 273 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 600 | 772 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 4,460 | 5,113 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 1,200 | 1,531 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 300 | 378 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 500 | 534 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 400 | 460 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 600 | 686 | ||
4,9 | Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 1,000 | 1,044 | |
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 500 | 539 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 750 | 748 | ||
Fifth Third Bancorp | 3.500% | 3/15/22 | 950 | 969 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 475 | 515 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 500 | 536 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 1,823 | 1,910 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 1,500 | 1,586 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 300 | 346 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 710 | 1,184 | ||
9 | Fifth Third Bank NA | 2.875% | 10/1/21 | 1,435 | 1,441 | |
9 | Fifth Third Bank NA | 1.800% | 1/30/23 | 315 | 322 | |
9 | Fifth Third Bank NA | 3.950% | 7/28/25 | 625 | 701 | |
9 | Fifth Third Bank NA | 3.850% | 3/15/26 | 1,500 | 1,665 | |
9 | Fifth Third Bank NA | 2.250% | 2/1/27 | 1,165 | 1,222 | |
First American Financial Corp. | 4.600% | 11/15/24 | 220 | 243 | ||
9 | First Republic Bank | 1.912% | 2/12/24 | 500 | 510 | |
9 | First Republic Bank | 4.375% | 8/1/46 | 200 | 245 | |
9 | First Republic Bank | 4.625% | 2/13/47 | 375 | 479 | |
9 | FirstMerit Bank NA | 4.270% | 11/25/26 | 450 | 508 | |
Franklin Resources Inc. | 2.800% | 9/15/22 | 500 | 515 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 250 | 268 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 500 | 480 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 100 | 108 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 1,000 | 1,064 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 1,580 | 1,634 | ||
GATX Corp. | 3.250% | 3/30/25 | 375 | 401 | ||
GATX Corp. | 3.850% | 3/30/27 | 250 | 276 | ||
GATX Corp. | 3.500% | 3/15/28 | 200 | 220 | ||
GATX Corp. | 4.550% | 11/7/28 | 600 | 701 | ||
GATX Corp. | 4.700% | 4/1/29 | 275 | 322 | ||
GATX Corp. | 4.000% | 6/30/30 | 460 | 519 | ||
GATX Corp. | 1.900% | 6/1/31 | 500 | 476 | ||
GATX Corp. | 5.200% | 3/15/44 | 150 | 193 | ||
GATX Corp. | 4.500% | 3/30/45 | 150 | 175 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 2,320 | 2,522 | ||
GE Capital Funding LLC | 4.050% | 5/15/27 | 1,300 | 1,471 | ||
GE Capital Funding LLC | 4.400% | 5/15/30 | 2,680 | 3,124 | ||
11 | GE Capital Funding LLC | 4.550% | 5/15/32 | 700 | 835 | |
GE Capital International Funding Co. Unlimited Co. | 3.373% | 11/15/25 | 474 | 517 | ||
GE Capital International Funding Co. Unlimited Co. | 4.418% | 11/15/35 | 9,832 | 11,809 | ||
Global Payments Inc. | 3.750% | 6/1/23 | 500 | 526 | ||
Global Payments Inc. | 4.000% | 6/1/23 | 475 | 505 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 1,400 | 1,475 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 600 | 688 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 300 | 346 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 1,100 | 1,175 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 500 | 521 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Global Payments Inc. | 4.150% | 8/15/49 | 1,200 | 1,381 | ||
Globe Life Inc. | 3.800% | 9/15/22 | 200 | 208 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 385 | 450 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 500 | 494 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 500 | 516 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 975 | 1,365 | ||
9 | Goldman Sachs Group Inc. | 2.876% | 10/31/22 | 3,095 | 3,119 | |
Goldman Sachs Group Inc. | 3.625% | 1/22/23 | 1,725 | 1,810 | ||
9 | Goldman Sachs Group Inc. | 0.481% | 1/27/23 | 3,500 | 3,500 | |
Goldman Sachs Group Inc. | 3.200% | 2/23/23 | 2,805 | 2,926 | ||
Goldman Sachs Group Inc. | 0.523% | 3/8/23 | 1,500 | 1,501 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 5,000 | 5,359 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 1,750 | 1,901 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 5,000 | 5,009 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 4,929 | 5,329 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,000 | 1,085 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 1,000 | 1,094 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 2,450 | 2,710 | ||
9 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 2,000 | 1,969 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 1,030 | 1,255 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 1,100 | 1,213 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 2,000 | 1,994 | ||
9 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 6,050 | 6,682 | |
9 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 1,200 | 1,342 | |
9 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,150 | 2,455 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 1,000 | 1,037 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 6,425 | 7,229 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 2,200 | 2,136 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 3,000 | 3,068 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,975 | 4,217 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 3,620 | 5,272 | ||
9 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 1,730 | 2,028 | |
9 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 1,500 | 1,827 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,090 | 3,095 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 3,120 | 3,265 | ||
9 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 2,075 | 2,708 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 2,075 | 2,767 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 525 | 686 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 270 | 306 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 500 | 527 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 600 | 855 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 500 | 594 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 500 | 550 | ||
9 | HSBC Bank USA NA | 7.000% | 1/15/39 | 650 | 1,011 | |
9 | HSBC Holdings plc | 3.262% | 3/13/23 | 3,525 | 3,596 | |
HSBC Holdings plc | 3.600% | 5/25/23 | 1,525 | 1,615 | ||
HSBC Holdings plc | 4.250% | 3/14/24 | 1,000 | 1,084 | ||
9 | HSBC Holdings plc | 3.950% | 5/18/24 | 2,100 | 2,230 | |
9 | HSBC Holdings plc | 3.803% | 3/11/25 | 2,800 | 3,011 | |
9 | HSBC Holdings plc | 2.633% | 11/7/25 | 200 | 210 | |
HSBC Holdings plc | 4.300% | 3/8/26 | 3,570 | 4,030 | ||
9 | HSBC Holdings plc | 1.645% | 4/18/26 | 3,000 | 3,040 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 1,950 | 2,167 | ||
9 | HSBC Holdings plc | 2.099% | 6/4/26 | 7,135 | 7,339 | |
9 | HSBC Holdings plc | 4.292% | 9/12/26 | 3,100 | 3,450 | |
HSBC Holdings plc | 4.375% | 11/23/26 | 3,000 | 3,385 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 1,000 | 1,001 | ||
9 | HSBC Holdings plc | 4.041% | 3/13/28 | 2,000 | 2,218 | |
9 | HSBC Holdings plc | 2.013% | 9/22/28 | 6,000 | 6,020 | |
9 | HSBC Holdings plc | 4.583% | 6/19/29 | 800 | 925 | |
HSBC Holdings plc | 4.950% | 3/31/30 | 3,425 | 4,133 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | HSBC Holdings plc | 2.848% | 6/4/31 | 2,000 | 2,075 | |
9 | HSBC Holdings plc | 2.357% | 8/18/31 | 4,000 | 4,002 | |
9 | HSBC Holdings plc | 7.625% | 5/17/32 | 400 | 562 | |
9 | HSBC Holdings plc | 7.350% | 11/27/32 | 400 | 553 | |
HSBC Holdings plc | 6.500% | 5/2/36 | 2,485 | 3,423 | ||
HSBC Holdings plc | 6.500% | 9/15/37 | 660 | 919 | ||
HSBC Holdings plc | 6.800% | 6/1/38 | 1,450 | 2,086 | ||
HSBC Holdings plc | 6.100% | 1/14/42 | 1,200 | 1,746 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 1,700 | 2,205 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 400 | 433 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 250 | 264 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 400 | 444 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,125 | 1,173 | ||
9 | Huntington National Bank | 3.125% | 4/1/22 | 400 | 408 | |
9 | Huntington National Bank | 2.500% | 8/7/22 | 600 | 613 | |
Huntington National Bank | 1.800% | 2/3/23 | 1,125 | 1,149 | ||
9 | Huntington National Bank | 3.550% | 10/6/23 | 650 | 693 | |
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 750 | 831 | ||
ING Groep NV | 4.100% | 10/2/23 | 1,500 | 1,617 | ||
ING Groep NV | 3.550% | 4/9/24 | 400 | 431 | ||
ING Groep NV | 3.950% | 3/29/27 | 1,300 | 1,460 | ||
ING Groep NV | 4.550% | 10/2/28 | 1,000 | 1,174 | ||
ING Groep NV | 4.050% | 4/9/29 | 610 | 697 | ||
Intercontinental Exchange Inc. | 0.700% | 6/15/23 | 1,800 | 1,808 | ||
Intercontinental Exchange Inc. | 4.000% | 10/15/23 | 290 | 312 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 1,100 | 1,218 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 200 | 218 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 500 | 563 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 2,240 | 2,227 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 1,000 | 949 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 1,500 | 1,437 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 1,035 | 1,019 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 1,700 | 1,639 | ||
International Lease Finance Corp. | 5.875% | 8/15/22 | 615 | 650 | ||
Invesco Finance plc | 3.125% | 11/30/22 | 500 | 519 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 950 | 1,030 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 800 | 886 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 900 | 1,180 | ||
Janus Capital Group Inc. | 4.875% | 8/1/25 | 250 | 283 | ||
Jefferies Financial Group Inc. | 5.500% | 10/18/23 | 475 | 511 | ||
Jefferies Group LLC | 5.125% | 1/20/23 | 500 | 535 | ||
Jefferies Group LLC | 4.850% | 1/15/27 | 600 | 698 | ||
Jefferies Group LLC | 4.150% | 1/23/30 | 1,100 | 1,236 | ||
Jefferies Group LLC | 2.750% | 10/15/32 | 500 | 503 | ||
Jefferies Group LLC | 6.250% | 1/15/36 | 320 | 428 | ||
Jefferies Group LLC | 6.500% | 1/20/43 | 350 | 485 | ||
JPMorgan Chase & Co. | 3.250% | 9/23/22 | 2,425 | 2,512 | ||
JPMorgan Chase & Co. | 2.972% | 1/15/23 | 650 | 659 | ||
JPMorgan Chase & Co. | 3.200% | 1/25/23 | 4,375 | 4,570 | ||
9 | JPMorgan Chase & Co. | 3.207% | 4/1/23 | 500 | 511 | |
9 | JPMorgan Chase & Co. | 2.776% | 4/25/23 | 1,500 | 1,529 | |
JPMorgan Chase & Co. | 3.375% | 5/1/23 | 1,705 | 1,795 | ||
JPMorgan Chase & Co. | 2.700% | 5/18/23 | 100 | 104 | ||
9 | JPMorgan Chase & Co. | 3.559% | 4/23/24 | 3,130 | 3,301 | |
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 622 | 674 | ||
9 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 8,840 | 9,007 | |
9 | JPMorgan Chase & Co. | 3.797% | 7/23/24 | 725 | 772 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 2,200 | 2,398 | ||
9 | JPMorgan Chase & Co. | 4.023% | 12/5/24 | 3,000 | 3,238 | |
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 3,312 | 3,554 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 1,000 | 994 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 1,480 | 1,572 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 2,000 | 1,996 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 2,000 | 2,002 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,194 | 2,426 | ||
9 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 3,000 | 3,122 | |
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 2,550 | 2,789 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,125 | 1,225 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 3,950 | 4,256 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 3,000 | 3,917 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 4,000 | 3,950 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 1,650 | 1,867 | ||
9 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 2,729 | 3,039 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 4,500 | 4,423 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 1,000 | 1,005 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 1,099 | ||
9 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 3,521 | 3,907 | |
9 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 775 | 851 | |
9 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 4,950 | 5,066 | |
9 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 2,900 | 3,195 | |
9 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,700 | 1,926 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 2,000 | 2,015 | ||
9 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 1,600 | 1,789 | |
9 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 2,000 | 2,097 | |
9 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 5,675 | 6,726 | |
9 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 3,500 | 3,678 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 1,000 | 960 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 1,785 | 1,736 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 2,000 | 2,055 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,010 | 4,430 | ||
9 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 1,980 | 2,280 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 1,375 | 1,883 | ||
9 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 8,000 | 8,290 | |
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 1,200 | 1,649 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 2,955 | 3,077 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,000 | 2,824 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 3,250 | 4,304 | ||
9 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 1,775 | 2,159 | |
9 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 3,500 | 4,101 | |
9 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 3,275 | 3,395 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 3,300 | 3,522 | ||
Kemper Corp. | 4.350% | 2/15/25 | 167 | 183 | ||
9 | KeyBank NA | 2.500% | 11/22/21 | 300 | 303 | |
9 | KeyBank NA | 2.300% | 9/14/22 | 500 | 512 | |
9 | KeyBank NA | 3.375% | 3/7/23 | 500 | 525 | |
9 | KeyBank NA | 0.423% | 1/3/24 | 500 | 500 | |
9 | KeyBank NA | 3.300% | 6/1/25 | 500 | 546 | |
9 | KeyCorp | 4.150% | 10/29/25 | 850 | 959 | |
9 | KeyCorp | 2.250% | 4/6/27 | 750 | 778 | |
9 | KeyCorp | 4.100% | 4/30/28 | 1,400 | 1,616 | |
9 | KeyCorp | 2.550% | 10/1/29 | 600 | 628 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 109 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 1,350 | 1,471 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 425 | 491 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 425 | 495 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 450 | 630 | ||
Lincoln National Corp. | 4.000% | 9/1/23 | 225 | 242 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 212 | 230 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 250 | 277 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 850 | 952 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,025 | 1,439 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 500 | 603 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Lloyds Banking Group plc | 2.858% | 3/17/23 | 975 | 991 | |
Lloyds Banking Group plc | 4.050% | 8/16/23 | 3,300 | 3,537 | ||
9 | Lloyds Banking Group plc | 2.907% | 11/7/23 | 1,200 | 1,237 | |
Lloyds Banking Group plc | 3.900% | 3/12/24 | 800 | 867 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 500 | 553 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 500 | 561 | ||
9 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 4,000 | 4,334 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 2,050 | 2,304 | ||
9 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 750 | 783 | |
Lloyds Banking Group plc | 4.650% | 3/24/26 | 1,000 | 1,131 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,000 | 1,104 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 3,025 | 3,474 | ||
9 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 2,250 | 2,458 | |
Lloyds Banking Group plc | 4.344% | 1/9/48 | 1,250 | 1,465 | ||
Loews Corp. | 2.625% | 5/15/23 | 350 | 363 | ||
Loews Corp. | 3.750% | 4/1/26 | 695 | 773 | ||
Loews Corp. | 3.200% | 5/15/30 | 500 | 543 | ||
Loews Corp. | 6.000% | 2/1/35 | 250 | 340 | ||
Loews Corp. | 4.125% | 5/15/43 | 275 | 326 | ||
M&T Bank Corp. | 3.550% | 7/26/23 | 550 | 584 | ||
9 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 1,425 | 1,524 | |
9 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 250 | 276 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 575 | 649 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 1,130 | 1,193 | ||
9 | Manulife Financial Corp. | 4.061% | 2/24/32 | 760 | 838 | |
Manulife Financial Corp. | 5.375% | 3/4/46 | 850 | 1,193 | ||
Markel Corp. | 4.900% | 7/1/22 | 525 | 547 | ||
Markel Corp. | 3.500% | 11/1/27 | 200 | 220 | ||
Markel Corp. | 3.350% | 9/17/29 | 250 | 275 | ||
Markel Corp. | 5.000% | 4/5/46 | 1,100 | 1,414 | ||
Markel Corp. | 4.300% | 11/1/47 | 200 | 235 | ||
Markel Corp. | 5.000% | 5/20/49 | 200 | 259 | ||
Markel Corp. | 3.450% | 5/7/52 | 500 | 516 | ||
Marsh & McLennan Cos. Inc. | 3.300% | 3/14/23 | 222 | 232 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 350 | 375 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 1,600 | 1,736 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 425 | 462 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 375 | 417 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 575 | 674 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 665 | 674 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,050 | 1,421 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 400 | 513 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 200 | 251 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 2,350 | 3,211 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 1,000 | 1,078 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 2,519 | 2,633 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 510 | 556 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 2,550 | 2,820 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 450 | 506 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 500 | 546 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 2,000 | 2,251 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 500 | 505 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 350 | 417 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 550 | 669 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 835 | 972 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 1,400 | 1,696 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 500 | 524 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 315 | 356 | ||
MetLife Inc. | 3.048% | 12/15/22 | 484 | 500 | ||
9 | MetLife Inc. | 4.368% | 9/15/23 | 500 | 542 | |
MetLife Inc. | 3.600% | 4/10/24 | 750 | 811 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
MetLife Inc. | 3.000% | 3/1/25 | 500 | 537 | ||
MetLife Inc. | 3.600% | 11/13/25 | 561 | 620 | ||
MetLife Inc. | 4.550% | 3/23/30 | 1,500 | 1,801 | ||
MetLife Inc. | 6.500% | 12/15/32 | 250 | 355 | ||
MetLife Inc. | 6.375% | 6/15/34 | 505 | 723 | ||
MetLife Inc. | 5.700% | 6/15/35 | 425 | 588 | ||
9 | MetLife Inc. | 6.400% | 12/15/36 | 1,505 | 1,929 | |
MetLife Inc. | 5.875% | 2/6/41 | 645 | 931 | ||
MetLife Inc. | 4.125% | 8/13/42 | 525 | 628 | ||
MetLife Inc. | 4.875% | 11/13/43 | 1,250 | 1,648 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,150 | 1,495 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,000 | 1,201 | ||
MetLife Inc. | 4.600% | 5/13/46 | 146 | 188 | ||
Mitsubishi UFJ Financial Group Inc. | 3.218% | 3/7/22 | 800 | 816 | ||
Mitsubishi UFJ Financial Group Inc. | 2.623% | 7/18/22 | 2,575 | 2,637 | ||
Mitsubishi UFJ Financial Group Inc. | 2.665% | 7/25/22 | 1,000 | 1,025 | ||
Mitsubishi UFJ Financial Group Inc. | 3.455% | 3/2/23 | 1,200 | 1,261 | ||
Mitsubishi UFJ Financial Group Inc. | 3.761% | 7/26/23 | 1,500 | 1,602 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 200 | 209 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 1,200 | 1,285 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 800 | 847 | ||
9 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 1,000 | 1,005 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 3,720 | 3,872 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 2,000 | 2,196 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 505 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 235 | 263 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 700 | 745 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 3,300 | 3,686 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 1,000 | 1,101 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 2,625 | 2,983 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 500 | 575 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 1,290 | 1,452 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 825 | 893 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 1,175 | 1,221 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 1,000 | 998 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 200 | 243 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 1,000 | 1,139 | ||
Mizuho Financial Group Inc. | 3.549% | 3/5/23 | 425 | 447 | ||
9 | Mizuho Financial Group Inc. | 2.721% | 7/16/23 | 1,625 | 1,664 | |
9 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 1,000 | 1,004 | |
9 | Mizuho Financial Group Inc. | 3.922% | 9/11/24 | 300 | 321 | |
9 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 1,625 | 1,715 | |
9 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 400 | 419 | |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 277 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 2,000 | 1,970 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 400 | 456 | ||
9 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 1,000 | 1,152 | |
9 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 2,400 | 2,586 | |
9 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 1,000 | 1,028 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 1,500 | 1,491 | ||
9 | Morgan Stanley | 2.625% | 11/17/21 | 200 | 202 | |
Morgan Stanley | 4.875% | 11/1/22 | 1,575 | 1,666 | ||
9 | Morgan Stanley | 3.125% | 1/23/23 | 2,000 | 2,086 | |
9 | Morgan Stanley | 3.750% | 2/25/23 | 682 | 719 | |
9 | Morgan Stanley | 4.100% | 5/22/23 | 2,025 | 2,155 | |
9 | Morgan Stanley | 0.560% | 11/10/23 | 4,000 | 4,004 | |
9 | Morgan Stanley | 0.529% | 1/25/24 | 5,000 | 4,998 | |
Morgan Stanley | 0.731% | 4/5/24 | 2,000 | 2,004 | ||
9 | Morgan Stanley | 3.875% | 4/29/24 | 3,814 | 4,146 | |
Morgan Stanley | 0.790% | 5/30/25 | 2,000 | 1,992 | ||
9 | Morgan Stanley | 2.720% | 7/22/25 | 1,948 | 2,051 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Morgan Stanley | 4.000% | 7/23/25 | 4,164 | 4,636 | |
Morgan Stanley | 5.000% | 11/24/25 | 1,100 | 1,269 | ||
9 | Morgan Stanley | 3.875% | 1/27/26 | 1,800 | 2,012 | |
9 | Morgan Stanley | 2.188% | 4/28/26 | 750 | 779 | |
9 | Morgan Stanley | 3.125% | 7/27/26 | 3,150 | 3,410 | |
9 | Morgan Stanley | 6.250% | 8/9/26 | 975 | 1,206 | |
9 | Morgan Stanley | 4.350% | 9/8/26 | 4,780 | 5,417 | |
Morgan Stanley | 0.985% | 12/10/26 | 3,600 | 3,547 | ||
Morgan Stanley | 3.625% | 1/20/27 | 2,135 | 2,369 | ||
Morgan Stanley | 3.950% | 4/23/27 | 745 | 832 | ||
Morgan Stanley | 1.593% | 5/4/27 | 5,398 | 5,435 | ||
9 | Morgan Stanley | 3.591% | 7/22/28 | 3,040 | 3,368 | |
9 | Morgan Stanley | 3.772% | 1/24/29 | 2,850 | 3,200 | |
9 | Morgan Stanley | 2.699% | 1/22/31 | 175 | 183 | |
9 | Morgan Stanley | 3.622% | 4/1/31 | 8,000 | 8,935 | |
9 | Morgan Stanley | 1.794% | 2/13/32 | 2,000 | 1,924 | |
Morgan Stanley | 7.250% | 4/1/32 | 705 | 1,026 | ||
9 | Morgan Stanley | 1.928% | 4/28/32 | 2,200 | 2,140 | |
9 | Morgan Stanley | 3.971% | 7/22/38 | 2,100 | 2,464 | |
Morgan Stanley | 3.217% | 4/22/42 | 1,375 | 1,455 | ||
Morgan Stanley | 6.375% | 7/24/42 | 2,400 | 3,679 | ||
Morgan Stanley | 4.300% | 1/27/45 | 2,850 | 3,535 | ||
Morgan Stanley | 4.375% | 1/22/47 | 1,950 | 2,444 | ||
9 | Morgan Stanley | 5.597% | 3/24/51 | 2,000 | 2,979 | |
9 | Morgan Stanley | 2.802% | 1/25/52 | 1,500 | 1,473 | |
MUFG Americas Holdings Corp. | 3.000% | 2/10/25 | 1,280 | 1,365 | ||
9 | MUFG Union Bank NA | 3.150% | 4/1/22 | 3,250 | 3,313 | |
9 | MUFG Union Bank NA | 2.100% | 12/9/22 | 1,945 | 1,991 | |
Nasdaq Inc. | 4.250% | 6/1/24 | 125 | 137 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 675 | 752 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 500 | 472 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 1,000 | 929 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 165 | 166 | ||
National Australia Bank Ltd. | 3.700% | 11/4/21 | 500 | 506 | ||
National Australia Bank Ltd. | 3.000% | 1/20/23 | 755 | 786 | ||
National Australia Bank Ltd. | 3.625% | 6/20/23 | 250 | 266 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 150 | 165 | ||
9 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 950 | 1,010 | |
9 | National Bank of Canada | 2.100% | 2/1/23 | 1,080 | 1,108 | |
9 | National Bank of Canada | 0.550% | 11/15/24 | 500 | 498 | |
Natwest Group plc | 3.875% | 9/12/23 | 2,500 | 2,671 | ||
Natwest Group plc | 6.000% | 12/19/23 | 360 | 404 | ||
Natwest Group plc | 5.125% | 5/28/24 | 1,134 | 1,259 | ||
9 | Natwest Group plc | 4.519% | 6/25/24 | 1,000 | 1,074 | |
9 | Natwest Group plc | 4.269% | 3/22/25 | 3,800 | 4,123 | |
Natwest Group plc | 4.800% | 4/5/26 | 225 | 258 | ||
9 | Natwest Group plc | 3.073% | 5/22/28 | 2,450 | 2,585 | |
9 | Natwest Group plc | 4.892% | 5/18/29 | 2,000 | 2,343 | |
9 | Natwest Group plc | 3.754% | 11/1/29 | 700 | 745 | |
9 | Natwest Group plc | 5.076% | 1/27/30 | 1,140 | 1,352 | |
9 | Natwest Group plc | 4.445% | 5/8/30 | 175 | 201 | |
9 | Natwest Group plc | 3.032% | 11/28/35 | 1,200 | 1,201 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 700 | 735 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 1,500 | 1,532 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 1,610 | 1,690 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 750 | 762 | ||
Northern Trust Corp. | 2.375% | 8/2/22 | 745 | 762 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 600 | 677 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 325 | 368 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 500 | 550 | ||
9 | Northern Trust Corp. | 3.375% | 5/8/32 | 275 | 299 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 100 | 105 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 500 | 501 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 465 | 519 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 425 | 475 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 500 | 531 | ||
ORIX Corp. | 2.900% | 7/18/22 | 300 | 308 | ||
ORIX Corp. | 3.250% | 12/4/24 | 600 | 646 | ||
ORIX Corp. | 3.700% | 7/18/27 | 650 | 726 | ||
ORIX Corp. | 2.250% | 3/9/31 | 1,000 | 1,008 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 100 | 109 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 100 | 107 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 1,300 | 1,376 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 500 | 521 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 500 | 501 | ||
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 500 | 494 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 390 | 434 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 500 | 522 | ||
PayPal Holdings Inc. | 2.200% | 9/26/22 | 800 | 819 | ||
PayPal Holdings Inc. | 1.350% | 6/1/23 | 300 | 305 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 400 | 422 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 400 | 411 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 900 | 965 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 1,000 | 1,080 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 900 | 933 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 1,000 | 1,088 | ||
People's United Bank NA | 4.000% | 7/15/24 | 275 | 294 | ||
People's United Financial Inc. | 3.650% | 12/6/22 | 413 | 427 | ||
9 | PNC Bank NA | 2.550% | 12/9/21 | 2,100 | 2,117 | |
9 | PNC Bank NA | 2.450% | 7/28/22 | 400 | 409 | |
9 | PNC Bank NA | 2.028% | 12/9/22 | 590 | 594 | |
9 | PNC Bank NA | 2.950% | 1/30/23 | 1,100 | 1,141 | |
PNC Bank NA | 3.800% | 7/25/23 | 700 | 746 | ||
9 | PNC Bank NA | 3.300% | 10/30/24 | 887 | 963 | |
9 | PNC Bank NA | 2.950% | 2/23/25 | 1,089 | 1,169 | |
9 | PNC Bank NA | 3.250% | 6/1/25 | 825 | 897 | |
9 | PNC Bank NA | 4.200% | 11/1/25 | 825 | 934 | |
9 | PNC Bank NA | 3.100% | 10/25/27 | 250 | 274 | |
9 | PNC Bank NA | 3.250% | 1/22/28 | 600 | 662 | |
9 | PNC Bank NA | 4.050% | 7/26/28 | 1,000 | 1,156 | |
9 | PNC Bank NA | 2.700% | 10/22/29 | 300 | 318 | |
PNC Financial Services Group Inc. | 2.854% | 11/9/22 | 400 | 414 | ||
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 200 | 215 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 500 | 543 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 700 | 766 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 2,880 | 3,223 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 1,350 | 1,421 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 1,250 | 1,280 | ||
Principal Financial Group Inc. | 3.300% | 9/15/22 | 400 | 414 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 200 | 210 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 696 | 755 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 300 | 325 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 500 | 562 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 100 | 100 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 500 | 621 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 340 | 409 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 265 | 321 | ||
Progressive Corp. | 6.625% | 3/1/29 | 150 | 198 | ||
Progressive Corp. | 3.700% | 1/26/45 | 250 | 286 | ||
Progressive Corp. | 4.125% | 4/15/47 | 385 | 472 | ||
Progressive Corp. | 4.200% | 3/15/48 | 465 | 579 | ||
Progressive Corp. | 3.950% | 3/26/50 | 1,520 | 1,837 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Prospect Capital Corp. | 5.875% | 3/15/23 | 27 | 29 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 625 | 626 | ||
9 | Prudential Financial Inc. | 3.500% | 5/15/24 | 450 | 487 | |
9 | Prudential Financial Inc. | 2.100% | 3/10/30 | 1,000 | 1,019 | |
9 | Prudential Financial Inc. | 5.750% | 7/15/33 | 345 | 456 | |
9 | Prudential Financial Inc. | 5.700% | 12/14/36 | 805 | 1,108 | |
9 | Prudential Financial Inc. | 6.625% | 12/1/37 | 300 | 441 | |
9 | Prudential Financial Inc. | 6.625% | 6/21/40 | 250 | 378 | |
9 | Prudential Financial Inc. | 5.875% | 9/15/42 | 675 | 713 | |
9 | Prudential Financial Inc. | 5.625% | 6/15/43 | 1,275 | 1,372 | |
9 | Prudential Financial Inc. | 5.100% | 8/15/43 | 225 | 271 | |
9 | Prudential Financial Inc. | 4.600% | 5/15/44 | 1,600 | 2,040 | |
9 | Prudential Financial Inc. | 5.375% | 5/15/45 | 650 | 719 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 1,882 | 2,186 | ||
9 | Prudential Financial Inc. | 5.700% | 9/15/48 | 1,150 | 1,347 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 1,415 | 1,661 | ||
9 | Prudential Financial Inc. | 4.350% | 2/25/50 | 935 | 1,172 | |
9 | Prudential Financial Inc. | 3.700% | 10/1/50 | 700 | 732 | |
Prudential plc | 3.125% | 4/14/30 | 740 | 797 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 250 | 299 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 875 | 1,132 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 500 | 549 | ||
9 | Regions Bank | 6.450% | 6/26/37 | 500 | 708 | |
Regions Financial Corp. | 3.800% | 8/14/23 | 650 | 693 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 500 | 761 | ||
9 | Reinsurance Group of America Inc. | 4.700% | 9/15/23 | 250 | 272 | |
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 100 | 111 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 300 | 336 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 159 | 173 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 225 | 246 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 200 | 220 | ||
9 | Royal Bank of Canada | 2.800% | 4/29/22 | 1,000 | 1,021 | |
9 | Royal Bank of Canada | 1.950% | 1/17/23 | 400 | 410 | |
9 | Royal Bank of Canada | 1.600% | 4/17/23 | 900 | 920 | |
9 | Royal Bank of Canada | 3.700% | 10/5/23 | 1,050 | 1,126 | |
9 | Royal Bank of Canada | 0.425% | 1/19/24 | 1,500 | 1,495 | |
9 | Royal Bank of Canada | 2.550% | 7/16/24 | 975 | 1,029 | |
9 | Royal Bank of Canada | 2.250% | 11/1/24 | 1,750 | 1,834 | |
9 | Royal Bank of Canada | 1.150% | 6/10/25 | 2,050 | 2,061 | |
9 | Royal Bank of Canada | 0.875% | 1/20/26 | 1,400 | 1,382 | |
9 | Royal Bank of Canada | 4.650% | 1/27/26 | 750 | 859 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 1,675 | 1,673 | ||
Santander Holdings USA Inc. | 3.400% | 1/18/23 | 850 | 885 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 867 | 962 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 3,850 | 4,113 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 900 | 1,010 | ||
Santander UK Group Holdings plc | 2.875% | 8/5/21 | 825 | 827 | ||
Santander UK Group Holdings plc | 3.571% | 1/10/23 | 700 | 711 | ||
9 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 3,000 | 3,006 | |
9 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 500 | 549 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 500 | 516 | ||
Santander UK plc | 2.100% | 1/13/23 | 818 | 839 | ||
Santander UK plc | 4.000% | 3/13/24 | 1,200 | 1,307 | ||
Santander UK plc | 2.875% | 6/18/24 | 225 | 239 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 240 | 301 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 225 | 239 | ||
Skandinaviska Enskilda Banken AB | 2.800% | 3/11/22 | 500 | 509 | ||
4,9 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 1,040 | |
Sompo International Holdings Ltd. | 4.700% | 10/15/22 | 220 | 231 | ||
4,9 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 1,170 | |
State Street Corp. | 3.100% | 5/15/23 | 550 | 578 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | State Street Corp. | 3.776% | 12/3/24 | 1,000 | 1,078 | |
State Street Corp. | 3.550% | 8/18/25 | 635 | 704 | ||
9 | State Street Corp. | 2.354% | 11/1/25 | 550 | 578 | |
State Street Corp. | 2.650% | 5/19/26 | 4,500 | 4,819 | ||
9 | State Street Corp. | 4.141% | 12/3/29 | 800 | 937 | |
State Street Corp. | 2.400% | 1/24/30 | 625 | 652 | ||
State Street Corp. | 2.200% | 3/3/31 | 500 | 504 | ||
9 | State Street Corp. | 3.031% | 11/1/34 | 550 | 584 | |
Stifel Financial Corp. | 4.250% | 7/18/24 | 400 | 439 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 100 | 111 | ||
Sumitomo Mitsui Banking Corp. | 3.200% | 7/18/22 | 325 | 335 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 7/19/23 | 75 | 80 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 725 | 785 | ||
9 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 2,925 | 3,151 | |
Sumitomo Mitsui Financial Group Inc. | 2.442% | 10/19/21 | 1,275 | 1,284 | ||
Sumitomo Mitsui Financial Group Inc. | 2.778% | 10/18/22 | 800 | 824 | ||
Sumitomo Mitsui Financial Group Inc. | 3.102% | 1/17/23 | 1,500 | 1,563 | ||
Sumitomo Mitsui Financial Group Inc. | 3.748% | 7/19/23 | 1,000 | 1,067 | ||
Sumitomo Mitsui Financial Group Inc. | 3.936% | 10/16/23 | 2,000 | 2,157 | ||
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 850 | 847 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 2,500 | 2,642 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 1,500 | 1,574 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 1,805 | 1,886 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 1,250 | 1,264 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 829 | 819 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 800 | 850 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 650 | 702 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 1,000 | 1,101 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 2,600 | 2,843 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 1,700 | 1,882 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 650 | 738 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 250 | 290 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 1,000 | 1,072 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 1,100 | 1,171 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 400 | 420 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,175 | 1,236 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 1,300 | 1,307 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 750 | 729 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 600 | 562 | ||
SVB Financial Group | 3.500% | 1/29/25 | 319 | 345 | ||
SVB Financial Group | 2.100% | 5/15/28 | 500 | 507 | ||
SVB Financial Group | 3.125% | 6/5/30 | 300 | 320 | ||
SVB Financial Group | 1.800% | 2/2/31 | 700 | 670 | ||
Swiss Re America Holding Corp. | 7.000% | 2/15/26 | 250 | 312 | ||
Synchrony Financial | 2.850% | 7/25/22 | 300 | 307 | ||
Synchrony Financial | 4.375% | 3/19/24 | 500 | 545 | ||
Synchrony Financial | 4.250% | 8/15/24 | 700 | 765 | ||
Synchrony Financial | 4.500% | 7/23/25 | 1,298 | 1,453 | ||
Synchrony Financial | 3.700% | 8/4/26 | 500 | 547 | ||
Synchrony Financial | 3.950% | 12/1/27 | 1,125 | 1,252 | ||
Synovus Financial Corp. | 3.125% | 11/1/22 | 250 | 257 | ||
TD Ameritrade Holding Corp. | 2.950% | 4/1/22 | 850 | 864 | ||
TD Ameritrade Holding Corp. | 3.625% | 4/1/25 | 669 | 732 | ||
TD Ameritrade Holding Corp. | 3.300% | 4/1/27 | 700 | 768 | ||
TD Ameritrade Holding Corp. | 2.750% | 10/1/29 | 300 | 323 | ||
9 | Toronto-Dominion Bank | 1.900% | 12/1/22 | 900 | 920 | |
9 | Toronto-Dominion Bank | 0.250% | 1/6/23 | 2,000 | 1,998 | |
9 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 5,000 | 5,036 | |
9 | Toronto-Dominion Bank | 3.500% | 7/19/23 | 1,000 | 1,063 | |
9 | Toronto-Dominion Bank | 0.450% | 9/11/23 | 1,000 | 1,001 | |
9 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 550 | 589 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 3,000 | 3,176 | |
9 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 1,550 | 1,562 | |
9 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 900 | 888 | |
9 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 500 | 553 | |
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 625 | 967 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 475 | 717 | ||
9 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,060 | 1,561 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 530 | 740 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 500 | 657 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 250 | 312 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 1,050 | 1,274 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 250 | 305 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 500 | 482 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 450 | 507 | ||
9 | Truist Bank | 3.502% | 8/2/22 | 425 | 426 | |
9 | Truist Bank | 3.000% | 2/2/23 | 450 | 468 | |
9 | Truist Bank | 2.750% | 5/1/23 | 250 | 261 | |
9 | Truist Bank | 3.200% | 4/1/24 | 3,000 | 3,210 | |
9 | Truist Bank | 3.689% | 8/2/24 | 725 | 773 | |
9 | Truist Bank | 2.150% | 12/6/24 | 2,300 | 2,406 | |
9 | Truist Bank | 3.625% | 9/16/25 | 2,600 | 2,862 | |
9 | Truist Bank | 3.300% | 5/15/26 | 1,216 | 1,333 | |
9 | Truist Bank | 3.800% | 10/30/26 | 400 | 448 | |
9 | Truist Financial Corp. | 2.750% | 4/1/22 | 750 | 763 | |
9 | Truist Financial Corp. | 3.750% | 12/6/23 | 900 | 968 | |
9 | Truist Financial Corp. | 2.500% | 8/1/24 | 100 | 105 | |
9 | Truist Financial Corp. | 2.850% | 10/26/24 | 791 | 846 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 35 | 39 | ||
9 | Truist Financial Corp. | 3.700% | 6/5/25 | 1,902 | 2,096 | |
9 | Truist Financial Corp. | 1.200% | 8/5/25 | 500 | 504 | |
9 | Truist Financial Corp. | 1.267% | 3/2/27 | 2,000 | 1,998 | |
9 | Truist Financial Corp. | 1.125% | 8/3/27 | 2,750 | 2,684 | |
9 | Truist Financial Corp. | 3.875% | 3/19/29 | 600 | 683 | |
9 | Truist Financial Corp. | 1.887% | 6/7/29 | 675 | 679 | |
9 | Truist Financial Corp. | 1.950% | 6/5/30 | 300 | 300 | |
4,9 | UBS Group AG | 3.126% | 8/13/30 | 1,175 | 1,259 | |
Unum Group | 4.000% | 3/15/24 | 200 | 216 | ||
Unum Group | 4.000% | 6/15/29 | 210 | 236 | ||
Unum Group | 5.750% | 8/15/42 | 400 | 499 | ||
Unum Group | 4.500% | 12/15/49 | 500 | 535 | ||
Unum Group | 4.125% | 6/15/51 | 500 | 505 | ||
9 | US Bancorp | 3.000% | 3/15/22 | 575 | 585 | |
9 | US Bancorp | 2.950% | 7/15/22 | 375 | 385 | |
9 | US Bancorp | 3.700% | 1/30/24 | 650 | 700 | |
US Bancorp | 3.375% | 2/5/24 | 1,000 | 1,070 | ||
US Bancorp | 2.400% | 7/30/24 | 1,025 | 1,079 | ||
9 | US Bancorp | 3.950% | 11/17/25 | 150 | 169 | |
9 | US Bancorp | 3.100% | 4/27/26 | 2,257 | 2,457 | |
9 | US Bancorp | 2.375% | 7/22/26 | 125 | 132 | |
9 | US Bancorp | 3.150% | 4/27/27 | 1,450 | 1,588 | |
9 | US Bancorp | 3.900% | 4/26/28 | 525 | 604 | |
9 | US Bancorp | 3.000% | 7/30/29 | 1,775 | 1,921 | |
9 | US Bank NA | 3.450% | 11/16/21 | 300 | 303 | |
US Bank NA | 1.950% | 1/9/23 | 1,220 | 1,250 | ||
9 | US Bank NA | 2.850% | 1/23/23 | 600 | 623 | |
9 | US Bank NA | 3.400% | 7/24/23 | 850 | 901 | |
9 | US Bank NA | 2.050% | 1/21/25 | 1,250 | 1,305 | |
9 | US Bank NA | 2.800% | 1/27/25 | 1,749 | 1,869 | |
Visa Inc. | 2.150% | 9/15/22 | 500 | 510 | ||
Visa Inc. | 2.800% | 12/14/22 | 1,500 | 1,549 | ||
Visa Inc. | 3.150% | 12/14/25 | 4,000 | 4,376 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Visa Inc. | 1.900% | 4/15/27 | 3,000 | 3,100 | ||
Visa Inc. | 0.750% | 8/15/27 | 500 | 486 | ||
Visa Inc. | 2.750% | 9/15/27 | 896 | 969 | ||
Visa Inc. | 2.050% | 4/15/30 | 1,475 | 1,517 | ||
Visa Inc. | 1.100% | 2/15/31 | 800 | 757 | ||
Visa Inc. | 4.150% | 12/14/35 | 2,100 | 2,581 | ||
Visa Inc. | 2.700% | 4/15/40 | 1,450 | 1,500 | ||
Visa Inc. | 4.300% | 12/14/45 | 3,130 | 4,025 | ||
Visa Inc. | 3.650% | 9/15/47 | 655 | 772 | ||
Visa Inc. | 2.000% | 8/15/50 | 1,500 | 1,326 | ||
Voya Financial Inc. | 3.125% | 7/15/24 | 1,150 | 1,225 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 750 | 831 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 650 | 893 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 125 | 158 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 290 | 364 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 1,000 | 1,063 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,000 | 1,212 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 150 | 224 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 325 | 420 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 100 | 138 | ||
9 | Wells Fargo & Co. | 3.450% | 2/13/23 | 3,500 | 3,668 | |
Wells Fargo & Co. | 4.125% | 8/15/23 | 1,675 | 1,800 | ||
9 | Wells Fargo & Co. | 3.750% | 1/24/24 | 1,000 | 1,075 | |
9 | Wells Fargo & Co. | 1.654% | 6/2/24 | 5,000 | 5,108 | |
9 | Wells Fargo & Co. | 3.550% | 9/29/25 | 1,149 | 1,263 | |
9 | Wells Fargo & Co. | 2.406% | 10/30/25 | 3,400 | 3,557 | |
9 | Wells Fargo & Co. | 2.164% | 2/11/26 | 5,000 | 5,188 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 4,025 | 4,329 | ||
9 | Wells Fargo & Co. | 2.188% | 4/30/26 | 3,000 | 3,115 | |
9 | Wells Fargo & Co. | 4.100% | 6/3/26 | 7,151 | 8,031 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 2,275 | 2,453 | ||
9 | Wells Fargo & Co. | 4.300% | 7/22/27 | 1,500 | 1,709 | |
9 | Wells Fargo & Co. | 2.393% | 6/2/28 | 1,500 | 1,555 | |
9 | Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 230 | |
9 | Wells Fargo & Co. | 2.879% | 10/30/30 | 8,000 | 8,474 | |
9 | Wells Fargo & Co. | 4.478% | 4/4/31 | 5,210 | 6,160 | |
9 | Wells Fargo & Co. | 5.950% | 12/15/36 | 225 | 305 | |
9 | Wells Fargo & Co. | 3.068% | 4/30/41 | 6,000 | 6,153 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,550 | 2,075 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 1,900 | 2,599 | ||
9 | Wells Fargo & Co. | 4.650% | 11/4/44 | 2,175 | 2,680 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 650 | 761 | ||
9 | Wells Fargo & Co. | 4.900% | 11/17/45 | 2,300 | 2,944 | |
9 | Wells Fargo & Co. | 4.400% | 6/14/46 | 1,375 | 1,660 | |
9 | Wells Fargo & Co. | 4.750% | 12/7/46 | 2,175 | 2,749 | |
9 | Wells Fargo & Co. | 5.013% | 4/4/51 | 5,500 | 7,535 | |
9 | Wells Fargo Bank NA | 3.550% | 8/14/23 | 2,500 | 2,660 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 550 | 754 | ||
9 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 425 | 583 | |
9 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 605 | 893 | |
Western Union Co. | 2.850% | 1/10/25 | 400 | 423 | ||
Western Union Co. | 1.350% | 3/15/26 | 500 | 497 | ||
Western Union Co. | 2.750% | 3/15/31 | 500 | 500 | ||
Western Union Co. | 6.200% | 11/17/36 | 410 | 518 | ||
Westpac Banking Corp. | 2.000% | 8/19/21 | 1,000 | 1,002 | ||
Westpac Banking Corp. | 2.750% | 1/11/23 | 800 | 830 | ||
Westpac Banking Corp. | 2.000% | 1/13/23 | 620 | 636 | ||
Westpac Banking Corp. | 3.650% | 5/15/23 | 400 | 424 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 1,000 | 1,072 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 1,575 | 1,656 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 450 | 486 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Westpac Banking Corp. | 2.700% | 8/19/26 | 5,650 | 6,060 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 800 | 885 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 1,620 | 1,736 | ||
9 | Westpac Banking Corp. | 2.894% | 2/4/30 | 3,007 | 3,119 | |
Westpac Banking Corp. | 4.110% | 7/24/34 | 1,750 | 1,921 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 1,250 | 1,231 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 1,000 | 982 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 600 | 645 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 1,500 | 1,736 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 1,260 | 1,325 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 200 | 262 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 625 | 707 | ||
XLIT Ltd. | 4.450% | 3/31/25 | 467 | 524 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 100 | 138 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 450 | 613 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 262 | ||
1,687,909 | ||||||
Health Care (1.22%) | ||||||
Abbott Laboratories | 3.400% | 11/30/23 | 1,225 | 1,306 | ||
Abbott Laboratories | 2.950% | 3/15/25 | 1,760 | 1,891 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 1,539 | 1,717 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 1,502 | 1,699 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 850 | 833 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 400 | 387 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 1,200 | 1,545 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 425 | 626 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 250 | 366 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 310 | 430 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 4,865 | 6,639 | ||
AbbVie Inc. | 3.250% | 10/1/22 | 2,150 | 2,210 | ||
AbbVie Inc. | 2.900% | 11/6/22 | 2,150 | 2,221 | ||
AbbVie Inc. | 3.200% | 11/6/22 | 1,075 | 1,110 | ||
AbbVie Inc. | 2.300% | 11/21/22 | 1,625 | 1,668 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 225 | 232 | ||
AbbVie Inc. | 2.850% | 5/14/23 | 1,025 | 1,067 | ||
AbbVie Inc. | 3.750% | 11/14/23 | 1,250 | 1,341 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 975 | 1,057 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 2,925 | 3,085 | ||
AbbVie Inc. | 3.800% | 3/15/25 | 2,407 | 2,632 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 3,618 | 3,950 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 5,071 | 5,496 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 4,390 | 4,719 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 650 | 754 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 4,150 | 4,504 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 3,150 | 3,818 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 2,030 | 2,452 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 1,625 | 1,928 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 4,825 | 5,601 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 930 | 1,150 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 2,619 | 3,183 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 945 | 1,201 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 2,525 | 3,164 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 2,757 | 3,440 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 1,500 | 1,817 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 400 | 519 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 4,415 | 5,294 | ||
Adventist Health System | 2.952% | 3/1/29 | 350 | 369 | ||
Adventist Health System | 3.630% | 3/1/49 | 375 | 410 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 225 | 255 | ||
9 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 100 | 101 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 375 | 473 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 250 | 276 | ||
9 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 300 | 309 | |
Aetna Inc. | 2.750% | 11/15/22 | 650 | 668 | ||
Aetna Inc. | 2.800% | 6/15/23 | 950 | 989 | ||
Aetna Inc. | 3.500% | 11/15/24 | 995 | 1,076 | ||
Aetna Inc. | 6.625% | 6/15/36 | 1,100 | 1,603 | ||
Aetna Inc. | 6.750% | 12/15/37 | 350 | 517 | ||
Aetna Inc. | 4.500% | 5/15/42 | 375 | 449 | ||
Aetna Inc. | 4.125% | 11/15/42 | 325 | 372 | ||
Aetna Inc. | 3.875% | 8/15/47 | 1,000 | 1,123 | ||
Agilent Technologies Inc. | 3.875% | 7/15/23 | 400 | 424 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 450 | 486 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 293 | 307 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 325 | 322 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 500 | 500 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 325 | 445 | ||
9 | AHS Hospital Corp. | 2.780% | 7/1/51 | 500 | 492 | |
9 | Allina Health System | 3.887% | 4/15/49 | 325 | 376 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 900 | 962 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 325 | 349 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 700 | 764 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 975 | 1,017 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 1,000 | 1,027 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 100 | 116 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 816 | 952 | ||
Amgen Inc. | 2.250% | 8/19/23 | 800 | 828 | ||
Amgen Inc. | 3.625% | 5/22/24 | 1,150 | 1,238 | ||
Amgen Inc. | 1.900% | 2/21/25 | 400 | 414 | ||
Amgen Inc. | 3.125% | 5/1/25 | 300 | 323 | ||
Amgen Inc. | 2.600% | 8/19/26 | 1,845 | 1,959 | ||
Amgen Inc. | 2.200% | 2/21/27 | 2,475 | 2,570 | ||
Amgen Inc. | 3.200% | 11/2/27 | 1,000 | 1,091 | ||
Amgen Inc. | 2.450% | 2/21/30 | 1,675 | 1,727 | ||
Amgen Inc. | 2.300% | 2/25/31 | 2,100 | 2,127 | ||
Amgen Inc. | 3.150% | 2/21/40 | 2,800 | 2,912 | ||
Amgen Inc. | 4.950% | 10/1/41 | 500 | 647 | ||
Amgen Inc. | 5.150% | 11/15/41 | 451 | 592 | ||
Amgen Inc. | 4.400% | 5/1/45 | 2,350 | 2,850 | ||
Amgen Inc. | 4.563% | 6/15/48 | 1,156 | 1,453 | ||
Amgen Inc. | 3.375% | 2/21/50 | 2,875 | 3,030 | ||
Amgen Inc. | 4.663% | 6/15/51 | 1,939 | 2,504 | ||
Amgen Inc. | 2.770% | 9/1/53 | 626 | 595 | ||
Anthem Inc. | 2.950% | 12/1/22 | 600 | 620 | ||
Anthem Inc. | 3.300% | 1/15/23 | 771 | 804 | ||
Anthem Inc. | 3.500% | 8/15/24 | 975 | 1,050 | ||
Anthem Inc. | 2.375% | 1/15/25 | 1,409 | 1,475 | ||
Anthem Inc. | 3.650% | 12/1/27 | 1,750 | 1,958 | ||
Anthem Inc. | 4.101% | 3/1/28 | 1,280 | 1,465 | ||
Anthem Inc. | 2.875% | 9/15/29 | 425 | 452 | ||
Anthem Inc. | 2.250% | 5/15/30 | 4,000 | 4,035 | ||
Anthem Inc. | 5.850% | 1/15/36 | 300 | 405 | ||
Anthem Inc. | 6.375% | 6/15/37 | 300 | 425 | ||
Anthem Inc. | 4.625% | 5/15/42 | 1,275 | 1,587 | ||
Anthem Inc. | 4.650% | 1/15/43 | 1,750 | 2,184 | ||
Anthem Inc. | 5.100% | 1/15/44 | 1,200 | 1,580 | ||
Anthem Inc. | 4.650% | 8/15/44 | 525 | 658 | ||
Anthem Inc. | 4.375% | 12/1/47 | 1,100 | 1,342 | ||
Anthem Inc. | 4.550% | 3/1/48 | 120 | 150 | ||
Anthem Inc. | 3.700% | 9/15/49 | 700 | 778 | ||
Anthem Inc. | 3.125% | 5/15/50 | 1,270 | 1,299 | ||
Anthem Inc. | 3.600% | 3/15/51 | 1,500 | 1,648 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Ascension Health | 2.532% | 11/15/29 | 1,056 | 1,114 | |
9 | Ascension Health | 3.106% | 11/15/39 | 300 | 321 | |
Ascension Health | 3.945% | 11/15/46 | 650 | 793 | ||
9 | Ascension Health | 4.847% | 11/15/53 | 610 | 857 | |
Astrazeneca Finance LLC | 0.700% | 5/28/24 | 1,000 | 999 | ||
Astrazeneca Finance LLC | 1.200% | 5/28/26 | 500 | 498 | ||
Astrazeneca Finance LLC | 1.750% | 5/28/28 | 1,000 | 1,000 | ||
Astrazeneca Finance LLC | 2.250% | 5/28/31 | 500 | 507 | ||
AstraZeneca plc | 0.300% | 5/26/23 | 500 | 499 | ||
AstraZeneca plc | 3.500% | 8/17/23 | 590 | 627 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 2,574 | 2,819 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 1,000 | 974 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 500 | 545 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 1,020 | 966 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 2,105 | 3,138 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 670 | 799 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 975 | 1,213 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 550 | 694 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 500 | 436 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 1,000 | 1,028 | ||
Banner Health | 2.338% | 1/1/30 | 375 | 384 | ||
Banner Health | 1.897% | 1/1/31 | 500 | 493 | ||
9 | Banner Health | 3.181% | 1/1/50 | 225 | 239 | |
Banner Health | 2.913% | 1/1/51 | 500 | 506 | ||
9 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 500 | 540 | |
Baxalta Inc. | 3.600% | 6/23/22 | 97 | 99 | ||
Baxalta Inc. | 4.000% | 6/23/25 | 1,411 | 1,560 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 415 | 555 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 400 | 426 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 555 | 639 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 600 | 584 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 375 | 418 | ||
9 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 500 | 490 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 400 | 493 | ||
9 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 1,500 | 1,505 | |
Becton Dickinson & Co. | 3.300% | 3/1/23 | 225 | 234 | ||
Becton Dickinson & Co. | 3.363% | 6/6/24 | 1,925 | 2,062 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 1,808 | 1,969 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 1,430 | 1,590 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,000 | 1,047 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 1,000 | 976 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 88 | 104 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 769 | 959 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 1,225 | 1,527 | ||
Biogen Inc. | 3.625% | 9/15/22 | 1,125 | 1,168 | ||
Biogen Inc. | 4.050% | 9/15/25 | 1,450 | 1,614 | ||
Biogen Inc. | 2.250% | 5/1/30 | 2,625 | 2,632 | ||
Biogen Inc. | 3.150% | 5/1/50 | 1,100 | 1,082 | ||
4,9 | Biogen Inc. | 3.250% | 2/15/51 | 1,284 | 1,284 | |
9 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 308 | 339 | |
9 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 250 | 248 | |
9 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 250 | 259 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 725 | 774 | ||
Boston Scientific Corp. | 3.850% | 5/15/25 | 420 | 464 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 650 | 671 | ||
Boston Scientific Corp. | 3.750% | 3/1/26 | 1,034 | 1,148 | ||
Boston Scientific Corp. | 4.000% | 3/1/29 | 675 | 768 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 1,200 | 1,241 | ||
Boston Scientific Corp. | 7.000% | 11/15/35 | 325 | 459 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 750 | 916 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 225 | 356 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Boston Scientific Corp. | 4.700% | 3/1/49 | 2,600 | 3,328 | ||
Bristol-Myers Squibb Co. | 2.000% | 8/1/22 | 700 | 713 | ||
Bristol-Myers Squibb Co. | 3.550% | 8/15/22 | 725 | 751 | ||
Bristol-Myers Squibb Co. | 2.750% | 2/15/23 | 575 | 596 | ||
Bristol-Myers Squibb Co. | 3.250% | 11/1/23 | 125 | 133 | ||
Bristol-Myers Squibb Co. | 0.537% | 11/13/23 | 825 | 826 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 2,700 | 2,879 | ||
Bristol-Myers Squibb Co. | 3.875% | 8/15/25 | 2,195 | 2,443 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 500 | 496 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 1,985 | 2,179 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 1,095 | 1,221 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 1,700 | 1,945 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 3,395 | 3,803 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 500 | 483 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 1,330 | 1,608 | ||
Bristol-Myers Squibb Co. | 2.350% | 11/13/40 | 825 | 794 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 390 | 420 | ||
Bristol-Myers Squibb Co. | 5.000% | 8/15/45 | 3,091 | 4,230 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 1,750 | 2,218 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 2,725 | 3,557 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 3,555 | 4,490 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 825 | 790 | ||
Cardinal Health Inc. | 2.616% | 6/15/22 | 565 | 576 | ||
Cardinal Health Inc. | 3.200% | 3/15/23 | 325 | 339 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 500 | 531 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 225 | 247 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 400 | 465 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 250 | 286 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 375 | 451 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 500 | 564 | ||
9 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 500 | 511 | |
Children's Health System of Texas | 2.511% | 8/15/50 | 500 | 464 | ||
9 | Children's Hospital | 2.928% | 7/15/50 | 500 | 493 | |
9 | Children's Hospital Corp. | 4.115% | 1/1/47 | 200 | 253 | |
9 | Children's Hospital Corp. | 2.585% | 2/1/50 | 200 | 190 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 150 | 189 | ||
9 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 500 | 495 | |
9 | CHRISTUS Health | 4.341% | 7/1/28 | 425 | 489 | |
9 | Cigna Corp. | 3.050% | 11/30/22 | 500 | 518 | |
9 | Cigna Corp. | 3.000% | 7/15/23 | 1,375 | 1,440 | |
Cigna Corp. | 3.750% | 7/15/23 | 476 | 507 | ||
9 | Cigna Corp. | 3.250% | 4/15/25 | 3,576 | 3,854 | |
Cigna Corp. | 4.125% | 11/15/25 | 650 | 729 | ||
9 | Cigna Corp. | 4.500% | 2/25/26 | 1,655 | 1,884 | |
9 | Cigna Corp. | 3.400% | 3/1/27 | 2,850 | 3,127 | |
Cigna Corp. | 4.375% | 10/15/28 | 1,775 | 2,066 | ||
Cigna Corp. | 2.400% | 3/15/30 | 1,515 | 1,547 | ||
Cigna Corp. | 2.375% | 3/15/31 | 1,500 | 1,521 | ||
Cigna Corp. | 4.800% | 8/15/38 | 1,570 | 1,955 | ||
Cigna Corp. | 3.200% | 3/15/40 | 1,250 | 1,297 | ||
9 | Cigna Corp. | 6.125% | 11/15/41 | 334 | 477 | |
9 | Cigna Corp. | 4.800% | 7/15/46 | 4,550 | 5,760 | |
9 | Cigna Corp. | 3.875% | 10/15/47 | 775 | 867 | |
Cigna Corp. | 3.400% | 3/15/50 | 1,725 | 1,794 | ||
Cigna Corp. | 3.400% | 3/15/51 | 2,000 | 2,092 | ||
9 | City of Hope | 5.623% | 11/15/43 | 250 | 352 | |
9 | City of Hope | 4.378% | 8/15/48 | 500 | 623 | |
CommonSpirit Health | 2.950% | 11/1/22 | 200 | 206 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 500 | 526 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 500 | 504 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 725 | 786 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CommonSpirit Health | 2.782% | 10/1/30 | 500 | 520 | ||
9 | CommonSpirit Health | 4.350% | 11/1/42 | 790 | 923 | |
CommonSpirit Health | 3.817% | 10/1/49 | 225 | 251 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 780 | 896 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 330 | 364 | ||
9 | Community Health Network Inc. | 3.099% | 5/1/50 | 2,000 | 1,990 | |
9 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 425 | 461 | |
CVS Health Corp. | 3.500% | 7/20/22 | 975 | 1,002 | ||
CVS Health Corp. | 2.750% | 12/1/22 | 1,575 | 1,619 | ||
CVS Health Corp. | 4.750% | 12/1/22 | 775 | 813 | ||
CVS Health Corp. | 3.700% | 3/9/23 | 3,195 | 3,364 | ||
CVS Health Corp. | 3.375% | 8/12/24 | 360 | 387 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 3,175 | 3,506 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 6,547 | 7,033 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 1,300 | 1,402 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 475 | 526 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 1,000 | 982 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 7,171 | 8,238 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 650 | 707 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 1,563 | 1,752 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 2,000 | 1,925 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 1,000 | 971 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 525 | 640 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 4,300 | 5,289 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 375 | 523 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 2,175 | 2,521 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 3,500 | 3,394 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 650 | 860 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 3,750 | 4,867 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 5,465 | 7,107 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 600 | 713 | ||
Danaher Corp. | 3.350% | 9/15/25 | 1,102 | 1,206 | ||
Danaher Corp. | 2.600% | 10/1/50 | 800 | 764 | ||
9 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 300 | 353 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 575 | 615 | ||
DH Europe Finance II Sarl | 2.050% | 11/15/22 | 1,150 | 1,177 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 950 | 992 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 725 | 778 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,200 | 1,320 | ||
Dignity Health | 3.125% | 11/1/22 | 150 | 155 | ||
Dignity Health | 3.812% | 11/1/24 | 100 | 109 | ||
Dignity Health | 4.500% | 11/1/42 | 550 | 661 | ||
Dignity Health | 5.267% | 11/1/64 | 225 | 311 | ||
9 | Duke University Health System Inc. | 3.920% | 6/1/47 | 450 | 540 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 475 | 551 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 380 | 406 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 825 | 926 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 2,635 | 3,199 | ||
Eli Lilly & Co. | 2.250% | 5/15/50 | 1,350 | 1,223 | ||
Eli Lilly & Co. | 4.150% | 3/15/59 | 400 | 507 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 1,000 | 915 | ||
9 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 500 | 571 | |
Gilead Sciences Inc. | 3.250% | 9/1/22 | 1,125 | 1,157 | ||
Gilead Sciences Inc. | 2.500% | 9/1/23 | 1,025 | 1,066 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 750 | 751 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 1,375 | 1,478 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 345 | 374 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 4,305 | 4,748 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 175 | 188 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 900 | 877 | ||
Gilead Sciences Inc. | 1.650% | 10/1/30 | 500 | 484 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 700 | 856 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,250 | 1,448 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 500 | 482 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 800 | 1,101 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 1,325 | 1,678 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 1,400 | 1,710 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 2,675 | 3,392 | ||
Gilead Sciences Inc. | 4.150% | 3/1/47 | 325 | 382 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 1,500 | 1,441 | ||
GlaxoSmithKline Capital Inc. | 2.800% | 3/18/23 | 75 | 78 | ||
GlaxoSmithKline Capital Inc. | 3.375% | 5/15/23 | 2,050 | 2,164 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 1,874 | 2,068 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 2,150 | 2,464 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 180 | 243 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 2,245 | 3,361 | ||
GlaxoSmithKline Capital plc | 0.534% | 10/1/23 | 750 | 751 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 1,025 | 1,093 | ||
9 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 500 | 489 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 500 | 615 | ||
9 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 500 | 494 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 225 | 295 | ||
9 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 300 | 315 | |
HCA Inc. | 4.750% | 5/1/23 | 1,075 | 1,152 | ||
HCA Inc. | 5.000% | 3/15/24 | 1,650 | 1,824 | ||
HCA Inc. | 5.250% | 4/15/25 | 1,350 | 1,546 | ||
HCA Inc. | 5.250% | 6/15/26 | 1,150 | 1,330 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,125 | 1,272 | ||
HCA Inc. | 4.125% | 6/15/29 | 2,420 | 2,729 | ||
HCA Inc. | 2.375% | 7/15/31 | 750 | 742 | ||
HCA Inc. | 5.125% | 6/15/39 | 825 | 1,030 | ||
HCA Inc. | 5.500% | 6/15/47 | 1,700 | 2,214 | ||
HCA Inc. | 5.250% | 6/15/49 | 1,445 | 1,844 | ||
HCA Inc. | 3.500% | 7/15/51 | 1,000 | 1,000 | ||
Humana Inc. | 3.150% | 12/1/22 | 400 | 412 | ||
Humana Inc. | 2.900% | 12/15/22 | 600 | 620 | ||
Humana Inc. | 3.850% | 10/1/24 | 861 | 935 | ||
Humana Inc. | 4.500% | 4/1/25 | 750 | 840 | ||
Humana Inc. | 3.950% | 3/15/27 | 950 | 1,065 | ||
Humana Inc. | 3.125% | 8/15/29 | 400 | 431 | ||
Humana Inc. | 4.875% | 4/1/30 | 480 | 579 | ||
Humana Inc. | 4.625% | 12/1/42 | 375 | 461 | ||
Humana Inc. | 4.950% | 10/1/44 | 620 | 801 | ||
Humana Inc. | 3.950% | 8/15/49 | 470 | 539 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 300 | 373 | ||
Illumina Inc. | 0.550% | 3/23/23 | 500 | 501 | ||
Illumina Inc. | 2.550% | 3/23/31 | 500 | 507 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 500 | 601 | ||
9,11 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 500 | 502 | |
9 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 750 | 844 | |
9 | Iowa Health System | 3.665% | 2/15/50 | 400 | 445 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 575 | 681 | ||
Johnson & Johnson | 2.050% | 3/1/23 | 600 | 616 | ||
Johnson & Johnson | 6.730% | 11/15/23 | 245 | 282 | ||
Johnson & Johnson | 3.375% | 12/5/23 | 650 | 698 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 1,506 | 1,603 | ||
Johnson & Johnson | 0.550% | 9/1/25 | 925 | 916 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 1,600 | 1,704 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 1,225 | 1,203 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 1,100 | 1,203 | ||
Johnson & Johnson | 6.950% | 9/1/29 | 250 | 351 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 800 | 776 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Johnson & Johnson | 4.950% | 5/15/33 | 550 | 726 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 900 | 1,127 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 1,325 | 1,541 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 2,150 | 2,507 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 745 | 1,090 | ||
Johnson & Johnson | 3.400% | 1/15/38 | 800 | 907 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 325 | 474 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 925 | 878 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 419 | 542 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 225 | 301 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 550 | 716 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 1,650 | 1,959 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 500 | 601 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 250 | 290 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 925 | 863 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 1,025 | 966 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 475 | 520 | ||
9 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 500 | 511 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 925 | 1,245 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 675 | 841 | ||
9 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 350 | 380 | |
9 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 500 | 516 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 300 | 457 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 785 | 1,044 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 500 | 535 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 425 | 445 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 1,421 | 1,537 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 500 | 500 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 450 | 498 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 525 | 553 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 500 | 509 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 800 | 961 | ||
9 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 150 | 175 | |
9 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 400 | 422 | |
9 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 275 | 340 | |
9 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 725 | 797 | |
9 | Mayo Clinic | 3.774% | 11/15/43 | 250 | 293 | |
9 | Mayo Clinic | 4.000% | 11/15/47 | 150 | 186 | |
9 | Mayo Clinic | 4.128% | 11/15/52 | 125 | 157 | |
9 | Mayo Clinic | 3.196% | 11/15/61 | 750 | 808 | |
McKesson Corp. | 2.700% | 12/15/22 | 2,370 | 2,433 | ||
McKesson Corp. | 0.900% | 12/3/25 | 750 | 739 | ||
McKesson Corp. | 3.950% | 2/16/28 | 425 | 482 | ||
McKesson Corp. | 4.750% | 5/30/29 | 350 | 416 | ||
9 | MedStar Health Inc. | 3.626% | 8/15/49 | 250 | 278 | |
Medtronic Inc. | 3.500% | 3/15/25 | 938 | 1,030 | ||
Medtronic Inc. | 4.375% | 3/15/35 | 2,608 | 3,246 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 1,254 | 1,645 | ||
Memorial Health Services | 3.447% | 11/1/49 | 500 | 540 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 100 | 136 | ||
9 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 250 | 256 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 450 | 569 | ||
9 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 150 | 191 | |
Merck & Co. Inc. | 2.400% | 9/15/22 | 925 | 944 | ||
Merck & Co. Inc. | 2.800% | 5/18/23 | 2,000 | 2,092 | ||
Merck & Co. Inc. | 2.900% | 3/7/24 | 500 | 531 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 2,250 | 2,397 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 2,743 | 2,722 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 1,500 | 1,681 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 770 | 750 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 525 | 774 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Merck & Co. Inc. | 3.900% | 3/7/39 | 600 | 710 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 1,275 | 1,235 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 1,125 | 1,291 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 980 | 1,210 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 2,295 | 2,654 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 600 | 734 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 1,250 | 1,178 | ||
9 | Mercy Health | 4.302% | 7/1/28 | 175 | 206 | |
9 | Methodist Hospital | 2.705% | 12/1/50 | 500 | 485 | |
9 | Montefiore Obligated Group | 5.246% | 11/1/48 | 600 | 725 | |
9 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 200 | 223 | |
9 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 450 | 495 | |
9 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 516 | |
MultiCare Health System | 2.803% | 8/15/50 | 500 | 493 | ||
Mylan Inc. | 4.200% | 11/29/23 | 705 | 756 | ||
Mylan Inc. | 4.550% | 4/15/28 | 575 | 660 | ||
Mylan Inc. | 5.400% | 11/29/43 | 400 | 497 | ||
Mylan Inc. | 5.200% | 4/15/48 | 625 | 767 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 480 | 592 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 425 | 531 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 500 | 465 | ||
9 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 400 | 472 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 525 | 596 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 850 | 1,005 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 375 | 417 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 500 | 510 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 500 | 525 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 1,000 | 1,061 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 2,735 | 2,950 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 255 | 263 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 1,400 | 1,519 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 1,440 | 1,497 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 800 | 875 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 2,175 | 2,249 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 525 | 612 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 1,050 | 1,346 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,200 | 1,465 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 850 | 857 | ||
9 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 245 | 228 | |
9 | NYU Langone Hospitals | 5.750% | 7/1/43 | 375 | 530 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 325 | 417 | ||
9 | NYU Langone Hospitals | 4.368% | 7/1/47 | 425 | 506 | |
9 | NYU Langone Hospitals | 3.380% | 7/1/55 | 525 | 554 | |
9 | OhioHealth Corp. | 3.042% | 11/15/50 | 300 | 312 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 225 | 272 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 534 | ||
9 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 300 | 401 | |
9 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 500 | 519 | |
PerkinElmer Inc. | 3.300% | 9/15/29 | 650 | 703 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 500 | 513 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 350 | 380 | ||
Perrigo Finance Unlimited Co. | 3.900% | 12/15/24 | 600 | 645 | ||
Perrigo Finance Unlimited Co. | 4.375% | 3/15/26 | 375 | 413 | ||
Perrigo Finance Unlimited Co. | 3.150% | 6/15/30 | 450 | 460 | ||
Perrigo Finance Unlimited Co. | 4.900% | 12/15/44 | 278 | 293 | ||
Pfizer Inc. | 3.000% | 6/15/23 | 1,136 | 1,194 | ||
Pfizer Inc. | 3.200% | 9/15/23 | 475 | 503 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 500 | 532 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 200 | 217 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 300 | 301 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Pfizer Inc. | 2.750% | 6/3/26 | 2,556 | 2,766 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 1,295 | 1,422 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 600 | 680 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 750 | 844 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 1,175 | 1,253 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 1,750 | 1,741 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 1,050 | 1,269 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 600 | 730 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 550 | 656 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 1,015 | 1,662 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 750 | 752 | ||
Pfizer Inc. | 5.600% | 9/15/40 | 1,100 | 1,585 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 780 | 980 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 725 | 930 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,575 | 1,955 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 500 | 630 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 850 | 1,044 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 1,275 | 1,271 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 500 | 672 | ||
9 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 125 | 133 | |
9 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 500 | 524 | |
9 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 325 | 371 | |
9 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 400 | 464 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 300 | 326 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 250 | 271 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 1,141 | 1,253 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 350 | 404 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 800 | 848 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 425 | 444 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 61 | 76 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 200 | 245 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 1,000 | 949 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 900 | 820 | ||
4,9 | Royalty Pharma plc | 0.750% | 9/2/23 | 500 | 502 | |
4,9 | Royalty Pharma plc | 1.200% | 9/2/25 | 1,000 | 992 | |
4,9 | Royalty Pharma plc | 1.750% | 9/2/27 | 1,400 | 1,380 | |
4,9 | Royalty Pharma plc | 2.200% | 9/2/30 | 900 | 883 | |
4,9 | Royalty Pharma plc | 3.300% | 9/2/40 | 900 | 905 | |
4,9 | Royalty Pharma plc | 3.550% | 9/2/50 | 800 | 799 | |
9 | Rush Obligated Group | 3.922% | 11/15/29 | 245 | 280 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 350 | 411 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 100 | 111 | ||
Sanofi | 3.375% | 6/19/23 | 1,050 | 1,109 | ||
Sanofi | 3.625% | 6/19/28 | 1,000 | 1,141 | ||
9 | Seattle Children's Hospital | 2.719% | 10/1/50 | 500 | 491 | |
9 | Sharp HealthCare | 2.680% | 8/1/50 | 500 | 483 | |
Shire Acquisitions Investments Ireland DAC | 2.875% | 9/23/23 | 2,350 | 2,459 | ||
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 2,685 | 2,914 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 820 | 803 | ||
9 | Spectrum Health System Obligated Group | 3.487% | 7/15/49 | 275 | 304 | |
9 | SSM Health Care Corp. | 3.688% | 6/1/23 | 725 | 762 | |
9 | SSM Health Care Corp. | 3.823% | 6/1/27 | 375 | 419 | |
9 | Stanford Health Care | 3.795% | 11/15/48 | 450 | 530 | |
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 500 | 531 | ||
Stryker Corp. | 0.600% | 12/1/23 | 500 | 500 | ||
Stryker Corp. | 3.375% | 5/15/24 | 475 | 509 | ||
Stryker Corp. | 1.150% | 6/15/25 | 400 | 402 | ||
Stryker Corp. | 3.375% | 11/1/25 | 500 | 546 | ||
Stryker Corp. | 3.500% | 3/15/26 | 890 | 980 | ||
Stryker Corp. | 3.650% | 3/7/28 | 450 | 505 | ||
Stryker Corp. | 1.950% | 6/15/30 | 750 | 742 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Stryker Corp. | 4.100% | 4/1/43 | 325 | 381 | ||
Stryker Corp. | 4.375% | 5/15/44 | 1,275 | 1,569 | ||
Stryker Corp. | 4.625% | 3/15/46 | 155 | 198 | ||
Stryker Corp. | 2.900% | 6/15/50 | 500 | 502 | ||
9 | Sutter Health | 1.321% | 8/15/25 | 500 | 505 | |
9 | Sutter Health | 3.695% | 8/15/28 | 300 | 336 | |
9 | Sutter Health | 2.294% | 8/15/30 | 500 | 505 | |
9 | Sutter Health | 3.161% | 8/15/40 | 500 | 524 | |
9 | Sutter Health | 4.091% | 8/15/48 | 375 | 447 | |
9 | Sutter Health | 3.361% | 8/15/50 | 475 | 505 | |
Takeda Pharmaceutical Co. Ltd. | 4.400% | 11/26/23 | 2,500 | 2,714 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 2,460 | 2,963 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 2,225 | 2,206 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 2,700 | 2,729 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 1,790 | 1,806 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 900 | 923 | ||
Texas Health Resources | 2.328% | 11/15/50 | 500 | 454 | ||
9 | Texas Health Resources | 4.330% | 11/15/55 | 100 | 130 | |
Thermo Fisher Scientific Inc. | 4.133% | 3/25/25 | 810 | 898 | ||
Thermo Fisher Scientific Inc. | 3.650% | 12/15/25 | 1,230 | 1,356 | ||
Thermo Fisher Scientific Inc. | 2.950% | 9/19/26 | 800 | 864 | ||
Thermo Fisher Scientific Inc. | 3.200% | 8/15/27 | 650 | 710 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 1,165 | 1,224 | ||
Thermo Fisher Scientific Inc. | 4.497% | 3/25/30 | 305 | 363 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 350 | 486 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 400 | 487 | ||
9 | Toledo Hospital | 5.325% | 11/15/28 | 275 | 321 | |
Toledo Hospital | 6.015% | 11/15/48 | 325 | 401 | ||
9 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 493 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 450 | 555 | ||
UnitedHealth Group Inc. | 3.350% | 7/15/22 | 1,325 | 1,367 | ||
UnitedHealth Group Inc. | 2.375% | 10/15/22 | 405 | 416 | ||
UnitedHealth Group Inc. | 2.750% | 2/15/23 | 400 | 413 | ||
UnitedHealth Group Inc. | 2.875% | 3/15/23 | 1,330 | 1,387 | ||
UnitedHealth Group Inc. | 3.500% | 6/15/23 | 500 | 530 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 550 | 579 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 2,750 | 3,051 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 200 | 223 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 781 | 788 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 750 | 818 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 500 | 500 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 600 | 666 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 500 | 576 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 475 | 512 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 2,935 | 2,959 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 2,900 | 2,970 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 200 | 300 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 325 | 495 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,355 | 2,102 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,510 | 1,686 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 2,245 | 2,272 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 240 | 349 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 1,400 | 1,467 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 325 | 401 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 800 | 949 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 92 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,315 | 1,724 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 775 | 947 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 950 | 1,168 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 1,200 | 1,485 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 1,100 | 1,408 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 680 | 780 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 520 | 524 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 1,900 | 2,031 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,250 | 2,665 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 2,640 | 2,721 | ||
4,9 | Universal Health Services Inc. | 2.650% | 10/15/30 | 700 | 703 | |
9 | UPMC | 3.600% | 4/3/25 | 400 | 435 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 1,100 | 1,212 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,250 | 2,755 | ||
4,9 | Viatris Inc. | 1.650% | 6/22/25 | 600 | 608 | |
4,9 | Viatris Inc. | 2.300% | 6/22/27 | 2,350 | 2,397 | |
4,9 | Viatris Inc. | 2.700% | 6/22/30 | 1,525 | 1,541 | |
4,9 | Viatris Inc. | 3.850% | 6/22/40 | 1,925 | 2,055 | |
4,9 | Viatris Inc. | 4.000% | 6/22/50 | 2,425 | 2,570 | |
9 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 200 | 257 | |
9 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 500 | 493 | |
Wyeth LLC | 7.250% | 3/1/23 | 350 | 389 | ||
Wyeth LLC | 6.450% | 2/1/24 | 780 | 899 | ||
Wyeth LLC | 6.500% | 2/1/34 | 500 | 728 | ||
Wyeth LLC | 6.000% | 2/15/36 | 410 | 586 | ||
Wyeth LLC | 5.950% | 4/1/37 | 1,605 | 2,303 | ||
9 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 500 | 462 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 600 | 688 | ||
Zimmer Biomet Holdings Inc. | 3.700% | 3/19/23 | 225 | 237 | ||
Zimmer Biomet Holdings Inc. | 3.550% | 4/1/25 | 1,275 | 1,384 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 200 | 267 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 280 | 331 | ||
Zoetis Inc. | 3.250% | 2/1/23 | 1,475 | 1,532 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 350 | 397 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 800 | 864 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 400 | 456 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 575 | 571 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 900 | 1,159 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 400 | 474 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 325 | 414 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 250 | 258 | ||
700,226 | ||||||
Industrials (0.83%) | ||||||
3M Co. | 1.750% | 2/14/23 | 500 | 511 | ||
9 | 3M Co. | 2.250% | 3/15/23 | 1,325 | 1,366 | |
9 | 3M Co. | 3.250% | 2/14/24 | 400 | 427 | |
3M Co. | 2.000% | 2/14/25 | 600 | 625 | ||
3M Co. | 2.650% | 4/15/25 | 1,069 | 1,139 | ||
9 | 3M Co. | 2.250% | 9/19/26 | 100 | 106 | |
3M Co. | 2.875% | 10/15/27 | 1,639 | 1,781 | ||
9 | 3M Co. | 3.375% | 3/1/29 | 650 | 728 | |
3M Co. | 2.375% | 8/26/29 | 1,555 | 1,630 | ||
3M Co. | 3.050% | 4/15/30 | 600 | 661 | ||
9 | 3M Co. | 3.125% | 9/19/46 | 1,125 | 1,192 | |
9 | 3M Co. | 3.625% | 10/15/47 | 450 | 521 | |
9 | 3M Co. | 4.000% | 9/14/48 | 182 | 223 | |
3M Co. | 3.250% | 8/26/49 | 375 | 410 | ||
3M Co. | 3.700% | 4/15/50 | 1,200 | 1,412 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 705 | 699 | ||
Allegion plc | 3.500% | 10/1/29 | 325 | 353 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 128 | 136 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 350 | 380 | ||
9 | American Airlines Pass-Through Trust Class A Series 2016-3 | 3.250% | 10/15/28 | 120 | 116 | |
9 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 218 | 224 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 354 | 363 | |
9 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 787 | 797 | |
9 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 179 | 181 | |
9 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 402 | 413 | |
9 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 335 | 340 | |
9 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 208 | 213 | |
Amphenol Corp. | 3.200% | 4/1/24 | 200 | 212 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 170 | 176 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 300 | 352 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 750 | 794 | ||
9 | BNSF Funding Trust I | 6.613% | 12/15/55 | 325 | 372 | |
Boeing Co. | 1.167% | 2/4/23 | 1,200 | 1,204 | ||
Boeing Co. | 2.800% | 3/1/23 | 345 | 357 | ||
Boeing Co. | 4.508% | 5/1/23 | 2,625 | 2,798 | ||
Boeing Co. | 1.875% | 6/15/23 | 500 | 510 | ||
Boeing Co. | 1.950% | 2/1/24 | 500 | 512 | ||
Boeing Co. | 1.433% | 2/4/24 | 2,225 | 2,231 | ||
Boeing Co. | 2.800% | 3/1/24 | 450 | 470 | ||
Boeing Co. | 2.850% | 10/30/24 | 450 | 473 | ||
Boeing Co. | 4.875% | 5/1/25 | 3,980 | 4,461 | ||
Boeing Co. | 2.750% | 2/1/26 | 500 | 522 | ||
Boeing Co. | 2.196% | 2/4/26 | 5,000 | 5,047 | ||
Boeing Co. | 3.100% | 5/1/26 | 400 | 423 | ||
Boeing Co. | 2.250% | 6/15/26 | 325 | 332 | ||
Boeing Co. | 2.700% | 2/1/27 | 1,715 | 1,772 | ||
Boeing Co. | 2.800% | 3/1/27 | 200 | 208 | ||
Boeing Co. | 5.040% | 5/1/27 | 1,760 | 2,032 | ||
Boeing Co. | 3.250% | 2/1/28 | 1,100 | 1,167 | ||
Boeing Co. | 3.250% | 3/1/28 | 275 | 290 | ||
Boeing Co. | 3.450% | 11/1/28 | 200 | 213 | ||
Boeing Co. | 3.200% | 3/1/29 | 900 | 945 | ||
Boeing Co. | 2.950% | 2/1/30 | 500 | 512 | ||
Boeing Co. | 5.150% | 5/1/30 | 3,915 | 4,639 | ||
Boeing Co. | 3.625% | 2/1/31 | 1,350 | 1,452 | ||
Boeing Co. | 6.125% | 2/15/33 | 325 | 413 | ||
Boeing Co. | 3.600% | 5/1/34 | 1,375 | 1,449 | ||
Boeing Co. | 3.250% | 2/1/35 | 600 | 610 | ||
Boeing Co. | 6.625% | 2/15/38 | 100 | 135 | ||
Boeing Co. | 3.500% | 3/1/39 | 200 | 202 | ||
Boeing Co. | 6.875% | 3/15/39 | 285 | 399 | ||
Boeing Co. | 5.875% | 2/15/40 | 545 | 700 | ||
Boeing Co. | 5.705% | 5/1/40 | 3,965 | 5,116 | ||
Boeing Co. | 3.375% | 6/15/46 | 450 | 433 | ||
Boeing Co. | 3.650% | 3/1/47 | 475 | 474 | ||
Boeing Co. | 3.850% | 11/1/48 | 200 | 206 | ||
Boeing Co. | 3.900% | 5/1/49 | 650 | 683 | ||
Boeing Co. | 3.750% | 2/1/50 | 1,100 | 1,135 | ||
Boeing Co. | 5.805% | 5/1/50 | 5,000 | 6,746 | ||
Boeing Co. | 3.825% | 3/1/59 | 225 | 227 | ||
Boeing Co. | 3.950% | 8/1/59 | 360 | 376 | ||
Boeing Co. | 5.930% | 5/1/60 | 3,415 | 4,710 | ||
Burlington Northern Santa Fe LLC | 3.050% | 9/1/22 | 240 | 246 | ||
Burlington Northern Santa Fe LLC | 3.000% | 3/15/23 | 625 | 650 | ||
Burlington Northern Santa Fe LLC | 3.850% | 9/1/23 | 625 | 667 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 400 | 432 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 400 | 433 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 250 | 269 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 275 | 303 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 700 | 875 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 875 | 964 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 179 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 475 | 686 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 625 | 886 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 675 | 896 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,225 | 1,683 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 200 | 263 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 575 | 711 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 500 | 618 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 850 | 1,065 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 500 | 682 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,100 | 1,466 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 600 | 765 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 500 | 606 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 600 | 781 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 550 | 646 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 225 | 273 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,875 | 2,266 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 575 | 705 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 720 | 750 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 800 | 873 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 288 | 307 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 375 | 403 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 350 | 496 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 350 | 494 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 350 | 505 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 500 | 518 | ||
Canadian National Railway Co. | 4.450% | 1/20/49 | 1,000 | 1,244 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,200 | 1,086 | ||
Canadian Pacific Railway Co. | 4.450% | 3/15/23 | 430 | 454 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 100 | 106 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 400 | 399 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 275 | 392 | ||
Canadian Pacific Railway Co. | 5.750% | 3/15/33 | 425 | 558 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 775 | 1,072 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 675 | 872 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 755 | 1,173 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 1,600 | 1,665 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 1,475 | 1,544 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 2,625 | 2,721 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 1,950 | 2,052 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 1,900 | 2,017 | ||
9 | Caterpillar Financial Services Corp. | 1.950% | 11/18/22 | 1,300 | 1,329 | |
9 | Caterpillar Financial Services Corp. | 2.550% | 11/29/22 | 1,000 | 1,032 | |
9 | Caterpillar Financial Services Corp. | 3.450% | 5/15/23 | 1,400 | 1,481 | |
Caterpillar Financial Services Corp. | 0.650% | 7/7/23 | 500 | 503 | ||
9 | Caterpillar Financial Services Corp. | 0.450% | 9/14/23 | 1,825 | 1,827 | |
9 | Caterpillar Financial Services Corp. | 3.650% | 12/7/23 | 400 | 431 | |
9 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 325 | 346 | |
9 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 730 | 787 | |
9 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 1,572 | 1,709 | |
9 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 375 | 384 | |
9 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 825 | 820 | |
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 200 | 212 | ||
9 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 1,500 | 1,482 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 450 | 483 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 2,585 | 2,759 | ||
Caterpillar Inc. | 1.900% | 3/12/31 | 500 | 501 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Caterpillar Inc. | 6.050% | 8/15/36 | 720 | 1,037 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 475 | 657 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,504 | 1,789 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 375 | 475 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 1,600 | 1,764 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 700 | 776 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 125 | 143 | ||
CNH Industrial Capital LLC | 1.950% | 7/2/23 | 250 | 256 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 2,455 | 2,658 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 260 | 265 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 400 | 398 | ||
9 | CNH Industrial NV | 3.850% | 11/15/27 | 375 | 416 | |
9 | Continental Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 546 | 579 | |
9 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 407 | 431 | |
Crane Co. | 4.450% | 12/15/23 | 400 | 431 | ||
Crane Co. | 4.200% | 3/15/48 | 525 | 582 | ||
CSX Corp. | 3.400% | 8/1/24 | 400 | 431 | ||
CSX Corp. | 3.350% | 11/1/25 | 400 | 437 | ||
CSX Corp. | 2.600% | 11/1/26 | 200 | 213 | ||
CSX Corp. | 3.250% | 6/1/27 | 650 | 713 | ||
CSX Corp. | 3.800% | 3/1/28 | 1,275 | 1,437 | ||
CSX Corp. | 4.250% | 3/15/29 | 900 | 1,046 | ||
CSX Corp. | 2.400% | 2/15/30 | 2,525 | 2,600 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,000 | 1,412 | ||
CSX Corp. | 6.220% | 4/30/40 | 599 | 879 | ||
CSX Corp. | 5.500% | 4/15/41 | 725 | 983 | ||
CSX Corp. | 4.750% | 5/30/42 | 460 | 581 | ||
CSX Corp. | 4.400% | 3/1/43 | 93 | 112 | ||
CSX Corp. | 4.100% | 3/15/44 | 800 | 936 | ||
CSX Corp. | 3.800% | 11/1/46 | 400 | 453 | ||
CSX Corp. | 4.300% | 3/1/48 | 1,000 | 1,214 | ||
CSX Corp. | 4.500% | 3/15/49 | 900 | 1,125 | ||
CSX Corp. | 3.800% | 4/15/50 | 1,105 | 1,267 | ||
CSX Corp. | 2.500% | 5/15/51 | 500 | 455 | ||
CSX Corp. | 4.250% | 11/1/66 | 500 | 619 | ||
CSX Corp. | 4.650% | 3/1/68 | 275 | 361 | ||
Cummins Inc. | 3.650% | 10/1/23 | 350 | 373 | ||
Cummins Inc. | 0.750% | 9/1/25 | 821 | 816 | ||
Cummins Inc. | 1.500% | 9/1/30 | 800 | 772 | ||
Cummins Inc. | 4.875% | 10/1/43 | 525 | 694 | ||
Cummins Inc. | 2.600% | 9/1/50 | 600 | 571 | ||
Deere & Co. | 2.750% | 4/15/25 | 750 | 801 | ||
Deere & Co. | 5.375% | 10/16/29 | 455 | 580 | ||
Deere & Co. | 3.100% | 4/15/30 | 470 | 519 | ||
Deere & Co. | 7.125% | 3/3/31 | 400 | 578 | ||
Deere & Co. | 3.900% | 6/9/42 | 1,000 | 1,230 | ||
Deere & Co. | 2.875% | 9/7/49 | 200 | 209 | ||
Deere & Co. | 3.750% | 4/15/50 | 650 | 785 | ||
4,9 | Delta Air Lines Inc. | 7.000% | 5/1/25 | 2,000 | 2,334 | |
4,9 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 500 | 556 | |
9 | Delta Air Lines Pass-Through Trust Class AA Series 2015-1 | 3.625% | 7/30/27 | 285 | 307 | |
9 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 430 | 455 | |
9 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 376 | 379 | |
Dover Corp. | 2.950% | 11/4/29 | 575 | 618 | ||
Dover Corp. | 5.375% | 3/1/41 | 280 | 363 | ||
Eaton Corp. | 2.750% | 11/2/22 | 1,075 | 1,110 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Eaton Corp. | 3.103% | 9/15/27 | 665 | 724 | ||
Eaton Corp. | 4.000% | 11/2/32 | 717 | 835 | ||
Eaton Corp. | 4.150% | 11/2/42 | 75 | 89 | ||
Eaton Corp. | 3.915% | 9/15/47 | 550 | 632 | ||
Emerson Electric Co. | 2.625% | 2/15/23 | 300 | 310 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 450 | 487 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 2,000 | 1,972 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 750 | 768 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 375 | 379 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 135 | 182 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 450 | 450 | ||
FedEx Corp. | 3.250% | 4/1/26 | 500 | 547 | ||
FedEx Corp. | 3.400% | 2/15/28 | 1,000 | 1,111 | ||
FedEx Corp. | 3.100% | 8/5/29 | 825 | 895 | ||
FedEx Corp. | 4.250% | 5/15/30 | 1,600 | 1,865 | ||
FedEx Corp. | 2.400% | 5/15/31 | 450 | 458 | ||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 229 | ||
FedEx Corp. | 3.250% | 5/15/41 | 450 | 463 | ||
FedEx Corp. | 3.875% | 8/1/42 | 200 | 223 | ||
FedEx Corp. | 4.100% | 4/15/43 | 300 | 342 | ||
FedEx Corp. | 5.100% | 1/15/44 | 600 | 770 | ||
FedEx Corp. | 4.100% | 2/1/45 | 300 | 343 | ||
FedEx Corp. | 4.750% | 11/15/45 | 1,075 | 1,340 | ||
FedEx Corp. | 4.550% | 4/1/46 | 2,050 | 2,482 | ||
FedEx Corp. | 4.400% | 1/15/47 | 800 | 955 | ||
FedEx Corp. | 4.050% | 2/15/48 | 700 | 804 | ||
FedEx Corp. | 4.950% | 10/17/48 | 750 | 968 | ||
FedEx Corp. | 5.250% | 5/15/50 | 1,150 | 1,560 | ||
FedEx Corp. | 4.500% | 2/1/65 | 150 | 172 | ||
9 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 800 | 792 | |
Flowserve Corp. | 3.500% | 9/15/22 | 225 | 231 | ||
Flowserve Corp. | 4.000% | 11/15/23 | 375 | 400 | ||
Flowserve Corp. | 3.500% | 10/1/30 | 500 | 528 | ||
Fortive Corp. | 3.150% | 6/15/26 | 585 | 636 | ||
Fortive Corp. | 4.300% | 6/15/46 | 425 | 507 | ||
General Dynamics Corp. | 2.250% | 11/15/22 | 900 | 920 | ||
General Dynamics Corp. | 3.375% | 5/15/23 | 700 | 738 | ||
General Dynamics Corp. | 1.875% | 8/15/23 | 500 | 515 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 525 | 569 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 1,500 | 1,644 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 250 | 261 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 350 | 389 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 500 | 534 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 705 | 802 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 755 | 854 | ||
General Dynamics Corp. | 2.250% | 6/1/31 | 500 | 513 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 570 | 697 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 625 | 720 | ||
General Dynamics Corp. | 4.250% | 4/1/50 | 505 | 647 | ||
9 | General Electric Co. | 3.150% | 9/7/22 | 318 | 329 | |
9 | General Electric Co. | 3.100% | 1/9/23 | 4,149 | 4,313 | |
9 | General Electric Co. | 3.450% | 5/15/24 | 425 | 455 | |
General Electric Co. | 3.450% | 5/1/27 | 1,250 | 1,375 | ||
General Electric Co. | 3.625% | 5/1/30 | 2,625 | 2,930 | ||
9 | General Electric Co. | 6.750% | 3/15/32 | 1,185 | 1,643 | |
9 | General Electric Co. | 5.875% | 1/14/38 | 2,512 | 3,421 | |
9 | General Electric Co. | 6.875% | 1/10/39 | 1,555 | 2,334 | |
General Electric Co. | 4.250% | 5/1/40 | 2,000 | 2,340 | ||
General Electric Co. | 4.125% | 10/9/42 | 500 | 578 | ||
General Electric Co. | 4.350% | 5/1/50 | 2,700 | 3,268 | ||
4,9,11 | GXO Logistics Inc. | 2.650% | 7/15/31 | 500 | 497 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Honeywell International Inc. | 2.150% | 8/8/22 | 600 | 611 | ||
Honeywell International Inc. | 0.483% | 8/19/22 | 700 | 700 | ||
Honeywell International Inc. | 3.350% | 12/1/23 | 1,175 | 1,256 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 800 | 840 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 3,730 | 3,802 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 1,150 | 1,225 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 350 | 376 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,125 | 1,143 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 300 | 413 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 305 | 423 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 855 | 1,189 | ||
Honeywell International Inc. | 2.800% | 6/1/50 | 500 | 515 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 250 | 273 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 400 | 436 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 800 | 916 | ||
IDEX Corp. | 3.000% | 5/1/30 | 300 | 317 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 1,145 | 1,226 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 1,100 | 1,180 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 800 | 955 | ||
JB Hunt Transport Services Inc. | 3.300% | 8/15/22 | 400 | 411 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 650 | 724 | ||
9 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 677 | 746 | |
9 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 470 | 478 | |
9 | John Deere Capital Corp. | 0.550% | 7/5/22 | 600 | 602 | |
9 | John Deere Capital Corp. | 2.150% | 9/8/22 | 550 | 562 | |
9 | John Deere Capital Corp. | 2.700% | 1/6/23 | 425 | 440 | |
John Deere Capital Corp. | 2.800% | 1/27/23 | 275 | 286 | ||
9 | John Deere Capital Corp. | 2.800% | 3/6/23 | 1,500 | 1,563 | |
9 | John Deere Capital Corp. | 3.450% | 6/7/23 | 200 | 212 | |
9 | John Deere Capital Corp. | 0.700% | 7/5/23 | 375 | 378 | |
9 | John Deere Capital Corp. | 0.400% | 10/10/23 | 500 | 500 | |
John Deere Capital Corp. | 3.650% | 10/12/23 | 200 | 215 | ||
9 | John Deere Capital Corp. | 0.450% | 1/17/24 | 1,000 | 998 | |
9 | John Deere Capital Corp. | 2.600% | 3/7/24 | 400 | 422 | |
9 | John Deere Capital Corp. | 3.350% | 6/12/24 | 700 | 757 | |
9 | John Deere Capital Corp. | 2.050% | 1/9/25 | 575 | 601 | |
9 | John Deere Capital Corp. | 3.450% | 3/13/25 | 1,225 | 1,343 | |
9 | John Deere Capital Corp. | 3.400% | 9/11/25 | 325 | 359 | |
9 | John Deere Capital Corp. | 0.700% | 1/15/26 | 500 | 495 | |
9 | John Deere Capital Corp. | 2.650% | 6/10/26 | 300 | 323 | |
9 | John Deere Capital Corp. | 1.050% | 6/17/26 | 500 | 499 | |
9 | John Deere Capital Corp. | 2.250% | 9/14/26 | 1,250 | 1,317 | |
9 | John Deere Capital Corp. | 2.800% | 9/8/27 | 250 | 271 | |
9 | John Deere Capital Corp. | 3.050% | 1/6/28 | 600 | 658 | |
9 | John Deere Capital Corp. | 1.500% | 3/6/28 | 500 | 497 | |
9 | John Deere Capital Corp. | 3.450% | 3/7/29 | 300 | 338 | |
9 | John Deere Capital Corp. | 2.800% | 7/18/29 | 490 | 530 | |
9 | John Deere Capital Corp. | 2.450% | 1/9/30 | 1,000 | 1,052 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 500 | 483 | ||
9 | John Deere Capital Corp. | 2.000% | 6/17/31 | 300 | 303 | |
9 | Johnson Controls International plc | 3.625% | 7/2/24 | 442 | 475 | |
9 | Johnson Controls International plc | 3.900% | 2/14/26 | 219 | 243 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 500 | 482 | ||
9 | Johnson Controls International plc | 6.000% | 1/15/36 | 210 | 294 | |
9 | Johnson Controls International plc | 4.625% | 7/2/44 | 800 | 994 | |
9 | Johnson Controls International plc | 5.125% | 9/14/45 | 80 | 106 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 400 | 502 | ||
9 | Johnson Controls International plc | 4.950% | 7/2/64 | 286 | 386 | |
9 | Kansas City Southern | 3.000% | 5/15/23 | 400 | 415 | |
Kansas City Southern | 2.875% | 11/15/29 | 550 | 579 | ||
9 | Kansas City Southern | 4.300% | 5/15/43 | 500 | 574 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Kansas City Southern | 4.950% | 8/15/45 | 500 | 639 | |
Kansas City Southern | 3.500% | 5/1/50 | 1,600 | 1,692 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 1,000 | 1,136 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 734 | 818 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 375 | 436 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 425 | 450 | ||
Kirby Corp. | 4.200% | 3/1/28 | 1,200 | 1,342 | ||
L3Harris Technologies Inc. | 3.850% | 6/15/23 | 775 | 824 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 270 | 292 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 550 | 603 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 200 | 225 | ||
9 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 600 | 696 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 450 | 478 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 600 | 583 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 125 | ||
L3Harris Technologies Inc. | 6.150% | 12/15/40 | 425 | 611 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 475 | 626 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 100 | 105 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 500 | 503 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 500 | 500 | ||
Lockheed Martin Corp. | 3.100% | 1/15/23 | 270 | 280 | ||
Lockheed Martin Corp. | 2.900% | 3/1/25 | 463 | 496 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 1,200 | 1,327 | ||
Lockheed Martin Corp. | 1.850% | 6/15/30 | 1,000 | 1,004 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 485 | 556 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 565 | 710 | ||
9 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,915 | 2,754 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 316 | 443 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 1,775 | 2,155 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 750 | 875 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,050 | 1,389 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 700 | 702 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 622 | 777 | ||
Norfolk Southern Corp. | 2.903% | 2/15/23 | 1,580 | 1,633 | ||
Norfolk Southern Corp. | 3.850% | 1/15/24 | 200 | 214 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 415 | 456 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 100 | 134 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 136 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 750 | 849 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 1,200 | 1,262 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 565 | 726 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 425 | 489 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 975 | 1,192 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 300 | 376 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 150 | 172 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 50 | 59 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 615 | 723 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 330 | 350 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 1,600 | 1,604 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 973 | 1,149 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 756 | 764 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 500 | 547 | ||
Northrop Grumman Corp. | 3.250% | 8/1/23 | 500 | 529 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,300 | 1,386 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 675 | 735 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 400 | 437 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 1,540 | 1,821 | ||
Northrop Grumman Corp. | 5.150% | 5/1/40 | 2,165 | 2,842 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 850 | 1,111 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 1,550 | 1,996 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 1,550 | 1,841 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 795 | 1,118 | ||
nVent Finance Sarl | 3.950% | 4/15/23 | 220 | 230 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 300 | 330 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 400 | 462 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 80 | 85 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 1,575 | 1,637 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 1,350 | 1,403 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 1,400 | 1,451 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 2,000 | 2,068 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 550 | 579 | ||
9 | PACCAR Financial Corp. | 2.300% | 8/10/22 | 250 | 256 | |
9 | PACCAR Financial Corp. | 2.000% | 9/26/22 | 200 | 204 | |
PACCAR Financial Corp. | 3.400% | 8/9/23 | 300 | 319 | ||
9 | PACCAR Financial Corp. | 0.350% | 8/11/23 | 500 | 500 | |
9 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 500 | 498 | |
9 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 250 | 261 | |
9 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 750 | 773 | |
9 | Parker-Hannifin Corp. | 3.500% | 9/15/22 | 975 | 1,011 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 475 | 501 | ||
9 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 467 | 502 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 1,600 | 1,750 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 1,000 | 1,094 | ||
9 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 200 | 235 | |
9 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 575 | 816 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 500 | 598 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 800 | 949 | ||
Precision Castparts Corp. | 2.500% | 1/15/23 | 1,075 | 1,105 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 675 | 732 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 375 | 425 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 275 | 334 | ||
Raytheon Technologies Corp. | 2.500% | 12/15/22 | 845 | 867 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 775 | 825 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 1,680 | 1,868 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 2,000 | 2,207 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 975 | 1,060 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 75 | 98 | ||
Raytheon Technologies Corp. | 6.700% | 8/1/28 | 150 | 197 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 3,445 | 3,968 | ||
Raytheon Technologies Corp. | 7.500% | 9/15/29 | 400 | 559 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 500 | 508 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 500 | 655 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 585 | 818 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 925 | 1,320 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 1,000 | 1,210 | ||
Raytheon Technologies Corp. | 5.700% | 4/15/40 | 625 | 868 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 225 | 287 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 925 | 1,165 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 3,150 | 3,921 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 285 | 360 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,025 | 1,216 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 900 | 1,015 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 1,325 | 1,623 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 800 | 940 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 1,475 | 1,517 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 60 | 63 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 500 | 538 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 496 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 400 | 429 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 725 | 736 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 500 | 469 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 625 | 595 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic Services Inc. | 6.200% | 3/1/40 | 475 | 682 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 300 | 414 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 650 | 664 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 350 | 392 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 575 | 720 | ||
9 | Ryder System Inc. | 3.400% | 3/1/23 | 350 | 366 | |
9 | Ryder System Inc. | 3.750% | 6/9/23 | 1,490 | 1,578 | |
9 | Ryder System Inc. | 3.650% | 3/18/24 | 550 | 591 | |
9 | Ryder System Inc. | 2.500% | 9/1/24 | 250 | 262 | |
9 | Ryder System Inc. | 4.625% | 6/1/25 | 581 | 655 | |
9 | Ryder System Inc. | 2.900% | 12/1/26 | 325 | 348 | |
Southwest Airlines Co. | 2.750% | 11/16/22 | 100 | 103 | ||
Southwest Airlines Co. | 4.750% | 5/4/23 | 675 | 724 | ||
Southwest Airlines Co. | 5.250% | 5/4/25 | 3,500 | 3,998 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 400 | 427 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 1,925 | 2,267 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 540 | 586 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 400 | 410 | ||
9 | Southwest Airlines Co. Pass-Through Trust Series 2007-1 | 6.150% | 8/1/22 | 32 | 33 | |
9 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 222 | 231 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 500 | 500 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 500 | 501 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 500 | 509 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 900 | 925 | ||
Textron Inc. | 4.300% | 3/1/24 | 625 | 677 | ||
Textron Inc. | 3.875% | 3/1/25 | 225 | 245 | ||
Textron Inc. | 4.000% | 3/15/26 | 300 | 335 | ||
Textron Inc. | 3.650% | 3/15/27 | 1,025 | 1,135 | ||
Textron Inc. | 3.375% | 3/1/28 | 325 | 352 | ||
Textron Inc. | 3.900% | 9/17/29 | 250 | 280 | ||
Timken Co. | 3.875% | 9/1/24 | 200 | 214 | ||
Timken Co. | 4.500% | 12/15/28 | 400 | 447 | ||
Trane Technologies Global Holding Co. Ltd. | 4.250% | 6/15/23 | 900 | 965 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 1,200 | 1,348 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 1,350 | 1,458 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 325 | 356 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 975 | 1,101 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 150 | 190 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 350 | 440 | ||
Trimble Inc. | 4.150% | 6/15/23 | 100 | 106 | ||
Trimble Inc. | 4.750% | 12/1/24 | 600 | 667 | ||
Trimble Inc. | 4.900% | 6/15/28 | 400 | 469 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,000 | 1,071 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 450 | 485 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 550 | 842 | ||
Union Pacific Corp. | 4.163% | 7/15/22 | 100 | 103 | ||
Union Pacific Corp. | 2.950% | 1/15/23 | 650 | 671 | ||
Union Pacific Corp. | 2.750% | 4/15/23 | 200 | 207 | ||
Union Pacific Corp. | 3.500% | 6/8/23 | 600 | 635 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 325 | 348 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 400 | 427 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 400 | 431 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 930 | 1,032 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 900 | 977 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 648 | 693 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 400 | 415 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 240 | 260 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 1,475 | 1,523 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 500 | 511 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 900 | 986 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4,9 | Union Pacific Corp. | 2.891% | 4/6/36 | 1,800 | 1,872 | |
Union Pacific Corp. | 3.600% | 9/15/37 | 708 | 793 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 500 | 529 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 500 | 579 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 550 | 583 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 850 | 895 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 1,082 | 1,237 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 425 | 494 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 1,106 | 1,255 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 2,025 | 1,945 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 350 | 408 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 1,400 | 1,540 | ||
4,9 | Union Pacific Corp. | 3.799% | 4/6/71 | 1,700 | 1,883 | |
9 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 475 | 499 | |
9 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 502 | 528 | |
9 | United Airlines Pass-Through Trust Class A Series 2015-1 | 3.700% | 12/1/22 | 200 | 206 | |
9 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 326 | 330 | |
9 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 2,907 | 3,234 | |
9 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 209 | 219 | |
9 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 448 | 473 | |
9 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 421 | 462 | |
9 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 457 | 456 | |
9 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 1,262 | 1,338 | |
United Parcel Service Inc. | 2.450% | 10/1/22 | 800 | 821 | ||
United Parcel Service Inc. | 2.800% | 11/15/24 | 950 | 1,015 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 1,200 | 1,329 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 1,575 | 1,676 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 400 | 425 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,000 | 1,210 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 505 | 745 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 465 | 633 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 350 | 461 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 300 | 346 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 390 | 433 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 800 | 1,011 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 224 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 2,870 | 4,203 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 475 | 574 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 300 | 371 | ||
4,9 | Vontier Corp. | 1.800% | 4/1/26 | 500 | 498 | |
4,9 | Vontier Corp. | 2.400% | 4/1/28 | 500 | 496 | |
4,9 | Vontier Corp. | 2.950% | 4/1/31 | 500 | 502 | |
Waste Connections Inc. | 4.250% | 12/1/28 | 375 | 434 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 950 | 1,047 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 500 | 517 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 300 | 305 | ||
Waste Management Inc. | 2.900% | 9/15/22 | 191 | 196 | ||
Waste Management Inc. | 2.400% | 5/15/23 | 1,100 | 1,138 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 500 | 496 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 1,600 | 1,751 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 500 | 484 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 1,400 | 1,325 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 500 | 515 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 500 | 466 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 1,100 | 1,193 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,070 | 1,140 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 725 | 779 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 750 | 871 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 475 | 492 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 825 | 1,065 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 325 | 374 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 350 | 429 | ||
Xylem Inc. | 3.250% | 11/1/26 | 300 | 328 | ||
Xylem Inc. | 1.950% | 1/30/28 | 250 | 253 | ||
Xylem Inc. | 2.250% | 1/30/31 | 400 | 404 | ||
Xylem Inc. | 4.375% | 11/1/46 | 475 | 566 | ||
479,061 | ||||||
Materials (0.31%) | ||||||
Air Products and Chemicals Inc. | 2.750% | 2/3/23 | 250 | 259 | ||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 1,200 | 1,291 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 150 | 154 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 700 | 714 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 600 | 607 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,000 | 1,002 | ||
Albemarle Corp. | 4.150% | 12/1/24 | 532 | 583 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 325 | 410 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 500 | 581 | ||
9 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 300 | 321 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 500 | 512 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 500 | 510 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 500 | 519 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 375 | 518 | ||
Barrick Gold Corp. | 5.250% | 4/1/42 | 500 | 658 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 770 | 1,060 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 250 | 352 | ||
Barrick PD Australia Finance Pty. Ltd. | 5.950% | 10/15/39 | 675 | 934 | ||
4,9 | Berry Global Inc. | 0.950% | 2/15/24 | 1,100 | 1,102 | |
4,9 | Berry Global Inc. | 1.570% | 1/15/26 | 1,400 | 1,402 | |
4,9 | Berry Global Inc. | 1.650% | 1/15/27 | 1,000 | 992 | |
BHP Billiton Finance USA Ltd. | 3.850% | 9/30/23 | 475 | 511 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 150 | 185 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 850 | 1,026 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 2,350 | 3,193 | ||
Cabot Corp. | 3.700% | 7/15/22 | 50 | 51 | ||
Cabot Corp. | 4.000% | 7/1/29 | 240 | 259 | ||
Carlisle Cos. Inc. | 3.750% | 11/15/22 | 175 | 181 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 150 | 162 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 650 | 723 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 675 | 704 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 400 | 428 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 323 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 850 | 1,017 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 750 | 855 | ||
Dow Chemical Co. | 3.625% | 5/15/26 | 800 | 885 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 125 | 174 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 750 | 743 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 550 | 636 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 960 | 1,690 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 375 | 489 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,300 | 1,549 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 400 | 489 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 1,450 | 2,035 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 925 | 1,185 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 750 | 809 | ||
DuPont de Nemours Inc. | 4.205% | 11/15/23 | 2,050 | 2,219 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 1,500 | 1,705 | ||
DuPont de Nemours Inc. | 4.725% | 11/15/28 | 2,225 | 2,652 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 2,025 | 2,676 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 1,600 | 2,222 | ||
Eastman Chemical Co. | 3.600% | 8/15/22 | 317 | 326 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 996 | 1,088 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 400 | 491 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 850 | 1,033 | ||
Ecolab Inc. | 2.375% | 8/10/22 | 400 | 408 | ||
Ecolab Inc. | 3.250% | 1/14/23 | 393 | 408 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 600 | 643 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 1,400 | 1,542 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 700 | 858 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 500 | 473 | ||
Ecolab Inc. | 5.500% | 12/8/41 | 85 | 118 | ||
Ecolab Inc. | 3.950% | 12/1/47 | 993 | 1,199 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 700 | 718 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 400 | 410 | ||
Fibria Overseas Finance Ltd. | 5.250% | 5/12/24 | 725 | 811 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 250 | 270 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 150 | 174 | ||
FMC Corp. | 4.100% | 2/1/24 | 750 | 803 | ||
FMC Corp. | 3.200% | 10/1/26 | 300 | 323 | ||
FMC Corp. | 3.450% | 10/1/29 | 400 | 436 | ||
FMC Corp. | 4.500% | 10/1/49 | 400 | 486 | ||
4,9 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 1,000 | 997 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 700 | 1,105 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 250 | 284 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 300 | 305 | ||
International Flavors & Fragrances Inc. | 3.200% | 5/1/23 | 100 | 104 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 415 | 480 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 550 | 648 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 500 | 648 | ||
International Paper Co. | 3.800% | 1/15/26 | 131 | 146 | ||
International Paper Co. | 5.000% | 9/15/35 | 150 | 189 | ||
International Paper Co. | 7.300% | 11/15/39 | 805 | 1,257 | ||
International Paper Co. | 6.000% | 11/15/41 | 300 | 428 | ||
International Paper Co. | 4.800% | 6/15/44 | 600 | 765 | ||
International Paper Co. | 5.150% | 5/15/46 | 1,325 | 1,774 | ||
International Paper Co. | 4.350% | 8/15/48 | 450 | 560 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 400 | 447 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 100 | 114 | ||
Linde Inc. | 2.650% | 2/5/25 | 500 | 530 | ||
Linde Inc. | 1.100% | 8/10/30 | 500 | 470 | ||
Linde Inc. | 3.550% | 11/7/42 | 300 | 346 | ||
Linde Inc. | 2.000% | 8/10/50 | 500 | 427 | ||
LYB International Finance BV | 4.000% | 7/15/23 | 284 | 303 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 700 | 905 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 500 | 623 | ||
LYB International Finance II BV | 3.500% | 3/2/27 | 450 | 491 | ||
LYB International Finance III LLC | 2.875% | 5/1/25 | 400 | 425 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 2,000 | 1,998 | ||
LYB International Finance III LLC | 3.375% | 5/1/30 | 1,000 | 1,086 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 900 | 899 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 600 | 622 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 560 | 642 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 800 | 918 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 1,300 | 1,377 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 500 | 528 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 910 | 1,106 | ||
11 | Martin Marietta Materials Inc. | 0.650% | 7/15/23 | 169 | 169 | |
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,150 | 1,255 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 500 | 546 | ||
9 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 375 | 381 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
11 | Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 506 | 508 | |
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 600 | 701 | ||
11 | Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 743 | 742 | |
Mosaic Co. | 3.250% | 11/15/22 | 650 | 673 | ||
Mosaic Co. | 4.250% | 11/15/23 | 1,000 | 1,074 | ||
Mosaic Co. | 4.050% | 11/15/27 | 600 | 672 | ||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 126 | ||
Mosaic Co. | 5.625% | 11/15/43 | 425 | 556 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 500 | 501 | ||
Newmont Corp. | 3.700% | 3/15/23 | 371 | 388 | ||
Newmont Corp. | 2.800% | 10/1/29 | 550 | 577 | ||
Newmont Corp. | 2.250% | 10/1/30 | 1,600 | 1,599 | ||
9 | Newmont Corp. | 5.875% | 4/1/35 | 725 | 978 | |
Newmont Corp. | 6.250% | 10/1/39 | 500 | 723 | ||
Newmont Corp. | 4.875% | 3/15/42 | 1,450 | 1,842 | ||
Nucor Corp. | 4.125% | 9/15/22 | 200 | 207 | ||
Nucor Corp. | 4.000% | 8/1/23 | 325 | 346 | ||
Nucor Corp. | 2.000% | 6/1/25 | 1,014 | 1,049 | ||
Nucor Corp. | 2.700% | 6/1/30 | 300 | 313 | ||
4,9 | Nucor Corp. | 2.979% | 12/15/55 | 1,400 | 1,354 | |
Nutrien Ltd. | 3.150% | 10/1/22 | 410 | 421 | ||
Nutrien Ltd. | 1.900% | 5/13/23 | 400 | 410 | ||
Nutrien Ltd. | 3.500% | 6/1/23 | 275 | 288 | ||
Nutrien Ltd. | 3.375% | 3/15/25 | 2,050 | 2,211 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 266 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 500 | 563 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 1,175 | 1,240 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,250 | 1,429 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 300 | 408 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 385 | 525 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 225 | 284 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 300 | 399 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,199 | 1,581 | ||
Packaging Corp. of America | 4.500% | 11/1/23 | 640 | 692 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 500 | 541 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 400 | 440 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 950 | 1,010 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 200 | 235 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 300 | 314 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 500 | 499 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 600 | 623 | ||
Reliance Steel & Aluminum Co. | 4.500% | 4/15/23 | 360 | 381 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 675 | 677 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 1,800 | 1,777 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 325 | 457 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 450 | 622 | ||
Rio Tinto Finance USA Ltd. | 3.750% | 6/15/25 | 1,700 | 1,884 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 225 | 305 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 565 | 774 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,100 | 1,440 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 119 | 145 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 300 | 415 | ||
RPM International Inc. | 3.450% | 11/15/22 | 250 | 258 | ||
RPM International Inc. | 3.750% | 3/15/27 | 150 | 165 | ||
RPM International Inc. | 4.550% | 3/1/29 | 275 | 316 | ||
RPM International Inc. | 5.250% | 6/1/45 | 75 | 94 | ||
RPM International Inc. | 4.250% | 1/15/48 | 450 | 495 | ||
Sherwin-Williams Co. | 2.750% | 6/1/22 | 75 | 76 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 1,925 | 2,056 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 900 | 979 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 600 | 666 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 300 | 331 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 700 | 752 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 500 | 507 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 220 | 253 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 270 | 334 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,100 | 1,378 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 1,000 | 1,149 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 1,400 | 1,486 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 700 | 748 | ||
Southern Copper Corp. | 3.500% | 11/8/22 | 600 | 622 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 650 | 708 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 425 | 617 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 750 | 1,071 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 2,505 | 3,501 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 725 | 765 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 300 | 314 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 1,300 | 1,296 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 1,275 | 1,389 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,300 | 1,397 | ||
Steel Dynamics Inc. | 3.250% | 10/15/50 | 500 | 499 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 1,050 | 1,250 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 1,200 | 1,359 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 1,000 | 1,047 | ||
11 | Suzano Austria GmbH | 3.125% | 1/15/32 | 1,200 | 1,188 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 1,000 | 1,080 | ||
Teck Resources Ltd. | 6.125% | 10/1/35 | 1,025 | 1,323 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 150 | 191 | ||
Teck Resources Ltd. | 6.250% | 7/15/41 | 800 | 1,052 | ||
Vale Overseas Ltd. | 6.250% | 8/10/26 | 700 | 841 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 1,100 | 1,170 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 375 | 546 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 1,980 | 2,713 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,060 | 1,479 | ||
Vale SA | 5.625% | 9/11/42 | 923 | 1,155 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 250 | 279 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 575 | 634 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 1,050 | 1,273 | ||
Westlake Chemical Corp. | 3.375% | 6/15/30 | 500 | 538 | ||
Westlake Chemical Corp. | 5.000% | 8/15/46 | 825 | 1,044 | ||
Westlake Chemical Corp. | 4.375% | 11/15/47 | 435 | 510 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 475 | 672 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 275 | 393 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 525 | 557 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 600 | 688 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 1,325 | 1,446 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 800 | 904 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 607 | 686 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 1,325 | 1,589 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 700 | 811 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,000 | 1,049 | ||
177,447 | ||||||
Real Estate (0.39%) | ||||||
Agree LP | 2.000% | 6/15/28 | 500 | 496 | ||
Agree LP | 2.600% | 6/15/33 | 500 | 498 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 598 | 652 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 300 | 337 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 200 | 223 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 350 | 396 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 200 | 235 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,529 | 1,599 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 596 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 388 | 475 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 600 | 658 | ||
Alexandria Real Estate Equities Inc. | 2.000% | 5/18/32 | 500 | 487 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 3,000 | 2,839 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 200 | 257 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 565 | 652 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 500 | 491 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 500 | 517 | ||
American Campus Communities Operating Partnership LP | 3.750% | 4/15/23 | 225 | 236 | ||
American Campus Communities Operating Partnership LP | 4.125% | 7/1/24 | 250 | 272 | ||
American Campus Communities Operating Partnership LP | 3.300% | 7/15/26 | 100 | 108 | ||
American Campus Communities Operating Partnership LP | 3.625% | 11/15/27 | 300 | 327 | ||
American Campus Communities Operating Partnership LP | 2.850% | 2/1/30 | 500 | 515 | ||
American Campus Communities Operating Partnership LP | 3.875% | 1/30/31 | 250 | 278 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 325 | 379 | ||
11 | American Homes 4 Rent LP | 2.375% | 7/15/31 | 675 | 665 | |
11 | American Homes 4 Rent LP | 3.375% | 7/15/51 | 500 | 490 | |
American Tower Corp. | 3.500% | 1/31/23 | 1,075 | 1,126 | ||
American Tower Corp. | 5.000% | 2/15/24 | 1,900 | 2,107 | ||
American Tower Corp. | 3.375% | 5/15/24 | 500 | 535 | ||
American Tower Corp. | 2.950% | 1/15/25 | 885 | 940 | ||
American Tower Corp. | 1.600% | 4/15/26 | 500 | 505 | ||
American Tower Corp. | 3.375% | 10/15/26 | 1,069 | 1,163 | ||
American Tower Corp. | 2.750% | 1/15/27 | 2,709 | 2,865 | ||
American Tower Corp. | 3.125% | 1/15/27 | 575 | 616 | ||
American Tower Corp. | 3.550% | 7/15/27 | 600 | 659 | ||
American Tower Corp. | 3.600% | 1/15/28 | 500 | 551 | ||
American Tower Corp. | 1.500% | 1/31/28 | 1,000 | 974 | ||
American Tower Corp. | 3.800% | 8/15/29 | 1,075 | 1,199 | ||
American Tower Corp. | 2.900% | 1/15/30 | 1,490 | 1,566 | ||
American Tower Corp. | 2.100% | 6/15/30 | 560 | 551 | ||
American Tower Corp. | 1.875% | 10/15/30 | 700 | 677 | ||
American Tower Corp. | 2.700% | 4/15/31 | 500 | 517 | ||
American Tower Corp. | 3.700% | 10/15/49 | 500 | 542 | ||
American Tower Corp. | 3.100% | 6/15/50 | 560 | 548 | ||
American Tower Corp. | 2.950% | 1/15/51 | 500 | 476 | ||
9 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 200 | 207 | |
9 | AvalonBay Communities Inc. | 4.200% | 12/15/23 | 865 | 934 | |
9 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 1,050 | 1,137 | |
9 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 425 | 464 | |
9 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 250 | 269 | |
9 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 54 | |
9 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 300 | 329 | |
9 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 350 | 380 | |
9 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 500 | 512 | |
9 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 855 | 880 | |
9 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 255 | 298 | |
Boston Properties LP | 3.850% | 2/1/23 | 1,150 | 1,201 | ||
Boston Properties LP | 3.125% | 9/1/23 | 1,375 | 1,442 | ||
Boston Properties LP | 3.800% | 2/1/24 | 2,521 | 2,698 | ||
Boston Properties LP | 3.200% | 1/15/25 | 550 | 589 | ||
Boston Properties LP | 2.750% | 10/1/26 | 475 | 507 | ||
Boston Properties LP | 2.900% | 3/15/30 | 1,000 | 1,042 | ||
Boston Properties LP | 3.250% | 1/30/31 | 600 | 642 | ||
Boston Properties LP | 2.550% | 4/1/32 | 500 | 503 | ||
Brandywine Operating Partnership LP | 3.950% | 2/15/23 | 270 | 282 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 1,950 | 2,120 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 1,300 | 1,401 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 475 | 516 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 400 | 446 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 300 | 330 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 2,000 | 2,001 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 1,088 | 1,220 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 1,400 | 1,570 | ||
Camden Property Trust | 2.950% | 12/15/22 | 1,000 | 1,030 | ||
Camden Property Trust | 4.100% | 10/15/28 | 250 | 287 | ||
Camden Property Trust | 3.150% | 7/1/29 | 100 | 109 | ||
Camden Property Trust | 2.800% | 5/15/30 | 1,735 | 1,838 | ||
Camden Property Trust | 3.350% | 11/1/49 | 800 | 874 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 625 | 724 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 500 | 507 | ||
CC Holdings GS V LLC | 3.849% | 4/15/23 | 1,000 | 1,059 | ||
Columbia Property Trust Operating Partnership LP | 4.150% | 4/1/25 | 100 | 108 | ||
Columbia Property Trust Operating Partnership LP | 3.650% | 8/15/26 | 1,125 | 1,187 | ||
Crown Castle International Corp. | 3.150% | 7/15/23 | 625 | 657 | ||
Crown Castle International Corp. | 3.200% | 9/1/24 | 525 | 561 | ||
Crown Castle International Corp. | 1.350% | 7/15/25 | 522 | 526 | ||
Crown Castle International Corp. | 4.450% | 2/15/26 | 1,405 | 1,586 | ||
Crown Castle International Corp. | 3.700% | 6/15/26 | 1,175 | 1,293 | ||
Crown Castle International Corp. | 1.050% | 7/15/26 | 500 | 489 | ||
Crown Castle International Corp. | 3.650% | 9/1/27 | 1,190 | 1,312 | ||
Crown Castle International Corp. | 3.800% | 2/15/28 | 1,525 | 1,695 | ||
Crown Castle International Corp. | 3.100% | 11/15/29 | 400 | 425 | ||
Crown Castle International Corp. | 3.300% | 7/1/30 | 1,300 | 1,396 | ||
Crown Castle International Corp. | 2.250% | 1/15/31 | 500 | 493 | ||
Crown Castle International Corp. | 2.100% | 4/1/31 | 500 | 488 | ||
Crown Castle International Corp. | 2.500% | 7/15/31 | 600 | 604 | ||
Crown Castle International Corp. | 2.900% | 4/1/41 | 1,500 | 1,457 | ||
Crown Castle International Corp. | 4.750% | 5/15/47 | 300 | 366 | ||
Crown Castle International Corp. | 5.200% | 2/15/49 | 430 | 559 | ||
Crown Castle International Corp. | 4.150% | 7/1/50 | 700 | 799 | ||
Crown Castle International Corp. | 3.250% | 1/15/51 | 1,200 | 1,195 | ||
CubeSmart LP | 4.375% | 12/15/23 | 500 | 540 | ||
CubeSmart LP | 4.000% | 11/15/25 | 160 | 177 | ||
CubeSmart LP | 3.125% | 9/1/26 | 425 | 455 | ||
CubeSmart LP | 4.375% | 2/15/29 | 150 | 172 | ||
CubeSmart LP | 3.000% | 2/15/30 | 500 | 524 | ||
CubeSmart LP | 2.000% | 2/15/31 | 300 | 292 | ||
CyrusOne LP | 2.900% | 11/15/24 | 1,505 | 1,589 | ||
CyrusOne LP | 2.150% | 11/1/30 | 500 | 477 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 1,350 | 1,566 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 1,100 | 1,223 | ||
Duke Realty LP | 3.625% | 4/15/23 | 275 | 288 | ||
Duke Realty LP | 3.750% | 12/1/24 | 202 | 219 | ||
Duke Realty LP | 3.250% | 6/30/26 | 1,075 | 1,167 | ||
Duke Realty LP | 3.375% | 12/15/27 | 250 | 275 | ||
Duke Realty LP | 4.000% | 9/15/28 | 500 | 570 | ||
Duke Realty LP | 2.875% | 11/15/29 | 250 | 264 | ||
Duke Realty LP | 1.750% | 7/1/30 | 750 | 722 | ||
Duke Realty LP | 3.050% | 3/1/50 | 175 | 173 | ||
Equinix Inc. | 2.625% | 11/18/24 | 800 | 842 | ||
Equinix Inc. | 1.250% | 7/15/25 | 500 | 501 | ||
Equinix Inc. | 1.000% | 9/15/25 | 500 | 496 | ||
Equinix Inc. | 1.450% | 5/15/26 | 420 | 422 | ||
Equinix Inc. | 2.900% | 11/18/26 | 1,250 | 1,338 | ||
Equinix Inc. | 1.800% | 7/15/27 | 1,150 | 1,164 | ||
Equinix Inc. | 1.550% | 3/15/28 | 116 | 114 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Equinix Inc. | 2.000% | 5/15/28 | 250 | 251 | ||
Equinix Inc. | 3.200% | 11/18/29 | 1,000 | 1,075 | ||
Equinix Inc. | 2.150% | 7/15/30 | 825 | 820 | ||
Equinix Inc. | 2.500% | 5/15/31 | 850 | 865 | ||
Equinix Inc. | 3.000% | 7/15/50 | 400 | 384 | ||
Equinix Inc. | 2.950% | 9/15/51 | 400 | 383 | ||
Equinix Inc. | 3.400% | 2/15/52 | 400 | 411 | ||
ERP Operating LP | 3.000% | 4/15/23 | 625 | 650 | ||
ERP Operating LP | 3.375% | 6/1/25 | 350 | 379 | ||
ERP Operating LP | 2.850% | 11/1/26 | 1,300 | 1,391 | ||
ERP Operating LP | 3.500% | 3/1/28 | 500 | 553 | ||
ERP Operating LP | 4.150% | 12/1/28 | 300 | 345 | ||
ERP Operating LP | 3.000% | 7/1/29 | 250 | 269 | ||
ERP Operating LP | 2.500% | 2/15/30 | 300 | 311 | ||
ERP Operating LP | 4.500% | 7/1/44 | 550 | 693 | ||
ERP Operating LP | 4.500% | 6/1/45 | 350 | 437 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 50 | 52 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 275 | 296 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 200 | 217 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 963 | 1,047 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 280 | 316 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 405 | 426 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 877 | 824 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 455 | 462 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,000 | 1,215 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 500 | 503 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 325 | 337 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 225 | 243 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 75 | 81 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 825 | 977 | ||
GLP Capital LP | 5.375% | 11/1/23 | 500 | 546 | ||
GLP Capital LP | 3.350% | 9/1/24 | 300 | 318 | ||
GLP Capital LP | 5.250% | 6/1/25 | 625 | 704 | ||
GLP Capital LP | 5.375% | 4/15/26 | 1,100 | 1,266 | ||
GLP Capital LP | 5.750% | 6/1/28 | 100 | 119 | ||
GLP Capital LP | 5.300% | 1/15/29 | 825 | 963 | ||
GLP Capital LP | 4.000% | 1/15/30 | 570 | 614 | ||
GLP Capital LP | 4.000% | 1/15/31 | 800 | 863 | ||
Healthcare Realty Trust Inc. | 3.625% | 1/15/28 | 300 | 329 | ||
Healthcare Realty Trust Inc. | 2.400% | 3/15/30 | 300 | 302 | ||
Healthcare Trust of America Holdings LP | 3.500% | 8/1/26 | 625 | 687 | ||
Healthcare Trust of America Holdings LP | 3.750% | 7/1/27 | 400 | 446 | ||
Healthcare Trust of America Holdings LP | 3.100% | 2/15/30 | 395 | 419 | ||
Healthcare Trust of America Holdings LP | 2.000% | 3/15/31 | 500 | 484 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 213 | 229 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 150 | 163 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 500 | 553 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 4,000 | 4,243 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 100 | 105 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 175 | 261 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 850 | 953 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 500 | 523 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 500 | 504 | ||
9 | Host Hotels & Resorts LP | 3.750% | 10/15/23 | 240 | 253 | |
9 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 728 | 789 | |
9 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 400 | 420 | |
9 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 1,213 | 1,273 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 250 | 274 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 200 | 230 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 240 | 253 | ||
Kilroy Realty LP | 3.800% | 1/15/23 | 250 | 260 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Kilroy Realty LP | 3.450% | 12/15/24 | 850 | 908 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 350 | 406 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 1,200 | 1,254 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 500 | 492 | ||
Kimco Realty Corp. | 3.125% | 6/1/23 | 550 | 574 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 500 | 539 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,294 | 1,373 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 1,000 | 1,001 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 250 | 258 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 425 | 493 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 250 | 299 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 725 | 782 | ||
Lexington Realty Trust | 2.700% | 9/15/30 | 500 | 509 | ||
Life Storage LP | 3.500% | 7/1/26 | 475 | 520 | ||
Life Storage LP | 3.875% | 12/15/27 | 100 | 112 | ||
Life Storage LP | 4.000% | 6/15/29 | 125 | 140 | ||
Life Storage LP | 2.200% | 10/15/30 | 500 | 494 | ||
Mid-America Apartments LP | 4.300% | 10/15/23 | 350 | 376 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 325 | 351 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 1,000 | 1,114 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 295 | 308 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 900 | 854 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 1,000 | 969 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 275 | 297 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 450 | 499 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 550 | 595 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 300 | 341 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 325 | 331 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 250 | 311 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 500 | 486 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 500 | 522 | ||
Office Properties Income Trust | 4.000% | 7/15/22 | 275 | 284 | ||
Office Properties Income Trust | 4.250% | 5/15/24 | 500 | 533 | ||
Office Properties Income Trust | 4.500% | 2/1/25 | 250 | 272 | ||
Office Properties Income Trust | 2.650% | 6/15/26 | 500 | 507 | ||
Omega Healthcare Investors Inc. | 4.375% | 8/1/23 | 452 | 482 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 275 | 299 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 281 | 307 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 475 | 542 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 300 | 339 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 2,000 | 2,139 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 750 | 771 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 290 | 327 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 300 | 329 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 300 | 312 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 275 | 297 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 250 | 254 | ||
Prologis LP | 2.125% | 4/15/27 | 900 | 938 | ||
Prologis LP | 3.875% | 9/15/28 | 300 | 343 | ||
Prologis LP | 4.375% | 2/1/29 | 50 | 59 | ||
Prologis LP | 2.250% | 4/15/30 | 400 | 408 | ||
Prologis LP | 1.250% | 10/15/30 | 1,214 | 1,143 | ||
Prologis LP | 1.625% | 3/15/31 | 1,000 | 964 | ||
Prologis LP | 4.375% | 9/15/48 | 300 | 378 | ||
Prologis LP | 3.000% | 4/15/50 | 510 | 524 | ||
Prologis LP | 2.125% | 10/15/50 | 500 | 427 | ||
Public Storage | 2.370% | 9/15/22 | 250 | 256 | ||
Public Storage | 3.094% | 9/15/27 | 300 | 329 | ||
Public Storage | 1.850% | 5/1/28 | 600 | 605 | ||
Public Storage | 3.385% | 5/1/29 | 420 | 466 | ||
Public Storage | 2.300% | 5/1/31 | 1,000 | 1,021 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Realty Income Corp. | 4.650% | 8/1/23 | 500 | 538 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 250 | 271 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 200 | 221 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 775 | 879 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 525 | 567 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 1,290 | 1,442 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 575 | 626 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 2,000 | 2,183 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 500 | 477 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 820 | 1,065 | ||
Regency Centers LP | 3.600% | 2/1/27 | 340 | 376 | ||
Regency Centers LP | 4.125% | 3/15/28 | 250 | 281 | ||
Regency Centers LP | 2.950% | 9/15/29 | 400 | 421 | ||
Regency Centers LP | 4.400% | 2/1/47 | 400 | 465 | ||
Sabra Health Care LP | 4.800% | 6/1/24 | 240 | 262 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 100 | 113 | ||
Simon Property Group LP | 2.750% | 2/1/23 | 400 | 412 | ||
Simon Property Group LP | 2.750% | 6/1/23 | 3,400 | 3,530 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 500 | 536 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 595 | 616 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 700 | 767 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 212 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 300 | 327 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 820 | 893 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 1,000 | 1,090 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 500 | 498 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 1,595 | 1,641 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 500 | 519 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 600 | 593 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 500 | 746 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 350 | 434 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 425 | 495 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 700 | 709 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 1,500 | 1,658 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 463 | 489 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 250 | 272 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 1,000 | 1,110 | ||
SL Green Operating Partnership LP | 3.250% | 10/15/22 | 350 | 360 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 315 | 336 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 1,200 | 1,196 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 245 | 272 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 520 | 554 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 225 | 255 | ||
STORE Capital Corp. | 4.625% | 3/15/29 | 300 | 342 | ||
Tanger Properties LP | 3.750% | 12/1/24 | 200 | 213 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 375 | 393 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 250 | 271 | ||
9 | UDR Inc. | 2.950% | 9/1/26 | 600 | 642 | |
9 | UDR Inc. | 3.500% | 7/1/27 | 150 | 164 | |
9 | UDR Inc. | 3.500% | 1/15/28 | 50 | 55 | |
9 | UDR Inc. | 3.200% | 1/15/30 | 240 | 260 | |
9 | UDR Inc. | 2.100% | 8/1/32 | 1,175 | 1,129 | |
9 | UDR Inc. | 1.900% | 3/15/33 | 1,000 | 937 | |
UDR Inc. | 3.100% | 11/1/34 | 265 | 278 | ||
Ventas Realty LP | 3.125% | 6/15/23 | 1,240 | 1,292 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 325 | 348 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 200 | 215 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 456 | 480 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 59 | 64 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 275 | 307 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 325 | 340 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Ventas Realty LP | 4.750% | 11/15/30 | 450 | 536 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 325 | 430 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 250 | 284 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 650 | 805 | ||
VEREIT Operating Partnership LP | 4.600% | 2/6/24 | 375 | 409 | ||
VEREIT Operating Partnership LP | 4.625% | 11/1/25 | 738 | 836 | ||
VEREIT Operating Partnership LP | 4.875% | 6/1/26 | 350 | 404 | ||
VEREIT Operating Partnership LP | 3.950% | 8/15/27 | 475 | 535 | ||
VEREIT Operating Partnership LP | 3.400% | 1/15/28 | 1,000 | 1,090 | ||
VEREIT Operating Partnership LP | 2.200% | 6/15/28 | 500 | 508 | ||
VEREIT Operating Partnership LP | 3.100% | 12/15/29 | 500 | 535 | ||
VEREIT Operating Partnership LP | 2.850% | 12/15/32 | 500 | 523 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 425 | 452 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 500 | 516 | ||
Washington REIT | 3.950% | 10/15/22 | 100 | 103 | ||
Weingarten Realty Investors | 3.375% | 10/15/22 | 200 | 206 | ||
Weingarten Realty Investors | 3.500% | 4/15/23 | 200 | 209 | ||
Weingarten Realty Investors | 4.450% | 1/15/24 | 75 | 81 | ||
Welltower Inc. | 4.500% | 1/15/24 | 725 | 786 | ||
Welltower Inc. | 3.625% | 3/15/24 | 225 | 242 | ||
Welltower Inc. | 4.000% | 6/1/25 | 1,264 | 1,395 | ||
Welltower Inc. | 4.250% | 4/1/26 | 856 | 965 | ||
Welltower Inc. | 2.700% | 2/15/27 | 701 | 744 | ||
Welltower Inc. | 4.250% | 4/15/28 | 750 | 859 | ||
Welltower Inc. | 4.125% | 3/15/29 | 500 | 568 | ||
Welltower Inc. | 3.100% | 1/15/30 | 1,250 | 1,332 | ||
Welltower Inc. | 2.750% | 1/15/31 | 500 | 516 | ||
Welltower Inc. | 2.800% | 6/1/31 | 700 | 723 | ||
Welltower Inc. | 6.500% | 3/15/41 | 200 | 285 | ||
Welltower Inc. | 4.950% | 9/1/48 | 400 | 512 | ||
Weyerhaeuser Co. | 8.500% | 1/15/25 | 150 | 187 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 750 | 856 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 800 | 911 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 775 | 1,117 | ||
Weyerhaeuser Co. | 6.875% | 12/15/33 | 125 | 173 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 550 | 602 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 200 | 218 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 300 | 337 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 200 | 222 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 1,000 | 962 | ||
226,296 | ||||||
Technology (0.92%) | ||||||
Adobe Inc. | 1.700% | 2/1/23 | 280 | 286 | ||
Adobe Inc. | 1.900% | 2/1/25 | 100 | 104 | ||
Adobe Inc. | 3.250% | 2/1/25 | 800 | 867 | ||
Adobe Inc. | 2.150% | 2/1/27 | 500 | 524 | ||
Adobe Inc. | 2.300% | 2/1/30 | 1,100 | 1,145 | ||
Altera Corp. | 4.100% | 11/15/23 | 750 | 814 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 600 | 601 | ||
Analog Devices Inc. | 2.875% | 6/1/23 | 1,375 | 1,431 | ||
Analog Devices Inc. | 3.125% | 12/5/23 | 400 | 423 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 300 | 321 | ||
Analog Devices Inc. | 3.900% | 12/15/25 | 50 | 56 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 500 | 554 | ||
Apple Inc. | 2.100% | 9/12/22 | 500 | 510 | ||
Apple Inc. | 2.850% | 2/23/23 | 1,634 | 1,697 | ||
Apple Inc. | 2.400% | 5/3/23 | 5,790 | 6,007 | ||
Apple Inc. | 0.750% | 5/11/23 | 2,500 | 2,521 | ||
Apple Inc. | 3.000% | 2/9/24 | 1,375 | 1,459 | ||
Apple Inc. | 2.850% | 5/11/24 | 2,500 | 2,654 | ||
Apple Inc. | 1.800% | 9/11/24 | 1,500 | 1,557 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Apple Inc. | 2.750% | 1/13/25 | 1,200 | 1,283 | ||
Apple Inc. | 1.125% | 5/11/25 | 6,450 | 6,527 | ||
Apple Inc. | 0.550% | 8/20/25 | 1,000 | 989 | ||
Apple Inc. | 0.700% | 2/8/26 | 2,200 | 2,176 | ||
Apple Inc. | 3.250% | 2/23/26 | 3,805 | 4,178 | ||
Apple Inc. | 2.450% | 8/4/26 | 500 | 532 | ||
Apple Inc. | 2.050% | 9/11/26 | 3,000 | 3,139 | ||
Apple Inc. | 3.350% | 2/9/27 | 200 | 222 | ||
Apple Inc. | 3.200% | 5/11/27 | 2,700 | 2,983 | ||
Apple Inc. | 2.900% | 9/12/27 | 2,531 | 2,759 | ||
Apple Inc. | 3.000% | 11/13/27 | 1,025 | 1,122 | ||
Apple Inc. | 1.200% | 2/8/28 | 2,200 | 2,167 | ||
Apple Inc. | 2.200% | 9/11/29 | 1,425 | 1,482 | ||
Apple Inc. | 1.650% | 5/11/30 | 3,000 | 2,974 | ||
Apple Inc. | 1.250% | 8/20/30 | 1,000 | 959 | ||
Apple Inc. | 1.650% | 2/8/31 | 2,500 | 2,460 | ||
Apple Inc. | 4.500% | 2/23/36 | 825 | 1,042 | ||
Apple Inc. | 2.375% | 2/8/41 | 1,300 | 1,265 | ||
Apple Inc. | 3.850% | 5/4/43 | 3,025 | 3,600 | ||
Apple Inc. | 4.450% | 5/6/44 | 625 | 806 | ||
Apple Inc. | 3.450% | 2/9/45 | 2,344 | 2,629 | ||
Apple Inc. | 4.375% | 5/13/45 | 2,275 | 2,900 | ||
Apple Inc. | 4.650% | 2/23/46 | 3,720 | 4,936 | ||
Apple Inc. | 3.850% | 8/4/46 | 2,350 | 2,791 | ||
Apple Inc. | 4.250% | 2/9/47 | 800 | 1,007 | ||
Apple Inc. | 3.750% | 9/12/47 | 1,842 | 2,162 | ||
Apple Inc. | 3.750% | 11/13/47 | 1,000 | 1,172 | ||
Apple Inc. | 2.950% | 9/11/49 | 1,600 | 1,659 | ||
Apple Inc. | 2.650% | 5/11/50 | 1,855 | 1,818 | ||
Apple Inc. | 2.400% | 8/20/50 | 1,000 | 942 | ||
Apple Inc. | 2.650% | 2/8/51 | 2,700 | 2,649 | ||
Apple Inc. | 2.550% | 8/20/60 | 1,500 | 1,399 | ||
Apple Inc. | 2.800% | 2/8/61 | 1,600 | 1,565 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 756 | 844 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 1,065 | 1,178 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 350 | 346 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 400 | 528 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 250 | 368 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,225 | 1,561 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 550 | 548 | ||
Arrow Electronics Inc. | 4.500% | 3/1/23 | 400 | 421 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 509 | 542 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 300 | 326 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 250 | 280 | ||
Autodesk Inc. | 3.600% | 12/15/22 | 100 | 104 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 250 | 279 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 375 | 413 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 360 | 380 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 825 | 905 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 900 | 907 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 1,300 | 1,242 | ||
Avnet Inc. | 4.875% | 12/1/22 | 400 | 423 | ||
Avnet Inc. | 4.625% | 4/15/26 | 450 | 507 | ||
Avnet Inc. | 3.000% | 5/15/31 | 200 | 200 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 3,150 | 3,481 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 1,000 | 1,097 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 700 | 724 | ||
Broadcom Inc. | 4.700% | 4/15/25 | 1,600 | 1,801 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 1,233 | 1,323 | ||
Broadcom Inc. | 4.250% | 4/15/26 | 3,600 | 4,037 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 1,588 | 1,728 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
4,9 | Broadcom Inc. | 1.950% | 2/15/28 | 600 | 600 | |
Broadcom Inc. | 4.110% | 9/15/28 | 1,865 | 2,097 | ||
Broadcom Inc. | 4.750% | 4/15/29 | 2,325 | 2,705 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 1,700 | 2,009 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 2,000 | 2,244 | ||
4,9 | Broadcom Inc. | 2.450% | 2/15/31 | 2,200 | 2,165 | |
Broadcom Inc. | 4.300% | 11/15/32 | 1,500 | 1,708 | ||
4,9 | Broadcom Inc. | 2.600% | 2/15/33 | 1,500 | 1,470 | |
4,9 | Broadcom Inc. | 3.419% | 4/15/33 | 2,692 | 2,838 | |
4,9 | Broadcom Inc. | 3.469% | 4/15/34 | 1,402 | 1,484 | |
4,9 | Broadcom Inc. | 3.500% | 2/15/41 | 2,000 | 2,052 | |
4,9 | Broadcom Inc. | 3.750% | 2/15/51 | 1,500 | 1,568 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 320 | 351 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 375 | 396 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 900 | 917 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 279 | 307 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 825 | 923 | ||
Cisco Systems Inc. | 2.600% | 2/28/23 | 250 | 260 | ||
Cisco Systems Inc. | 2.200% | 9/20/23 | 500 | 519 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 2,000 | 2,164 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 1,550 | 1,687 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 1,350 | 1,448 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 1,400 | 2,038 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 1,275 | 1,804 | ||
Citrix Systems Inc. | 1.250% | 3/1/26 | 500 | 494 | ||
Citrix Systems Inc. | 4.500% | 12/1/27 | 800 | 908 | ||
Citrix Systems Inc. | 3.300% | 3/1/30 | 300 | 316 | ||
Corning Inc. | 4.700% | 3/15/37 | 750 | 895 | ||
Corning Inc. | 5.750% | 8/15/40 | 665 | 903 | ||
Corning Inc. | 4.750% | 3/15/42 | 300 | 375 | ||
Corning Inc. | 4.375% | 11/15/57 | 775 | 924 | ||
Corning Inc. | 5.850% | 11/15/68 | 400 | 577 | ||
Corning Inc. | 5.450% | 11/15/79 | 700 | 978 | ||
Dell International LLC | 5.450% | 6/15/23 | 3,850 | 4,176 | ||
Dell International LLC | 4.000% | 7/15/24 | 1,625 | 1,766 | ||
Dell International LLC | 5.850% | 7/15/25 | 700 | 822 | ||
Dell International LLC | 6.020% | 6/15/26 | 4,500 | 5,397 | ||
Dell International LLC | 4.900% | 10/1/26 | 1,000 | 1,154 | ||
Dell International LLC | 6.100% | 7/15/27 | 800 | 980 | ||
Dell International LLC | 5.300% | 10/1/29 | 1,650 | 1,990 | ||
Dell International LLC | 6.200% | 7/15/30 | 1,675 | 2,154 | ||
Dell International LLC | 8.100% | 7/15/36 | 1,800 | 2,753 | ||
Dell International LLC | 8.350% | 7/15/46 | 2,308 | 3,776 | ||
DXC Technology Co. | 4.250% | 4/15/24 | 1,050 | 1,137 | ||
DXC Technology Co. | 4.125% | 4/15/25 | 4,470 | 4,912 | ||
Equifax Inc. | 3.950% | 6/15/23 | 225 | 239 | ||
Equifax Inc. | 2.600% | 12/1/24 | 200 | 211 | ||
Equifax Inc. | 2.600% | 12/15/25 | 375 | 395 | ||
Equifax Inc. | 3.100% | 5/15/30 | 445 | 479 | ||
Fidelity National Information Services Inc. | 0.375% | 3/1/23 | 500 | 500 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 500 | 499 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 1,100 | 1,091 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 700 | 696 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 250 | 282 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 1,000 | 998 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 700 | 719 | ||
Fiserv Inc. | 3.800% | 10/1/23 | 1,000 | 1,070 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 2,400 | 2,531 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 2,267 | 2,494 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 2,100 | 2,275 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 1,550 | 1,608 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Fiserv Inc. | 4.200% | 10/1/28 | 800 | 920 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 2,505 | 2,758 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 1,900 | 1,967 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 1,650 | 1,988 | ||
Flex Ltd. | 5.000% | 2/15/23 | 500 | 533 | ||
Flex Ltd. | 4.750% | 6/15/25 | 25 | 28 | ||
Flex Ltd. | 4.875% | 6/15/29 | 200 | 231 | ||
FLIR Systems Inc. | 2.500% | 8/1/30 | 500 | 503 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 500 | 495 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 500 | 499 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 351 | 388 | ||
Hewlett Packard Enterprise Co. | 4.400% | 10/15/22 | 1,451 | 1,514 | ||
Hewlett Packard Enterprise Co. | 2.250% | 4/1/23 | 300 | 309 | ||
Hewlett Packard Enterprise Co. | 4.450% | 10/2/23 | 900 | 974 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 2,000 | 2,034 | ||
Hewlett Packard Enterprise Co. | 4.650% | 10/1/24 | 800 | 889 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 1,600 | 1,822 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 440 | 445 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 950 | 1,289 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 1,350 | 1,823 | ||
HP Inc. | 4.050% | 9/15/22 | 401 | 418 | ||
HP Inc. | 2.200% | 6/17/25 | 1,925 | 1,998 | ||
4,9 | HP Inc. | 1.450% | 6/17/26 | 900 | 895 | |
HP Inc. | 3.000% | 6/17/27 | 2,500 | 2,679 | ||
HP Inc. | 3.400% | 6/17/30 | 1,500 | 1,607 | ||
4,9 | HP Inc. | 2.650% | 6/17/31 | 900 | 901 | |
HP Inc. | 6.000% | 9/15/41 | 610 | 802 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 300 | 324 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 275 | 295 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 400 | 439 | ||
IHS Markit Ltd. | 3.625% | 5/1/24 | 1,900 | 2,040 | ||
IHS Markit Ltd. | 4.750% | 8/1/28 | 800 | 942 | ||
IHS Markit Ltd. | 4.250% | 5/1/29 | 400 | 462 | ||
Intel Corp. | 3.100% | 7/29/22 | 625 | 645 | ||
Intel Corp. | 2.700% | 12/15/22 | 768 | 796 | ||
Intel Corp. | 2.875% | 5/11/24 | 2,675 | 2,844 | ||
Intel Corp. | 3.400% | 3/25/25 | 1,050 | 1,146 | ||
Intel Corp. | 3.700% | 7/29/25 | 2,005 | 2,216 | ||
Intel Corp. | 2.600% | 5/19/26 | 1,140 | 1,219 | ||
Intel Corp. | 3.750% | 3/25/27 | 1,750 | 1,977 | ||
Intel Corp. | 2.450% | 11/15/29 | 1,400 | 1,475 | ||
Intel Corp. | 3.900% | 3/25/30 | 1,240 | 1,442 | ||
Intel Corp. | 4.000% | 12/15/32 | 1,125 | 1,355 | ||
Intel Corp. | 4.600% | 3/25/40 | 1,000 | 1,266 | ||
Intel Corp. | 4.800% | 10/1/41 | 665 | 866 | ||
Intel Corp. | 4.100% | 5/19/46 | 1,350 | 1,622 | ||
Intel Corp. | 4.100% | 5/11/47 | 800 | 960 | ||
Intel Corp. | 3.734% | 12/8/47 | 2,200 | 2,510 | ||
Intel Corp. | 3.250% | 11/15/49 | 1,544 | 1,646 | ||
Intel Corp. | 4.750% | 3/25/50 | 2,185 | 2,901 | ||
Intel Corp. | 3.100% | 2/15/60 | 600 | 613 | ||
Intel Corp. | 4.950% | 3/25/60 | 855 | 1,208 | ||
International Business Machines Corp. | 1.875% | 8/1/22 | 1,900 | 1,932 | ||
International Business Machines Corp. | 2.875% | 11/9/22 | 1,150 | 1,190 | ||
International Business Machines Corp. | 3.375% | 8/1/23 | 1,100 | 1,168 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 1,400 | 1,508 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 2,500 | 2,664 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 900 | 994 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 2,365 | 2,601 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 3,300 | 3,343 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 2,900 | 3,247 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
International Business Machines Corp. | 1.950% | 5/15/30 | 2,000 | 1,998 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 1,350 | 1,604 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 514 | 719 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 1,970 | 1,992 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 730 | 855 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 2,800 | 3,463 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 970 | 973 | ||
Intuit Inc. | 0.650% | 7/15/23 | 300 | 302 | ||
Intuit Inc. | 0.950% | 7/15/25 | 650 | 651 | ||
Intuit Inc. | 1.350% | 7/15/27 | 400 | 400 | ||
Intuit Inc. | 1.650% | 7/15/30 | 400 | 394 | ||
Jabil Inc. | 3.950% | 1/12/28 | 400 | 445 | ||
Jabil Inc. | 3.600% | 1/15/30 | 500 | 541 | ||
Jabil Inc. | 3.000% | 1/15/31 | 450 | 463 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 500 | 499 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 500 | 557 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 500 | 480 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 150 | 200 | ||
KLA Corp. | 4.650% | 11/1/24 | 825 | 921 | ||
KLA Corp. | 4.100% | 3/15/29 | 300 | 346 | ||
KLA Corp. | 5.000% | 3/15/49 | 800 | 1,080 | ||
KLA Corp. | 3.300% | 3/1/50 | 700 | 744 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 501 | 551 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 600 | 672 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 800 | 930 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 600 | 602 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 500 | 677 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 500 | 506 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 400 | 417 | ||
Legrand France SA | 8.500% | 2/15/25 | 300 | 379 | ||
Leidos Inc. | 2.950% | 5/15/23 | 375 | 390 | ||
Leidos Inc. | 3.625% | 5/15/25 | 355 | 386 | ||
Leidos Inc. | 4.375% | 5/15/30 | 1,200 | 1,361 | ||
Leidos Inc. | 2.300% | 2/15/31 | 800 | 784 | ||
4,9 | Marvell Technology Inc. | 4.200% | 6/22/23 | 425 | 452 | |
4,9 | Marvell Technology Inc. | 2.450% | 4/15/28 | 400 | 408 | |
4,9 | Marvell Technology Inc. | 4.875% | 6/22/28 | 300 | 347 | |
4,9 | Marvell Technology Inc. | 2.950% | 4/15/31 | 300 | 311 | |
Maxim Integrated Products Inc. | 3.375% | 3/15/23 | 400 | 417 | ||
Maxim Integrated Products Inc. | 3.450% | 6/15/27 | 250 | 276 | ||
Microchip Technology Inc. | 4.333% | 6/1/23 | 500 | 533 | ||
Micron Technology Inc. | 2.497% | 4/24/23 | 1,000 | 1,033 | ||
Micron Technology Inc. | 4.640% | 2/6/24 | 275 | 301 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 275 | 316 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 750 | 847 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 575 | 695 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 300 | 349 | ||
Microsoft Corp. | 2.650% | 11/3/22 | 1,000 | 1,028 | ||
Microsoft Corp. | 2.375% | 5/1/23 | 250 | 258 | ||
Microsoft Corp. | 2.000% | 8/8/23 | 1,900 | 1,962 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 2,213 | 2,342 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 2,270 | 2,477 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 3,700 | 3,943 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 3,800 | 4,229 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 1,325 | 1,536 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 2,450 | 2,831 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 1,075 | 1,326 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 4,024 | 4,859 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 6,365 | 6,255 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 7,076 | 7,506 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 3,407 | 3,392 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Microsoft Corp. | 3.041% | 3/17/62 | 3,671 | 3,925 | ||
Moody's Corp. | 4.500% | 9/1/22 | 335 | 347 | ||
Moody's Corp. | 4.875% | 2/15/24 | 425 | 467 | ||
Moody's Corp. | 3.250% | 1/15/28 | 300 | 329 | ||
Moody's Corp. | 4.875% | 12/17/48 | 300 | 395 | ||
Moody's Corp. | 3.250% | 5/20/50 | 250 | 262 | ||
Moody's Corp. | 2.550% | 8/18/60 | 500 | 444 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 300 | 328 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 550 | 641 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 500 | 583 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 1,000 | 984 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 500 | 510 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 300 | 392 | ||
NetApp Inc. | 3.300% | 9/29/24 | 300 | 321 | ||
NetApp Inc. | 1.875% | 6/22/25 | 500 | 514 | ||
NetApp Inc. | 2.375% | 6/22/27 | 400 | 420 | ||
NetApp Inc. | 2.700% | 6/22/30 | 600 | 626 | ||
NVIDIA Corp. | 0.309% | 6/15/23 | 1,000 | 1,000 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 1,000 | 1,001 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 1,764 | 1,941 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 1,000 | 996 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 1,150 | 1,245 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 1,000 | 1,001 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 1,700 | 1,927 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 1,465 | 1,657 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 350 | 415 | ||
4,9 | NXP BV | 4.875% | 3/1/24 | 800 | 881 | |
4,9 | NXP BV | 5.350% | 3/1/26 | 787 | 918 | |
4,9 | NXP BV | 3.875% | 6/18/26 | 300 | 332 | |
4,9 | NXP BV | 3.150% | 5/1/27 | 930 | 996 | |
4,9 | NXP BV | 5.550% | 12/1/28 | 675 | 828 | |
4,9 | NXP BV | 4.300% | 6/18/29 | 750 | 861 | |
4,9 | NXP BV | 3.400% | 5/1/30 | 1,100 | 1,199 | |
4,9 | NXP BV | 2.500% | 5/11/31 | 900 | 913 | |
4,9 | NXP BV | 3.250% | 5/11/41 | 900 | 923 | |
Oracle Corp. | 2.500% | 10/15/22 | 2,000 | 2,053 | ||
Oracle Corp. | 2.400% | 9/15/23 | 1,720 | 1,784 | ||
Oracle Corp. | 3.400% | 7/8/24 | 1,100 | 1,179 | ||
Oracle Corp. | 2.950% | 11/15/24 | 2,510 | 2,674 | ||
Oracle Corp. | 2.500% | 4/1/25 | 4,156 | 4,366 | ||
Oracle Corp. | 2.950% | 5/15/25 | 3,000 | 3,195 | ||
Oracle Corp. | 1.650% | 3/25/26 | 2,500 | 2,535 | ||
Oracle Corp. | 2.650% | 7/15/26 | 5,000 | 5,277 | ||
Oracle Corp. | 2.800% | 4/1/27 | 4,450 | 4,718 | ||
Oracle Corp. | 2.300% | 3/25/28 | 1,700 | 1,746 | ||
Oracle Corp. | 2.950% | 4/1/30 | 3,950 | 4,163 | ||
Oracle Corp. | 2.875% | 3/25/31 | 3,000 | 3,124 | ||
Oracle Corp. | 4.300% | 7/8/34 | 1,350 | 1,568 | ||
Oracle Corp. | 3.900% | 5/15/35 | 1,375 | 1,539 | ||
Oracle Corp. | 3.850% | 7/15/36 | 1,180 | 1,304 | ||
Oracle Corp. | 3.800% | 11/15/37 | 1,425 | 1,562 | ||
Oracle Corp. | 6.125% | 7/8/39 | 500 | 692 | ||
Oracle Corp. | 3.600% | 4/1/40 | 5,900 | 6,224 | ||
Oracle Corp. | 5.375% | 7/15/40 | 2,160 | 2,799 | ||
Oracle Corp. | 3.650% | 3/25/41 | 2,550 | 2,708 | ||
Oracle Corp. | 4.500% | 7/8/44 | 685 | 800 | ||
Oracle Corp. | 4.125% | 5/15/45 | 1,825 | 2,032 | ||
Oracle Corp. | 4.000% | 7/15/46 | 3,340 | 3,629 | ||
Oracle Corp. | 4.000% | 11/15/47 | 1,875 | 2,044 | ||
Oracle Corp. | 3.600% | 4/1/50 | 3,600 | 3,699 | ||
Oracle Corp. | 3.950% | 3/25/51 | 3,000 | 3,278 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oracle Corp. | 4.375% | 5/15/55 | 650 | 754 | ||
Oracle Corp. | 3.850% | 4/1/60 | 3,000 | 3,176 | ||
Oracle Corp. | 4.100% | 3/25/61 | 1,300 | 1,441 | ||
QUALCOMM Inc. | 2.600% | 1/30/23 | 375 | 388 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 612 | 650 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 1,115 | 1,224 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 1,150 | 1,270 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 2,947 | 2,884 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 1,400 | 1,433 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 1,931 | 1,846 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 800 | 1,015 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 1,000 | 1,329 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 1,375 | 1,731 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 500 | 539 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 800 | 830 | ||
RELX Capital Inc. | 3.500% | 3/16/23 | 575 | 603 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 800 | 909 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 500 | 534 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 500 | 524 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 500 | 497 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 250 | 277 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 600 | 670 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 2,000 | 1,969 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 650 | 748 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 475 | 508 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 1,275 | 1,257 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 2,000 | 1,923 | ||
S&P Global Inc. | 4.000% | 6/15/25 | 550 | 612 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 375 | 394 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 500 | 474 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 1,050 | 1,131 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 1,000 | 859 | ||
salesforce.com Inc. | 3.250% | 4/11/23 | 825 | 866 | ||
salesforce.com Inc. | 3.700% | 4/11/28 | 1,275 | 1,452 | ||
11 | salesforce.com Inc. | 1.500% | 7/15/28 | 465 | 465 | |
11 | salesforce.com Inc. | 1.950% | 7/15/31 | 600 | 601 | |
11 | salesforce.com Inc. | 2.700% | 7/15/41 | 500 | 503 | |
11 | salesforce.com Inc. | 2.900% | 7/15/51 | 900 | 909 | |
11 | salesforce.com Inc. | 3.050% | 7/15/61 | 500 | 508 | |
ServiceNow Inc. | 1.400% | 9/1/30 | 1,200 | 1,126 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 500 | 507 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 500 | 512 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 225 | 237 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 1,900 | 1,940 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 400 | 436 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 1,100 | 1,145 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 560 | 557 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 600 | 720 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 1,225 | 1,553 | ||
Verisk Analytics Inc. | 4.125% | 9/12/22 | 1,300 | 1,355 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 125 | 138 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 900 | 1,023 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 600 | 809 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 600 | 642 | ||
VMware Inc. | 2.950% | 8/21/22 | 1,410 | 1,447 | ||
VMware Inc. | 4.500% | 5/15/25 | 2,086 | 2,331 | ||
VMware Inc. | 4.650% | 5/15/27 | 1,200 | 1,377 | ||
VMware Inc. | 3.900% | 8/21/27 | 1,050 | 1,167 | ||
VMware Inc. | 4.700% | 5/15/30 | 610 | 722 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 1,000 | 1,058 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Xilinx Inc. | 2.375% | 6/1/30 | 550 | 559 | ||
531,900 | ||||||
Utilities (0.89%) | ||||||
AEP Texas Inc. | 2.400% | 10/1/22 | 300 | 307 | ||
AEP Texas Inc. | 3.950% | 6/1/28 | 400 | 451 | ||
AEP Texas Inc. | 3.800% | 10/1/47 | 250 | 273 | ||
9 | AEP Texas Inc. | 3.450% | 1/15/50 | 2,379 | 2,467 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 200 | 217 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 325 | 383 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 450 | 515 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 325 | 400 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 270 | 313 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 73 | ||
9 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 300 | 341 | |
4,9 | AES Corp. | 1.375% | 1/15/26 | 2,900 | 2,871 | |
4,9 | AES Corp. | 2.450% | 1/15/31 | 800 | 792 | |
9 | Alabama Power Co. | 3.550% | 12/1/23 | 700 | 751 | |
9 | Alabama Power Co. | 1.450% | 9/15/30 | 500 | 478 | |
Alabama Power Co. | 6.000% | 3/1/39 | 100 | 142 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 125 | 143 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 300 | 362 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 570 | 650 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 300 | 367 | ||
9 | Alabama Power Co. | 3.700% | 12/1/47 | 325 | 369 | |
Alabama Power Co. | 3.450% | 10/1/49 | 3,750 | 4,098 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 1,800 | 1,846 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,250 | 1,317 | ||
Ameren Corp. | 3.650% | 2/15/26 | 440 | 483 | ||
Ameren Corp. | 1.750% | 3/15/28 | 500 | 496 | ||
Ameren Corp. | 3.500% | 1/15/31 | 680 | 745 | ||
Ameren Illinois Co. | 2.700% | 9/1/22 | 250 | 255 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 275 | 296 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 350 | 396 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 500 | 481 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 475 | 577 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 350 | 400 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 240 | 259 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 500 | 505 | ||
9 | American Electric Power Co. Inc. | 0.750% | 11/1/23 | 1,000 | 1,001 | |
9 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 500 | 496 | |
9 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 500 | 576 | |
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 500 | 499 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 1,545 | 1,664 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 450 | 489 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 1,225 | 1,323 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 2,000 | 2,219 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 200 | 212 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 300 | 305 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 700 | 1,037 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 125 | 153 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 500 | 584 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 475 | 536 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 450 | 547 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 400 | 483 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 500 | 541 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 500 | 523 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 400 | 433 | ||
9 | Appalachian Power Co. | 2.700% | 4/1/31 | 500 | 517 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 260 | 389 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 575 | 681 | ||
9 | Appalachian Power Co. | 4.500% | 3/1/49 | 900 | 1,103 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Appalachian Power Co. | 3.700% | 5/1/50 | 300 | 330 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 500 | 537 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 300 | 325 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 500 | 524 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 525 | 684 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 325 | 398 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 350 | 426 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 895 | 1,011 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 300 | 320 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 500 | 507 | ||
Atmos Energy Corp. | 0.625% | 3/9/23 | 500 | 500 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 375 | 405 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 150 | 157 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 1,000 | 948 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 800 | 1,073 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 75 | 88 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 900 | 1,084 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 720 | 775 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 957 | 1,025 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 600 | 678 | ||
Avista Corp. | 4.350% | 6/1/48 | 300 | 376 | ||
Baltimore Gas & Electric Co. | 3.350% | 7/1/23 | 900 | 945 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 225 | 237 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 725 | 1,044 | ||
9 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 250 | 288 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 300 | 300 | ||
Berkshire Hathaway Energy Co. | 2.800% | 1/15/23 | 150 | 155 | ||
Berkshire Hathaway Energy Co. | 3.750% | 11/15/23 | 250 | 267 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 250 | 270 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 1,250 | 1,388 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 1,000 | 1,099 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 2,000 | 2,267 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 500 | 481 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,000 | 1,409 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 450 | 620 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,050 | 1,387 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 705 | 864 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 250 | 284 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 850 | 1,063 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,750 | 2,148 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 500 | 485 | ||
Black Hills Corp. | 4.250% | 11/30/23 | 500 | 537 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 250 | 275 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 325 | 346 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 170 | 181 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 350 | 408 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 250 | 281 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 240 | 259 | ||
CenterPoint Energy Houston Electric LLC | 2.250% | 8/1/22 | 250 | 254 | ||
9 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 150 | 158 | |
9 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 500 | 513 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 700 | 788 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 325 | 388 | ||
9 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 600 | 749 | |
9 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 200 | 202 | |
9 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 700 | 771 | |
CenterPoint Energy Inc. | 2.500% | 9/1/22 | 500 | 511 | ||
CenterPoint Energy Inc. | 3.850% | 2/1/24 | 250 | 269 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 900 | 942 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 500 | 501 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 375 | 430 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 1,050 | 1,107 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 500 | 510 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 300 | 322 | ||
CenterPoint Energy Resources Corp. | 3.550% | 4/1/23 | 250 | 263 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 450 | 506 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 500 | 480 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 375 | 513 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 250 | 289 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 425 | 465 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 275 | 328 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 1,275 | 1,452 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 325 | 413 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 300 | 322 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 300 | 332 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 275 | 351 | ||
9 | CMS Energy Corp. | 4.750% | 6/1/50 | 400 | 446 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 500 | 508 | ||
9 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 275 | 297 | |
Commonwealth Edison Co. | 5.900% | 3/15/36 | 500 | 708 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 750 | 1,098 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 825 | 1,057 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 625 | 714 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 900 | 1,118 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,000 | 1,133 | ||
9 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 500 | 579 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 775 | 929 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 700 | 839 | ||
9 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 250 | 264 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 500 | 514 | ||
Connecticut Light & Power Co. | 2.500% | 1/15/23 | 1,310 | 1,345 | ||
9 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 500 | 494 | |
9 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 250 | 275 | |
9 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 300 | 302 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 375 | 465 | ||
9 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 75 | 92 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 625 | 757 | ||
9 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 275 | 298 | |
9 | Consolidated Edison Co. of New York Inc. | 3.350% | 4/1/30 | 2,000 | 2,202 | |
9 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 300 | 380 | |
9 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 860 | 1,149 | |
9 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 300 | 417 | |
9 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 400 | 589 | |
9 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 600 | 796 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 950 | 1,286 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 550 | 618 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 610 | 734 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 475 | 575 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,840 | 2,042 | ||
9 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 750 | 842 | |
9 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 600 | 745 | |
9 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,800 | 2,047 | |
9 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 75 | 88 | |
9 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 375 | 423 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 500 | 607 | ||
9 | Consolidated Edison Co. of New York Inc. | 3.000% | 12/1/60 | 1,000 | 925 | |
Consumers Energy Co. | 0.350% | 6/1/23 | 1,000 | 998 | ||
Consumers Energy Co. | 3.375% | 8/15/23 | 225 | 238 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 250 | 284 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 600 | 708 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 550 | 593 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 500 | 597 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Consumers Energy Co. | 4.050% | 5/15/48 | 500 | 611 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 530 | 677 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 567 | 600 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 850 | 964 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 450 | 408 | ||
Delmarva Power & Light Co. | 3.500% | 11/15/23 | 125 | 133 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 600 | 716 | ||
9 | Dominion Energy Inc. | 2.750% | 9/15/22 | 100 | 102 | |
Dominion Energy Inc. | 3.071% | 8/15/24 | 500 | 530 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 425 | 470 | ||
9 | Dominion Energy Inc. | 1.450% | 4/15/26 | 500 | 504 | |
9 | Dominion Energy Inc. | 2.850% | 8/15/26 | 500 | 533 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 200 | 230 | ||
9 | Dominion Energy Inc. | 3.375% | 4/1/30 | 2,300 | 2,508 | |
9 | Dominion Energy Inc. | 6.300% | 3/15/33 | 500 | 672 | |
9 | Dominion Energy Inc. | 5.250% | 8/1/33 | 200 | 251 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 300 | 445 | ||
9 | Dominion Energy Inc. | 3.300% | 4/15/41 | 500 | 525 | |
9 | Dominion Energy Inc. | 4.900% | 8/1/41 | 890 | 1,126 | |
9 | Dominion Energy Inc. | 4.050% | 9/15/42 | 400 | 457 | |
9 | Dominion Energy Inc. | 4.600% | 3/15/49 | 500 | 629 | |
9 | Dominion Energy Inc. | 5.750% | 10/1/54 | 375 | 409 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 375 | 524 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 450 | 638 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 250 | 343 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 1,425 | 1,829 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 425 | 616 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 825 | 886 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 162 | ||
9 | DTE Electric Co. | 1.900% | 4/1/28 | 500 | 509 | |
DTE Electric Co. | 2.250% | 3/1/30 | 500 | 514 | ||
9 | DTE Electric Co. | 2.625% | 3/1/31 | 400 | 422 | |
9 | DTE Electric Co. | 4.000% | 4/1/43 | 300 | 356 | |
DTE Electric Co. | 3.700% | 3/15/45 | 200 | 228 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 550 | 629 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 450 | 520 | ||
9 | DTE Electric Co. | 4.050% | 5/15/48 | 500 | 607 | |
DTE Electric Co. | 3.950% | 3/1/49 | 500 | 602 | ||
9 | DTE Electric Co. | 3.250% | 4/1/51 | 500 | 541 | |
9 | DTE Energy Co. | 2.600% | 6/15/22 | 200 | 204 | |
9 | DTE Energy Co. | 3.300% | 6/15/22 | 250 | 256 | |
9 | DTE Energy Co. | 0.550% | 11/1/22 | 650 | 651 | |
DTE Energy Co. | 2.250% | 11/1/22 | 455 | 466 | ||
9 | DTE Energy Co. | 3.700% | 8/1/23 | 1,500 | 1,593 | |
9 | DTE Energy Co. | 3.500% | 6/1/24 | 525 | 561 | |
9 | DTE Energy Co. | 2.529% | 10/1/24 | 1,000 | 1,051 | |
9 | DTE Energy Co. | 1.050% | 6/1/25 | 1,600 | 1,597 | |
DTE Energy Co. | 2.850% | 10/1/26 | 675 | 720 | ||
DTE Energy Co. | 3.800% | 3/15/27 | 2,500 | 2,780 | ||
9 | DTE Energy Co. | 3.400% | 6/15/29 | 150 | 164 | |
DTE Energy Co. | 2.950% | 3/1/30 | 235 | 249 | ||
DTE Energy Co. | 6.375% | 4/15/33 | 100 | 136 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 1,500 | 1,624 | ||
9 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 300 | 383 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 75 | 78 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 400 | 415 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 500 | 520 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 425 | 592 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 325 | 461 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 525 | 746 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 710 | 965 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,000 | 1,211 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 675 | 795 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 500 | 578 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 425 | 479 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 400 | 469 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 750 | 788 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 500 | 554 | ||
Duke Energy Corp. | 2.400% | 8/15/22 | 1,000 | 1,021 | ||
Duke Energy Corp. | 3.950% | 10/15/23 | 225 | 240 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 725 | 781 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 500 | 495 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 595 | 629 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 1,700 | 1,721 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 625 | 634 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 700 | 858 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 1,406 | 1,499 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,200 | 1,376 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 600 | 620 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 450 | 492 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 425 | 481 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 1,800 | 1,889 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 1,700 | 1,667 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 675 | 997 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 800 | 1,181 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 400 | 434 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 425 | 521 | ||
9 | Duke Energy Florida Project Finance LLC | 1.731% | 9/1/22 | 104 | 105 | |
9 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 400 | 422 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,175 | 1,615 | ||
9 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 250 | 319 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 875 | 986 | ||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 775 | 751 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 200 | 201 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 650 | 727 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,000 | 1,235 | ||
Duke Energy Progress LLC | 3.375% | 9/1/23 | 150 | 159 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 2,051 | 2,229 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 425 | 478 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 300 | 436 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 525 | 648 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 121 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 625 | 753 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 1,400 | 1,586 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 550 | 507 | ||
Eastern Energy Gas Holdings LLC | 3.550% | 11/1/23 | 250 | 265 | ||
9 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 400 | 420 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 250 | 270 | ||
9 | Eastern Energy Gas Holdings LLC | 3.000% | 11/15/29 | 1,000 | 1,054 | |
Eastern Energy Gas Holdings LLC | 4.800% | 11/1/43 | 325 | 384 | ||
Eastern Energy Gas Holdings LLC | 4.600% | 12/15/44 | 400 | 468 | ||
Edison International | 2.400% | 9/15/22 | 550 | 560 | ||
Edison International | 2.950% | 3/15/23 | 750 | 774 | ||
Edison International | 4.950% | 4/15/25 | 900 | 997 | ||
Edison International | 5.750% | 6/15/27 | 100 | 114 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 175 | 234 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 250 | 303 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 1,785 | 2,131 | ||
Enel Americas SA | 4.000% | 10/25/26 | 700 | 763 | ||
Enel Chile SA | 4.875% | 6/12/28 | 600 | 693 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 150 | 165 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 800 | 858 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Entergy Corp. | 4.000% | 7/15/22 | 550 | 567 | ||
Entergy Corp. | 0.900% | 9/15/25 | 500 | 494 | ||
Entergy Corp. | 2.950% | 9/1/26 | 100 | 107 | ||
Entergy Corp. | 1.900% | 6/15/28 | 500 | 499 | ||
Entergy Corp. | 2.800% | 6/15/30 | 500 | 520 | ||
Entergy Corp. | 2.400% | 6/15/31 | 500 | 500 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,400 | 1,534 | ||
Entergy Gulf States Louisiana LLC | 5.590% | 10/1/24 | 1,417 | 1,628 | ||
Entergy Louisiana LLC | 0.620% | 11/17/23 | 500 | 501 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 238 | 273 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 200 | 209 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 350 | 382 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 300 | 328 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 375 | 406 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 500 | 507 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 725 | 849 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 500 | 528 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 400 | 438 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 1,150 | 1,403 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 500 | 614 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 700 | 696 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 750 | 801 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 250 | 289 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 500 | 479 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 2,705 | 2,906 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 275 | 304 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 400 | 416 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 435 | 519 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 600 | 620 | ||
Evergy Inc. | 2.450% | 9/15/24 | 1,450 | 1,519 | ||
Evergy Inc. | 2.900% | 9/15/29 | 1,450 | 1,535 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 575 | 608 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 425 | 460 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 425 | 500 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 325 | 384 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 100 | 121 | ||
Evergy Metro Inc. | 3.150% | 3/15/23 | 220 | 229 | ||
9 | Evergy Metro Inc. | 2.250% | 6/1/30 | 300 | 305 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 480 | 636 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 225 | 271 | ||
9 | Eversource Energy | 3.800% | 12/1/23 | 350 | 376 | |
9 | Eversource Energy | 2.900% | 10/1/24 | 275 | 291 | |
9 | Eversource Energy | 3.150% | 1/15/25 | 1,475 | 1,575 | |
9 | Eversource Energy | 0.800% | 8/15/25 | 500 | 493 | |
9 | Eversource Energy | 3.300% | 1/15/28 | 200 | 218 | |
9 | Eversource Energy | 4.250% | 4/1/29 | 325 | 379 | |
9 | Eversource Energy | 1.650% | 8/15/30 | 1,300 | 1,244 | |
Eversource Energy | 2.550% | 3/15/31 | 500 | 513 | ||
Eversource Energy | 3.450% | 1/15/50 | 500 | 528 | ||
9 | Exelon Corp. | 3.950% | 6/15/25 | 637 | 701 | |
Exelon Corp. | 3.400% | 4/15/26 | 1,500 | 1,634 | ||
Exelon Corp. | 4.050% | 4/15/30 | 975 | 1,110 | ||
9 | Exelon Corp. | 4.950% | 6/15/35 | 800 | 982 | |
Exelon Corp. | 5.625% | 6/15/35 | 415 | 546 | ||
Exelon Corp. | 5.100% | 6/15/45 | 180 | 236 | ||
Exelon Corp. | 4.450% | 4/15/46 | 500 | 607 | ||
Exelon Corp. | 4.700% | 4/15/50 | 2,700 | 3,409 | ||
Exelon Generation Co. LLC | 3.250% | 6/1/25 | 1,750 | 1,887 | ||
Exelon Generation Co. LLC | 5.750% | 10/1/41 | 325 | 384 | ||
Exelon Generation Co. LLC | 5.600% | 6/15/42 | 1,121 | 1,316 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 1,984 | 2,120 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Florida Power & Light Co. | 3.125% | 12/1/25 | 500 | 543 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 225 | 305 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 50 | 66 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 425 | 583 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 175 | 252 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 225 | 329 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 1,675 | 2,041 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 475 | 577 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 375 | 442 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 450 | 548 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 550 | 647 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 800 | 972 | ||
Florida Power & Light Co. | 3.990% | 3/1/49 | 1,000 | 1,230 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 1,190 | 1,292 | ||
Fortis Inc. | 3.055% | 10/4/26 | 847 | 911 | ||
9 | Georgia Power Co. | 2.100% | 7/30/23 | 475 | 491 | |
9 | Georgia Power Co. | 2.200% | 9/15/24 | 395 | 411 | |
Georgia Power Co. | 3.250% | 4/1/26 | 256 | 276 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 550 | 596 | ||
9 | Georgia Power Co. | 2.650% | 9/15/29 | 250 | 263 | |
9 | Georgia Power Co. | 4.750% | 9/1/40 | 625 | 772 | |
Georgia Power Co. | 4.300% | 3/15/42 | 575 | 681 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 250 | 296 | ||
9 | Georgia Power Co. | 3.700% | 1/30/50 | 250 | 272 | |
9 | Georgia Power Co. | 3.250% | 3/15/51 | 500 | 507 | |
9 | Gulf Power Co. | 3.300% | 5/30/27 | 250 | 274 | |
Iberdrola International BV | 6.750% | 7/15/36 | 175 | 266 | ||
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 1,000 | 1,125 | ||
9 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,300 | 1,625 | |
9 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 550 | 617 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 500 | 524 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 1,096 | 1,179 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 450 | 517 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 240 | 267 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 300 | 304 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 250 | 356 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 406 | 453 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 400 | 449 | ||
ITC Holdings Corp. | 2.700% | 11/15/22 | 400 | 411 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 300 | 322 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 400 | 437 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 1,179 | ||
9 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 151 | 184 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 650 | 850 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 500 | 528 | ||
9 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 1,758 | 1,910 | |
MidAmerican Energy Co. | 3.100% | 5/1/27 | 450 | 492 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 725 | 1,028 | ||
9 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 775 | 1,070 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 300 | 389 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 400 | 496 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 575 | 656 | ||
MidAmerican Energy Co. | 4.250% | 7/15/49 | 1,600 | 2,010 | ||
9 | Mississippi Power Co. | 4.250% | 3/15/42 | 375 | 443 | |
National Fuel Gas Co. | 3.750% | 3/1/23 | 375 | 391 | ||
National Fuel Gas Co. | 5.500% | 1/15/26 | 100 | 116 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 275 | 296 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 750 | 847 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 100 | 101 | ||
National Grid USA | 5.803% | 4/1/35 | 250 | 311 | ||
National Rural Utilities Cooperative Finance Corp. | 2.700% | 2/15/23 | 1,400 | 1,448 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 1,600 | 1,689 | ||
9 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 475 | 516 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 2,342 | 2,323 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 500 | 551 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 250 | 284 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 1,533 | 1,719 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 425 | 438 | ||
9 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 500 | 476 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,014 | 1,189 | ||
9 | National Rural Utilities Cooperative Finance Corp. | 4.750% | 4/30/43 | 325 | 340 | |
9 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 325 | 355 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 800 | 1,014 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 400 | 500 | ||
9 | Nevada Power Co. | 3.700% | 5/1/29 | 500 | 563 | |
9 | Nevada Power Co. | 2.400% | 5/1/30 | 441 | 455 | |
9 | Nevada Power Co. | 6.650% | 4/1/36 | 410 | 598 | |
9 | Nevada Power Co. | 3.125% | 8/1/50 | 300 | 310 | |
NextEra Energy Capital Holdings Inc. | 2.900% | 4/1/22 | 850 | 867 | ||
NextEra Energy Capital Holdings Inc. | 2.800% | 1/15/23 | 650 | 672 | ||
NextEra Energy Capital Holdings Inc. | 0.650% | 3/1/23 | 1,000 | 1,003 | ||
NextEra Energy Capital Holdings Inc. | 3.150% | 4/1/24 | 500 | 532 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 5/1/25 | 6,450 | 6,853 | ||
NextEra Energy Capital Holdings Inc. | 3.250% | 4/1/26 | 200 | 217 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 700 | 774 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 1,150 | 1,163 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 350 | 387 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 300 | 317 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 2,500 | 2,523 | ||
9 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 450 | 505 | |
9 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 300 | 350 | |
NiSource Inc. | 0.950% | 8/15/25 | 500 | 496 | ||
NiSource Inc. | 3.490% | 5/15/27 | 1,100 | 1,210 | ||
NiSource Inc. | 2.950% | 9/1/29 | 1,500 | 1,588 | ||
NiSource Inc. | 3.600% | 5/1/30 | 500 | 554 | ||
NiSource Inc. | 1.700% | 2/15/31 | 500 | 474 | ||
NiSource Inc. | 5.950% | 6/15/41 | 382 | 534 | ||
NiSource Inc. | 4.800% | 2/15/44 | 200 | 248 | ||
NiSource Inc. | 5.650% | 2/1/45 | 500 | 685 | ||
NiSource Inc. | 4.375% | 5/15/47 | 1,575 | 1,884 | ||
NiSource Inc. | 3.950% | 3/30/48 | 500 | 571 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 500 | 514 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 325 | 466 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 250 | 366 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 375 | 515 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 410 | 454 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 200 | 239 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 1,890 | 1,934 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 600 | 578 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 500 | 541 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 250 | 294 | ||
NSTAR Electric Co. | 2.375% | 10/15/22 | 125 | 128 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 550 | 601 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 300 | 330 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 540 | 739 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 223 | 277 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 100 | 133 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 630 | 797 | ||
9 | Ohio Power Co. | 1.625% | 1/15/31 | 500 | 481 | |
Ohio Power Co. | 4.000% | 6/1/49 | 500 | 592 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 300 | 337 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 200 | 218 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 225 | 268 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 250 | 285 | ||
Oncor Electric Delivery Co. LLC | 7.000% | 9/1/22 | 100 | 108 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 400 | 424 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 275 | 294 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 950 | 927 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 150 | 170 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 500 | 533 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,000 | 1,485 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 470 | 637 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 500 | 636 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 147 | 202 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 200 | 231 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 250 | 293 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 400 | 488 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,065 | 1,264 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 200 | 234 | ||
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 253 | 369 | ||
ONE Gas Inc. | 0.850% | 3/11/23 | 500 | 500 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 500 | 501 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 200 | 197 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 507 | 619 | ||
Pacific Gas & Electric Co. | 1.367% | 3/10/23 | 500 | 500 | ||
Pacific Gas & Electric Co. | 3.250% | 6/15/23 | 500 | 517 | ||
Pacific Gas & Electric Co. | 3.850% | 11/15/23 | 1,750 | 1,836 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 500 | 524 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 2,300 | 2,373 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 2,200 | 2,257 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 600 | 603 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 1,700 | 1,793 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 4,150 | 4,439 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 500 | 492 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 2,300 | 2,300 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 500 | 492 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 1,500 | 1,514 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,075 | 1,035 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 1,500 | 1,394 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 3,000 | 3,090 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 1,500 | 1,335 | ||
PacifiCorp | 3.600% | 4/1/24 | 500 | 537 | ||
PacifiCorp | 3.500% | 6/15/29 | 600 | 667 | ||
PacifiCorp | 2.700% | 9/15/30 | 800 | 840 | ||
PacifiCorp | 5.250% | 6/15/35 | 475 | 618 | ||
PacifiCorp | 6.100% | 8/1/36 | 525 | 735 | ||
PacifiCorp | 5.750% | 4/1/37 | 410 | 562 | ||
PacifiCorp | 6.250% | 10/15/37 | 625 | 891 | ||
PacifiCorp | 6.350% | 7/15/38 | 250 | 362 | ||
PacifiCorp | 4.125% | 1/15/49 | 1,700 | 2,039 | ||
PacifiCorp | 3.300% | 3/15/51 | 750 | 799 | ||
PECO Energy Co. | 2.375% | 9/15/22 | 225 | 229 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 1,000 | 1,038 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 1,000 | 997 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 500 | 522 | ||
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 380 | 418 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 500 | 507 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 150 | 183 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 350 | 378 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 300 | 309 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 700 | 705 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 400 | 587 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 550 | 661 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
PPL Capital Funding Inc. | 3.500% | 12/1/22 | 375 | 388 | ||
PPL Capital Funding Inc. | 3.400% | 6/1/23 | 25 | 26 | ||
PPL Capital Funding Inc. | 3.950% | 3/15/24 | 225 | 243 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 600 | 645 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 300 | 436 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 700 | 836 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 300 | 363 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 350 | 416 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 300 | 369 | ||
Progress Energy Inc. | 3.150% | 4/1/22 | 1,500 | 1,521 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 925 | 1,319 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 200 | 276 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 480 | 662 | ||
PSEG Power LLC | 3.850% | 6/1/23 | 575 | 610 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 300 | 339 | ||
9 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 300 | 298 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 700 | 696 | ||
Public Service Co. of Colorado | 3.600% | 9/15/42 | 225 | 254 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 700 | 855 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 300 | 366 | ||
9 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 1,300 | 1,406 | |
9 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 200 | 197 | |
Public Service Co. of New Hampshire | 3.500% | 11/1/23 | 150 | 160 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 250 | 284 | ||
9 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 500 | 536 | |
9 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 500 | 498 | |
9 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 250 | 270 | |
9 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 300 | 330 | |
9 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 200 | 209 | |
9 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 1,525 | 1,800 | |
9 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,000 | 1,176 | |
9 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 275 | 313 | |
9 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 350 | 415 | |
9 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 750 | 800 | |
9 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 850 | 836 | |
9 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 500 | 433 | |
9 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 500 | 518 | |
Public Service Enterprise Group Inc. | 2.650% | 11/15/22 | 475 | 489 | ||
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 400 | 395 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 750 | 711 | ||
Puget Energy Inc. | 5.625% | 7/15/22 | 400 | 416 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 300 | 323 | ||
4,9 | Puget Energy Inc. | 2.379% | 6/15/28 | 85 | 86 | |
Puget Energy Inc. | 4.100% | 6/15/30 | 400 | 449 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 450 | 632 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 495 | 683 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 390 | 537 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,050 | 1,289 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 500 | 613 | ||
9 | San Diego Gas & Electric Co. | 3.600% | 9/1/23 | 75 | 79 | |
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 350 | 370 | ||
9 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 500 | 483 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 250 | 352 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 505 | 626 | ||
9 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 325 | 371 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 325 | 394 | ||
9 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 800 | 850 | |
Sempra Energy | 2.900% | 2/1/23 | 425 | 440 | ||
Sempra Energy | 4.050% | 12/1/23 | 775 | 831 | ||
Sempra Energy | 3.750% | 11/15/25 | 330 | 363 | ||
Sempra Energy | 3.250% | 6/15/27 | 1,575 | 1,708 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Sempra Energy | 3.400% | 2/1/28 | 1,650 | 1,813 | ||
Sempra Energy | 3.800% | 2/1/38 | 900 | 1,004 | ||
Sempra Energy | 6.000% | 10/15/39 | 1,705 | 2,372 | ||
Sempra Energy | 4.000% | 2/1/48 | 400 | 449 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 600 | 638 | ||
9 | Southern California Edison Co. | 1.845% | 2/1/22 | 50 | 50 | |
Southern California Edison Co. | 0.700% | 4/3/23 | 500 | 501 | ||
9 | Southern California Edison Co. | 3.400% | 6/1/23 | 475 | 499 | |
9 | Southern California Edison Co. | 3.500% | 10/1/23 | 300 | 317 | |
Southern California Edison Co. | 1.100% | 4/1/24 | 500 | 504 | ||
9 | Southern California Edison Co. | 3.700% | 8/1/25 | 700 | 763 | |
9 | Southern California Edison Co. | 1.200% | 2/1/26 | 500 | 496 | |
9 | Southern California Edison Co. | 3.650% | 3/1/28 | 1,407 | 1,547 | |
9 | Southern California Edison Co. | 4.200% | 3/1/29 | 200 | 226 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 1,053 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 825 | 857 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 296 | ||
9 | Southern California Edison Co. | 2.500% | 6/1/31 | 500 | 502 | |
9 | Southern California Edison Co. | 5.750% | 4/1/35 | 508 | 655 | |
9 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,135 | 1,418 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 500 | 637 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 400 | 501 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 505 | 581 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,945 | 2,095 | ||
9 | Southern California Edison Co. | 3.900% | 3/15/43 | 475 | 498 | |
9 | Southern California Edison Co. | 3.600% | 2/1/45 | 150 | 150 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,920 | 2,022 | ||
9 | Southern California Edison Co. | 4.125% | 3/1/48 | 970 | 1,038 | |
9 | Southern California Edison Co. | 4.875% | 3/1/49 | 400 | 476 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 1,300 | 1,303 | ||
9 | Southern California Edison Co. | 2.950% | 2/1/51 | 500 | 456 | |
9 | Southern California Edison Co. | 3.650% | 6/1/51 | 500 | 502 | |
Southern California Gas Co. | 3.150% | 9/15/24 | 425 | 455 | ||
9 | Southern California Gas Co. | 2.600% | 6/15/26 | 725 | 771 | |
9 | Southern California Gas Co. | 2.550% | 2/1/30 | 450 | 466 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 330 | 371 | ||
9 | Southern California Gas Co. | 4.125% | 6/1/48 | 325 | 390 | |
9 | Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 624 | |
9 | Southern California Gas Co. | 3.950% | 2/15/50 | 250 | 296 | |
Southern Co. | 2.950% | 7/1/23 | 525 | 548 | ||
9 | Southern Co. | 0.600% | 2/26/24 | 500 | 499 | |
Southern Co. | 3.250% | 7/1/26 | 500 | 542 | ||
9 | Southern Co. | 1.750% | 3/15/28 | 500 | 495 | |
Southern Co. | 4.250% | 7/1/36 | 575 | 667 | ||
Southern Co. | 4.400% | 7/1/46 | 1,135 | 1,332 | ||
9 | Southern Co. | 4.000% | 1/15/51 | 1,200 | 1,273 | |
9 | Southern Co. | 3.750% | 9/15/51 | 900 | 911 | |
Southern Co. Gas Capital Corp. | 2.450% | 10/1/23 | 75 | 78 | ||
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 375 | 407 | ||
9 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 1,000 | 951 | |
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 125 | 173 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 125 | 149 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 1,085 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 500 | 589 | ||
9 | Southern Power Co. | 2.500% | 12/15/21 | 300 | 302 | |
Southern Power Co. | 4.150% | 12/1/25 | 375 | 420 | ||
Southern Power Co. | 5.150% | 9/15/41 | 660 | 804 | ||
Southern Power Co. | 5.250% | 7/15/43 | 500 | 613 | ||
9 | Southern Power Co. | 4.950% | 12/15/46 | 300 | 360 | |
Southwest Gas Corp. | 3.700% | 4/1/28 | 450 | 500 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 250 | 268 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Southwest Gas Corp. | 4.150% | 6/1/49 | 200 | 228 | ||
9 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 500 | 507 | |
9 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 300 | 318 | |
9 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 550 | 627 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 300 | 419 | ||
9 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,000 | 1,098 | |
9 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 375 | 412 | |
Southwestern Public Service Co. | 3.300% | 6/15/24 | 1,100 | 1,170 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 850 | 1,048 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 950 | 1,021 | ||
9 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,000 | 1,254 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 750 | 867 | ||
9 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 800 | 840 | |
Tampa Electric Co. | 2.400% | 3/15/31 | 500 | 512 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 150 | 181 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 300 | 368 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 250 | 280 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 500 | 549 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 250 | 341 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 200 | 214 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 490 | 640 | ||
Union Electric Co. | 3.500% | 4/15/24 | 990 | 1,061 | ||
Union Electric Co. | 2.950% | 6/15/27 | 300 | 324 | ||
Union Electric Co. | 3.500% | 3/15/29 | 350 | 390 | ||
Union Electric Co. | 2.950% | 3/15/30 | 800 | 859 | ||
Union Electric Co. | 2.150% | 3/15/32 | 500 | 501 | ||
Union Electric Co. | 3.900% | 9/15/42 | 425 | 487 | ||
Union Electric Co. | 3.650% | 4/15/45 | 575 | 649 | ||
Union Electric Co. | 4.000% | 4/1/48 | 1,100 | 1,305 | ||
Union Electric Co. | 3.250% | 10/1/49 | 100 | 107 | ||
Union Electric Co. | 2.625% | 3/15/51 | 800 | 766 | ||
Veolia Environnement SA | 6.750% | 6/1/38 | 125 | 183 | ||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 250 | 267 | ||
9 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 500 | 535 | |
9 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 300 | 324 | |
9 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 1,250 | 1,387 | |
9 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 525 | 594 | |
9 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 375 | 520 | |
9 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 500 | 696 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 375 | 544 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,200 | 2,132 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 500 | 584 | ||
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 1,100 | 1,363 | ||
9 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 877 | 1,050 | |
9 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 500 | 588 | |
9 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 425 | 487 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 550 | 711 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 400 | 430 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 500 | 461 | ||
9 | Washington Gas Light Co. | 3.796% | 9/15/46 | 350 | 398 | |
9 | Washington Gas Light Co. | 3.650% | 9/15/49 | 500 | 562 | |
WEC Energy Group Inc. | 0.550% | 9/15/23 | 500 | 500 | ||
WEC Energy Group Inc. | 0.800% | 3/15/24 | 500 | 501 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 500 | 489 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 1,000 | 957 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 300 | 314 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 500 | 502 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 200 | 263 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 250 | 313 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 300 | 429 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 250 | 283 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Wisconsin Public Service Corp. | 3.350% | 11/21/21 | 850 | 860 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 75 | 85 | ||
Xcel Energy Inc. | 0.500% | 10/15/23 | 1,200 | 1,200 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 100 | 108 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 750 | 853 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 540 | 563 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 450 | 494 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 610 | 887 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 400 | 432 | ||
512,563 | ||||||
Total Corporate Bonds (Cost $5,761,300) | 6,180,255 | |||||
Sovereign Bonds (1.44%) | ||||||
9 | African Development Bank | 1.625% | 9/16/22 | 1,300 | 1,322 | |
9 | African Development Bank | 2.125% | 11/16/22 | 2,000 | 2,052 | |
African Development Bank | 0.750% | 4/3/23 | 1,500 | 1,512 | ||
African Development Bank | 3.000% | 9/20/23 | 1,600 | 1,693 | ||
African Development Bank | 0.875% | 3/23/26 | 2,500 | 2,498 | ||
9 | Asian Development Bank | 1.875% | 7/19/22 | 2,800 | 2,850 | |
Asian Development Bank | 1.875% | 8/10/22 | 2,200 | 2,241 | ||
9 | Asian Development Bank | 1.750% | 9/13/22 | 2,500 | 2,546 | |
Asian Development Bank | 1.625% | 1/24/23 | 1,500 | 1,533 | ||
9 | Asian Development Bank | 2.750% | 3/17/23 | 1,500 | 1,564 | |
9 | Asian Development Bank | 0.250% | 7/14/23 | 5,000 | 4,994 | |
9 | Asian Development Bank | 0.250% | 10/6/23 | 4,600 | 4,588 | |
Asian Development Bank | 2.625% | 1/30/24 | 2,000 | 2,113 | ||
9 | Asian Development Bank | 0.375% | 6/11/24 | 8,000 | 7,972 | |
Asian Development Bank | 1.500% | 10/18/24 | 1,000 | 1,030 | ||
9 | Asian Development Bank | 2.000% | 1/22/25 | 1,027 | 1,076 | |
9 | Asian Development Bank | 2.125% | 3/19/25 | 700 | 737 | |
Asian Development Bank | 0.625% | 4/29/25 | 2,000 | 1,993 | ||
9 | Asian Development Bank | 0.375% | 9/3/25 | 6,129 | 6,031 | |
9 | Asian Development Bank | 0.500% | 2/4/26 | 4,000 | 3,936 | |
9 | Asian Development Bank | 1.000% | 4/14/26 | 3,000 | 3,017 | |
9 | Asian Development Bank | 2.000% | 4/24/26 | 400 | 421 | |
9 | Asian Development Bank | 2.625% | 1/12/27 | 800 | 868 | |
9 | Asian Development Bank | 2.500% | 11/2/27 | 2,985 | 3,227 | |
9 | Asian Development Bank | 2.750% | 1/19/28 | 1,000 | 1,097 | |
9 | Asian Development Bank | 1.250% | 6/9/28 | 500 | 500 | |
9 | Asian Development Bank | 3.125% | 9/26/28 | 1,600 | 1,801 | |
9 | Asian Development Bank | 1.750% | 9/19/29 | 200 | 206 | |
9 | Asian Development Bank | 1.875% | 1/24/30 | 1,000 | 1,036 | |
9 | Asian Development Bank | 0.750% | 10/8/30 | 1,500 | 1,404 | |
9 | Asian Development Bank | 1.500% | 3/4/31 | 3,000 | 3,004 | |
Asian Infrastructure Investment Bank | 0.250% | 9/29/23 | 1,600 | 1,597 | ||
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 2,000 | 2,098 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 1,000 | 990 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 2,700 | 2,655 | ||
Canadian Government Bond | 2.000% | 11/15/22 | 860 | 881 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 2,290 | 2,369 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 5,200 | 5,168 | ||
Corp. Andina de Fomento | 4.375% | 6/15/22 | 1,140 | 1,182 | ||
Corp. Andina de Fomento | 2.750% | 1/6/23 | 1,465 | 1,511 | ||
Corp. Andina de Fomento | 2.375% | 5/12/23 | 200 | 206 | ||
Corp. Andina de Fomento | 3.750% | 11/23/23 | 1,250 | 1,333 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 600 | 606 | ||
Council of Europe Development Bank | 1.750% | 9/26/22 | 600 | 611 | ||
Council of Europe Development Bank | 2.625% | 2/13/23 | 1,900 | 1,971 | ||
Council of Europe Development Bank | 0.250% | 10/20/23 | 1,500 | 1,496 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 50 | 53 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 565 | 563 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Council of Europe Development Bank | 1.375% | 2/27/25 | 850 | 871 | ||
Ecopetrol SA | 5.875% | 9/18/23 | 1,425 | 1,543 | ||
Ecopetrol SA | 4.125% | 1/16/25 | 1,475 | 1,553 | ||
Ecopetrol SA | 5.375% | 6/26/26 | 1,575 | 1,737 | ||
Ecopetrol SA | 6.875% | 4/29/30 | 1,000 | 1,207 | ||
Ecopetrol SA | 7.375% | 9/18/43 | 800 | 986 | ||
Ecopetrol SA | 5.875% | 5/28/45 | 1,525 | 1,631 | ||
Equinor ASA | 2.450% | 1/17/23 | 2,960 | 3,055 | ||
Equinor ASA | 2.650% | 1/15/24 | 3,240 | 3,406 | ||
Equinor ASA | 3.250% | 11/10/24 | 550 | 595 | ||
Equinor ASA | 3.625% | 9/10/28 | 1,200 | 1,349 | ||
Equinor ASA | 3.125% | 4/6/30 | 500 | 545 | ||
Equinor ASA | 2.375% | 5/22/30 | 1,500 | 1,547 | ||
Equinor ASA | 5.100% | 8/17/40 | 300 | 399 | ||
Equinor ASA | 4.250% | 11/23/41 | 325 | 396 | ||
Equinor ASA | 3.950% | 5/15/43 | 175 | 204 | ||
Equinor ASA | 4.800% | 11/8/43 | 1,015 | 1,322 | ||
Equinor ASA | 3.250% | 11/18/49 | 750 | 794 | ||
Equinor ASA | 3.700% | 4/6/50 | 2,360 | 2,713 | ||
9 | European Bank for Reconstruction & Development | 2.750% | 3/7/23 | 2,400 | 2,500 | |
9 | European Bank for Reconstruction & Development | 0.250% | 7/10/23 | 3,000 | 2,996 | |
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 500 | 516 | ||
9 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 103 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 700 | 694 | ||
9 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 1,600 | 1,578 | |
9 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 2,000 | 1,968 | |
European Investment Bank | 2.250% | 8/15/22 | 685 | 701 | ||
European Investment Bank | 1.375% | 9/6/22 | 2,500 | 2,535 | ||
European Investment Bank | 2.000% | 12/15/22 | 5,525 | 5,668 | ||
European Investment Bank | 2.500% | 3/15/23 | 625 | 649 | ||
European Investment Bank | 1.375% | 5/15/23 | 4,300 | 4,388 | ||
9 | European Investment Bank | 2.875% | 8/15/23 | 3,300 | 3,477 | |
European Investment Bank | 0.250% | 9/15/23 | 5,500 | 5,489 | ||
9 | European Investment Bank | 3.125% | 12/14/23 | 1,300 | 1,387 | |
European Investment Bank | 3.250% | 1/29/24 | 3,210 | 3,442 | ||
European Investment Bank | 2.625% | 3/15/24 | 3,660 | 3,874 | ||
European Investment Bank | 2.250% | 6/24/24 | 2,010 | 2,114 | ||
European Investment Bank | 0.375% | 7/24/24 | 3,000 | 2,988 | ||
European Investment Bank | 2.500% | 10/15/24 | 864 | 918 | ||
European Investment Bank | 1.875% | 2/10/25 | 4,413 | 4,607 | ||
European Investment Bank | 1.625% | 3/14/25 | 5,000 | 5,175 | ||
European Investment Bank | 0.625% | 7/25/25 | 3,700 | 3,685 | ||
European Investment Bank | 0.375% | 12/15/25 | 5,500 | 5,397 | ||
European Investment Bank | 0.375% | 3/26/26 | 5,000 | 4,888 | ||
European Investment Bank | 2.125% | 4/13/26 | 1,000 | 1,058 | ||
European Investment Bank | 2.375% | 5/24/27 | 800 | 858 | ||
European Investment Bank | 0.625% | 10/21/27 | 500 | 484 | ||
European Investment Bank | 1.625% | 10/9/29 | 350 | 357 | ||
European Investment Bank | 0.875% | 5/17/30 | 400 | 382 | ||
European Investment Bank | 0.750% | 9/23/30 | 1,200 | 1,126 | ||
European Investment Bank | 1.250% | 2/14/31 | 3,000 | 2,935 | ||
European Investment Bank | 4.875% | 2/15/36 | 1,300 | 1,793 | ||
13 | Export Development Canada | 1.750% | 7/18/22 | 1,485 | 1,509 | |
13 | Export Development Canada | 2.500% | 1/24/23 | 60 | 62 | |
13 | Export Development Canada | 1.375% | 2/24/23 | 2,600 | 2,649 | |
13 | Export Development Canada | 2.750% | 3/15/23 | 1,200 | 1,250 | |
13 | Export Development Canada | 2.625% | 2/21/24 | 800 | 845 | |
Export-Import Bank of Korea | 3.625% | 11/27/23 | 600 | 644 | ||
Export-Import Bank of Korea | 4.000% | 1/14/24 | 2,100 | 2,282 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 500 | 498 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 300 | 328 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 500 | 489 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 600 | 643 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 1,020 | 1,077 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 1,600 | 1,525 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 500 | 480 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 875 | 870 | ||
14 | FMS Wertmanagement | 2.000% | 8/1/22 | 4,040 | 4,116 | |
9 | Hydro-Quebec | 8.050% | 7/7/24 | 2,665 | 3,231 | |
9 | Inter-American Development Bank | 1.750% | 9/14/22 | 3,300 | 3,362 | |
9 | Inter-American Development Bank | 3.000% | 9/26/22 | 3,300 | 3,414 | |
Inter-American Development Bank | 2.500% | 1/18/23 | 5,330 | 5,517 | ||
Inter-American Development Bank | 0.500% | 5/24/23 | 1,200 | 1,205 | ||
Inter-American Development Bank | 0.250% | 11/15/23 | 5,200 | 5,184 | ||
Inter-American Development Bank | 2.625% | 1/16/24 | 2,500 | 2,639 | ||
Inter-American Development Bank | 3.000% | 2/21/24 | 3,700 | 3,947 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,000 | 1,051 | ||
9 | Inter-American Development Bank | 1.750% | 3/14/25 | 500 | 519 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 1,000 | 1,006 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 250 | 309 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 5,100 | 5,079 | ||
9 | Inter-American Development Bank | 0.875% | 4/20/26 | 4,000 | 3,999 | |
9 | Inter-American Development Bank | 2.000% | 6/2/26 | 1,915 | 2,014 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 1,200 | 1,262 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 800 | 858 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 3,700 | 3,584 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 2,200 | 2,475 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 1,000 | 1,064 | ||
9 | Inter-American Development Bank | 1.125% | 1/13/31 | 3,500 | 3,382 | |
9 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,600 | 2,040 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 550 | 634 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 450 | 616 | ||
International Bank for Reconstruction & Development | 2.125% | 7/1/22 | 3,000 | 3,059 | ||
International Bank for Reconstruction & Development | 7.625% | 1/19/23 | 25 | 28 | ||
International Bank for Reconstruction & Development | 0.125% | 4/20/23 | 5,500 | 5,487 | ||
9 | International Bank for Reconstruction & Development | 1.875% | 6/19/23 | 6,000 | 6,186 | |
International Bank for Reconstruction & Development | 3.000% | 9/27/23 | 9,250 | 9,792 | ||
International Bank for Reconstruction & Development | 0.250% | 11/24/23 | 5,160 | 5,144 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 3,600 | 3,798 | ||
9 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 1,270 | 1,308 | |
9 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 5,500 | 5,850 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 2,000 | 2,069 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 4,500 | 4,489 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 5,000 | 4,928 | ||
9 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 4,600 | 4,925 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 6,000 | 5,927 | ||
9 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 2,000 | 2,201 | |
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 2,275 | 2,270 | ||
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 2,500 | 2,435 | ||
9 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 1,500 | 1,543 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 1,000 | 954 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 4,250 | 3,989 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 6,000 | 5,862 | ||
9 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 450 | 601 | |
9 | International Finance Corp. | 2.000% | 10/24/22 | 1,000 | 1,023 | |
9 | International Finance Corp. | 2.875% | 7/31/23 | 2,000 | 2,105 | |
9 | International Finance Corp. | 1.375% | 10/16/24 | 1,400 | 1,435 | |
9 | International Finance Corp. | 0.375% | 7/16/25 | 1,000 | 986 | |
9 | International Finance Corp. | 2.125% | 4/7/26 | 1,505 | 1,592 | |
International Finance Corp. | 0.750% | 8/27/30 | 800 | 751 | ||
15 | Japan Bank for International Cooperation | 3.125% | 7/20/21 | 730 | 731 | |
15 | Japan Bank for International Cooperation | 2.500% | 6/1/22 | 700 | 714 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
15 | Japan Bank for International Cooperation | 2.375% | 7/21/22 | 1,000 | 1,022 | |
9,15 | Japan Bank for International Cooperation | 1.625% | 10/17/22 | 750 | 763 | |
15 | Japan Bank for International Cooperation | 2.375% | 11/16/22 | 2,420 | 2,488 | |
15 | Japan Bank for International Cooperation | 1.750% | 1/23/23 | 2,000 | 2,044 | |
15 | Japan Bank for International Cooperation | 0.625% | 5/22/23 | 4,200 | 4,221 | |
15 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 3,225 | 3,408 | |
15 | Japan Bank for International Cooperation | 0.375% | 9/15/23 | 2,700 | 2,695 | |
15 | Japan Bank for International Cooperation | 3.375% | 10/31/23 | 1,600 | 1,707 | |
9,15 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 700 | 698 | |
9,15 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 400 | 422 | |
9,15 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 650 | 695 | |
9,15 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 600 | 620 | |
9,15 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 2,400 | 2,512 | |
9,15 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 500 | 531 | |
15 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 2,000 | 1,977 | |
15 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 1,500 | 1,636 | |
15 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 500 | 546 | |
15 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 2,200 | 2,389 | |
15 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 1,300 | 1,459 | |
15 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 1,500 | 1,713 | |
15 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 300 | 311 | |
15 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 1,000 | 964 | |
15 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 500 | 509 | |
15 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 700 | 757 | |
15 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 550 | 619 | |
15 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 200 | 189 | |
15 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 500 | 503 | |
14 | KFW | 1.750% | 8/22/22 | 4,700 | 4,785 | |
14 | KFW | 2.000% | 10/4/22 | 2,150 | 2,199 | |
14 | KFW | 2.375% | 12/29/22 | 4,100 | 4,232 | |
14 | KFW | 2.125% | 1/17/23 | 1,750 | 1,801 | |
14 | KFW | 1.625% | 2/15/23 | 2,500 | 2,556 | |
14 | KFW | 0.250% | 4/25/23 | 6,500 | 6,500 | |
14 | KFW | 0.250% | 10/19/23 | 8,000 | 7,980 | |
14 | KFW | 2.625% | 2/28/24 | 3,000 | 3,173 | |
14 | KFW | 0.250% | 3/8/24 | 2,500 | 2,487 | |
14 | KFW | 1.375% | 8/5/24 | 500 | 513 | |
14 | KFW | 2.500% | 11/20/24 | 5,750 | 6,114 | |
14 | KFW | 2.000% | 5/2/25 | 1,250 | 1,311 | |
14 | KFW | 0.375% | 7/18/25 | 6,000 | 5,919 | |
14 | KFW | 0.625% | 1/22/26 | 4,000 | 3,962 | |
14 | KFW | 2.875% | 4/3/28 | 2,300 | 2,548 | |
14 | KFW | 1.750% | 9/14/29 | 900 | 927 | |
14 | KFW | 0.750% | 9/30/30 | 2,000 | 1,878 | |
14 | KFW | 0.000% | 4/18/36 | 600 | 453 | |
14 | KFW | 0.000% | 6/29/37 | 1,700 | 1,253 | |
Korea Development Bank | 3.000% | 9/14/22 | 1,250 | 1,288 | ||
Korea Development Bank | 3.375% | 3/12/23 | 3,200 | 3,354 | ||
Korea Development Bank | 2.750% | 3/19/23 | 600 | 623 | ||
Korea Development Bank | 3.750% | 1/22/24 | 1,500 | 1,621 | ||
Korea Development Bank | 2.125% | 10/1/24 | 400 | 419 | ||
Korea Development Bank | 1.625% | 1/19/31 | 1,000 | 983 | ||
14 | Landwirtschaftliche Rentenbank | 3.125% | 11/14/23 | 1,300 | 1,383 | |
14 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 2,500 | 2,615 | |
9,14 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 500 | 496 | |
14 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 975 | 1,037 | |
14 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 2,400 | 2,399 | |
9,14 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 825 | 858 | |
9,14 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 1,595 | 1,724 | |
14 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 1,000 | 946 | |
Nordic Investment Bank | 1.375% | 10/17/22 | 700 | 710 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Nordic Investment Bank | 0.375% | 5/19/23 | 1,000 | 1,001 | ||
Nordic Investment Bank | 2.875% | 7/19/23 | 950 | 999 | ||
Nordic Investment Bank | 2.250% | 5/21/24 | 600 | 630 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 1,500 | 1,474 | ||
9 | Nordic Investment Bank | 0.500% | 1/21/26 | 1,000 | 984 | |
16 | Oesterreichische Kontrollbank AG | 1.625% | 9/17/22 | 500 | 508 | |
9,16 | Oesterreichische Kontrollbank AG | 2.875% | 3/13/23 | 1,500 | 1,566 | |
16 | Oesterreichische Kontrollbank AG | 3.125% | 11/7/23 | 600 | 638 | |
16 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 500 | 514 | |
16 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 1,500 | 1,473 | |
9,16 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 2,200 | 2,162 | |
9 | Oriental Republic of Uruguay | 4.500% | 8/14/24 | 1,129 | 1,225 | |
9 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 975 | 1,121 | |
9 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,345 | 2,733 | |
9 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 485 | 740 | |
9 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,029 | 1,213 | |
9 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 2,815 | 3,687 | |
9 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 3,000 | 3,878 | |
9,17 | Petroleos Mexicanos | 2.290% | 2/15/24 | 60 | 61 | |
17 | Petroleos Mexicanos | 2.378% | 4/15/25 | 80 | 82 | |
Province of Alberta | 2.200% | 7/26/22 | 2,000 | 2,042 | ||
Province of Alberta | 3.350% | 11/1/23 | 1,700 | 1,814 | ||
Province of Alberta | 2.950% | 1/23/24 | 600 | 637 | ||
Province of Alberta | 1.875% | 11/13/24 | 1,800 | 1,871 | ||
Province of Alberta | 1.000% | 5/20/25 | 830 | 836 | ||
Province of Alberta | 3.300% | 3/15/28 | 1,100 | 1,231 | ||
Province of Alberta | 1.300% | 7/22/30 | 2,566 | 2,466 | ||
Province of British Columbia | 2.000% | 10/23/22 | 300 | 307 | ||
9 | Province of British Columbia | 1.750% | 9/27/24 | 600 | 622 | |
Province of British Columbia | 2.250% | 6/2/26 | 1,707 | 1,808 | ||
Province of British Columbia | 1.300% | 1/29/31 | 500 | 485 | ||
Province of Manitoba | 2.100% | 9/6/22 | 300 | 306 | ||
9 | Province of Manitoba | 2.600% | 4/16/24 | 1,250 | 1,319 | |
Province of Manitoba | 3.050% | 5/14/24 | 500 | 534 | ||
Province of Manitoba | 2.125% | 6/22/26 | 850 | 892 | ||
Province of New Brunswick | 2.500% | 12/12/22 | 400 | 411 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 500 | 571 | ||
Province of Ontario | 2.200% | 10/3/22 | 500 | 512 | ||
Province of Ontario | 1.750% | 1/24/23 | 1,190 | 1,217 | ||
Province of Ontario | 3.400% | 10/17/23 | 3,130 | 3,341 | ||
Province of Ontario | 3.050% | 1/29/24 | 2,000 | 2,130 | ||
Province of Ontario | 3.200% | 5/16/24 | 1,000 | 1,074 | ||
Province of Ontario | 2.500% | 4/27/26 | 1,000 | 1,070 | ||
Province of Ontario | 2.300% | 6/15/26 | 2,000 | 2,120 | ||
Province of Ontario | 2.000% | 10/2/29 | 1,700 | 1,756 | ||
Province of Ontario | 1.125% | 10/7/30 | 2,800 | 2,663 | ||
Province of Ontario | 1.600% | 2/25/31 | 5,000 | 4,937 | ||
Province of Quebec | 2.625% | 2/13/23 | 2,050 | 2,127 | ||
9 | Province of Quebec | 7.125% | 2/9/24 | 3,050 | 3,556 | |
9 | Province of Quebec | 2.875% | 10/16/24 | 700 | 751 | |
9 | Province of Quebec | 1.500% | 2/11/25 | 155 | 159 | |
Province of Quebec | 0.600% | 7/23/25 | 1,500 | 1,488 | ||
Province of Quebec | 2.500% | 4/20/26 | 700 | 750 | ||
Province of Quebec | 2.750% | 4/12/27 | 3,250 | 3,528 | ||
9 | Province of Quebec | 7.500% | 9/15/29 | 1,075 | 1,547 | |
Province of Quebec | 1.350% | 5/28/30 | 1,200 | 1,174 | ||
Province of Quebec | 1.900% | 4/21/31 | 7,500 | 7,639 | ||
Province of Saskatchewan | 8.500% | 7/15/22 | 244 | 264 | ||
Republic of Chile | 2.250% | 10/30/22 | 225 | 230 | ||
Republic of Chile | 3.125% | 3/27/25 | 200 | 215 | ||
Republic of Chile | 3.125% | 1/21/26 | 710 | 769 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Republic of Chile | 3.240% | 2/6/28 | 2,910 | 3,168 | |
9 | Republic of Chile | 2.450% | 1/31/31 | 1,600 | 1,630 | |
9 | Republic of Chile | 2.550% | 1/27/32 | 1,600 | 1,635 | |
9 | Republic of Chile | 3.100% | 5/7/41 | 1,500 | 1,506 | |
Republic of Chile | 3.860% | 6/21/47 | 875 | 966 | ||
9 | Republic of Chile | 3.500% | 1/25/50 | 1,900 | 1,996 | |
9 | Republic of Chile | 3.100% | 1/22/61 | 1,600 | 1,532 | |
9 | Republic of Colombia | 2.625% | 3/15/23 | 1,118 | 1,142 | |
9 | Republic of Colombia | 4.000% | 2/26/24 | 1,390 | 1,472 | |
Republic of Colombia | 8.125% | 5/21/24 | 400 | 473 | ||
9 | Republic of Colombia | 4.500% | 1/28/26 | 919 | 1,004 | |
9 | Republic of Colombia | 3.875% | 4/25/27 | 700 | 743 | |
9 | Republic of Colombia | 4.500% | 3/15/29 | 1,800 | 1,963 | |
9 | Republic of Colombia | 3.000% | 1/30/30 | 1,250 | 1,225 | |
9 | Republic of Colombia | 3.125% | 4/15/31 | 700 | 685 | |
9 | Republic of Colombia | 3.250% | 4/22/32 | 1,500 | 1,468 | |
Republic of Colombia | 10.375% | 1/28/33 | 192 | 287 | ||
Republic of Colombia | 7.375% | 9/18/37 | 1,000 | 1,315 | ||
Republic of Colombia | 6.125% | 1/18/41 | 1,100 | 1,302 | ||
9 | Republic of Colombia | 4.125% | 2/22/42 | 700 | 680 | |
9 | Republic of Colombia | 5.625% | 2/26/44 | 2,033 | 2,300 | |
9 | Republic of Colombia | 5.000% | 6/15/45 | 3,944 | 4,191 | |
9 | Republic of Colombia | 5.200% | 5/15/49 | 1,600 | 1,749 | |
9 | Republic of Colombia | 4.125% | 5/15/51 | 1,200 | 1,137 | |
9 | Republic of Colombia | 3.875% | 2/15/61 | 1,288 | 1,152 | |
Republic of Hungary | 5.375% | 2/21/23 | 2,000 | 2,162 | ||
Republic of Hungary | 5.750% | 11/22/23 | 1,000 | 1,123 | ||
Republic of Hungary | 5.375% | 3/25/24 | 1,600 | 1,805 | ||
Republic of Hungary | 7.625% | 3/29/41 | 850 | 1,395 | ||
Republic of Indonesia | 2.950% | 1/11/23 | 350 | 363 | ||
Republic of Indonesia | 4.450% | 2/11/24 | 625 | 684 | ||
9 | Republic of Indonesia | 3.850% | 7/18/27 | 200 | 223 | |
Republic of Indonesia | 3.500% | 1/11/28 | 1,300 | 1,419 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 1,000 | 1,131 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 1,350 | 1,587 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 216 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 350 | 363 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 2,100 | 2,339 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 600 | 587 | ||
4,9 | Republic of Indonesia | 4.750% | 7/18/47 | 300 | 357 | |
Republic of Indonesia | 4.350% | 1/11/48 | 2,075 | 2,355 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 1,500 | 1,949 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 825 | 865 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 2,205 | 2,510 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 850 | 843 | ||
Republic of Indonesia | 4.450% | 4/15/70 | 500 | 591 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 500 | 501 | ||
Republic of Italy | 6.875% | 9/27/23 | 2,300 | 2,604 | ||
Republic of Italy | 0.875% | 5/6/24 | 1,500 | 1,495 | ||
Republic of Italy | 2.375% | 10/17/24 | 1,950 | 2,028 | ||
Republic of Italy | 1.250% | 2/17/26 | 2,900 | 2,861 | ||
Republic of Italy | 2.875% | 10/17/29 | 2,000 | 2,082 | ||
Republic of Italy | 5.375% | 6/15/33 | 1,925 | 2,424 | ||
Republic of Italy | 4.000% | 10/17/49 | 1,900 | 2,089 | ||
Republic of Italy | 3.875% | 5/6/51 | 2,500 | 2,691 | ||
Republic of Korea | 2.750% | 1/19/27 | 3,800 | 4,108 | ||
Republic of Korea | 1.000% | 9/16/30 | 1,000 | 948 | ||
Republic of Korea | 4.125% | 6/10/44 | 305 | 389 | ||
Republic of Korea | 3.875% | 9/20/48 | 390 | 493 | ||
9 | Republic of Panama | 4.000% | 9/22/24 | 600 | 654 | |
9 | Republic of Panama | 3.750% | 3/16/25 | 1,450 | 1,578 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Republic of Panama | 7.125% | 1/29/26 | 358 | 444 | ||
Republic of Panama | 8.875% | 9/30/27 | 368 | 509 | ||
9 | Republic of Panama | 3.875% | 3/17/28 | 1,980 | 2,177 | |
Republic of Panama | 9.375% | 4/1/29 | 1,070 | 1,585 | ||
9 | Republic of Panama | 3.160% | 1/23/30 | 400 | 419 | |
9 | Republic of Panama | 2.252% | 9/29/32 | 2,000 | 1,920 | |
9 | Republic of Panama | 6.700% | 1/26/36 | 1,744 | 2,371 | |
9 | Republic of Panama | 4.500% | 5/15/47 | 200 | 227 | |
9 | Republic of Panama | 4.500% | 4/16/50 | 2,810 | 3,198 | |
9 | Republic of Panama | 4.300% | 4/29/53 | 1,250 | 1,386 | |
9 | Republic of Panama | 4.500% | 4/1/56 | 2,400 | 2,722 | |
9 | Republic of Panama | 3.870% | 7/23/60 | 3,200 | 3,269 | |
9 | Republic of Peru | 2.392% | 1/23/26 | 600 | 619 | |
Republic of Peru | 4.125% | 8/25/27 | 250 | 280 | ||
Republic of Peru | 2.844% | 6/20/30 | 500 | 515 | ||
9 | Republic of Peru | 2.783% | 1/23/31 | 3,900 | 3,969 | |
9 | Republic of Peru | 1.862% | 12/1/32 | 900 | 836 | |
Republic of Peru | 8.750% | 11/21/33 | 2,535 | 3,975 | ||
9 | Republic of Peru | 6.550% | 3/14/37 | 600 | 825 | |
9 | Republic of Peru | 3.300% | 3/11/41 | 900 | 910 | |
Republic of Peru | 5.625% | 11/18/50 | 2,150 | 2,963 | ||
9 | Republic of Peru | 3.550% | 3/10/51 | 500 | 519 | |
9 | Republic of Peru | 2.780% | 12/1/60 | 1,500 | 1,337 | |
9 | Republic of Peru | 3.230% | 7/28/21 | 2,000 | 1,761 | |
Republic of Poland | 3.000% | 3/17/23 | 3,100 | 3,239 | ||
Republic of Poland | 4.000% | 1/22/24 | 625 | 680 | ||
Republic of Poland | 3.250% | 4/6/26 | 1,150 | 1,268 | ||
Republic of the Philippines | 4.200% | 1/21/24 | 1,400 | 1,532 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 550 | 708 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 425 | 578 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 1,500 | 1,815 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 3,800 | 4,101 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 1,000 | 1,135 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 1,525 | 2,414 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 2,000 | 2,083 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 775 | 1,145 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 673 | 650 | ||
11 | Republic of the Philippines | 1.950% | 1/6/32 | 675 | 666 | |
Republic of the Philippines | 6.375% | 1/15/32 | 600 | 825 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 3,175 | 4,477 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 400 | 504 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 1,500 | 1,666 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,534 | 1,656 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 1,885 | 2,034 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 1,750 | 1,691 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,135 | 1,978 | ||
11 | Republic of the Philippines | 3.200% | 7/6/46 | 1,500 | 1,505 | |
State of Israel | 3.150% | 6/30/23 | 1,100 | 1,160 | ||
State of Israel | 2.875% | 3/16/26 | 1,100 | 1,186 | ||
State of Israel | 3.250% | 1/17/28 | 790 | 870 | ||
State of Israel | 2.500% | 1/15/30 | 200 | 210 | ||
State of Israel | 2.750% | 7/3/30 | 1,550 | 1,657 | ||
State of Israel | 4.500% | 1/30/43 | 1,400 | 1,745 | ||
State of Israel | 4.125% | 1/17/48 | 800 | 965 | ||
State of Israel | 3.375% | 1/15/50 | 2,935 | 3,143 | ||
State of Israel | 3.875% | 7/3/50 | 1,650 | 1,910 | ||
State of Israel | 4.500% | 4/3/20 | 900 | 1,138 | ||
Svensk Exportkredit AB | 2.000% | 8/30/22 | 1,775 | 1,811 | ||
Svensk Exportkredit AB | 1.625% | 11/14/22 | 1,500 | 1,528 | ||
9 | Svensk Exportkredit AB | 2.875% | 3/14/23 | 1,400 | 1,461 | |
9 | Svensk Exportkredit AB | 0.250% | 9/29/23 | 500 | 498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
9 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 800 | 797 | |
9 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 800 | 794 | |
9 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 2,500 | 2,484 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 2,000 | 1,973 | ||
United Mexican States | 3.600% | 1/30/25 | 3,284 | 3,605 | ||
9 | United Mexican States | 3.900% | 4/27/25 | 1,300 | 1,441 | |
United Mexican States | 4.125% | 1/21/26 | 2,968 | 3,347 | ||
United Mexican States | 4.150% | 3/28/27 | 3,370 | 3,812 | ||
United Mexican States | 3.750% | 1/11/28 | 1,175 | 1,283 | ||
United Mexican States | 4.500% | 4/22/29 | 1,500 | 1,697 | ||
9 | United Mexican States | 3.250% | 4/16/30 | 5,100 | 5,271 | |
9 | United Mexican States | 2.659% | 5/24/31 | 2,200 | 2,151 | |
9 | United Mexican States | 8.300% | 8/15/31 | 1,000 | 1,487 | |
9 | United Mexican States | 4.750% | 4/27/32 | 2,500 | 2,862 | |
9 | United Mexican States | 7.500% | 4/8/33 | 400 | 563 | |
9 | United Mexican States | 6.750% | 9/27/34 | 200 | 266 | |
United Mexican States | 6.050% | 1/11/40 | 2,321 | 2,913 | ||
9 | United Mexican States | 4.280% | 8/14/41 | 3,090 | 3,247 | |
9 | United Mexican States | 4.750% | 3/8/44 | 3,022 | 3,341 | |
United Mexican States | 5.550% | 1/21/45 | 1,000 | 1,209 | ||
United Mexican States | 4.600% | 1/23/46 | 2,530 | 2,723 | ||
United Mexican States | 4.350% | 1/15/47 | 1,880 | 1,965 | ||
United Mexican States | 4.600% | 2/10/48 | 3,110 | 3,342 | ||
9 | United Mexican States | 4.500% | 1/31/50 | 2,100 | 2,235 | |
9 | United Mexican States | 5.000% | 4/27/51 | 2,800 | 3,187 | |
9 | United Mexican States | 3.771% | 5/24/61 | 3,500 | 3,261 | |
9 | United Mexican States | 5.750% | 10/12/10 | 2,914 | 3,477 | |
Total Sovereign Bonds (Cost $799,893) | 830,512 | |||||
Taxable Municipal Bonds (0.28%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163 | 9/15/25 | 195 | 206 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046 | 12/1/44 | 100 | 162 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449 | 2/15/44 | 225 | 335 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834 | 2/15/41 | 100 | 165 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053 | 2/15/43 | 50 | 72 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939 | 2/15/47 | 925 | 1,361 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084 | 2/15/50 | 375 | 705 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270 | 2/15/50 | 160 | 226 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918 | 4/1/40 | 375 | 564 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043 | 4/1/50 | 125 | 217 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263 | 4/1/49 | 985 | 1,598 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907 | 10/1/50 | 1,200 | 2,094 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574 | 4/1/31 | 300 | 316 | ||
California GO | 7.500 | 4/1/34 | 2,770 | 4,365 | ||
California GO | 7.550 | 4/1/39 | 4,615 | 7,869 | ||
California GO | 7.300 | 10/1/39 | 1,000 | 1,600 | ||
California GO | 7.350 | 11/1/39 | 725 | 1,167 | ||
California GO | 4.600 | 4/1/38 | 1,925 | 2,251 | ||
California GO | 3.375 | 4/1/25 | 426 | 466 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
California GO | 3.500 | 4/1/28 | 400 | 451 | ||
California GO | 7.625 | 3/1/40 | 500 | 842 | ||
California GO | 5.700 | 11/1/21 | 1,000 | 1,018 | ||
California GO | 7.600 | 11/1/40 | 2,000 | 3,493 | ||
California GO | 4.500 | 4/1/33 | 850 | 1,004 | ||
California GO | 2.650 | 4/1/26 | 250 | 269 | ||
California GO | 2.500 | 10/1/29 | 290 | 307 | ||
California GO | 1.750 | 11/1/30 | 260 | 259 | ||
California GO | 1.700 | 2/1/28 | 350 | 355 | ||
California State University Systemwide Revenue | 3.899 | 11/1/47 | 250 | 292 | ||
California State University Systemwide Revenue | 2.975 | 11/1/51 | 465 | 476 | ||
California State University Systemwide Revenue | 2.897 | 11/1/51 | 500 | 500 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491 | 11/1/39 | 100 | 140 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204 | 1/15/51 | 500 | 533 | ||
Chicago IL GO | 7.045 | 1/1/29 | 170 | 198 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720 | 12/1/38 | 500 | 704 | ||
Chicago IL O'Hare International Airport Revenue | 4.472 | 1/1/49 | 325 | 417 | ||
Chicago IL O'Hare International Airport Revenue | 6.395 | 1/1/40 | 405 | 609 | ||
Chicago IL O'Hare International Airport Revenue | 4.572 | 1/1/54 | 325 | 433 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899 | 12/1/40 | 1,545 | 2,198 | ||
Clark County NV Airport System Revenue | 6.820 | 7/1/45 | 325 | 506 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864 | 6/1/38 | 500 | 572 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807 | 6/1/41 | 400 | 463 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 4.144 | 6/1/38 | 275 | 325 | ||
Connecticut GO | 5.850 | 3/15/32 | 610 | 813 | ||
Connecticut GO | 5.090 | 10/1/30 | 575 | 680 | ||
Cook County IL GO | 6.229 | 11/15/34 | 400 | 545 | ||
Dallas County TX Hospital District Revenue | 5.621 | 8/15/44 | 100 | 137 | ||
Dallas TX Area Rapid Transit Revenue | 5.999 | 12/1/44 | 300 | 455 | ||
Dallas TX Area Rapid Transit Revenue | 5.022 | 12/1/48 | 75 | 106 | ||
Dallas TX Convention Center Hotel Development Corp Hotel Revenue | 7.088 | 1/1/42 | 285 | 398 | ||
18 | Dallas TX Independent School District GO | 6.450 | 2/15/35 | 150 | 157 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994 | 11/1/38 | 1,875 | 1,975 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144 | 11/1/45 | 325 | 343 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591 | 12/1/34 | 50 | 65 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814 | 10/1/14 | 275 | 390 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874 | 6/1/40 | 315 | 457 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705 | 7/1/27 | 850 | 864 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258 | 7/1/25 | 1,300 | 1,312 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154 | 7/1/30 | 1,000 | 1,020 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094 | 1/15/49 | 510 | 540 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655 | 4/1/57 | 1,367 | 2,105 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637 | 4/1/57 | 594 | 900 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055 | 4/1/57 | 145 | 214 | ||
Georgia Water & Wastewater Revenue | 2.257 | 11/1/35 | 250 | 254 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115 | 6/1/38 | 400 | 415 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236 | 10/1/52 | 1,490 | 1,524 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184 | 10/1/42 | 315 | 432 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056 | 7/1/39 | 100 | 107 | ||
Houston TX GO | 6.290 | 3/1/32 | 760 | 958 | ||
Houston TX GO | 3.961 | 3/1/47 | 355 | 426 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861 | 9/1/46 | 300 | 309 | ||
Illinois GO | 5.100 | 6/1/33 | 5,870 | 6,902 | ||
Illinois GO | 4.950 | 6/1/23 | 598 | 639 | ||
Illinois GO | 6.630 | 2/1/35 | 130 | 162 | ||
Illinois Toll Highway Authority Revenue | 6.184 | 1/1/34 | 350 | 487 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985 | 1/1/29 | 375 | 427 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532 | 1/1/35 | 355 | 442 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833 | 1/1/38 | 325 | 345 | ||
Kansas Department of Transportation Highway Revenue | 4.596 | 9/1/35 | 150 | 186 | ||
Los Angeles CA Community College District GO | 6.750 | 8/1/49 | 325 | 552 | ||
Los Angeles CA Community College District GO | 1.606 | 8/1/28 | 305 | 306 | ||
Los Angeles CA Community College District GO | 1.806 | 8/1/30 | 500 | 501 | ||
Los Angeles CA Community College District GO | 2.106 | 8/1/32 | 1,450 | 1,471 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574 | 7/1/45 | 410 | 664 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603 | 7/1/50 | 500 | 852 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716 | 7/1/39 | 100 | 144 | ||
Los Angeles CA Unified School District GO | 5.750 | 7/1/34 | 2,010 | 2,714 | ||
Los Angeles CA Unified School District GO | 6.758 | 7/1/34 | 250 | 359 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735 | 6/1/39 | 400 | 532 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618 | 8/1/40 | 50 | 81 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052 | 7/1/40 | 500 | 521 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197 | 7/1/50 | 500 | 515 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888 | 7/1/43 | 100 | 136 | ||
Massachusetts GO | 5.456 | 12/1/39 | 845 | 1,167 | ||
Massachusetts GO | 4.200 | 12/1/21 | 685 | 696 | ||
Massachusetts GO | 2.813 | 9/1/43 | 300 | 317 | ||
Massachusetts GO | 2.900 | 9/1/49 | 575 | 608 | ||
Massachusetts GO | 2.514 | 7/1/41 | 2,175 | 2,194 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715 | 8/15/39 | 500 | 707 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395 | 10/15/40 | 335 | 360 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950 | 5/15/43 | 350 | 360 | ||
Massachusetts Transportation Fund Revenue | 5.731 | 6/1/40 | 50 | 70 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731 | 7/1/43 | 100 | 147 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462 | 10/1/46 | 575 | 979 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280 | 10/1/41 | 575 | 640 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490 | 10/1/42 | 275 | 296 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084 | 12/1/34 | 250 | 270 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384 | 12/1/40 | 375 | 410 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Michigan State Building Authority Revenue Refunding taxable BDS 2020 II | 2.705 | 10/15/40 | 800 | 795 | ||
Michigan State University Revenue | 4.496 | 8/15/48 | 200 | 231 | ||
Mississippi GO | 5.245 | 11/1/34 | 250 | 323 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652 | 8/15/57 | 350 | 418 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229 | 5/15/50 | 405 | 446 | ||
19 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425 | 2/15/29 | 1,435 | 1,861 | |
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 6.561 | 12/15/40 | 450 | 671 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.081 | 6/15/39 | 475 | 536 | ||
New Jersey Transportation Trust Fund Authority Transportation Program Revenue | 4.131 | 6/15/42 | 400 | 455 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754 | 12/15/28 | 460 | 548 | ||
New Jersey Turnpike Authority Revenue | 7.414 | 1/1/40 | 575 | 944 | ||
New Jersey Turnpike Authority Revenue | 7.102 | 1/1/41 | 2,280 | 3,648 | ||
New York City NY GO | 5.517 | 10/1/37 | 475 | 645 | ||
New York City NY GO | 6.271 | 12/1/37 | 325 | 469 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750 | 6/15/41 | 100 | 149 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011 | 6/15/42 | 75 | 115 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724 | 6/15/42 | 300 | 450 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440 | 6/15/43 | 325 | 479 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882 | 6/15/44 | 1,200 | 1,858 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952 | 6/15/42 | 100 | 153 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508 | 8/1/37 | 150 | 201 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572 | 11/1/38 | 625 | 827 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767 | 8/1/36 | 300 | 386 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871 | 11/15/39 | 100 | 133 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814 | 11/15/40 | 300 | 440 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175 | 11/15/49 | 1,225 | 1,654 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336 | 11/15/39 | 515 | 837 | ||
New York State Dormitory Authority Revenue | 3.142 | 7/1/43 | 1,355 | 1,401 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628 | 3/15/39 | 95 | 124 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110 | 2/15/39 | 200 | 220 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190 | 2/15/43 | 200 | 219 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202 | 3/15/34 | 500 | 505 | ||
New York State Thruway Authority General Revenue | 2.900 | 1/1/35 | 330 | 354 | ||
New York State Thruway Authority General Revenue | 3.500 | 1/1/42 | 200 | 211 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900 | 3/15/33 | 300 | 340 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770 | 3/15/39 | 450 | 561 | ||
North Texas Tollway Authority System Revenue | 6.718 | 1/1/49 | 700 | 1,156 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
North Texas Tollway Authority System Revenue | 3.011 | 1/1/43 | 175 | 178 | ||
Ohio State University General Receipts Revenue | 3.798 | 12/1/46 | 100 | 119 | ||
Ohio State University General Receipts Revenue | 4.910 | 6/1/40 | 275 | 369 | ||
Ohio State University General Receipts Revenue | 4.800 | 6/1/11 | 615 | 872 | ||
Ohio Turnpike Commission Revenue | 3.216 | 2/15/48 | 300 | 308 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879 | 12/1/34 | 100 | 120 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834 | 11/15/34 | 225 | 314 | ||
Oregon GO | 5.892 | 6/1/27 | 375 | 453 | ||
Oregon GO | 5.762 | 6/1/23 | 189 | 204 | ||
20 | Oregon GO | 3.424 | 3/1/60 | 750 | 772 | |
21 | Oregon School Boards Association GO | 5.528 | 6/30/28 | 125 | 148 | |
Pennsylvania State University | 2.790 | 9/1/43 | 425 | 432 | ||
Pennsylvania State University | 2.840 | 9/1/50 | 300 | 303 | ||
Pennsylvania Turnpike Commission Revenue | 5.511 | 12/1/45 | 375 | 543 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926 | 7/1/45 | 275 | 276 | ||
Port Authority of New York & New Jersey Revenue | 5.647 | 11/1/40 | 200 | 282 | ||
Port Authority of New York & New Jersey Revenue | 4.458 | 10/1/62 | 2,280 | 2,991 | ||
Port Authority of New York & New Jersey Revenue | 4.960 | 8/1/46 | 975 | 1,324 | ||
Port Authority of New York & New Jersey Revenue | 4.810 | 10/15/65 | 550 | 752 | ||
Port Authority of New York & New Jersey Revenue | 3.287 | 8/1/69 | 400 | 422 | ||
Port Authority of New York & New Jersey Revenue | 6.040 | 12/1/29 | 125 | 164 | ||
Port Authority of New York & New Jersey Revenue | 5.647 | 11/1/40 | 800 | 1,127 | ||
Port Authority of New York & New Jersey Revenue | 4.926 | 10/1/51 | 135 | 187 | ||
Port Authority of New York & New Jersey Revenue | 5.310 | 8/1/46 | 375 | 421 | ||
Port Authority of New York & New Jersey Revenue | 4.031 | 9/1/48 | 175 | 212 | ||
Port Authority of New York & New Jersey Revenue | 3.175 | 7/15/60 | 250 | 251 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543 | 9/1/40 | 300 | 298 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844 | 11/1/50 | 150 | 242 | ||
Riverside County CA Pension Obligation Bonds | 3.818 | 2/15/38 | 75 | 84 | ||
Rutgers State University New Jersey Revenue | 5.665 | 5/1/40 | 325 | 444 | ||
Rutgers State University New Jersey Revenue | 3.915 | 5/1/19 | 375 | 428 | ||
Rutgers State University New Jersey Revenue | 3.270 | 5/1/43 | 100 | 107 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587 | 1/1/43 | 350 | 383 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820 | 1/1/48 | 250 | 278 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787 | 1/1/48 | 230 | 293 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839 | 1/1/41 | 370 | 490 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808 | 2/1/41 | 490 | 701 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985 | 2/1/39 | 225 | 320 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427 | 2/1/42 | 450 | 551 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905 | 2/1/48 | 250 | 248 | ||
San Diego County CA Water Authority Revenue | 6.138 | 5/1/49 | 1,000 | 1,511 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950 | 11/1/50 | 275 | 461 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 2.825 | 11/1/41 | 250 | 254 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375 | 8/1/34 | 375 | 409 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876 | 4/1/32 | 645 | 809 | ||
South Carolina Public Service Authority Revenue | 6.454 | 1/1/50 | 475 | 749 | ||
South Carolina Public Service Authority Revenue | 2.388 | 12/1/23 | 135 | 140 | ||
State of Florida Board of administration Finance Corp. | 2.638 | 7/1/21 | 500 | 500 | ||
State Public School Building Authority PA Revenue | 5.000 | 9/15/27 | 250 | 299 | ||
Texas GO | 5.517 | 4/1/39 | 1,030 | 1,484 | ||
Texas GO | 3.211 | 4/1/44 | 425 | 448 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922 | 12/31/49 | 775 | 863 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
Texas Transportation Commission GO | 2.562 | 4/1/42 | 725 | 735 | ||
Texas Transportation Commission GO | 2.472 | 10/1/44 | 725 | 716 | ||
Texas Transportation Commission Revenue | 4.681 | 4/1/40 | 100 | 131 | ||
Texas Transportation Commission Revenue | 5.178 | 4/1/30 | 275 | 339 | ||
Texas Transportation Commission State Highway Revenue | 4.000 | 10/1/33 | 325 | 400 | ||
21 | Tucson City AZ COP | 2.856 | 7/1/47 | 300 | 296 | |
University of California Regents Medical Center Pooled Revenue | 6.583 | 5/15/49 | 125 | 195 | ||
University of California Regents Medical Center Pooled Revenue | 6.548 | 5/15/48 | 2,250 | 3,512 | ||
University of California Regents Medical Center Pooled Revenue | 3.006 | 5/15/50 | 500 | 515 | ||
University of California Regents Medical Center Pooled Revenue | 3.256 | 5/15/60 | 660 | 701 | ||
University of California Revenue | 4.767 | 5/15/15 | 150 | 206 | ||
University of California Revenue | 4.858 | 5/15/12 | 1,330 | 1,873 | ||
University of California Revenue | 5.946 | 5/15/45 | 275 | 389 | ||
University of California Revenue | 4.601 | 5/15/31 | 500 | 593 | ||
University of California Revenue | 3.063 | 7/1/25 | 400 | 432 | ||
University of California Revenue | 1.316 | 5/15/27 | 925 | 928 | ||
University of California Revenue | 1.614 | 5/15/30 | 525 | 520 | ||
University of California Revenue | 0.883 | 5/15/25 | 225 | 226 | ||
University of California Revenue | 3.071 | 5/15/51 | 500 | 505 | ||
University of Michigan | 2.437 | 4/1/40 | 275 | 276 | ||
University of Michigan | 2.562 | 4/1/50 | 200 | 198 | ||
University of Nebraska Student Fee Revenue | 3.037 | 10/1/49 | 235 | 254 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education | 3.555 | 9/15/19 | 1,025 | 1,078 | ||
University of Texas Financing System Revenue | 4.794 | 8/15/46 | 300 | 398 | ||
University of Texas Financing System Revenue | 3.354 | 8/15/47 | 200 | 228 | ||
University of Texas Financing System Revenue | 2.439 | 8/15/49 | 225 | 216 | ||
University of Texas Permanent University Fund Revenue | 3.376 | 7/1/47 | 900 | 1,038 | ||
University of Texas Permanent University Fund Revenue | 3.100 | 7/1/49 | 275 | 287 | ||
University of Virginia Revenue | 4.179 | 9/1/17 | 250 | 313 | ||
University of Virginia Revenue | 2.256 | 9/1/50 | 1,075 | 1,014 | ||
Utah GO | 4.554 | 7/1/24 | 100 | 106 | ||
Utah GO | 3.539 | 7/1/25 | 576 | 615 | ||
Washington GO | 5.140 | 8/1/40 | 480 | 661 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.154 | 5/1/27 | 300 | 332 | ||
21 | Wisconsin General Fund Annual Appropriation Revenue | 5.700 | 5/1/26 | 255 | 297 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.954 | 5/1/36 | 1,000 | 1,124 | ||
Total Taxable Municipal Bonds (Cost $141,062) | 160,911 |
Coupon | Shares | Market Value ($000) | ||||
Temporary Cash Investments (2.91%) | ||||||
Money Market Fund (2.91%) | ||||||
22,23 | Vanguard Market Liquidity Fund (Cost $1,673,302) | 0.056% | 16,735,349 | 1,673,535 | ||
Total Investments (101.00%) (Cost $32,409,835) | 58,178,549 | |||||
Other Assets and Liabilities—Net (-1.00%) | (577,933) | |||||
Net Assets (100%) | 57,600,616 |
Cost is in $000. | |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $109,106,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Restricted securities totaling $48,000, representing 0.0% of net assets. |
4 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2021, the aggregate value was $110,802,000, representing 0.2% of net assets. |
5 | “Other” represents securities that are not classified by the fund’s benchmark index. |
6 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
7 | Securities with a value of $82,000 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
8 | U.S. government-guaranteed. |
9 | 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. |
10 | 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. |
11 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2021. |
12 | 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. |
13 | Guaranteed by the Government of Canada. |
14 | Guaranteed by the Federal Republic of Germany. |
15 | Guaranteed by the Government of Japan. |
16 | Guaranteed by the Republic of Austria. |
17 | Guaranteed by the Government of Mexico. |
18 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
19 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
20 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
21 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
22 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
23 | Collateral of $114,839,000 was received for securities on loan, of which $107,524,000 is held in Vanguard Market Liquidity Fund and $7,315,000 is held in cash. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month. | |
ADR—American Depositary Receipt. | |
CMT—Constant Maturing Treasury Rate. | |
COP—Certificate of Participation. | |
CVR—Contingent Value Rights. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
REIT—Real Estate Investment Trust. | |
REMICS—Real Estate Mortgage Investment Conduits. | |
UMBS—Uniform Mortgage-Backed Securities. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. In 2020, a third-party service provider began performing certain administrative and accounting services for Vanguard Balanced Index Fund and Vanguard Managed Allocation Fund. There were no other significant changes in the Registrant's Internal Control Over Financial Reporting or in other factors that could significantly affect this control subsequent to the date of the evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.
Item 12: Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.
Item 13: Exhibits.
(a)(1) | Not applicable. |
(a)(2) | Certifications filed herewith. |
(b) | Certifications field herewith. |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: August 19, 2021
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY CHIEF EXECUTIVE OFFICER |
Date: August 19, 2021
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ JOHN BENDL* | |
JOHN BENDL CHIEF FINANCIAL OFFICER |
Date: August 19, 2021
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on August 26, 2021 (see file Number 811-02652), Incorporated by Reference.