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, 2022—December 31, 2022
Item 1: Reports to Shareholders
Your Fund’s Performance at a Glance | 1 |
About Your Fund's Expenses | 2 |
Performance Summary | 3 |
Financial Statements | 5 |
• | Despite some relief in midsummer and late fall, the 12 months ended December 31, 2022, were a volatile, challenging period for financial markets. Vanguard Balanced Index Fund returned –16.97% for Investor Shares, –16.90% for Admiral Shares, and –16.87% for Institutional Shares. The fund’s composite benchmark returned –16.41%. |
• | Overall, the economic backdrop deteriorated as inflation soared to multidecade highs, driven by government spending during the pandemic as well as higher energy and food prices in the wake of Russia’s invasion of Ukraine. That prompted aggressive tightening by many central banks to bring inflation back in check, which weighed on bond prices and increased fears of recession. |
• | While value stocks held up better than growth stocks, the decline over the 12 months was almost universal across investment styles, market capitalizations, and sectors. (A notable exception was energy stocks, which surged almost 60% in aggregate. All other sectors had either negative returns or positive returns in the low single digits.) The benchmark for the fund’s stock allocation, the CRSP U.S. Total Market Index, returned –19.49%. |
• | Bond yields ended the period higher, and the Treasury yield curve inverted. Bonds of lower credit quality and bonds with longer maturities generally did worse. The benchmark for the fund’s bond allocation, the Bloomberg U.S. Aggregate Float-Adjusted Index, returned –13.07, the worst year on record for U.S. bonds. |
Average Annual Total Returns Periods Ended December 31, 2022 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | -19.13% | 7.35% | 9.13% |
Russell 2000 Index (Small-caps) | -20.44 | 3.10 | 4.13 |
Russell 3000 Index (Broad U.S. market) | -19.21 | 7.07 | 8.79 |
FTSE All-World ex US Index (International) | -15.49 | 0.61 | 1.28 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | -13.07% | -2.67% | 0.06% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | -8.53 | -0.77 | 1.25 |
FTSE Three-Month U.S. Treasury Bill Index | 1.50 | 0.70 | 1.24 |
CPI | |||
Consumer Price Index | 6.45% | 4.92% | 3.78% |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2022 | |||
Beginning Account Value 6/30/2022 | Ending Account Value 12/31/2022 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,001.50 | $0.91 |
Admiral™ Shares | 1,000.00 | 1,001.90 | 0.35 |
Institutional Shares | 1,000.00 | 1,002.20 | 0.30 |
Based on Hypothetical 5% Yearly Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,024.30 | $0.92 |
Admiral Shares | 1,000.00 | 1,024.85 | 0.36 |
Institutional Shares | 1,000.00 | 1,024.90 | 0.31 |
Average Annual Total Returns Periods Ended December 31, 2022 | |||||
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Balanced Index Fund Investor Shares | -16.97% | 5.39% | 7.64% | $20,886 | |
Balanced Composite Index | -16.41 | 5.84 | 8.01 | 21,604 | |
Bloomberg U.S. Aggregate Float Adjusted Index | -13.07 | 0.06 | 1.08 | 11,130 | |
Spliced Total Stock Market Index | -19.49 | 8.73 | 12.09 | 31,313 |
One Year | Five Years | Ten Years | Final Value of a $10,000 Investment | ||
Balanced Index Fund Admiral Shares | -16.90% | 5.50% | 7.77% | $21,140 | |
Balanced Composite Index | -16.41 | 5.84 | 8.01 | 21,604 | |
Bloomberg U.S. Aggregate Float Adjusted Index | -13.07 | 0.06 | 1.08 | 11,130 | |
Spliced Total Stock Market Index | -19.49 | 8.73 | 12.09 | 31,313 |
One Year | Five Years | Ten Years | Final Value of a $5,000,000 Investment | ||
Balanced Index Fund Institutional Shares | -16.87% | 5.52% | 7.79% | $10,581,968 | |
Balanced Composite Index | -16.41 | 5.84 | 8.01 | 10,802,020 | |
Bloomberg U.S. Aggregate Float Adjusted Index | -13.07 | 0.06 | 1.08 | 5,564,805 | |
Spliced Total Stock Market Index | -19.49 | 8.73 | 12.09 | 15,656,666 |
Asset-Backed/Commercial Mortgage-Backed Securities | 1.0% |
Common Stocks | 60.0 |
Corporate Bonds | 10.8 |
Preferred Stocks | 0.0 |
Sovereign Bonds | 1.3 |
Taxable Municipal Bonds | 0.3 |
U.S. Government and Agency Obligations | 26.6 |
Shares | Market Value• ($000) | |||||
Common Stocks (59.5%) | ||||||
Basic Materials (1.3%) | ||||||
Linde plc | 373,912 | 121,963 | ||||
Air Products and Chemicals Inc. | 167,863 | 51,745 | ||||
Freeport-McMoRan Inc. | 1,085,396 | 41,245 | ||||
Newmont Corp. | 600,536 | 28,345 | ||||
Ecolab Inc. | 193,861 | 28,218 | ||||
Dow Inc. | 529,488 | 26,681 | ||||
Nucor Corp. | 193,400 | 25,492 | ||||
Fastenal Co. | 434,219 | 20,547 | ||||
International Flavors & Fragrances Inc. | 192,591 | 20,191 | ||||
Albemarle Corp. | 88,455 | 19,182 | ||||
LyondellBasell Industries NV Class A | 196,749 | 16,336 | ||||
CF Industries Holdings Inc. | 148,875 | 12,684 | ||||
Steel Dynamics Inc. | 124,988 | 12,211 | ||||
FMC Corp. | 95,915 | 11,970 | ||||
Mosaic Co. | 257,850 | 11,312 | ||||
Avery Dennison Corp. | 61,003 | 11,042 | ||||
International Paper Co. | 272,385 | 9,433 | ||||
Reliance Steel & Aluminum Co. | 43,640 | 8,835 | ||||
Eastman Chemical Co. | 91,725 | 7,470 | ||||
Celanese Corp. Class A | 73,028 | 7,466 | ||||
* | Cleveland-Cliffs Inc. | 386,491 | 6,226 | |||
Alcoa Corp. | 132,100 | 6,007 | ||||
Royal Gold Inc. | 50,621 | 5,706 | ||||
Olin Corp. | 104,346 | 5,524 | ||||
* | RBC Bearings Inc. | 22,318 | 4,672 | |||
Commercial Metals Co. | 91,161 | 4,403 | ||||
Valvoline Inc. | 134,434 | 4,389 | ||||
United States Steel Corp. | 160,543 | 4,022 | ||||
Ashland Inc. | 37,350 | 4,016 | ||||
* | Univar Solutions Inc. | 121,613 | 3,867 | |||
Hexcel Corp. | 64,717 | 3,809 | ||||
Huntsman Corp. | 133,813 | 3,677 | ||||
Chemours Co. | 117,379 | 3,594 | ||||
Timken Co. | 49,805 | 3,520 | ||||
UFP Industries Inc. | 43,635 | 3,458 | ||||
Balchem Corp. | 24,916 | 3,043 | ||||
Element Solutions Inc. | 163,379 | 2,972 | ||||
Cabot Corp. | 42,156 | 2,818 | ||||
* | Livent Corp. | 138,474 | 2,751 | |||
Mueller Industries Inc. | 41,401 | 2,443 | ||||
Westlake Corp. | 23,622 | 2,422 | ||||
Sensient Technologies Corp. | 32,733 | 2,387 | ||||
Hecla Mining Co. | 427,152 | 2,375 | ||||
Avient Corp. | 68,323 | 2,307 | ||||
Boise Cascade Co. | 30,705 | 2,109 | ||||
Innospec Inc. | 19,761 | 2,033 | ||||
* | MP Materials Corp. | 82,661 | 2,007 | |||
* | Ingevity Corp. | 27,491 | 1,936 | |||
NewMarket Corp. | 5,878 | 1,829 | ||||
Stepan Co. | 16,746 | 1,783 | ||||
Quaker Chemical Corp. | 10,235 | 1,708 | ||||
* | Arconic Corp. | 75,337 | 1,594 | |||
Scotts Miracle-Gro Co. | 29,878 | 1,452 | ||||
Minerals Technologies Inc. | 23,839 | 1,448 | ||||
Sylvamo Corp. | 28,662 | 1,393 | ||||
Carpenter Technology Corp. | 36,597 | 1,352 | ||||
Materion Corp. | 15,393 | 1,347 |
Shares | Market Value• ($000) | |||||
Tronox Holdings plc | 87,714 | 1,203 | ||||
Worthington Industries Inc. | 23,989 | 1,193 | ||||
Compass Minerals International Inc. | 27,193 | 1,115 | ||||
* | Uranium Energy Corp. | 267,443 | 1,038 | |||
Kaiser Aluminum Corp. | 13,151 | 999 | ||||
Mativ Holdings Inc. | 41,161 | 860 | ||||
* | Resolute Forest Products Inc. | 37,600 | 812 | |||
AdvanSix Inc. | 20,929 | 796 | ||||
* | Energy Fuels Inc. | 120,446 | 748 | |||
GrafTech International Ltd. | 143,000 | 681 | ||||
* | US Silica Holdings Inc. | 53,800 | 673 | |||
Hawkins Inc. | 16,825 | 649 | ||||
* | TimkenSteel Corp. | 34,305 | 623 | |||
* | Coeur Mining Inc. | 172,147 | 578 | |||
Schnitzer Steel Industries Inc. Class A | 18,601 | 570 | ||||
* | Clearwater Paper Corp. | 14,637 | 553 | |||
* | Piedmont Lithium Inc. | 12,436 | 547 | |||
* | Ecovyst Inc. | 60,933 | 540 | |||
* | LSB Industries Inc. | 39,093 | 520 | |||
Haynes International Inc. | 11,267 | 515 | ||||
Koppers Holdings Inc. | 17,410 | 491 | ||||
* | Rayonier Advanced Materials Inc. | 44,700 | 429 | |||
Ryerson Holding Corp. | 14,167 | 429 | ||||
* | Origin Materials Inc. | 92,204 | 425 | |||
American Vanguard Corp. | 19,365 | 420 | ||||
* | Century Aluminum Co. | 37,670 | 308 | |||
Omega Flex Inc. | 2,737 | 255 | ||||
* | Northwest Pipe Co. | 7,317 | 247 | |||
*,1 | Amyris Inc. | 148,400 | 227 | |||
Olympic Steel Inc. | 6,373 | 214 | ||||
* | Intrepid Potash Inc. | 7,428 | 214 | |||
* | Alto Ingredients Inc. | 72,356 | 208 | |||
* | 5E Advanced Materials Inc. | 25,800 | 203 | |||
Tredegar Corp. | 18,346 | 188 | ||||
* | Dakota Gold Corp. | 50,500 | 154 | |||
* | Unifi Inc. | 16,177 | 139 | |||
Gold Resource Corp. | 88,800 | 136 | ||||
FutureFuel Corp. | 16,400 | 133 | ||||
*,1 | Ur-Energy Inc. | 114,960 | 132 | |||
* | Gatos Silver Inc. | 22,900 | 94 | |||
Glatfelter Corp. | 29,983 | 83 | ||||
* | Hycroft Mining Holding Corp. Class A | 152,110 | 81 | |||
Northern Technologies International Corp. | 5,764 | 77 | ||||
* | Universal Stainless & Alloy Products Inc. | 7,442 | 53 | |||
Culp Inc. | 7,359 | 34 | ||||
Eastern Co. | 1,347 | 26 | ||||
Friedman Industries Inc. | 2,625 | 26 | ||||
United-Guardian Inc. | 2,067 | 22 | ||||
Chicago Rivet & Machine Co. | 710 | 20 | ||||
* | NN Inc. | 10,564 | 16 | |||
* | Solitario Zinc Corp. | 21,690 | 13 | |||
* | United States Antimony Corp. | 19,099 | 9 | |||
*,2 | F-star Therapeutics Inc. CVR | 2,730 | — | |||
625,486 | ||||||
Consumer Discretionary (7.9%) | ||||||
* | Amazon.com Inc. | 6,568,180 | 551,727 | |||
* | Tesla Inc. | 2,033,310 | 250,463 | |||
Home Depot Inc. | 771,445 | 243,669 | ||||
Costco Wholesale Corp. | 335,112 | 152,979 |
Shares | Market Value• ($000) | |||||
McDonald's Corp. | 554,071 | 146,014 | ||||
Walmart Inc. | 1,028,396 | 145,816 | ||||
* | Walt Disney Co. | 1,380,849 | 119,968 | |||
NIKE Inc. Class B | 954,082 | 111,637 | ||||
* | Netflix Inc. | 337,084 | 99,400 | |||
Lowe's Cos. Inc. | 457,399 | 91,132 | ||||
Starbucks Corp. | 869,773 | 86,281 | ||||
TJX Cos. Inc. | 834,499 | 66,426 | ||||
* | Booking Holdings Inc. | 29,363 | 59,175 | |||
Target Corp. | 349,137 | 52,035 | ||||
Dollar General Corp. | 170,486 | 41,982 | ||||
Activision Blizzard Inc. | 532,407 | 40,756 | ||||
* | O'Reilly Automotive Inc. | 47,207 | 39,844 | |||
Estee Lauder Cos. Inc. Class A | 157,386 | 39,049 | ||||
* | Uber Technologies Inc. | 1,437,725 | 35,555 | |||
* | AutoZone Inc. | 14,334 | 35,350 | |||
Ford Motor Co. | 2,983,479 | 34,698 | ||||
General Motors Co. | 1,022,203 | 34,387 | ||||
Marriott International Inc. Class A | 215,113 | 32,028 | ||||
Ross Stores Inc. | 262,572 | 30,477 | ||||
* | Lululemon Athletica Inc. | 92,685 | 29,694 | |||
* | Chipotle Mexican Grill Inc. Class A | 20,959 | 29,080 | |||
Yum! Brands Inc. | 211,811 | 27,129 | ||||
Hilton Worldwide Holdings Inc. | 204,859 | 25,886 | ||||
Electronic Arts Inc. | 208,465 | 25,470 | ||||
* | Airbnb Inc. Class A | 271,004 | 23,171 | |||
* | Dollar Tree Inc. | 159,134 | 22,508 | |||
DR Horton Inc. | 235,055 | 20,953 | ||||
* | Copart Inc. | 325,372 | 19,812 | |||
* | Aptiv plc | 206,169 | 19,201 | |||
Tractor Supply Co. | 83,410 | 18,765 | ||||
Genuine Parts Co. | 107,024 | 18,570 | ||||
* | Ulta Beauty Inc. | 38,954 | 18,272 | |||
Lennar Corp. Class A | 201,137 | 18,203 | ||||
eBay Inc. | 413,034 | 17,129 | ||||
* | Delta Air Lines Inc. | 488,635 | 16,057 | |||
* | Warner Bros Discovery Inc. | 1,651,126 | 15,653 | |||
* | Trade Desk Inc. Class A | 338,840 | 15,190 | |||
* | Southwest Airlines Co. | 447,995 | 15,084 | |||
* | Take-Two Interactive Software Inc. | 126,669 | 13,190 | |||
Darden Restaurants Inc. | 92,234 | 12,759 | ||||
Omnicom Group Inc. | 154,525 | 12,605 | ||||
* | Las Vegas Sands Corp. | 259,683 | 12,483 | |||
Best Buy Co. Inc. | 153,637 | 12,323 | ||||
* | Etsy Inc. | 95,371 | 11,424 | |||
Garmin Ltd. | 115,400 | 10,650 | ||||
* | NVR Inc. | 2,204 | 10,166 | |||
* | Burlington Stores Inc. | 49,729 | 10,083 | |||
LKQ Corp. | 188,679 | 10,077 | ||||
* | Expedia Group Inc. | 113,624 | 9,953 | |||
Interpublic Group of Cos. Inc. | 291,740 | 9,718 | ||||
Domino's Pizza Inc. | 26,898 | 9,317 | ||||
* | United Airlines Holdings Inc. | 246,962 | 9,310 | |||
* | Rivian Automotive Inc. Class A | 489,164 | 9,015 | |||
Pool Corp. | 28,320 | 8,562 | ||||
* | Live Nation Entertainment Inc. | 122,710 | 8,558 | |||
Aramark | 197,044 | 8,146 | ||||
* | Royal Caribbean Cruises Ltd. | 163,327 | 8,073 | |||
* | Deckers Outdoor Corp. | 20,154 | 8,045 | |||
PulteGroup Inc. | 173,828 | 7,914 | ||||
MGM Resorts International | 230,681 | 7,735 | ||||
Rollins Inc. | 207,530 | 7,583 | ||||
Service Corp. International | 109,627 | 7,580 | ||||
* | Liberty Media Corp.-Liberty Formula One Class C | 123,832 | 7,403 | |||
VF Corp. | 265,961 | 7,343 | ||||
* | CarMax Inc. | 119,706 | 7,289 | |||
Vail Resorts Inc. | 30,348 | 7,233 |
Shares | Market Value• ($000) | |||||
* | ROBLOX Corp. Class A | 251,050 | 7,145 | |||
BorgWarner Inc. | 176,063 | 7,087 | ||||
* | Five Below Inc. | 39,506 | 6,987 | |||
Bath & Body Works Inc. | 163,540 | 6,892 | ||||
Tapestry Inc. | 180,743 | 6,883 | ||||
* | BJ's Wholesale Club Holdings Inc. | 102,404 | 6,775 | |||
Advance Auto Parts Inc. | 45,480 | 6,687 | ||||
Fox Corp. Class A | 217,403 | 6,603 | ||||
* | Caesars Entertainment Inc. | 155,645 | 6,475 | |||
1 | Paramount Global Class B | 375,336 | 6,336 | |||
* | American Airlines Group Inc. | 496,399 | 6,314 | |||
*,1 | Carnival Corp. | 771,127 | 6,215 | |||
Hasbro Inc. | 99,956 | 6,098 | ||||
* | Wynn Resorts Ltd. | 73,151 | 6,033 | |||
Whirlpool Corp. | 41,663 | 5,894 | ||||
Williams-Sonoma Inc. | 50,644 | 5,820 | ||||
* | Capri Holdings Ltd. | 98,401 | 5,640 | |||
Lear Corp. | 44,406 | 5,507 | ||||
Churchill Downs Inc. | 25,635 | 5,420 | ||||
News Corp. Class A | 295,485 | 5,378 | ||||
* | Floor & Decor Holdings Inc. Class A | 75,208 | 5,237 | |||
Dick's Sporting Goods Inc. | 42,757 | 5,143 | ||||
* | Planet Fitness Inc. Class A | 61,988 | 4,885 | |||
Gentex Corp. | 177,367 | 4,837 | ||||
Nexstar Media Group Inc. Class A | 27,585 | 4,828 | ||||
Wyndham Hotels & Resorts Inc. | 67,626 | 4,822 | ||||
* | Mattel Inc. | 268,015 | 4,781 | |||
* | Crocs Inc. | 43,954 | 4,766 | |||
Texas Roadhouse Inc. Class A | 49,970 | 4,545 | ||||
Murphy USA Inc. | 15,694 | 4,387 | ||||
* | Skechers USA Inc. Class A | 102,031 | 4,280 | |||
Tempur Sealy International Inc. | 124,680 | 4,280 | ||||
Macy's Inc. | 206,151 | 4,257 | ||||
H&R Block Inc. | 115,831 | 4,229 | ||||
* | Light & Wonder Inc. | 72,093 | 4,225 | |||
Harley-Davidson Inc. | 99,895 | 4,156 | ||||
Lithia Motors Inc. Class A | 20,276 | 4,151 | ||||
Polaris Inc. | 40,774 | 4,118 | ||||
* | Alaska Air Group Inc. | 95,519 | 4,102 | |||
* | SiteOne Landscape Supply Inc. | 34,790 | 4,082 | |||
Toll Brothers Inc. | 81,736 | 4,080 | ||||
U-Haul Holding Co. (XNYS) | 73,693 | 4,052 | ||||
* | IAA Inc. | 101,123 | 4,045 | |||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 101,559 | 3,974 | |||
* | Norwegian Cruise Line Holdings Ltd. | 324,654 | 3,974 | |||
New York Times Co. Class A | 118,208 | 3,837 | ||||
Newell Brands Inc. | 285,016 | 3,728 | ||||
*,1 | GameStop Corp. Class A | 198,800 | 3,670 | |||
* | RH | 13,462 | 3,597 | |||
Marriott Vacations Worldwide Corp. | 26,392 | 3,552 | ||||
TEGNA Inc. | 165,929 | 3,516 | ||||
* | Penn Entertainment Inc. | 115,192 | 3,421 | |||
PVH Corp. | 48,219 | 3,404 | ||||
* | DraftKings Inc. Class A | 292,556 | 3,332 | |||
Leggett & Platt Inc. | 102,888 | 3,316 | ||||
* | Hyatt Hotels Corp. Class A | 35,366 | 3,199 | |||
Academy Sports & Outdoors Inc. | 60,215 | 3,164 | ||||
Fox Corp. Class B | 110,181 | 3,135 | ||||
Wingstop Inc. | 22,709 | 3,125 | ||||
Warner Music Group Corp. Class A | 89,219 | 3,124 | ||||
* | AutoNation Inc. | 29,054 | 3,117 | |||
*,1 | Lucid Group Inc. | 454,997 | 3,108 | |||
* | Asbury Automotive Group Inc. | 16,604 | 2,976 | |||
Choice Hotels International Inc. | 26,285 | 2,961 | ||||
Thor Industries Inc. | 38,741 | 2,925 | ||||
* | Fox Factory Holding Corp. | 31,797 | 2,901 | |||
Ralph Lauren Corp. Class A | 27,198 | 2,874 |
Shares | Market Value• ($000) | |||||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 73,081 | 2,873 | |||
Wendy's Co. | 126,077 | 2,853 | ||||
* | YETI Holdings Inc. | 67,024 | 2,769 | |||
* | Visteon Corp. | 21,067 | 2,756 | |||
* | Bright Horizons Family Solutions Inc. | 43,537 | 2,747 | |||
Boyd Gaming Corp. | 49,914 | 2,722 | ||||
* | Lyft Inc. Class A | 246,718 | 2,719 | |||
* | Liberty Media Corp.-Liberty Formula One Class A | 50,299 | 2,687 | |||
1 | Sirius XM Holdings Inc. | 458,703 | 2,679 | |||
Foot Locker Inc. | 70,203 | 2,653 | ||||
* | Hilton Grand Vacations Inc. | 67,092 | 2,586 | |||
* | Avis Budget Group Inc. | 15,523 | 2,545 | |||
* | Chewy Inc. Class A | 67,169 | 2,491 | |||
* | Meritage Homes Corp. | 26,758 | 2,467 | |||
* | Taylor Morrison Home Corp. Class A | 80,427 | 2,441 | |||
* | Grand Canyon Education Inc. | 22,898 | 2,419 | |||
* | National Vision Holdings Inc. | 60,004 | 2,326 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 48,638 | 2,278 | |||
* | Chegg Inc. | 89,694 | 2,267 | |||
Madison Square Garden Sports Corp. | 12,340 | 2,262 | ||||
Kohl's Corp. | 88,320 | 2,230 | ||||
* | Endeavor Group Holdings Inc. Class A | 98,717 | 2,225 | |||
Signet Jewelers Ltd. | 32,600 | 2,217 | ||||
* | Coty Inc. Class A | 256,667 | 2,197 | |||
World Wrestling Entertainment Inc. Class A | 31,821 | 2,180 | ||||
* | Skyline Champion Corp. | 41,920 | 2,159 | |||
* | Goodyear Tire & Rubber Co. | 212,647 | 2,158 | |||
* | elf Beauty Inc. | 38,814 | 2,146 | |||
* | Helen of Troy Ltd. | 19,027 | 2,110 | |||
Travel + Leisure Co. | 57,951 | 2,109 | ||||
Gap Inc. | 182,100 | 2,054 | ||||
Columbia Sportswear Co. | 23,324 | 2,043 | ||||
Carter's Inc. | 27,361 | 2,041 | ||||
* | Topgolf Callaway Brands Corp. | 102,814 | 2,031 | |||
Rush Enterprises Inc. Class A | 38,835 | 2,030 | ||||
Papa John's International Inc. | 24,176 | 1,990 | ||||
* | Victoria's Secret & Co. | 55,413 | 1,983 | |||
* | Wayfair Inc. Class A | 57,729 | 1,899 | |||
American Eagle Outfitters Inc. | 132,146 | 1,845 | ||||
Group 1 Automotive Inc. | 10,160 | 1,833 | ||||
Penske Automotive Group Inc. | 15,857 | 1,822 | ||||
KB Home | 56,741 | 1,807 | ||||
Steven Madden Ltd. | 55,962 | 1,789 | ||||
* | Under Armour Inc. Class A | 174,609 | 1,774 | |||
LCI Industries | 18,968 | 1,754 | ||||
* | Peloton Interactive Inc. Class A | 218,855 | 1,738 | |||
* | Hertz Global Holdings Inc. | 111,200 | 1,711 | |||
Hanesbrands Inc. | 263,235 | 1,674 | ||||
Spirit Airlines Inc. | 85,301 | 1,662 | ||||
Graham Holdings Co. Class B | 2,734 | 1,652 | ||||
* | Sonos Inc. | 96,773 | 1,635 | |||
* | Gentherm Inc. | 24,923 | 1,627 | |||
Kontoor Brands Inc. | 40,491 | 1,619 | ||||
*,1 | AMC Entertainment Holdings Inc. Class A | 393,400 | 1,601 | |||
* | Dorman Products Inc. | 19,776 | 1,599 | |||
* | JetBlue Airways Corp. | 246,521 | 1,597 | |||
* | Sabre Corp. | 256,400 | 1,585 | |||
Dana Inc. | 100,670 | 1,523 | ||||
News Corp. Class B | 81,302 | 1,499 | ||||
Red Rock Resorts Inc. Class A | 37,327 | 1,493 | ||||
Cracker Barrel Old Country Store Inc. | 15,743 | 1,491 | ||||
* | Duolingo Inc. Class A | 20,548 | 1,462 | |||
* | Cavco Industries Inc. | 6,408 | 1,450 | |||
* | Boot Barn Holdings Inc. | 23,076 | 1,443 | |||
* | LGI Homes Inc. | 15,396 | 1,426 | |||
* | TripAdvisor Inc. | 78,779 | 1,416 | |||
MDC Holdings Inc. | 44,459 | 1,405 |
Shares | Market Value• ($000) | |||||
* | SeaWorld Entertainment Inc. | 26,185 | 1,401 | |||
* | ODP Corp. | 30,551 | 1,391 | |||
* | Tri Pointe Homes Inc. | 72,377 | 1,345 | |||
* | Leslie's Inc. | 108,875 | 1,329 | |||
* | PowerSchool Holdings Inc. Class A | 57,314 | 1,323 | |||
John Wiley & Sons Inc. Class A | 32,872 | 1,317 | ||||
Bloomin' Brands Inc. | 65,400 | 1,316 | ||||
Strategic Education Inc. | 16,503 | 1,292 | ||||
* | Six Flags Entertainment Corp. | 54,669 | 1,271 | |||
Inter Parfums Inc. | 12,887 | 1,244 | ||||
* | Frontdoor Inc. | 59,763 | 1,243 | |||
Winnebago Industries Inc. | 23,559 | 1,242 | ||||
* | Shake Shack Inc. Class A | 29,830 | 1,239 | |||
* | Driven Brands Holdings Inc. | 44,965 | 1,228 | |||
Cheesecake Factory Inc. | 37,695 | 1,195 | ||||
* | Adtalem Global Education Inc. | 33,547 | 1,191 | |||
MillerKnoll Inc. | 56,089 | 1,178 | ||||
Nordstrom Inc. | 72,941 | 1,177 | ||||
PriceSmart Inc. | 19,182 | 1,166 | ||||
* | Dave & Buster's Entertainment Inc. | 32,700 | 1,159 | |||
Century Communities Inc. | 23,127 | 1,157 | ||||
* | Brinker International Inc. | 35,325 | 1,127 | |||
* | Under Armour Inc. Class C | 126,293 | 1,127 | |||
Buckle Inc. | 24,717 | 1,121 | ||||
Monro Inc. | 24,603 | 1,112 | ||||
Levi Strauss & Co. Class A | 70,747 | 1,098 | ||||
Jack in the Box Inc. | 16,056 | 1,095 | ||||
Laureate Education Inc. Class A | 112,959 | 1,087 | ||||
* | KAR Auction Services Inc. | 82,987 | 1,083 | |||
Acushnet Holdings Corp. | 25,050 | 1,064 | ||||
* | Knowles Corp. | 64,653 | 1,062 | |||
* | M/I Homes Inc. | 22,855 | 1,055 | |||
Oxford Industries Inc. | 11,127 | 1,037 | ||||
* | Urban Outfitters Inc. | 43,342 | 1,034 | |||
*,1 | QuantumScape Corp. Class A | 181,781 | 1,031 | |||
* | Sally Beauty Holdings Inc. | 81,417 | 1,019 | |||
* | Vista Outdoor Inc. | 40,416 | 985 | |||
* | Madison Square Garden Entertainment Corp. | 21,882 | 984 | |||
* | Everi Holdings Inc. | 66,989 | 961 | |||
* | Stride Inc. | 30,230 | 946 | |||
Dillard's Inc. Class A | 2,901 | 938 | ||||
* | Coursera Inc. | 78,301 | 926 | |||
*,1 | Dutch Bros Inc. Class A | 32,862 | 926 | |||
Scholastic Corp. | 23,427 | 924 | ||||
* | XPEL Inc. | 15,393 | 924 | |||
* | Malibu Boats Inc. Class A | 16,616 | 886 | |||
* | iRobot Corp. | 17,996 | 866 | |||
Rent-A-Center Inc. | 38,412 | 866 | ||||
HNI Corp. | 30,091 | 855 | ||||
*,1 | Fisker Inc. Class A | 117,100 | 851 | |||
* | Luminar Technologies Inc. Class A | 164,987 | 817 | |||
* | Allegiant Travel Co. | 11,982 | 815 | |||
La-Z-Boy Inc. | 35,433 | 809 | ||||
* | Abercrombie & Fitch Co. Class A | 34,838 | 798 | |||
Dine Brands Global Inc. | 12,079 | 780 | ||||
* | Perdoceo Education Corp. | 55,254 | 768 | |||
* | Monarch Casino & Resort Inc. | 9,587 | 737 | |||
Wolverine World Wide Inc. | 66,866 | 731 | ||||
* | Cinemark Holdings Inc. | 84,330 | 730 | |||
* | Central Garden & Pet Co. Class A | 20,268 | 726 | |||
Sturm Ruger & Co. Inc. | 14,136 | 716 | ||||
* | ACV Auctions Inc. Class A | 86,708 | 712 | |||
RCI Hospitality Holdings Inc. | 7,514 | 700 | ||||
* | Udemy Inc. | 65,667 | 693 | |||
Caleres Inc. | 30,600 | 682 | ||||
Gray Television Inc. | 60,831 | 681 | ||||
Matthews International Corp. Class A | 22,042 | 671 |
Shares | Market Value• ($000) | |||||
* | American Axle & Manufacturing Holdings Inc. | 85,596 | 669 | |||
* | Revolve Group Inc. Class A | 29,900 | 666 | |||
Camping World Holdings Inc. Class A | 29,682 | 662 | ||||
* | Clean Energy Fuels Corp. | 124,439 | 647 | |||
* | Overstock.com Inc. | 33,041 | 640 | |||
* | SkyWest Inc. | 38,575 | 637 | |||
* | Liberty Media Corp.-Liberty Braves Class C | 19,714 | 635 | |||
* | Mister Car Wash Inc. | 65,342 | 603 | |||
Hibbett Inc. | 8,784 | 599 | ||||
* | Lions Gate Entertainment Corp. Class B | 108,308 | 588 | |||
* | Cars.com Inc. | 42,700 | 588 | |||
* | EW Scripps Co. Class A | 44,261 | 584 | |||
Arko Corp. | 67,400 | 584 | ||||
* | PROG Holdings Inc. | 34,328 | 580 | |||
* | Figs Inc. Class A | 85,063 | 572 | |||
Sonic Automotive Inc. Class A | 11,275 | 556 | ||||
Krispy Kreme Inc. | 52,910 | 546 | ||||
A-Mark Precious Metals Inc. | 15,632 | 543 | ||||
* | Petco Health & Wellness Co. Inc. Class A | 56,651 | 537 | |||
* | Boston Omaha Corp. Class A | 19,993 | 530 | |||
* | Golden Entertainment Inc. | 13,829 | 517 | |||
* | Sweetgreen Inc. Class A | 59,850 | 513 | |||
* | MarineMax Inc. | 16,108 | 503 | |||
* | Stoneridge Inc. | 23,341 | 503 | |||
* | QuinStreet Inc. | 34,959 | 502 | |||
* | TravelCenters of America Inc. | 11,200 | 502 | |||
Sinclair Broadcast Group Inc. Class A | 32,200 | 499 | ||||
* | iHeartMedia Inc. Class A | 81,059 | 497 | |||
Steelcase Inc. Class A | 69,728 | 493 | ||||
Guess? Inc. | 23,011 | 476 | ||||
Standard Motor Products Inc. | 13,650 | 475 | ||||
* | Sleep Number Corp. | 18,237 | 474 | |||
* | Portillo's Inc. Class A | 28,991 | 473 | |||
* | Corsair Gaming Inc. | 34,728 | 471 | |||
* | GoPro Inc. Class A | 93,976 | 468 | |||
* | Central Garden & Pet Co. | 12,440 | 466 | |||
* | Denny's Corp. | 49,923 | 460 | |||
Winmark Corp. | 1,926 | 454 | ||||
* | Chuy's Holdings Inc. | 15,928 | 451 | |||
* | Qurate Retail Inc. Class A | 266,634 | 435 | |||
* | Thryv Holdings Inc. | 22,800 | 433 | |||
Movado Group Inc. | 13,282 | 428 | ||||
* | BJ's Restaurants Inc. | 16,148 | 426 | |||
* | G-III Apparel Group Ltd. | 30,976 | 425 | |||
*,1 | Bally's Corp. | 21,875 | 424 | |||
Designer Brands Inc. Class A | 42,952 | 420 | ||||
*,1 | Blink Charging Co. | 37,833 | 415 | |||
U-Haul Holding Co. | 6,790 | 409 | ||||
* | Genesco Inc. | 8,865 | 408 | |||
* | Hawaiian Holdings Inc. | 39,683 | 407 | |||
* | Chico's FAS Inc. | 82,065 | 404 | |||
* | Green Brick Partners Inc. | 16,604 | 402 | |||
* | Liberty Media Corp.-Liberty Braves Class A | 12,319 | 402 | |||
Shoe Carnival Inc. | 16,630 | 398 | ||||
Ethan Allen Interiors Inc. | 15,022 | 397 | ||||
Franchise Group Inc. | 16,478 | 392 | ||||
* | Sun Country Airlines Holdings Inc. | 24,720 | 392 | |||
* | Children's Place Inc. | 10,719 | 390 | |||
* | Stagwell Inc. | 60,890 | 378 | |||
* | Viad Corp. | 14,866 | 363 | |||
* | 2U Inc. | 57,721 | 362 | |||
* | Poshmark Inc. Class A | 20,165 | 361 | |||
* | Bowlero Corp. | 26,800 | 361 | |||
* | Life Time Group Holdings Inc. | 30,000 | 359 | |||
*,1 | Mullen Automotive Inc. | 1,251,900 | 358 | |||
* | AMC Networks Inc. Class A | 22,780 | 357 | |||
Haverty Furniture Cos. Inc. | 11,934 | 357 |
Shares | Market Value• ($000) | |||||
Ruth's Hospitality Group Inc. | 23,038 | 357 | ||||
Interface Inc. Class A | 35,478 | 350 | ||||
* | Accel Entertainment Inc. Class A | 45,284 | 349 | |||
* | Liquidity Services Inc. | 24,357 | 342 | |||
Big Lots Inc. | 23,152 | 340 | ||||
* | Sportsman's Warehouse Holdings Inc. | 36,100 | 340 | |||
* | Lions Gate Entertainment Corp. Class A | 59,304 | 339 | |||
Smith & Wesson Brands Inc. | 39,047 | 339 | ||||
*,1 | Carvana Co. Class A | 71,106 | 337 | |||
* | SES AI Corp. | 106,300 | 335 | |||
Alta Equipment Group Inc. | 25,200 | 332 | ||||
* | Zumiez Inc. | 15,029 | 327 | |||
Aaron's Co. Inc. | 27,396 | 327 | ||||
1 | Marcus Corp. | 22,280 | 321 | |||
Carriage Services Inc. Class A | 11,579 | 319 | ||||
* | Vizio Holding Corp. Class A | 42,297 | 313 | |||
* | America's Car-Mart Inc. | 4,309 | 311 | |||
* | MasterCraft Boat Holdings Inc. | 11,800 | 305 | |||
* | Rover Group Inc. Class A | 82,808 | 304 | |||
Johnson Outdoors Inc. Class A | 4,529 | 299 | ||||
* | Integral Ad Science Holding Corp. | 33,975 | 299 | |||
* | Sciplay Corp. Class A | 18,478 | 297 | |||
* | Build-A-Bear Workshop Inc. | 12,127 | 289 | |||
* | Beazer Homes USA Inc. | 22,577 | 288 | |||
Global Industrial Co. | 11,984 | 282 | ||||
* | Clear Channel Outdoor Holdings Inc. | 265,400 | 279 | |||
* | Playstudios Inc. | 69,946 | 271 | |||
* | Frontier Group Holdings Inc. | 26,032 | 267 | |||
* | Funko Inc. Class A | 24,100 | 263 | |||
* | Xponential Fitness Inc. Class A | 11,073 | 254 | |||
European Wax Center Inc. Class A | 19,855 | 247 | ||||
* | Lovesac Co. | 10,900 | 240 | |||
* | Biglari Holdings Inc. Class A | 340 | 237 | |||
* | Destination XL Group Inc. | 34,900 | 236 | |||
*,1 | Canoo Inc. | 183,500 | 226 | |||
* | Quotient Technology Inc. | 65,116 | 223 | |||
* | Full House Resorts Inc. | 29,586 | 222 | |||
Rush Enterprises Inc. Class B | 3,900 | 219 | ||||
* | Purple Innovation Inc. Class A | 45,093 | 216 | |||
* | First Watch Restaurant Group Inc. | 15,696 | 212 | |||
* | Allbirds Inc. Class A | 86,668 | 210 | |||
Lennar Corp. Class B | 2,800 | 209 | ||||
* | Citi Trends Inc. | 7,854 | 208 | |||
* | Sonder Holdings Inc. | 167,200 | 207 | |||
Kimball International Inc. Class B | 31,256 | 203 | ||||
* | 1-800-Flowers.com Inc. Class A | 21,198 | 203 | |||
Hooker Furnishings Corp. | 10,600 | 198 | ||||
Bassett Furniture Industries Inc. | 11,200 | 195 | ||||
* | Gannett Co. Inc. | 96,200 | 195 | |||
* | Arlo Technologies Inc. | 55,119 | 193 | |||
* | Century Casinos Inc. | 27,263 | 192 | |||
Nathan's Famous Inc. | 2,809 | 189 | ||||
* | OneWater Marine Inc. Class A | 6,600 | 189 | |||
* | Stitch Fix Inc. Class A | 59,923 | 186 | |||
* | CarParts.com Inc. | 29,616 | 185 | |||
Entravision Communications Corp. Class A | 38,303 | 184 | ||||
* | Universal Electronics Inc. | 8,830 | 184 | |||
* | Fossil Group Inc. | 42,400 | 183 | |||
* | Daily Journal Corp. | 718 | 180 | |||
* | ContextLogic Inc. Class A | 363,054 | 177 | |||
* | American Public Education Inc. | 14,286 | 176 | |||
*,1 | Vuzix Corp. | 47,800 | 174 | |||
Cato Corp. Class A | 18,491 | 173 | ||||
Clarus Corp. | 21,337 | 167 | ||||
* | Universal Technical Institute Inc. | 24,531 | 165 | |||
El Pollo Loco Holdings Inc. | 16,271 | 162 | ||||
* | WW International Inc. | 41,763 | 161 |
Shares | Market Value• ($000) | |||||
* | Kura Sushi USA Inc. Class A | 3,346 | 160 | |||
1 | Bluegreen Vacations Holding Corp. Class A | 6,400 | 160 | |||
* | Motorcar Parts of America Inc. | 13,428 | 159 | |||
* | Tupperware Brands Corp. | 37,700 | 156 | |||
* | Wheels Up Experience Inc. | 149,123 | 154 | |||
*,1 | Bed Bath & Beyond Inc. | 60,567 | 152 | |||
* | Noodles & Co. Class A | 27,098 | 149 | |||
1 | Big 5 Sporting Goods Corp. | 16,718 | 148 | |||
* | Cooper-Standard Holdings Inc. | 16,300 | 148 | |||
* | Hovnanian Enterprises Inc. Class A | 3,500 | 147 | |||
* | JAKKS Pacific Inc. | 8,279 | 145 | |||
* | Nerdy Inc. | 63,500 | 143 | |||
* | Eastman Kodak Co. | 46,489 | 142 | |||
* | PlayAGS Inc. | 27,501 | 140 | |||
* | Dream Finders Homes Inc. Class A | 16,072 | 139 | |||
* | Rush Street Interactive Inc. | 38,600 | 139 | |||
* | Lindblad Expeditions Holdings Inc. | 17,847 | 137 | |||
* | Cardlytics Inc. | 23,301 | 135 | |||
Rocky Brands Inc. | 5,601 | 132 | ||||
* | Angi Inc. Class A | 51,994 | 122 | |||
* | Vera Bradley Inc. | 26,700 | 121 | |||
* | Legacy Housing Corp. | 6,400 | 121 | |||
*,1 | Lordstown Motors Corp. Class A | 105,000 | 120 | |||
*,1 | Genius Brands International Inc. | 253,800 | 118 | |||
*,1 | Cricut Inc. Class A | 12,396 | 115 | |||
* | Vacasa Inc. Class A | 91,300 | 115 | |||
Weber Inc. Class A | 13,930 | 112 | ||||
* | American Outdoor Brands Inc. | 11,061 | 111 | |||
* | LL Flooring Holdings Inc. | 19,622 | 110 | |||
* | Arhaus Inc. Class A | 11,090 | 108 | |||
* | VOXX International Corp. Class A | 12,800 | 107 | |||
*,1 | Focus Universal Inc. | 16,600 | 106 | |||
Saga Communications Inc. Class A | 4,438 | 105 | ||||
* | Tilly's Inc. Class A | 11,657 | 105 | |||
*,1 | AMMO Inc. | 60,739 | 105 | |||
Weyco Group Inc. | 4,901 | 104 | ||||
* | Latham Group Inc. | 32,438 | 104 | |||
* | Container Store Group Inc. | 22,761 | 98 | |||
* | Fiesta Restaurant Group Inc. | 13,364 | 98 | |||
* | Lazydays Holdings Inc. | 8,200 | 98 | |||
* | ONE Group Hospitality Inc. | 15,411 | 97 | |||
* | Turtle Beach Corp. | 13,183 | 95 | |||
* | BARK Inc. | 62,355 | 93 | |||
* | Outbrain Inc. | 25,574 | 93 | |||
* | Biglari Holdings Inc. Class B | 610 | 85 | |||
* | Lands' End Inc. | 10,900 | 83 | |||
* | RealReal Inc. | 66,800 | 83 | |||
* | Snap One Holdings Corp. | 11,073 | 82 | |||
Superior Group of Cos. Inc. | 8,001 | 80 | ||||
* | Lee Enterprises Inc. | 4,325 | 80 | |||
* | Red Robin Gourmet Burgers Inc. | 14,100 | 79 | |||
Marine Products Corp. | 6,508 | 77 | ||||
Flexsteel Industries Inc. | 4,330 | 67 | ||||
* | Townsquare Media Inc. Class A | 9,269 | 67 | |||
* | Holley Inc. | 31,500 | 67 | |||
* | Strattec Security Corp. | 3,216 | 66 | |||
* | Selectquote Inc. | 96,684 | 65 | |||
Acme United Corp. | 2,909 | 64 | ||||
* | Cumulus Media Inc. Class A | 10,024 | 62 | |||
* | Lakeland Industries Inc. | 4,633 | 62 | |||
NL Industries Inc. | 9,161 | 62 | ||||
* | Polished.com Inc. | 105,100 | 61 | |||
* | Spruce Power Holding Corp. | 62,800 | 58 | |||
* | Delta Apparel Inc. | 5,328 | 57 | |||
* | Express Inc. | 55,300 | 56 | |||
* | ThredUp Inc. Class A | 41,643 | 55 | |||
* | Conn's Inc. | 7,900 | 54 |
Shares | Market Value• ($000) | |||||
* | Reading International Inc. Class A | 19,500 | 54 | |||
* | F45 Training Holdings Inc. | 19,083 | 54 | |||
* | Traeger Inc. | 18,573 | 52 | |||
* | Carrols Restaurant Group Inc. | 37,000 | 50 | |||
* | Barnes & Noble Education Inc. | 27,441 | 48 | |||
*,1 | Cinedigm Corp. Class A | 124,200 | 48 | |||
* | Mesa Air Group Inc. | 29,600 | 45 | |||
* | XWELL Inc. | 124,200 | 45 | |||
Escalade Inc. | 4,321 | 44 | ||||
*,1 | Rent the Runway Inc. Class A | 14,400 | 44 | |||
* | Liberty TripAdvisor Holdings Inc. Class A | 62,500 | 42 | |||
* | Duluth Holdings Inc. Class B | 6,600 | 41 | |||
* | Superior Industries International Inc. | 9,407 | 40 | |||
* | Potbelly Corp. | 6,980 | 39 | |||
* | Kirkland's Inc. | 11,800 | 39 | |||
* | Lincoln Educational Services Corp. | 6,500 | 38 | |||
* | RumbleON Inc. Class B | 5,807 | 38 | |||
* | Lulu's Fashion Lounge Holdings Inc. | 15,108 | 38 | |||
Lifetime Brands Inc. | 4,913 | 37 | ||||
* | Owlet Inc. | 65,425 | 37 | |||
* | Solo Brands Inc. Class A | 9,725 | 36 | |||
Climb Global Solutions Inc. | 1,052 | 33 | ||||
* | Aterian Inc. | 42,700 | 33 | |||
* | Nautilus Inc. | 20,996 | 32 | |||
*,1 | Ondas Holdings Inc. | 18,500 | 29 | |||
*,1 | Faraday Future Intelligent Electric Inc. | 100,801 | 29 | |||
* | Chicken Soup For The Soul Entertainment Inc. | 5,500 | 28 | |||
* | Party City Holdco Inc. | 73,000 | 27 | |||
* | Kewaunee Scientific Corp. | 1,646 | 26 | |||
* | Marchex Inc. Class B | 15,105 | 24 | |||
Hamilton Beach Brands Holding Co. Class A | 1,820 | 23 | ||||
* | CuriosityStream Inc. | 20,600 | 23 | |||
* | BurgerFi International Inc. | 18,200 | 23 | |||
* | Audacy Inc. Class A | 100,400 | 23 | |||
* | Fluent Inc. | 16,860 | 18 | |||
* | FlexShopper Inc. | 16,024 | 15 | |||
National CineMedia Inc. | 63,500 | 14 | ||||
* | Live Ventures Inc. | 372 | 12 | |||
Educational Development Corp. | 3,375 | 11 | ||||
* | SRAX Inc. Class A | 7,476 | 11 | |||
*,2 | Luby's Inc. | 6,211 | 11 | |||
* | iMedia Brands Inc. | 14,424 | 9 | |||
* | AYRO Inc. | 24,748 | 9 | |||
* | Gaia Inc. Class A | 3,502 | 8 | |||
*,1 | EBET Inc. | 10,900 | 7 | |||
1 | FAT Brands Inc. Class A | 1,292 | 6 | |||
* | Shift Technologies Inc. Class A | 40,200 | 6 | |||
* | Beasley Broadcast Group Inc. Class A | 5,320 | 5 | |||
* | HyreCar Inc. | 10,879 | 5 | |||
*,1 | Arcimoto Inc. | 1,035 | 3 | |||
*,2 | Zagg Inc. CVR | 26,018 | 2 | |||
* | Tile Shop Holdings Inc. | 200 | 1 | |||
1,2 | SRAX Inc. | 7,476 | 1 | |||
3,771,234 | ||||||
Consumer Staples (3.6%) | ||||||
Procter & Gamble Co. | 1,795,725 | 272,160 | ||||
PepsiCo Inc. | 1,041,981 | 188,244 | ||||
Coca-Cola Co. | 2,948,955 | 187,583 | ||||
Philip Morris International Inc. | 1,175,748 | 118,997 | ||||
CVS Health Corp. | 995,282 | 92,750 | ||||
Mondelez International Inc. Class A | 1,033,081 | 68,855 | ||||
Altria Group Inc. | 1,357,784 | 62,064 | ||||
Colgate-Palmolive Co. | 631,462 | 49,753 | ||||
McKesson Corp. | 107,058 | 40,160 | ||||
Archer-Daniels-Midland Co. | 416,842 | 38,704 | ||||
General Mills Inc. | 450,537 | 37,778 | ||||
Kimberly-Clark Corp. | 255,075 | 34,626 |
Shares | Market Value• ($000) | |||||
Corteva Inc. | 544,497 | 32,006 | ||||
Sysco Corp. | 385,135 | 29,444 | ||||
* | Monster Beverage Corp. | 276,568 | 28,080 | |||
Constellation Brands Inc. Class A | 119,033 | 27,586 | ||||
Hershey Co. | 111,072 | 25,721 | ||||
Keurig Dr Pepper Inc. | 698,071 | 24,893 | ||||
Kraft Heinz Co. | 603,162 | 24,555 | ||||
Kroger Co. | 487,172 | 21,718 | ||||
AmerisourceBergen Corp. | 124,482 | 20,628 | ||||
Walgreens Boots Alliance Inc. | 523,471 | 19,557 | ||||
Brown-Forman Corp. Class B | 238,899 | 15,691 | ||||
McCormick & Co. Inc. (Non-Voting) | 189,138 | 15,678 | ||||
Church & Dwight Co. Inc. | 187,153 | 15,086 | ||||
Conagra Brands Inc. | 360,545 | 13,953 | ||||
Kellogg Co. | 194,099 | 13,828 | ||||
Tyson Foods Inc. Class A | 220,593 | 13,732 | ||||
Clorox Co. | 93,510 | 13,122 | ||||
J M Smucker Co. | 76,154 | 12,067 | ||||
Bunge Ltd. | 112,407 | 11,215 | ||||
Lamb Weston Holdings Inc. | 109,796 | 9,811 | ||||
Hormel Foods Corp. | 206,258 | 9,395 | ||||
Campbell Soup Co. | 148,758 | 8,442 | ||||
* | Darling Ingredients Inc. | 122,031 | 7,638 | |||
Molson Coors Beverage Co. Class B | 137,708 | 7,095 | ||||
* | Performance Food Group Co. | 118,536 | 6,921 | |||
Casey's General Stores Inc. | 27,991 | 6,280 | ||||
* | US Foods Holding Corp. | 153,295 | 5,215 | |||
Ingredion Inc. | 46,425 | 4,546 | ||||
Flowers Foods Inc. | 151,176 | 4,345 | ||||
* | Post Holdings Inc. | 40,680 | 3,672 | |||
* | Celsius Holdings Inc. | 31,519 | 3,279 | |||
* | Simply Good Foods Co. | 78,489 | 2,985 | |||
Lancaster Colony Corp. | 15,051 | 2,970 | ||||
Albertsons Cos. Inc. Class A | 139,000 | 2,883 | ||||
* | Sprouts Farmers Market Inc. | 81,134 | 2,626 | |||
* | BellRing Brands Inc. | 99,524 | 2,552 | |||
Brown-Forman Corp. Class A | 36,647 | 2,410 | ||||
* | Boston Beer Co. Inc. Class A | 7,172 | 2,363 | |||
* | Hostess Brands Inc. Class A | 104,985 | 2,356 | |||
* | TreeHouse Foods Inc. | 42,425 | 2,095 | |||
Spectrum Brands Holdings Inc. | 32,435 | 1,976 | ||||
* | Grocery Outlet Holding Corp. | 65,218 | 1,904 | |||
Energizer Holdings Inc. | 55,625 | 1,866 | ||||
* | Freshpet Inc. | 34,609 | 1,826 | |||
Coca-Cola Consolidated Inc. | 3,475 | 1,780 | ||||
* | United Natural Foods Inc. | 45,240 | 1,751 | |||
Primo Water Corp. | 112,412 | 1,747 | ||||
WD-40 Co. | 10,217 | 1,647 | ||||
Cal-Maine Foods Inc. | 29,910 | 1,629 | ||||
Nu Skin Enterprises Inc. Class A | 35,898 | 1,513 | ||||
Edgewell Personal Care Co. | 38,628 | 1,489 | ||||
Reynolds Consumer Products Inc. | 43,004 | 1,289 | ||||
J & J Snack Foods Corp. | 8,413 | 1,260 | ||||
Vector Group Ltd. | 101,595 | 1,205 | ||||
* | Hain Celestial Group Inc. | 69,691 | 1,128 | |||
MGP Ingredients Inc. | 10,136 | 1,078 | ||||
* | Herbalife Nutrition Ltd. | 71,210 | 1,060 | |||
Weis Markets Inc. | 12,689 | 1,044 | ||||
Medifast Inc. | 8,884 | 1,025 | ||||
Ingles Markets Inc. Class A | 10,412 | 1,004 | ||||
Universal Corp. | 18,258 | 964 | ||||
* | Chefs' Warehouse Inc. | 27,717 | 922 | |||
Utz Brands Inc. | 52,861 | 838 | ||||
Andersons Inc. | 22,077 | 772 | ||||
SpartanNash Co. | 25,540 | 772 | ||||
* | National Beverage Corp. | 16,004 | 745 | |||
* | Beauty Health Co. | 78,759 | 717 |
Shares | Market Value• ($000) | |||||
Seaboard Corp. | 187 | 706 | ||||
Fresh Del Monte Produce Inc. | 26,417 | 692 | ||||
* | Pilgrim's Pride Corp. | 26,929 | 639 | |||
1 | B&G Foods Inc. | 54,082 | 603 | |||
* | Mission Produce Inc. | 49,628 | 577 | |||
Tootsie Roll Industries Inc. | 12,876 | 548 | ||||
*,1 | Beyond Meat Inc. | 42,680 | 525 | |||
* | Duckhorn Portfolio Inc. | 31,109 | 516 | |||
John B Sanfilippo & Son Inc. | 5,717 | 465 | ||||
ACCO Brands Corp. | 77,991 | 436 | ||||
* | Olaplex Holdings Inc. | 81,743 | 426 | |||
* | USANA Health Sciences Inc. | 7,861 | 418 | |||
* | Sovos Brands Inc. | 27,212 | 391 | |||
Calavo Growers Inc. | 12,130 | 357 | ||||
PetMed Express Inc. | 17,072 | 302 | ||||
*,1 | Veru Inc. | 51,077 | 270 | |||
* | Benson Hill Inc. | 105,600 | 269 | |||
Turning Point Brands Inc. | 11,701 | 253 | ||||
*,1 | BRC Inc. Class A | 36,500 | 223 | |||
* | Vital Farms Inc. | 12,800 | 191 | |||
* | Seneca Foods Corp. Class A | 3,115 | 190 | |||
* | Vita Coco Co. Inc. | 11,525 | 159 | |||
* | Whole Earth Brands Inc. | 37,141 | 151 | |||
* | Rite Aid Corp. | 39,298 | 131 | |||
* | Lifecore Biomedical Inc. | 18,610 | 121 | |||
Oil-Dri Corp. of America | 3,586 | 120 | ||||
* | GrowGeneration Corp. | 29,800 | 117 | |||
* | Honest Co. Inc. | 38,800 | 117 | |||
Limoneira Co. | 8,859 | 108 | ||||
* | HF Foods Group Inc. | 25,551 | 104 | |||
* | 22nd Century Group Inc. | 102,339 | 94 | |||
Natural Grocers by Vitamin Cottage Inc. | 9,195 | 84 | ||||
Village Super Market Inc. Class A | 3,222 | 75 | ||||
Alico Inc. | 2,443 | 58 | ||||
* | Nature's Sunshine Products Inc. | 6,506 | 54 | |||
*,1 | PLBY Group Inc. | 16,900 | 46 | |||
* | Local Bounti Corp. | 32,915 | 46 | |||
*,1 | Tattooed Chef Inc. | 33,900 | 42 | |||
* | Lifeway Foods Inc. | 6,292 | 35 | |||
*,1 | AppHarvest Inc. | 59,800 | 34 | |||
* | Natural Alternatives International Inc. | 2,268 | 19 | |||
* | Alkaline Water Co. Inc. | 80,819 | 14 | |||
ProPhase Labs Inc. | 1,500 | 14 | ||||
*,1 | Blue Apron Holdings Inc. Class A | 11,305 | 9 | |||
Coffee Holding Co. Inc. | 3,188 | 7 | ||||
* | Willamette Valley Vineyards Inc. | 1,146 | 7 | |||
* | Zevia PBC Class A | 1,700 | 7 | |||
Lifevantage Corp. | 1,316 | 5 | ||||
Mannatech Inc. | 34 | 1 | ||||
*,2 | Fresh Market Inc. | 23,500 | — | |||
*,1 | PLBY Group Inc. Rights Exp. 1/17/23 | 16,900 | — | |||
1,715,840 | ||||||
Energy (3.2%) | ||||||
Exxon Mobil Corp. | 3,118,286 | 343,947 | ||||
Chevron Corp. | 1,318,080 | 236,582 | ||||
ConocoPhillips | 944,581 | 111,461 | ||||
EOG Resources Inc. | 446,683 | 57,854 | ||||
Schlumberger Ltd. | 1,077,708 | 57,614 | ||||
Marathon Petroleum Corp. | 353,994 | 41,201 | ||||
Pioneer Natural Resources Co. | 170,534 | 38,948 | ||||
Phillips 66 | 357,310 | 37,189 | ||||
Valero Energy Corp. | 292,058 | 37,050 | ||||
Occidental Petroleum Corp. | 516,056 | 32,506 | ||||
Devon Energy Corp. | 494,833 | 30,437 | ||||
Williams Cos. Inc. | 921,605 | 30,321 | ||||
Hess Corp. | 210,648 | 29,874 | ||||
Cheniere Energy Inc. | 188,860 | 28,321 |
Shares | Market Value• ($000) | |||||
* | Enphase Energy Inc. | 103,035 | 27,300 | |||
Kinder Morgan Inc. | 1,447,565 | 26,172 | ||||
Halliburton Co. | 616,945 | 24,277 | ||||
Baker Hughes Co. Class A | 758,124 | 22,387 | ||||
ONEOK Inc. | 340,161 | 22,349 | ||||
Diamondback Energy Inc. | 134,024 | 18,332 | ||||
Coterra Energy Inc. | 569,274 | 13,987 | ||||
Marathon Oil Corp. | 482,011 | 13,048 | ||||
Targa Resources Corp. | 172,008 | 12,643 | ||||
* | First Solar Inc. | 76,811 | 11,506 | |||
APA Corp. | 245,519 | 11,461 | ||||
Texas Pacific Land Corp. | 4,659 | 10,922 | ||||
Ovintiv Inc. | 187,500 | 9,508 | ||||
Chesapeake Energy Corp. | 96,128 | 9,072 | ||||
EQT Corp. | 252,856 | 8,554 | ||||
NOV Inc. | 301,117 | 6,290 | ||||
* | Antero Resources Corp. | 193,600 | 6,000 | |||
HF Sinclair Corp. | 106,257 | 5,514 | ||||
*,1 | Plug Power Inc. | 437,879 | 5,417 | |||
* | Southwestern Energy Co. | 851,754 | 4,983 | |||
Matador Resources Co. | 84,966 | 4,863 | ||||
Murphy Oil Corp. | 112,183 | 4,825 | ||||
ChampionX Corp. | 154,617 | 4,482 | ||||
PDC Energy Inc. | 69,971 | 4,442 | ||||
Range Resources Corp. | 174,800 | 4,374 | ||||
Chord Energy Corp. | 29,875 | 4,087 | ||||
DT Midstream Inc. | 73,490 | 4,061 | ||||
PBF Energy Inc. Class A | 89,200 | 3,638 | ||||
Helmerich & Payne Inc. | 72,958 | 3,617 | ||||
SM Energy Co. | 91,200 | 3,176 | ||||
* | Noble Corp. plc | 82,395 | 3,107 | |||
* | Denbury Inc. | 35,500 | 3,089 | |||
Magnolia Oil & Gas Corp. Class A | 127,610 | 2,992 | ||||
Patterson-UTI Energy Inc. | 161,900 | 2,726 | ||||
* | Weatherford International plc | 52,700 | 2,683 | |||
Antero Midstream Corp. | 239,147 | 2,580 | ||||
California Resources Corp. | 57,863 | 2,518 | ||||
Cactus Inc. Class A | 47,433 | 2,384 | ||||
Civitas Resources Inc. | 40,254 | 2,332 | ||||
* | Peabody Energy Corp. | 85,100 | 2,248 | |||
* | Transocean Ltd. | 487,900 | 2,225 | |||
Equitrans Midstream Corp. | 324,633 | 2,175 | ||||
* | Array Technologies Inc. | 109,568 | 2,118 | |||
* | CNX Resources Corp. | 124,542 | 2,097 | |||
Arcosa Inc. | 37,754 | 2,052 | ||||
*,1 | ChargePoint Holdings Inc. | 213,200 | 2,032 | |||
Arch Resources Inc. | 14,192 | 2,026 | ||||
New Fortress Energy Inc. | 47,432 | 2,012 | ||||
Liberty Energy Inc. Class A | 118,700 | 1,900 | ||||
* | Callon Petroleum Co. | 48,160 | 1,786 | |||
* | Shoals Technologies Group Inc. Class A | 66,035 | 1,629 | |||
Sitio Royalties Corp. | 55,468 | 1,600 | ||||
Alpha Metallurgical Resources Inc. | 10,900 | 1,596 | ||||
Northern Oil & Gas Inc. | 49,574 | 1,528 | ||||
* | NexTier Oilfield Solutions Inc. | 161,300 | 1,490 | |||
* | Ameresco Inc. Class A | 25,794 | 1,474 | |||
Delek US Holdings Inc. | 52,679 | 1,422 | ||||
CONSOL Energy Inc. | 21,800 | 1,417 | ||||
Warrior Met Coal Inc. | 39,915 | 1,383 | ||||
* | Oceaneering International Inc. | 77,592 | 1,357 | |||
* | Tidewater Inc. | 34,800 | 1,282 | |||
* | Green Plains Inc. | 41,000 | 1,251 | |||
Enviva Inc. | 23,600 | 1,250 | ||||
Permian Resources Corp. Class A | 127,100 | 1,195 | ||||
World Fuel Services Corp. | 43,382 | 1,186 | ||||
* | SunPower Corp. | 63,536 | 1,146 | |||
* | Nabors Industries Ltd. | 7,100 | 1,100 |
Shares | Market Value• ($000) | |||||
Archrock Inc. | 121,402 | 1,090 | ||||
* | NOW Inc. | 84,388 | 1,072 | |||
* | Stem Inc. | 117,600 | 1,051 | |||
Comstock Resources Inc. | 74,200 | 1,017 | ||||
* | Talos Energy Inc. | 52,000 | 982 | |||
* | Diamond Offshore Drilling Inc. | 84,400 | 878 | |||
* | Par Pacific Holdings Inc. | 36,939 | 859 | |||
* | MRC Global Inc. | 69,500 | 805 | |||
* | ProPetro Holding Corp. | 76,300 | 791 | |||
* | FuelCell Energy Inc. | 282,202 | 785 | |||
* | Helix Energy Solutions Group Inc. | 105,500 | 779 | |||
* | Earthstone Energy Inc. Class A | 53,500 | 761 | |||
CVR Energy Inc. | 22,241 | 697 | ||||
* | Tellurian Inc. | 405,500 | 681 | |||
Core Laboratories NV | 33,200 | 673 | ||||
* | Gulfport Energy Corp. | 9,075 | 668 | |||
SunCoke Energy Inc. | 75,864 | 655 | ||||
RPC Inc. | 68,616 | 610 | ||||
* | Laredo Petroleum Inc. | 11,800 | 607 | |||
* | Dril-Quip Inc. | 21,457 | 583 | |||
* | Bristow Group Inc. Class A | 18,117 | 492 | |||
* | REX American Resources Corp. | 15,039 | 479 | |||
Ranger Oil Corp. | 11,700 | 473 | ||||
Select Energy Services Inc. Class A | 49,405 | 457 | ||||
* | Montauk Renewables Inc. | 40,536 | 447 | |||
*,1 | Fluence Energy Inc. Class A | 25,093 | 430 | |||
VAALCO Energy Inc. | 93,269 | 425 | ||||
* | W&T Offshore Inc. | 74,445 | 415 | |||
* | ProFrac Holding Corp. Class A | 15,926 | 401 | |||
Kinetik Holdings Inc. Class A | 11,650 | 385 | ||||
Berry Corp. | 47,100 | 377 | ||||
* | SandRidge Energy Inc. | 20,416 | 348 | |||
* | SilverBow Resources Inc. | 12,168 | 344 | |||
* | Amplify Energy Corp. | 38,100 | 335 | |||
* | Nine Energy Service Inc. | 21,600 | 314 | |||
Crescent Energy Co. Class A | 25,898 | 311 | ||||
* | Gevo Inc. | 156,500 | 297 | |||
* | DMC Global Inc. | 14,657 | 285 | |||
* | TETRA Technologies Inc. | 81,500 | 282 | |||
* | TPI Composites Inc. | 27,321 | 277 | |||
* | Hallador Energy Co. | 27,536 | 275 | |||
* | Oil States International Inc. | 36,200 | 270 | |||
*,1 | Centrus Energy Corp. Class A | 8,083 | 263 | |||
*,1 | EVgo Inc. Class A | 54,300 | 243 | |||
* | NextDecade Corp. | 48,400 | 239 | |||
* | Newpark Resources Inc. | 55,400 | 230 | |||
* | Solid Power Inc. | 87,000 | 221 | |||
Solaris Oilfield Infrastructure Inc. Class A | 21,551 | 214 | ||||
* | Ring Energy Inc. | 74,543 | 183 | |||
Ramaco Resources Inc. | 18,625 | 164 | ||||
* | Forum Energy Technologies Inc. | 5,300 | 156 | |||
Evolution Petroleum Corp. | 20,558 | 155 | ||||
*,1,2 | Next Bridge Hydrocarbons Inc. | 47,692 | 138 | |||
* | Empire Petroleum Corp. | 10,300 | 127 | |||
* | SEACOR Marine Holdings Inc. | 12,948 | 119 | |||
* | FTC Solar Inc. | 44,004 | 118 | |||
NACCO Industries Inc. Class A | 2,823 | 107 | ||||
*,1 | Beam Global | 5,900 | 103 | |||
* | Heliogen Inc. | 145,100 | 101 | |||
* | KLX Energy Services Holdings Inc. | 4,751 | 82 | |||
*,1 | ESS Tech Inc. | 33,409 | 81 | |||
* | Matrix Service Co. | 12,854 | 80 | |||
* | Aemetis Inc. | 20,069 | 79 | |||
* | Ranger Energy Services Inc. Class A | 5,868 | 65 | |||
* | American Superconductor Corp. | 17,108 | 63 | |||
* | Natural Gas Services Group Inc. | 5,139 | 59 | |||
PHX Minerals Inc. | 13,999 | 54 |
Shares | Market Value• ($000) | |||||
*,1 | 374Water Inc. | 14,969 | 44 | |||
*,1 | Advent Technologies Holdings Inc. | 20,900 | 38 | |||
* | Sunworks Inc. | 21,900 | 35 | |||
*,1 | American Resources Corp. | 26,300 | 35 | |||
*,1 | Volta Inc. | 91,600 | 33 | |||
* | Geospace Technologies Corp. | 5,246 | 22 | |||
* | Capstone Green Energy Corp. | 11,235 | 16 | |||
*,1 | Camber Energy Inc. | 4,872 | 10 | |||
* | Tidewater Inc. Class A Warrants Exp. 7/31/23 | 535 | 1 | |||
* | Tidewater Inc. Class B Warrants Exp. 7/31/23 | 579 | — | |||
*,2 | Pineapple Energy Inc. CVR | 463 | — | |||
1,522,821 | ||||||
Financials (7.1%) | ||||||
* | Berkshire Hathaway Inc. Class B | 1,192,467 | 368,353 | |||
JPMorgan Chase & Co. | 2,220,370 | 297,752 | ||||
Bank of America Corp. | 5,166,275 | 171,107 | ||||
Wells Fargo & Co. | 2,880,824 | 118,949 | ||||
Charles Schwab Corp. | 1,168,974 | 97,329 | ||||
Goldman Sachs Group Inc. | 255,520 | 87,740 | ||||
S&P Global Inc. | 246,744 | 82,644 | ||||
Morgan Stanley | 958,588 | 81,499 | ||||
BlackRock Inc. | 107,997 | 76,530 | ||||
Chubb Ltd. | 298,941 | 65,946 | ||||
Citigroup Inc. | 1,395,573 | 63,122 | ||||
Marsh & McLennan Cos. Inc. | 375,659 | 62,164 | ||||
Progressive Corp. | 442,558 | 57,404 | ||||
PNC Financial Services Group Inc. | 304,590 | 48,107 | ||||
US Bancorp | 1,064,793 | 46,436 | ||||
CME Group Inc. | 272,129 | 45,761 | ||||
Aon plc Class A | 148,200 | 44,481 | ||||
Intercontinental Exchange Inc. | 422,631 | 43,358 | ||||
Truist Financial Corp. | 1,006,516 | 43,310 | ||||
Blackstone Inc. | 530,385 | 39,349 | ||||
* | Berkshire Hathaway Inc. Class A | 79 | 37,028 | |||
American International Group Inc. | 557,470 | 35,254 | ||||
Travelers Cos. Inc. | 177,748 | 33,326 | ||||
Moody's Corp. | 118,008 | 32,879 | ||||
MetLife Inc. | 444,154 | 32,143 | ||||
Aflac Inc. | 421,621 | 30,331 | ||||
Arthur J Gallagher & Co. | 160,436 | 30,249 | ||||
Prudential Financial Inc. | 278,654 | 27,715 | ||||
Allstate Corp. | 202,138 | 27,410 | ||||
MSCI Inc. Class A | 57,395 | 26,698 | ||||
Ameriprise Financial Inc. | 80,681 | 25,122 | ||||
Bank of New York Mellon Corp. | 550,317 | 25,050 | ||||
KKR & Co. Inc. | 491,906 | 22,834 | ||||
State Street Corp. | 263,747 | 20,459 | ||||
Discover Financial Services | 207,808 | 20,330 | ||||
Willis Towers Watson plc | 82,082 | 20,076 | ||||
M&T Bank Corp. | 130,035 | 18,863 | ||||
T. Rowe Price Group Inc. | 168,654 | 18,393 | ||||
Nasdaq Inc. | 299,420 | 18,369 | ||||
Hartford Financial Services Group Inc. | 240,627 | 18,247 | ||||
Fifth Third Bancorp | 519,935 | 17,059 | ||||
First Republic Bank | 139,080 | 16,952 | ||||
* | Arch Capital Group Ltd. | 264,394 | 16,599 | |||
Apollo Global Management Inc. | 258,664 | 16,500 | ||||
Raymond James Financial Inc. | 146,442 | 15,647 | ||||
Huntington Bancshares Inc. | 1,094,906 | 15,438 | ||||
Principal Financial Group Inc. | 183,172 | 15,372 | ||||
Regions Financial Corp. | 710,848 | 15,326 | ||||
Citizens Financial Group Inc. | 374,525 | 14,745 | ||||
Northern Trust Corp. | 150,605 | 13,327 | ||||
* | Markel Corp. | 9,664 | 12,732 | |||
LPL Financial Holdings Inc. | 57,585 | 12,448 | ||||
Cincinnati Financial Corp. | 121,255 | 12,415 | ||||
KeyCorp | 711,820 | 12,400 |
Shares | Market Value• ($000) | |||||
Broadridge Financial Solutions Inc. | 88,558 | 11,878 | ||||
FactSet Research Systems Inc. | 29,044 | 11,653 | ||||
W R Berkley Corp. | 150,518 | 10,923 | ||||
* | SVB Financial Group | 44,358 | 10,209 | |||
Cboe Global Markets Inc. | 79,923 | 10,028 | ||||
First Horizon Corp. | 408,856 | 10,017 | ||||
Brown & Brown Inc. | 174,520 | 9,942 | ||||
Everest Re Group Ltd. | 29,904 | 9,906 | ||||
Loews Corp. | 150,943 | 8,805 | ||||
Ares Management Corp. Class A | 119,663 | 8,190 | ||||
Equitable Holdings Inc. | 279,290 | 8,016 | ||||
Globe Life Inc. | 66,231 | 7,984 | ||||
MarketAxess Holdings Inc. | 27,060 | 7,547 | ||||
American Financial Group Inc. | 54,602 | 7,496 | ||||
Fidelity National Financial Inc. | 193,060 | 7,263 | ||||
Annaly Capital Management Inc. | 341,478 | 7,198 | ||||
Reinsurance Group of America Inc. | 50,475 | 7,172 | ||||
East West Bancorp Inc. | 107,993 | 7,117 | ||||
Comerica Inc. | 100,289 | 6,704 | ||||
Webster Financial Corp. | 133,399 | 6,315 | ||||
Invesco Ltd. | 341,800 | 6,149 | ||||
RenaissanceRe Holdings Ltd. | 33,196 | 6,116 | ||||
1 | Franklin Resources Inc. | 223,898 | 5,906 | |||
Carlyle Group Inc. | 194,896 | 5,816 | ||||
Cullen/Frost Bankers Inc. | 43,492 | 5,815 | ||||
Commerce Bancshares Inc. | 84,699 | 5,765 | ||||
First Citizens BancShares Inc. Class A | 7,586 | 5,753 | ||||
Tradeweb Markets Inc. Class A | 85,960 | 5,581 | ||||
Zions Bancorp NA | 112,744 | 5,542 | ||||
Signature Bank | 46,939 | 5,408 | ||||
SEI Investments Co. | 92,698 | 5,404 | ||||
Interactive Brokers Group Inc. Class A | 74,581 | 5,396 | ||||
Unum Group | 128,245 | 5,262 | ||||
Old Republic International Corp. | 210,920 | 5,094 | ||||
Ally Financial Inc. | 206,158 | 5,041 | ||||
Assurant Inc. | 39,928 | 4,993 | ||||
Erie Indemnity Co. Class A | 19,224 | 4,781 | ||||
Prosperity Bancshares Inc. | 64,762 | 4,707 | ||||
Western Alliance Bancorp | 78,554 | 4,679 | ||||
AGNC Investment Corp. | 448,973 | 4,647 | ||||
Affiliated Managers Group Inc. | 28,812 | 4,565 | ||||
Stifel Financial Corp. | 77,217 | 4,507 | ||||
Voya Financial Inc. | 72,058 | 4,431 | ||||
Kinsale Capital Group Inc. | 16,748 | 4,380 | ||||
SouthState Corp. | 56,899 | 4,345 | ||||
RLI Corp. | 32,812 | 4,307 | ||||
New York Community Bancorp Inc. | 498,063 | 4,283 | ||||
Morningstar Inc. | 19,642 | 4,254 | ||||
Jefferies Financial Group Inc. | 121,021 | 4,149 | ||||
Starwood Property Trust Inc. | 224,443 | 4,114 | ||||
Pinnacle Financial Partners Inc. | 56,019 | 4,112 | ||||
Glacier Bancorp Inc. | 82,597 | 4,082 | ||||
United Bankshares Inc. | 100,384 | 4,065 | ||||
Primerica Inc. | 28,642 | 4,062 | ||||
Selective Insurance Group Inc. | 45,779 | 4,056 | ||||
Old National Bancorp | 220,056 | 3,957 | ||||
Synovus Financial Corp. | 104,823 | 3,936 | ||||
*,1 | Coinbase Global Inc. Class A | 110,766 | 3,920 | |||
First American Financial Corp. | 73,876 | 3,867 | ||||
Wintrust Financial Corp. | 45,136 | 3,815 | ||||
* | Robinhood Markets Inc. Class A | 466,400 | 3,796 | |||
Valley National Bancorp | 334,107 | 3,779 | ||||
Blue Owl Capital Inc. Class A | 337,037 | 3,573 | ||||
Lincoln National Corp. | 115,968 | 3,563 | ||||
Popular Inc. | 52,198 | 3,462 | ||||
First Financial Bankshares Inc. | 100,248 | 3,449 | ||||
Home BancShares Inc. | 149,628 | 3,410 |
Shares | Market Value• ($000) | |||||
Cadence Bank | 137,517 | 3,391 | ||||
FNB Corp. | 259,029 | 3,380 | ||||
Bank OZK | 83,293 | 3,337 | ||||
Houlihan Lokey Inc. Class A | 37,995 | 3,312 | ||||
Hanover Insurance Group Inc. | 24,200 | 3,270 | ||||
SLM Corp. | 192,231 | 3,191 | ||||
Axis Capital Holdings Ltd. | 57,343 | 3,106 | ||||
Independent Bank Corp. (Massachusetts) | 36,343 | 3,068 | ||||
Hancock Whitney Corp. | 61,529 | 2,977 | ||||
Essent Group Ltd. | 76,486 | 2,974 | ||||
First Bancorp | 169,680 | 2,963 | ||||
Umpqua Holdings Corp. | 165,542 | 2,955 | ||||
American Equity Investment Life Holding Co. | 64,039 | 2,921 | ||||
MGIC Investment Corp. | 219,788 | 2,857 | ||||
Rithm Capital Corp. | 349,339 | 2,854 | ||||
OneMain Holdings Inc. | 84,580 | 2,817 | ||||
Lazard Ltd. Class A | 80,807 | 2,802 | ||||
Assured Guaranty Ltd. | 43,963 | 2,737 | ||||
White Mountains Insurance Group Ltd. | 1,894 | 2,679 | ||||
*,1 | SoFi Technologies Inc. | 574,299 | 2,648 | |||
ServisFirst Bancshares Inc. | 38,177 | 2,631 | ||||
* | Ryan Specialty Holdings Inc. Class A | 63,171 | 2,622 | |||
* | Brighthouse Financial Inc. | 50,613 | 2,595 | |||
United Community Banks Inc. | 75,785 | 2,562 | ||||
CVB Financial Corp. | 99,166 | 2,554 | ||||
First Hawaiian Inc. | 96,438 | 2,511 | ||||
Blackstone Mortgage Trust Inc. Class A | 118,233 | 2,503 | ||||
FirstCash Holdings Inc. | 28,596 | 2,485 | ||||
Associated Banc-Corp | 107,560 | 2,484 | ||||
Community Bank System Inc. | 39,378 | 2,479 | ||||
Evercore Inc. Class A | 22,559 | 2,461 | ||||
UMB Financial Corp. | 29,376 | 2,453 | ||||
Kemper Corp. | 48,794 | 2,401 | ||||
* | Credit Acceptance Corp. | 5,002 | 2,373 | |||
Bank of Hawaii Corp. | 30,138 | 2,338 | ||||
Federated Hermes Inc. Class B | 64,113 | 2,328 | ||||
Janus Henderson Group plc | 98,910 | 2,326 | ||||
Radian Group Inc. | 121,189 | 2,311 | ||||
First Interstate BancSystem Inc. Class A | 59,384 | 2,295 | ||||
Ameris Bancorp | 48,232 | 2,274 | ||||
* | Texas Capital Bancshares Inc. | 37,574 | 2,266 | |||
Pacific Premier Bancorp Inc. | 70,426 | 2,223 | ||||
Cathay General Bancorp | 53,373 | 2,177 | ||||
Eastern Bankshares Inc. | 124,097 | 2,141 | ||||
WSFS Financial Corp. | 46,282 | 2,098 | ||||
BankUnited Inc. | 60,889 | 2,068 | ||||
Fulton Financial Corp. | 122,450 | 2,061 | ||||
Simmons First National Corp. Class A | 94,394 | 2,037 | ||||
PacWest Bancorp | 88,689 | 2,035 | ||||
Atlantic Union Bankshares Corp. | 56,812 | 1,996 | ||||
BOK Financial Corp. | 19,214 | 1,994 | ||||
Jackson Financial Inc. Class A | 57,047 | 1,985 | ||||
* | Mr Cooper Group Inc. | 49,281 | 1,978 | |||
Walker & Dunlop Inc. | 24,870 | 1,952 | ||||
* | Enstar Group Ltd. | 8,341 | 1,927 | |||
* | Genworth Financial Inc. Class A | 361,604 | 1,913 | |||
CNO Financial Group Inc. | 82,411 | 1,883 | ||||
Columbia Banking System Inc. | 61,691 | 1,859 | ||||
Moelis & Co. Class A | 48,376 | 1,856 | ||||
International Bancshares Corp. | 40,346 | 1,846 | ||||
First Merchants Corp. | 43,152 | 1,774 | ||||
Towne Bank | 55,144 | 1,701 | ||||
First Financial Bancorp | 68,297 | 1,655 | ||||
Independent Bank Group Inc. | 27,229 | 1,636 | ||||
Park National Corp. | 11,601 | 1,633 | ||||
Banner Corp. | 25,603 | 1,618 | ||||
Washington Federal Inc. | 47,887 | 1,607 |
Shares | Market Value• ($000) | |||||
WesBanco Inc. | 43,456 | 1,607 | ||||
Hamilton Lane Inc. Class A | 25,113 | 1,604 | ||||
Piper Sandler Cos. | 12,200 | 1,588 | ||||
* | Axos Financial Inc. | 41,263 | 1,577 | |||
Seacoast Banking Corp. of Florida | 49,904 | 1,557 | ||||
Arbor Realty Trust Inc. | 117,263 | 1,547 | ||||
Trustmark Corp. | 43,844 | 1,531 | ||||
Virtu Financial Inc. Class A | 74,581 | 1,522 | ||||
Renasant Corp. | 39,385 | 1,480 | ||||
TriCo Bancshares | 28,265 | 1,441 | ||||
Lakeland Financial Corp. | 19,365 | 1,413 | ||||
Artisan Partners Asset Management Inc. Class A | 46,793 | 1,390 | ||||
Heartland Financial USA Inc. | 29,504 | 1,375 | ||||
* | Trupanion Inc. | 28,674 | 1,363 | |||
* | NMI Holdings Inc. Class A | 65,096 | 1,361 | |||
National Bank Holdings Corp. Class A | 31,871 | 1,341 | ||||
Northwest Bancshares Inc. | 95,807 | 1,339 | ||||
* | Focus Financial Partners Inc. Class A | 35,470 | 1,322 | |||
Stock Yards Bancorp Inc. | 20,292 | 1,319 | ||||
Claros Mortgage Trust Inc. | 88,700 | 1,305 | ||||
NBT Bancorp Inc. | 29,451 | 1,279 | ||||
Enterprise Financial Services Corp. | 25,941 | 1,270 | ||||
TPG Inc. Class A | 45,591 | 1,269 | ||||
Navient Corp. | 76,548 | 1,259 | ||||
Cohen & Steers Inc. | 19,235 | 1,242 | ||||
Westamerica Bancorp | 20,952 | 1,236 | ||||
PJT Partners Inc. Class A | 16,627 | 1,225 | ||||
* | Cannae Holdings Inc. | 58,096 | 1,200 | |||
Horace Mann Educators Corp. | 32,016 | 1,196 | ||||
BancFirst Corp. | 13,363 | 1,178 | ||||
* | StoneX Group Inc. | 12,274 | 1,170 | |||
* | BRP Group Inc. Class A | 45,663 | 1,148 | |||
Hilltop Holdings Inc. | 37,362 | 1,121 | ||||
Apollo Commercial Real Estate Finance Inc. | 102,800 | 1,106 | ||||
Veritex Holdings Inc. | 39,277 | 1,103 | ||||
Sandy Spring Bancorp Inc. | 30,963 | 1,091 | ||||
Provident Financial Services Inc. | 50,630 | 1,081 | ||||
City Holding Co. | 11,542 | 1,074 | ||||
Virtus Investment Partners Inc. | 5,611 | 1,074 | ||||
PennyMac Financial Services Inc. | 18,687 | 1,059 | ||||
Two Harbors Investment Corp. | 67,061 | 1,058 | ||||
First Commonwealth Financial Corp. | 75,353 | 1,053 | ||||
Origin Bancorp Inc. | 28,250 | 1,037 | ||||
Hope Bancorp Inc. | 80,705 | 1,034 | ||||
* | Bancorp Inc. | 36,263 | 1,029 | |||
Chimera Investment Corp. | 186,331 | 1,025 | ||||
S&T Bancorp Inc. | 29,832 | 1,020 | ||||
Stellar Bancorp Inc. | 34,535 | 1,017 | ||||
BGC Partners Inc. Class A | 266,472 | 1,005 | ||||
Corebridge Financial Inc. | 49,633 | 996 | ||||
Eagle Bancorp Inc. | 22,556 | 994 | ||||
StepStone Group Inc. Class A | 39,484 | 994 | ||||
Capitol Federal Financial Inc. | 111,812 | 967 | ||||
Ladder Capital Corp. Class A | 95,925 | 963 | ||||
Pathward Financial Inc. | 22,053 | 949 | ||||
* | PRA Group Inc. | 27,748 | 937 | |||
FB Financial Corp. | 25,633 | 926 | ||||
1 | Compass Diversified Holdings | 50,800 | 926 | |||
PennyMac Mortgage Investment Trust | 74,416 | 922 | ||||
OFG Bancorp | 32,683 | 901 | ||||
Safety Insurance Group Inc. | 10,682 | 900 | ||||
Stewart Information Services Corp. | 21,020 | 898 | ||||
Berkshire Hills Bancorp Inc. | 30,001 | 897 | ||||
First Busey Corp. | 36,067 | 892 | ||||
ARMOUR Residential REIT Inc. | 156,325 | 880 | ||||
* | Encore Capital Group Inc. | 18,315 | 878 | |||
AMERISAFE Inc. | 16,825 | 874 |
Shares | Market Value• ($000) | |||||
* | Triumph Financial Inc. | 17,721 | 866 | |||
Nelnet Inc. Class A | 9,471 | 859 | ||||
Brookline Bancorp Inc. | 60,096 | 850 | ||||
Lakeland Bancorp Inc. | 47,448 | 836 | ||||
Dime Community Bancshares Inc. | 26,247 | 835 | ||||
* | Palomar Holdings Inc. | 18,357 | 829 | |||
* | Enova International Inc. | 21,541 | 827 | |||
* | Blucora Inc. | 31,986 | 817 | |||
OceanFirst Financial Corp. | 38,392 | 816 | ||||
Employers Holdings Inc. | 18,775 | 810 | ||||
Southside Bancshares Inc. | 22,295 | 802 | ||||
ConnectOne Bancorp Inc. | 32,319 | 782 | ||||
German American Bancorp Inc. | 20,763 | 774 | ||||
Ready Capital Corp. | 69,260 | 772 | ||||
New York Mortgage Trust Inc. | 299,871 | 768 | ||||
Heritage Financial Corp. | 24,999 | 766 | ||||
Live Oak Bancshares Inc. | 25,351 | 766 | ||||
Franklin BSP Realty Trust Inc. | 59,221 | 764 | ||||
Preferred Bank | 10,231 | 763 | ||||
Federal Agricultural Mortgage Corp. Class C | 6,747 | 760 | ||||
Premier Financial Corp. | 27,886 | 752 | ||||
MFA Financial Inc. | 74,007 | 729 | ||||
ProAssurance Corp. | 40,958 | 716 | ||||
* | Nicolet Bankshares Inc. | 8,820 | 704 | |||
Tompkins Financial Corp. | 9,076 | 704 | ||||
Enact Holdings Inc. | 29,100 | 702 | ||||
Banc of California Inc. | 43,520 | 693 | ||||
* | MoneyGram International Inc. | 63,600 | 693 | |||
*,1 | Upstart Holdings Inc. | 52,146 | 689 | |||
Cowen Inc. Class A | 17,660 | 682 | ||||
Mercury General Corp. | 19,781 | 677 | ||||
* | LendingClub Corp. | 75,742 | 667 | |||
* | Blue Foundry Bancorp | 51,382 | 660 | |||
* | Columbia Financial Inc. | 30,413 | 658 | |||
* | Customers Bancorp Inc. | 22,811 | 646 | |||
QCR Holdings Inc. | 12,892 | 640 | ||||
Redwood Trust Inc. | 93,146 | 630 | ||||
TFS Financial Corp. | 43,322 | 624 | ||||
Business First Bancshares Inc. | 26,976 | 597 | ||||
Bank First Corp. | 6,300 | 585 | ||||
Washington Trust Bancorp Inc. | 12,408 | 585 | ||||
Old Second Bancorp Inc. | 36,167 | 580 | ||||
1 | Rocket Cos. Inc. Class A | 82,700 | 579 | |||
United Fire Group Inc. | 21,075 | 577 | ||||
Northfield Bancorp Inc. | 36,333 | 572 | ||||
Donegal Group Inc. Class B | 31,900 | 565 | ||||
Argo Group International Holdings Ltd. | 21,800 | 564 | ||||
Amerant Bancorp Inc. Class A | 20,721 | 556 | ||||
Brightsphere Investment Group Inc. | 26,882 | 553 | ||||
* | Ambac Financial Group Inc. | 31,321 | 546 | |||
Camden National Corp. | 12,984 | 541 | ||||
First Bancshares Inc. | 16,891 | 541 | ||||
Peoples Bancorp Inc. | 18,937 | 535 | ||||
KKR Real Estate Finance Trust Inc. | 38,141 | 532 | ||||
Kearny Financial Corp. | 52,317 | 531 | ||||
Great Southern Bancorp Inc. | 8,882 | 528 | ||||
First Mid Bancshares Inc. | 16,367 | 525 | ||||
TrustCo Bank Corp. | 13,865 | 521 | ||||
Community Trust Bancorp Inc. | 11,278 | 518 | ||||
iStar Inc. | 67,853 | 518 | ||||
* | Open Lending Corp. Class A | 76,637 | 517 | |||
Hanmi Financial Corp. | 20,656 | 511 | ||||
Ellington Financial Inc. | 41,200 | 510 | ||||
Heritage Commerce Corp. | 39,071 | 508 | ||||
Peapack-Gladstone Financial Corp. | 13,498 | 502 | ||||
First Foundation Inc. | 34,444 | 494 | ||||
Univest Financial Corp. | 18,427 | 481 |
Shares | Market Value• ($000) | |||||
Dynex Capital Inc. | 37,223 | 473 | ||||
* | Goosehead Insurance Inc. Class A | 13,782 | 473 | |||
* | SiriusPoint Ltd. | 79,922 | 472 | |||
* | Lemonade Inc. | 34,385 | 470 | |||
Victory Capital Holdings Inc. Class A | 17,403 | 467 | ||||
* | CrossFirst Bankshares Inc. | 37,503 | 465 | |||
* | Metropolitan Bank Holding Corp. | 7,788 | 457 | |||
WisdomTree Inc. | 83,221 | 454 | ||||
P10 Inc. Class A | 41,835 | 446 | ||||
B. Riley Financial Inc. | 12,794 | 438 | ||||
* | MBIA Inc. | 33,738 | 434 | |||
*,1 | Riot Blockchain Inc. | 124,076 | 421 | |||
Bar Harbor Bankshares | 13,006 | 417 | ||||
*,1 | Silvergate Capital Corp. Class A | 23,400 | 407 | |||
Cambridge Bancorp | 4,871 | 405 | ||||
Mercantile Bank Corp. | 11,852 | 397 | ||||
James River Group Holdings Ltd. | 18,786 | 393 | ||||
HarborOne Bancorp Inc. | 28,184 | 392 | ||||
Flushing Financial Corp. | 20,120 | 390 | ||||
Bank of Marin Bancorp | 11,775 | 387 | ||||
Alerus Financial Corp. | 16,441 | 384 | ||||
HBT Financial Inc. | 19,643 | 384 | ||||
1st Source Corp. | 7,223 | 383 | ||||
Central Pacific Financial Corp. | 18,857 | 382 | ||||
* | Carter Bankshares Inc. | 23,054 | 382 | |||
Diamond Hill Investment Group Inc. | 2,051 | 379 | ||||
Byline Bancorp Inc. | 16,290 | 374 | ||||
Horizon Bancorp Inc. | 24,347 | 367 | ||||
* | AssetMark Financial Holdings Inc. | 15,755 | 362 | |||
Arrow Financial Corp. | 10,610 | 360 | ||||
BrightSpire Capital Inc. Class A | 56,913 | 355 | ||||
TPG RE Finance Trust Inc. | 51,600 | 350 | ||||
Midland States Bancorp Inc. | 12,964 | 345 | ||||
CNB Financial Corp. | 14,373 | 342 | ||||
Shore Bancshares Inc. | 19,614 | 342 | ||||
Broadmark Realty Capital Inc. | 95,813 | 341 | ||||
* | EZCORP Inc. Class A | 41,670 | 340 | |||
MidWestOne Financial Group Inc. | 10,700 | 340 | ||||
Equity Bancshares Inc. Class A | 10,342 | 338 | ||||
Farmers National Banc Corp. | 23,843 | 337 | ||||
Mid Penn Bancorp Inc. | 11,147 | 334 | ||||
Invesco Mortgage Capital Inc. | 25,990 | 331 | ||||
Merchants Bancorp | 13,558 | 330 | ||||
CBL & Associates Properties Inc. | 14,200 | 328 | ||||
First Community Bankshares Inc. | 9,546 | 324 | ||||
Farmers & Merchants Bancorp Inc. | 11,884 | 323 | ||||
Amalgamated Financial Corp. | 13,999 | 323 | ||||
National Western Life Group Inc. Class A | 1,144 | 321 | ||||
HomeStreet Inc. | 11,588 | 320 | ||||
* | Clearwater Analytics Holdings Inc. Class A | 16,984 | 318 | |||
HomeTrust Bancshares Inc. | 13,088 | 316 | ||||
First Financial Corp. | 6,821 | 314 | ||||
Capital City Bank Group Inc. | 9,619 | 313 | ||||
* | Coastal Financial Corp. | 6,540 | 311 | |||
Republic Bancorp Inc. Class A | 7,532 | 308 | ||||
1 | Orchid Island Capital Inc. | 29,283 | 307 | |||
Macatawa Bank Corp. | 27,543 | 304 | ||||
Independent Bank Corp. (Michigan) | 12,460 | 298 | ||||
*,1 | Marathon Digital Holdings Inc. | 87,200 | 298 | |||
* | California Bancorp | 12,500 | 297 | |||
John Marshall Bancorp Inc. | 10,000 | 288 | ||||
Universal Insurance Holdings Inc. | 27,082 | 287 | ||||
GCM Grosvenor Inc. Class A | 37,046 | 282 | ||||
Waterstone Financial Inc. | 16,159 | 279 | ||||
BayCom Corp. | 14,250 | 270 | ||||
Capstar Financial Holdings Inc. | 15,265 | 270 | ||||
* | Third Coast Bancshares Inc. | 14,600 | 269 |
Shares | Market Value• ($000) | |||||
* | F&G Annuities & Life Inc. | 13,447 | 269 | |||
Hingham Institution For Savings | 962 | 265 | ||||
Ames National Corp. | 11,200 | 264 | ||||
Plumas Bancorp | 7,030 | 260 | ||||
Metrocity Bankshares Inc. | 12,006 | 260 | ||||
PCSB Financial Corp. | 13,132 | 250 | ||||
* | Forge Global Holdings Inc. | 143,168 | 248 | |||
West Bancorp Inc. | 9,617 | 246 | ||||
Financial Institutions Inc. | 10,038 | 245 | ||||
MainStreet Bancshares Inc. | 8,911 | 245 | ||||
NexPoint Diversified Real Estate Trust | 21,800 | 244 | ||||
ChoiceOne Financial Services Inc. | 8,370 | 243 | ||||
Community Financial Corp. | 5,956 | 238 | ||||
SmartFinancial Inc. | 8,647 | 238 | ||||
* | Oscar Health Inc. Class A | 96,200 | 237 | |||
Northrim Bancorp Inc. | 4,327 | 236 | ||||
American National Bankshares Inc. | 6,302 | 233 | ||||
Home Bancorp Inc. | 5,803 | 232 | ||||
Northeast Bank | 5,474 | 230 | ||||
Southern Missouri Bancorp Inc. | 5,023 | 230 | ||||
Guaranty Bancshares Inc. | 6,616 | 229 | ||||
* | Malvern Bancorp Inc. | 12,900 | 229 | |||
Civista Bancshares Inc. | 10,116 | 223 | ||||
Peoples Financial Services Corp. | 4,308 | 223 | ||||
First Bancorp Inc. | 7,333 | 220 | ||||
* | Greenlight Capital Re Ltd. Class A | 27,050 | 220 | |||
1 | UWM Holdings Corp. Class A | 66,500 | 220 | |||
First of Long Island Corp. | 12,084 | 218 | ||||
Granite Point Mortgage Trust Inc. | 40,300 | 216 | ||||
Tiptree Inc. Class A | 15,559 | 215 | ||||
Five Star Bancorp | 7,900 | 215 | ||||
Enterprise Bancorp Inc. | 6,024 | 213 | ||||
Salisbury Bancorp Inc. | 6,710 | 211 | ||||
HCI Group Inc. | 5,310 | 210 | ||||
* | Southern First Bancshares Inc. | 4,512 | 206 | |||
* | Bridgewater Bancshares Inc. | 11,567 | 205 | |||
FS Bancorp Inc. | 6,138 | 205 | ||||
* | FVCBankcorp Inc. | 10,750 | 205 | |||
Citizens & Northern Corp. | 8,811 | 201 | ||||
* | Ponce Financial Group Inc. | 21,600 | 201 | |||
Central Valley Community Bancorp | 9,286 | 197 | ||||
Southern States Bancshares Inc. | 6,798 | 197 | ||||
* | ECB Bancorp Inc. | 12,300 | 197 | |||
Capital Bancorp Inc. | 8,094 | 191 | ||||
Richmond Mutual Bancorp Inc. | 14,600 | 190 | ||||
* | Professional Holding Corp. Class A | 6,800 | 189 | |||
AFC Gamma Inc. | 12,000 | 189 | ||||
PCB Bancorp | 10,610 | 188 | ||||
FNCB Bancorp Inc. | 22,643 | 186 | ||||
ACNB Corp. | 4,637 | 185 | ||||
LCNB Corp. | 10,252 | 185 | ||||
Regional Management Corp. | 6,593 | 185 | ||||
Red River Bancshares Inc. | 3,606 | 184 | ||||
Sierra Bancorp | 8,494 | 180 | ||||
Summit Financial Group Inc. | 7,124 | 177 | ||||
Blue Ridge Bankshares Inc. | 14,200 | 177 | ||||
* | Pioneer Bancorp Inc. | 15,418 | 176 | |||
* | LendingTree Inc. | 8,224 | 175 | |||
* | Guild Holdings Co. Class A | 17,300 | 175 | |||
South Plains Financial Inc. | 6,236 | 172 | ||||
Evans Bancorp Inc. | 4,577 | 171 | ||||
Luther Burbank Corp. | 15,347 | 171 | ||||
Codorus Valley Bancorp Inc. | 7,091 | 169 | ||||
RBB Bancorp | 8,100 | 169 | ||||
National Bankshares Inc. | 4,164 | 168 | ||||
Investors Title Co. | 1,135 | 167 | ||||
Eagle Bancorp Montana Inc. | 10,100 | 163 |
Shares | Market Value• ($000) | |||||
First Bank | 11,738 | 162 | ||||
Esquire Financial Holdings Inc. | 3,649 | 158 | ||||
First Business Financial Services Inc. | 4,314 | 158 | ||||
Primis Financial Corp. | 13,308 | 158 | ||||
BCB Bancorp Inc. | 8,673 | 156 | ||||
* | Hippo Holdings Inc. | 10,907 | 148 | |||
Greene County Bancorp Inc. | 2,506 | 144 | ||||
Medallion Financial Corp. | 19,864 | 142 | ||||
Colony Bankcorp Inc. | 11,200 | 142 | ||||
Middlefield Banc Corp. | 5,094 | 140 | ||||
Western New England Bancorp Inc. | 14,848 | 140 | ||||
Greenhill & Co. Inc. | 13,600 | 139 | ||||
Sculptor Capital Management Inc. Class A | 15,482 | 134 | ||||
Chicago Atlantic Real Estate Finance Inc. | 8,900 | 134 | ||||
MVB Financial Corp. | 6,021 | 133 | ||||
Northeast Community Bancorp Inc. | 8,905 | 133 | ||||
Investar Holding Corp. | 6,106 | 131 | ||||
First Internet Bancorp | 5,320 | 129 | ||||
Fidelity D&D Bancorp Inc. | 2,713 | 128 | ||||
Norwood Financial Corp. | 3,727 | 125 | ||||
* | Ocwen Financial Corp. | 4,011 | 123 | |||
ESSA Bancorp Inc. | 5,800 | 121 | ||||
Orrstown Financial Services Inc. | 5,232 | 121 | ||||
* | World Acceptance Corp. | 1,832 | 121 | |||
Chemung Financial Corp. | 2,549 | 117 | ||||
First Northwest Bancorp | 7,546 | 116 | ||||
* | Republic First Bancorp Inc. | 54,003 | 116 | |||
Timberland Bancorp Inc. | 3,406 | 116 | ||||
BankFinancial Corp. | 10,939 | 115 | ||||
Great Ajax Corp. | 15,903 | 115 | ||||
Penns Woods Bancorp Inc. | 4,312 | 115 | ||||
First Financial Northwest Inc. | 7,628 | 114 | ||||
Riverview Bancorp Inc. | 14,806 | 114 | ||||
Bank of Princeton | 3,544 | 112 | ||||
1 | First Guaranty Bancshares Inc. | 4,784 | 112 | |||
AG Mortgage Investment Trust Inc. | 21,166 | 112 | ||||
Territorial Bancorp Inc. | 4,529 | 109 | ||||
First Community Corp. | 4,821 | 106 | ||||
Provident Bancorp Inc. | 14,580 | 106 | ||||
Parke Bancorp Inc. | 5,084 | 105 | ||||
Oppenheimer Holdings Inc. Class A | 2,396 | 101 | ||||
* | Oportun Financial Corp. | 18,084 | 100 | |||
C&F Financial Corp. | 1,671 | 97 | ||||
* | First Western Financial Inc. | 3,400 | 96 | |||
OP Bancorp | 8,347 | 93 | ||||
Associated Capital Group Inc. Class A | 2,140 | 90 | ||||
Crawford & Co. Class A | 16,065 | 89 | ||||
* | Hagerty Inc. Class A | 10,600 | 89 | |||
Unity Bancorp Inc. | 3,156 | 86 | ||||
* | Trean Insurance Group Inc. | 14,300 | 86 | |||
William Penn Bancorp | 7,000 | 85 | ||||
Donegal Group Inc. Class A | 5,852 | 83 | ||||
Bankwell Financial Group Inc. | 2,772 | 82 | ||||
Orange County Bancorp Inc. | 1,719 | 80 | ||||
SB Financial Group Inc. | 4,602 | 77 | ||||
* | Maiden Holdings Ltd. | 35,700 | 75 | |||
* | Sterling Bancorp Inc. | 12,013 | 73 | |||
* | eHealth Inc. | 14,951 | 72 | |||
* | NI Holdings Inc. | 5,165 | 69 | |||
Finward Bancorp | 1,917 | 69 | ||||
* | Citizens Inc. Class A | 31,480 | 67 | |||
Ellington Residential Mortgage REIT | 9,773 | 67 | ||||
Nexpoint Real Estate Finance Inc. | 4,115 | 65 | ||||
* | Doma Holdings Inc. | 142,400 | 64 | |||
Peoples Bancorp of North Carolina Inc. | 1,927 | 63 | ||||
Curo Group Holdings Corp. | 17,313 | 61 | ||||
Sachem Capital Corp. | 17,836 | 59 |
Shares | Market Value• ($000) | |||||
Lument Finance Trust Inc. | 30,449 | 58 | ||||
* | Security National Financial Corp. Class A | 7,802 | 57 | |||
* | Sunlight Financial Holdings Inc. | 44,155 | 57 | |||
First United Corp. | 2,828 | 56 | ||||
Meridian Corp. | 1,691 | 51 | ||||
Western Asset Mortgage Capital Corp. | 5,630 | 51 | ||||
Silvercrest Asset Management Group Inc. Class A | 2,679 | 50 | ||||
* | Consumer Portfolio Services Inc. | 5,489 | 49 | |||
Bank7 Corp. | 1,874 | 48 | ||||
Provident Financial Holdings Inc. | 3,235 | 45 | ||||
* | ACRES Commercial Realty Corp. | 5,440 | 45 | |||
CB Financial Services Inc. | 2,000 | 43 | ||||
*,1 | Bakkt Holdings Inc. | 36,100 | 43 | |||
First Savings Financial Group Inc. | 2,109 | 42 | ||||
Westwood Holdings Group Inc. | 3,791 | 42 | ||||
* | BM Technologies Inc. | 7,778 | 41 | |||
Cherry Hill Mortgage Investment Corp. | 6,865 | 40 | ||||
* | Safeguard Scientifics Inc. | 12,586 | 39 | |||
* | GoHealth Inc. Class A | 3,633 | 38 | |||
Seven Hills Realty Trust | 3,800 | 35 | ||||
AmeriServ Financial Inc. | 8,751 | 34 | ||||
US Global Investors Inc. Class A | 9,831 | 28 | ||||
* | Root Inc. Class A | 5,511 | 25 | |||
* | Great Elm Group Inc. | 10,698 | 22 | |||
Hawthorn Bancshares Inc. | 948 | 21 | ||||
Hennessy Advisors Inc. | 2,219 | 19 | ||||
Union Bankshares Inc. | 804 | 19 | ||||
Angel Oak Mortgage Inc. | 3,309 | 16 | ||||
* | Elevate Credit Inc. | 5,276 | 9 | |||
Sound Financial Bancorp Inc. | 195 | 8 | ||||
* | USCB Financial Holdings Inc. | 587 | 7 | |||
* | Nicholas Financial Inc. | 983 | 6 | |||
* | Affinity Bancshares Inc. | 367 | 6 | |||
* | NeuroOne Medical Technologies Corp. | 4,608 | 6 | |||
* | LM Funding America Inc. | 7,878 | 4 | |||
* | Finwise Bancorp | 344 | 3 | |||
* | FG Financial Group Inc. | 1,083 | 3 | |||
* | Broadway Financial Corp. | 546 | 1 | |||
3,389,617 | ||||||
Health Care (8.9%) | ||||||
UnitedHealth Group Inc. | 707,690 | 375,203 | ||||
Johnson & Johnson | 1,980,484 | 349,852 | ||||
Eli Lilly & Co. | 648,108 | 237,104 | ||||
Pfizer Inc. | 4,252,747 | 217,911 | ||||
AbbVie Inc. | 1,339,745 | 216,516 | ||||
Merck & Co. Inc. | 1,921,345 | 213,173 | ||||
Thermo Fisher Scientific Inc. | 297,072 | 163,595 | ||||
Abbott Laboratories | 1,320,280 | 144,954 | ||||
Danaher Corp. | 496,701 | 131,834 | ||||
Bristol-Myers Squibb Co. | 1,611,458 | 115,944 | ||||
Amgen Inc. | 403,748 | 106,040 | ||||
Elevance Health Inc. | 180,951 | 92,822 | ||||
Gilead Sciences Inc. | 950,442 | 81,595 | ||||
Medtronic plc | 1,008,619 | 78,390 | ||||
Cigna Corp. | 231,315 | 76,644 | ||||
* | Intuitive Surgical Inc. | 267,897 | 71,086 | |||
Stryker Corp. | 258,309 | 63,154 | ||||
* | Vertex Pharmaceuticals Inc. | 194,817 | 56,259 | |||
* | Regeneron Pharmaceuticals Inc. | 77,016 | 55,566 | |||
Becton Dickinson & Co. | 214,710 | 54,601 | ||||
* | Boston Scientific Corp. | 1,082,881 | 50,105 | |||
Humana Inc. | 95,724 | 49,029 | ||||
Zoetis Inc. Class A | 317,254 | 46,494 | ||||
* | Moderna Inc. | 247,397 | 44,437 | |||
HCA Healthcare Inc. | 160,679 | 38,557 | ||||
* | Centene Corp. | 428,850 | 35,170 | |||
* | Edwards Lifesciences Corp. | 468,381 | 34,946 |
Shares | Market Value• ($000) | |||||
Agilent Technologies Inc. | 223,908 | 33,508 | ||||
* | Dexcom Inc. | 293,152 | 33,197 | |||
* | Biogen Inc. | 108,890 | 30,154 | |||
* | IQVIA Holdings Inc. | 140,971 | 28,884 | |||
* | IDEXX Laboratories Inc. | 62,918 | 25,668 | |||
* | Illumina Inc. | 118,792 | 24,020 | |||
ResMed Inc. | 110,707 | 23,041 | ||||
* | Alnylam Pharmaceuticals Inc. | 93,864 | 22,307 | |||
Zimmer Biomet Holdings Inc. | 158,707 | 20,235 | ||||
* | Horizon Therapeutics plc | 172,063 | 19,581 | |||
Baxter International Inc. | 380,546 | 19,396 | ||||
* | Veeva Systems Inc. Class A | 106,928 | 17,256 | |||
Laboratory Corp. of America Holdings | 66,981 | 15,773 | ||||
* | Insulet Corp. | 52,359 | 15,414 | |||
Cardinal Health Inc. | 197,907 | 15,213 | ||||
* | Molina Healthcare Inc. | 44,504 | 14,696 | |||
* | BioMarin Pharmaceutical Inc. | 139,922 | 14,481 | |||
STERIS plc | 76,042 | 14,044 | ||||
* | Hologic Inc. | 185,413 | 13,871 | |||
* | Seagen Inc. | 106,561 | 13,694 | |||
PerkinElmer Inc. | 96,012 | 13,463 | ||||
Quest Diagnostics Inc. | 85,637 | 13,397 | ||||
West Pharmaceutical Services Inc. | 55,752 | 13,121 | ||||
Cooper Cos. Inc. | 37,263 | 12,322 | ||||
* | Align Technology Inc. | 56,369 | 11,888 | |||
* | Incyte Corp. | 144,035 | 11,569 | |||
Royalty Pharma plc Class A | 283,547 | 11,206 | ||||
* | Avantor Inc. | 486,800 | 10,267 | |||
Viatris Inc. | 920,055 | 10,240 | ||||
Bio-Techne Corp. | 118,708 | 9,839 | ||||
* | United Therapeutics Corp. | 34,290 | 9,536 | |||
Teleflex Inc. | 35,363 | 8,828 | ||||
* | Neurocrine Biosciences Inc. | 73,162 | 8,738 | |||
* | Charles River Laboratories International Inc. | 38,138 | 8,310 | |||
* | Henry Schein Inc. | 103,344 | 8,254 | |||
* | Sarepta Therapeutics Inc. | 62,539 | 8,104 | |||
* | Jazz Pharmaceuticals plc | 45,696 | 7,280 | |||
* | Repligen Corp. | 41,780 | 7,074 | |||
* | Bio-Rad Laboratories Inc. Class A | 15,801 | 6,644 | |||
* | Exact Sciences Corp. | 134,048 | 6,637 | |||
Universal Health Services Inc. Class B | 46,153 | 6,502 | ||||
* | Penumbra Inc. | 27,389 | 6,093 | |||
* | Novocure Ltd. | 80,176 | 5,881 | |||
* | Halozyme Therapeutics Inc. | 103,364 | 5,881 | |||
Chemed Corp. | 11,305 | 5,770 | ||||
* | Catalent Inc. | 127,637 | 5,745 | |||
* | Acadia Healthcare Co. Inc. | 69,094 | 5,688 | |||
* | Shockwave Medical Inc. | 27,435 | 5,641 | |||
* | Masimo Corp. | 38,119 | 5,640 | |||
* | Inspire Medical Systems Inc. | 21,763 | 5,482 | |||
Organon & Co. | 193,884 | 5,415 | ||||
Bruker Corp. | 78,806 | 5,386 | ||||
DENTSPLY SIRONA Inc. | 163,726 | 5,213 | ||||
Encompass Health Corp. | 75,991 | 4,545 | ||||
* | Elanco Animal Health Inc. | 366,305 | 4,476 | |||
* | Globus Medical Inc. Class A | 58,683 | 4,358 | |||
* | Envista Holdings Corp. | 124,662 | 4,197 | |||
* | Karuna Therapeutics Inc. | 20,647 | 4,057 | |||
* | Tenet Healthcare Corp. | 82,587 | 4,029 | |||
* | HealthEquity Inc. | 64,526 | 3,977 | |||
* | Ionis Pharmaceuticals Inc. | 105,227 | 3,974 | |||
* | Exelixis Inc. | 240,728 | 3,861 | |||
Ensign Group Inc. | 39,609 | 3,747 | ||||
* | Medpace Holdings Inc. | 17,475 | 3,712 | |||
* | LHC Group Inc. | 22,742 | 3,677 | |||
* | Apellis Pharmaceuticals Inc. | 70,091 | 3,624 | |||
* | Option Care Health Inc. | 118,567 | 3,568 |
Shares | Market Value• ($000) | |||||
Perrigo Co. plc | 100,709 | 3,433 | ||||
* | Azenta Inc. | 58,086 | 3,382 | |||
* | Intra-Cellular Therapies Inc. | 63,784 | 3,375 | |||
* | QuidelOrtho Corp. | 38,302 | 3,281 | |||
* | Alkermes plc | 125,158 | 3,270 | |||
* | Madrigal Pharmaceuticals Inc. | 11,130 | 3,230 | |||
* | Arrowhead Pharmaceuticals Inc. | 79,044 | 3,206 | |||
* | Natera Inc. | 78,982 | 3,173 | |||
Premier Inc. Class A | 90,591 | 3,169 | ||||
* | Integra LifeSciences Holdings Corp. | 55,564 | 3,115 | |||
* | Haemonetics Corp. | 39,119 | 3,077 | |||
* | Cytokinetics Inc. | 66,853 | 3,063 | |||
* | Merit Medical Systems Inc. | 42,263 | 2,985 | |||
* | Prometheus Biosciences Inc. | 26,415 | 2,906 | |||
* | Syneos Health Inc. | 78,208 | 2,869 | |||
* | DaVita Inc. | 37,693 | 2,815 | |||
* | Vaxcyte Inc. | 56,232 | 2,696 | |||
* | ICU Medical Inc. | 17,003 | 2,678 | |||
* | Amicus Therapeutics Inc. | 215,043 | 2,626 | |||
* | Teladoc Health Inc. | 110,442 | 2,612 | |||
* | Lantheus Holdings Inc. | 50,813 | 2,589 | |||
* | agilon health Inc. | 156,241 | 2,522 | |||
* | 10X Genomics Inc. Class A | 67,905 | 2,474 | |||
* | Axonics Inc. | 38,939 | 2,435 | |||
* | Ultragenyx Pharmaceutical Inc. | 52,184 | 2,418 | |||
* | Doximity Inc. Class A | 70,359 | 2,361 | |||
* | Neogen Corp. | 152,628 | 2,325 | |||
* | Denali Therapeutics Inc. | 82,972 | 2,307 | |||
* | Prestige Consumer Healthcare Inc. | 36,399 | 2,279 | |||
* | 1Life Healthcare Inc. | 134,893 | 2,254 | |||
* | Oak Street Health Inc. | 103,803 | 2,233 | |||
* | IVERIC bio Inc. | 102,213 | 2,188 | |||
* | Tandem Diabetes Care Inc. | 48,374 | 2,174 | |||
* | PTC Therapeutics Inc. | 56,936 | 2,173 | |||
* | Intellia Therapeutics Inc. | 61,738 | 2,154 | |||
* | Amedisys Inc. | 24,976 | 2,086 | |||
* | Axsome Therapeutics Inc. | 26,806 | 2,068 | |||
* | Insmed Inc. | 102,706 | 2,052 | |||
* | iRhythm Technologies Inc. | 21,727 | 2,035 | |||
* | Guardant Health Inc. | 74,779 | 2,034 | |||
* | Blueprint Medicines Corp. | 45,871 | 2,010 | |||
* | Inari Medical Inc. | 31,534 | 2,004 | |||
CONMED Corp. | 22,493 | 1,994 | ||||
* | Beam Therapeutics Inc. | 50,511 | 1,975 | |||
* | Akero Therapeutics Inc. | 35,317 | 1,935 | |||
Select Medical Holdings Corp. | 76,045 | 1,888 | ||||
Patterson Cos. Inc. | 67,060 | 1,880 | ||||
* | Vir Biotechnology Inc. | 73,906 | 1,871 | |||
* | Progyny Inc. | 58,912 | 1,835 | |||
* | Evolent Health Inc. Class A | 65,199 | 1,831 | |||
* | Enovis Corp. | 34,183 | 1,829 | |||
* | STAAR Surgical Co. | 37,070 | 1,799 | |||
* | Mirati Therapeutics Inc. | 38,568 | 1,748 | |||
* | Omnicell Inc. | 33,920 | 1,710 | |||
* | Integer Holdings Corp. | 24,469 | 1,675 | |||
* | NuVasive Inc. | 40,501 | 1,670 | |||
* | REVOLUTION Medicines Inc. | 67,941 | 1,618 | |||
* | BioCryst Pharmaceuticals Inc. | 140,809 | 1,616 | |||
* | Celldex Therapeutics Inc. | 36,000 | 1,605 | |||
* | Signify Health Inc. Class A | 55,448 | 1,589 | |||
* | Ginkgo Bioworks Holdings Inc. Class A | 921,886 | 1,558 | |||
* | ACADIA Pharmaceuticals Inc. | 96,465 | 1,536 | |||
* | Cerevel Therapeutics Holdings Inc. | 48,100 | 1,517 | |||
* | Glaukos Corp. | 34,543 | 1,509 | |||
* | Certara Inc. | 92,516 | 1,487 | |||
* | AtriCure Inc. | 32,970 | 1,463 | |||
* | Supernus Pharmaceuticals Inc. | 40,997 | 1,462 |
Shares | Market Value• ($000) | |||||
* | Silk Road Medical Inc. | 27,451 | 1,451 | |||
* | TransMedics Group Inc. | 22,931 | 1,415 | |||
* | Relay Therapeutics Inc. | 93,645 | 1,399 | |||
* | Catalyst Pharmaceuticals Inc. | 75,000 | 1,395 | |||
* | Amylyx Pharmaceuticals Inc. | 37,632 | 1,391 | |||
* | Sage Therapeutics Inc. | 36,248 | 1,382 | |||
* | Corcept Therapeutics Inc. | 67,403 | 1,369 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 107,020 | 1,326 | |||
* | Phreesia Inc. | 40,622 | 1,315 | |||
* | Pacific Biosciences of California Inc. | 160,575 | 1,314 | |||
* | Surgery Partners Inc. | 46,757 | 1,303 | |||
* | Pacira BioSciences Inc. | 33,454 | 1,292 | |||
* | Arvinas Inc. | 37,694 | 1,290 | |||
* | Xencor Inc. | 48,973 | 1,275 | |||
* | Veracyte Inc. | 53,419 | 1,268 | |||
* | Addus HomeCare Corp. | 12,566 | 1,250 | |||
* | Maravai LifeSciences Holdings Inc. Class A | 85,735 | 1,227 | |||
* | Syndax Pharmaceuticals Inc. | 48,187 | 1,226 | |||
* | Krystal Biotech Inc. | 15,447 | 1,224 | |||
* | Rhythm Pharmaceuticals Inc. | 40,461 | 1,178 | |||
* | TG Therapeutics Inc. | 98,767 | 1,168 | |||
* | Harmony Biosciences Holdings Inc. | 21,170 | 1,166 | |||
* | Agios Pharmaceuticals Inc. | 41,488 | 1,165 | |||
* | AdaptHealth Corp. Class A | 60,235 | 1,158 | |||
* | Revance Therapeutics Inc. | 62,192 | 1,148 | |||
* | Meridian Bioscience Inc. | 34,159 | 1,134 | |||
* | Avidity Biosciences Inc. | 50,315 | 1,116 | |||
Embecta Corp. | 43,642 | 1,104 | ||||
* | MannKind Corp. | 202,620 | 1,068 | |||
*,1 | PROCEPT BioRobotics Corp. | 25,518 | 1,060 | |||
* | SpringWorks Therapeutics Inc. | 40,506 | 1,054 | |||
* | FibroGen Inc. | 65,127 | 1,043 | |||
* | Nevro Corp. | 26,322 | 1,042 | |||
* | Owens & Minor Inc. | 53,373 | 1,042 | |||
* | Dynavax Technologies Corp. | 97,461 | 1,037 | |||
* | CorVel Corp. | 6,985 | 1,015 | |||
* | Chinook Therapeutics Inc. | 37,944 | 994 | |||
* | Privia Health Group Inc. | 43,538 | 989 | |||
* | Travere Therapeutics Inc. | 46,950 | 987 | |||
* | Pediatrix Medical Group Inc. | 65,446 | 973 | |||
* | Vericel Corp. | 36,244 | 955 | |||
* | Avanos Medical Inc. | 34,214 | 926 | |||
* | Twist Bioscience Corp. | 38,555 | 918 | |||
* | R1 RCM Inc. | 83,102 | 910 | |||
* | Replimune Group Inc. | 33,343 | 907 | |||
* | Outset Medical Inc. | 34,549 | 892 | |||
* | DICE Therapeutics Inc. | 28,573 | 891 | |||
* | ModivCare Inc. | 9,812 | 880 | |||
* | Ligand Pharmaceuticals Inc. | 13,152 | 879 | |||
* | Keros Therapeutics Inc. | 17,969 | 863 | |||
* | Apollo Medical Holdings Inc. | 28,897 | 855 | |||
*,1 | Cassava Sciences Inc. | 28,700 | 848 | |||
* | Myriad Genetics Inc. | 57,956 | 841 | |||
* | Kymera Therapeutics Inc. | 33,379 | 833 | |||
* | ImmunoGen Inc. | 166,161 | 824 | |||
* | Reata Pharmaceuticals Inc. Class A | 21,633 | 822 | |||
* | Rocket Pharmaceuticals Inc. | 41,980 | 822 | |||
* | Viridian Therapeutics Inc. | 27,741 | 810 | |||
US Physical Therapy Inc. | 9,960 | 807 | ||||
* | NeoGenomics Inc. | 87,102 | 805 | |||
* | Warby Parker Inc. Class A | 59,524 | 803 | |||
* | NextGen Healthcare Inc. | 42,598 | 800 | |||
* | Arcus Biosciences Inc. | 37,550 | 777 | |||
* | Immunovant Inc. | 43,400 | 770 | |||
* | Alignment Healthcare Inc. | 64,789 | 762 | |||
* | Amphastar Pharmaceuticals Inc. | 27,177 | 761 | |||
* | Ideaya Biosciences Inc. | 41,678 | 757 |
Shares | Market Value• ($000) | |||||
* | Ventyx Biosciences Inc. | 23,028 | 755 | |||
* | Provention Bio Inc. | 69,933 | 739 | |||
* | Adaptive Biotechnologies Corp. | 95,724 | 731 | |||
* | Day One Biopharmaceuticals Inc. | 33,661 | 724 | |||
* | Arcellx Inc. | 23,184 | 718 | |||
* | UFP Technologies Inc. | 6,036 | 712 | |||
* | Aclaris Therapeutics Inc. | 44,964 | 708 | |||
LeMaitre Vascular Inc. | 15,395 | 708 | ||||
* | Imago Biosciences Inc. | 19,679 | 707 | |||
Healthcare Services Group Inc. | 58,412 | 701 | ||||
* | Iovance Biotherapeutics Inc. | 109,347 | 699 | |||
* | Innoviva Inc. | 52,415 | 694 | |||
* | RadNet Inc. | 36,356 | 685 | |||
* | Cytek Biosciences Inc. | 66,218 | 676 | |||
* | Enanta Pharmaceuticals Inc. | 14,469 | 673 | |||
* | Inhibrx Inc. | 27,165 | 669 | |||
* | Recursion Pharmaceuticals Inc. Class A | 86,532 | 667 | |||
* | Arcutis Biotherapeutics Inc. | 44,906 | 665 | |||
* | Novavax Inc. | 64,400 | 662 | |||
* | Geron Corp. | 272,053 | 658 | |||
* | REGENXBIO Inc. | 28,991 | 658 | |||
* | Sotera Health Co. | 78,231 | 652 | |||
* | Fate Therapeutics Inc. | 63,965 | 645 | |||
* | Crinetics Pharmaceuticals Inc. | 34,649 | 634 | |||
* | Bridgebio Pharma Inc. | 82,622 | 630 | |||
* | Kura Oncology Inc. | 50,715 | 629 | |||
* | Nuvalent Inc. Class A | 21,066 | 627 | |||
* | Verve Therapeutics Inc. | 32,020 | 620 | |||
* | American Well Corp. Class A | 218,727 | 619 | |||
National HealthCare Corp. | 10,338 | 615 | ||||
* | Zentalis Pharmaceuticals Inc. | 30,301 | 610 | |||
* | ADMA Biologics Inc. | 156,471 | 607 | |||
* | Hims & Hers Health Inc. | 94,600 | 606 | |||
* | Agenus Inc. | 251,217 | 603 | |||
* | Varex Imaging Corp. | 29,662 | 602 | |||
* | ViewRay Inc. | 134,216 | 601 | |||
* | Treace Medical Concepts Inc. | 26,140 | 601 | |||
* | Avid Bioservices Inc. | 43,517 | 599 | |||
* | Deciphera Pharmaceuticals Inc. | 36,510 | 598 | |||
* | Altimmune Inc. | 35,370 | 582 | |||
* | Viking Therapeutics Inc. | 61,875 | 582 | |||
National Research Corp. | 15,398 | 574 | ||||
* | Collegium Pharmaceutical Inc. | 24,298 | 564 | |||
* | Cutera Inc. | 12,390 | 548 | |||
* | Morphic Holding Inc. | 20,300 | 543 | |||
* | BioLife Solutions Inc. | 29,559 | 538 | |||
* | AnaptysBio Inc. | 17,100 | 530 | |||
* | Cerus Corp. | 145,208 | 530 | |||
* | 23andMe Holding Co. | 245,300 | 530 | |||
* | Pliant Therapeutics Inc. | 27,222 | 526 | |||
* | CTI BioPharma Corp. | 86,776 | 522 | |||
* | Theravance Biopharma Inc. | 46,501 | 522 | |||
* | Enhabit Inc. | 39,395 | 518 | |||
* | Cogent Biosciences Inc. | 44,653 | 516 | |||
* | Anavex Life Sciences Corp. | 55,577 | 515 | |||
* | Alphatec Holdings Inc. | 41,167 | 508 | |||
Atrion Corp. | 896 | 501 | ||||
* | Heska Corp. | 8,036 | 500 | |||
* | EQRx Inc. | 200,300 | 493 | |||
* | Paragon 28 Inc. | 25,752 | 492 | |||
* | Editas Medicine Inc. Class A | 54,137 | 480 | |||
* | Coherus Biosciences Inc. | 60,235 | 477 | |||
* | Agiliti Inc. | 28,916 | 472 | |||
*,1 | Point Biopharma Global Inc. | 63,922 | 466 | |||
* | OrthoPediatrics Corp. | 11,689 | 464 | |||
*,1 | Zymeworks Inc. | 58,200 | 457 | |||
* | Bluebird Bio Inc. | 65,600 | 454 |
Shares | Market Value• ($000) | |||||
* | Accolade Inc. | 57,610 | 449 | |||
* | Fulgent Genetics Inc. | 15,018 | 447 | |||
* | Cardiovascular Systems Inc. | 32,605 | 444 | |||
* | Allakos Inc. | 52,074 | 438 | |||
* | RAPT Therapeutics Inc. | 21,985 | 435 | |||
* | AngioDynamics Inc. | 31,392 | 432 | |||
* | Intercept Pharmaceuticals Inc. | 34,100 | 422 | |||
* | Emergent BioSolutions Inc. | 35,612 | 421 | |||
* | CareDx Inc. | 36,859 | 421 | |||
* | Surmodics Inc. | 12,342 | 421 | |||
* | Ardelyx Inc. | 146,000 | 416 | |||
* | Castle Biosciences Inc. | 17,567 | 414 | |||
* | Sangamo Therapeutics Inc. | 130,822 | 411 | |||
* | 4D Molecular Therapeutics Inc. | 18,526 | 411 | |||
* | Allogene Therapeutics Inc. | 65,133 | 410 | |||
*,1 | Sharecare Inc. | 251,400 | 402 | |||
* | Kezar Life Sciences Inc. | 56,967 | 401 | |||
* | Brookdale Senior Living Inc. | 146,031 | 399 | |||
* | Community Health Systems Inc. | 92,456 | 399 | |||
* | Cymabay Therapeutics Inc. | 63,502 | 398 | |||
* | Artivion Inc. | 32,432 | 393 | |||
* | Anika Therapeutics Inc. | 13,242 | 392 | |||
* | Seres Therapeutics Inc. | 69,975 | 392 | |||
* | Tango Therapeutics Inc. | 53,400 | 387 | |||
* | OPKO Health Inc. | 308,361 | 385 | |||
* | Mirum Pharmaceuticals Inc. | 19,537 | 381 | |||
* | Protagonist Therapeutics Inc. | 33,765 | 368 | |||
* | Mersana Therapeutics Inc. | 62,604 | 367 | |||
* | Lyell Immunopharma Inc. | 105,726 | 367 | |||
* | HealthStream Inc. | 14,691 | 365 | |||
* | MaxCyte Inc. | 66,640 | 364 | |||
* | Health Catalyst Inc. | 34,173 | 363 | |||
* | Cara Therapeutics Inc. | 33,414 | 359 | |||
* | ANI Pharmaceuticals Inc. | 8,894 | 358 | |||
* | Alector Inc. | 38,347 | 354 | |||
* | Inogen Inc. | 17,882 | 352 | |||
* | Orthofix Medical Inc. | 17,120 | 351 | |||
*,1 | ImmunityBio Inc. | 68,635 | 348 | |||
* | Computer Programs & Systems Inc. | 12,734 | 347 | |||
* | Albireo Pharma Inc. | 15,900 | 344 | |||
* | DocGo Inc. | 48,700 | 344 | |||
* | Nektar Therapeutics Class A | 151,005 | 341 | |||
* | Quanterix Corp. | 24,560 | 340 | |||
* | Compass Therapeutics Inc. | 66,900 | 337 | |||
* | Senseonics Holdings Inc. | 324,200 | 334 | |||
* | PMV Pharmaceuticals Inc. | 37,924 | 330 | |||
* | Nurix Therapeutics Inc. | 29,820 | 327 | |||
* | Arcturus Therapeutics Holdings Inc. | 19,143 | 325 | |||
*,1 | Bionano Genomics Inc. | 222,000 | 324 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 21,265 | 319 | |||
* | AVEO Pharmaceuticals Inc. | 21,170 | 316 | |||
* | iTeos Therapeutics Inc. | 16,182 | 316 | |||
* | LifeStance Health Group Inc. | 63,584 | 314 | |||
* | MacroGenics Inc. | 46,700 | 313 | |||
1 | Zynex Inc. | 22,504 | 313 | |||
Utah Medical Products Inc. | 3,090 | 311 | ||||
* | Vanda Pharmaceuticals Inc. | 41,986 | 310 | |||
* | 89bio Inc. | 24,064 | 306 | |||
* | Aldeyra Therapeutics Inc. | 43,700 | 304 | |||
* | Invitae Corp. | 162,468 | 302 | |||
* | Astria Therapeutics Inc. | 20,200 | 301 | |||
*,1 | Bioxcel Therapeutics Inc. | 13,911 | 299 | |||
* | Esperion Therapeutics Inc. | 47,475 | 296 | |||
* | OraSure Technologies Inc. | 61,474 | 296 | |||
* | Multiplan Corp. | 257,400 | 296 | |||
* | Axogen Inc. | 29,257 | 292 | |||
* | SI-BONE Inc. | 21,195 | 288 |
Shares | Market Value• ($000) | |||||
* | NanoString Technologies Inc. | 35,956 | 287 | |||
* | CVRx Inc. | 15,660 | 287 | |||
* | Dyne Therapeutics Inc. | 24,345 | 282 | |||
* | CinCor Pharma Inc. | 22,838 | 281 | |||
* | Sorrento Therapeutics Inc. | 314,576 | 279 | |||
* | Eagle Pharmaceuticals Inc. | 9,445 | 276 | |||
* | Inovio Pharmaceuticals Inc. | 175,516 | 274 | |||
* | Edgewise Therapeutics Inc. | 30,691 | 274 | |||
*,1 | Sana Biotechnology Inc. | 69,018 | 273 | |||
* | 2seventy bio Inc. | 28,044 | 263 | |||
* | Harrow Health Inc. | 17,757 | 262 | |||
* | GoodRx Holdings Inc. Class A | 56,002 | 261 | |||
* | PDS Biotechnology Corp. | 19,304 | 255 | |||
* | Erasca Inc. | 59,061 | 255 | |||
* | Sutro Biopharma Inc. | 30,272 | 245 | |||
* | Cullinan Oncology Inc. | 22,492 | 237 | |||
* | Pennant Group Inc. | 21,097 | 232 | |||
* | OmniAb Inc. | 64,445 | 232 | |||
* | Liquidia Corp. | 35,629 | 227 | |||
* | IGM Biosciences Inc. | 13,283 | 226 | |||
* | Fulcrum Therapeutics Inc. | 31,012 | 226 | |||
* | NGM Biopharmaceuticals Inc. | 44,858 | 225 | |||
* | Adicet Bio Inc. | 25,167 | 225 | |||
* | HilleVax Inc. | 13,435 | 225 | |||
* | Atea Pharmaceuticals Inc. | 46,519 | 224 | |||
* | RxSight Inc. | 17,417 | 221 | |||
* | Scholar Rock Holding Corp. | 24,294 | 220 | |||
*,1 | Assertio Holdings Inc. | 51,200 | 220 | |||
* | Sight Sciences Inc. | 17,683 | 216 | |||
* | SomaLogic Inc. | 85,614 | 215 | |||
* | Codexis Inc. | 46,017 | 214 | |||
* | Clover Health Investments Corp. Class A | 230,600 | 214 | |||
* | Vera Therapeutics Inc. Class A | 11,052 | 214 | |||
* | Atara Biotherapeutics Inc. | 64,886 | 213 | |||
* | Seer Inc. Class A | 36,017 | 209 | |||
Phibro Animal Health Corp. Class A | 15,356 | 206 | ||||
* | Vigil Neuroscience Inc. | 16,464 | 206 | |||
* | Actinium Pharmaceuticals Inc. | 19,281 | 205 | |||
*,1 | Butterfly Network Inc. | 83,143 | 205 | |||
* | Apollo Endosurgery Inc. | 20,415 | 204 | |||
* | Terns Pharmaceuticals Inc. | 20,013 | 204 | |||
* | PetIQ Inc. Class A | 21,893 | 202 | |||
SIGA Technologies Inc. | 27,490 | 202 | ||||
* | Heron Therapeutics Inc. | 78,614 | 197 | |||
* | Innovage Holding Corp. | 27,400 | 197 | |||
* | SeaSpine Holdings Corp. | 23,457 | 196 | |||
* | Biomea Fusion Inc. | 23,300 | 196 | |||
* | Ocugen Inc. | 150,100 | 195 | |||
* | CareMax Inc. | 53,555 | 195 | |||
* | Karyopharm Therapeutics Inc. | 56,638 | 193 | |||
* | OptimizeRx Corp. | 11,439 | 192 | |||
* | Tarsus Pharmaceuticals Inc. | 13,070 | 192 | |||
* | Evolus Inc. | 25,400 | 191 | |||
* | C4 Therapeutics Inc. | 31,822 | 188 | |||
* | Tactile Systems Technology Inc. | 16,140 | 185 | |||
* | Nuvation Bio Inc. | 96,553 | 185 | |||
* | BioAtla Inc. | 22,308 | 184 | |||
* | Pulmonx Corp. | 21,458 | 181 | |||
* | Caribou Biosciences Inc. | 28,884 | 181 | |||
* | Rigel Pharmaceuticals Inc. | 119,340 | 179 | |||
* | Concert Pharmaceuticals Inc. | 30,400 | 178 | |||
* | G1 Therapeutics Inc. | 32,793 | 178 | |||
* | Kodiak Sciences Inc. | 24,897 | 178 | |||
*,1 | Cabaletta Bio Inc. | 18,792 | 174 | |||
* | Poseida Therapeutics Inc. Class A | 32,859 | 174 | |||
* | Avita Medical Inc. | 25,856 | 171 | |||
*,1 | Aadi Bioscience Inc. | 13,200 | 170 |
Shares | Market Value• ($000) | |||||
* | 908 Devices Inc. | 22,158 | 169 | |||
* | GlycoMimetics Inc. | 54,900 | 166 | |||
* | Icosavax Inc. | 20,890 | 166 | |||
* | Ocular Therapeutix Inc. | 58,771 | 165 | |||
*,1 | Vor BioPharma Inc. | 24,842 | 165 | |||
* | Akoya Biosciences Inc. | 17,202 | 165 | |||
* | Amneal Pharmaceuticals Inc. | 81,700 | 163 | |||
*,1 | Alpine Immune Sciences Inc. | 22,030 | 162 | |||
* | Cano Health Inc. | 117,504 | 161 | |||
* | Phathom Pharmaceuticals Inc. | 14,260 | 160 | |||
* | Mallinckrodt plc | 20,600 | 160 | |||
* | Viemed Healthcare Inc. | 20,899 | 158 | |||
* | Kinnate Biopharma Inc. | 25,767 | 157 | |||
* | KalVista Pharmaceuticals Inc. | 23,051 | 156 | |||
* | Design Therapeutics Inc. | 15,079 | 155 | |||
* | ARS Pharmaceuticals Inc. | 17,900 | 153 | |||
* | MiMedx Group Inc. | 55,000 | 153 | |||
* | Zimvie Inc. | 16,330 | 153 | |||
* | InfuSystem Holdings Inc. | 17,567 | 152 | |||
* | Gossamer Bio Inc. | 69,585 | 151 | |||
* | Lineage Cell Therapeutics Inc. | 128,266 | 150 | |||
* | Marinus Pharmaceuticals Inc. | 37,350 | 149 | |||
* | Entrada Therapeutics Inc. | 11,007 | 149 | |||
* | ALX Oncology Holdings Inc. | 13,029 | 147 | |||
* | Quantum-Si Inc. | 80,152 | 147 | |||
* | Capricor Therapeutics Inc. | 37,500 | 145 | |||
* | Arbutus Biopharma Corp. | 62,345 | 145 | |||
* | ORIC Pharmaceuticals Inc. | 24,507 | 144 | |||
* | Aura Biosciences Inc. | 13,713 | 144 | |||
* | Omega Therapeutics Inc. | 25,050 | 143 | |||
* | Gritstone bio Inc. | 39,937 | 138 | |||
* | Organogenesis Holdings Inc. Class A | 51,218 | 138 | |||
* | Stoke Therapeutics Inc. | 14,884 | 137 | |||
* | Cue Health Inc. | 66,007 | 137 | |||
*,1 | Prime Medicine Inc. | 7,342 | 136 | |||
* | Lexicon Pharmaceuticals Inc. | 70,832 | 135 | |||
* | Neuronetics Inc. | 19,481 | 134 | |||
* | Joint Corp. | 9,539 | 133 | |||
* | scPharmaceuticals Inc. | 18,200 | 130 | |||
* | Bright Health Group Inc. | 199,923 | 130 | |||
* | Accuray Inc. | 61,258 | 128 | |||
* | Rallybio Corp. | 19,513 | 128 | |||
* | Voyager Therapeutics Inc. | 20,900 | 127 | |||
* | Y-mAbs Therapeutics Inc. | 25,975 | 127 | |||
*,1 | Zomedica Corp. | 759,400 | 124 | |||
*,1 | Outlook Therapeutics Inc. | 111,564 | 120 | |||
* | Summit Therapeutics Inc. | 28,141 | 120 | |||
* | Puma Biotechnology Inc. | 28,100 | 119 | |||
* | Allovir Inc. | 22,947 | 118 | |||
* | Nkarta Inc. | 19,414 | 116 | |||
* | Savara Inc. | 73,243 | 114 | |||
* | Precigen Inc. | 73,808 | 112 | |||
* | Janux Therapeutics Inc. | 8,474 | 112 | |||
*,1 | Omeros Corp. | 49,283 | 111 | |||
*,1 | Aerovate Therapeutics Inc. | 3,763 | 110 | |||
* | Celcuity Inc. | 7,727 | 108 | |||
* | Optinose Inc. | 57,600 | 107 | |||
* | Chimerix Inc. | 57,135 | 106 | |||
* | Xeris Biopharma Holdings Inc. | 79,815 | 106 | |||
* | ClearPoint Neuro Inc. | 12,373 | 105 | |||
* | Generation Bio Co. | 26,818 | 105 | |||
* | Rani Therapeutics Holdings Inc. Class A | 17,809 | 105 | |||
* | Merrimack Pharmaceuticals Inc. | 9,104 | 104 | |||
* | Beyond Air Inc. | 15,642 | 102 | |||
* | Dare Bioscience Inc. | 122,500 | 102 | |||
* | Selecta Biosciences Inc. | 90,109 | 102 | |||
* | Berkeley Lights Inc. | 37,687 | 101 |
Shares | Market Value• ($000) | |||||
* | FONAR Corp. | 5,825 | 98 | |||
*,2 | PDL BioPharma Inc. | 78,003 | 98 | |||
* | Immuneering Corp. Class A | 20,162 | 98 | |||
* | Tabula Rasa HealthCare Inc. | 19,595 | 97 | |||
* | Tyra Biosciences Inc. | 12,400 | 94 | |||
* | Monte Rosa Therapeutics Inc. | 12,228 | 93 | |||
* | Vicarious Surgical Inc. Class A | 44,962 | 91 | |||
*,1 | KemPharm Inc. | 19,400 | 89 | |||
* | KORU Medical Systems Inc. | 24,374 | 87 | |||
* | Invivyd Inc. | 58,006 | 87 | |||
*,1 | Vaxart Inc. | 88,300 | 85 | |||
* | Athira Pharma Inc. | 26,677 | 85 | |||
* | Absci Corp. | 40,420 | 85 | |||
*,1 | Citius Pharmaceuticals Inc. | 106,287 | 84 | |||
*,1 | CorMedix Inc. | 19,865 | 84 | |||
* | XOMA Corp. | 4,561 | 84 | |||
* | Matinas BioPharma Holdings Inc. | 164,758 | 82 | |||
* | ChromaDex Corp. | 47,403 | 80 | |||
* | Ovid therapeutics Inc. | 43,087 | 80 | |||
*,1 | Alaunos Therapeutics Inc. | 122,715 | 80 | |||
* | Genprex Inc. | 54,200 | 79 | |||
* | Semler Scientific Inc. | 2,400 | 79 | |||
* | Electromed Inc. | 7,476 | 78 | |||
* | Societal CDMO Inc. | 52,074 | 78 | |||
* | Sesen Bio Inc. | 128,046 | 78 | |||
* | Talkspace Inc. | 127,138 | 78 | |||
* | Larimar Therapeutics Inc. | 18,649 | 77 | |||
* | Enzo Biochem Inc. | 53,422 | 76 | |||
iRadimed Corp. | 2,691 | 76 | ||||
* | EyePoint Pharmaceuticals Inc. | 21,612 | 76 | |||
*,1 | CEL - SCI Corp. | ��31,842 | 75 | |||
* | CytomX Therapeutics Inc. | 46,219 | 74 | |||
* | Annexon Inc. | 14,204 | 73 | |||
* | Inotiv Inc. | 14,694 | 73 | |||
* | Cue Biopharma Inc. | 25,288 | 72 | |||
* | Relmada Therapeutics Inc. | 20,489 | 72 | |||
* | Harvard Bioscience Inc. | 25,649 | 71 | |||
* | Stereotaxis Inc. | 34,516 | 71 | |||
* | Celularity Inc. Class A | 54,700 | 71 | |||
*,1 | Asensus Surgical Inc. Class A | 202,501 | 70 | |||
* | Akebia Therapeutics Inc. | 119,228 | 69 | |||
* | Paratek Pharmaceuticals Inc. | 36,785 | 69 | |||
* | Taysha Gene Therapies Inc. | 29,618 | 67 | |||
* | Foghorn Therapeutics Inc. | 10,206 | 65 | |||
* | Olema Pharmaceuticals Inc. | 26,604 | 65 | |||
* | Oncology Institute Inc. | 39,500 | 65 | |||
* | Third Harmonic Bio Inc. | 14,820 | 64 | |||
* | Standard BioTools Inc. | 54,000 | 63 | |||
* | Orgenesis Inc. | 32,261 | 63 | |||
* | Durect Corp. | 18,079 | 63 | |||
* | Tenaya Therapeutics Inc. | 30,884 | 62 | |||
* | Sensus Healthcare Inc. | 8,033 | 60 | |||
* | Bioventus Inc. Class A | 23,179 | 60 | |||
* | Praxis Precision Medicines Inc. | 24,467 | 58 | |||
*,1 | P3 Health Partners Inc. | 31,700 | 58 | |||
* | Co-Diagnostics Inc. | 22,573 | 57 | |||
* | Shattuck Labs Inc. | 24,751 | 57 | |||
* | CytoSorbents Corp. | 35,641 | 55 | |||
* | Tela Bio Inc. | 4,801 | 55 | |||
*,1 | Annovis Bio Inc. | 4,100 | 55 | |||
* | Anixa Biosciences Inc. | 12,599 | 54 | |||
* | Singular Genomics Systems Inc. | 26,684 | 54 | |||
* | Humacyte Inc. | 25,479 | 54 | |||
*,1 | Checkpoint Therapeutics Inc. | 10,582 | 54 | |||
* | Atossa Therapeutics Inc. | 98,096 | 52 | |||
* | Passage Bio Inc. | 38,001 | 52 | |||
* | Apyx Medical Corp. | 21,359 | 50 |
Shares | Market Value• ($000) | |||||
* | Verastem Inc. | 123,360 | 50 | |||
* | Seelos Therapeutics Inc. | 73,332 | 50 | |||
* | Kronos Bio Inc. | 30,839 | 50 | |||
* | Ikena Oncology Inc. | 18,053 | 48 | |||
* | Verrica Pharmaceuticals Inc. | 16,816 | 46 | |||
* | IMARA Inc. | 11,325 | 46 | |||
* | Prelude Therapeutics Inc. | 7,538 | 46 | |||
* | Alpha Teknova Inc. | 8,236 | 46 | |||
* | Personalis Inc. | 22,769 | 45 | |||
* | Infinity Pharmaceuticals Inc. | 80,200 | 45 | |||
* | Forian Inc. | 16,600 | 45 | |||
* | Spectrum Pharmaceuticals Inc. | 118,300 | 44 | |||
*,1,2 | Tobira Therapeutics Inc. CVR Exp. 12/31/28 | 9,469 | 43 | |||
* | aTyr Pharma Inc. | 19,720 | 43 | |||
* | Viracta Therapeutics Inc. | 29,734 | 43 | |||
* | XBiotech Inc. | 11,679 | 41 | |||
* | Vapotherm Inc. | 14,711 | 40 | |||
* | Cidara Therapeutics Inc. | 52,829 | 40 | |||
* | Century Therapeutics Inc. | 7,713 | 40 | |||
* | DiaMedica Therapeutics Inc. | 24,554 | 39 | |||
*,1 | Eton Pharmaceuticals Inc. | 13,900 | 39 | |||
* | Accelerate Diagnostics Inc. | 53,242 | 38 | |||
* | Clearside Biomedical Inc. | 33,500 | 38 | |||
*,1 | BrainStorm Cell Therapeutics Inc. | 22,317 | 37 | |||
* | Biodesix Inc. | 15,913 | 37 | |||
* | Graphite Bio Inc. | 11,215 | 37 | |||
* | Curis Inc. | 66,098 | 36 | |||
* | Trevi Therapeutics Inc. | 18,542 | 36 | |||
* | Evelo Biosciences Inc. | 22,014 | 35 | |||
*,1 | SELLAS Life Sciences Group Inc. | 14,905 | 35 | |||
* | Cardiff Oncology Inc. | 24,797 | 35 | |||
* | Sema4 Holdings Corp. | 132,235 | 35 | |||
*,1 | DermTech Inc. | 19,000 | 34 | |||
* | iCAD Inc. | 18,133 | 33 | |||
*,1 | Spero Therapeutics Inc. | 19,238 | 33 | |||
* | Satsuma Pharmaceuticals Inc. | 35,300 | 32 | |||
* | SmileDirectClub Inc. Class A | 90,900 | 32 | |||
* | Synlogic Inc. | 42,408 | 32 | |||
* | Oncternal Therapeutics Inc. | 32,400 | 32 | |||
* | Inmune Bio Inc. | 5,000 | 32 | |||
* | Decibel Therapeutics Inc. | 15,840 | 32 | |||
* | Galectin Therapeutics Inc. | 26,902 | 30 | |||
* | MyMD Pharmaceuticals Inc. | 25,990 | 30 | |||
* | Sensei Biotherapeutics Inc. | 19,290 | 29 | |||
*,1 | TherapeuticsMD Inc. | 5,268 | 29 | |||
* | Jounce Therapeutics Inc. | 24,864 | 28 | |||
* | Science 37 Holdings Inc. | 68,300 | 28 | |||
* | PAVmed Inc. | 56,600 | 27 | |||
* | PepGen Inc. | 2,011 | 27 | |||
* | Retractable Technologies Inc. | 15,700 | 26 | |||
* | Instil Bio Inc. | 41,166 | 26 | |||
* | ATI Physical Therapy Inc. | 85,900 | 26 | |||
* | Immunome Inc. | 11,471 | 25 | |||
* | Talaris Therapeutics Inc. | 24,089 | 25 | |||
* | UNITY Biotechnology Inc. | 9,250 | 25 | |||
* | Eiger BioPharmaceuticals Inc. | 19,995 | 24 | |||
* | SCYNEXIS Inc. | 15,090 | 24 | |||
*,1 | Clene Inc. | 23,900 | 24 | |||
*,1 | Reviva Pharmaceuticals Holdings Inc. | 5,640 | 24 | |||
* | Palatin Technologies Inc. | 9,547 | 24 | |||
*,1 | MEI Pharma Inc. | 93,726 | 23 | |||
* | NightHawk Biosciences Inc. | 28,727 | 23 | |||
* | Lantern Pharma Inc. | 3,734 | 23 | |||
*,1 | Impel Pharmaceuticals Inc. | 6,194 | 23 | |||
* | Dyadic International Inc. | 17,910 | 22 | |||
* | Enochian Biosciences Inc. | 21,000 | 22 | |||
* | Geron Corp. Warrants Exp. 12/31/25 | 39,917 | 22 |
Shares | Market Value• ($000) | |||||
* | Aveanna Healthcare Holdings Inc. | 28,788 | 22 | |||
* | Avalo Therapeutics Inc. | 4,279 | 22 | |||
* | Cumberland Pharmaceuticals Inc. | 9,187 | 21 | |||
* | Exagen Inc. | 8,667 | 21 | |||
*,1 | Pulse Biosciences Inc. | 7,474 | 21 | |||
* | Tracon Pharmaceuticals Inc. | 13,800 | 21 | |||
* | Aligos Therapeutics Inc. | 21,969 | 21 | |||
* | Aziyo Biologics Inc. Class A | 5,000 | 21 | |||
* | LENSAR Inc. | 7,146 | 21 | |||
* | Harpoon Therapeutics Inc. | 27,100 | 20 | |||
* | Oncocyte Corp. | 63,657 | 20 | |||
* | Surface Oncology Inc. | 24,474 | 20 | |||
* | Zynerba Pharmaceuticals Inc. | 37,481 | 20 | |||
* | Angion Biomedica Corp. | 25,035 | 20 | |||
* | Elevation Oncology Inc. | 21,141 | 20 | |||
*,1 | NRX Pharmaceuticals Inc. | 18,200 | 20 | |||
*,1 | Immunic Inc. | 13,600 | 19 | |||
* | Adamis Pharmaceuticals Corp. | 109,800 | 19 | |||
* | Syros Pharmaceuticals Inc. | 5,192 | 19 | |||
* | Corvus Pharmaceuticals Inc. | 20,935 | 18 | |||
* | IRIDEX Corp. | 8,974 | 18 | |||
* | Hepion Pharmaceuticals Inc. | 59,700 | 18 | |||
* | Rezolute Inc. | 8,500 | 18 | |||
* | Aspira Women's Health Inc. | 49,767 | 17 | |||
* | Inozyme Pharma Inc. | 15,730 | 17 | |||
* | Conformis Inc. | 5,166 | 17 | |||
*,1 | Lannett Co. Inc. | 30,199 | 16 | |||
* | VistaGen Therapeutics Inc. | 151,563 | 16 | |||
* | SQZ Biotechnologies Co. | 21,128 | 16 | |||
* | Aeglea BioTherapeutics Inc. | 33,281 | 15 | |||
* | Cyclerion Therapeutics Inc. | 23,450 | 15 | |||
* | Hookipa Pharma Inc. | 18,030 | 15 | |||
* | GT Biopharma Inc. | 16,775 | 15 | |||
* | IsoRay Inc. | 55,618 | 14 | |||
* | Marker Therapeutics Inc. | 54,947 | 14 | |||
* | Delcath Systems Inc. | 3,900 | 14 | |||
* | Bright Green Corp. | 30,400 | 14 | |||
* | Athenex Inc. | 87,328 | 13 | |||
Catalyst Biosciences Inc. | 23,975 | 13 | ||||
* | Lipocine Inc. | 34,514 | 13 | |||
Psychemedics Corp. | 2,717 | 13 | ||||
* | X4 Pharmaceuticals Inc. | 13,208 | 13 | |||
* | ElectroCore Inc. | 47,524 | 12 | |||
*,1 | Invacare Corp. | 29,423 | 12 | |||
* | Rapid Micro Biosystems Inc. Class A | 10,406 | 12 | |||
* | Imunon Inc. | 9,191 | 12 | |||
* | AN2 Therapeutics Inc. | 1,222 | 12 | |||
* | 9 Meters Biopharma Inc. | 8,477 | 11 | |||
* | Aptinyx Inc. Class A | 35,501 | 10 | |||
* | BioSig Technologies Inc. | 23,402 | 10 | |||
* | Magenta Therapeutics Inc. | 24,259 | 10 | |||
* | Molecular Templates Inc. | 31,960 | 10 | |||
*,1 | Sientra Inc. | 50,000 | 10 | |||
* | Finch Therapeutics Group Inc. | 21,220 | 10 | |||
*,1 | AcelRx Pharmaceuticals Inc. | 4,637 | 10 | |||
* | Equillium Inc. | 7,975 | 9 | |||
* | Five Star Senior Living Inc. | 15,685 | 9 | |||
* | Venus Concept Inc. | 27,622 | 9 | |||
* | Eliem Therapeutics Inc. | 2,237 | 8 | |||
*,2 | Strongbridge Biopharma plc CVR | 45,300 | 8 | |||
* | Strata Skin Sciences Inc. | 8,329 | 7 | |||
* | Applied Molecular Transport Inc. | 16,784 | 7 | |||
* | Biora Therapeutics Inc. | 49,399 | 7 | |||
* | Codiak Biosciences Inc. | 18,019 | 7 | |||
* | Trevena Inc. | 4,952 | 7 | |||
* | Alimera Sciences Inc. | 2,158 | 6 | |||
* | Axcella Health Inc. | 18,254 | 6 |
Shares | Market Value• ($000) | |||||
*,2 | OncoMed Pharmaceuticals Inc. CVR | 23,234 | 6 | |||
* | TFF Pharmaceuticals Inc. | 5,786 | 6 | |||
* | Forte Biosciences Inc. | 6,200 | 6 | |||
* | Inhibikase Therapeutics Inc. | 11,895 | 6 | |||
* | Thorne HealthTech Inc. | 1,688 | 6 | |||
* | Cellectar Biosciences Inc. | 3,510 | 6 | |||
* | NeuBase Therapeutics Inc. | 25,095 | 5 | |||
* | Athersys Inc. | 6,081 | 5 | |||
*,1 | NantHealth Inc. | 1,346 | 5 | |||
* | Opiant Pharmaceuticals Inc. | 206 | 4 | |||
* | NexImmune Inc. | 17,304 | 4 | |||
* | Cyclo Therapeutics Inc. | 2,677 | 4 | |||
* | Theseus Pharmaceuticals Inc. | 848 | 4 | |||
*,2 | Adamas Pharmaceuticals Inc. CVR | 59,600 | 4 | |||
*,1,2 | Oncternal Therapeutics Inc. CVR | 2,749 | 3 | |||
* | Soligenix Inc. | 5,887 | 3 | |||
*,1 | Tricida Inc. | 17,400 | 3 | |||
* | Neoleukin Therapeutics Inc. | 5,484 | 3 | |||
*,1 | iBio Inc. | 6,988 | 3 | |||
* | Vivos Therapeutics Inc. | 5,061 | 2 | |||
* | Virpax Pharmaceuticals Inc. | 3,878 | 2 | |||
*,2 | Ocera Therapeutics Inc. CVR | 3,700 | 1 | |||
* | Rubius Therapeutics Inc. | 6,247 | 1 | |||
*,2 | Aduro Biotech Inc. CVR | 6,844 | 1 | |||
*,2 | Miragen Therapeutics Inc. CVR | 36,076 | 1 | |||
* | Lucira Health Inc. | 12,929 | 1 | |||
*,1 | Jasper Therapeutics Inc. | 2,834 | 1 | |||
* | Vaxxinity Inc. Class A | 1,015 | 1 | |||
* | Eloxx Pharmaceuticals Inc. | 440 | 1 | |||
*,2 | Ambit Biosciences Corp. CVR | 1,900 | — | |||
* | Leap Therapeutics Inc. | 400 | — | |||
*,2 | Biosante Pharmaceuticals Inc. CVR | 14,250 | — | |||
*,2 | Lantheus Holdings Inc. CVR | 82,198 | — | |||
*,1 | Oncorus Inc. | 885 | — | |||
*,2 | F-star Therapeutics Inc. CVR | 2,729 | — | |||
* | Longboard Pharmaceuticals Inc. | 114 | — | |||
* | Jaguar Health Inc. | 300 | — | |||
* | Biolase Inc. | 100 | — | |||
* | Athenex Inc. Warrants Exp. 8/15/27 | 13,166 | — | |||
*,2 | OmniAb Inc. (Earnout Shares) | 9,974 | — | |||
4,261,629 | ||||||
Industrials (8.1%) | ||||||
Visa Inc. Class A | 1,232,860 | 256,139 | ||||
Mastercard Inc. Class A | 649,919 | 225,996 | ||||
Accenture plc Class A | 477,173 | 127,329 | ||||
Raytheon Technologies Corp. | 1,113,239 | 112,348 | ||||
Honeywell International Inc. | 509,477 | 109,181 | ||||
Lockheed Martin Corp. | 198,500 | 96,568 | ||||
Union Pacific Corp. | 465,232 | 96,336 | ||||
United Parcel Service Inc. Class B | 552,162 | 95,988 | ||||
Caterpillar Inc. | 394,310 | 94,461 | ||||
Deere & Co. | 205,769 | 88,226 | ||||
* | Boeing Co. | 451,611 | 86,027 | |||
Automatic Data Processing Inc. | 314,467 | 75,114 | ||||
General Electric Co. | 828,929 | 69,456 | ||||
American Express Co. | 423,721 | 62,605 | ||||
* | PayPal Holdings Inc. | 863,897 | 61,527 | |||
Northrop Grumman Corp. | 104,900 | 57,234 | ||||
3M Co. | 418,197 | 50,150 | ||||
CSX Corp. | 1,588,656 | 49,217 | ||||
Eaton Corp. plc | 300,987 | 47,240 | ||||
General Dynamics Corp. | 187,530 | 46,528 | ||||
Illinois Tool Works Inc. | 209,347 | 46,119 | ||||
* | Fiserv Inc. | 432,646 | 43,728 | |||
Norfolk Southern Corp. | 175,225 | 43,179 | ||||
Emerson Electric Co. | 448,974 | 43,128 | ||||
Sherwin-Williams Co. | 176,426 | 41,871 |
Shares | Market Value• ($000) | |||||
Johnson Controls International plc | 521,259 | 33,361 | ||||
FedEx Corp. | 177,790 | 30,793 | ||||
Fidelity National Information Services Inc. | 448,217 | 30,412 | ||||
L3Harris Technologies Inc. | 143,753 | 29,931 | ||||
Cintas Corp. | 65,353 | 29,515 | ||||
Trane Technologies plc | 174,314 | 29,300 | ||||
Parker-Hannifin Corp. | 97,510 | 28,375 | ||||
Paychex Inc. | 244,960 | 28,308 | ||||
Capital One Financial Corp. | 289,700 | 26,931 | ||||
Carrier Global Corp. | 630,377 | 26,003 | ||||
Cummins Inc. | 106,571 | 25,821 | ||||
* | Block Inc. Class A | 407,515 | 25,608 | |||
TransDigm Group Inc. | 39,245 | 24,711 | ||||
Otis Worldwide Corp. | 314,459 | 24,625 | ||||
* | Mettler-Toledo International Inc. | 16,788 | 24,266 | |||
AMETEK Inc. | 173,248 | 24,206 | ||||
PACCAR Inc. | 236,676 | 23,424 | ||||
* | Keysight Technologies Inc. | 135,540 | 23,187 | |||
DuPont de Nemours Inc. | 337,620 | 23,171 | ||||
Rockwell Automation Inc. | 87,081 | 22,429 | ||||
PPG Industries Inc. | 177,552 | 22,325 | ||||
Old Dominion Freight Line Inc. | 75,197 | 21,339 | ||||
Verisk Analytics Inc. Class A | 118,547 | 20,914 | ||||
Global Payments Inc. | 205,013 | 20,362 | ||||
Ferguson plc | 158,600 | 20,137 | ||||
WW Grainger Inc. | 34,530 | 19,207 | ||||
* | United Rentals Inc. | 52,600 | 18,695 | |||
Equifax Inc. | 92,288 | 17,937 | ||||
Fortive Corp. | 267,882 | 17,211 | ||||
Vulcan Materials Co. | 95,510 | 16,725 | ||||
Ingersoll Rand Inc. | 306,214 | 16,000 | ||||
Martin Marietta Materials Inc. | 46,945 | 15,866 | ||||
Quanta Services Inc. | 108,567 | 15,471 | ||||
* | Waters Corp. | 44,778 | 15,340 | |||
Xylem Inc. | 135,988 | 15,036 | ||||
Dover Corp. | 106,325 | 14,397 | ||||
* | Teledyne Technologies Inc. | 35,482 | 14,190 | |||
Westinghouse Air Brake Technologies Corp. | 130,682 | 13,043 | ||||
IDEX Corp. | 56,690 | 12,944 | ||||
Expeditors International of Washington Inc. | 119,743 | 12,444 | ||||
Ball Corp. | 236,693 | 12,104 | ||||
Jacobs Solutions Inc. | 94,952 | 11,401 | ||||
* | Fair Isaac Corp. | 19,030 | 11,391 | |||
Textron Inc. | 158,582 | 11,228 | ||||
Howmet Aerospace Inc. | 282,160 | 11,120 | ||||
Synchrony Financial | 335,876 | 11,037 | ||||
JB Hunt Transport Services Inc. | 63,190 | 11,018 | ||||
Booz Allen Hamilton Holding Corp. Class A | 99,605 | 10,411 | ||||
* | Zebra Technologies Corp. Class A | 38,939 | 9,984 | |||
Jack Henry & Associates Inc. | 55,510 | 9,745 | ||||
* | FleetCor Technologies Inc. | 52,841 | 9,706 | |||
RPM International Inc. | 98,854 | 9,633 | ||||
* | Trimble Inc. | 188,615 | 9,536 | |||
Hubbell Inc. Class B | 40,512 | 9,507 | ||||
Nordson Corp. | 39,112 | 9,298 | ||||
Carlisle Cos. Inc. | 38,858 | 9,157 | ||||
Snap-on Inc. | 39,865 | 9,109 | ||||
Packaging Corp. of America | 70,616 | 9,032 | ||||
Toro Co. | 78,800 | 8,920 | ||||
AECOM | 105,010 | 8,918 | ||||
Stanley Black & Decker Inc. | 116,075 | 8,720 | ||||
Graco Inc. | 127,829 | 8,598 | ||||
* | Axon Enterprise Inc. | 51,356 | 8,521 | |||
TransUnion | 146,811 | 8,332 | ||||
* | Bill.com Holdings Inc. | 75,455 | 8,222 | |||
HEICO Corp. Class A | 68,173 | 8,171 | ||||
CH Robinson Worldwide Inc. | 88,383 | 8,092 |
Shares | Market Value• ($000) | |||||
Masco Corp. | 172,800 | 8,065 | ||||
Crown Holdings Inc. | 92,059 | 7,568 | ||||
* | Builders FirstSource Inc. | 109,399 | 7,098 | |||
* | WillScot Mobile Mini Holdings Corp. | 156,458 | 7,067 | |||
Huntington Ingalls Industries Inc. | 30,281 | 6,985 | ||||
Allegion plc | 66,077 | 6,955 | ||||
Westrock Co. | 193,190 | 6,793 | ||||
AGCO Corp. | 48,240 | 6,690 | ||||
Genpact Ltd. | 140,780 | 6,521 | ||||
Lincoln Electric Holdings Inc. | 43,973 | 6,354 | ||||
Watsco Inc. | 25,211 | 6,288 | ||||
* | Paylocity Holding Corp. | 31,418 | 6,103 | |||
Knight-Swift Transportation Holdings Inc. Class A | 114,152 | 5,983 | ||||
Regal Rexnord Corp. | 49,820 | 5,977 | ||||
Tetra Tech Inc. | 40,725 | 5,913 | ||||
Owens Corning | 69,106 | 5,895 | ||||
Robert Half International Inc. | 78,993 | 5,832 | ||||
Cognex Corp. | 122,620 | 5,777 | ||||
Berry Global Group Inc. | 95,281 | 5,758 | ||||
Lennox International Inc. | 24,037 | 5,750 | ||||
Pentair plc | 126,629 | 5,696 | ||||
Sealed Air Corp. | 111,728 | 5,573 | ||||
Fortune Brands Innovations Inc. | 96,927 | 5,535 | ||||
A O Smith Corp. | 96,481 | 5,523 | ||||
AptarGroup Inc. | 50,161 | 5,517 | ||||
* | Middleby Corp. | 41,175 | 5,513 | |||
* | WEX Inc. | 33,537 | 5,488 | |||
Donaldson Co. Inc. | 92,416 | 5,441 | ||||
Valmont Industries Inc. | 16,169 | 5,347 | ||||
EMCOR Group Inc. | 35,493 | 5,257 | ||||
Graphic Packaging Holding Co. | 230,674 | 5,132 | ||||
ITT Inc. | 62,784 | 5,092 | ||||
* | Generac Holdings Inc. | 48,869 | 4,919 | |||
nVent Electric plc | 127,560 | 4,907 | ||||
Curtiss-Wright Corp. | 29,107 | 4,861 | ||||
* | WESCO International Inc. | 37,933 | 4,749 | |||
Sensata Technologies Holding plc | 117,073 | 4,727 | ||||
MDU Resources Group Inc. | 153,876 | 4,669 | ||||
Advanced Drainage Systems Inc. | 56,285 | 4,614 | ||||
Sonoco Products Co. | 73,193 | 4,444 | ||||
Landstar System Inc. | 27,214 | 4,433 | ||||
Oshkosh Corp. | 48,489 | 4,276 | ||||
Woodward Inc. | 44,154 | 4,266 | ||||
MKS Instruments Inc. | 50,238 | 4,257 | ||||
* | Axalta Coating Systems Ltd. | 166,850 | 4,250 | |||
* | Saia Inc. | 19,767 | 4,145 | |||
* | Mohawk Industries Inc. | 40,440 | 4,134 | |||
Littelfuse Inc. | 18,748 | 4,128 | ||||
* | MasTec Inc. | 48,314 | 4,123 | |||
* | ExlService Holdings Inc. | 24,224 | 4,104 | |||
MSA Safety Inc. | 28,275 | 4,077 | ||||
Western Union Co. | 293,745 | 4,045 | ||||
Acuity Brands Inc. | 24,009 | 3,976 | ||||
BWX Technologies Inc. | 68,186 | 3,960 | ||||
Brunswick Corp. | 53,645 | 3,867 | ||||
* | GXO Logistics Inc. | 90,171 | 3,849 | |||
* | FTI Consulting Inc. | 24,191 | 3,842 | |||
Exponent Inc. | 38,573 | 3,822 | ||||
* | Fluor Corp. | 109,342 | 3,790 | |||
Applied Industrial Technologies Inc. | 29,988 | 3,779 | ||||
* | TopBuild Corp. | 24,065 | 3,766 | |||
* | Chart Industries Inc. | 32,215 | 3,712 | |||
Crane Holdings Co. | 36,914 | 3,708 | ||||
Eagle Materials Inc. | 27,321 | 3,630 | ||||
* | Trex Co. Inc. | 82,384 | 3,487 | |||
* | Atkore Inc. | 30,592 | 3,470 | |||
Maximus Inc. | 47,278 | 3,467 |
Shares | Market Value• ($000) | |||||
* | AMN Healthcare Services Inc. | 32,518 | 3,343 | |||
* | Euronet Worldwide Inc. | 35,181 | 3,320 | |||
ManpowerGroup Inc. | 39,015 | 3,246 | ||||
* | Aerojet Rocketdyne Holdings Inc. | 57,927 | 3,240 | |||
Comfort Systems USA Inc. | 27,730 | 3,191 | ||||
Silgan Holdings Inc. | 60,939 | 3,159 | ||||
Insperity Inc. | 27,032 | 3,071 | ||||
HEICO Corp. | 19,959 | 3,066 | ||||
Ryder System Inc. | 36,679 | 3,065 | ||||
Watts Water Technologies Inc. Class A | 20,803 | 3,042 | ||||
Flowserve Corp. | 98,752 | 3,030 | ||||
Altra Industrial Motion Corp. | 50,393 | 3,011 | ||||
Air Lease Corp. Class A | 77,532 | 2,979 | ||||
Simpson Manufacturing Co. Inc. | 33,491 | 2,969 | ||||
* | ASGN Inc. | 36,181 | 2,948 | |||
* | Kirby Corp. | 45,714 | 2,942 | |||
GATX Corp. | 27,545 | 2,929 | ||||
HB Fuller Co. | 40,865 | 2,927 | ||||
* | ATI Inc. | 97,587 | 2,914 | |||
Allison Transmission Holdings Inc. | 69,026 | 2,871 | ||||
Maxar Technologies Inc. | 55,378 | 2,865 | ||||
Triton International Ltd. | 41,456 | 2,851 | ||||
* | XPO Inc. | 84,271 | 2,805 | |||
Louisiana-Pacific Corp. | 46,175 | 2,734 | ||||
MSC Industrial Direct Co. Inc. Class A | 33,407 | 2,729 | ||||
* | API Group Corp. | 138,328 | 2,602 | |||
Herc Holdings Inc. | 19,204 | 2,527 | ||||
* | Summit Materials Inc. Class A | 87,580 | 2,486 | |||
Franklin Electric Co. Inc. | 30,245 | 2,412 | ||||
Armstrong World Industries Inc. | 35,050 | 2,404 | ||||
Badger Meter Inc. | 22,030 | 2,402 | ||||
* | Bloom Energy Corp. Class A | 125,429 | 2,398 | |||
Spirit AeroSystems Holdings Inc. Class A | 80,993 | 2,397 | ||||
ADT Inc. | 263,967 | 2,394 | ||||
AAON Inc. | 31,720 | 2,389 | ||||
Vontier Corp. | 123,124 | 2,380 | ||||
Belden Inc. | 33,082 | 2,379 | ||||
EnerSys | 32,008 | 2,363 | ||||
* | Marqeta Inc. Class A | 383,293 | 2,342 | |||
John Bean Technologies Corp. | 25,319 | 2,312 | ||||
Albany International Corp. Class A | 22,997 | 2,267 | ||||
Zurn Elkay Water Solutions Corp. | 106,683 | 2,256 | ||||
ABM Industries Inc. | 50,434 | 2,240 | ||||
* | Atlas Air Worldwide Holdings Inc. | 21,708 | 2,188 | |||
UniFirst Corp. | 11,318 | 2,184 | ||||
Federal Signal Corp. | 46,796 | 2,175 | ||||
* | Shift4 Payments Inc. Class A | 38,337 | 2,144 | |||
Korn Ferry | 41,988 | 2,125 | ||||
* | SPX Technologies Inc. | 31,707 | 2,082 | |||
Forward Air Corp. | 19,714 | 2,068 | ||||
Esab Corp. | 43,482 | 2,040 | ||||
Terex Corp. | 47,342 | 2,022 | ||||
Hillenbrand Inc. | 47,349 | 2,020 | ||||
* | ACI Worldwide Inc. | 87,710 | 2,017 | |||
* | Beacon Roofing Supply Inc. | 37,447 | 1,977 | |||
* | TriNet Group Inc. | 28,903 | 1,960 | |||
* | Dycom Industries Inc. | 20,604 | 1,929 | |||
Otter Tail Corp. | 32,769 | 1,924 | ||||
* | Mercury Systems Inc. | 42,871 | 1,918 | |||
* | O-I Glass Inc. | 115,702 | 1,917 | |||
* | Resideo Technologies Inc. | 116,412 | 1,915 | |||
Moog Inc. Class A | 21,150 | 1,856 | ||||
Encore Wire Corp. | 13,465 | 1,852 | ||||
* | Itron Inc. | 36,164 | 1,832 | |||
Matson Inc. | 29,259 | 1,829 | ||||
* | Hub Group Inc. Class A | 22,917 | 1,822 | |||
* | CBIZ Inc. | 38,020 | 1,781 |
Shares | Market Value• ($000) | |||||
* | Alight Inc. Class A | 211,844 | 1,771 | |||
Trinity Industries Inc. | 59,608 | 1,763 | ||||
McGrath RentCorp | 17,779 | 1,755 | ||||
* | Flywire Corp. | 71,741 | 1,755 | |||
Brink's Co. | 32,345 | 1,737 | ||||
Werner Enterprises Inc. | 42,383 | 1,706 | ||||
Kadant Inc. | 9,398 | 1,669 | ||||
ESCO Technologies Inc. | 19,033 | 1,666 | ||||
EnPro Industries Inc. | 15,205 | 1,653 | ||||
EVERTEC Inc. | 50,987 | 1,651 | ||||
* | AZEK Co. Inc. Class A | 78,771 | 1,601 | |||
Barnes Group Inc. | 38,984 | 1,592 | ||||
* | Verra Mobility Corp. Class A | 115,015 | 1,591 | |||
Installed Building Products Inc. | 18,405 | 1,575 | ||||
* | AeroVironment Inc. | 18,273 | 1,565 | |||
* | GMS Inc. | 30,824 | 1,535 | |||
* | Affirm Holdings Inc. Class A | 156,313 | 1,512 | |||
ICF International Inc. | 15,190 | 1,505 | ||||
Brady Corp. Class A | 31,259 | 1,472 | ||||
* | RXO Inc. | 84,271 | 1,449 | |||
Lindsay Corp. | 8,794 | 1,432 | ||||
Kennametal Inc. | 59,281 | 1,426 | ||||
CSW Industrials Inc. | 12,202 | 1,415 | ||||
* | Air Transport Services Group Inc. | 54,416 | 1,414 | |||
* | Masonite International Corp. | 17,208 | 1,387 | |||
Bread Financial Holdings Inc. | 36,685 | 1,382 | ||||
* | NV5 Global Inc. | 10,289 | 1,361 | |||
Mueller Water Products Inc. Class A | 124,409 | 1,339 | ||||
Helios Technologies Inc. | 24,221 | 1,319 | ||||
Griffon Corp. | 36,687 | 1,313 | ||||
Greif Inc. Class A | 19,326 | 1,296 | ||||
ArcBest Corp. | 18,411 | 1,290 | ||||
* | MYR Group Inc. | 13,343 | 1,228 | |||
International Seaways Inc. | 31,765 | 1,176 | ||||
* | Gibraltar Industries Inc. | 25,334 | 1,162 | |||
* | Evo Payments Inc. Class A | 33,985 | 1,150 | |||
Granite Construction Inc. | 32,797 | 1,150 | ||||
* | AAR Corp. | 25,566 | 1,148 | |||
H&E Equipment Services Inc. | 25,264 | 1,147 | ||||
Veritiv Corp. | 9,400 | 1,144 | ||||
FTAI Aviation Ltd. | 66,800 | 1,144 | ||||
* | Enovix Corp. | 89,100 | 1,108 | |||
Alamo Group Inc. | 7,779 | 1,102 | ||||
* | Payoneer Global Inc. | 198,701 | 1,087 | |||
* | Huron Consulting Group Inc. | 14,776 | 1,073 | |||
Patrick Industries Inc. | 17,336 | 1,051 | ||||
Enerpac Tool Group Corp. Class A | 40,640 | 1,034 | ||||
* | Core & Main Inc. Class A | 52,801 | 1,020 | |||
* | AvidXchange Holdings Inc. | 100,184 | 996 | |||
* | Kratos Defense & Security Solutions Inc. | 96,224 | 993 | |||
* | CoreCivic Inc. | 85,238 | 985 | |||
* | OSI Systems Inc. | 11,871 | 944 | |||
Tennant Co. | 15,277 | 941 | ||||
Standex International Corp. | 9,089 | 931 | ||||
* | Vicor Corp. | 16,932 | 910 | |||
Primoris Services Corp. | 41,117 | 902 | ||||
* | Montrose Environmental Group Inc. | 19,220 | 853 | |||
* | Energy Recovery Inc. | 41,500 | 850 | |||
* | Rocket Lab USA Inc. | 223,377 | 842 | |||
Marten Transport Ltd. | 42,381 | 838 | ||||
TriMas Corp. | 29,733 | 825 | ||||
Apogee Enterprises Inc. | 18,339 | 815 | ||||
* | Gates Industrial Corp. plc | 70,155 | 800 | |||
* | Modine Manufacturing Co. | 39,900 | 792 | |||
* | Remitly Global Inc. | 68,697 | 787 | |||
AZZ Inc. | 19,359 | 778 | ||||
Greenbrier Cos. Inc. | 23,192 | 778 |
Shares | Market Value• ($000) | |||||
Kforce Inc. | 14,009 | 768 | ||||
Wabash National Corp. | 33,665 | 761 | ||||
* | Sterling Infrastructure Inc. | 22,643 | 743 | |||
* | Masterbrand Inc. | 97,527 | 736 | |||
* | Construction Partners Inc. Class A | 27,142 | 724 | |||
* | PGT Innovations Inc. | 40,308 | 724 | |||
Schneider National Inc. Class B | 30,952 | 724 | ||||
* | Donnelley Financial Solutions Inc. | 18,700 | 723 | |||
* | Hillman Solutions Corp. | 96,313 | 694 | |||
Astec Industries Inc. | 16,978 | 690 | ||||
* | American Woodmark Corp. | 14,041 | 686 | |||
TTEC Holdings Inc. | 15,547 | 686 | ||||
Mesa Laboratories Inc. | 4,118 | 684 | ||||
Columbus McKinnon Corp. | 21,022 | 683 | ||||
* | Titan Machinery Inc. | 17,060 | 678 | |||
* | Cross Country Healthcare Inc. | 24,721 | 657 | |||
Myers Industries Inc. | 29,048 | 646 | ||||
Heartland Express Inc. | 41,821 | 642 | ||||
* | Hayward Holdings Inc. | 66,993 | 630 | |||
CRA International Inc. | 5,130 | 628 | ||||
* | Napco Security Technologies Inc. | 22,194 | 610 | |||
* | Aspen Aerogels Inc. | 51,284 | 605 | |||
* | Mirion Technologies Inc. | 91,000 | 602 | |||
* | Leonardo DRS Inc. | 46,300 | 592 | |||
* | Proterra Inc. | 156,279 | 589 | |||
* | CryoPort Inc. | 33,788 | 586 | |||
* | JELD-WEN Holding Inc. | 60,479 | 584 | |||
* | International Money Express Inc. | 23,900 | 582 | |||
* | Titan International Inc. | 37,200 | 570 | |||
Barrett Business Services Inc. | 6,077 | 567 | ||||
*,1 | Joby Aviation Inc. | 167,425 | 561 | |||
* | Proto Labs Inc. | 21,863 | 558 | |||
* | SP Plus Corp. | 15,915 | 553 | |||
* | Green Dot Corp. Class A | 34,799 | 551 | |||
Deluxe Corp. | 32,129 | 546 | ||||
* | I3 Verticals Inc. Class A | 22,154 | 539 | |||
Quanex Building Products Corp. | 22,734 | 538 | ||||
*,1 | Legalzoom.com Inc. | 68,670 | 532 | |||
Douglas Dynamics Inc. | 14,540 | 526 | ||||
* | Triumph Group Inc. | 49,800 | 524 | |||
* | BlueLinx Holdings Inc. | 7,292 | 519 | |||
Kaman Corp. | 23,276 | 519 | ||||
Resources Connection Inc. | 27,891 | 513 | ||||
Shyft Group Inc. | 20,638 | 513 | ||||
* | PureCycle Technologies Inc. | 75,329 | 509 | |||
Ennis Inc. | 22,944 | 508 | ||||
Chase Corp. | 5,851 | 505 | ||||
* | Virgin Galactic Holdings Inc. | 144,422 | 503 | |||
* | Conduent Inc. | 122,700 | 497 | |||
* | TrueBlue Inc. | 25,332 | 496 | |||
* | ZipRecruiter Inc. Class A | 30,176 | 495 | |||
*,1 | Nikola Corp. | 227,435 | 491 | |||
Pitney Bowes Inc. | 128,500 | 488 | ||||
Gorman-Rupp Co. | 18,581 | 476 | ||||
* | Repay Holdings Corp. Class A | 57,838 | 466 | |||
* | First Advantage Corp. | 35,553 | 462 | |||
* | Thermon Group Holdings Inc. | 22,609 | 454 | |||
Insteel Industries Inc. | 16,294 | 448 | ||||
* | Paya Holdings Inc. | 56,700 | 446 | |||
* | Ducommun Inc. | 8,885 | 444 | |||
Heidrick & Struggles International Inc. | 15,472 | 433 | ||||
Allied Motion Technologies Inc. | 11,944 | 416 | ||||
Cass Information Systems Inc. | 9,079 | 416 | ||||
* | FARO Technologies Inc. | 14,129 | 416 | |||
Kelly Services Inc. Class A | 24,290 | 410 | ||||
* | V2X Inc. | 9,894 | 409 | |||
* | Janus International Group Inc. | 42,818 | 408 |
Shares | Market Value• ($000) | |||||
* | CIRCOR International Inc. | 16,867 | 404 | |||
* | Franklin Covey Co. | 8,348 | 390 | |||
* | Vivint Smart Home Inc. | 32,800 | 390 | |||
Eagle Bulk Shipping Inc. | 7,784 | 389 | ||||
* | Vishay Precision Group Inc. | 9,889 | 382 | |||
* | Custom Truck One Source Inc. | 57,575 | 364 | |||
* | TaskUS Inc. Class A | 21,330 | 360 | |||
Argan Inc. | 9,742 | 359 | ||||
National Presto Industries Inc. | 5,050 | 346 | ||||
* | Transcat Inc. | 4,840 | 343 | |||
* | Target Hospitality Corp. | 22,600 | 342 | |||
* | Aurora Innovation Inc. | 281,900 | 341 | |||
* | Cimpress plc | 12,144 | 335 | |||
* | Forrester Research Inc. | 9,338 | 334 | |||
VSE Corp. | 7,076 | 332 | ||||
REV Group Inc. | 25,884 | 327 | ||||
FTAI Infrastructure Inc. | 110,200 | 325 | ||||
* | CECO Environmental Corp. | 26,869 | 314 | |||
* | Babcock & Wilcox Enterprises Inc. | 52,446 | 303 | |||
Miller Industries Inc. | 11,281 | 301 | ||||
Perella Weinberg Partners Class A | 30,221 | 296 | ||||
Pactiv Evergreen Inc. | 25,797 | 293 | ||||
* | Manitowoc Co. Inc. | 31,178 | 286 | |||
Covenant Logistics Group Inc. Class A | 7,930 | 274 | ||||
* | Great Lakes Dredge & Dock Corp. | 43,592 | 259 | |||
BGSF Inc. | 16,900 | 259 | ||||
Cadre Holdings Inc. | 12,800 | 258 | ||||
Park Aerospace Corp. | 19,093 | 256 | ||||
Powell Industries Inc. | 7,254 | 255 | ||||
* | DXP Enterprises Inc. | 9,164 | 252 | |||
* | Hudson Technologies Inc. | 24,429 | 247 | |||
* | DHI Group Inc. | 43,804 | 232 | |||
* | Tutor Perini Corp. | 30,540 | 231 | |||
*,1 | ShiftPixy Inc. | 10,900 | 228 | |||
* | AerSale Corp. | 13,900 | 225 | |||
* | Velo3D Inc. | 122,900 | 220 | |||
*,1 | Desktop Metal Inc. Class A | 159,504 | 217 | |||
* | BrightView Holdings Inc. | 30,953 | 213 | |||
* | IES Holdings Inc. | 5,998 | 213 | |||
* | Microvast Holdings Inc. | 139,400 | 213 | |||
* | Willdan Group Inc. | 11,769 | 210 | |||
* | HireRight Holdings Corp. | 17,594 | 209 | |||
* | ShotSpotter Inc. | 6,113 | 207 | |||
* | Archer Aviation Inc. Class A | 110,655 | 207 | |||
* | Cantaloupe Inc. | 47,000 | 204 | |||
LSI Industries Inc. | 16,379 | 200 | ||||
* | Ranpak Holdings Corp. Class A | 34,100 | 197 | |||
* | Performant Financial Corp. | 54,600 | 197 | |||
* | Hyliion Holdings Corp. | 83,600 | 196 | |||
* | Luna Innovations Inc. | 22,193 | 195 | |||
Universal Logistics Holdings Inc. | 5,573 | 186 | ||||
* | Commercial Vehicle Group Inc. | 26,700 | 182 | |||
Hyster-Yale Materials Handling Inc. | 7,125 | 180 | ||||
United States Lime & Minerals Inc. | 1,281 | 180 | ||||
* | Evolv Technologies Holdings Inc. | 69,600 | 180 | |||
* | Blade Air Mobility Inc. | 48,000 | 172 | |||
* | Sterling Check Corp. | 11,094 | 172 | |||
* | Radiant Logistics Inc. | 33,408 | 170 | |||
* | PAM Transportation Services Inc. | 6,504 | 168 | |||
*,1 | Workhorse Group Inc. | 108,333 | 165 | |||
* | Acacia Research Corp. | 38,613 | 163 | |||
* | TuSimple Holdings Inc. Class A | 97,786 | 160 | |||
*,1 | View Inc. | 161,774 | 156 | |||
* | Astronics Corp. | 14,905 | 154 | |||
*,1 | BlackSky Technology Inc. Class A | 95,200 | 147 | |||
* | Daseke Inc. | 25,698 | 146 | |||
* | Advantage Solutions Inc. | 68,200 | 142 |
Shares | Market Value• ($000) | |||||
* | Quad/Graphics Inc. | 34,200 | 140 | |||
Kronos Worldwide Inc. | 14,677 | 138 | ||||
* | CS Disco Inc. | 21,829 | 138 | |||
Information Services Group Inc. | 29,685 | 137 | ||||
* | Bowman Consulting Group Ltd. Class A | 6,100 | 133 | |||
Hurco Cos. Inc. | 5,051 | 132 | ||||
*,1 | Virgin Orbit Holdings Inc. | 71,300 | 132 | |||
*,1 | SKYX Platforms Corp. | 49,548 | 125 | |||
* | Atlas Technical Consultants Inc. Class A | 23,600 | 122 | |||
* | Blue Bird Corp. | 11,011 | 118 | |||
* | Atlanticus Holdings Corp. | 4,500 | 118 | |||
*,1 | Danimer Scientific Inc. Class A | 65,200 | 117 | |||
* | Concrete Pumping Holdings Inc. | 19,696 | 115 | |||
* | Spire Global Inc. | 118,300 | 114 | |||
* | Distribution Solutions Group Inc. | 2,806 | 103 | |||
* | Markforged Holding Corp. | 87,900 | 102 | |||
ARC Document Solutions Inc. | 34,251 | 100 | ||||
* | RCM Technologies Inc. | 8,104 | 100 | |||
* | Yellow Corp. | 39,500 | 99 | |||
*,1 | Hyzon Motors Inc. | 64,100 | 99 | |||
* | Core Molding Technologies Inc. | 7,270 | 94 | |||
* | Iteris Inc. | 30,071 | 94 | |||
PFSweb Inc. | 15,253 | 94 | ||||
* | EVI Industries Inc. | 3,846 | 92 | |||
* | Orion Group Holdings Inc. | 38,600 | 92 | |||
* | Mistras Group Inc. | 18,400 | 91 | |||
* | Moneylion Inc. | 145,457 | 90 | |||
Park-Ohio Holdings Corp. | 7,030 | 86 | ||||
* | Byrna Technologies Inc. | 10,800 | 85 | |||
* | Overseas Shipholding Group Inc. Class A | 27,500 | 79 | |||
* | INNOVATE Corp. | 41,047 | 77 | |||
* | Willis Lease Finance Corp. | 1,168 | 69 | |||
* | MICT Inc. | 80,454 | 67 | |||
* | Paymentus Holdings Inc. Class A | 7,993 | 64 | |||
* | L B Foster Co. Class A | 6,452 | 62 | |||
* | Graham Corp. | 6,141 | 59 | |||
* | Energous Corp. | 69,135 | 58 | |||
* | Velodyne Lidar Inc. | 77,900 | 58 | |||
* | Skillsoft Corp. | 42,306 | 55 | |||
* | Gencor Industries Inc. | 5,230 | 53 | |||
*,1 | Latch Inc. | 74,183 | 53 | |||
* | Twin Disc Inc. | 4,630 | 45 | |||
* | Katapult Holdings Inc. | 46,100 | 44 | |||
*,1 | Eos Energy Enterprises Inc. | 28,200 | 42 | |||
* | AEye Inc. | 86,700 | 42 | |||
* | US Xpress Enterprises Inc. Class A | 22,566 | 41 | |||
* | CPI Card Group Inc. | 1,080 | 39 | |||
* | IZEA Worldwide Inc. | 69,691 | 38 | |||
* | Astra Space Inc. | 88,127 | 38 | |||
* | LightPath Technologies Inc. Class A | 30,132 | 37 | |||
*,1 | Wrap Technologies Inc. | 21,600 | 37 | |||
* | Hydrofarm Holdings Group Inc. | 24,181 | 37 | |||
* | Sarcos Technology & Robotics Corp. | 65,600 | 37 | |||
* | Rekor Systems Inc. | 23,522 | 28 | |||
* | Orion Energy Systems Inc. | 13,570 | 25 | |||
* | Ultralife Corp. | 6,533 | 25 | |||
* | Mayville Engineering Co. Inc. | 1,894 | 24 | |||
* | Broadwind Inc. | 12,171 | 22 | |||
* | RF Industries Ltd. | 3,910 | 20 | |||
* | Biotricity Inc. | 42,800 | 19 | |||
* | Momentus Inc. Class A | 21,500 | 17 | |||
* | Frequency Electronics Inc. | 2,246 | 16 | |||
* | Coda Octopus Group Inc. | 2,088 | 14 | |||
* | Odyssey Marine Exploration Inc. Class B | 3,525 | 14 | |||
* | Air T Inc. | 532 | 13 | |||
*,1 | Lightning eMotors Inc. | 35,019 | 13 | |||
Karat Packaging Inc. | 844 | 12 |
Shares | Market Value• ($000) | |||||
* | Usio Inc. | 5,651 | 9 | |||
* | Horizon Global Corp. | 22,200 | 9 | |||
* | Lightbridge Corp. | 2,095 | 8 | |||
* | ENGlobal Corp. | 8,787 | 7 | |||
* | Air Industries Group | 1,613 | 7 | |||
* | Innovative Solutions & Support Inc. | 784 | 6 | |||
* | Ryvyl Inc. | 13,200 | 6 | |||
* | DSS Inc. | 38,500 | 6 | |||
* | FG Group Holdings Inc. | 2,465 | 6 | |||
* | Wireless Telecom Group Inc. | 2,760 | 5 | |||
*,1 | Nuvve Holding Corp. | 7,852 | 5 | |||
* | Manitex International Inc. | 483 | 2 | |||
* | Alpha Pro Tech Ltd. | 135 | 1 | |||
*,2 | Patriot National Inc. | 7,513 | — | |||
* | Shapeways Holdings Inc. | 162 | — | |||
3,907,865 | ||||||
Other (0.0%)3 | ||||||
4 | Vanguard Total Bond Market ETF | 39,367 | 2,827 | |||
Real Estate (2.0%) | ||||||
Prologis Inc. | 699,738 | 78,881 | ||||
American Tower Corp. | 352,298 | 74,638 | ||||
Equinix Inc. | 70,170 | 45,963 | ||||
Crown Castle Inc. | 327,423 | 44,412 | ||||
Public Storage | 112,918 | 31,639 | ||||
Realty Income Corp. | 473,521 | 30,035 | ||||
Simon Property Group Inc. | 247,312 | 29,054 | ||||
VICI Properties Inc. | 751,142 | 24,337 | ||||
* | CoStar Group Inc. | 308,020 | 23,804 | |||
Welltower Inc. | 359,491 | 23,565 | ||||
SBA Communications Corp. Class A | 81,575 | 22,866 | ||||
Digital Realty Trust Inc. | 216,991 | 21,758 | ||||
Alexandria Real Estate Equities Inc. | 124,162 | 18,087 | ||||
* | CBRE Group Inc. Class A | 226,622 | 17,441 | |||
Weyerhaeuser Co. | 558,564 | 17,316 | ||||
AvalonBay Communities Inc. | 105,473 | 17,036 | ||||
Equity Residential | 274,532 | 16,197 | ||||
Extra Space Storage Inc. | 102,123 | 15,030 | ||||
Mid-America Apartment Communities Inc. | 88,259 | 13,856 | ||||
Invitation Homes Inc. | 462,066 | 13,696 | ||||
Ventas Inc. | 302,209 | 13,615 | ||||
Sun Communities Inc. | 94,649 | 13,535 | ||||
WP Carey Inc. | 157,400 | 12,301 | ||||
Iron Mountain Inc. | 219,636 | 10,949 | ||||
Essex Property Trust Inc. | 49,356 | 10,460 | ||||
Healthpeak Properties Inc. | 406,575 | 10,193 | ||||
Kimco Realty Corp. | 464,274 | 9,833 | ||||
UDR Inc. | 248,303 | 9,617 | ||||
Gaming & Leisure Properties Inc. | 184,087 | 9,589 | ||||
Camden Property Trust | 81,243 | 9,089 | ||||
Host Hotels & Resorts Inc. | 538,710 | 8,646 | ||||
Equity LifeStyle Properties Inc. | 127,437 | 8,232 | ||||
Regency Centers Corp. | 129,764 | 8,110 | ||||
Rexford Industrial Realty Inc. | 139,599 | 7,628 | ||||
Boston Properties Inc. | 106,396 | 7,190 | ||||
CubeSmart | 170,287 | 6,854 | ||||
American Homes 4 Rent Class A | 215,382 | 6,492 | ||||
Lamar Advertising Co. Class A | 67,097 | 6,334 | ||||
Life Storage Inc. | 63,522 | 6,257 | ||||
Federal Realty Investment Trust | 60,546 | 6,118 | ||||
National Retail Properties Inc. | 133,498 | 6,109 | ||||
STORE Capital Corp. | 189,100 | 6,063 | ||||
Americold Realty Trust Inc. | 207,023 | 5,861 | ||||
* | Jones Lang LaSalle Inc. | 36,189 | 5,767 | |||
Healthcare Realty Trust Inc. Class A | 288,049 | 5,551 | ||||
Brixmor Property Group Inc. | 223,000 | 5,055 | ||||
Medical Properties Trust Inc. | 444,671 | 4,954 |
Shares | Market Value• ($000) | |||||
Omega Healthcare Investors Inc. | 177,013 | 4,948 | ||||
First Industrial Realty Trust Inc. | 101,106 | 4,879 | ||||
EastGroup Properties Inc. | 32,867 | 4,866 | ||||
Agree Realty Corp. | 66,410 | 4,710 | ||||
STAG Industrial Inc. | 136,062 | 4,396 | ||||
Spirit Realty Capital Inc. | 107,321 | 4,285 | ||||
Apartment Income REIT Corp. Class A | 114,943 | 3,944 | ||||
Rayonier Inc. | 110,701 | 3,649 | ||||
Kite Realty Group Trust | 162,123 | 3,413 | ||||
Kilroy Realty Corp. | 87,133 | 3,369 | ||||
Ryman Hospitality Properties Inc. | 40,525 | 3,314 | ||||
* | Zillow Group Inc. Class C | 101,517 | 3,270 | |||
Terreno Realty Corp. | 54,377 | 3,092 | ||||
Cousins Properties Inc. | 117,472 | 2,971 | ||||
Phillips Edison & Co. Inc. | 91,521 | 2,914 | ||||
Independence Realty Trust Inc. | 171,465 | 2,891 | ||||
PotlatchDeltic Corp. | 63,567 | 2,796 | ||||
Vornado Realty Trust | 133,200 | 2,772 | ||||
Essential Properties Realty Trust Inc. | 108,980 | 2,558 | ||||
Physicians Realty Trust | 172,300 | 2,493 | ||||
Apple Hospitality REIT Inc. | 156,283 | 2,466 | ||||
National Storage Affiliates Trust | 66,703 | 2,409 | ||||
Sabra Health Care REIT Inc. | 181,137 | 2,252 | ||||
Corporate Office Properties Trust | 85,048 | 2,206 | ||||
Highwoods Properties Inc. | 78,710 | 2,202 | ||||
LXP Industrial Trust | 219,252 | 2,197 | ||||
EPR Properties | 58,033 | 2,189 | ||||
Broadstone Net Lease Inc. | 133,857 | 2,170 | ||||
Innovative Industrial Properties Inc. | 20,845 | 2,113 | ||||
Equity Commonwealth | 82,691 | 2,065 | ||||
* | Howard Hughes Corp. | 26,876 | 2,054 | |||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 67,747 | 1,963 | ||||
Macerich Co. | 169,662 | 1,910 | ||||
Douglas Emmett Inc. | 120,907 | 1,896 | ||||
Outfront Media Inc. | 113,461 | 1,881 | ||||
SITE Centers Corp. | 135,915 | 1,857 | ||||
Park Hotels & Resorts Inc. | 155,585 | 1,834 | ||||
JBG SMITH Properties | 91,265 | 1,732 | ||||
SL Green Realty Corp. | 48,716 | 1,643 | ||||
Four Corners Property Trust Inc. | 63,265 | 1,640 | ||||
National Health Investors Inc. | 30,028 | 1,568 | ||||
Sunstone Hotel Investors Inc. | 159,704 | 1,543 | ||||
Kennedy-Wilson Holdings Inc. | 93,011 | 1,463 | ||||
* | Cushman & Wakefield plc | 115,199 | 1,435 | |||
* | Zillow Group Inc. Class A | 44,085 | 1,376 | |||
Pebblebrook Hotel Trust | 102,600 | 1,374 | ||||
CareTrust REIT Inc. | 71,200 | 1,323 | ||||
DigitalBridge Group Inc. | 120,703 | 1,321 | ||||
Tanger Factory Outlet Centers Inc. | 72,392 | 1,299 | ||||
Retail Opportunity Investments Corp. | 85,930 | 1,292 | ||||
DiamondRock Hospitality Co. | 156,295 | 1,280 | ||||
RLJ Lodging Trust | 118,556 | 1,256 | ||||
Urban Edge Properties | 87,419 | 1,232 | ||||
* | Veris Residential Inc. | 76,542 | 1,219 | |||
InvenTrust Properties Corp. | 49,355 | 1,168 | ||||
Elme Communities | 63,767 | 1,135 | ||||
Xenia Hotels & Resorts Inc. | 84,830 | 1,118 | ||||
LTC Properties Inc. | 31,068 | 1,104 | ||||
Easterly Government Properties Inc. Class A | 76,862 | 1,097 | ||||
Hudson Pacific Properties Inc. | 111,918 | 1,089 | ||||
Getty Realty Corp. | 32,126 | 1,087 | ||||
Uniti Group Inc. | 182,435 | 1,009 | ||||
Alexander & Baldwin Inc. | 53,230 | 997 | ||||
St. Joe Co. | 25,476 | 985 | ||||
Acadia Realty Trust | 67,107 | 963 | ||||
American Assets Trust Inc. | 34,997 | 927 |
Shares | Market Value• ($000) | |||||
Piedmont Office Realty Trust Inc. Class A | 100,960 | 926 | ||||
Empire State Realty Trust Inc. Class A | 137,300 | 925 | ||||
* | GEO Group Inc. | 84,496 | 925 | |||
Paramount Group Inc. | 150,229 | 892 | ||||
Global Net Lease Inc. | 70,884 | 891 | ||||
Service Properties Trust | 116,610 | 850 | ||||
Brandywine Realty Trust | 133,714 | 822 | ||||
NETSTREIT Corp. | 43,048 | 789 | ||||
NexPoint Residential Trust Inc. | 17,903 | 779 | ||||
Apartment Investment & Management Co. Class A | 106,401 | 758 | ||||
Centerspace | 12,541 | 736 | ||||
* | Radius Global Infrastructure Inc. | 61,100 | 722 | |||
RPT Realty | 70,559 | 708 | ||||
Newmark Group Inc. Class A | 87,090 | 694 | ||||
Marcus & Millichap Inc. | 18,757 | 646 | ||||
UMH Properties Inc. | 39,327 | 633 | ||||
Armada Hoffler Properties Inc. | 52,430 | 603 | ||||
Necessity Retail REIT Inc. Class A | 99,800 | 592 | ||||
Community Healthcare Trust Inc. | 16,547 | 592 | ||||
Plymouth Industrial REIT Inc. | 30,451 | 584 | ||||
eXp World Holdings Inc. | 52,290 | 579 | ||||
Summit Hotel Properties Inc. | 77,848 | 562 | ||||
Safehold Inc. | 19,589 | 561 | ||||
* | Anywhere Real Estate Inc. | 87,100 | 557 | |||
Gladstone Commercial Corp. | 28,553 | 528 | ||||
Gladstone Land Corp. | 27,240 | 500 | ||||
* | Compass Inc. Class A | 213,651 | 498 | |||
Office Properties Income Trust | 36,326 | 485 | ||||
Chatham Lodging Trust | 38,700 | 475 | ||||
Farmland Partners Inc. | 36,575 | 456 | ||||
Urstadt Biddle Properties Inc. Class A | 23,329 | 442 | ||||
Global Medical REIT Inc. | 46,224 | 438 | ||||
Universal Health Realty Income Trust | 9,107 | 435 | ||||
* | Tejon Ranch Co. | 22,743 | 429 | |||
* | Opendoor Technologies Inc. | 361,700 | 420 | |||
Ares Commercial Real Estate Corp. | 39,600 | 408 | ||||
*,1 | Seritage Growth Properties Class A | 31,500 | 373 | |||
Orion Office REIT Inc. | 42,982 | 367 | ||||
Alexander's Inc. | 1,565 | 344 | ||||
Saul Centers Inc. | 8,462 | 344 | ||||
Whitestone REIT | 35,347 | 341 | ||||
* | WeWork Inc. | 233,200 | 334 | |||
* | Redfin Corp. | 77,098 | 327 | |||
Bridge Investment Group Holdings Inc. Class A | 26,883 | 324 | ||||
RMR Group Inc. Class A | 10,425 | 295 | ||||
RE/MAX Holdings Inc. Class A | 15,637 | 291 | ||||
One Liberty Properties Inc. | 13,037 | 290 | ||||
CTO Realty Growth Inc. | 15,777 | 288 | ||||
* | FRP Holdings Inc. | 5,128 | 276 | |||
* | Forestar Group Inc. | 14,329 | 221 | |||
BRT Apartments Corp. | 10,834 | 213 | ||||
Douglas Elliman Inc. | 50,797 | 207 | ||||
Hersha Hospitality Trust Class A | 23,600 | 201 | ||||
City Office REIT Inc. | 23,669 | 198 | ||||
Industrial Logistics Properties Trust | 57,267 | 187 | ||||
Postal Realty Trust Inc. Class A | 12,803 | 186 | ||||
Braemar Hotels & Resorts Inc. | 41,700 | 171 | ||||
Indus Realty Trust Inc. | 2,416 | 153 | ||||
* | Ashford Hospitality Trust Inc. | 33,216 | 148 | |||
Alpine Income Property Trust Inc. | 7,700 | 147 | ||||
Franklin Street Properties Corp. | 50,715 | 138 | ||||
Diversified Healthcare Trust | 181,625 | 117 | ||||
Clipper Realty Inc. | 14,042 | 90 | ||||
Stratus Properties Inc. | 3,856 | 74 | ||||
* | Bluerock Homes Trust Inc. | 2,589 | 55 | |||
Global Self Storage Inc. | 10,820 | 53 | ||||
* | Fathom Holdings Inc. | 5,900 | 25 |
Shares | Market Value• ($000) | |||||
* | Altisource Portfolio Solutions SA | 2,562 | 24 | |||
* | Sotherly Hotels Inc. | 10,121 | 18 | |||
* | Maui Land & Pineapple Co. Inc. | 1,478 | 14 | |||
* | Rafael Holdings Inc. Class B | 7,468 | 14 | |||
New York City REIT Inc. Class A | 7,784 | 14 | ||||
* | Power REIT | 3,393 | 13 | |||
* | Trinity Place Holdings Inc. | 15,000 | 11 | |||
*,2 | Spirit MTA REIT | 44,200 | — | |||
973,608 | ||||||
Technology (13.9%) | ||||||
Apple Inc. | 11,447,440 | 1,487,366 | ||||
Microsoft Corp. | 5,646,483 | 1,354,140 | ||||
* | Alphabet Inc. Class A | 4,524,480 | 399,195 | |||
* | Alphabet Inc. Class C | 3,918,580 | 347,696 | |||
NVIDIA Corp. | 1,769,892 | 258,652 | ||||
* | Meta Platforms Inc. Class A | 1,703,228 | 204,966 | |||
Broadcom Inc. | 306,570 | 171,413 | ||||
* | Adobe Inc. | 352,081 | 118,486 | |||
Texas Instruments Inc. | 686,515 | 113,426 | ||||
International Business Machines Corp. | 685,011 | 96,511 | ||||
* | Salesforce Inc. | 720,315 | 95,507 | |||
QUALCOMM Inc. | 849,486 | 93,393 | ||||
Oracle Corp. | 1,123,416 | 91,828 | ||||
Intel Corp. | 3,123,706 | 82,560 | ||||
* | Advanced Micro Devices Inc. | 1,220,054 | 79,023 | |||
Intuit Inc. | 201,959 | 78,606 | ||||
Applied Materials Inc. | 652,044 | 63,496 | ||||
Analog Devices Inc. | 385,859 | 63,292 | ||||
* | ServiceNow Inc. | 153,186 | 59,478 | |||
Lam Research Corp. | 103,147 | 43,353 | ||||
Micron Technology Inc. | 822,371 | 41,102 | ||||
KLA Corp. | 107,517 | 40,537 | ||||
* | Synopsys Inc. | 115,997 | 37,037 | |||
Roper Technologies Inc. | 80,548 | 34,804 | ||||
Amphenol Corp. Class A | 450,386 | 34,292 | ||||
* | Cadence Design Systems Inc. | 207,810 | 33,383 | |||
* | Palo Alto Networks Inc. | 229,096 | 31,968 | |||
* | Autodesk Inc. | 163,823 | 30,614 | |||
* | Snowflake Inc. Class A | 206,379 | 29,624 | |||
Microchip Technology Inc. | 417,098 | 29,301 | ||||
TE Connectivity Ltd. | 240,207 | 27,576 | ||||
* | Workday Inc. Class A | 153,045 | 25,609 | |||
* | Fortinet Inc. | 502,130 | 24,549 | |||
Marvell Technology Inc. | 649,121 | 24,043 | ||||
Cognizant Technology Solutions Corp. Class A | 388,065 | 22,193 | ||||
* | VMware Inc. Class A | 176,829 | 21,708 | |||
* | ON Semiconductor Corp. | 326,859 | 20,386 | |||
* | Gartner Inc. | 56,756 | 19,078 | |||
HP Inc. | 691,181 | 18,572 | ||||
Corning Inc. | 575,089 | 18,368 | ||||
CDW Corp. | 102,363 | 18,280 | ||||
* | Crowdstrike Holdings Inc. Class A | 163,153 | 17,178 | |||
* | ANSYS Inc. | 66,075 | 15,963 | |||
Hewlett Packard Enterprise Co. | 977,530 | 15,601 | ||||
* | Datadog Inc. Class A | 198,936 | 14,622 | |||
* | Atlassian Corp. Class A | 112,800 | 14,515 | |||
* | VeriSign Inc. | 67,823 | 13,934 | |||
* | EPAM Systems Inc. | 41,110 | 13,473 | |||
* | Paycom Software Inc. | 38,765 | 12,029 | |||
Monolithic Power Systems Inc. | 33,969 | 12,012 | ||||
Skyworks Solutions Inc. | 121,447 | 11,067 | ||||
Leidos Holdings Inc. | 103,068 | 10,842 | ||||
* | Zoom Video Communications Inc. Class A | 159,227 | 10,786 | |||
* | Pinterest Inc. Class A | 443,410 | 10,766 | |||
* | Splunk Inc. | 123,771 | 10,655 | |||
* | DoorDash Inc. Class A | 217,885 | 10,637 | |||
Teradyne Inc. | 118,482 | 10,349 |
Shares | Market Value• ($000) | |||||
* | Tyler Technologies Inc. | 31,755 | 10,238 | |||
* | HubSpot Inc. | 34,678 | 10,026 | |||
* | Akamai Technologies Inc. | 118,477 | 9,988 | |||
NetApp Inc. | 165,564 | 9,944 | ||||
* | MongoDB Inc. Class A | 49,549 | 9,753 | |||
* | PTC Inc. | 79,578 | 9,553 | |||
* | Cloudflare Inc. Class A | 204,455 | 9,243 | |||
Gen Digital Inc. | 416,810 | 8,932 | ||||
* | GoDaddy Inc. Class A | 118,155 | 8,840 | |||
* | Match Group Inc. | 210,545 | 8,736 | |||
SS&C Technologies Holdings Inc. | 162,950 | 8,483 | ||||
* | DocuSign Inc. Class A | 151,347 | 8,388 | |||
* | Palantir Technologies Inc. Class A | 1,267,114 | 8,135 | |||
* | ZoomInfo Technologies Inc. Class A | 262,030 | 7,890 | |||
Seagate Technology Holdings plc | 147,245 | 7,747 | ||||
* | Western Digital Corp. | 240,489 | 7,587 | |||
Dell Technologies Inc. Class C | 187,747 | 7,551 | ||||
* | Okta Inc. Class A | 110,043 | 7,519 | |||
Entegris Inc. | 112,851 | 7,402 | ||||
* | Zscaler Inc. | 64,936 | 7,266 | |||
* | Ceridian HCM Holding Inc. | 110,122 | 7,064 | |||
* | Black Knight Inc. | 112,888 | 6,971 | |||
* | Qorvo Inc. | 76,591 | 6,942 | |||
* | Snap Inc. Class A | 764,177 | 6,839 | |||
* | Lattice Semiconductor Corp. | 104,348 | 6,770 | |||
*,1 | Unity Software Inc. | 235,912 | 6,745 | |||
Jabil Inc. | 96,421 | 6,576 | ||||
* | F5 Inc. | 45,481 | 6,527 | |||
* | Twilio Inc. Class A | 131,590 | 6,443 | |||
* | Wolfspeed Inc. | 93,324 | 6,443 | |||
Bentley Systems Inc. Class B | 166,235 | 6,144 | ||||
* | Pure Storage Inc. Class A | 215,678 | 5,772 | |||
* | Dynatrace Inc. | 150,432 | 5,762 | |||
* | Manhattan Associates Inc. | 46,406 | 5,634 | |||
KBR Inc. | 104,246 | 5,504 | ||||
* | CACI International Inc. Class A | 17,626 | 5,298 | |||
* | Arrow Electronics Inc. | 45,679 | 4,777 | |||
Science Applications International Corp. | 42,184 | 4,679 | ||||
* | Nutanix Inc. Class A | 177,449 | 4,623 | |||
* | Coupa Software Inc. | 57,727 | 4,570 | |||
* | DXC Technology Co. | 171,974 | 4,557 | |||
* | Dropbox Inc. Class A | 202,239 | 4,526 | |||
* | Aspen Technology Inc. | 21,807 | 4,479 | |||
* | Toast Inc. Class A | 230,089 | 4,149 | |||
Concentrix Corp. | 28,842 | 3,841 | ||||
* | Guidewire Software Inc. | 60,451 | 3,782 | |||
National Instruments Corp. | 100,805 | 3,720 | ||||
* | Smartsheet Inc. Class A | 93,716 | 3,689 | |||
* | SPS Commerce Inc. | 27,867 | 3,579 | |||
* | Five9 Inc. | 52,173 | 3,540 | |||
Universal Display Corp. | 32,267 | 3,486 | ||||
* | Fabrinet | 27,174 | 3,484 | |||
* | Novanta Inc. | 25,530 | 3,469 | |||
* | Tenable Holdings Inc. | 86,671 | 3,307 | |||
* | Box Inc. Class A | 104,013 | 3,238 | |||
* | Coherent Corp. | 91,186 | 3,201 | |||
Vertiv Holdings Co. Class A | 233,700 | 3,192 | ||||
* | Silicon Laboratories Inc. | 23,410 | 3,176 | |||
* | Cirrus Logic Inc. | 42,360 | 3,155 | |||
Power Integrations Inc. | 43,756 | 3,138 | ||||
Dolby Laboratories Inc. Class A | 44,046 | 3,107 | ||||
* | Workiva Inc. Class A | 36,735 | 3,085 | |||
TD SYNNEX Corp. | 31,963 | 3,027 | ||||
* | UiPath Inc. Class A | 234,457 | 2,980 | |||
Avnet Inc. | 70,405 | 2,927 | ||||
* | Qualys Inc. | 26,038 | 2,922 | |||
* | Elastic NV | 55,822 | 2,875 |
Shares | Market Value• ($000) | |||||
* | Rambus Inc. | 79,489 | 2,847 | |||
* | Synaptics Inc. | 29,837 | 2,839 | |||
* | Super Micro Computer Inc. | 33,600 | 2,759 | |||
* | IAC Inc. | 61,936 | 2,750 | |||
* | Blackline Inc. | 40,808 | 2,745 | |||
* | Insight Enterprises Inc. | 26,951 | 2,702 | |||
* | Teradata Corp. | 79,516 | 2,677 | |||
* | Ziff Davis Inc. | 33,309 | 2,635 | |||
* | Envestnet Inc. | 42,683 | 2,634 | |||
* | Gitlab Inc. Class A | 56,796 | 2,581 | |||
* | MACOM Technology Solutions Holdings Inc. | 40,377 | 2,543 | |||
* | Onto Innovation Inc. | 36,971 | 2,517 | |||
Advanced Energy Industries Inc. | 29,131 | 2,499 | ||||
* | New Relic Inc. | 43,166 | 2,437 | |||
* | Procore Technologies Inc. | 51,639 | 2,436 | |||
* | Diodes Inc. | 31,739 | 2,417 | |||
* | Sanmina Corp. | 42,134 | 2,414 | |||
Dun & Bradstreet Holdings Inc. | 195,332 | 2,395 | ||||
* | RingCentral Inc. Class A | 67,284 | 2,382 | |||
* | Blackbaud Inc. | 40,339 | 2,374 | |||
* | NCR Corp. | 100,473 | 2,352 | |||
* | Ambarella Inc. | 27,083 | 2,227 | |||
* | Alteryx Inc. Class A | 43,594 | 2,209 | |||
* | Plexus Corp. | 21,397 | 2,202 | |||
* | IPG Photonics Corp. | 22,541 | 2,134 | |||
Vishay Intertechnology Inc. | 98,845 | 2,132 | ||||
* | SentinelOne Inc. Class A | 144,971 | 2,115 | |||
* | Sprout Social Inc. Class A | 36,914 | 2,084 | |||
* | CommVault Systems Inc. | 32,385 | 2,035 | |||
Amkor Technology Inc. | 83,739 | 2,008 | ||||
* | Confluent Inc. Class A | 88,431 | 1,967 | |||
* | Axcelis Technologies Inc. | 24,106 | 1,913 | |||
* | Impinj Inc. | 17,362 | 1,896 | |||
* | Varonis Systems Inc. Class B | 77,940 | 1,866 | |||
* | Kyndryl Holdings Inc. | 164,262 | 1,827 | |||
* | Alarm.com Holdings Inc. | 36,158 | 1,789 | |||
* | Perficient Inc. | 25,596 | 1,787 | |||
* | MaxLinear Inc. Class A | 52,598 | 1,786 | |||
* | Verint Systems Inc. | 48,640 | 1,765 | |||
* | Altair Engineering Inc. Class A | 38,653 | 1,758 | |||
* | Rogers Corp. | 14,496 | 1,730 | |||
* | NetScout Systems Inc. | 52,130 | 1,695 | |||
* | KnowBe4 Inc. Class A | 68,026 | 1,686 | |||
Progress Software Corp. | 32,609 | 1,645 | ||||
* | Freshworks Inc. Class A | 111,469 | 1,640 | |||
* | PagerDuty Inc. | 61,217 | 1,626 | |||
Clear Secure Inc. Class A | 58,769 | 1,612 | ||||
* | Allegro MicroSystems Inc. | 52,472 | 1,575 | |||
* | nCino Inc. | 57,940 | 1,532 | |||
* | Semtech Corp. | 50,092 | 1,437 | |||
CSG Systems International Inc. | 24,796 | 1,418 | ||||
* | Rapid7 Inc. | 41,301 | 1,403 | |||
* | Allscripts Healthcare Solutions Inc. | 79,464 | 1,402 | |||
* | Bumble Inc. Class A | 66,183 | 1,393 | |||
* | AppLovin Corp. Class A | 131,823 | 1,388 | |||
* | DoubleVerify Holdings Inc. | 63,202 | 1,388 | |||
* | Yelp Inc. Class A | 50,490 | 1,380 | |||
* | FormFactor Inc. | 62,092 | 1,380 | |||
* | Appfolio Inc. Class A | 13,085 | 1,379 | |||
* | HashiCorp Inc. Class A | 49,500 | 1,353 | |||
* | DigitalOcean Holdings Inc. | 49,754 | 1,267 | |||
* | Agilysys Inc. | 15,831 | 1,253 | |||
Xerox Holdings Corp. | 84,212 | 1,230 | ||||
* | LiveRamp Holdings Inc. | 52,341 | 1,227 | |||
* | Parsons Corp. | 26,203 | 1,212 | |||
* | Cohu Inc. | 36,517 | 1,170 | |||
* | Paycor HCM Inc. | 46,891 | 1,147 |
Shares | Market Value• ($000) | |||||
Adeia Inc. | 120,642 | 1,144 | ||||
* | Q2 Holdings Inc. | 42,552 | 1,143 | |||
Methode Electronics Inc. | 25,710 | 1,141 | ||||
* | SiTime Corp. | 11,000 | 1,118 | |||
Pegasystems Inc. | 32,505 | 1,113 | ||||
* | Ultra Clean Holdings Inc. | 33,444 | 1,109 | |||
* | Model N Inc. | 26,774 | 1,086 | |||
* | JFrog Ltd. | 50,700 | 1,081 | |||
* | Jamf Holding Corp. | 49,955 | 1,064 | |||
* | TTM Technologies Inc. | 70,315 | 1,060 | |||
* | Xometry Inc. Class A | 31,995 | 1,031 | |||
* | Cargurus Inc. Class A | 73,476 | 1,029 | |||
* | Magnite Inc. | 96,985 | 1,027 | |||
* | Digital Turbine Inc. | 67,013 | 1,021 | |||
* | CCC Intelligent Solutions Holdings Inc. | 117,115 | 1,019 | |||
*,1 | MicroStrategy Inc. Class A | 7,191 | 1,018 | |||
* | E2open Parent Holdings Inc. | 172,889 | 1,015 | |||
* | Appian Corp. Class A | 31,088 | 1,012 | |||
Shutterstock Inc. | 18,476 | 974 | ||||
* | TechTarget Inc. | 21,851 | 963 | |||
* | Upwork Inc. | 89,743 | 937 | |||
* | C3.ai Inc. Class A | 79,509 | 890 | |||
* | ePlus Inc. | 20,000 | 886 | |||
CTS Corp. | 22,107 | 871 | ||||
* | Everbridge Inc. | 28,790 | 852 | |||
* | Qualtrics International Inc. Class A | 81,233 | 843 | |||
* | Samsara Inc. Class A | 67,300 | 837 | |||
A10 Networks Inc. | 49,754 | 827 | ||||
* | Squarespace Inc. Class A | 36,900 | 818 | |||
* | Credo Technology Group Holding Ltd. | 61,100 | 813 | |||
* | PROS Holdings Inc. | 32,175 | 781 | |||
* | Schrodinger Inc. | 41,432 | 774 | |||
* | ForgeRock Inc. Class A | 33,881 | 771 | |||
* | Zeta Global Holdings Corp. Class A | 92,057 | 752 | |||
* | Fastly Inc. Class A | 91,656 | 751 | |||
* | Consensus Cloud Solutions Inc. | 13,903 | 747 | |||
* | Photronics Inc. | 43,753 | 736 | |||
* | PDF Solutions Inc. | 25,459 | 726 | |||
* | Asana Inc. Class A | 52,069 | 717 | |||
* | Veeco Instruments Inc. | 37,309 | 693 | |||
* | Braze Inc. Class A | 25,296 | 690 | |||
* | Planet Labs PBC | 158,500 | 689 | |||
* | Avid Technology Inc. | 25,562 | 680 | |||
* | 3D Systems Corp. | 91,666 | 678 | |||
Benchmark Electronics Inc. | 25,359 | 677 | ||||
* | Momentive Global Inc. | 96,774 | 677 | |||
* | Duck Creek Technologies Inc. | 55,901 | 674 | |||
* | Thoughtworks Holding Inc. | 65,183 | 664 | |||
* | Ichor Holdings Ltd. | 23,453 | 629 | |||
* | UserTesting Inc. | 76,962 | 578 | |||
* | SMART Global Holdings Inc. | 38,072 | 567 | |||
* | Sumo Logic Inc. | 68,945 | 558 | |||
* | ScanSource Inc. | 18,847 | 551 | |||
* | Zuora Inc. Class A | 86,545 | 550 | |||
* | Cerence Inc. | 29,489 | 546 | |||
* | PAR Technology Corp. | 20,186 | 526 | |||
* | Sprinklr Inc. Class A | 64,421 | 526 | |||
* | Olo Inc. Class A | 83,710 | 523 | |||
* | N-able Inc. | 49,481 | 509 | |||
* | LivePerson Inc. | 49,636 | 503 | |||
* | CEVA Inc. | 19,501 | 499 | |||
* | Matterport Inc. | 172,084 | 482 | |||
* | Kimball Electronics Inc. | 20,481 | 463 | |||
Simulations Plus Inc. | 12,535 | 458 | ||||
* | PubMatic Inc. Class A | 34,466 | 442 | |||
* | Alpha & Omega Semiconductor Ltd. | 15,358 | 439 | |||
* | Informatica Inc. Class A | 26,860 | 438 |
Shares | Market Value• ($000) | |||||
* | AvePoint Inc. | 104,561 | 430 | |||
Ebix Inc. | 21,336 | 426 | ||||
PC Connection Inc. | 8,866 | 416 | ||||
* | EngageSmart Inc. | 23,272 | 410 | |||
* | Grid Dynamics Holdings Inc. | 36,378 | 408 | |||
* | IonQ Inc. | 116,900 | 403 | |||
* | Alkami Technology Inc. | 27,498 | 401 | |||
* | Yext Inc. | 60,169 | 393 | |||
* | Definitive Healthcare Corp. Class A | 35,292 | 388 | |||
American Software Inc. Class A | 26,372 | 387 | ||||
* | Cvent Holding Corp. Class A | 70,900 | 383 | |||
* | Vimeo Inc. | 110,126 | 378 | |||
* | BigCommerce Holdings Inc. | 42,020 | 367 | |||
* | Eventbrite Inc. Class A | 60,790 | 356 | |||
* | Bandwidth Inc. Class A | 15,236 | 350 | |||
*,1 | indie Semiconductor Inc. Class A | 59,839 | 349 | |||
*,1 | Aehr Test Systems | 16,224 | 326 | |||
* | nLight Inc. | 32,121 | 326 | |||
* | OneSpan Inc. | 29,119 | 326 | |||
Hackett Group Inc. | 15,802 | 322 | ||||
* | Vertex Inc. Class A | 22,097 | 321 | |||
* | Domo Inc. Class B | 21,491 | 306 | |||
* | Mitek Systems Inc. | 31,555 | 306 | |||
* | SolarWinds Corp. | 32,181 | 301 | |||
* | Amplitude Inc. Class A | 24,098 | 291 | |||
* | Blend Labs Inc. Class A | 201,100 | 290 | |||
* | Couchbase Inc. | 21,811 | 289 | |||
* | ON24 Inc. | 31,300 | 270 | |||
* | Red Violet Inc. | 11,626 | 268 | |||
*,1 | MicroVision Inc. | 113,698 | 267 | |||
* | NerdWallet Inc. Class A | 27,858 | 267 | |||
* | Navitas Semiconductor Corp. | 75,700 | 266 | |||
* | Tucows Inc. Class A | 7,729 | 262 | |||
* | SoundHound AI Inc. | 146,000 | 258 | |||
* | ACM Research Inc. Class A | 32,940 | 254 | |||
Richardson Electronics Ltd. | 11,600 | 247 | ||||
* | Unisys Corp. | 48,242 | 247 | |||
NVE Corp. | 3,806 | 246 | ||||
* | Expensify Inc. Class A | 26,560 | 235 | |||
* | Intapp Inc. | 9,357 | 233 | |||
* | Nextdoor Holdings Inc. | 108,100 | 223 | |||
*,1 | Digimarc Corp. | 11,500 | 213 | |||
* | EverCommerce Inc. | 27,192 | 202 | |||
* | Benefitfocus Inc. | 18,600 | 195 | |||
* | Telos Corp. | 38,079 | 194 | |||
* | EverQuote Inc. Class A | 12,900 | 190 | |||
* | Weave Communications Inc. | 38,872 | 178 | |||
* | Brightcove Inc. | 33,486 | 175 | |||
* | SmartRent Inc. Class A | 71,700 | 174 | |||
* | MediaAlpha Inc. Class A | 16,800 | 167 | |||
*,1 | Rumble Inc. | 27,300 | 162 | |||
* | Identiv Inc. | 21,679 | 157 | |||
* | Arena Group Holdings Inc. | 14,750 | 157 | |||
* | SEMrush Holdings Inc. Class A | 19,197 | 156 | |||
* | Upland Software Inc. | 21,208 | 151 | |||
* | TrueCar Inc. | 59,207 | 149 | |||
* | eGain Corp. | 16,436 | 148 | |||
* | Enfusion Inc. Class A | 14,958 | 145 | |||
* | AXT Inc. | 32,600 | 143 | |||
* | Innovid Corp. | 80,434 | 138 | |||
* | MeridianLink Inc. | 9,754 | 134 | |||
* | CoreCard Corp. | 4,500 | 130 | |||
* | Asure Software Inc. | 13,700 | 128 | |||
*,1 | Groupon Inc. Class A | 14,600 | 125 | |||
* | Aeva Technologies Inc. | 90,600 | 123 | |||
* | Rackspace Technology Inc. | 41,198 | 122 | |||
* | System1 Inc. | 25,300 | 119 |
Shares | Market Value• ($000) | |||||
* | Porch Group Inc. | 60,900 | 115 | |||
* | Edgio Inc. | 96,551 | 109 | |||
* | Veritone Inc. | 20,477 | 109 | |||
* | inTEST Corp. | 10,157 | 105 | |||
* | Rimini Street Inc. | 27,624 | 105 | |||
*,1 | Atomera Inc. | 16,254 | 101 | |||
* | Intevac Inc. | 15,339 | 99 | |||
* | NextNav Inc. | 33,050 | 97 | |||
* | KULR Technology Group Inc. | 79,473 | 95 | |||
* | Amtech Systems Inc. | 11,877 | 90 | |||
* | Transphorm Inc. | 16,300 | 89 | |||
* | Immersion Corp. | 12,233 | 86 | |||
* | Innodata Inc. | 28,773 | 85 | |||
* | Vroom Inc. | 83,000 | 85 | |||
* | Diebold Nixdorf Inc. | 59,335 | 84 | |||
* | Smith Micro Software Inc. | 40,208 | 84 | |||
* | Kopin Corp. | 64,443 | 80 | |||
* | Ouster Inc. | 92,000 | 79 | |||
* | WM Technology Inc. | 69,888 | 71 | |||
* | comScore Inc. | 58,400 | 68 | |||
* | VirnetX Holding Corp. | 52,143 | 68 | |||
*,1 | Embark Technology Inc. | 19,800 | 65 | |||
* | Vinco Ventures Inc. | 134,900 | 63 | |||
*,1 | Alpine 4 Holdings Inc. | 117,100 | 62 | |||
* | Beachbody Co. Inc. | 116,800 | 61 | |||
* | Computer Task Group Inc. | 7,990 | 60 | |||
* | eMagin Corp. | 70,432 | 60 | |||
* | Pixelworks Inc. | ��� 32,934 | 58 | |||
* | Cyxtera Technologies Inc. | 29,000 | 56 | |||
* | Skillz Inc. Class A | 109,300 | 55 | |||
* | SecureWorks Corp. Class A | 8,244 | 53 | |||
*,1 | Cleanspark Inc. | 26,200 | 53 | |||
* | SkyWater Technology Inc. | 7,497 | 53 | |||
*,1 | Phunware Inc. | 67,200 | 52 | |||
* | Synchronoss Technologies Inc. | 80,600 | 50 | |||
Park City Group Inc. | 9,689 | 48 | ||||
* | Quantum Corp. | 33,700 | 37 | |||
* | Loyalty Ventures Inc. | 14,634 | 35 | |||
* | TransAct Technologies Inc. | 5,458 | 34 | |||
* | AstroNova Inc. | 2,465 | 32 | |||
* | Terawulf Inc. | 47,800 | 32 | |||
CSP Inc. | 3,181 | 30 | ||||
* | EMCORE Corp. | 28,435 | 27 | |||
* | Everspin Technologies Inc. | 4,413 | 25 | |||
* | Daktronics Inc. | 8,619 | 24 | |||
* | Zedge Inc. Class B | 12,613 | 22 | |||
* | Issuer Direct Corp. | 848 | 21 | |||
* | Streamline Health Solutions Inc. | 11,428 | 18 | |||
* | GSI Technology Inc. | 9,342 | 16 | |||
* | CVD Equipment Corp. | 2,737 | 15 | |||
* | Inuvo Inc. | 65,578 | 15 | |||
* | Data I/O Corp. | 3,396 | 13 | |||
*,1 | Avaya Holdings Corp. | 60,729 | 12 | |||
* | Super League Gaming Inc. | 34,300 | 12 | |||
*,1 | IronNet Inc. | 49,500 | 11 | |||
* | Intrusion Inc. | 3,079 | 10 | |||
* | authID Inc. | 17,600 | 10 | |||
* | Key Tronic Corp. | 2,174 | 9 | |||
* | BSQUARE Corp. | 4,685 | 5 | |||
* | QuickLogic Corp. | 937 | 5 | |||
* | Kubient Inc. | 6,900 | 4 | |||
* | Backblaze Inc. Class A | 596 | 4 | |||
* | Cipher Mining Inc. | 7,848 | 4 | |||
* | Mastech Digital Inc. | 260 | 3 | |||
* | Arteris Inc. | 510 | 2 | |||
6,679,691 |
Shares | Market Value• ($000) | |||||
Telecommunications (1.4%) | ||||||
Cisco Systems Inc. | 2,801,938 | 133,484 | ||||
Verizon Communications Inc. | 3,023,510 | 119,126 | ||||
Comcast Corp. Class A | 3,266,201 | 114,219 | ||||
AT&T Inc. | 5,398,840 | 99,393 | ||||
* | T-Mobile US Inc. | 470,913 | 65,928 | |||
Motorola Solutions Inc. | 127,075 | 32,748 | ||||
* | Charter Communications Inc. Class A | 76,488 | 25,937 | |||
* | Arista Networks Inc. | 174,688 | 21,198 | |||
Juniper Networks Inc. | 248,416 | 7,939 | ||||
* | Liberty Broadband Corp. Class C | 91,578 | 6,985 | |||
* | Ciena Corp. | 113,587 | 5,791 | |||
* | Frontier Communications Parent Inc. | 188,936 | 4,814 | |||
* | Iridium Communications Inc. | 85,751 | 4,408 | |||
Lumen Technologies Inc. | 786,489 | 4,105 | ||||
* | Roku Inc. Class A | 90,253 | 3,673 | |||
Cable One Inc. | 4,494 | 3,199 | ||||
* | Calix Inc. | 41,225 | 2,821 | |||
* | DISH Network Corp. Class A | 189,125 | 2,655 | |||
* | Lumentum Holdings Inc. | 48,295 | 2,519 | |||
Cogent Communications Holdings Inc. | 33,438 | 1,909 | ||||
* | Extreme Networks Inc. | 100,915 | 1,848 | |||
* | Viasat Inc. | 57,546 | 1,821 | |||
* | Viavi Solutions Inc. | 172,273 | 1,811 | |||
* | CommScope Holding Co. Inc. | 156,200 | 1,148 | |||
InterDigital Inc. | 20,970 | 1,038 | ||||
ADTRAN Holdings Inc. | 54,634 | 1,027 | ||||
* | Harmonic Inc. | 76,373 | 1,000 | |||
* | Infinera Corp. | 145,087 | 978 | |||
* | Digi International Inc. | 25,720 | 940 | |||
* | Liberty Broadband Corp. Class A | 12,022 | 912 | |||
* | Clearfield Inc. | 9,579 | 902 | |||
* | Altice USA Inc. Class A | 172,745 | 795 | |||
* | Gogo Inc. | 53,620 | 791 | |||
Telephone & Data Systems Inc. | 74,348 | 780 | ||||
* | Globalstar Inc. | 528,607 | 703 | |||
Shenandoah Telecommunications Co. | 36,710 | 583 | ||||
* | IDT Corp. Class B | 18,097 | 510 | |||
* | EchoStar Corp. Class A | 27,919 | 466 | |||
* | NETGEAR Inc. | 24,562 | 445 | |||
* | WideOpenWest Inc. | 45,637 | 416 | |||
ATN International Inc. | 8,375 | 379 | ||||
* | Anterix Inc. | 11,305 | 364 | |||
* | 8x8 Inc. | 81,172 | 351 | |||
*,1 | Lightwave Logic Inc. | 79,946 | 345 | |||
Comtech Telecommunications Corp. | 22,650 | 275 | ||||
* | Ooma Inc. | 19,530 | 266 | |||
*,1 | fuboTV Inc. | 146,954 | 256 | |||
* | Aviat Networks Inc. | 7,168 | 224 | |||
Bel Fuse Inc. Class B | 6,700 | 220 | ||||
*,1 | AST SpaceMobile Inc. Class A | 44,700 | 215 | |||
* | United States Cellular Corp. | 10,230 | 213 | |||
* | DZS Inc. | 16,287 | 206 | |||
* | Consolidated Communications Holdings Inc. | 54,100 | 194 | |||
* | Ribbon Communications Inc. | 63,300 | 177 | |||
* | Lantronix Inc. | 34,911 | 151 | |||
Spok Holdings Inc. | 17,400 | 142 | ||||
* | Cambium Networks Corp. | 6,400 | 139 | |||
* | Powerfleet Inc. | 36,995 | 99 | |||
* | Charge Enterprises Inc. | 79,700 | 99 | |||
* | CalAmp Corp. | 21,071 | 94 | |||
* | Casa Systems Inc. | 34,412 | 94 | |||
* | Akoustis Technologies Inc. | 32,901 | 93 | |||
* | KVH Industries Inc. | 9,132 | 93 | |||
* | Inseego Corp. | 68,062 | 57 | |||
* | Airgain Inc. | 8,585 | 56 | |||
* | Genasys Inc. | 13,190 | 49 |
Shares | Market Value• ($000) | |||||
Crexendo Inc. | 5,700 | 11 | ||||
* | ClearOne Inc. | 4,114 | 6 | |||
Network-1 Technologies Inc. | 2,710 | 6 | ||||
* | Optical Cable Corp. | 476 | 2 | |||
686,641 | ||||||
Utilities (2.1%) | ||||||
NextEra Energy Inc. | 1,505,327 | 125,845 | ||||
Duke Energy Corp. | 583,850 | 60,131 | ||||
Southern Co. | 824,566 | 58,882 | ||||
Waste Management Inc. | 309,891 | 48,616 | ||||
Dominion Energy Inc. | 630,121 | 38,639 | ||||
American Electric Power Co. Inc. | 388,458 | 36,884 | ||||
Sempra Energy | 238,133 | 36,801 | ||||
Exelon Corp. | 753,654 | 32,580 | ||||
Xcel Energy Inc. | 413,183 | 28,968 | ||||
Waste Connections Inc. | 194,580 | 25,794 | ||||
* | PG&E Corp. | 1,583,159 | 25,742 | |||
Consolidated Edison Inc. | 268,544 | 25,595 | ||||
Public Service Enterprise Group Inc. | 376,802 | 23,087 | ||||
WEC Energy Group Inc. | 239,471 | 22,453 | ||||
Eversource Energy | 266,833 | 22,371 | ||||
Constellation Energy Corp. | 246,951 | 21,290 | ||||
American Water Works Co. Inc. | 137,654 | 20,981 | ||||
Republic Services Inc. Class A | 155,012 | 19,995 | ||||
Edison International | 291,957 | 18,574 | ||||
Ameren Corp. | 194,898 | 17,330 | ||||
FirstEnergy Corp. | 411,745 | 17,269 | ||||
Entergy Corp. | 153,396 | 17,257 | ||||
PPL Corp. | 528,475 | 15,442 | ||||
AES Corp. | 508,471 | 14,624 | ||||
DTE Energy Co. | 122,380 | 14,383 | ||||
CenterPoint Energy Inc. | 479,303 | 14,374 | ||||
CMS Energy Corp. | 218,693 | 13,850 | ||||
Atmos Energy Corp. | 106,679 | 11,956 | ||||
Evergy Inc. | 172,216 | 10,838 | ||||
Alliant Energy Corp. | 189,421 | 10,458 | ||||
Essential Utilities Inc. | 179,629 | 8,574 | ||||
NiSource Inc. | 309,917 | 8,498 | ||||
Vistra Corp. | 308,203 | 7,150 | ||||
Pinnacle West Capital Corp. | 85,808 | 6,525 | ||||
OGE Energy Corp. | 150,024 | 5,933 | ||||
UGI Corp. | 156,444 | 5,799 | ||||
NRG Energy Inc. | 172,068 | 5,475 | ||||
* | Clean Harbors Inc. | 39,383 | 4,494 | |||
National Fuel Gas Co. | 69,062 | 4,372 | ||||
IDACORP Inc. | 38,556 | 4,158 | ||||
* | Evoqua Water Technologies Corp. | 93,598 | 3,707 | |||
New Jersey Resources Corp. | 73,659 | 3,655 | ||||
* | Sunrun Inc. | 151,567 | 3,641 | |||
Black Hills Corp. | 49,932 | 3,512 | ||||
* | Stericycle Inc. | 70,158 | 3,500 | |||
Hawaiian Electric Industries Inc. | 80,997 | 3,390 | ||||
Portland General Electric Co. | 68,201 | 3,342 | ||||
South Jersey Industries Inc. | 92,273 | 3,278 | ||||
PNM Resources Inc. | 66,764 | 3,257 | ||||
ONE Gas Inc. | 41,664 | 3,155 | ||||
Ormat Technologies Inc. | 36,355 | 3,144 | ||||
* | Casella Waste Systems Inc. Class A | 39,363 | 3,122 | |||
Southwest Gas Holdings Inc. | 48,421 | 2,996 | ||||
California Water Service Group | 48,258 | 2,926 | ||||
ALLETE Inc. | 43,184 | 2,786 | ||||
Spire Inc. | 37,955 | 2,614 | ||||
Avangrid Inc. | 60,237 | 2,589 | ||||
NorthWestern Corp. | 43,235 | 2,566 | ||||
Avista Corp. | 57,440 | 2,547 | ||||
American States Water Co. | 27,294 | 2,526 | ||||
MGE Energy Inc. | 26,169 | 1,842 |
Shares | Market Value• ($000) | |||||
Clearway Energy Inc. Class C | 54,482 | 1,736 | ||||
SJW Group | 21,006 | 1,706 | ||||
Chesapeake Utilities Corp. | 13,078 | 1,546 | ||||
* | Sunnova Energy International Inc. | 72,464 | 1,305 | |||
Northwest Natural Holding Co. | 25,775 | 1,227 | ||||
Middlesex Water Co. | 14,057 | 1,106 | ||||
Clearway Energy Inc. Class A | 29,143 | 872 | ||||
Unitil Corp. | 13,518 | 694 | ||||
*,1 | NuScale Power Corp. | 45,800 | 470 | |||
* | Heritage-Crystal Clean Inc. | 14,261 | 463 | |||
York Water Co. | 9,268 | 417 | ||||
* | Harsco Corp. | 61,710 | 388 | |||
Artesian Resources Corp. Class A | 6,216 | 364 | ||||
Excelerate Energy Inc. Class A | 12,138 | 304 | ||||
*,1 | Vertex Energy Inc. | 42,599 | 264 | |||
Aris Water Solution Inc. Class A | 14,434 | 208 | ||||
* | Altus Power Inc. Class A | 29,800 | 194 | |||
Genie Energy Ltd. Class B | 13,020 | 135 | ||||
* | Pure Cycle Corp. | 12,111 | 127 | |||
RGC Resources Inc. | 5,719 | 126 | ||||
Via Renewables Inc. Class A | 9,045 | 46 | ||||
Global Water Resources Inc. | 2,764 | 37 | ||||
* | Perma-Fix Environmental Services Inc. | 605 | 2 | |||
989,819 | ||||||
Total Common Stocks (Cost $9,439,613) | 28,527,078 | |||||
Preferred Stocks (0.0%) | ||||||
FAT Brands Inc. Pfd., 8.250%, 2/7/23 | 346 | 5 | ||||
Air T Funding Pfd., 8.000%, 6/7/24 | 28 | 1 | ||||
Total Preferred Stocks (Cost $5) | 6 | |||||
Coupon | Maturity Date | Face Amount ($000) | ||||
U.S. Government and Agency Obligations (26.4%) | ||||||
U.S. Government Securities (17.9%) | ||||||
United States Treasury Note/Bond | 0.125% | 12/15/23 | 53,420 | 51,166 | ||
United States Treasury Note/Bond | 0.750% | 12/31/23 | 43,480 | 41,802 | ||
United States Treasury Note/Bond | 0.125% | 1/15/24 | 60,690 | 57,864 | ||
United States Treasury Note/Bond | 0.875% | 1/31/24 | 26,858 | 25,763 | ||
United States Treasury Note/Bond | 2.250% | 1/31/24 | 37,380 | 36,393 | ||
United States Treasury Note/Bond | 2.500% | 1/31/24 | 37,219 | 36,335 | ||
United States Treasury Note/Bond | 0.125% | 2/15/24 | 54,230 | 51,518 | ||
United States Treasury Note/Bond | 2.750% | 2/15/24 | 29,974 | 29,318 | ||
United States Treasury Note/Bond | 1.500% | 2/29/24 | 53,376 | 51,457 | ||
United States Treasury Note/Bond | 2.125% | 2/29/24 | 10,040 | 9,747 | ||
United States Treasury Note/Bond | 2.125% | 3/31/24 | 20,948 | 20,290 | ||
United States Treasury Note/Bond | 2.250% | 3/31/24 | 75,085 | 72,844 | ||
United States Treasury Note/Bond | 0.375% | 4/15/24 | 59,975 | 56,751 | ||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 20,345 | 19,630 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 21,021 | 20,354 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 29,650 | 27,908 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 54,662 | 53,048 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 38,427 | 37,022 | ||
United States Treasury Note/Bond | 2.500% | 5/31/24 | 19,060 | 18,485 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 26,083 | 24,481 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 23,576 | 22,596 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 30,635 | 29,448 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 42,593 | 39,891 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 13,537 | 12,946 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 14,710 | 14,149 | ||
United States Treasury Note/Bond | 3.000% | 7/31/24 | 240 | 234 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 53,215 | 49,714 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 32,871 | 31,715 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 18,258 | 17,285 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 57,320 | 53,406 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 22,661 | 21,514 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 105,015 | 98,041 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 35,320 | 33,913 | ||
United States Treasury Note/Bond | 4.375% | 10/31/24 | 21,538 | 21,474 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 37,635 | 35,130 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 46,200 | 44,366 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 675 | 710 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 33,166 | 31,378 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 22,105 | 21,155 | ||
United States Treasury Note/Bond | 4.500% | 11/30/24 | 6,560 | 6,561 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 78,843 | 73,767 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 9,385 | 8,907 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 3,167 | 3,034 | ||
United States Treasury Note/Bond | 1.125% | 1/15/25 | 74,715 | 69,894 | ||
United States Treasury Note/Bond | 1.375% | 1/31/25 | 40,036 | 37,603 | ||
United States Treasury Note/Bond | 2.500% | 1/31/25 | 18,840 | 18,113 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 79,995 | 75,270 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 68,041 | 64,735 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 32,270 | 30,117 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 19,890 | 19,212 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 40,450 | 38,206 | ||
United States Treasury Note/Bond | 0.500% | 3/31/25 | 177,241 | 162,729 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 73,052 | 70,278 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 65,185 | 59,481 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 53,483 | 51,745 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 40,319 | 38,303 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 43,030 | 41,470 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 37,490 | 34,010 | ||
United States Treasury Note/Bond | 2.875% | 5/31/25 | 25,340 | 24,493 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 120,615 | 116,526 | ||
United States Treasury Note/Bond | 0.250% | 6/30/25 | 16,050 | 14,535 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 24,044 | 23,150 | ||
United States Treasury Note/Bond | 3.000% | 7/15/25 | 26,313 | 25,482 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 67,172 | 60,602 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 34,960 | 33,769 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 52,747 | 49,788 | ||
United States Treasury Note/Bond | 3.125% | 8/15/25 | 98,023 | 95,159 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 1,943 | 2,058 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 33,812 | 30,394 | ||
United States Treasury Note/Bond | 3.500% | 9/15/25 | 35,560 | 34,838 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 39,495 | 35,453 | ||
United States Treasury Note/Bond | 4.250% | 10/15/25 | 142,290 | 142,179 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 25,440 | 22,745 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 6,372 | 6,029 | ||
United States Treasury Note/Bond | 4.500% | 11/15/25 | 85,950 | 86,487 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 79,350 | 70,969 | ||
United States Treasury Note/Bond | 4.000% | 12/15/25 | 12,815 | 12,735 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 26,597 | 23,754 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 78,780 | 70,065 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 59,937 | 55,414 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 54,345 | 48,409 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 69,340 | 62,146 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 25,535 | 24,059 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 7,546 | 6,744 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 17,065 | 16,116 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 27,216 | 25,051 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 36,415 | 32,472 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 17,795 | 16,641 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 64,211 | 57,389 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 16,182 | 15,009 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 50,979 | 45,029 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 15,760 | 14,571 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 51,245 | 46,705 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 3,095 | 3,353 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 6,113 | 5,410 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 64,685 | 57,428 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 17,773 | 15,893 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 20,445 | 18,656 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 50,899 | 47,042 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 910 | 983 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 9,805 | 8,794 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 25,526 | 23,273 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 41,157 | 36,842 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 22,466 | 20,560 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 41,509 | 37,462 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 26,207 | 24,372 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 11,279 | 10,026 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 808 | 740 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 24,045 | 20,863 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 24,930 | 23,391 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 45,073 | 38,798 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 28,705 | 27,193 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 39,787 | 37,077 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 67,015 | 57,455 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 27,640 | 26,051 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 19,470 | 16,650 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 890 | 860 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 52,975 | 44,938 | ||
United States Treasury Note/Bond | 2.750% | 7/31/27 | 34,254 | 32,402 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 44,310 | 40,980 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 46,844 | 39,869 | ||
United States Treasury Note/Bond | 3.125% | 8/31/27 | 10,554 | 10,152 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 45,460 | 38,307 | ||
United States Treasury Note/Bond | 4.125% | 9/30/27 | 6,700 | 6,723 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 56,885 | 48,094 | ||
United States Treasury Note/Bond | 4.125% | 10/31/27 | 33,084 | 33,198 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 49,833 | 45,909 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 775 | 844 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 69,305 | 58,855 | ||
United States Treasury Note/Bond | 3.875% | 11/30/27 | 38,825 | 38,607 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 74,020 | 62,697 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 61,625 | 52,400 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 20,868 | 19,609 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 84,425 | 73,067 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 72,966 | 63,412 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 64,511 | 55,963 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 25,665 | 24,213 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 68,185 | 59,023 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 103,749 | 89,662 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 84,064 | 71,428 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 53,510 | 50,375 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 4,895 | 5,229 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 41,850 | 35,749 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 113,870 | 97,786 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 54,550 | 47,083 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 27,149 | 25,881 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 14,810 | 15,669 | ||
United States Treasury Note/Bond | 1.500% | 11/30/28 | 76,835 | 66,702 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 27,340 | 23,572 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 56,105 | 49,276 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 53,000 | 49,000 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 39,895 | 35,338 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 45,010 | 40,952 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 18,210 | 17,049 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | �� 34,370 | 31,910 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 32,740 | 31,313 | ||
United States Treasury Note/Bond | 2.625% | 7/31/29 | 15,150 | 13,950 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 19,267 | 16,708 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 3,462 | 3,864 | ||
United States Treasury Note/Bond | 3.125% | 8/31/29 | 43,880 | 41,652 | ||
United States Treasury Note/Bond | 3.875% | 9/30/29 | 26,540 | 26,337 | ||
United States Treasury Note/Bond | 4.000% | 10/31/29 | 43,225 | 43,232 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 14,500 | 12,638 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.875% | 11/30/29 | 15,501 | 15,392 | ||
5 | United States Treasury Note/Bond | 3.875% | 12/31/29 | 1,640 | 1,631 | |
United States Treasury Note/Bond | 1.500% | 2/15/30 | 52,129 | 44,391 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 71,827 | 56,811 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 2,570 | 2,929 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 88,711 | 69,791 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 94,936 | 75,860 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 81,068 | 66,032 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 8,005 | 8,770 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 91,688 | 77,118 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 104,807 | 85,041 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 111,466 | 90,688 | ||
United States Treasury Note/Bond | 1.875% | 2/15/32 | 94,466 | 80,060 | ||
United States Treasury Note/Bond | 2.875% | 5/15/32 | 74,169 | 68,328 | ||
United States Treasury Note/Bond | 2.750% | 8/15/32 | 85,840 | 78,074 | ||
United States Treasury Note/Bond | 4.125% | 11/15/32 | 75,785 | 77,300 | ||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 10,234 | 10,906 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 14,986 | 16,721 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 11,517 | 12,069 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 6,044 | 6,421 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 6,398 | 6,011 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 7,883 | 8,115 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 9,884 | 10,472 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 11,686 | 12,183 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 10,000 | 10,739 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 35,285 | 22,103 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 5,139 | 5,345 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 37,305 | 23,205 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 8,449 | 8,242 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 57,480 | 37,380 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 4,317 | 4,413 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 56,471 | 39,918 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 5,967 | 6,491 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 48,760 | 36,654 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 11,000 | 11,404 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 65,196 | 44,649 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 12,000 | 11,396 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 31,715 | 22,671 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 10,928 | 9,436 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 44,662 | 34,090 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 12,579 | 10,836 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 11,950 | 10,045 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 23,570 | 20,672 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 14,706 | 11,831 | ||
United States Treasury Note/Bond | 3.375% | 8/15/42 | 36,648 | 32,766 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 15,070 | 12,094 | ||
United States Treasury Note/Bond | 4.000% | 11/15/42 | 22,193 | 21,749 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 17,361 | 14,803 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 32,064 | 26,172 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 23,297 | 21,422 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 19,000 | 17,798 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 28,823 | 26,454 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 22,600 | 19,909 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 30,000 | 25,322 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 21,616 | 17,843 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 31,348 | 23,614 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 24,914 | 20,519 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 34,617 | 27,877 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 16,493 | 13,563 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 30,604 | 22,891 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 32,775 | 24,469 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 29,394 | 20,824 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 12,440 | 9,969 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 19,275 | 15,781 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 25,582 | 20,945 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 32,138 | 25,113 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 26,850 | 20,977 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 42,638 | 34,970 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 37,817 | 31,814 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 41,009 | 33,678 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 26,886 | 23,735 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 5,000 | 4,122 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 25,488 | 20,522 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 35,650 | 25,100 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 34,864 | 25,271 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 41,881 | 27,713 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 49,701 | 26,800 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 59,370 | 33,062 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 58,713 | 35,026 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 64,930 | 41,332 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 64,773 | 46,556 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 53,285 | 34,943 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 45,676 | 29,011 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 87,632 | 61,137 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 55,652 | 44,695 | ||
United States Treasury Note/Bond | 3.000% | 8/15/52 | 39,433 | 32,643 | ||
United States Treasury Note/Bond | 4.000% | 11/15/52 | 65,480 | 65,766 | ||
8,545,834 | ||||||
Agency Bonds and Notes (0.4%) | ||||||
6 | AID-Israel | 5.500% | 4/26/24 | 1,400 | 1,410 | |
6 | AID-Israel | 5.500% | 9/18/33 | 400 | 427 | |
6 | AID-Jordan | 3.000% | 6/30/25 | 400 | 386 | |
Federal Farm Credit Banks | 0.900% | 1/18/24 | 1,200 | 1,152 | ||
Federal Farm Credit Banks | 0.250% | 2/26/24 | 2,500 | 2,374 | ||
Federal Farm Credit Banks | 2.625% | 5/3/24 | 1,400 | 1,362 | ||
Federal Farm Credit Banks | 2.625% | 5/16/24 | 3,135 | 3,047 | ||
Federal Farm Credit Banks | 2.625% | 6/10/24 | 1,395 | 1,354 | ||
Federal Farm Credit Banks | 3.250% | 6/17/24 | 1,515 | 1,484 | ||
Federal Farm Credit Banks | 3.100% | 6/28/24 | 1,200 | 1,172 | ||
Federal Farm Credit Banks | 3.375% | 8/26/24 | 5,000 | 4,896 | ||
Federal Farm Credit Banks | 4.250% | 9/26/24 | 3,950 | 3,923 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 876 | 818 | ||
Federal Farm Credit Banks | 4.500% | 11/18/24 | 3,970 | 3,961 | ||
Federal Farm Credit Banks | 4.250% | 12/20/24 | 1,000 | 994 | ||
Federal Farm Credit Banks | 1.125% | 1/6/25 | 930 | 870 | ||
Federal Farm Credit Banks | 1.750% | 2/14/25 | 1,490 | 1,409 | ||
Federal Farm Credit Banks | 2.510% | 4/1/25 | 1,250 | 1,199 | ||
Federal Farm Credit Banks | 4.250% | 9/30/25 | 1,330 | 1,326 | ||
Federal Home Loan Banks | 2.500% | 2/13/24 | 3,515 | 3,427 | ||
Federal Home Loan Banks | 2.125% | 2/28/24 | 2,025 | 1,964 | ||
Federal Home Loan Banks | 3.250% | 3/8/24 | 1,870 | 1,837 | ||
Federal Home Loan Banks | 2.875% | 6/14/24 | 2,500 | 2,435 | ||
Federal Home Loan Banks | 3.125% | 6/14/24 | 3,300 | 3,226 | ||
Federal Home Loan Banks | 4.875% | 6/14/24 | 775 | 776 | ||
Federal Home Loan Banks | 2.750% | 6/28/24 | 3,560 | 3,460 | ||
7 | Federal Home Loan Banks | 3.000% | 7/8/24 | 1,500 | 1,462 | |
Federal Home Loan Banks | 1.500% | 8/15/24 | 1,990 | 1,891 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 815 | 823 | ||
Federal Home Loan Banks | 4.500% | 10/3/24 | 2,550 | 2,544 | ||
7 | Federal Home Loan Banks | 1.000% | 12/20/24 | 900 | 840 | |
Federal Home Loan Banks | 0.500% | 4/14/25 | 3,500 | 3,204 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 800 | 721 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 6,500 | 5,802 | ||
Federal Home Loan Banks | 3.250% | 6/9/28 | 2,700 | 2,589 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 1,965 | 1,881 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 2,775 | 3,040 | ||
8 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 5,000 | 4,703 | |
7,8 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 4,500 | 4,072 | |
8 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 10,500 | 9,438 | |
7,8 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,270 | 2,605 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
8 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 6,141 | 7,101 | |
8 | Federal National Mortgage Assn. | 2.500% | 2/5/24 | 3,881 | 3,786 | |
8 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 2,055 | 1,967 | |
8 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 660 | 638 | |
8 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 3,890 | 3,691 | |
8 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 3,460 | 3,268 | |
8 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 3,000 | 2,731 | |
8 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 6,000 | 5,411 | |
8 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 8,500 | 7,637 | |
8 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 1,600 | 1,494 | |
8 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 2,900 | 2,665 | |
8 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 8,500 | 7,290 | |
8 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 2,000 | 2,233 | |
8 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 2,405 | 2,820 | |
8 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 2,025 | 2,409 | |
8 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 7,000 | 5,490 | |
8 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,320 | 10,774 | |
8 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 1,260 | 1,390 | |
7 | Private Export Funding Corp. | 3.550% | 1/15/24 | 725 | 713 | |
7 | Private Export Funding Corp. | 2.450% | 7/15/24 | 525 | 504 | |
7 | Private Export Funding Corp. | 1.750% | 11/15/24 | 280 | 264 | |
7 | Private Export Funding Corp. | 3.250% | 6/15/25 | 175 | 169 | |
7 | Private Export Funding Corp. | 1.400% | 7/15/28 | 800 | 677 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 954 | 924 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 500 | 458 | ||
7 | Tennessee Valley Authority | 6.750% | 11/1/25 | 2,920 | 3,101 | |
7 | Tennessee Valley Authority | 2.875% | 2/1/27 | 1,000 | 951 | |
Tennessee Valley Authority | 7.125% | 5/1/30 | 2,000 | 2,334 | ||
Tennessee Valley Authority | 1.500% | 9/15/31 | 1,650 | 1,295 | ||
7 | Tennessee Valley Authority | 4.700% | 7/15/33 | 575 | 576 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 500 | 497 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 785 | 865 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 225 | 237 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 2,417 | 2,510 | ||
Tennessee Valley Authority | 3.500% | 12/15/42 | 200 | 166 | ||
Tennessee Valley Authority | 4.250% | 9/15/52 | 500 | 443 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 1,580 | 1,680 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 519 | 486 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 700 | 606 | ||
188,555 | ||||||
Conventional Mortgage-Backed Securities (8.1%) | ||||||
7,8 | Freddie Mac Gold Pool | 2.000% | 8/1/28– 12/1/31 | 1,232 | 1,135 | |
7,8 | Freddie Mac Gold Pool | 2.500% | 4/1/27– 2/1/43 | 22,378 | 20,872 | |
7,8 | Freddie Mac Gold Pool | 3.000% | 10/1/24– 4/1/47 | 72,993 | 66,475 | |
7,8 | Freddie Mac Gold Pool | 3.500% | 9/1/25– 11/1/48 | 78,857 | 73,610 | |
7,8 | Freddie Mac Gold Pool | 4.000% | 3/1/24– 11/1/48 | 43,861 | 42,238 | |
7,8 | Freddie Mac Gold Pool | 4.500% | 3/1/23– 1/1/49 | 18,984 | 18,767 | |
7,8 | Freddie Mac Gold Pool | 5.000% | 5/1/23– 1/1/49 | 6,537 | 6,618 | |
7,8 | Freddie Mac Gold Pool | 5.500% | 1/1/23– 6/1/41 | 5,736 | 5,804 | |
7,8 | Freddie Mac Gold Pool | 6.000% | 2/1/26– 5/1/40 | 3,116 | 3,243 | |
7,8 | Freddie Mac Gold Pool | 7.000% | 4/1/23– 12/1/38 | 240 | 247 | |
7,8 | Freddie Mac Gold Pool | 7.500% | 4/1/23– 1/1/32 | 22 | 22 | |
7,8 | Freddie Mac Gold Pool | 8.000% | 8/1/24– 1/1/31 | 19 | 20 | |
7,8 | Freddie Mac Gold Pool | 8.500% | 11/1/24– 5/1/30 | 1 | 1 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | Freddie Mac Gold Pool | 9.000% | 7/1/24– 5/1/25 | 1 | 1 | |
7 | Ginnie Mae I Pool | 3.000% | 1/15/26– 5/15/45 | 3,884 | 3,463 | |
7 | Ginnie Mae I Pool | 3.500% | 11/15/25– 9/15/49 | 4,236 | 4,009 | |
7 | Ginnie Mae I Pool | 4.000% | 10/15/24– 6/15/46 | 6,077 | 5,871 | |
7 | Ginnie Mae I Pool | 4.500% | 10/15/24– 2/15/49 | 5,550 | 5,551 | |
7 | Ginnie Mae I Pool | 5.000% | 5/15/34– 4/15/41 | 3,491 | 3,564 | |
7 | Ginnie Mae I Pool | 6.000% | 6/15/32 | 59 | 60 | |
7 | Ginnie Mae I Pool | 6.500% | 11/15/23– 8/15/39 | 480 | 478 | |
7 | Ginnie Mae I Pool | 7.000% | 8/15/23– 8/15/32 | 191 | 198 | |
7 | Ginnie Mae I Pool | 7.500% | 6/15/23– 3/15/32 | 42 | 44 | |
7 | Ginnie Mae I Pool | 8.000% | 4/15/23– 3/15/32 | 37 | 39 | |
7 | Ginnie Mae I Pool | 8.500% | 7/15/24– 6/15/30 | 5 | 5 | |
7 | Ginnie Mae I Pool | 9.000% | 5/15/25– 10/15/26 | 1 | 1 | |
7 | Ginnie Mae II Pool | 1.500% | 2/20/51– 12/20/51 | 4,606 | 3,689 | |
5,7 | Ginnie Mae II Pool | 2.000% | 8/20/50– 1/15/53 | 182,550 | 153,253 | |
7 | Ginnie Mae II Pool | 2.500% | 6/20/27– 5/20/52 | 185,429 | 161,687 | |
7 | Ginnie Mae II Pool | 3.000% | 2/20/27– 6/20/52 | 183,453 | 165,264 | |
5,7 | Ginnie Mae II Pool | 3.500% | 9/20/25– 1/15/53 | 140,150 | 130,744 | |
5,7 | Ginnie Mae II Pool | 4.000% | 9/20/25– 1/15/53 | 92,415 | 88,923 | |
5,7 | Ginnie Mae II Pool | 4.500% | 11/20/35– 1/15/53 | 70,241 | 69,015 | |
5,7 | Ginnie Mae II Pool | 5.000% | 5/20/39– 1/15/53 | 38,471 | 38,360 | |
5,7 | Ginnie Mae II Pool | 5.500% | 10/20/52– 1/15/53 | 15,024 | 15,115 | |
5,7 | Ginnie Mae II Pool | 6.000% | 1/15/53 | 3,225 | 3,277 | |
7 | Ginnie Mae II Pool | 6.500% | 12/20/35– 11/20/39 | 316 | 332 | |
7 | Ginnie Mae II Pool | 7.000% | 4/20/38– 8/20/38 | 31 | 31 | |
7,8 | UMBS Pool | 1.500% | 7/1/35– 9/1/51 | 241,351 | 195,156 | |
5,7,8 | UMBS Pool | 2.000% | 11/1/23– 1/25/53 | 989,192 | 825,102 | |
5,7,8 | UMBS Pool | 2.500% | 1/1/27– 1/25/53 | 707,132 | 610,037 | |
5,7,8 | UMBS Pool | 3.000% | 1/1/26– 1/25/53 | 446,208 | 400,498 | |
5,7,8 | UMBS Pool | 3.500% | 9/1/25– 1/25/53 | 266,501 | 247,295 | |
5,7,8 | UMBS Pool | 4.000% | 2/1/24– 1/25/53 | 219,675 | 209,726 | |
5,7,8 | UMBS Pool | 4.500% | 4/1/23– 1/25/53 | 155,622 | 151,735 | |
5,7,8 | UMBS Pool | 5.000% | 4/1/23– 1/25/53 | 99,888 | 99,277 | |
5,7,8 | UMBS Pool | 5.500% | 7/1/25– 1/25/53 | 45,114 | 45,523 | |
5,7,8 | UMBS Pool | 6.000% | 4/1/24– 1/25/53 | 14,223 | 14,660 | |
5,7,8 | UMBS Pool | 6.500% | 1/25/53 | 3,950 | 4,048 | |
7,8 | UMBS Pool | 7.000% | 6/1/23– 11/1/37 | 707 | 750 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | UMBS Pool | 7.500% | 9/1/23– 12/1/32 | 52 | 54 | |
7,8 | UMBS Pool | 8.000% | 9/1/24– 10/1/30 | 6 | 6 | |
7,8 | UMBS Pool | 8.500% | 10/1/24– 7/1/30 | 9 | 9 | |
7,8 | UMBS Pool | 9.000% | 9/1/24– 6/1/26 | 3 | 3 | |
3,895,905 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
7,8 | Fannie Mae Pool | 2.318% | 7/1/43 | 134 | 134 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 2.409% | 12/1/41 | 26 | 26 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.560% | 9/1/37 | 52 | 51 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.434% | 3.684% | 7/1/36 | 8 | 8 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.478% | 2.672% | 3/1/43 | 88 | 88 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.780% | 12/1/43 | 50 | 51 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.552% | 3.802% | 10/1/37 | 15 | 15 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.556% | 3.806% | 9/1/43 | 10 | 11 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.593% | 3.358% | 6/1/43 | 30 | 30 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.599% | 3.849% | 8/1/35 | 34 | 34 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 1.998% | 2/1/36 | 6 | 6 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 2.127% | 3/1/38 | 5 | 5 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.885% | 11/1/36 | 13 | 13 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.640% | 3.890% | 1/1/42 | 34 | 34 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 3 | 3 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.670% | 2.045% | 1/1/37 | 10 | 10 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.670% | 3.874% | 10/1/42 | 34 | 35 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 3.359% | 6/1/42 | 66 | 66 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.685% | 3.935% | 12/1/33 | 11 | 11 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.161% | 5/1/40 | 6 | 6 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.940% | 10/1/39– 9/1/42 | 65 | 66 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.692% | 3.828% | 8/1/39 | 39 | 40 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 3.945% | 7/1/39 | 6 | 6 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 3.948% | 8/1/40 | 7 | 7 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.950% | 12/1/40 | 27 | 27 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.075% | 7/1/37 | 3 | 3 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 3.951% | 10/1/42 | 30 | 31 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.955% | 11/1/39 | 5 | 5 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.721% | 2.528% | 5/1/42 | 40 | 40 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.729% | 3.479% | 6/1/41 | 8 | 8 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.737% | 3.987% | 9/1/34 | 6 | 6 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.739% | 3.919% | 11/1/39 | 13 | 13 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 3.852% | 7/1/41 | 48 | 50 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.000% | 10/1/40 | 7 | 8 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.751% | 3.843% | 9/1/43 | 52 | 54 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.775% | 2.891% | 5/1/42 | 14 | 14 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 2.280% | 2/1/41 | 18 | 19 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.783% | 3.314% | 7/1/42 | 38 | 39 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 3.725% | 3/1/42 | 32 | 33 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 2.446% | 3/1/42 | 38 | 39 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.797% | 3.844% | 8/1/42 | 77 | 76 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.799% | 3.157% | 2/1/42 | 109 | 110 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 4.055% | 11/1/41 | 31 | 31 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 4.060% | 11/1/33– 12/1/40 | 25 | 26 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.812% | 2.769% | 3/1/41 | 21 | 21 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 3.883% | 1/1/42 | 19 | 18 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.063% | 11/1/41 | 19 | 20 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 2.231% | 2/1/41 | 12 | 13 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 3.447% | 5/1/41 | 22 | 23 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 4.065% | 11/1/40– 12/1/41 | 48 | 48 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 2.575% | 3/1/41 | 20 | 21 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 3.649% | 2/1/42 | 25 | 26 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 2.482% | 4/1/41 | 28 | 28 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.080% | 6/1/41 | 26 | 26 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.834% | 3.222% | 2/1/41 | 11 | 11 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.210% | 5/1/40 | 5 | 5 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 3.609% | 1/1/40 | 18 | 19 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.838% | 4.013% | 9/1/40 | 16 | 16 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.839% | 4.089% | 12/1/39 | 13 | 14 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.090% | 8/1/39 | 13 | 13 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 3.779% | 11/1/34 | 18 | 19 | |
7,8,9 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 3.289% | 4/1/37 | 23 | 24 | |
7,8,9 | Fannie Mae Pool, 1YR CMT + 2.155% | 4.280% | 12/1/37 | 36 | 35 | |
7,8,9 | Fannie Mae Pool, 1YR CMT + 2.313% | 2.438% | 1/1/35 | 20 | 20 | |
7,8,9 | Fannie Mae Pool, 6M USD LIBOR + 1.058% | 3.592% | 4/1/37 | 12 | 12 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,9 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 3.090% | 8/1/37 | 16 | 17 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.532% | 3.551% | 9/1/37 | 11 | 11 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 1.875% | 1/1/38 | 3 | 3 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.390% | 5/1/42 | 4 | 5 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.660% | 12/1/36 | 13 | 13 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.890% | 11/1/43 | 45 | 46 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.910% | 10/1/37 | 6 | 6 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 3.915% | 12/1/34 | 5 | 5 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 2.074% | 2/1/37 | 14 | 14 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 1.995% | 1/1/35 | 2 | 2 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.993% | 12/1/36 | 11 | 11 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 1.995% | 12/1/40 | 22 | 22 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.125% | 5/1/38 | 2 | 2 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 3.227% | 12/1/41 | 28 | 29 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 2.842% | 12/1/35 | 11 | 11 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.811% | 3.972% | 3/1/42 | 19 | 19 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 3.010% | 2/1/42 | 9 | 9 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.855% | 4.105% | 5/1/37 | 8 | 8 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.130% | 12/1/40 | 5 | 5 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.216% | 1/1/41 | 24 | 25 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 2.380% | 3/1/41 | 2 | 3 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.255% | 5/1/40 | 1 | 1 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.357% | 5/1/40 | 3 | 3 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.612% | 6/1/40 | 5 | 5 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 3.865% | 6/1/41 | 6 | 6 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.130% | 6/1/40 | 15 | 16 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.887% | 2.657% | 2/1/42 | 14 | 14 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.891% | 4.141% | 9/1/40 | 19 | 19 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 4.150% | 6/1/40– 11/1/40 | 13 | 13 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.390% | 2/1/41 | 7 | 7 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.410% | 2/1/41 | 6 | 6 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 2.615% | 1/1/41 | 5 | 6 | |
7,8,9 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 2.585% | 3/1/38 | 4 | 4 | |
7,8,9 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 2.489% | 2/1/36 | 13 | 13 | |
7,8,9 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 3.375% | 5/1/36 | 4 | 4 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,9 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.375% | 11/1/34 | 17 | 17 | |
7,8,9 | Freddie Mac Non Gold Pool, 1YR CMT + 2.411% | 2.578% | 10/1/36 | 16 | 16 | |
7,8,9 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 4.026% | 1/1/37 | 34 | 35 | |
7,9 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 1.750% | 10/20/38– 12/20/43 | 354 | 348 | |
7,9 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.625% | 1/20/41– 3/20/43 | ��� 415 | 405 | |
7,9 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 4/20/41– 6/20/43 | 187 | 185 | |
7,9 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.625% | 7/20/38 | 3 | 3 | |
7,9 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 2.250% | 11/20/40 | 5 | 5 | |
7,9 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | 4 | 4 | |
7,9 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.000% | 5/20/41 | 9 | 9 | |
3,230 | ||||||
Total U.S. Government and Agency Obligations (Cost $14,359,121) | 12,633,524 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (1.0%) | ||||||
7 | Ally Auto Receivables Trust Series 2019-2 | 2.260% | 8/15/24 | 92 | 92 | |
7 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 125 | 124 | |
7 | Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | 575 | 559 | |
7 | Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | 50 | 48 | |
7 | Ally Auto Receivables Trust Series 2022-2 | 4.760% | 5/17/27 | 650 | 646 | |
7 | Ally Auto Receivables Trust Series 2022-2 | 4.870% | 4/17/28 | 200 | 199 | |
7 | American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | 2,025 | 1,880 | |
7 | American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | 3,575 | 3,470 | |
7 | American Express Credit Account Master Trust Series 2022-3 | 3.750% | 8/15/27 | 1,950 | 1,904 | |
7 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 100 | 96 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 150 | 142 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 100 | 91 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 75 | 73 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | 100 | 95 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.170% | 8/18/27 | 50 | 46 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 1.410% | 8/18/27 | 100 | 91 | |
7 | BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | 1,000 | 957 | |
7 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 250 | 235 | |
7 | BA Credit Card Trust Series 2022-A1 | 3.530% | 11/15/27 | 550 | 535 | |
7 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 104 | 100 | |
7 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 300 | 284 | |
7 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 800 | 745 | |
7 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 700 | 645 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 350 | 313 | |
7 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 175 | 162 | |
7 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 980 | 909 | |
7 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 780 | 700 | |
7 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 480 | 438 | |
7 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 275 | 254 | |
7 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 300 | 273 | |
7 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 600 | 553 | |
7 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 100 | 89 | |
7 | BANK Series 2017-BNK8 | 4.096% | 11/15/50 | 250 | 205 | |
7 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 277 | 261 | |
7 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 600 | 555 | |
7 | BANK Series 2018-BNK10 | 3.641% | 2/15/61 | 125 | 119 | |
7 | BANK Series 2018-BNK10 | 3.688% | 2/15/61 | 400 | 372 | |
7 | BANK Series 2018-BNK10 | 3.898% | 2/15/61 | 150 | 136 | |
7 | BANK Series 2018-BNK11 | 4.046% | 3/15/61 | 400 | 378 | |
7 | BANK Series 2018-BNK12 | 4.255% | 5/15/61 | 500 | 476 | |
7 | BANK Series 2018-BNK12 | 4.353% | 5/15/61 | 150 | 137 | |
7 | BANK Series 2018-BNK13 | 3.953% | 8/15/61 | 165 | 154 | |
7 | BANK Series 2018-BNK13 | 4.217% | 8/15/61 | 825 | 784 | |
7 | BANK Series 2018-BNK14 | 3.966% | 9/15/60 | 100 | 94 | |
7 | BANK Series 2018-BNK14 | 4.128% | 9/15/60 | 171 | 168 | |
7 | BANK Series 2018-BNK14 | 4.231% | 9/15/60 | 250 | 237 | |
7 | BANK Series 2018-BNK14 | 4.481% | 9/15/60 | 175 | 163 | |
7 | BANK Series 2018-BNK15 | 4.407% | 11/15/61 | 470 | 450 | |
7 | BANK Series 2019-BNK16 | 4.005% | 2/15/52 | 275 | 257 | |
7 | BANK Series 2019-BNK17 | 3.714% | 4/15/52 | 360 | 331 | |
7 | BANK Series 2019-BNK17 | 3.976% | 4/15/52 | 75 | 67 | |
7 | BANK Series 2019-BNK18 | 3.584% | 5/15/62 | 640 | 580 | |
7 | BANK Series 2019-BNK18 | 3.826% | 5/15/62 | 200 | 178 | |
7 | BANK Series 2019-BNK19 | 3.183% | 8/15/61 | 550 | 485 | |
7 | BANK Series 2019-BNK19 | 4.031% | 8/15/61 | 140 | 108 | |
7 | BANK Series 2019-BNK20 | 3.011% | 9/15/62 | 725 | 633 | |
7 | BANK Series 2019-BNK21 | 2.851% | 10/17/52 | 595 | 513 | |
7 | BANK Series 2019-BNK21 | 3.093% | 10/17/52 | 300 | 253 | |
7 | BANK Series 2019-BNK22 | 2.978% | 11/15/62 | 315 | 274 | |
7 | BANK Series 2019-BNK23 | 2.920% | 12/15/52 | 735 | 636 | |
7 | BANK Series 2019-BNK23 | 3.203% | 12/15/52 | 275 | 233 | |
7 | BANK Series 2019-BNK24 | 2.960% | 11/15/62 | 575 | 499 | |
7 | BANK Series 2019-BNK24 | 3.283% | 11/15/62 | 275 | 229 | |
7 | BANK Series 2020-BNK25 | 2.649% | 1/15/63 | 375 | 318 | |
7 | BANK Series 2020-BNK25 | 2.841% | 1/15/63 | 265 | 218 | |
7 | BANK Series 2020-BNK26 | 2.403% | 3/15/63 | 675 | 563 | |
7 | BANK Series 2020-BNK26 | 2.687% | 3/15/63 | 215 | 175 | |
7 | BANK Series 2020-BNK27 | 2.144% | 4/15/63 | 600 | 486 | |
7 | BANK Series 2020-BNK27 | 2.551% | 4/15/63 | 175 | 140 | |
7 | BANK Series 2020-BNK28 | 1.844% | 3/15/63 | 180 | 142 | |
7 | BANK Series 2020-BNK29 | 1.997% | 11/15/53 | 250 | 197 | |
7 | BANK Series 2020-BNK30 | 1.925% | 12/15/53 | 300 | 236 | |
7 | BANK Series 2020-BNK30 | 2.111% | 12/15/53 | 35 | 26 | |
7 | BANK Series 2021-BNK31 | 2.036% | 2/15/54 | 225 | 179 | |
7 | BANK Series 2021-BNK31 | 2.211% | 2/15/54 | 125 | 93 | |
7 | BANK Series 2021-BNK32 | 2.643% | 4/15/54 | 350 | 291 | |
7 | BANK Series 2021-BNK33 | 2.556% | 5/15/64 | 175 | 144 | |
7 | BANK Series 2021-BNK34 | 2.438% | 6/15/63 | 675 | 546 | |
7 | BANK Series 2021-BNK35 | 2.285% | 6/15/64 | 400 | 321 | |
7 | BANK Series 2021-BNK36 | 2.470% | 9/15/64 | 600 | 488 | |
7 | BANK Series 2021-BNK36 | 2.695% | 9/15/64 | 175 | 135 | |
7 | BANK Series 2021-BNK37 | 2.618% | 11/15/64 | 600 | 493 | |
7 | BANK Series 2022-BNK43 | 4.399% | 8/15/55 | 800 | 756 | |
7 | BANK Series 2022-BNK43 | 4.830% | 8/15/55 | 175 | 159 | |
7 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 1,080 | 1,010 | |
7 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 420 | 380 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 225 | 205 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 1,150 | 1,004 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 100 | 85 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 625 | 549 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 375 | 322 | |
7 | Barclays Dryrock Issuance Trust Series 2022-1 | 3.070% | 2/15/28 | 450 | 433 | |
7 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 1,175 | 1,100 | |
7 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 325 | 295 | |
7 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 500 | 476 | |
7 | BBCMS Mortgage Trust Series 2020-C6 | 2.639% | 2/15/53 | 450 | 382 | |
7 | BBCMS Mortgage Trust Series 2020-C6 | 2.840% | 2/15/53 | 143 | 116 | |
7 | BBCMS Mortgage Trust Series 2020-C7 | 2.037% | 4/15/53 | 150 | 122 | |
7 | BBCMS Mortgage Trust Series 2020-C8 | 2.040% | 10/15/53 | 525 | 420 | |
7 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 110 | 85 | |
7 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 650 | 527 | |
7 | BBCMS Mortgage Trust Series 2021-C11 | 2.322% | 9/15/54 | 225 | 181 | |
7 | BBCMS Mortgage Trust Series 2021-C11 | 2.536% | 9/15/54 | 100 | 76 | |
7 | BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | 375 | 310 | |
7 | BBCMS Mortgage Trust Series 2022-C14 | 2.946% | 2/15/55 | 950 | 800 | |
7 | BBCMS Trust Series 2021-C10 | 2.492% | 7/15/54 | 650 | 535 | |
7 | Benchmark Mortgage Trust Series 2018-B1 | 3.666% | 1/15/51 | 450 | 420 | |
7 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 200 | 180 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 179 | 178 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 2,280 | 2,148 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 625 | 573 | |
7 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 108 | 107 | |
7 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 1,000 | 948 | |
7 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 250 | 237 | |
7 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 500 | 453 | |
7 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 1,175 | 1,120 | |
7 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 450 | 430 | |
7 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 125 | 116 | |
7 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 25 | 24 | |
7 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 435 | 414 | |
7 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 200 | 185 | |
7 | Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | 100 | 92 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 261 | 245 | |
7 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 300 | 276 | |
7 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 125 | 110 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | 200 | 180 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 1,450 | 1,323 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 310 | 267 | |
7 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 300 | 263 | |
7 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 225 | 198 | |
7 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 265 | 231 | |
7 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 375 | 321 | |
7 | Benchmark Mortgage Trust Series 2020-B16 | 2.944% | 2/15/53 | 100 | 81 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.211% | 3/15/53 | 175 | 162 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 850 | 705 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 105 | 83 | |
7 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 212 | 169 | |
7 | Benchmark Mortgage Trust Series 2020-B19 | 2.148% | 9/15/53 | 75 | 56 | |
7 | Benchmark Mortgage Trust Series 2020-B20 | 2.034% | 10/15/53 | 425 | 341 | |
7 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 35 | 27 | |
7 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 525 | 418 | |
7 | Benchmark Mortgage Trust Series 2020-B21 | 2.254% | 12/17/53 | 50 | 38 | |
7 | Benchmark Mortgage Trust Series 2020-B22 | 1.973% | 1/15/54 | 400 | 317 | |
7 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 575 | 473 | |
7 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 175 | 139 | |
7 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 1,875 | 1,493 | |
7 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 275 | 209 | |
7 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 500 | 414 | |
7 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 100 | 79 | |
7 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 550 | 455 | |
7 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 250 | 198 | |
7 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 575 | 476 | |
7 | Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | 350 | 279 | |
7 | Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | 75 | 64 | |
7 | Benchmark Mortgage Trust Series 2021-B29 | 2.388% | 9/15/54 | 225 | 181 | |
7 | Benchmark Mortgage Trust Series 2021-B29 | 2.612% | 9/15/54 | 75 | 58 | |
7 | Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | 925 | 756 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Benchmark Mortgage Trust Series 2021-B31 | 2.669% | 12/15/54 | 500 | 411 | |
7 | Benchmark Mortgage Trust Series 2022-B32 | 3.002% | 1/15/55 | 1,425 | 1,201 | |
7 | Benchmark Mortgage Trust Series 2022-B32 | 3.411% | 1/15/55 | 300 | 243 | |
7 | Benchmark Mortgage Trust Series 2022-B33 | 3.458% | 3/15/55 | 300 | 265 | |
7 | Benchmark Mortgage Trust Series 2022-B34 | 3.786% | 4/15/55 | 250 | 225 | |
7 | Benchmark Mortgage Trust Series 2022-B36 | 4.470% | 7/15/55 | 375 | 356 | |
7 | Benchmark Mortgage Trust Series 2022-B36 | 4.951% | 7/15/55 | 100 | 93 | |
7 | BMO Mortgage Trust Series 2022-C1 | 3.374% | 2/17/55 | 275 | 238 | |
7 | BMO Mortgage Trust Series 2022-C2 | 4.813% | 7/15/54 | 300 | 294 | |
7 | BMO Mortgage Trust Series 2022-C3 | 5.313% | 9/15/54 | 900 | 904 | |
7 | BMO Mortgage Trust Series 2022-C3 | 5.326% | 9/15/54 | 125 | 120 | |
7 | BMW Vehicle Lease Trust Series 2021-1 | 0.290% | 1/25/24 | 98 | 97 | |
7 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 75 | 73 | |
7 | BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | 1,121 | 1,096 | |
7 | BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | 800 | 763 | |
7 | BMW Vehicle Lease Trust Series 2022-1 | 1.230% | 5/27/25 | 100 | 95 | |
7 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 27 | 27 | |
7 | BMW Vehicle Owner Trust Series 2020-A | 0.620% | 4/26/27 | 25 | 24 | |
7 | BMW Vehicle Owner Trust Series 2022-A | 3.210% | 8/25/26 | 175 | 171 | |
7 | BMW Vehicle Owner Trust Series 2022-A | 3.440% | 12/26/28 | 25 | 24 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF1 | 3.786% | 5/15/52 | 65 | 59 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 550 | 464 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 560 | 475 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 240 | 196 | |
7 | Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | 1,300 | 1,186 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | 850 | 796 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | 2,175 | 1,812 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | 1,875 | 1,751 | |
7 | Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | 2,000 | 1,918 | |
7 | Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | 1,900 | 1,848 | |
7 | Capital One Prime Auto Receivables Trust Series 2019-1 | 2.560% | 10/15/24 | 98 | 97 | |
7 | Capital One Prime Auto Receivables Trust Series 2020-1 | 1.630% | 8/15/25 | 50 | 49 | |
7 | Capital One Prime Auto Receivables Trust Series 2021-1 | 0.770% | 9/15/26 | 400 | 376 | |
7 | Capital One Prime Auto Receivables Trust Series 2021-1 | 1.040% | 4/15/27 | 100 | 91 | |
7 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.170% | 4/15/27 | 375 | 361 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Capital One Prime Auto Receivables Trust Series 2022-1 | 3.320% | 9/15/27 | 225 | 213 | |
7 | Capital One Prime Auto Receivables Trust Series 2022-2 | 3.660% | 5/17/27 | 350 | 342 | |
7 | Capital One Prime Auto Receivables Trust Series 2022-2 | 3.690% | 12/15/27 | 100 | 96 | |
7 | CarMax Auto Owner Trust Series 2019-3 | 2.180% | 8/15/24 | 37 | 37 | |
7 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 100 | 97 | |
7 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 122 | 121 | |
7 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 55 | 53 | |
7 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 39 | 38 | |
7 | CarMax Auto Owner Trust Series 2020-3 | 0.770% | 3/16/26 | 25 | 24 | |
7 | CarMax Auto Owner Trust Series 2020-4 | 0.500% | 8/15/25 | 1,237 | 1,203 | |
7 | CarMax Auto Owner Trust Series 2020-4 | 0.630% | 6/15/26 | 75 | 70 | |
7 | CarMax Auto Owner Trust Series 2020-4 | 0.850% | 6/15/26 | 25 | 23 | |
7 | CarMax Auto Owner Trust Series 2021-1 | 0.340% | 12/15/25 | 186 | 179 | |
7 | CarMax Auto Owner Trust Series 2021-1 | 0.530% | 10/15/26 | 50 | 46 | |
7 | CarMax Auto Owner Trust Series 2021-2 | 0.520% | 2/17/26 | 458 | 440 | |
7 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 100 | 91 | |
7 | CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | 500 | 473 | |
7 | CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | 100 | 89 | |
7 | CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | 475 | 451 | |
7 | CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | 175 | 159 | |
7 | CarMax Auto Owner Trust Series 2022-2 | 3.490% | 2/16/27 | 450 | 438 | |
7 | CarMax Auto Owner Trust Series 2022-2 | 3.620% | 9/15/27 | 100 | 96 | |
7 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 89 | 85 | |
7 | Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | 300 | 279 | |
7 | Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | 75 | 65 | |
7 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 625 | 567 | |
7 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 600 | 558 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 53 | 51 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 503 | 468 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 131 | 119 | |
7 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 500 | 463 | |
7 | CD Mortgage Trust Series 2017-CD4 | 3.747% | 5/10/50 | 300 | 270 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 246 | 232 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 475 | 434 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 275 | 245 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | CD Mortgage Trust Series 2018-CD7 | 4.213% | 8/15/51 | 30 | 29 | |
7 | CD Mortgage Trust Series 2018-CD7 | 4.279% | 8/15/51 | 575 | 542 | |
7 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 200 | 173 | |
7 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 775 | 661 | |
7 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 373 | 365 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 425 | 403 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.283% | 5/10/58 | 550 | 510 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C4 | 3.691% | 5/10/58 | 400 | 367 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 1,350 | 1,239 | |
7 | CFCRE Commercial Mortgage Trust Series 2017-C8 | 3.572% | 6/15/50 | 300 | 276 | |
7 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.458% | 8/15/50 | 800 | 732 | |
7 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 200 | 180 | |
7 | Chase Issuance Trust Series 2022-A1 | 3.970% | 9/15/27 | 300 | 292 | |
7 | Citibank Credit Card Issuance Trust Series 2007-A3 | 6.150% | 6/15/39 | 391 | 430 | |
7 | Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | 1,000 | 963 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.093% | 4/10/46 | 83 | 83 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC11 | 3.422% | 4/10/46 | 100 | 99 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 250 | 247 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 350 | 345 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 12 | 12 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 275 | 271 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 100 | 98 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 100 | 98 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/11/47 | 16 | 16 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.023% | 3/11/47 | 125 | 123 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 4.345% | 3/11/47 | 125 | 122 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 200 | 195 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 150 | 143 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 300 | 289 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 650 | 626 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 800 | 760 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 325 | 304 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 650 | 613 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 318 | 291 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 350 | 333 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.515% | 9/10/58 | 186 | 177 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC33 | 3.778% | 9/10/58 | 425 | 404 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | 200 | 190 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 148 | 142 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 425 | 395 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 175 | 165 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 2,100 | 1,977 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.646% | 7/10/49 | 250 | 230 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-P4 | 2.902% | 7/10/49 | 250 | 229 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.209% | 10/12/50 | 100 | 93 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 1,100 | 1,005 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 150 | 134 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.744% | 3/10/51 | 175 | 161 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 3.788% | 3/10/51 | 150 | 149 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 1,200 | 1,123 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 140 | 130 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | 675 | 580 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 975 | 833 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 1,125 | 968 | |
7 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 450 | 379 | |
7 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 190 | 152 | |
7 | Citigroup Commercial Mortgage Trust Series 2022-GC48 | 4.580% | 5/15/54 | 475 | 457 | |
7 | CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | 275 | 259 | |
7 | CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | 175 | 168 | |
7 | CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | 100 | 93 | |
7 | CNH Equipment Trust Series 2022-B | 3.890% | 8/16/27 | 100 | 96 | |
7 | CNH Equipment Trust Series 2022-B | 3.910% | 3/15/28 | 50 | 48 | |
7 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 32 | 30 | |
7 | COMM Mortgage Trust Series 2013-CR8 | 3.612% | 6/10/46 | 227 | 226 | |
7 | COMM Mortgage Trust Series 2013-CR11 | 3.983% | 8/10/50 | 259 | 256 | |
7 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 200 | 198 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 3.765% | 10/10/46 | 152 | 151 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 75 | 70 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 50 | 42 | |
7 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 450 | 444 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 150 | 147 | |
7 | COMM Mortgage Trust Series 2013-LC6 | 4.242% | 1/10/46 | 60 | 60 | |
7 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 209 | 207 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 3.147% | 2/10/47 | 90 | 90 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.236% | 2/10/47 | 275 | 270 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 325 | 317 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.590% | 2/10/47 | 175 | 169 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 28 | 28 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 209 | 205 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.623% | 2/10/47 | 105 | 102 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.673% | 2/10/47 | 175 | 168 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 24 | 24 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 275 | 268 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 100 | 95 | |
7 | COMM Mortgage Trust Series 2014-CR18 | 3.452% | 7/15/47 | 23 | 22 | |
7 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 125 | 121 | |
7 | COMM Mortgage Trust Series 2014-CR18 | 4.103% | 7/15/47 | 150 | 144 | |
7 | COMM Mortgage Trust Series 2014-CR19 | 3.796% | 8/10/47 | 650 | 628 | |
7 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 150 | 143 | |
7 | COMM Mortgage Trust Series 2014-CR20 | 3.590% | 11/10/47 | 275 | 265 | |
7 | COMM Mortgage Trust Series 2014-CR21 | 3.528% | 12/10/47 | 3,665 | 3,533 | |
7 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 325 | 318 | |
7 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 240 | 231 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 18 | 18 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 202 | 197 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 57 | 55 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 4.701% | 3/10/47 | 36 | 35 | |
7 | COMM Mortgage Trust Series 2014-UBS3 | 3.819% | 6/10/47 | 350 | 338 | |
7 | COMM Mortgage Trust Series 2014-UBS4 | 3.694% | 8/10/47 | 225 | 217 | |
7 | COMM Mortgage Trust Series 2014-UBS4 | 3.968% | 8/10/47 | 167 | 160 | |
7 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 500 | 483 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 162 | 158 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 800 | 770 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 225 | 214 | |
7 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 575 | 546 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 500 | 468 | |
7 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 113 | 110 | |
7 | COMM Mortgage Trust Series 2015-CR23 | 3.497% | 5/10/48 | 475 | 450 | |
7 | COMM Mortgage Trust Series 2015-CR23 | 3.801% | 5/10/48 | 175 | 165 | |
7 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 318 | 301 | |
7 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 425 | 406 | |
7 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 850 | 805 | |
7 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 231 | 223 | |
7 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 400 | 381 | |
7 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 325 | 310 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 29 | 28 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 425 | 403 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.527% | 2/10/48 | 200 | 187 | |
7 | COMM Mortgage Trust Series 2015-LC23 | 3.774% | 10/10/48 | 200 | 190 | |
7 | COMM Mortgage Trust Series 2015-PC1 | 3.902% | 7/10/50 | 450 | 429 | |
7 | COMM Mortgage Trust Series 2016-CR28 | 3.762% | 2/10/49 | 1,200 | 1,137 | |
7 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 303 | 295 | |
7 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 125 | 115 | |
7 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 500 | 471 | |
7 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 450 | 384 | |
7 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 150 | 128 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.505% | 4/15/50 | 400 | 381 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 3.791% | 4/15/50 | 200 | 186 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C1 | 4.044% | 4/15/50 | 175 | 161 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 550 | 521 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 225 | 211 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 154 | 150 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 925 | 881 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.109% | 8/15/48 | 200 | 182 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 111 | 109 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 500 | 476 | |
7 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 800 | 742 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 800 | 730 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 250 | ��� 229 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 575 | 521 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 1,200 | 1,117 | |
7 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 250 | 235 | |
7 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 2,475 | 2,285 | |
7 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 1,125 | 996 | |
7 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 1,075 | 891 | |
7 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 175 | 142 | |
7 | Daimler Trucks Retail Trust Series 2022-1 | 5.230% | 2/17/26 | 250 | 249 | |
7 | Daimler Trucks Retail Trust Series 2022-1 | 5.390% | 1/15/30 | 100 | 100 | |
7 | DBGS Mortgage Trust Series 2018-C1 | 4.466% | 10/15/51 | 400 | 381 | |
7 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 300 | 281 | |
7 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 325 | 297 | |
7 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 600 | 548 | |
7 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 150 | 134 | |
7 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | 200 | 161 | |
7 | Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | 850 | 791 | |
7 | Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | 725 | 632 | |
7 | Discover Card Execution Note Trust Series 2022-A1 | 1.960% | 2/15/27 | 1,000 | 939 | |
7 | Discover Card Execution Note Trust Series 2022-A2 | 3.320% | 5/15/27 | 1,900 | 1,832 | |
7 | Discover Card Execution Note Trust Series 2022-A3 | 3.560% | 7/15/27 | 2,000 | 1,938 | |
7 | Discover Card Execution Note Trust Series 2022-A4 | 5.030% | 10/15/27 | 1,075 | 1,085 | |
7 | Drive Auto Receivables Trust Series 2019-1 | 4.090% | 6/15/26 | 195 | 195 | |
7 | Drive Auto Receivables Trust Series 2021-1 | 0.650% | 7/15/25 | 4 | 4 | |
7 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 100 | 98 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | 258 | 255 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | 250 | 241 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 1.390% | 3/15/29 | 225 | 210 | |
7 | Drive Auto Receivables Trust Series 2021-3 | 1.110% | 5/15/26 | 75 | 73 | |
7 | Drive Auto Receivables Trust Series 2021-3 | 1.470% | 1/15/27 | 100 | 96 | |
7 | Exeter Automobile Receivables Trust Series 2020-3A | 1.320% | 7/15/25 | 160 | 158 | |
7 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 282 | 278 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | 162 | 159 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | 175 | 166 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | 175 | 159 | |
7 | Exeter Automobile Receivables Trust Series 2022-1A | 2.560% | 6/15/28 | 125 | 119 | |
7 | Exeter Automobile Receivables Trust Series 2022-1A | 3.020% | 6/15/28 | 150 | 139 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Exeter Automobile Receivables Trust Series 2022-2A | 3.650% | 10/15/26 | 100 | 98 | |
7 | Exeter Automobile Receivables Trust Series 2022-2A | 3.850% | 7/17/28 | 200 | 192 | |
7 | Exeter Automobile Receivables Trust Series 2022-2A | 4.560% | 7/17/28 | 100 | 95 | |
7 | Exeter Automobile Receivables Trust Series 2022-3A | 4.860% | 12/15/26 | 150 | 147 | |
7 | Exeter Automobile Receivables Trust Series 2022-3A | 5.300% | 9/15/27 | 150 | 147 | |
7 | Exeter Automobile Receivables Trust Series 2022-3A | 6.760% | 9/15/28 | 100 | 97 | |
7 | Exeter Automobile Receivables Trust Series 2022-4A | 4.920% | 12/15/28 | 125 | 120 | |
7 | Exeter Automobile Receivables Trust Series 2022-5A | 6.510% | 12/15/27 | 100 | 101 | |
7 | Exeter Automobile Receivables Trust Series 2022-5A | 7.400% | 2/15/29 | 100 | 99 | |
7,8 | Fannie Mae-Aces Series 2013-M12 | 2.491% | 3/25/23 | 92 | 92 | |
7,8 | Fannie Mae-Aces Series 2014-M1 | 3.298% | 7/25/23 | 305 | 302 | |
7,8 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 115 | 113 | |
7,8 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 283 | 277 | |
7,8 | Fannie Mae-Aces Series 2014-M7 | 3.212% | 6/25/24 | 626 | 611 | |
7,8 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 260 | 252 | |
7,8 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 408 | 396 | |
7,8 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 241 | 233 | |
7,8 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 723 | 694 | |
7,8 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 517 | 496 | |
7,8 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 274 | 263 | |
7,8 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 496 | 474 | |
7,8 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 721 | 693 | |
7,8 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 244 | 230 | |
7,8 | Fannie Mae-Aces Series 2015-M12 | 2.802% | 5/25/25 | 553 | 528 | |
7,8 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 521 | 497 | |
7,8 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 324 | 307 | |
7,8 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 340 | 320 | |
7,8 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 800 | 747 | |
7,8 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 529 | 494 | |
7,8 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 28 | 28 | |
7,8 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 174 | 163 | |
7,8 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 1,299 | 1,206 | |
7,8 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 862 | 799 | |
7,8 | Fannie Mae-Aces Series 2016-M12 | 2.451% | 9/25/26 | 917 | 852 | |
7,8 | Fannie Mae-Aces Series 2016-M13 | 2.510% | 9/25/26 | 194 | 180 | |
7,8 | Fannie Mae-Aces Series 2017-M1 | 2.414% | 10/25/26 | 941 | 871 | |
7,8 | Fannie Mae-Aces Series 2017-M2 | 2.759% | 2/25/27 | 870 | 814 | |
7,8 | Fannie Mae-Aces Series 2017-M3 | 2.471% | 12/25/26 | 1,136 | 1,051 | |
7,8 | Fannie Mae-Aces Series 2017-M4 | 2.555% | 12/25/26 | 852 | 790 | |
7,8 | Fannie Mae-Aces Series 2017-M5 | 3.099% | 4/25/29 | 245 | 227 | |
7,8 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 607 | 571 | |
7,8 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 1,390 | 1,309 | |
7,8 | Fannie Mae-Aces Series 2017-M10 | 2.540% | 7/25/24 | 357 | 345 | |
7,8 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 500 | 457 | |
7,8 | Fannie Mae-Aces Series 2017-M12 | 3.062% | 6/25/27 | 864 | 812 | |
7,8 | Fannie Mae-Aces Series 2017-M14 | 2.866% | 11/25/27 | 346 | 320 | |
7,8 | Fannie Mae-Aces Series 2017-M15 | 3.158% | 11/25/27 | 985 | 926 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | Fannie Mae-Aces Series 2018-M1 | 2.993% | 12/25/27 | 414 | 386 | |
7,8 | Fannie Mae-Aces Series 2018-M2 | 2.905% | 1/25/28 | 1,359 | 1,267 | |
7,8 | Fannie Mae-Aces Series 2018-M3 | 3.069% | 2/25/30 | 286 | 264 | |
7,8 | Fannie Mae-Aces Series 2018-M4 | 3.056% | 3/25/28 | 645 | 604 | |
7,8 | Fannie Mae-Aces Series 2018-M7 | 3.033% | 3/25/28 | 369 | 344 | |
7,8 | Fannie Mae-Aces Series 2018-M10 | 3.358% | 7/25/28 | 200 | 188 | |
7,8 | Fannie Mae-Aces Series 2018-M12 | 3.631% | 8/25/30 | 850 | 802 | |
7,8 | Fannie Mae-Aces Series 2018-M13 | 3.744% | 9/25/30 | 671 | 635 | |
7,8 | Fannie Mae-Aces Series 2018-M14 | 3.581% | 8/25/28 | 670 | 637 | |
7,8 | Fannie Mae-Aces Series 2019-M1 | 3.547% | 9/25/28 | 674 | 640 | |
7,8 | Fannie Mae-Aces Series 2019-M2 | 3.626% | 11/25/28 | 807 | 768 | |
7,8 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 900 | 828 | |
7,8 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 775 | 720 | |
7,8 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 828 | 762 | |
7,8 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | 1,603 | 1,467 | |
7,8 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 2,725 | 2,465 | |
7,8 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 982 | 868 | |
7,8 | Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | 2,100 | 1,807 | |
7,8 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 125 | 109 | |
7,8 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 1,352 | 1,194 | |
7,8 | Fannie Mae-Aces Series 2019-M25 | 2.330% | 11/25/29 | 200 | 174 | |
7,8 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 815 | 711 | |
7,8 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 503 | 432 | |
7,8 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 300 | 247 | |
7,8 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 350 | 281 | |
7,8 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 1,150 | 903 | |
7,8 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 900 | 723 | |
7,8 | Fannie Mae-Aces Series 2020-M52 | 1.317% | 10/25/30 | 975 | 765 | |
7,8 | Fannie Mae-Aces Series 2021-M1 | 1.390% | 11/25/30 | 725 | 568 | |
7,8 | Fannie Mae-Aces Series 2021-M1G | 1.467% | 11/25/30 | 225 | 179 | |
7,8 | Fannie Mae-Aces Series 2021-M3G | 1.246% | 1/25/31 | 1,050 | 821 | |
7,8 | Fannie Mae-Aces Series 2021-M4 | 1.465% | 2/25/31 | 4,275 | 3,348 | |
7,8 | Fannie Mae-Aces Series 2021-M11 | 1.459% | 3/25/31 | 1,900 | 1,480 | |
7,8 | Fannie Mae-Aces Series 2021-M13 | 1.602% | 4/25/31 | 215 | 169 | |
7,8 | Fannie Mae-Aces Series 2021-M13 | 1.626% | 3/25/33 | 200 | 154 | |
7,8 | Fannie Mae-Aces Series 2021-M19 | 1.739% | 10/25/31 | 1,250 | 986 | |
7,8 | Fannie Mae-Aces Series 2022-M1 | 1.669% | 10/25/31 | 1,500 | 1,172 | |
7,8 | Fannie Mae-Aces Series 2022-M1G | 1.532% | 9/25/31 | 325 | 257 | |
7,8 | Fannie Mae-Aces Series 2022-M3 | 1.707% | 11/25/31 | 450 | 352 | |
7,8 | Fannie Mae-Aces Series 2022-M4 | 2.290% | 5/25/30 | 750 | 647 | |
7,8 | Fannie Mae-Aces Series 2022-M8 | 1.937% | 12/25/31 | 725 | 578 | |
7,8 | Fannie Mae-Aces Series 2022-M10 | 1.938% | 1/25/32 | 1,100 | 876 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 1,375 | 1,356 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 50 | 49 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 2.604% | 10/25/23 | 1 | 1 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 1,275 | 1,251 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 30 | 29 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 850 | 829 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 138 | 136 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 1,025 | 998 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 1,000 | 972 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 49 | 48 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 2,375 | 2,278 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 34 | 33 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 600 | 581 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | 616 | 595 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 650 | 629 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 49 | 48 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 525 | 508 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 1,025 | 991 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 450 | 432 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 750 | 725 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 450 | 432 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 275 | 263 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 700 | 664 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 1,000 | 944 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 575 | 539 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 1,025 | 960 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 500 | 468 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 800 | 761 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 1,000 | 956 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 2,000 | 1,916 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 2,400 | 2,301 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 1,775 | 1,703 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 1,300 | 1,237 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 915 | 870 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 600 | 567 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 875 | 829 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 500 | 474 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 875 | 828 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K070 | 3.303% | 11/25/27 | 275 | 261 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K071 | 3.286% | 11/25/27 | 960 | 911 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 450 | 430 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 500 | 475 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 1,000 | 962 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 675 | 650 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 2,575 | 2,508 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 500 | 485 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 1,000 | 973 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 259 | 252 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 800 | 778 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K081 | 3.900% | 8/25/28 | 1,200 | 1,164 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K082 | 3.920% | 9/25/28 | 550 | 534 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K083 | 4.050% | 9/25/28 | 3,425 | 3,344 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | 2,400 | 2,303 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 1,025 | 998 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 85 | 82 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.771% | 12/25/28 | 800 | 769 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K088 | 3.690% | 1/25/29 | 1,175 | 1,124 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K089 | 3.563% | 1/25/29 | 475 | 451 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 900 | 847 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 300 | 284 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 975 | 910 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 1,650 | 1,512 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 1,150 | 1,047 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 1,150 | 1,039 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 1,000 | 888 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 1,850 | 1,631 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 850 | 757 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 1,500 | 1,326 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 1,400 | 1,239 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 1,100 | 980 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | 1,835 | 1,589 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | 990 | 833 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 600 | 491 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 1,000 | 818 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 225 | 183 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 550 | 442 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K113 | 1.341% | 6/25/30 | 500 | 401 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 700 | 560 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 1,250 | 1,000 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 1,200 | 960 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 1,600 | 1,285 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 1,100 | 881 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | 118 | 99 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | 700 | 563 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 5/25/30 | 48 | 41 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 700 | 561 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | 2,150 | 1,735 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 1,225 | 989 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 875 | 717 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 1,075 | 897 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 600 | 502 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 1,115 | 925 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 223 | 185 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 1,800 | 1,477 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | 700 | 564 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | 5,750 | 4,675 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | 500 | 410 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | 900 | 743 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | 99 | 84 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | 850 | 710 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | 550 | 456 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | 2.476% | 1/25/32 | 725 | 615 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 2.250% | 1/25/32 | 550 | 457 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.350% | 3/25/32 | 2,050 | 1,716 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.711% | 4/25/55 | 100 | 88 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K148 | 3.500% | 7/25/32 | 500 | 462 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K152 | 3.080% | 1/25/31 | 400 | 365 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.294% | 3/25/29 | 1,600 | 1,491 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 900 | 805 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 250 | 232 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 400 | 360 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 400 | 376 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 850 | 786 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 275 | 267 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 375 | 351 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | 300 | 284 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | 300 | 284 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 459 | 453 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 926 | 911 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 1,171 | 1,147 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 552 | 537 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 1,295 | 1,257 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 1,145 | 1,114 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 2,000 | 1,940 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 1,157 | 1,128 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 988 | 963 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 1,000 | 975 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 1,565 | 1,502 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 1,989 | 1,883 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 1,700 | 1,579 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 1,850 | 1,612 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 1,725 | 1,505 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 850 | 744 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 550 | 478 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | 418 | 363 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | 1,100 | 944 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 9/25/28 | 725 | 634 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | 2.050% | 11/25/28 | 650 | 568 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K749 | 2.120% | 4/25/55 | 125 | 109 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 300 | 279 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 2,135 | 1,955 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 375 | 342 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 950 | 848 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 2,295 | 1,898 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 950 | 806 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 625 | 477 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 875 | 614 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 1,250 | 887 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1518 | 1.860% | 10/25/35 | 375 | 278 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1519 | 2.013% | 12/25/35 | 1,065 | 803 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 248 | 204 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 875 | 694 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | 700 | 531 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | 675 | 509 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 732 | 707 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 800 | 761 | |
7 | Fifth Third Auto Trust Series 2019-1 | 2.690% | 11/16/26 | 99 | 99 | |
7 | Ford Credit Auto Lease Trust Series 2021-A | 0.260% | 2/15/24 | 82 | 82 | |
7 | Ford Credit Auto Lease Trust Series 2021-A | 0.300% | 4/15/24 | 100 | 99 | |
7 | Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | 575 | 562 | |
7 | Ford Credit Auto Lease Trust Series 2022-A | 3.370% | 7/15/25 | 50 | 49 | |
7 | Ford Credit Auto Lease Trust Series 2022-A | 3.810% | 8/15/25 | 100 | 97 | |
7 | Ford Credit Auto Owner Trust Series 2019-A | 2.850% | 8/15/24 | 119 | 119 | |
7 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 11 | 11 | |
7 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 169 | 167 | |
7 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 125 | 120 | |
7 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 193 | 188 | |
7 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 125 | 115 | |
7 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 498 | 482 | |
7 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 235 | 215 | |
7 | Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | 225 | 214 | |
7 | Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | 50 | 45 | |
7 | Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | 300 | 292 | |
7 | Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | 100 | 96 | |
7 | Ford Credit Auto Owner Trust Series 2022-C | 4.480% | 12/15/26 | 475 | 468 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Ford Credit Auto Owner Trust Series 2022-C | 4.590% | 12/15/27 | 325 | 319 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | 700 | 656 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | 775 | 750 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 765 | 732 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 1,065 | 1,031 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 675 | 608 | |
7 | GM Financial Automobile Leasing Trust Series 2020-3 | 0.760% | 10/21/24 | 25 | 25 | |
7 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.330% | 2/20/25 | 75 | 74 | |
7 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 50 | 49 | |
7 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 75 | 72 | |
7 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | 550 | 534 | |
7 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | 100 | 95 | |
7 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.900% | 3/20/25 | 825 | 794 | |
7 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.960% | 2/20/26 | 200 | 190 | |
7 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.420% | 6/20/25 | 375 | 365 | |
7 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | 125 | 121 | |
7 | GM Financial Automobile Leasing Trust Series 2022-2 | 4.020% | 5/20/26 | 50 | 49 | |
7 | GM Financial Automobile Leasing Trust Series 2022-3 | 4.010% | 9/22/25 | 375 | 367 | |
7 | GM Financial Automobile Leasing Trust Series 2022-3 | 4.110% | 8/20/26 | 150 | 146 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 115 | 113 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 58 | 57 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 270 | 263 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 65 | 60 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 243 | 234 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 1,390 | 1,283 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 225 | 217 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.820% | 10/16/26 | 75 | 69 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.480% | 6/16/26 | 425 | 405 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-3 | 0.730% | 8/16/27 | 225 | 204 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.680% | 9/16/26 | 275 | 259 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | 100 | 91 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.260% | 11/16/26 | 200 | 189 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.510% | 4/17/28 | 75 | 68 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.100% | 2/16/27 | 275 | 267 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-2 | 3.250% | 4/17/28 | 50 | 48 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.640% | 4/16/27 | 150 | 147 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.710% | 12/16/27 | 100 | 97 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.820% | 8/16/27 | 575 | 576 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.880% | 8/16/28 | 100 | 100 | |
7 | GS Mortgage Securities Trust Series 2013-GC14 | 3.817% | 8/10/46 | 12 | 12 | |
7 | GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | 1,075 | 1,065 | |
7 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 23 | 23 | |
7 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 625 | 618 | |
7 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 1,025 | 1,004 | |
7 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 275 | 267 | |
7 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 150 | 146 | |
7 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 475 | 458 | |
7 | GS Mortgage Securities Trust Series 2014-GC24 | 4.511% | 9/10/47 | 125 | 118 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 94 | 92 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 800 | 768 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 125 | 118 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 125 | 117 | |
7 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 500 | 477 | |
7 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 450 | 426 | |
7 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 221 | 213 | |
7 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 175 | 167 | |
7 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 226 | 217 | |
7 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 400 | 376 | |
7 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 300 | 278 | |
7 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 775 | 704 | |
7 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 275 | 254 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 200 | 181 | |
7 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 625 | 582 | |
7 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 250 | 227 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 700 | 645 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | 100 | 90 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 30 | 25 | |
7 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 983 | 904 | |
7 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 262 | 234 | |
7 | GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | 200 | 182 | |
7 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 400 | 356 | |
7 | GS Mortgage Securities Trust Series 2019-GC40 | 2.904% | 7/10/52 | 250 | 215 | |
7 | GS Mortgage Securities Trust Series 2019-GC40 | 3.160% | 7/10/52 | 550 | 484 | |
7 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/1/52 | 1,125 | 961 | |
7 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/1/52 | 275 | 234 | |
7 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 500 | 434 | |
7 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 525 | 444 | |
7 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 150 | 127 | |
7 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 250 | 202 | |
7 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 475 | 369 | |
7 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 75 | 57 | |
7 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | 674 | 651 | |
7 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | 125 | 115 | |
7 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.060% | 2/15/27 | 100 | 97 | |
7 | Harley-Davidson Motorcycle Trust Series 2022-A | 3.260% | 1/15/30 | 75 | 71 | |
7 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 70 | 69 | |
7 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 75 | 72 | |
7 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 298 | 289 | |
7 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 185 | 172 | |
7 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 530 | 511 | |
7 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | 300 | 286 | |
7 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.600% | 12/20/27 | 75 | 69 | |
7 | Honda Auto Receivables Owner Trust Series 2021-4 | 0.880% | 1/21/26 | 400 | 380 | |
7 | Honda Auto Receivables Owner Trust Series 2021-4 | 1.140% | 6/21/28 | 100 | 92 | |
7 | Honda Auto Receivables Owner Trust Series 2022-1 | 1.880% | 5/15/26 | 200 | 189 | |
7 | Honda Auto Receivables Owner Trust Series 2022-1 | 2.040% | 12/15/28 | 75 | 69 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Honda Auto Receivables Owner Trust Series 2022-2 | 3.730% | 7/20/26 | 200 | 196 | |
7 | Honda Auto Receivables Owner Trust Series 2022-2 | 3.760% | 12/18/28 | 75 | 72 | |
7 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 67 | 67 | |
7 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 19 | 19 | |
7 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 55 | 55 | |
7 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 75 | 72 | |
7 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 128 | 125 | |
7 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 50 | 46 | |
7 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 140 | 136 | |
7 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 75 | 69 | |
7 | Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | 225 | 212 | |
7 | Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | 100 | 90 | |
7 | John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | 400 | 380 | |
7 | John Deere Owner Trust Series 2022-C | 5.090% | 6/15/27 | 750 | 752 | |
7 | John Deere Owner Trust Series 2022-C | 5.200% | 9/17/29 | 175 | 175 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.143% | 12/15/47 | 17 | 17 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C10 | 3.372% | 12/15/47 | 109 | 108 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 20 | 20 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 95 | 94 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 300 | 296 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.517% | 12/15/46 | 150 | 148 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.943% | 12/15/46 | 150 | 148 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 175 | 173 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 250 | 242 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 325 | 310 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 975 | 888 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 400 | 373 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 325 | 296 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 3.664% | 7/15/45 | 122 | 121 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C12 | 4.052% | 7/15/45 | 81 | 80 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 3.761% | 8/15/46 | 42 | 42 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.133% | 8/15/46 | 595 | 591 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 220 | 215 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 9 | 9 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 435 | 429 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.420% | 11/15/45 | 275 | 271 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 3.705% | 1/15/47 | 37 | 36 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 625 | 615 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 125 | 123 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.883% | 1/15/47 | 187 | 182 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 774 | 756 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 93 | 90 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.735% | 2/15/47 | 113 | 109 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.669% | 4/15/47 | 35 | 35 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 225 | 220 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 175 | 169 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 29 | 28 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.775% | 8/15/47 | 100 | 97 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.997% | 8/15/47 | 75 | 72 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 650 | 629 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 175 | 168 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 319 | 309 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 188 | 180 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 2.940% | 11/15/47 | 5 | 5 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.639% | 11/15/47 | 150 | 144 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C24 | 3.914% | 11/15/47 | 300 | 282 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 750 | 722 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 200 | 190 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 360 | 345 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 200 | 189 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 200 | 184 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 196 | 190 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.179% | 2/15/48 | 218 | 206 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.227% | 10/15/48 | 500 | 473 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 100 | 93 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 95 | 93 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 350 | 333 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 190 | 185 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 425 | 405 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 200 | 187 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 107 | 104 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 385 | 367 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 213 | 206 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 425 | 401 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 300 | 286 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/17/49 | 191 | 185 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 1,250 | 1,167 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 250 | 231 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 400 | 360 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 1,400 | 1,293 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 850 | 759 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 75 | 64 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.144% | 6/15/49 | 300 | 278 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2016-C2 | 3.484% | 6/15/49 | 150 | 136 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | 100 | 91 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 2,000 | 1,865 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 425 | 386 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 275 | 253 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 175 | 156 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 1,000 | 940 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 125 | 116 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 1,250 | 1,077 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 250 | 201 | |
7 | Mercedes-Benz Auto Lease Trust Series 2020-B | 0.500% | 6/15/26 | 50 | 50 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.250% | 1/16/24 | 129 | 127 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 125 | 122 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 225 | 219 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 100 | 95 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 30 | 28 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | 325 | 309 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | 50 | 45 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7 | 3.214% | 2/15/46 | 15 | 15 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | 4.070% | 7/15/46 | 1,600 | 1,586 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.198% | 8/15/46 | 240 | �� 236 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 300 | 294 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.743% | 11/15/46 | 150 | 147 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 275 | 270 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.869% | 2/15/47 | 150 | 145 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 19 | 18 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 325 | 316 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.315% | 6/15/47 | 125 | 119 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 100 | 97 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.431% | 10/15/47 | 125 | 118 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 83 | 82 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.526% | 12/15/47 | 275 | 263 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.069% | 2/15/48 | 66 | 65 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 725 | 689 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C21 | 3.338% | 3/15/48 | 300 | 284 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.040% | 4/15/48 | 168 | 163 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 325 | 309 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 200 | 185 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 70 | 68 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 450 | 426 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C24 | 3.732% | 5/15/48 | 275 | 261 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.383% | 10/15/48 | 224 | 216 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 350 | 332 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 148 | 144 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 800 | 755 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 111 | 108 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 250 | 237 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.272% | 1/15/49 | 169 | 160 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.288% | 1/15/49 | 142 | 138 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C28 | 3.544% | 1/15/49 | 800 | 752 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 800 | 729 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 950 | 865 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 800 | 741 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 325 | 297 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 1,000 | 926 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.852% | 5/15/50 | 400 | 362 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.276% | 11/15/52 | 400 | 364 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 575 | 530 | |
7 | Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | 225 | 207 | |
7 | Morgan Stanley Capital I Trust Series 2015-UBS8 | 3.809% | 12/15/48 | 300 | 282 | |
7 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.049% | 11/15/49 | 400 | 365 | |
7 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 317 | 283 | |
7 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 800 | 722 | |
7 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 825 | 763 | |
7 | Morgan Stanley Capital I Trust Series 2016-UBS9 | 3.329% | 3/15/49 | 125 | 118 | |
7 | Morgan Stanley Capital I Trust Series 2017-H1 | 3.530% | 6/15/50 | 550 | 507 | |
7 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 1,050 | 938 | |
7 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 125 | 110 | |
7 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 200 | 176 | |
7 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 250 | 232 | |
7 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 625 | 576 | |
7 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 775 | 672 | |
7 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 300 | 241 | |
7 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 750 | 631 | |
7 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 115 | 95 | |
7 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.444% | 6/15/54 | 375 | 300 | |
7 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.749% | 6/15/54 | 50 | 39 | |
7 | Morgan Stanley Capital I Trust Series 2021-L6 | 2.951% | 6/15/54 | 25 | 19 | |
7 | Morgan Stanley Capital I Trust Series 2021-L7 | 2.574% | 10/15/54 | 725 | 584 | |
7 | Morgan Stanley Capital I Trust Series 2022-L8 | 3.795% | 4/15/55 | 750 | 669 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | 350 | 342 | |
7 | Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | 100 | 96 | |
7 | Nissan Auto Lease Trust Series 2022-A | 3.870% | 7/15/27 | 100 | 98 | |
7 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 150 | 146 | |
7 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 44 | 44 | |
7 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 50 | 48 | |
7 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 475 | 455 | |
7 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 225 | 203 | |
7 | Nissan Auto Receivables Owner Trust Series 2022-A | 1.860% | 8/17/26 | 250 | 238 | |
7 | Nissan Auto Receivables Owner Trust Series 2022-A | 2.070% | 12/17/29 | 150 | 138 | |
7 | Nissan Auto Receivables Owner Trust Series 2022-B | 4.460% | 5/17/27 | 300 | 296 | |
7 | Nissan Auto Receivables Owner Trust Series 2022-B | 4.450% | 11/15/29 | 100 | 98 | |
7 | PSNH Funding LLC 3 Series 2018-1 | 3.506% | 8/1/28 | 100 | 96 | |
7 | PSNH Funding LLC 3 Series 2018-1 | 3.814% | 2/1/35 | 225 | 205 | |
7 | Santander Drive Auto Receivables Trust Series 2020-2 | 1.460% | 9/15/25 | 35 | 35 | |
7 | Santander Drive Auto Receivables Trust Series 2020-3 | 1.120% | 1/15/26 | 44 | 44 | |
7 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 164 | 161 | |
7 | Santander Drive Auto Receivables Trust Series 2021-2 | 0.590% | 9/15/25 | 47 | 47 | |
7 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 275 | 257 | |
7 | Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | 175 | 168 | |
7 | Santander Drive Auto Receivables Trust Series 2021-3 | 1.330% | 9/15/27 | 250 | 233 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 0.880% | 6/15/26 | 425 | 416 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | 225 | 214 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | 100 | 93 | |
7 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.360% | 8/17/26 | 300 | 291 | |
7 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.560% | 4/17/28 | 150 | 144 | |
7 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.440% | 9/15/27 | 275 | 266 | |
7 | Santander Drive Auto Receivables Trust Series 2022-2 | 3.760% | 7/16/29 | 200 | 192 | |
7 | Santander Drive Auto Receivables Trust Series 2022-3 | 4.130% | 8/16/27 | 200 | 195 | |
7 | Santander Drive Auto Receivables Trust Series 2022-5 | 4.430% | 3/15/27 | 125 | 122 | |
7 | Santander Drive Auto Receivables Trust Series 2022-5 | 4.740% | 10/16/28 | 150 | 145 | |
7 | Santander Drive Auto Receivables Trust Series 2022-6 | 4.960% | 11/15/28 | 100 | 96 | |
7 | Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | 925 | 891 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 195 | 190 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 15 | 15 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 61 | 60 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 143 | 139 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 50 | 47 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 172 | 167 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 100 | 92 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 1,450 | 1,392 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 175 | 159 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | 525 | 498 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | 125 | 113 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | 250 | 236 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | 100 | 90 | |
7 | Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | 350 | 339 | |
7 | Toyota Auto Receivables Owner Trust Series 2022-B | 3.110% | 8/16/27 | 75 | 71 | |
7 | Toyota Auto Receivables Owner Trust Series 2022-C | 3.760% | 4/15/27 | 275 | 267 | |
7 | Toyota Auto Receivables Owner Trust Series 2022-C | 3.770% | 2/15/28 | 75 | 73 | |
7 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 800 | 735 | |
7 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 350 | 310 | |
7 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 600 | 550 | |
7 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 150 | 134 | |
7 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 725 | 664 | |
7 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.739% | 8/15/50 | 300 | 269 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.301% | 10/15/50 | 433 | 392 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 600 | 545 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 262 | 235 | |
7 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 400 | 365 | |
7 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 600 | 553 | |
7 | UBS Commercial Mortgage Trust Series 2017-C7 | 4.061% | 12/15/50 | 325 | 294 | |
7 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.720% | 2/15/51 | 497 | 461 | |
7 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 200 | 187 | |
7 | UBS Commercial Mortgage Trust Series 2018-C8 | 4.215% | 2/15/51 | 325 | 300 | |
7 | UBS Commercial Mortgage Trust Series 2018-C9 | 4.117% | 3/15/51 | 1,200 | 1,114 | |
7 | UBS Commercial Mortgage Trust Series 2018-C10 | 4.313% | 5/15/51 | 800 | 753 | |
7 | UBS Commercial Mortgage Trust Series 2018-C11 | 4.241% | 6/15/51 | 150 | 141 | |
7 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 475 | 449 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 96 | 95 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 600 | 572 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 100 | 93 | |
7 | UBS Commercial Mortgage Trust Series 2018-C14 | 4.448% | 12/15/51 | 975 | 921 | |
7 | UBS Commercial Mortgage Trust Series 2018-C15 | 4.341% | 12/15/51 | 575 | 543 | |
7 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.605% | 4/15/52 | 400 | 358 | |
7 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 125 | 112 | |
7 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 450 | 383 | |
7 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 275 | 235 | |
7 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.244% | 4/10/46 | 118 | 117 | |
7 | UBS-Barclays Commercial Mortgage Trust Series 2013-C6 | 3.469% | 4/10/46 | 75 | 74 | |
7 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 2,500 | 2,351 | |
7 | Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | 1,550 | 1,445 | |
7 | Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | 625 | 582 | |
7 | Verizon Master Trust Series 2022-4 | 3.400% | 11/20/28 | 900 | 871 | |
7 | Verizon Master Trust Series 2022-6 | 3.670% | 1/22/29 | 525 | 507 | |
7 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 769 | 757 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 30 | 29 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | 550 | 522 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | 100 | 91 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 27 | 27 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.817% | 8/15/50 | 900 | 873 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 4.020% | 8/15/50 | 50 | 48 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.405% | 12/15/47 | 400 | 381 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 200 | 189 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 172 | 168 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 200 | 190 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 175 | 164 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | 589 | 562 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.540% | 5/15/48 | 625 | 594 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C28 | 3.872% | 5/15/48 | 117 | 110 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 117 | 114 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 625 | 594 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | 225 | 214 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 48 | 47 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.184% | 4/15/50 | 853 | 807 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 3.719% | 4/15/50 | 200 | 184 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 93 | 90 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.839% | 9/15/58 | 275 | 261 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 4.207% | 9/15/58 | 225 | 211 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.632% | 5/15/48 | 2 | 2 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 2.934% | 5/15/48 | 39 | 38 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-NXS1 | 3.148% | 5/15/48 | 175 | 165 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.656% | 12/15/48 | 198 | 191 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 200 | 190 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 747 | 715 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 525 | 474 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 134 | 130 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 475 | 445 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 315 | 295 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 325 | 300 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 154 | 141 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 325 | 306 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 244 | 233 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 614 | 562 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 3.367% | 10/15/49 | 100 | 90 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC25 | 3.640% | 12/15/59 | 210 | 196 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 854 | 787 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 242 | 217 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 725 | 667 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 400 | 360 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 400 | 364 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 600 | 555 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.854% | 10/15/50 | 150 | 135 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C41 | 3.472% | 11/15/50 | 1,000 | 919 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 1,200 | 1,112 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 1,200 | 1,119 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 1,200 | 1,128 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 200 | 184 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 775 | 733 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 1,000 | 945 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 475 | 447 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 1,075 | 1,027 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 500 | 473 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 975 | 908 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 700 | 637 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 780 | 692 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 200 | 173 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 350 | 296 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 750 | 653 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 450 | 392 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 975 | 825 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 135 | 112 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C58 | 2.092% | 7/15/53 | 175 | 139 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2021-C59 | 2.626% | 4/15/54 | 400 | 328 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C12 | 3.560% | 3/15/48 | 23 | 22 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.001% | 5/15/45 | 222 | 221 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C13 | 3.345% | 5/15/45 | 44 | 44 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 200 | 196 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 3.720% | 8/15/46 | 11 | 11 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 160 | 153 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 3.963% | 9/15/46 | 19 | 19 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 180 | 178 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 290 | 286 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 15 | 15 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 100 | 98 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 100 | 98 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 100 | 96 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 1,436 | 1,408 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 50 | 49 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.838% | 12/15/46 | 75 | 72 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 156 | 153 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.024% | 3/15/46 | 50 | 49 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 11 | 11 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 175 | 171 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 50 | 48 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 25 | 24 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.995% | 5/15/47 | 125 | 122 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 4.176% | 5/15/47 | 125 | 121 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.410% | 8/15/47 | 209 | 201 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 425 | 410 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 3.752% | 9/15/57 | 650 | 625 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C22 | 4.371% | 9/15/57 | 100 | 94 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 86 | 84 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.917% | 10/15/57 | 125 | 121 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 4.210% | 10/15/57 | 75 | 72 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C25 | 3.631% | 11/15/47 | 200 | 192 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 3.522% | 3/15/47 | 55 | 55 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 725 | 710 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 300 | 291 | |
7 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 89 | 89 | |
7 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 77 | 75 | |
7 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 50 | 47 | |
7 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 125 | 122 | |
7 | World Omni Auto Receivables Trust Series 2020-C | 0.610% | 10/15/26 | 75 | 70 | |
7 | World Omni Auto Receivables Trust Series 2021-A | 0.300% | 1/15/26 | 163 | 156 | |
7 | World Omni Auto Receivables Trust Series 2021-A | 0.480% | 9/15/26 | 50 | 46 | |
7 | World Omni Auto Receivables Trust Series 2021-B | 0.420% | 6/15/26 | 350 | 336 | |
7 | World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | 350 | 335 | |
7 | World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | 150 | 136 | |
7 | World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | 375 | 357 | |
7 | World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | 250 | 227 | |
7 | World Omni Auto Receivables Trust Series 2022-A | 1.660% | 5/17/27 | 375 | 357 | |
7 | World Omni Auto Receivables Trust Series 2022-A | 1.900% | 3/15/28 | 50 | 46 | |
7 | World Omni Auto Receivables Trust Series 2022-B | 3.250% | 7/15/27 | 325 | 314 | |
7 | World Omni Auto Receivables Trust Series 2022-B | 3.440% | 3/15/28 | 125 | 119 | |
7 | World Omni Auto Receivables Trust Series 2022-C | 3.660% | 10/15/27 | 200 | 194 | |
7 | World Omni Auto Receivables Trust Series 2022-C | 3.680% | 9/15/28 | 100 | 96 | |
7 | World Omni Automobile Lease Securitization Trust Series 2020-B | 0.520% | 2/17/26 | 75 | 74 | |
7 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | 200 | 194 | |
7 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | 75 | 71 | |
7 | World Omni Select Auto Trust Series 2020-A | 0.550% | 7/15/25 | 14 | 14 | |
7 | World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | 150 | 145 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $540,517) | 486,543 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Corporate Bonds (10.7%) | ||||||
Communications (0.9%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 1,047 | 997 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 1,000 | 781 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 325 | 285 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 1,400 | 864 | ||
Alphabet Inc. | 3.375% | 2/25/24 | 100 | 100 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 800 | 721 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 1,600 | 1,472 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 900 | 772 | ||
Alphabet Inc. | 1.100% | 8/15/30 | 1,800 | 1,413 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,000 | 663 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 2,000 | 1,187 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 1,600 | 909 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 700 | 637 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 700 | 600 | ||
America Movil SAB de CV | 4.700% | 7/21/32 | 1,000 | 957 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 800 | 853 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 300 | 314 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 1,500 | 1,550 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 950 | 815 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 1,500 | 1,281 | ||
AT&T Inc. | 0.900% | 3/25/24 | 1,500 | 1,425 | ||
AT&T Inc. | 1.700% | 3/25/26 | 3,000 | 2,708 | ||
AT&T Inc. | 3.800% | 2/15/27 | 2,570 | 2,448 | ||
AT&T Inc. | 1.650% | 2/1/28 | 2,750 | 2,327 | ||
7 | AT&T Inc. | 4.100% | 2/15/28 | 952 | 906 | |
AT&T Inc. | 4.350% | 3/1/29 | 2,700 | 2,570 | ||
7 | AT&T Inc. | 4.300% | 2/15/30 | 2,249 | 2,115 | |
AT&T Inc. | 2.750% | 6/1/31 | 2,600 | 2,159 | ||
AT&T Inc. | 2.250% | 2/1/32 | 2,000 | 1,568 | ||
AT&T Inc. | 2.550% | 12/1/33 | 3,118 | 2,398 | ||
AT&T Inc. | 4.500% | 5/15/35 | 2,230 | 2,028 | ||
AT&T Inc. | 4.900% | 8/15/37 | 1,405 | 1,294 | ||
AT&T Inc. | 4.850% | 3/1/39 | 1,000 | 895 | ||
AT&T Inc. | 3.500% | 6/1/41 | 1,650 | 1,231 | ||
AT&T Inc. | 4.300% | 12/15/42 | 1,523 | 1,255 | ||
AT&T Inc. | 4.350% | 6/15/45 | 1,137 | 918 | ||
AT&T Inc. | 4.750% | 5/15/46 | 1,825 | 1,557 | ||
7 | AT&T Inc. | 5.150% | 11/15/46 | 742 | 669 | |
AT&T Inc. | 4.500% | 3/9/48 | 1,900 | 1,546 | ||
AT&T Inc. | 4.550% | 3/9/49 | 1,424 | 1,166 | ||
AT&T Inc. | 3.650% | 6/1/51 | 3,135 | 2,217 | ||
AT&T Inc. | 3.500% | 9/15/53 | 7,406 | 5,039 | ||
AT&T Inc. | 3.550% | 9/15/55 | 7,751 | 5,235 | ||
AT&T Inc. | 3.800% | 12/1/57 | 5,253 | 3,641 | ||
AT&T Inc. | 3.650% | 9/15/59 | 4,249 | 2,876 | ||
AT&T Inc. | 3.850% | 6/1/60 | 1,155 | 806 | ||
Baidu Inc. | 4.375% | 5/14/24 | 400 | 393 | ||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 188 | ||
Baidu Inc. | 1.720% | 4/9/26 | 500 | 443 | ||
Baidu Inc. | 3.625% | 7/6/27 | 325 | 299 | ||
Baidu Inc. | 4.375% | 3/29/28 | 400 | 377 | ||
Baidu Inc. | 4.875% | 11/14/28 | 1,150 | 1,103 | ||
Baidu Inc. | 3.425% | 4/7/30 | 700 | 608 | ||
Baidu Inc. | 2.375% | 8/23/31 | 650 | 507 | ||
7 | Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | 500 | 362 | |
7 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 400 | 268 | |
Booking Holdings Inc. | 3.650% | 3/15/25 | 400 | 390 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 755 | 723 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 650 | 606 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 250 | 242 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 2,300 | 2,745 | ||
7 | Charter Communications Operating LLC | 4.500% | 2/1/24 | 1,330 | 1,314 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charter Communications Operating LLC | 4.908% | 7/23/25 | 3,500 | 3,432 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 1,380 | 1,250 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 1,000 | 919 | ||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 1,000 | 804 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 1,300 | 1,222 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 1,415 | 1,100 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 800 | 590 | ||
Charter Communications Operating LLC | 4.400% | 4/1/33 | 900 | 771 | ||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 1,964 | 1,918 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 800 | 672 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 1,000 | 658 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 1,000 | 646 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 3,110 | 2,818 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 2,350 | 1,852 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 1,550 | 1,275 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 750 | 572 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 2,700 | 1,976 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 1,845 | 1,123 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 2,500 | 1,577 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 1,000 | 781 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 1,325 | 1,226 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 2,300 | 1,329 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 1,300 | 835 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 1,250 | 738 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 900 | 693 | ||
Comcast Corp. | 3.375% | 2/15/25 | 999 | 969 | ||
Comcast Corp. | 3.375% | 8/15/25 | 955 | 921 | ||
Comcast Corp. | 3.950% | 10/15/25 | 3,089 | 3,024 | ||
Comcast Corp. | 3.150% | 3/1/26 | 2,000 | 1,906 | ||
Comcast Corp. | 2.350% | 1/15/27 | 1,930 | 1,756 | ||
Comcast Corp. | 3.300% | 2/1/27 | 1,375 | 1,298 | ||
Comcast Corp. | 3.300% | 4/1/27 | 1,250 | 1,178 | ||
Comcast Corp. | 3.150% | 2/15/28 | 1,381 | 1,276 | ||
Comcast Corp. | 4.150% | 10/15/28 | 4,000 | 3,845 | ||
Comcast Corp. | 2.650% | 2/1/30 | 1,050 | 907 | ||
Comcast Corp. | 3.400% | 4/1/30 | 1,375 | 1,252 | ||
Comcast Corp. | 4.250% | 10/15/30 | 1,200 | 1,151 | ||
Comcast Corp. | 1.950% | 1/15/31 | 1,300 | 1,049 | ||
Comcast Corp. | 1.500% | 2/15/31 | 3,400 | 2,647 | ||
Comcast Corp. | 4.250% | 1/15/33 | 1,275 | 1,201 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,025 | 1,180 | ||
Comcast Corp. | 5.650% | 6/15/35 | 1,080 | 1,130 | ||
Comcast Corp. | 4.400% | 8/15/35 | 1,000 | 929 | ||
Comcast Corp. | 6.500% | 11/15/35 | 71 | 79 | ||
Comcast Corp. | 3.200% | 7/15/36 | 700 | 568 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 6.450% | 3/15/37 | 1,350 | 1,482 | ||
Comcast Corp. | 3.900% | 3/1/38 | 1,225 | 1,062 | ||
Comcast Corp. | 4.600% | 10/15/38 | 2,300 | 2,125 | ||
Comcast Corp. | 3.250% | 11/1/39 | 575 | 449 | ||
Comcast Corp. | 3.750% | 4/1/40 | 2,650 | 2,188 | ||
Comcast Corp. | 4.650% | 7/15/42 | 565 | 510 | ||
Comcast Corp. | 4.600% | 8/15/45 | 1,291 | 1,139 | ||
Comcast Corp. | 3.400% | 7/15/46 | 3,200 | 2,346 | ||
Comcast Corp. | 4.000% | 8/15/47 | 1,700 | 1,365 | ||
Comcast Corp. | 3.969% | 11/1/47 | 1,871 | 1,501 | ||
Comcast Corp. | 4.000% | 3/1/48 | 922 | 742 | ||
Comcast Corp. | 4.700% | 10/15/48 | 1,300 | 1,171 | ||
Comcast Corp. | 3.999% | 11/1/49 | 1,803 | 1,436 | ||
Comcast Corp. | 3.450% | 2/1/50 | 1,400 | 1,021 | ||
Comcast Corp. | 2.800% | 1/15/51 | 1,575 | 1,004 | ||
Comcast Corp. | 2.887% | 11/1/51 | 3,731 | 2,415 | ||
Comcast Corp. | 2.450% | 8/15/52 | 500 | 296 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,317 | 1,060 | ||
Comcast Corp. | 2.937% | 11/1/56 | 4,888 | 3,066 | ||
Comcast Corp. | 4.950% | 10/15/58 | 1,150 | 1,050 | ||
Comcast Corp. | 2.650% | 8/15/62 | 1,000 | 570 | ||
Comcast Corp. | 2.987% | 11/1/63 | 2,184 | 1,330 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 3,450 | 4,071 | ||
Discovery Communications LLC | 3.800% | 3/13/24 | 210 | 205 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 534 | 517 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 1,350 | 1,283 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 576 | 549 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 550 | 533 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 1,609 | 1,428 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 500 | 434 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 930 | 768 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 530 | 427 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 1,155 | 1,049 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 700 | 519 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 1,130 | 844 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 689 | 522 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 900 | 619 | ||
Discovery Communications LLC | 4.000% | 9/15/55 | 1,245 | 750 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 275 | 274 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 500 | 393 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 800 | 520 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 1,600 | 1,580 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 900 | 864 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 1,500 | 1,377 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 1,025 | 870 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 270 | 217 | ||
Fox Corp. | 4.030% | 1/25/24 | 1,575 | 1,556 | ||
Fox Corp. | 3.050% | 4/7/25 | 240 | 230 | ||
Fox Corp. | 4.709% | 1/25/29 | 1,000 | 968 | ||
Fox Corp. | 3.500% | 4/8/30 | 560 | 495 | ||
Fox Corp. | 5.476% | 1/25/39 | 950 | 864 | ||
Fox Corp. | 5.576% | 1/25/49 | 1,900 | 1,703 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 550 | 538 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 50 | 59 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 500 | 515 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,240 | 1,062 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 350 | 349 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 800 | 709 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 176 | 173 | ||
Interpublic Group of Cos. Inc. | 4.650% | 10/1/28 | 325 | 311 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 400 | 377 | ||
Interpublic Group of Cos. Inc. | 2.400% | 3/1/31 | 500 | 395 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 500 | 352 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 850 | 780 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 500 | 560 | ||
Meta Platforms Inc. | 3.500% | 8/15/27 | 1,000 | 932 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Meta Platforms Inc. | 3.850% | 8/15/32 | 800 | 704 | ||
Meta Platforms Inc. | 4.450% | 8/15/52 | 1,000 | 795 | ||
Meta Platforms Inc. | 4.650% | 8/15/62 | 1,000 | 802 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,450 | 1,272 | ||
Omnicom Group Inc. | 3.650% | 11/1/24 | 650 | 636 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 1,150 | 1,104 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 620 | 512 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 400 | 372 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 750 | 613 | ||
Orange SA | 9.000% | 3/1/31 | 2,260 | 2,765 | ||
Orange SA | 5.375% | 1/13/42 | 700 | 678 | ||
Orange SA | 5.500% | 2/6/44 | 600 | 591 | ||
Paramount Global | 4.750% | 5/15/25 | 440 | 433 | ||
Paramount Global | 4.000% | 1/15/26 | 500 | 480 | ||
Paramount Global | 2.900% | 1/15/27 | 1,133 | 1,017 | ||
Paramount Global | 3.375% | 2/15/28 | 1,425 | 1,264 | ||
Paramount Global | 3.700% | 6/1/28 | 400 | 357 | ||
Paramount Global | 4.950% | 1/15/31 | 1,200 | 1,070 | ||
Paramount Global | 4.200% | 5/19/32 | 2,000 | 1,635 | ||
Paramount Global | 6.875% | 4/30/36 | 1,100 | 1,068 | ||
Paramount Global | 5.900% | 10/15/40 | 300 | 262 | ||
Paramount Global | 4.850% | 7/1/42 | 675 | 500 | ||
Paramount Global | 4.375% | 3/15/43 | 1,387 | 958 | ||
Paramount Global | 5.850% | 9/1/43 | 975 | 809 | ||
Paramount Global | 5.250% | 4/1/44 | 500 | 385 | ||
Paramount Global | 4.900% | 8/15/44 | 700 | 511 | ||
Paramount Global | 4.600% | 1/15/45 | 600 | 421 | ||
Paramount Global | 4.950% | 5/19/50 | 1,250 | 913 | ||
10 | Rogers Communications Inc. | 2.950% | 3/15/25 | 900 | 858 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 475 | 455 | ||
10 | Rogers Communications Inc. | 3.200% | 3/15/27 | 800 | 740 | |
10 | Rogers Communications Inc. | 3.800% | 3/15/32 | 1,900 | 1,640 | |
10 | Rogers Communications Inc. | 4.500% | 3/15/42 | 700 | 569 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 540 | 430 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 500 | 426 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 1,100 | 835 | ||
10 | Rogers Communications Inc. | 4.550% | 3/15/52 | 1,800 | 1,404 | |
Take-Two Interactive Software Inc. | 3.300% | 3/28/24 | 900 | 878 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 500 | 482 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 500 | 471 | ||
Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | 500 | 442 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 1,675 | 1,588 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 335 | 346 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,600 | 1,270 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 2,500 | 2,018 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 1,200 | 926 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 1,900 | 1,588 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 1,580 | 1,763 | ||
TELUS Corp. | 2.800% | 2/16/27 | 500 | 462 | ||
TELUS Corp. | 3.400% | 5/13/32 | 350 | 298 | ||
TELUS Corp. | 4.300% | 6/15/49 | 500 | 410 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 400 | 303 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 400 | 380 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 350 | 332 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 400 | 387 | ||
Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | 1,150 | 1,283 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 1,585 | 1,584 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 1,850 | 1,762 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 1,150 | 1,001 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 1,225 | 1,023 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 1,230 | 904 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 2,150 | 2,070 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 1,300 | 1,165 | ||
T-Mobile USA Inc. | 2.250% | 2/15/26 | 82 | 75 | ||
T-Mobile USA Inc. | 2.625% | 4/15/26 | 502 | 460 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 4,500 | 4,243 | ||
T-Mobile USA Inc. | 5.375% | 4/15/27 | 335 | 338 | ||
T-Mobile USA Inc. | 4.750% | 2/1/28 | 1,020 | 994 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 2,000 | 1,721 | ||
T-Mobile USA Inc. | 2.625% | 2/15/29 | 670 | 569 | ||
T-Mobile USA Inc. | 2.400% | 3/15/29 | 275 | 232 | ||
T-Mobile USA Inc. | 3.375% | 4/15/29 | 1,135 | 1,000 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 6,175 | 5,605 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 2,400 | 1,956 | ||
T-Mobile USA Inc. | 2.875% | 2/15/31 | 893 | 737 | ||
T-Mobile USA Inc. | 3.500% | 4/15/31 | 1,865 | 1,615 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 900 | 708 | ||
T-Mobile USA Inc. | 2.700% | 3/15/32 | 925 | 749 | ||
T-Mobile USA Inc. | 5.200% | 1/15/33 | 660 | 653 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 3,250 | 2,788 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 2,500 | 1,765 | ||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 2,690 | 2,221 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 3,100 | 2,066 | ||
T-Mobile USA Inc. | 3.400% | 10/15/52 | 2,100 | 1,426 | ||
T-Mobile USA Inc. | 5.650% | 1/15/53 | 331 | 322 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 1,800 | 1,184 | ||
T-Mobile USA Inc. | 5.800% | 9/15/62 | 335 | 326 | ||
7 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 600 | 575 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 1,000 | 947 | ||
7 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 1,415 | 1,280 | |
7 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 50 | 56 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 325 | 288 | ||
7 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 485 | 418 | |
7 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 400 | 324 | |
7 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 400 | 281 | |
VeriSign Inc. | 2.700% | 6/15/31 | 700 | 573 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 1,100 | 1,066 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 1,525 | 1,362 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 2,500 | 2,247 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 2,437 | 2,251 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 2,750 | 2,679 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 1,100 | 1,023 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 2,700 | 2,342 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 3,607 | 3,472 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 3,514 | 3,289 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 3,990 | 3,515 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 500 | 389 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 4,176 | 3,246 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 3,600 | 2,963 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 4,600 | 3,648 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 3,075 | 2,882 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 2,200 | 2,023 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 1,754 | 1,568 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 1,200 | 1,184 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 1,675 | 1,541 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 2,775 | 1,873 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 4,000 | 3,012 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 905 | 626 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 500 | 456 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 2,480 | 1,995 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 1,830 | 1,658 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 3,000 | 2,567 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 1,200 | 941 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 2,600 | 1,640 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 4,150 | 2,971 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 4,339 | 2,663 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 1,500 | 899 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 3,740 | 2,621 | ||
Vodafone Group plc | 3.750% | 1/16/24 | 1,200 | 1,185 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Vodafone Group plc | 4.125% | 5/30/25 | 2,619 | 2,578 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 625 | 703 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 425 | 444 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 1,200 | 1,214 | ||
Vodafone Group plc | 5.000% | 5/30/38 | 1,630 | 1,498 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 1,125 | 898 | ||
Vodafone Group plc | 5.250% | 5/30/48 | 2,645 | 2,349 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 1,250 | 1,052 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 1,400 | 1,081 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 600 | 514 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 2,175 | 2,071 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 1,000 | 980 | ||
Walt Disney Co. | 3.350% | 3/24/25 | 1,255 | 1,216 | ||
Walt Disney Co. | 3.700% | 10/15/25 | 500 | 485 | ||
Walt Disney Co. | 1.750% | 1/13/26 | 1,400 | 1,283 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 281 | 266 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 400 | 385 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 1,300 | 1,159 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 1,400 | 1,175 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 1,085 | 1,010 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 3,000 | 2,563 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 392 | 433 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 775 | 845 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 1,800 | 1,969 | ||
Walt Disney Co. | 6.150% | 3/1/37 | 800 | 860 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 475 | 444 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,700 | 2,177 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 600 | 602 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 690 | 635 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 100 | 94 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 2,000 | 1,325 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 1,155 | 1,066 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 2,000 | 1,534 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 1,100 | 845 | ||
10 | Warnermedia Holdings Inc. | 3.428% | 3/15/24 | 1,675 | 1,626 | |
10 | Warnermedia Holdings Inc. | 3.528% | 3/15/24 | 500 | 484 | |
10 | Warnermedia Holdings Inc. | 3.638% | 3/15/25 | 1,600 | 1,522 | |
10 | Warnermedia Holdings Inc. | 3.788% | 3/15/25 | 500 | 478 | |
10 | Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 3,600 | 3,249 | |
10 | Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 1,300 | 1,127 | |
10 | Warnermedia Holdings Inc. | 4.279% | 3/15/32 | 4,200 | 3,463 | |
10 | Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 4,000 | 3,076 | |
10 | Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 6,665 | 4,894 | |
10 | Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 2,800 | 2,051 | |
Weibo Corp. | 3.500% | 7/5/24 | 825 | 800 | ||
Weibo Corp. | 3.375% | 7/8/30 | 1,075 | 825 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 1,025 | 993 | ||
426,701 | ||||||
Consumer Discretionary (0.7%) | ||||||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 700 | 615 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 2,225 | 2,151 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 2,335 | 2,152 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 1,454 | ��� 1,155 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 600 | 537 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 535 | 436 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 1,250 | 804 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 1,500 | 1,152 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 1,325 | 829 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 900 | 692 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 900 | 542 | ||
Amazon.com Inc. | 0.450% | 5/12/24 | 2,000 | 1,887 | ||
Amazon.com Inc. | 4.700% | 11/29/24 | 500 | 500 | ||
Amazon.com Inc. | 3.000% | 4/13/25 | 1,000 | 966 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 1,000 | 914 | ||
Amazon.com Inc. | 4.600% | 12/1/25 | 500 | 499 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 875 | 891 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 2,500 | 2,216 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Amazon.com Inc. | 3.300% | 4/13/27 | 2,250 | 2,137 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 2,200 | 1,907 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 1,550 | 1,459 | ||
Amazon.com Inc. | 4.550% | 12/1/27 | 2,000 | 1,994 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 2,125 | 1,829 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 1,750 | 1,638 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 4,000 | 3,274 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 1,750 | 1,605 | ||
Amazon.com Inc. | 4.700% | 12/1/32 | 1,500 | 1,490 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 975 | 975 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 3,590 | 3,184 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 1,900 | 1,419 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,275 | 1,259 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 3,400 | 2,939 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 1,798 | 1,141 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 3,025 | 2,168 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 1,750 | 1,466 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 1,085 | 941 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 1,795 | 1,093 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 1,500 | 1,043 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 500 | 413 | ||
7 | American Honda Finance Corp. | 2.900% | 2/16/24 | 1,725 | 1,684 | |
7 | American Honda Finance Corp. | 2.400% | 6/27/24 | 400 | 386 | |
7 | American Honda Finance Corp. | 0.550% | 7/12/24 | 500 | 468 | |
7 | American Honda Finance Corp. | 2.150% | 9/10/24 | 475 | 453 | |
7 | American Honda Finance Corp. | 1.200% | 7/8/25 | 500 | 457 | |
7 | American Honda Finance Corp. | 1.000% | 9/10/25 | 600 | 542 | |
7 | American Honda Finance Corp. | 2.300% | 9/9/26 | 250 | 229 | |
7 | American Honda Finance Corp. | 2.350% | 1/8/27 | 375 | 341 | |
7 | American Honda Finance Corp. | 2.000% | 3/24/28 | 1,300 | 1,123 | |
7 | American Honda Finance Corp. | 2.250% | 1/12/29 | 250 | 215 | |
7 | American Honda Finance Corp. | 1.800% | 1/13/31 | 1,000 | 794 | |
7 | American University | 3.672% | 4/1/49 | 400 | 310 | |
Aptiv plc | 2.396% | 2/18/25 | 500 | 472 | ||
Aptiv plc | 4.350% | 3/15/29 | 150 | 141 | ||
Aptiv plc | 3.250% | 3/1/32 | 700 | 575 | ||
Aptiv plc | 4.400% | 10/1/46 | 225 | 170 | ||
Aptiv plc | 5.400% | 3/15/49 | 305 | 263 | ||
Aptiv plc | 3.100% | 12/1/51 | 1,300 | 771 | ||
Aptiv plc | 4.150% | 5/1/52 | 900 | 652 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 762 | 730 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 500 | 485 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 250 | 227 | ||
AutoNation Inc. | 1.950% | 8/1/28 | 2,000 | 1,598 | ||
AutoNation Inc. | 3.850% | 3/1/32 | 750 | 599 | ||
AutoZone Inc. | 3.125% | 4/18/24 | 430 | 419 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 748 | 719 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 23 | 22 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 300 | 283 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 700 | 668 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 550 | 509 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 1,400 | 1,296 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 1,158 | 896 | ||
AutoZone Inc. | 4.750% | 8/1/32 | 500 | 486 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 850 | 819 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 250 | 239 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 900 | 802 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 500 | 386 | ||
7 | Brown University | 2.924% | 9/1/50 | 500 | 353 | |
Brunswick Corp. | 0.850% | 8/18/24 | 500 | 462 | ||
Brunswick Corp. | 2.400% | 8/18/31 | 500 | 367 | ||
Brunswick Corp. | 4.400% | 9/15/32 | 500 | 421 | ||
Brunswick Corp. | 5.100% | 4/1/52 | 500 | 362 | ||
7 | California Endowment | 2.498% | 4/1/51 | 150 | 93 | |
California Institute of Technology | 4.700% | 11/1/11 | 325 | 270 | ||
California Institute of Technology | 3.650% | 9/1/19 | 450 | 288 | ||
Choice Hotels International Inc. | 3.700% | 12/1/29 | 500 | 435 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Claremont Mckenna College | 3.775% | 1/1/22 | 275 | 175 | ||
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 325 | 279 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 750 | 714 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 550 | 425 | ||
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 600 | 471 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 100 | 65 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 700 | 666 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 1,485 | 1,381 | ||
7 | Duke University | 2.682% | 10/1/44 | 300 | 217 | |
7 | Duke University | 2.757% | 10/1/50 | 340 | 227 | |
7 | Duke University | 2.832% | 10/1/55 | 550 | 371 | |
eBay Inc. | 1.900% | 3/11/25 | 1,115 | 1,044 | ||
eBay Inc. | 5.900% | 11/22/25 | 500 | 511 | ||
eBay Inc. | 1.400% | 5/10/26 | 675 | 599 | ||
eBay Inc. | 3.600% | 6/5/27 | 500 | 472 | ||
eBay Inc. | 2.700% | 3/11/30 | 865 | 736 | ||
eBay Inc. | 2.600% | 5/10/31 | 675 | 555 | ||
eBay Inc. | 6.300% | 11/22/32 | 500 | 520 | ||
eBay Inc. | 4.000% | 7/15/42 | 600 | 476 | ||
eBay Inc. | 3.650% | 5/10/51 | 925 | 667 | ||
7 | Emory University | 2.143% | 9/1/30 | 600 | 494 | |
7 | Emory University | 2.969% | 9/1/50 | 150 | 101 | |
7 | Ford Foundation | 2.415% | 6/1/50 | 250 | 158 | |
7 | Ford Foundation | 2.815% | 6/1/70 | 750 | 444 | |
Fortune Brands Innovations Inc. | 4.000% | 6/15/25 | 455 | 442 | ||
Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | 400 | 346 | ||
Fortune Brands Innovations Inc. | 4.000% | 3/25/32 | 500 | 434 | ||
Fortune Brands Innovations Inc. | 4.500% | 3/25/52 | 500 | 376 | ||
General Motors Co. | 4.000% | 4/1/25 | 425 | 415 | ||
General Motors Co. | 6.125% | 10/1/25 | 3,300 | 3,364 | ||
General Motors Co. | 4.200% | 10/1/27 | 400 | 377 | ||
General Motors Co. | 6.800% | 10/1/27 | 1,800 | 1,869 | ||
General Motors Co. | 5.000% | 10/1/28 | 650 | 625 | ||
General Motors Co. | 5.400% | 10/15/29 | 500 | 478 | ||
General Motors Co. | 5.600% | 10/15/32 | 875 | 816 | ||
General Motors Co. | 5.000% | 4/1/35 | 1,030 | 886 | ||
General Motors Co. | 6.600% | 4/1/36 | 600 | 588 | ||
General Motors Co. | 5.150% | 4/1/38 | 825 | 714 | ||
General Motors Co. | 6.250% | 10/2/43 | 1,235 | 1,144 | ||
General Motors Co. | 5.200% | 4/1/45 | 1,120 | 916 | ||
General Motors Co. | 6.750% | 4/1/46 | 700 | 678 | ||
General Motors Co. | 5.400% | 4/1/48 | 675 | 555 | ||
General Motors Co. | 5.950% | 4/1/49 | 900 | 786 | ||
General Motors Financial Co. Inc. | 5.100% | 1/17/24 | 1,100 | 1,097 | ||
General Motors Financial Co. Inc. | 1.050% | 3/8/24 | 750 | 712 | ||
General Motors Financial Co. Inc. | 3.950% | 4/13/24 | 800 | 784 | ||
General Motors Financial Co. Inc. | 1.200% | 10/15/24 | 680 | 630 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 1,700 | 1,640 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 650 | 631 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 1,014 | 962 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 750 | 724 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,675 | 1,631 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 500 | 468 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 1,175 | 1,157 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 900 | 781 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 525 | 495 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 1,210 | 1,151 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 1,000 | 969 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 1,500 | 1,310 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 500 | 457 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 875 | 738 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 365 | 304 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 775 | 761 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 2,000 | 1,795 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 1,625 | 1,366 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 500 | 378 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 900 | 692 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Genuine Parts Co. | 1.875% | 11/1/30 | 600 | 461 | ||
7 | George Washington University | 4.300% | 9/15/44 | 550 | 464 | |
7 | George Washington University | 4.126% | 9/15/48 | 800 | 669 | |
7 | Georgetown University | 4.315% | 4/1/49 | 378 | 314 | |
7 | Georgetown University | 2.943% | 4/1/50 | 405 | 260 | |
7 | Georgetown University | 5.215% | 10/1/18 | 243 | 213 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 500 | 391 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 1,000 | 938 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 725 | 644 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 400 | 390 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 350 | 298 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 750 | 719 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 1,750 | 1,665 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 3,156 | 2,903 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 850 | 705 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 700 | 674 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 2,400 | 2,172 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 3,215 | 2,807 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 1,000 | 775 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 700 | 560 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 925 | 822 | ||
Home Depot Inc. | 4.500% | 9/15/32 | 875 | 857 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 2,995 | 3,205 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 2,415 | 1,927 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 1,775 | 1,924 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 975 | 854 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 500 | 447 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 1,820 | 1,585 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 900 | 744 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 875 | 801 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 2,350 | 1,679 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 1,000 | 745 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 1,000 | 605 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 2,000 | 1,324 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 1,250 | 977 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 1,000 | 966 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 775 | 709 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 2,275 | 1,953 | ||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 500 | 468 | ||
Hyatt Hotels Corp. | 5.625% | 4/23/25 | �� 500 | 496 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 350 | 344 | ||
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 850 | 781 | ||
Hyatt Hotels Corp. | 6.000% | 4/23/30 | 400 | 390 | ||
JD.com Inc. | 3.875% | 4/29/26 | 400 | 380 | ||
JD.com Inc. | 3.375% | 1/14/30 | 300 | 263 | ||
JD.com Inc. | 4.125% | 1/14/50 | 400 | 294 | ||
7 | Johns Hopkins University | 4.705% | 7/1/32 | 375 | 373 | |
7 | Johns Hopkins University | 4.083% | 7/1/53 | 490 | 411 | |
Kohl's Corp. | 3.625% | 5/1/31 | 325 | 228 | ||
Lear Corp. | 3.800% | 9/15/27 | 204 | 190 | ||
Lear Corp. | 4.250% | 5/15/29 | 400 | 360 | ||
Lear Corp. | 3.500% | 5/30/30 | 350 | 296 | ||
Lear Corp. | 2.600% | 1/15/32 | 500 | 376 | ||
Lear Corp. | 5.250% | 5/15/49 | 250 | 206 | ||
Lear Corp. | 3.550% | 1/15/52 | 500 | 302 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 550 | 534 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 700 | 643 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 500 | 349 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 100 | 87 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,075 | 893 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 355 | 225 | ||
Lennar Corp. | 4.500% | 4/30/24 | 3,000 | 2,960 | ||
Lennar Corp. | 4.750% | 5/30/25 | 1,000 | 991 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,500 | 1,501 | ||
Lennar Corp. | 4.750% | 11/29/27 | 1,000 | 962 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 400 | 388 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 1,000 | 980 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Lowe's Cos. Inc. | 4.400% | 9/8/25 | 300 | 296 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 975 | 936 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 1,700 | 1,586 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 642 | 598 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 500 | 415 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 925 | 777 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 1,550 | 1,430 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 1,375 | 1,318 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 1,000 | 781 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 800 | 663 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 2,000 | 1,782 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/33 | 1,000 | 978 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 525 | 486 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 925 | 630 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 63 | 49 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 1,030 | 766 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 1,650 | 1,296 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 500 | 418 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 500 | 456 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 1,000 | 641 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 550 | 385 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 1,450 | 1,161 | ||
Lowe's Cos. Inc. | 5.625% | 4/15/53 | 1,500 | 1,446 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 1,950 | 1,527 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 500 | 482 | ||
Magna International Inc. | 3.625% | 6/15/24 | 825 | 807 | ||
Magna International Inc. | 4.150% | 10/1/25 | 300 | 293 | ||
Magna International Inc. | 2.450% | 6/15/30 | 500 | 413 | ||
Marriott International Inc. | 3.750% | 3/15/25 | 525 | 508 | ||
Marriott International Inc. | 3.750% | 10/1/25 | 200 | 192 | ||
7 | Marriott International Inc. | 3.125% | 6/15/26 | 1,809 | 1,691 | |
7 | Marriott International Inc. | 4.650% | 12/1/28 | 2,000 | 1,919 | |
7 | Marriott International Inc. | 4.625% | 6/15/30 | 1,300 | 1,214 | |
7 | Marriott International Inc. | 2.850% | 4/15/31 | 1,200 | 972 | |
7 | Marriott International Inc. | 3.500% | 10/15/32 | 850 | 707 | |
Masco Corp. | 3.500% | 11/15/27 | 100 | 93 | ||
Masco Corp. | 1.500% | 2/15/28 | 500 | 415 | ||
Masco Corp. | 7.750% | 8/1/29 | 94 | 103 | ||
Masco Corp. | 2.000% | 10/1/30 | 500 | 388 | ||
Masco Corp. | 2.000% | 2/15/31 | 500 | 386 | ||
Masco Corp. | 4.500% | 5/15/47 | 725 | 572 | ||
Masco Corp. | 3.125% | 2/15/51 | 500 | 311 | ||
7 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 370 | 270 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 500 | 369 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 860 | 898 | ||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 700 | 608 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 200 | 145 | ||
7 | McDonald's Corp. | 3.375% | 5/26/25 | 1,209 | 1,169 | |
7 | McDonald's Corp. | 3.300% | 7/1/25 | 818 | 791 | |
7 | McDonald's Corp. | 3.700% | 1/30/26 | 1,125 | 1,095 | |
7 | McDonald's Corp. | 3.500% | 3/1/27 | 200 | 190 | |
7 | McDonald's Corp. | 3.500% | 7/1/27 | 2,750 | 2,610 | |
7 | McDonald's Corp. | 3.800% | 4/1/28 | 500 | 478 | |
7 | McDonald's Corp. | 2.625% | 9/1/29 | 600 | 526 | |
7 | McDonald's Corp. | 2.125% | 3/1/30 | 600 | 501 | |
7 | McDonald's Corp. | 3.600% | 7/1/30 | 2,175 | 1,996 | |
7 | McDonald's Corp. | 4.700% | 12/9/35 | 675 | 649 | |
7 | McDonald's Corp. | 6.300% | 3/1/38 | 100 | 109 | |
7 | McDonald's Corp. | 5.700% | 2/1/39 | 375 | 386 | |
7 | McDonald's Corp. | 3.700% | 2/15/42 | 725 | 578 | |
7 | McDonald's Corp. | 3.625% | 5/1/43 | 400 | 313 | |
7 | McDonald's Corp. | 4.600% | 5/26/45 | 925 | 824 | |
7 | McDonald's Corp. | 4.875% | 12/9/45 | 1,225 | 1,136 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | McDonald's Corp. | 4.450% | 3/1/47 | 750 | 650 | |
7 | McDonald's Corp. | 4.450% | 9/1/48 | 900 | 789 | |
7 | McDonald's Corp. | 3.625% | 9/1/49 | 2,000 | 1,522 | |
7 | McDonald's Corp. | 4.200% | 4/1/50 | 1,000 | 836 | |
McDonald's Corp. | 5.150% | 9/9/52 | 500 | 483 | ||
MDC Holdings Inc. | 2.500% | 1/15/31 | 300 | 216 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 400 | 327 | ||
10 | Mercedes-Benz Finance North America LLC | 0.750% | 3/1/24 | 500 | 475 | |
10 | Mercedes-Benz Finance North America LLC | 2.625% | 3/10/30 | 1,000 | 844 | |
Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | 605 | 746 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 375 | 323 | ||
NIKE Inc. | 2.400% | 3/27/25 | 650 | 621 | ||
NIKE Inc. | 2.375% | 11/1/26 | 1,000 | 923 | ||
NIKE Inc. | 2.750% | 3/27/27 | 650 | 608 | ||
NIKE Inc. | 2.850% | 3/27/30 | 1,575 | 1,406 | ||
NIKE Inc. | 3.250% | 3/27/40 | 1,050 | 853 | ||
NIKE Inc. | 3.625% | 5/1/43 | 525 | 432 | ||
NIKE Inc. | 3.875% | 11/1/45 | 500 | 430 | ||
NIKE Inc. | 3.375% | 3/27/50 | 1,625 | 1,273 | ||
7 | Northwestern University | 4.643% | 12/1/44 | 350 | 334 | |
7 | Northwestern University | 2.640% | 12/1/50 | 245 | 161 | |
7 | Northwestern University | 3.662% | 12/1/57 | 200 | 155 | |
NVR Inc. | 3.000% | 5/15/30 | 1,250 | 1,049 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 500 | 481 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 1,300 | 1,227 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 350 | 330 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 500 | 387 | ||
Owens Corning | 4.200% | 12/1/24 | 250 | 246 | ||
Owens Corning | 3.400% | 8/15/26 | 500 | 469 | ||
Owens Corning | 3.950% | 8/15/29 | 375 | 340 | ||
Owens Corning | 3.875% | 6/1/30 | 100 | 89 | ||
Owens Corning | 7.000% | 12/1/36 | 18 | 19 | ||
Owens Corning | 4.300% | 7/15/47 | 1,150 | 895 | ||
Owens Corning | 4.400% | 1/30/48 | 525 | 409 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 250 | 247 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 400 | 306 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 725 | 473 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 500 | 417 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 700 | 703 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 975 | 965 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 1,000 | 998 | ||
PVH Corp. | 4.625% | 7/10/25 | 500 | 483 | ||
Ralph Lauren Corp. | 3.750% | 9/15/25 | 100 | 97 | ||
Ralph Lauren Corp. | 2.950% | 6/15/30 | 700 | 603 | ||
7 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,000 | 634 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 575 | 571 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 400 | 314 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 225 | 213 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 275 | 232 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 400 | 285 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 375 | 357 | ||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 375 | 358 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 1,500 | 1,234 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 300 | 283 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 400 | 349 | ||
7 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 200 | 172 | |
Starbucks Corp. | 2.450% | 6/15/26 | 665 | 617 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 500 | 469 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 250 | 238 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 700 | 645 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 600 | 498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Starbucks Corp. | 2.550% | 11/15/30 | 2,000 | 1,681 | ||
Starbucks Corp. | 3.000% | 2/14/32 | 1,000 | 855 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 200 | 168 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,685 | 1,457 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 700 | 495 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 1,000 | 725 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 109 | 102 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 500 | 390 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 500 | 363 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 750 | 686 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 500 | 417 | ||
TJX Cos. Inc. | 3.875% | 4/15/30 | 500 | 466 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 500 | 449 | ||
Toyota Motor Corp. | 0.681% | 3/25/24 | 3,000 | 2,847 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 300 | 289 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 1,000 | 897 | ||
Toyota Motor Corp. | 3.669% | 7/20/28 | 500 | 474 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 400 | 355 | ||
7 | Toyota Motor Credit Corp. | 0.450% | 1/11/24 | 500 | 478 | |
7 | Toyota Motor Credit Corp. | 2.900% | 4/17/24 | 950 | 925 | |
7 | Toyota Motor Credit Corp. | 0.500% | 6/18/24 | 775 | 727 | |
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 700 | 652 | ||
7 | Toyota Motor Credit Corp. | 4.400% | 9/20/24 | 875 | 868 | |
7 | Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 700 | 656 | |
7 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 1,125 | 1,058 | |
7 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 100 | 97 | |
Toyota Motor Credit Corp. | 3.950% | 6/30/25 | 500 | 490 | ||
7 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 1,000 | 896 | |
7 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 1,500 | 1,327 | |
7 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 850 | 799 | |
7 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 300 | 268 | |
Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 1,000 | 933 | ||
7 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 2,100 | 1,790 | |
7 | Toyota Motor Credit Corp. | 4.550% | 9/20/27 | 875 | 863 | |
Toyota Motor Credit Corp. | 5.450% | 11/10/27 | 700 | 717 | ||
7 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 850 | 787 | |
7 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 650 | 566 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 1,450 | 1,363 | ||
Toyota Motor Credit Corp. | 4.450% | 6/29/29 | 750 | 738 | ||
7 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 625 | 526 | |
7 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 1,400 | 1,274 | |
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 1,000 | 791 | ||
7 | Toyota Motor Credit Corp. | 2.400% | 1/13/32 | 160 | 131 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 400 | 307 | ||
7 | Trustees of Boston College | 3.129% | 7/1/52 | 300 | 211 | |
7 | Trustees of Boston University | 4.061% | 10/1/48 | 220 | 182 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 620 | 670 | ||
7 | Trustees of Princeton University | 2.516% | 7/1/50 | 565 | 382 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 300 | 276 | ||
7 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 325 | 205 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 600 | 507 | ||
7 | University of Chicago | 2.547% | 4/1/50 | 800 | 535 | |
University of Chicago | 3.000% | 10/1/52 | 175 | 123 | ||
7 | University of Chicago | 4.003% | 10/1/53 | 390 | 329 | |
7 | University of Miami | 4.063% | 4/1/52 | 500 | 411 | |
7 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 890 | 711 | |
7 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 325 | 250 | |
7 | University of Southern California | 3.028% | 10/1/39 | 525 | 411 | |
7 | University of Southern California | 3.841% | 10/1/47 | 500 | 414 | |
7 | University of Southern California | 2.945% | 10/1/51 | 1,125 | 760 | |
University of Southern California | 5.250% | 10/1/11 | 275 | 267 | ||
7 | University of Southern California | 3.226% | 10/1/20 | 300 | 177 | |
VF Corp. | 2.400% | 4/23/25 | 600 | 563 | ||
VF Corp. | 2.800% | 4/23/27 | 700 | 636 | ||
VF Corp. | 2.950% | 4/23/30 | 594 | 494 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Washington University | 3.524% | 4/15/54 | 500 | 399 | |
Washington University | 4.349% | 4/15/22 | 350 | 276 | ||
Whirlpool Corp. | 4.000% | 3/1/24 | 275 | 271 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 600 | 584 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 887 | 695 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 200 | 161 | ||
7 | William Marsh Rice University | 3.574% | 5/15/45 | 715 | 588 | |
7 | Yale University | 0.873% | 4/15/25 | 325 | 299 | |
7 | Yale University | 1.482% | 4/15/30 | 325 | 260 | |
7 | Yale University | 2.402% | 4/15/50 | 500 | 322 | |
311,168 | ||||||
Consumer Staples (0.7%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 425 | 442 | ||
Altria Group Inc. | 4.000% | 1/31/24 | 1,092 | 1,081 | ||
Altria Group Inc. | 3.800% | 2/14/24 | 550 | 540 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 1,275 | 1,199 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 1,200 | 1,176 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 350 | 321 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 1,525 | 1,462 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 775 | 662 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 1,000 | 754 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 1,175 | 1,078 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 1,100 | 730 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 710 | 526 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 675 | 508 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 2,075 | 1,836 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 1,400 | 934 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 1,245 | 1,109 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 1,010 | 715 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 2,000 | 1,263 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 416 | 388 | ||
7 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 4,177 | 4,023 | |
7 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 5,820 | 5,487 | |
7 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 10,182 | 9,318 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 850 | 801 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 675 | 605 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,275 | 2,085 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 3,929 | 3,750 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 2,580 | 2,550 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 3,700 | 3,365 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 1,225 | 1,101 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 735 | 914 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 2,030 | 2,024 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,000 | 884 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,660 | 1,556 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 2,222 | 1,956 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 787 | 674 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 1,600 | 1,595 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 725 | 641 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 1,100 | 974 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 1,012 | 876 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 1,649 | 1,530 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 675 | 607 | ||
Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | 353 | 303 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 280 | 300 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 300 | 244 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 525 | 479 | ||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 500 | 333 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 300 | 293 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 750 | 616 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 1,350 | 1,302 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 2,750 | 2,641 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 3,525 | 3,210 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 1,425 | 1,186 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 200 | 171 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 1,750 | 1,365 | ||
BAT Capital Corp. | 4.742% | 3/16/32 | 1,000 | 888 | ||
BAT Capital Corp. | 7.750% | 10/19/32 | 500 | 538 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 775 | 603 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,000 | 680 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 1,138 | 809 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,725 | 1,359 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 925 | 608 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 1,000 | 829 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 750 | 664 | ||
Beam Suntory Inc. | 3.250% | 6/15/23 | 50 | 49 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 350 | 342 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 395 | 361 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 1,293 | 1,206 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 500 | 468 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 1,000 | 821 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 300 | 293 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 700 | 674 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 625 | 597 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 400 | 332 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 550 | 489 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 525 | 355 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 350 | 327 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 325 | 256 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 500 | 469 | ||
Clorox Co. | 3.100% | 10/1/27 | 650 | 601 | ||
Clorox Co. | 3.900% | 5/15/28 | 400 | 382 | ||
Clorox Co. | 1.800% | 5/15/30 | 1,100 | 875 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | �� 775 | 739 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 1,250 | 1,199 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 2,088 | 1,966 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 100 | 88 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 500 | 431 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 821 | 688 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 500 | 428 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 900 | 836 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 2,125 | 1,735 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 1,250 | 978 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 1,000 | 838 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 350 | 312 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 1,300 | 947 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 525 | 484 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 1,150 | 773 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 1,000 | 731 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 2,225 | 1,462 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 600 | 404 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 350 | 340 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 600 | 521 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 500 | 379 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 650 | 623 | ||
7 | Colgate-Palmolive Co. | 3.250% | 3/15/24 | 825 | 812 | |
Colgate-Palmolive Co. | 3.100% | 8/15/27 | 1,000 | 947 | ||
Colgate-Palmolive Co. | 3.250% | 8/15/32 | 500 | 452 | ||
7 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 550 | 490 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Conagra Brands Inc. | 4.300% | 5/1/24 | 625 | 616 | ||
Conagra Brands Inc. | 4.600% | 11/1/25 | 1,038 | 1,021 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 100 | 107 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 250 | 284 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 500 | 473 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 375 | 373 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 400 | 393 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 500 | 499 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 2,919 | 2,778 | ||
Constellation Brands Inc. | 3.500% | 5/9/27 | 450 | 421 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 1,700 | 1,573 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 250 | 242 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 625 | 548 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,275 | 1,084 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 700 | 556 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 1,175 | 990 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 275 | 220 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 1,075 | 1,012 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 275 | 207 | ||
Costco Wholesale Corp. | 2.750% | 5/18/24 | 1,075 | 1,046 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 800 | 753 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 3,970 | 3,480 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,000 | 818 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 5,550 | 4,387 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 475 | 575 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 1,100 | 1,044 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 550 | 505 | ||
Diageo Capital plc | 5.300% | 10/24/27 | 1,000 | 1,023 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 800 | 684 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 1,000 | 823 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 675 | 537 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 250 | 264 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 400 | 329 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 325 | 385 | ||
Dollar General Corp. | 4.250% | 9/20/24 | 500 | 494 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 500 | 488 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 550 | 525 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 400 | 381 | ||
Dollar General Corp. | 3.500% | 4/3/30 | 900 | 807 | ||
Dollar General Corp. | 5.000% | 11/1/32 | 700 | 689 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 860 | 689 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 1,450 | 1,416 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 500 | 336 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 2,062 | 1,954 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 525 | 451 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 600 | 516 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 500 | 404 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 150 | 160 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 375 | 334 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 450 | 325 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 350 | 330 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 1,000 | 804 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 551 | 452 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 2,150 | 1,506 | ||
General Mills Inc. | 3.650% | 2/15/24 | 325 | 320 | ||
General Mills Inc. | 4.200% | 4/17/28 | 1,100 | 1,063 | ||
General Mills Inc. | 2.875% | 4/15/30 | 550 | 477 | ||
General Mills Inc. | 2.250% | 10/14/31 | 750 | 602 | ||
General Mills Inc. | 3.000% | 2/1/51 | 598 | 408 | ||
GSK Consumer Healthcare Capital US LLC | 3.024% | 3/24/24 | 750 | 728 | ||
GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/27 | 2,500 | 2,329 | ||
GSK Consumer Healthcare Capital US LLC | 3.375% | 3/24/29 | 500 | 450 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
GSK Consumer Healthcare Capital US LLC | 3.625% | 3/24/32 | 3,000 | 2,643 | ||
Hershey Co. | 2.625% | 5/1/23 | 250 | 248 | ||
Hershey Co. | 2.050% | 11/15/24 | 246 | 234 | ||
Hershey Co. | 0.900% | 6/1/25 | 175 | 160 | ||
Hershey Co. | 3.200% | 8/21/25 | 455 | 438 | ||
Hershey Co. | 3.125% | 11/15/49 | 275 | 197 | ||
Hormel Foods Corp. | 0.650% | 6/3/24 | 750 | 707 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 500 | 432 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 775 | 632 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 750 | 520 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 400 | 375 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 600 | 508 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 700 | 677 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 300 | 277 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 350 | 290 | ||
J M Smucker Co. | 2.125% | 3/15/32 | 500 | 388 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 400 | 357 | ||
J M Smucker Co. | 2.750% | 9/15/41 | 250 | 166 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 100 | 82 | ||
10 | JBS USA LUX SA | 5.125% | 2/1/28 | 500 | 473 | |
10 | JBS USA LUX SA | 5.750% | 4/1/33 | 1,000 | 955 | |
10 | JBS USA LUX SA | 4.375% | 2/2/52 | 2,600 | 1,843 | |
10 | JBS USA LUX SA | 6.500% | 12/1/52 | 1,650 | 1,569 | |
Kellogg Co. | 3.250% | 4/1/26 | 950 | 905 | ||
Kellogg Co. | 3.400% | 11/15/27 | 950 | 884 | ||
Kellogg Co. | 4.300% | 5/15/28 | 425 | 413 | ||
Kellogg Co. | 2.100% | 6/1/30 | 500 | 405 | ||
7 | Kellogg Co. | 7.450% | 4/1/31 | 500 | 569 | |
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 209 | 207 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 250 | 240 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 325 | 298 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 375 | 350 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 1,000 | 929 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 2,575 | 2,241 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 500 | 403 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 1,000 | 910 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,000 | 849 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 325 | 269 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 575 | 432 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 500 | 344 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 1,500 | 1,257 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 100 | 96 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 350 | 330 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 600 | 512 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 100 | 96 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 575 | 524 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 560 | 503 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 500 | 402 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 700 | 704 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 325 | 235 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 550 | 452 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 415 | 286 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 153 | 152 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 1,850 | 1,733 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 1,200 | 1,147 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 750 | 684 | ||
Kraft Heinz Foods Co. | 4.250% | 3/1/31 | 1,000 | 934 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 400 | 435 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 750 | 794 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 2,300 | 2,119 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 5,175 | 4,227 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 1,450 | 1,265 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 1,000 | 960 | ||
Kroger Co. | 4.000% | 2/1/24 | 400 | 395 | ||
Kroger Co. | 3.500% | 2/1/26 | 500 | 477 | ||
Kroger Co. | 2.650% | 10/15/26 | 500 | 459 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kroger Co. | 4.500% | 1/15/29 | 500 | 482 | ||
7 | Kroger Co. | 7.700% | 6/1/29 | 200 | 221 | |
Kroger Co. | 8.000% | 9/15/29 | 750 | 842 | ||
Kroger Co. | 2.200% | 5/1/30 | 1,250 | 1,011 | ||
Kroger Co. | 1.700% | 1/15/31 | 1,250 | 964 | ||
Kroger Co. | 6.900% | 4/15/38 | 300 | 328 | ||
Kroger Co. | 5.400% | 7/15/40 | 250 | 238 | ||
Kroger Co. | 5.000% | 4/15/42 | 650 | 591 | ||
Kroger Co. | 5.150% | 8/1/43 | 350 | 323 | ||
Kroger Co. | 4.450% | 2/1/47 | 679 | 574 | ||
Kroger Co. | 4.650% | 1/15/48 | 925 | 799 | ||
Kroger Co. | 3.950% | 1/15/50 | 700 | 545 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 600 | 580 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 700 | 653 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 2,300 | 1,921 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 500 | 387 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 75 | 61 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 1,235 | 1,209 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 640 | 665 | ||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 750 | 673 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,650 | 1,532 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 1,150 | 1,019 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 2,485 | 1,937 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 400 | 371 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 700 | 636 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 896 | 772 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 1,250 | 961 | ||
Mondelez International Inc. | 3.000% | 3/17/32 | 250 | 213 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 500 | 380 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 1,000 | 633 | ||
PepsiCo Inc. | 3.600% | 3/1/24 | 1,675 | 1,655 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 1,495 | 1,423 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 1,725 | 1,652 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 1,425 | 1,391 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 575 | 547 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 375 | 348 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 1,225 | 1,150 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 1,225 | 1,084 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 1,725 | 1,408 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 750 | 590 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,325 | 1,101 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 1,000 | 739 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 541 | 475 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 725 | 605 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 475 | 423 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 1,650 | 1,570 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 1,675 | 1,345 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 850 | 673 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 875 | 630 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 785 | 647 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 300 | 259 | ||
Philip Morris International Inc. | 2.875% | 5/1/24 | 1,000 | 971 | ||
Philip Morris International Inc. | 5.125% | 11/15/24 | 500 | 500 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 950 | 879 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 675 | 648 | ||
Philip Morris International Inc. | 5.000% | 11/17/25 | 875 | 879 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 1,255 | 1,178 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 500 | 439 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 425 | 394 | ||
Philip Morris International Inc. | 5.125% | 11/17/27 | 1,375 | 1,388 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 400 | 364 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 600 | 541 | ||
Philip Morris International Inc. | 5.625% | 11/17/29 | 1,125 | 1,146 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 1,575 | 1,275 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 391 | ||
Philip Morris International Inc. | 5.750% | 11/17/32 | 1,960 | 2,005 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 575 | 610 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,175 | 968 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 550 | 464 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 75 | 57 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 875 | 692 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 530 | 466 | ||
10 | Pilgrim's Pride Corp. | 3.500% | 3/1/32 | 1,000 | 782 | |
Procter & Gamble Co. | 0.550% | 10/29/25 | 800 | 718 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 800 | 741 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 4,000 | 3,753 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 2,055 | 1,872 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 625 | 491 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 625 | 677 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 1,294 | 1,114 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 413 | 336 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 4,231 | 4,140 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 1,075 | 973 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 325 | 333 | ||
7 | Reynolds American Inc. | 8.125% | 5/1/40 | 400 | 431 | |
7 | Reynolds American Inc. | 7.000% | 8/4/41 | 150 | 147 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 400 | 357 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 1,985 | 1,695 | ||
Sysco Corp. | 3.750% | 10/1/25 | 1,086 | 1,051 | ||
Sysco Corp. | 3.300% | 7/15/26 | 975 | 921 | ||
Sysco Corp. | 3.250% | 7/15/27 | 925 | 856 | ||
Sysco Corp. | 5.950% | 4/1/30 | 564 | 585 | ||
Sysco Corp. | 2.450% | 12/14/31 | 500 | 401 | ||
Sysco Corp. | 6.600% | 4/1/40 | 735 | 783 | ||
Sysco Corp. | 4.850% | 10/1/45 | 125 | 109 | ||
Sysco Corp. | 4.500% | 4/1/46 | 950 | 795 | ||
Sysco Corp. | 4.450% | 3/15/48 | 700 | 575 | ||
Sysco Corp. | 3.300% | 2/15/50 | 425 | 292 | ||
Sysco Corp. | 6.600% | 4/1/50 | 950 | 1,035 | ||
Sysco Corp. | 3.150% | 12/14/51 | 600 | 398 | ||
Target Corp. | 3.500% | 7/1/24 | 877 | 860 | ||
Target Corp. | 2.250% | 4/15/25 | 500 | 474 | ||
Target Corp. | 2.500% | 4/15/26 | 1,075 | 1,007 | ||
Target Corp. | 1.950% | 1/15/27 | 600 | 545 | ||
Target Corp. | 3.375% | 4/15/29 | 850 | 789 | ||
Target Corp. | 2.350% | 2/15/30 | 500 | 425 | ||
Target Corp. | 2.650% | 9/15/30 | 1,750 | 1,501 | ||
Target Corp. | 4.500% | 9/15/32 | 500 | 486 | ||
Target Corp. | 6.500% | 10/15/37 | 450 | 499 | ||
Target Corp. | 7.000% | 1/15/38 | 300 | 351 | ||
Target Corp. | 4.000% | 7/1/42 | 500 | 438 | ||
Target Corp. | 3.625% | 4/15/46 | 500 | 397 | ||
Target Corp. | 2.950% | 1/15/52 | 1,000 | 692 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 4,525 | 4,452 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 580 | 561 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 1,125 | 1,053 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 1,145 | 1,093 | ||
Tyson Foods Inc. | 4.875% | 8/15/34 | 425 | 407 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 550 | 510 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 1,700 | 1,577 | ||
Unilever Capital Corp. | 3.250% | 3/7/24 | 2,600 | 2,553 | ||
Unilever Capital Corp. | 2.600% | 5/5/24 | 1,150 | 1,116 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 500 | 468 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 250 | 243 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 550 | 529 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 550 | 502 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 1,575 | 1,331 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 500 | 390 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 500 | 395 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 800 | 864 | ||
7 | Unilever Capital Corp. | 2.625% | 8/12/51 | 500 | 325 | |
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 1,525 | 1,487 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 1,475 | 1,401 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 1,200 | 1,038 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 1,205 | 1,007 | ||
Walmart Inc. | 3.300% | 4/22/24 | 1,225 | 1,201 | ||
Walmart Inc. | 2.850% | 7/8/24 | 1,150 | 1,117 | ||
Walmart Inc. | 2.650% | 12/15/24 | 875 | 842 | ||
Walmart Inc. | 3.550% | 6/26/25 | 1,275 | 1,248 | ||
Walmart Inc. | 3.900% | 9/9/25 | 900 | 887 | ||
Walmart Inc. | 3.050% | 7/8/26 | 1,700 | 1,633 | ||
Walmart Inc. | 1.050% | 9/17/26 | 462 | 409 | ||
Walmart Inc. | 1.500% | 9/22/28 | 675 | 579 | ||
Walmart Inc. | 3.250% | 7/8/29 | 1,633 | 1,525 | ||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 153 | ||
Walmart Inc. | 1.800% | 9/22/31 | 462 | 377 | ||
Walmart Inc. | 4.150% | 9/9/32 | 1,000 | 977 | ||
Walmart Inc. | 5.250% | 9/1/35 | 820 | 863 | ||
Walmart Inc. | 6.200% | 4/15/38 | 570 | 645 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,175 | 1,997 | ||
Walmart Inc. | 5.625% | 4/1/40 | 312 | 334 | ||
Walmart Inc. | 5.000% | 10/25/40 | 235 | 236 | ||
Walmart Inc. | 4.000% | 4/11/43 | 1,920 | 1,705 | ||
Walmart Inc. | 4.300% | 4/22/44 | 700 | 644 | ||
Walmart Inc. | 3.625% | 12/15/47 | 1,300 | 1,070 | ||
Walmart Inc. | 4.050% | 6/29/48 | 1,256 | 1,123 | ||
Walmart Inc. | 2.950% | 9/24/49 | 720 | 525 | ||
Walmart Inc. | 2.650% | 9/22/51 | 700 | 479 | ||
Walmart Inc. | 4.500% | 9/9/52 | 800 | 763 | ||
344,396 | ||||||
Energy (0.7%) | ||||||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 500 | 448 | ||
Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 1,050 | 971 | ||
Baker Hughes Holdings LLC | 3.138% | 11/7/29 | 650 | 573 | ||
Baker Hughes Holdings LLC | 4.486% | 5/1/30 | 400 | 382 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 1,020 | 948 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 1,269 | 996 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 945 | 935 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 425 | 431 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 100 | 94 | ||
Boardwalk Pipelines LP | 3.600% | 9/1/32 | 500 | 415 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 1,614 | 1,585 | ||
BP Capital Markets America Inc. | 3.410% | 2/11/26 | 800 | 769 | ||
7 | BP Capital Markets America Inc. | 3.119% | 5/4/26 | 2,800 | 2,655 | |
7 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 1,800 | 1,678 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 1,800 | 1,720 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 2,600 | 2,385 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 900 | 718 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 900 | 753 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 1,000 | 746 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 2,200 | 1,492 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 1,450 | 926 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 1,900 | 1,254 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 1,200 | 799 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 1,900 | 1,314 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 2,135 | 2,006 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 685 | 649 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 600 | 689 | ||
Canadian Natural Resources Ltd. | 3.800% | 4/15/24 | 400 | 393 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 500 | 486 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 400 | 372 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 2,000 | 1,888 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 1,500 | 1,265 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 475 | 514 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 400 | 408 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 675 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 700 | 697 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,000 | 995 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 325 | 336 | ||
7 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 90 | 79 | |
Cenovus Energy Inc. | 4.250% | 4/15/27 | 350 | 335 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 450 | 359 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 1,000 | 916 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 300 | 308 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 678 | 702 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 925 | 836 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 700 | 494 | ||
Cheniere Corpus Christi Holdings LLC | 7.000% | 6/30/24 | 1,200 | 1,221 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 1,750 | 1,760 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 2,250 | 2,227 | ||
Cheniere Corpus Christi Holdings LLC | 3.700% | 11/15/29 | 1,150 | 1,043 | ||
Cheniere Corpus Christi Holdings LLC | 2.742% | 12/31/39 | 600 | 466 | ||
Cheniere Energy Partners LP | 4.500% | 10/1/29 | 1,300 | 1,170 | ||
Cheniere Energy Partners LP | 4.000% | 3/1/31 | 1,629 | 1,395 | ||
Cheniere Energy Partners LP | 3.250% | 1/31/32 | 1,250 | 996 | ||
Chevron Corp. | 2.895% | 3/3/24 | 200 | 196 | ||
Chevron Corp. | 1.554% | 5/11/25 | 3,150 | 2,931 | ||
Chevron Corp. | 3.326% | 11/17/25 | 200 | 193 | ||
Chevron Corp. | 1.995% | 5/11/27 | 500 | 449 | ||
Chevron Corp. | 2.236% | 5/11/30 | 2,200 | 1,884 | ||
Chevron Corp. | 3.078% | 5/11/50 | 900 | 655 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 500 | 452 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 500 | 429 | ||
Chevron USA Inc. | 3.850% | 1/15/28 | 450 | 435 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 1,000 | 917 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 450 | 451 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 500 | 313 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 1,300 | 1,044 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 600 | 395 | ||
CNOOC Finance 2014 ULC | 4.250% | 4/30/24 | 200 | 198 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 200 | 176 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 1,125 | 1,101 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 800 | 939 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 500 | 495 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 1,075 | 1,104 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 400 | 459 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 1,045 | 1,030 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 672 | 651 | ||
ConocoPhillips | 4.300% | 8/15/28 | 500 | 479 | ||
ConocoPhillips | 2.400% | 2/15/31 | 500 | 406 | ||
ConocoPhillips | 5.900% | 10/15/32 | 400 | 427 | ||
ConocoPhillips | 5.900% | 5/15/38 | 1,255 | 1,325 | ||
ConocoPhillips | 6.500% | 2/1/39 | 975 | 1,096 | ||
ConocoPhillips | 4.875% | 10/1/47 | 777 | 718 | ||
ConocoPhillips Co. | 2.125% | 3/8/24 | 750 | 726 | ||
ConocoPhillips Co. | 3.350% | 11/15/24 | 200 | 195 | ||
ConocoPhillips Co. | 2.400% | 3/7/25 | 500 | 475 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 656 | 725 | ||
ConocoPhillips Co. | 3.758% | 3/15/42 | 719 | 602 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 750 | 650 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 500 | 397 | ||
ConocoPhillips Co. | 4.025% | 3/15/62 | 1,675 | 1,337 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 600 | 546 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 250 | 184 | ||
Coterra Energy Inc. | 3.900% | 5/15/27 | 700 | 654 | ||
Coterra Energy Inc. | 4.375% | 3/15/29 | 600 | 564 | ||
DCP Midstream Operating LP | 5.375% | 7/15/25 | 254 | 252 | ||
DCP Midstream Operating LP | 5.625% | 7/15/27 | 195 | 194 | ||
DCP Midstream Operating LP | 5.125% | 5/15/29 | 465 | 448 | ||
DCP Midstream Operating LP | 3.250% | 2/15/32 | 263 | 217 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
DCP Midstream Operating LP | 5.600% | 4/1/44 | 400 | 372 | ||
Devon Energy Corp. | 5.250% | 9/15/24 | 600 | 600 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 300 | 306 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 360 | 358 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 260 | 263 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 518 | 483 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 590 | 669 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 245 | 280 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,310 | 1,224 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 600 | 509 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 700 | 602 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 700 | 652 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 1,100 | 965 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 875 | 725 | ||
Diamondback Energy Inc. | 6.250% | 3/15/33 | 750 | 762 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 500 | 382 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 700 | 519 | ||
Diamondback Energy Inc. | 6.250% | 3/15/53 | 550 | 534 | ||
7 | Eastern Gas Transmission & Storage Inc. | 3.600% | 12/15/24 | 83 | 80 | |
Eastern Gas Transmission & Storage Inc. | 3.000% | 11/15/29 | 1,000 | 865 | ||
7 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 325 | 281 | |
7 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 400 | 329 | |
7 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 300 | 330 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 575 | 538 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 800 | 895 | ||
Enbridge Inc. | 2.150% | 2/16/24 | 250 | 241 | ||
Enbridge Inc. | 3.500% | 6/10/24 | 500 | 486 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 715 | 677 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 250 | 236 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 500 | 438 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 1,000 | 963 | ||
Enbridge Inc. | 3.700% | 7/15/27 | 800 | 750 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 825 | 719 | ||
Enbridge Inc. | 2.500% | 8/1/33 | 900 | 693 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 925 | 767 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 300 | 283 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 325 | 248 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 1,000 | 683 | ||
Energy Transfer LP | 4.250% | 4/1/24 | 900 | 884 | ||
Energy Transfer LP | 3.900% | 5/15/24 | 625 | 609 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 2,091 | 2,026 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 375 | 353 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 1,878 | 1,906 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 300 | 293 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 800 | 761 | ||
7 | Energy Transfer LP | 5.500% | 6/1/27 | 1,000 | 994 | |
Energy Transfer LP | 5.550% | 2/15/28 | 300 | 297 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 800 | 768 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 1,300 | 1,260 | ||
Energy Transfer LP | 4.150% | 9/15/29 | 550 | 496 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 1,775 | 1,565 | ||
Energy Transfer LP | 5.750% | 2/15/33 | 400 | 392 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 250 | 223 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 350 | 352 | ||
7 | Energy Transfer LP | 5.800% | 6/15/38 | 1,080 | 992 | |
Energy Transfer LP | 7.500% | 7/1/38 | 800 | 851 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 875 | 828 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 300 | 296 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 425 | 354 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 950 | 804 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 450 | 368 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 150 | 125 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 1,525 | 1,300 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy Transfer LP | 6.125% | 12/15/45 | 1,050 | 974 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 1,705 | 1,426 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 700 | 596 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 1,350 | 1,218 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 1,200 | 1,121 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 1,900 | 1,534 | ||
Enterprise Products Operating LLC | 3.900% | 2/15/24 | 750 | 739 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 825 | 802 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 400 | 385 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 2,300 | 2,025 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 1,226 | 1,044 | ||
7 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,375 | 1,503 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 300 | 335 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 470 | 469 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 850 | 753 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,000 | 840 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,780 | 1,563 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 982 | 887 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 500 | 438 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 1,550 | 1,250 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 1,000 | 864 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 1,100 | 867 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,000 | 727 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 500 | 330 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 950 | 634 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 300 | 255 | ||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 1,600 | 1,163 | ||
7 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 400 | 327 | |
7 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 1,225 | 944 | |
EOG Resources Inc. | 4.150% | 1/15/26 | 600 | 589 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 700 | 670 | ||
EQT Corp. | 6.125% | 2/1/25 | 600 | 602 | ||
EQT Corp. | 5.678% | 10/1/25 | 225 | 225 | ||
EQT Corp. | 3.900% | 10/1/27 | 300 | 277 | ||
EQT Corp. | 5.700% | 4/1/28 | 250 | 249 | ||
EQT Corp. | 7.000% | 2/1/30 | 1,000 | 1,036 | ||
Exxon Mobil Corp. | 3.176% | 3/15/24 | 2,000 | 1,962 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 5,775 | 5,567 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 1,350 | 1,289 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 400 | 370 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 1,100 | 1,055 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 1,000 | 875 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 1,425 | 1,328 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 1,875 | 1,637 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 1,965 | 1,512 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 3,550 | 3,195 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 750 | 591 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 1,000 | 855 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 1,269 | 912 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 2,300 | 2,034 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 2,600 | 1,971 | ||
Halliburton Co. | 3.800% | 11/15/25 | 354 | 344 | ||
Halliburton Co. | 4.850% | 11/15/35 | 1,000 | 926 | ||
Halliburton Co. | 6.700% | 9/15/38 | 1,070 | 1,135 | ||
Halliburton Co. | 4.500% | 11/15/41 | 675 | 563 | ||
Halliburton Co. | 4.750% | 8/1/43 | 725 | 620 | ||
Halliburton Co. | 5.000% | 11/15/45 | 1,409 | 1,249 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 565 | 457 | ||
Hess Corp. | 3.500% | 7/15/24 | 245 | 238 | ||
Hess Corp. | 4.300% | 4/1/27 | 1,000 | 957 | ||
Hess Corp. | 7.300% | 8/15/31 | 485 | 527 | ||
Hess Corp. | 7.125% | 3/15/33 | 415 | 447 | ||
Hess Corp. | 6.000% | 1/15/40 | 722 | 712 | ||
Hess Corp. | 5.600% | 2/15/41 | 1,100 | 1,042 | ||
Hess Corp. | 5.800% | 4/1/47 | 500 | 479 | ||
HF Sinclair Corp. | 5.875% | 4/1/26 | 860 | 862 | ||
HF Sinclair Corp. | 4.500% | 10/1/30 | 900 | 788 | ||
Kinder Morgan Energy Partners LP | 4.300% | 5/1/24 | 1,625 | 1,604 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 850 | 836 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 175 | 189 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 300 | 294 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 400 | 405 | ||
7 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 335 | 356 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,625 | 1,656 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,290 | 1,297 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 300 | 330 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,822 | 1,509 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 500 | 428 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 500 | 454 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 817 | 802 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 500 | 441 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 1,080 | 1,035 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 500 | 388 | ||
7 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 330 | 368 | |
7 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,025 | 1,153 | |
Kinder Morgan Inc. | 5.300% | 12/1/34 | 1,325 | 1,240 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 1,375 | 1,260 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 200 | 170 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 500 | 324 | ||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 1,025 | 709 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 450 | 448 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 1,000 | 872 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 350 | 305 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 300 | 226 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 725 | 547 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 200 | 166 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 625 | 461 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 1,350 | 1,289 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 530 | 546 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 650 | 648 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 200 | 171 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 1,000 | 985 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 1,035 | 1,031 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 1,150 | 1,063 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 1,075 | 1,109 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 200 | 167 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 900 | 715 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 325 | 273 | ||
MPLX LP | 4.875% | 12/1/24 | 838 | 830 | ||
MPLX LP | 4.875% | 6/1/25 | 3,085 | 3,049 | ||
MPLX LP | 1.750% | 3/1/26 | 600 | 536 | ||
MPLX LP | 4.250% | 12/1/27 | 1,010 | 954 | ||
MPLX LP | 4.000% | 3/15/28 | 950 | 885 | ||
MPLX LP | 4.800% | 2/15/29 | 500 | 478 | ||
MPLX LP | 2.650% | 8/15/30 | 3,000 | 2,434 | ||
MPLX LP | 4.950% | 9/1/32 | 371 | 348 | ||
MPLX LP | 4.500% | 4/15/38 | 1,575 | 1,324 | ||
MPLX LP | 5.200% | 3/1/47 | 1,950 | 1,658 | ||
MPLX LP | 5.200% | 12/1/47 | 500 | 426 | ||
MPLX LP | 4.700% | 4/15/48 | 1,200 | 957 | ||
MPLX LP | 5.500% | 2/15/49 | 1,775 | 1,570 | ||
NOV Inc. | 3.600% | 12/1/29 | 500 | 440 | ||
NOV Inc. | 3.950% | 12/1/42 | 800 | 558 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 200 | 192 | ||
ONEOK Inc. | 5.850% | 1/15/26 | 1,000 | 1,014 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 1,150 | 1,083 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 800 | 756 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 1,810 | 1,565 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 1,000 | 839 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 1,000 | 1,019 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 775 | 629 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 650 | 545 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 800 | 599 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 400 | 300 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 450 | 444 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 360 | 361 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 300 | 304 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,340 | 1,272 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 100 | 99 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 450 | 483 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 700 | 708 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,000 | 1,007 | ||
Ovintiv Inc. | 6.500% | 2/1/38 | 500 | 496 | ||
Phillips 66 | 0.900% | 2/15/24 | 1,000 | 957 | ||
Phillips 66 | 3.850% | 4/9/25 | 600 | 585 | ||
Phillips 66 | 1.300% | 2/15/26 | 500 | 447 | ||
Phillips 66 | 3.900% | 3/15/28 | 600 | 567 | ||
Phillips 66 | 2.150% | 12/15/30 | 800 | 640 | ||
Phillips 66 | 4.650% | 11/15/34 | 1,000 | 933 | ||
Phillips 66 | 4.875% | 11/15/44 | 1,750 | 1,608 | ||
Phillips 66 | 3.300% | 3/15/52 | 900 | 624 | ||
10 | Phillips 66 Co. | 2.450% | 12/15/24 | 250 | 235 | |
10 | Phillips 66 Co. | 3.605% | 2/15/25 | 600 | 581 | |
10 | Phillips 66 Co. | 3.550% | 10/1/26 | 425 | 399 | |
10 | Phillips 66 Co. | 3.750% | 3/1/28 | 400 | 369 | |
10 | Phillips 66 Co. | 3.150% | 12/15/29 | 250 | 218 | |
10 | Phillips 66 Co. | 4.680% | 2/15/45 | 1,080 | 939 | |
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 500 | 446 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 1,025 | 804 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 975 | 773 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 2,155 | 2,087 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 600 | 587 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 350 | 337 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 1,200 | 1,043 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 525 | 456 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 500 | 493 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 500 | 406 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 500 | 378 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 500 | 390 | ||
Sabine Pass Liquefaction LLC | 5.750% | 5/15/24 | 1,470 | 1,471 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 3,225 | 3,233 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 1,200 | 1,214 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 1,600 | 1,570 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 1,200 | 1,128 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 2,500 | 2,322 | ||
10 | Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | 500 | 499 | |
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 600 | 550 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 1,300 | 1,114 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 925 | 880 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 2,625 | 2,544 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 1,300 | 1,225 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 505 | 468 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 1,300 | 1,251 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 1,450 | 1,254 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 2,405 | 2,114 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 3,125 | 2,894 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 1,320 | 1,457 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 700 | 715 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 500 | 364 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 525 | 423 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 1,100 | 994 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 2,900 | 2,540 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 2,000 | 1,647 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 1,400 | 989 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 1,735 | 1,259 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 950 | 647 | ||
Spectra Energy Partners LP | 4.750% | 3/15/24 | 800 | 795 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 1,666 | 1,603 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 950 | 887 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 400 | 387 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 220 | 181 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 500 | 537 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 700 | 735 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 2,090 | 2,149 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 700 | 532 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 700 | 507 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 700 | 603 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 700 | 556 | ||
Targa Resources Partners LP | 6.500% | 7/15/27 | 300 | 303 | ||
Targa Resources Partners LP | 5.000% | 1/15/28 | 600 | 573 | ||
Targa Resources Partners LP | 6.875% | 1/15/29 | 600 | 606 | ||
Targa Resources Partners LP | 5.500% | 3/1/30 | 900 | 848 | ||
Targa Resources Partners LP | 4.875% | 2/1/31 | 900 | 813 | ||
Targa Resources Partners LP | 4.000% | 1/15/32 | 940 | 790 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 200 | 189 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 260 | 275 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 500 | 534 | ||
TotalEnergies Capital International SA | 3.700% | 1/15/24 | 975 | 962 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 700 | 669 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 425 | 395 | ||
TotalEnergies Capital International SA | 2.829% | 1/10/30 | 900 | 795 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 2,300 | 1,635 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 500 | 351 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 800 | 741 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 1,700 | 1,615 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 1,900 | 1,742 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 700 | 556 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 1,900 | 1,735 | ||
TransCanada PipeLines Ltd. | 5.600% | 3/31/34 | 800 | 789 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 625 | 617 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 1,650 | 1,684 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 500 | 446 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 600 | 665 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 830 | 835 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 850 | 754 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 1,800 | 1,576 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 300 | 282 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 1,000 | 869 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 400 | 334 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 500 | 383 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 517 | 454 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 315 | 304 | ||
Valero Energy Corp. | 2.800% | 12/1/31 | 400 | 326 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 850 | 956 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 1,355 | 1,449 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 875 | 620 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 400 | 388 | ||
Williams Cos. Inc. | 4.550% | 6/24/24 | 2,500 | 2,472 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 1,775 | 1,730 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 1,125 | 1,093 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 1,325 | 1,249 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 2,100 | 1,840 | ||
Williams Cos. Inc. | 2.600% | 3/15/31 | 1,000 | 811 | ||
Williams Cos. Inc. | 4.650% | 8/15/32 | 487 | 454 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 990 | 1,014 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 925 | 881 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 800 | 730 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 600 | 572 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 725 | 617 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 900 | 787 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 475 | 405 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 400 | 274 | ||
Williams Cos. Inc. | 5.300% | 8/15/52 | 400 | 360 | ||
353,264 | ||||||
Financials (3.2%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 75 | 93 | ||
7 | Aegon NV | 5.500% | 4/11/48 | 585 | 527 | |
AerCap Ireland Capital DAC | 3.150% | 2/15/24 | 500 | 485 | ||
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 3,500 | 3,232 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 3,763 | 3,823 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 500 | 481 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 500 | 441 | ||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 3,000 | 2,876 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 3,500 | 3,061 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 875 | 793 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 500 | 465 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 1,000 | 902 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 4,000 | 3,357 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 4,000 | 3,125 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 3,000 | 2,119 | ||
Affiliated Managers Group Inc. | 4.250% | 2/15/24 | 350 | 346 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 725 | 697 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 500 | 417 | ||
Aflac Inc. | 2.875% | 10/15/26 | 884 | 822 | ||
Aflac Inc. | 3.600% | 4/1/30 | 1,000 | 905 | ||
Aflac Inc. | 4.000% | 10/15/46 | 150 | 115 | ||
Aflac Inc. | 4.750% | 1/15/49 | 1,080 | 964 | ||
7 | Air Lease Corp. | 4.250% | 2/1/24 | 550 | 540 | |
Air Lease Corp. | 0.800% | 8/18/24 | 500 | 461 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 475 | 465 | ||
7 | Air Lease Corp. | 2.300% | 2/1/25 | 1,175 | 1,095 | |
Air Lease Corp. | 3.250% | 3/1/25 | 600 | 570 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 750 | 707 | ||
Air Lease Corp. | 1.875% | 8/15/26 | 750 | 653 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Air Lease Corp. | 2.200% | 1/15/27 | 600 | 524 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 200 | 182 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 1,000 | 905 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 500 | 408 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 300 | 281 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 595 | 506 | ||
7 | Air Lease Corp. | 3.000% | 2/1/30 | 625 | 523 | |
Air Lease Corp. | 3.125% | 12/1/30 | 1,250 | 1,035 | ||
Air Lease Corp. | 2.875% | 1/15/32 | 600 | 479 | ||
Aircastle Ltd. | 4.125% | 5/1/24 | 1,625 | 1,571 | ||
Aircastle Ltd. | 4.250% | 6/15/26 | 500 | 471 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 300 | 276 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 1,250 | 886 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 350 | 334 | ||
Allstate Corp. | 3.280% | 12/15/26 | 400 | 380 | ||
Allstate Corp. | 1.450% | 12/15/30 | 500 | 381 | ||
Allstate Corp. | 5.550% | 5/9/35 | 105 | 107 | ||
Allstate Corp. | 4.500% | 6/15/43 | 725 | 642 | ||
Allstate Corp. | 4.200% | 12/15/46 | 600 | 497 | ||
Allstate Corp. | 3.850% | 8/10/49 | 400 | 311 | ||
7 | Allstate Corp. | 6.500% | 5/15/57 | 650 | 631 | |
Ally Financial Inc. | 1.450% | 10/2/23 | 2,045 | 1,981 | ||
Ally Financial Inc. | 3.875% | 5/21/24 | 1,200 | 1,170 | ||
Ally Financial Inc. | 5.125% | 9/30/24 | 550 | 545 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 600 | 598 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 500 | 470 | ||
Ally Financial Inc. | 7.100% | 11/15/27 | 500 | 510 | ||
7 | Ally Financial Inc. | 8.000% | 11/1/31 | 2,308 | 2,381 | |
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 300 | 285 | ||
American Express Co. | 3.400% | 2/22/24 | 1,000 | 982 | ||
American Express Co. | 2.500% | 7/30/24 | 1,065 | 1,025 | ||
American Express Co. | 3.000% | 10/30/24 | 1,200 | 1,162 | ||
American Express Co. | 3.625% | 12/5/24 | 1,404 | 1,368 | ||
American Express Co. | 4.200% | 11/6/25 | 1,212 | 1,198 | ||
American Express Co. | 2.550% | 3/4/27 | 5,316 | 4,841 | ||
American Express Co. | 3.300% | 5/3/27 | 1,960 | 1,834 | ||
American Express Co. | 4.420% | 8/3/33 | 1,500 | 1,422 | ||
American Express Co. | 4.050% | 12/3/42 | 621 | 534 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 356 | 349 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 500 | 398 | ||
American International Group Inc. | 4.125% | 2/15/24 | 390 | 386 | ||
American International Group Inc. | 2.500% | 6/30/25 | 1,203 | 1,133 | ||
American International Group Inc. | 3.900% | 4/1/26 | 500 | 484 | ||
American International Group Inc. | 4.200% | 4/1/28 | 450 | 427 | ||
American International Group Inc. | 4.250% | 3/15/29 | 300 | 281 | ||
American International Group Inc. | 3.400% | 6/30/30 | 1,115 | 984 | ||
American International Group Inc. | 3.875% | 1/15/35 | 400 | 348 | ||
American International Group Inc. | 4.700% | 7/10/35 | 195 | 175 | ||
American International Group Inc. | 6.250% | 5/1/36 | 600 | 633 | ||
American International Group Inc. | 4.500% | 7/16/44 | 1,488 | 1,286 | ||
American International Group Inc. | 4.800% | 7/10/45 | 1,000 | 894 | ||
American International Group Inc. | 4.750% | 4/1/48 | 545 | 487 | ||
7 | American International Group Inc. | 5.750% | 4/1/48 | 525 | 502 | |
American International Group Inc. | 4.375% | 6/30/50 | 500 | 426 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 350 | 341 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 3,459 | 3,314 | ||
Ameriprise Financial Inc. | 4.500% | 5/13/32 | 500 | 483 | ||
7 | Aon Corp. | 8.205% | 1/1/27 | 150 | 157 | |
Aon Corp. | 2.850% | 5/28/27 | 500 | 458 | ||
Aon Corp. | 4.500% | 12/15/28 | 600 | 578 | ||
Aon Corp. | 3.750% | 5/2/29 | 380 | 352 | ||
Aon Corp. | 2.800% | 5/15/30 | 1,620 | 1,383 | ||
Aon Corp. | 2.050% | 8/23/31 | 750 | 595 | ||
Aon Corp. | 6.250% | 9/30/40 | 150 | 153 | ||
Aon Corp. | 2.900% | 8/23/51 | 1,000 | 635 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Aon Corp. | 3.900% | 2/28/52 | 500 | 387 | ||
Aon Global Ltd. | 3.500% | 6/14/24 | 575 | 562 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 300 | 292 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 625 | 533 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 695 | 599 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 799 | 763 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 86 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 500 | 554 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 975 | 683 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 275 | 246 | ||
Ares Capital Corp. | 4.200% | 6/10/24 | 825 | 797 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 480 | 456 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 967 | 890 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 1,000 | 918 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 1,320 | 1,120 | ||
Ares Capital Corp. | 2.875% | 6/15/27 | 319 | 271 | ||
Ares Capital Corp. | 3.200% | 11/15/31 | 500 | 366 | ||
Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 500 | 394 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 500 | 350 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 500 | 317 | ||
Assurant Inc. | 4.900% | 3/27/28 | 400 | 384 | ||
Assurant Inc. | 6.750% | 2/15/34 | 92 | 93 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 262 | 261 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 500 | 421 | ||
Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | 500 | 326 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 835 | 768 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 4,500 | 3,707 | ||
Athene Holding Ltd. | 3.950% | 5/25/51 | 500 | 341 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 500 | 309 | ||
7 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 243 | |
Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | 875 | 878 | ||
AXA SA | 8.600% | 12/15/30 | 540 | 652 | ||
AXIS Specialty Finance LLC | 3.900% | 7/15/29 | 1,840 | 1,632 | ||
7 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 250 | 205 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 1,500 | 1,392 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 500 | 411 | ||
Banco Santander SA | 2.706% | 6/27/24 | 400 | 384 | ||
Banco Santander SA | 5.147% | 8/18/25 | 900 | 891 | ||
Banco Santander SA | 5.179% | 11/19/25 | 1,300 | 1,284 | ||
Banco Santander SA | 1.849% | 3/25/26 | 1,000 | 888 | ||
Banco Santander SA | 4.250% | 4/11/27 | 2,000 | 1,906 | ||
Banco Santander SA | 5.294% | 8/18/27 | 900 | 878 | ||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 181 | ||
Banco Santander SA | 4.379% | 4/12/28 | 1,200 | 1,127 | ||
Banco Santander SA | 3.306% | 6/27/29 | 500 | 437 | ||
Banco Santander SA | 3.490% | 5/28/30 | 1,000 | 844 | ||
Banco Santander SA | 2.749% | 12/3/30 | 600 | 459 | ||
Banco Santander SA | 2.958% | 3/25/31 | 1,000 | 802 | ||
7 | Bank of America Corp. | 3.550% | 3/5/24 | 3,535 | 3,522 | |
7 | Bank of America Corp. | 4.200% | 8/26/24 | 3,025 | 2,978 | |
7 | Bank of America Corp. | 4.000% | 1/22/25 | 4,240 | 4,150 | |
7 | Bank of America Corp. | 3.950% | 4/21/25 | 3,036 | 2,958 | |
Bank of America Corp. | 0.976% | 4/22/25 | 2,000 | 1,875 | ||
7 | Bank of America Corp. | 0.981% | 9/25/25 | 500 | 461 | |
7 | Bank of America Corp. | 3.093% | 10/1/25 | 2,500 | 2,395 | |
7 | Bank of America Corp. | 2.456% | 10/22/25 | 2,175 | 2,055 | |
7 | Bank of America Corp. | 1.530% | 12/6/25 | 5,250 | 4,843 | |
7 | Bank of America Corp. | 3.366% | 1/23/26 | 1,300 | 1,240 | |
7 | Bank of America Corp. | 4.450% | 3/3/26 | 7,252 | 7,105 | |
7 | Bank of America Corp. | 3.384% | 4/2/26 | 2,790 | 2,664 | |
7 | Bank of America Corp. | 3.500% | 4/19/26 | 830 | 793 | |
7 | Bank of America Corp. | 1.319% | 6/19/26 | 11,450 | 10,314 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Bank of America Corp. | 4.250% | 10/22/26 | 1,500 | 1,450 | |
7 | Bank of America Corp. | 1.197% | 10/24/26 | 2,000 | 1,782 | |
7 | Bank of America Corp. | 1.658% | 3/11/27 | 3,500 | 3,093 | |
7 | Bank of America Corp. | 3.559% | 4/23/27 | 2,275 | 2,132 | |
Bank of America Corp. | 1.734% | 7/22/27 | 2,500 | 2,191 | ||
7 | Bank of America Corp. | 3.248% | 10/21/27 | 2,225 | 2,056 | |
7 | Bank of America Corp. | 3.824% | 1/20/28 | 450 | 420 | |
7 | Bank of America Corp. | 3.705% | 4/24/28 | 1,400 | 1,297 | |
7 | Bank of America Corp. | 3.593% | 7/21/28 | 3,008 | 2,770 | |
Bank of America Corp. | 6.204% | 11/10/28 | 1,725 | 1,776 | ||
7 | Bank of America Corp. | 3.419% | 12/20/28 | 6,357 | 5,766 | |
7 | Bank of America Corp. | 3.970% | 3/5/29 | 1,425 | 1,315 | |
7 | Bank of America Corp. | 2.087% | 6/14/29 | 6,000 | 5,047 | |
7 | Bank of America Corp. | 4.271% | 7/23/29 | 6,175 | 5,768 | |
7 | Bank of America Corp. | 3.974% | 2/7/30 | 500 | 454 | |
7 | Bank of America Corp. | 3.194% | 7/23/30 | 2,000 | 1,721 | |
7 | Bank of America Corp. | 2.884% | 10/22/30 | 4,175 | 3,507 | |
7 | Bank of America Corp. | 2.496% | 2/13/31 | 175 | 142 | |
7 | Bank of America Corp. | 2.592% | 4/29/31 | 6,000 | 4,894 | |
7 | Bank of America Corp. | 1.922% | 10/24/31 | 3,000 | 2,290 | |
7 | Bank of America Corp. | 2.651% | 3/11/32 | 1,500 | 1,201 | |
Bank of America Corp. | 2.687% | 4/22/32 | 4,575 | 3,660 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 7,500 | 5,774 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 1,000 | 784 | ||
Bank of America Corp. | 5.015% | 7/22/33 | 4,000 | 3,795 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 1,500 | 1,106 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 2,010 | 2,046 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 2,725 | 2,254 | ||
7 | Bank of America Corp. | 4.244% | 4/24/38 | 2,600 | 2,224 | |
Bank of America Corp. | 7.750% | 5/14/38 | 1,700 | 1,983 | ||
7 | Bank of America Corp. | 4.078% | 4/23/40 | 1,425 | 1,185 | |
7 | Bank of America Corp. | 2.676% | 6/19/41 | 4,895 | 3,307 | |
7 | Bank of America Corp. | 5.875% | 2/7/42 | 1,020 | 1,032 | |
Bank of America Corp. | 3.311% | 4/22/42 | 3,945 | 2,901 | ||
7 | Bank of America Corp. | ���5.000% | 1/21/44 | 1,595 | 1,465 | |
7 | Bank of America Corp. | 4.875% | 4/1/44 | 550 | 496 | |
7 | Bank of America Corp. | 4.750% | 4/21/45 | 350 | 300 | |
7 | Bank of America Corp. | 4.443% | 1/20/48 | 2,675 | 2,260 | |
7 | Bank of America Corp. | 3.946% | 1/23/49 | 1,175 | 908 | |
7 | Bank of America Corp. | 4.330% | 3/15/50 | 700 | 576 | |
7 | Bank of America Corp. | 4.083% | 3/20/51 | 5,500 | 4,344 | |
7 | Bank of America Corp. | 2.831% | 10/24/51 | 2,000 | 1,238 | |
7 | Bank of America Corp. | 3.483% | 3/13/52 | 1,000 | 712 | |
Bank of America Corp. | 2.972% | 7/21/52 | 1,500 | 946 | ||
7 | Bank of America NA | 6.000% | 10/15/36 | 600 | 615 | |
7 | Bank of Montreal | 3.300% | 2/5/24 | 1,000 | 981 | |
7 | Bank of Montreal | 2.150% | 3/8/24 | 700 | 677 | |
7 | Bank of Montreal | 2.500% | 6/28/24 | 800 | 770 | |
7 | Bank of Montreal | 0.625% | 7/9/24 | 675 | 631 | |
7 | Bank of Montreal | 4.250% | 9/14/24 | 500 | 493 | |
7 | Bank of Montreal | 1.500% | 1/10/25 | 925 | 863 | |
7 | Bank of Montreal | 1.850% | 5/1/25 | 820 | 766 | |
7 | Bank of Montreal | 3.700% | 6/7/25 | 900 | 873 | |
7 | Bank of Montreal | 0.949% | 1/22/27 | 1,000 | 883 | |
7 | Bank of Montreal | 2.650% | 3/8/27 | 700 | 640 | |
7 | Bank of Montreal | 4.700% | 9/14/27 | 500 | 495 | |
7 | Bank of Montreal | 4.338% | 10/5/28 | 400 | 392 | |
7 | Bank of Montreal | 3.803% | 12/15/32 | 1,600 | 1,410 | |
7 | Bank of New York Mellon | 5.224% | 11/21/25 | 875 | 874 | |
7 | Bank of New York Mellon Corp. | 3.650% | 2/4/24 | 900 | 886 | |
7 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 600 | 584 | |
7 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 742 | 725 | |
7 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,561 | 3,340 | |
Bank of New York Mellon Corp. | 4.414% | 7/24/26 | 800 | 788 | ||
7 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 969 | 891 | |
Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 340 | 306 | ||
7 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 1,500 | 1,411 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 600 | 559 | |
7 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,200 | 1,126 | |
Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 650 | 671 | ||
7 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 1,000 | 890 | |
7 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 500 | 448 | |
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 280 | 228 | ||
7 | Bank of New York Mellon Corp. | 4.289% | 6/13/33 | 5,000 | 4,676 | |
Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 650 | 676 | ||
Bank of Nova Scotia | 3.400% | 2/11/24 | 500 | 491 | ||
Bank of Nova Scotia | 0.650% | 7/31/24 | 550 | 513 | ||
Bank of Nova Scotia | 5.250% | 12/6/24 | 875 | 876 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 500 | 465 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 3,575 | 3,367 | ||
Bank of Nova Scotia | 3.450% | 4/11/25 | 925 | 891 | ||
Bank of Nova Scotia | 1.300% | 6/11/25 | 3,000 | 2,749 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 1,250 | 1,226 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 725 | 671 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 1,000 | 874 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 500 | 445 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 500 | 402 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 925 | 789 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 219 | 215 | ||
7 | Barclays plc | 4.338% | 5/16/24 | 1,000 | 993 | |
Barclays plc | 3.650% | 3/16/25 | 3,000 | 2,880 | ||
7 | Barclays plc | 3.932% | 5/7/25 | 800 | 776 | |
Barclays plc | 4.375% | 1/12/26 | 1,200 | 1,158 | ||
7 | Barclays plc | 2.852% | 5/7/26 | 2,025 | 1,880 | |
Barclays plc | 5.200% | 5/12/26 | 1,260 | 1,224 | ||
Barclays plc | 5.304% | 8/9/26 | 1,850 | 1,837 | ||
Barclays plc | 7.325% | 11/2/26 | 1,500 | 1,555 | ||
Barclays plc | 4.337% | 1/10/28 | 1,000 | 929 | ||
Barclays plc | 4.836% | 5/9/28 | 4,750 | 4,377 | ||
Barclays plc | 5.501% | 8/9/28 | 1,225 | 1,191 | ||
Barclays plc | 7.385% | 11/2/28 | 1,500 | 1,560 | ||
7 | Barclays plc | 4.972% | 5/16/29 | 1,000 | 942 | |
7 | Barclays plc | 5.088% | 6/20/30 | 2,975 | 2,743 | |
Barclays plc | 2.645% | 6/24/31 | 1,000 | 781 | ||
Barclays plc | 2.667% | 3/10/32 | ��� 1,750 | 1,338 | ||
Barclays plc | 5.746% | 8/9/33 | 845 | 800 | ||
Barclays plc | 7.437% | 11/2/33 | 4,500 | 4,737 | ||
Barclays plc | 3.564% | 9/23/35 | 700 | 536 | ||
Barclays plc | 5.250% | 8/17/45 | 500 | 450 | ||
Barclays plc | 4.950% | 1/10/47 | 1,300 | 1,123 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,500 | 1,251 | ||
Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 220 | 191 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 130 | 142 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 600 | 550 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 550 | 496 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 2,000 | 1,766 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 1,565 | 1,403 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 2,430 | 1,635 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 500 | 316 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 3,231 | 3,100 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 825 | 774 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 425 | 406 | ||
BlackRock Inc. | 3.500% | 3/18/24 | 700 | 689 | ||
BlackRock Inc. | 3.200% | 3/15/27 | 550 | 521 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 1,000 | 924 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 1,250 | 1,067 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
BlackRock Inc. | 1.900% | 1/28/31 | 915 | 740 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 950 | 763 | ||
10 | Blackstone Private Credit Fund | 7.050% | 9/29/25 | 500 | 495 | |
Blackstone Private Credit Fund | 2.625% | 12/15/26 | 1,442 | 1,194 | ||
Blackstone Private Credit Fund | 3.250% | 3/15/27 | 725 | 611 | ||
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 500 | 460 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 500 | 438 | ||
Blackstone Secured Lending Fund | 2.850% | 9/30/28 | 750 | 585 | ||
7 | BNP Paribas SA | 4.250% | 10/15/24 | 500 | 488 | |
10 | BNP Paribas SA | 3.052% | 1/13/31 | 1,175 | 968 | |
BPCE SA | 4.000% | 4/15/24 | 1,200 | 1,180 | ||
7 | BPCE SA | 3.375% | 12/2/26 | 250 | 234 | |
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 500 | 476 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 487 | 359 | ||
Brighthouse Financial Inc. | 3.850% | 12/22/51 | 500 | 318 | ||
Brookfield Corp. | 4.000% | 1/15/25 | 658 | 643 | ||
Brookfield Finance Inc. | 4.000% | 4/1/24 | 725 | 712 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 150 | 145 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 1,000 | 920 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 600 | 573 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 320 | 290 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 1,200 | 960 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 750 | 600 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 250 | 160 | ||
Brookfield Finance Inc. | 3.625% | 2/15/52 | 500 | 326 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,200 | 761 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 400 | 393 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 275 | 254 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 1,000 | 762 | ||
Brown & Brown Inc. | 4.200% | 3/17/32 | 500 | 433 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 575 | 470 | ||
Canadian Imperial Bank of Commerce | 3.100% | 4/2/24 | 800 | 781 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 750 | 699 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 190 | 179 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 700 | 672 | ||
Canadian Imperial Bank of Commerce | 3.945% | 8/4/25 | 5,000 | 4,889 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 500 | 449 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 1,050 | 923 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 700 | 658 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 950 | 838 | ||
Capital One Financial Corp. | 3.500% | 6/15/23 | 82 | 81 | ||
Capital One Financial Corp. | 3.900% | 1/29/24 | 250 | 247 | ||
Capital One Financial Corp. | 3.750% | 4/24/24 | 2,575 | 2,527 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 4,050 | 3,909 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 502 | 493 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 500 | 483 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 1,162 | 1,089 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 250 | 236 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 1,075 | 1,021 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 1,750 | 1,647 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 1,790 | 1,565 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 2,000 | 1,873 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 1,350 | 1,157 | ||
7 | Capital One NA | 2.280% | 1/28/26 | 750 | 701 | |
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 1,290 | 1,234 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 500 | 389 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charles Schwab Corp. | 3.550% | 2/1/24 | 420 | 414 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 1,000 | 989 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 669 | 651 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 100 | 98 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 1,000 | 886 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 3,000 | 2,667 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 1,100 | 1,035 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 1,330 | 1,216 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 2,237 | 2,119 | ||
Charles Schwab Corp. | 3.200% | 1/25/28 | 400 | 373 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 440 | 419 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 475 | 430 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 300 | 261 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 1,000 | 817 | ||
Charles Schwab Corp. | 1.950% | 12/1/31 | 1,550 | 1,215 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 725 | 616 | ||
Chubb Corp. | 6.000% | 5/11/37 | 375 | 398 | ||
7 | Chubb Corp. | 6.500% | 5/15/38 | 1,322 | 1,472 | |
Chubb INA Holdings Inc. | 3.350% | 5/15/24 | 275 | 269 | ||
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 1,164 | 1,124 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 2,200 | 2,108 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 2,500 | 1,942 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 180 | 199 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 225 | 189 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 800 | 694 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 500 | 336 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 1,000 | 651 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 2,000 | 1,520 | ||
7 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 300 | 320 | |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 275 | 283 | ||
Citigroup Inc. | 3.750% | 6/16/24 | 2,975 | 2,927 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 725 | 714 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 3,544 | 3,449 | ||
7 | Citigroup Inc. | 3.352% | 4/24/25 | 210 | 204 | |
Citigroup Inc. | 3.300% | 4/27/25 | 275 | 266 | ||
Citigroup Inc. | 0.981% | 5/1/25 | 1,450 | 1,357 | ||
Citigroup Inc. | 4.140% | 5/24/25 | 785 | 773 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 1,600 | 1,571 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 1,000 | 1,006 | ||
Citigroup Inc. | 1.281% | 11/3/25 | 1,500 | 1,382 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 400 | 385 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 1,500 | 1,389 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 975 | 959 | ||
7 | Citigroup Inc. | 3.106% | 4/8/26 | 5,750 | 5,439 | |
Citigroup Inc. | 3.400% | 5/1/26 | 750 | 712 | ||
Citigroup Inc. | 5.610% | 9/29/26 | 3,100 | 3,109 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 3,000 | 2,781 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 775 | 748 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 3,825 | 3,654 | ||
7 | Citigroup Inc. | 3.887% | 1/10/28 | 7,499 | 7,009 | |
Citigroup Inc. | 6.625% | 1/15/28 | 800 | 857 | ||
7 | Citigroup Inc. | 3.070% | 2/24/28 | 2,200 | 1,985 | |
Citigroup Inc. | 4.658% | 5/24/28 | 1,000 | 967 | ||
7 | Citigroup Inc. | 3.668% | 7/24/28 | 2,675 | 2,457 | |
Citigroup Inc. | 4.125% | 7/25/28 | 425 | 396 | ||
7 | Citigroup Inc. | 3.520% | 10/27/28 | 2,760 | 2,514 | |
7 | Citigroup Inc. | 3.980% | 3/20/30 | 2,000 | 1,806 | |
7 | Citigroup Inc. | 2.976% | 11/5/30 | 1,175 | 988 | |
7 | Citigroup Inc. | 2.666% | 1/29/31 | 175 | 144 | |
7 | Citigroup Inc. | 4.412% | 3/31/31 | 8,750 | 8,043 | |
7 | Citigroup Inc. | 2.572% | 6/3/31 | 2,500 | 2,022 | |
Citigroup Inc. | 6.625% | 6/15/32 | 750 | 788 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 2,000 | 1,553 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 750 | 606 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 200 | 198 | ||
Citigroup Inc. | 3.785% | 3/17/33 | 2,600 | 2,230 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 1,000 | 937 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Citigroup Inc. | 6.000% | 10/31/33 | 525 | 528 | ||
Citigroup Inc. | 6.270% | 11/17/33 | 5,000 | 5,160 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 1,699 | 1,701 | ||
7 | Citigroup Inc. | 3.878% | 1/24/39 | 1,100 | 910 | |
Citigroup Inc. | 8.125% | 7/15/39 | 1,099 | 1,351 | ||
7 | Citigroup Inc. | 5.316% | 3/26/41 | 4,950 | 4,769 | |
Citigroup Inc. | 5.875% | 1/30/42 | 800 | 807 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 500 | 541 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 750 | 676 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 1,200 | 1,033 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 825 | 682 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 1,480 | 1,287 | ||
Citizens Bank NA | 6.064% | 10/24/25 | 650 | 657 | ||
7 | Citizens Bank NA | 3.750% | 2/18/26 | 500 | 479 | |
Citizens Bank NA | 4.575% | 8/9/28 | 575 | 555 | ||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 2,231 | 2,065 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 450 | 362 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 825 | 755 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 180 | 133 | ||
CME Group Inc. | 3.000% | 3/15/25 | 133 | 129 | ||
CME Group Inc. | 3.750% | 6/15/28 | 300 | 289 | ||
CME Group Inc. | 2.650% | 3/15/32 | 1,000 | 839 | ||
CME Group Inc. | 5.300% | 9/15/43 | 720 | 741 | ||
CME Group Inc. | 4.150% | 6/15/48 | 500 | 446 | ||
CNA Financial Corp. | 3.950% | 5/15/24 | 895 | 880 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 400 | 371 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 800 | 731 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 500 | 497 | ||
7 | Comerica Bank | 4.000% | 7/27/25 | 578 | 560 | |
Cooperatieve Rabobank UA | 0.375% | 1/12/24 | 1,000 | 953 | ||
Cooperatieve Rabobank UA | 3.875% | 8/22/24 | 650 | 639 | ||
Cooperatieve Rabobank UA | 1.375% | 1/10/25 | 700 | 655 | ||
7 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 1,815 | 1,760 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 802 | 783 | ||
7 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,800 | 1,695 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 750 | 718 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 3,250 | 2,930 | ||
10 | Corebridge Financial Inc. | 3.500% | 4/4/25 | 500 | 479 | |
10 | Corebridge Financial Inc. | 3.650% | 4/5/27 | 1,000 | 932 | |
10 | Corebridge Financial Inc. | 3.850% | 4/5/29 | 1,000 | 911 | |
10 | Corebridge Financial Inc. | 3.900% | 4/5/32 | 500 | 438 | |
10 | Corebridge Financial Inc. | 4.350% | 4/5/42 | 500 | 409 | |
10 | Corebridge Financial Inc. | 4.400% | 4/5/52 | 2,000 | ��� 1,594 | |
Credit Suisse AG | 0.495% | 2/2/24 | 500 | 464 | ||
Credit Suisse AG | 4.750% | 8/9/24 | 1,000 | 955 | ||
7 | Credit Suisse AG | 3.625% | 9/9/24 | 2,325 | 2,170 | |
Credit Suisse Group AG | 3.750% | 3/26/25 | 1,500 | 1,355 | ||
Credit Suisse Group AG | 4.550% | 4/17/26 | 3,390 | 3,016 | ||
10 | Credit Suisse Group AG | 4.194% | 4/1/31 | 1,000 | 780 | |
Credit Suisse Group AG | 4.875% | 5/15/45 | 1,680 | 1,155 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 465 | 470 | ||
7 | Deutsche Bank AG | 3.700% | 5/30/24 | 775 | 752 | |
Deutsche Bank AG | 4.500% | 4/1/25 | 778 | 741 | ||
7 | Deutsche Bank AG | 3.961% | 11/26/25 | 1,500 | 1,434 | |
7 | Deutsche Bank AG | 4.100% | 1/13/26 | 400 | 382 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 1,500 | 1,346 | ||
Deutsche Bank AG | 6.119% | 7/14/26 | 1,000 | 995 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 1,600 | 1,411 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 500 | 425 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 1,005 | 856 | ||
Deutsche Bank AG | 5.882% | 7/8/31 | 200 | 174 | ||
7 | Deutsche Bank AG | 3.547% | 9/18/31 | 500 | 401 | |
Deutsche Bank AG | 3.729% | 1/14/32 | 530 | 390 | ||
Deutsche Bank AG | 3.035% | 5/28/32 | 1,005 | 762 | ||
Deutsche Bank AG | 4.875% | 12/1/32 | 570 | 476 | ||
Deutsche Bank AG | 3.742% | 1/7/33 | 1,043 | 747 | ||
Discover Bank | 2.450% | 9/12/24 | 600 | 570 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Discover Bank | 4.250% | 3/13/26 | 2,043 | 1,954 | |
7 | Discover Bank | 3.450% | 7/27/26 | 1,455 | 1,340 | |
7 | Discover Bank | 4.650% | 9/13/28 | 500 | 469 | |
7 | Discover Bank | 2.700% | 2/6/30 | 400 | 320 | |
Discover Financial Services | 3.950% | 11/6/24 | 350 | 341 | ||
Discover Financial Services | 3.750% | 3/4/25 | 953 | 918 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,183 | 3,084 | ||
Discover Financial Services | 4.100% | 2/9/27 | 1,435 | 1,351 | ||
Discover Financial Services | 6.700% | 11/29/32 | 250 | 254 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 511 | 476 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 680 | 621 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 600 | 644 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 4,460 | 4,245 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 1,200 | 1,054 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 300 | 255 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 500 | 336 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 1,250 | 777 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 400 | 379 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 600 | 545 | ||
Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 1,000 | 816 | ||
10 | Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | 650 | 610 | |
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 500 | 422 | ||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 750 | 568 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 1,000 | 584 | ||
Fifth Third Bancorp | 4.300% | 1/16/24 | 475 | 470 | ||
Fifth Third Bancorp | 3.650% | 1/25/24 | 500 | 493 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 1,823 | 1,729 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 1,500 | 1,350 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 500 | 441 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 300 | 287 | ||
Fifth Third Bancorp | 4.055% | 4/25/28 | 500 | 475 | ||
Fifth Third Bancorp | 4.772% | 7/28/30 | 400 | 381 | ||
Fifth Third Bancorp | 4.337% | 4/25/33 | 500 | 458 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 710 | 876 | ||
7 | Fifth Third Bank NA | 3.950% | 7/28/25 | 625 | 615 | |
7 | Fifth Third Bank NA | 3.850% | 3/15/26 | 1,500 | 1,432 | |
7 | Fifth Third Bank NA | 2.250% | 2/1/27 | 1,165 | 1,051 | |
First American Financial Corp. | 4.600% | 11/15/24 | 220 | 217 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 600 | 439 | ||
7 | First Republic Bank | 4.375% | 8/1/46 | 200 | 152 | |
7 | First Republic Bank | 4.625% | 2/13/47 | 375 | 294 | |
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 350 | 357 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 250 | 238 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 500 | 384 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 500 | 311 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 100 | 97 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 1,000 | 940 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 1,580 | 1,403 | ||
GATX Corp. | 3.250% | 3/30/25 | 375 | 358 | ||
GATX Corp. | 3.850% | 3/30/27 | 910 | 851 | ||
GATX Corp. | 3.500% | 3/15/28 | 200 | 181 | ||
GATX Corp. | 4.550% | 11/7/28 | 600 | 569 | ||
GATX Corp. | 4.700% | 4/1/29 | 275 | 262 | ||
GATX Corp. | 4.000% | 6/30/30 | 460 | 409 | ||
GATX Corp. | 1.900% | 6/1/31 | 500 | 373 | ||
GATX Corp. | 3.500% | 6/1/32 | 500 | 415 | ||
GATX Corp. | 5.200% | 3/15/44 | 150 | 130 | ||
GATX Corp. | 4.500% | 3/30/45 | 150 | 116 | ||
GATX Corp. | 3.100% | 6/1/51 | 500 | 300 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 2,320 | 2,229 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 376 | 357 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 385 | 374 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 500 | 394 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 500 | 459 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 975 | 1,009 | ||
Goldman Sachs Group Inc. | 3.625% | 2/20/24 | 5,000 | 4,915 | ||
Goldman Sachs Group Inc. | 4.000% | 3/3/24 | 1,750 | 1,728 | ||
Goldman Sachs Group Inc. | 0.673% | 3/8/24 | 5,000 | 4,940 | ||
Goldman Sachs Group Inc. | 3.000% | 3/15/24 | 2,139 | 2,086 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 4,929 | 4,769 | ||
Goldman Sachs Group Inc. | 1.757% | 1/24/25 | 1,650 | 1,579 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,000 | 963 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 1,000 | 968 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 2,450 | 2,361 | ||
7 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 2,000 | 1,766 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 1,030 | 1,057 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 1,100 | 1,047 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 2,000 | 1,750 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 7,000 | 6,109 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 3,491 | 3,106 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 2,360 | 2,191 | ||
7 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 6,050 | 5,620 | |
7 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 1,200 | 1,092 | |
7 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,150 | 2,003 | |
Goldman Sachs Group Inc. | 2.600% | 2/7/30 | 1,000 | 835 | ||
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 6,425 | 5,766 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 2,200 | 1,675 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 3,000 | 2,391 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 3,000 | 2,326 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 3,400 | 2,684 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 3,705 | 3,021 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,975 | 3,104 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 5,620 | 5,986 | ||
7 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 2,230 | 1,829 | |
7 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 2,500 | 2,156 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,090 | 2,178 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 3,120 | 2,246 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 1,865 | 1,374 | ||
7 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 1,710 | 1,511 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 2,075 | 1,877 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 525 | 461 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 684 | 581 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 270 | 263 | ||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 500 | 428 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 600 | 604 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 500 | 396 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 500 | 362 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 700 | 441 | ||
7 | HSBC Bank USA NA | 7.000% | 1/15/39 | 650 | 702 | |
HSBC Holdings plc | 4.250% | 3/14/24 | 1,000 | 983 | ||
7 | HSBC Holdings plc | 3.950% | 5/18/24 | 2,100 | 2,082 | |
7 | HSBC Holdings plc | 3.803% | 3/11/25 | 2,800 | 2,727 | |
7 | HSBC Holdings plc | 2.633% | 11/7/25 | 200 | 188 | |
HSBC Holdings plc | 4.180% | 12/9/25 | 2,650 | 2,572 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 3,570 | 3,455 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 1,575 | 1,480 | ||
7 | HSBC Holdings plc | 1.645% | 4/18/26 | 3,000 | 2,709 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 1,950 | 1,860 | ||
7 | HSBC Holdings plc | 2.099% | 6/4/26 | 7,135 | 6,504 | |
7 | HSBC Holdings plc | 4.292% | 9/12/26 | 3,100 | 2,974 | |
HSBC Holdings plc | 7.336% | 11/3/26 | 250 | 260 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 3,000 | 2,883 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 1,000 | 862 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 3,575 | 3,097 | ||
7 | HSBC Holdings plc | 4.041% | 3/13/28 | 2,000 | 1,845 | |
HSBC Holdings plc | 4.755% | 6/9/28 | 3,020 | 2,860 | ||
HSBC Holdings plc | 5.210% | 8/11/28 | 2,950 | 2,841 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | HSBC Holdings plc | 2.013% | 9/22/28 | 8,000 | 6,677 | |
HSBC Holdings plc | 7.390% | 11/3/28 | 250 | 262 | ||
7 | HSBC Holdings plc | 4.583% | 6/19/29 | 800 | 735 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 1,000 | 808 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 2,230 | 2,130 | ||
7 | HSBC Holdings plc | 2.848% | 6/4/31 | 2,000 | 1,599 | |
7 | HSBC Holdings plc | 2.357% | 8/18/31 | 4,000 | 3,064 | |
7 | HSBC Holdings plc | 7.625% | 5/17/32 | 400 | 401 | |
HSBC Holdings plc | 2.871% | 11/22/32 | 3,000 | 2,297 | ||
7 | HSBC Holdings plc | 7.350% | 11/27/32 | 400 | 380 | |
HSBC Holdings plc | 4.762% | 3/29/33 | 1,375 | 1,190 | ||
HSBC Holdings plc | 5.402% | 8/11/33 | 1,045 | 971 | ||
HSBC Holdings plc | 8.113% | 11/3/33 | 1,250 | 1,325 | ||
7 | HSBC Holdings plc | 6.500% | 5/2/36 | 2,485 | 2,406 | |
7 | HSBC Holdings plc | 6.500% | 9/15/37 | 660 | 635 | |
7 | HSBC Holdings plc | 6.800% | 6/1/38 | 1,450 | 1,439 | |
HSBC Holdings plc | 6.100% | 1/14/42 | 1,200 | 1,253 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 1,700 | 1,440 | ||
HSBC USA Inc. | 3.500% | 6/23/24 | 400 | 389 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 250 | 240 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 400 | 390 | ||
Huntington Bancshares Inc. | 4.443% | 8/4/28 | 525 | 499 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,125 | 925 | ||
Huntington Bancshares Inc. | 5.023% | 5/17/33 | 500 | 475 | ||
Huntington National Bank | 5.699% | 11/18/25 | 1,000 | 1,003 | ||
7 | Huntington National Bank | 4.270% | 11/25/26 | 450 | 422 | |
Huntington National Bank | 4.552% | 5/17/28 | 500 | 482 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 750 | 713 | ||
ING Groep NV | 3.550% | 4/9/24 | 400 | 391 | ||
ING Groep NV | 3.869% | 3/28/26 | 700 | 672 | ||
ING Groep NV | 3.950% | 3/29/27 | 1,300 | 1,226 | ||
ING Groep NV | 4.017% | 3/28/28 | 700 | 654 | ||
ING Groep NV | 4.550% | 10/2/28 | 1,000 | 955 | ||
ING Groep NV | 4.050% | 4/9/29 | 610 | 562 | ||
Intercontinental Exchange Inc. | 3.650% | 5/23/25 | 690 | 675 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 1,100 | 1,071 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 200 | 186 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 500 | 483 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 500 | 473 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 300 | 290 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 2,240 | 1,828 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 1,000 | 752 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 300 | 288 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 1,500 | 1,044 | ||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 600 | 502 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 1,035 | 693 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 825 | 766 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 1,700 | 1,060 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 300 | 285 | ||
Invesco Finance plc | 4.000% | 1/30/24 | 950 | 942 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 800 | 768 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 900 | 836 | ||
Jackson Financial Inc. | 3.125% | 11/23/31 | 500 | 385 | ||
Jackson Financial Inc. | 4.000% | 11/23/51 | 500 | 318 | ||
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 250 | 246 | ||
Jefferies Financial Group Inc. | 4.850% | 1/15/27 | 600 | 590 | ||
Jefferies Financial Group Inc. | 4.150% | 1/23/30 | 1,100 | 983 | ||
Jefferies Financial Group Inc. | 2.750% | 10/15/32 | 500 | 375 | ||
Jefferies Financial Group Inc. | 6.250% | 1/15/36 | 320 | 323 | ||
Jefferies Financial Group Inc. | 6.500% | 1/20/43 | 350 | 342 | ||
JPMorgan Chase & Co. | 3.625% | 5/13/24 | 622 | 612 | ||
7 | JPMorgan Chase & Co. | 1.514% | 6/1/24 | 2,264 | 2,227 | |
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 2,200 | 2,152 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 3,312 | 3,197 | ||
JPMorgan Chase & Co. | 0.563% | 2/16/25 | 1,000 | 943 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMorgan Chase & Co. | 3.220% | 3/1/25 | 1,480 | 1,438 | |
JPMorgan Chase & Co. | 0.824% | 6/1/25 | 3,300 | 3,078 | ||
JPMorgan Chase & Co. | 0.969% | 6/23/25 | 2,000 | 1,865 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,194 | 2,147 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 1,250 | 1,153 | ||
7 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 3,000 | 2,824 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 4,875 | 4,511 | ||
JPMorgan Chase & Co. | 5.546% | 12/15/25 | 2,150 | 2,150 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 2,550 | 2,421 | ||
JPMorgan Chase & Co. | 4.080% | 4/26/26 | 1,500 | 1,458 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,125 | 1,063 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 5,652 | 5,273 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 3,000 | 3,280 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 4,000 | 3,532 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 1,650 | 1,596 | ||
7 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 2,729 | 2,605 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 4,500 | 3,918 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 1,000 | 880 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 2,000 | 1,729 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 929 | ||
7 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 3,521 | 3,293 | |
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 1,500 | 1,430 | ||
7 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 775 | 714 | |
7 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 4,950 | 4,321 | |
JPMorgan Chase & Co. | 4.851% | 7/25/28 | 1,000 | 976 | ||
7 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 2,900 | 2,630 | |
7 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,700 | 1,575 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 2,000 | 1,670 | ||
7 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 1,600 | 1,432 | |
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 1,350 | 1,275 | ||
7 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 2,000 | 1,680 | |
7 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 5,675 | 5,307 | |
7 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 3,500 | 2,882 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 1,000 | 758 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 1,785 | 1,366 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 4,000 | 3,200 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 2,725 | 2,153 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 3,385 | 2,752 | ||
JPMorgan Chase & Co. | 4.586% | 4/26/33 | 2,000 | 1,852 | ||
JPMorgan Chase & Co. | 4.912% | 7/25/33 | 800 | 761 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 3,010 | 3,261 | ||
7 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 3,225 | 2,678 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 1,375 | 1,369 | ||
7 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 8,000 | 5,807 | |
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 1,200 | 1,180 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 2,955 | 2,148 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 2,000 | 1,955 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 4,550 | 4,076 | ||
7 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 2,775 | 2,279 | |
7 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 3,500 | 2,740 | |
7 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 3,275 | 2,176 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 3,300 | 2,273 | ||
Kemper Corp. | 4.350% | 2/15/25 | 167 | 163 | ||
Kemper Corp. | 3.800% | 2/23/32 | 500 | 417 | ||
7 | KeyBank NA | 3.300% | 6/1/25 | 500 | 481 | |
7 | KeyBank NA | 4.150% | 8/8/25 | 525 | 513 | |
7 | KeyBank NA | 5.850% | 11/15/27 | 650 | 669 | |
7 | KeyBank NA | 4.390% | 12/14/27 | 300 | 288 | |
7 | KeyBank NA | 4.900% | 8/8/32 | 525 | 484 | |
7 | KeyCorp | 4.150% | 10/29/25 | 850 | 830 | |
7 | KeyCorp | 2.250% | 4/6/27 | 750 | 667 | |
7 | KeyCorp | 4.100% | 4/30/28 | 1,400 | 1,331 | |
7 | KeyCorp | 2.550% | 10/1/29 | 600 | 505 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 97 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 1,350 | 1,251 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 425 | 394 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 425 | 426 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Legg Mason Inc. | 5.625% | 1/15/44 | 450 | 440 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 212 | 204 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 250 | 235 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 850 | 781 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,025 | 1,006 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 500 | 378 | ||
Lloyds Banking Group plc | 4.050% | 8/16/23 | 3,300 | 3,277 | ||
Lloyds Banking Group plc | 3.900% | 3/12/24 | 800 | 785 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 500 | 488 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 500 | 490 | ||
7 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 4,000 | 3,877 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 2,050 | 1,980 | ||
7 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 750 | 697 | |
Lloyds Banking Group plc | 3.511% | 3/18/26 | 700 | 665 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 1,000 | 956 | ||
Lloyds Banking Group plc | 4.716% | 8/11/26 | 875 | 855 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,329 | 1,237 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 700 | 645 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 3,025 | 2,863 | ||
7 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 2,250 | 2,023 | |
Lloyds Banking Group plc | 7.953% | 11/15/33 | 2,075 | 2,199 | ||
Lloyds Banking Group plc | 3.369% | 12/14/46 | 520 | 340 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 850 | 623 | ||
Loews Corp. | 3.750% | 4/1/26 | 695 | 670 | ||
Loews Corp. | 3.200% | 5/15/30 | 500 | 441 | ||
Loews Corp. | 6.000% | 2/1/35 | 250 | 256 | ||
Loews Corp. | 4.125% | 5/15/43 | 275 | 223 | ||
M&T Bank Corp. | 4.000% | 7/15/24 | 275 | 270 | ||
M&T Bank Corp. | 4.553% | 8/16/28 | 500 | 484 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 458 | 395 | ||
7 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 1,425 | 1,365 | |
Manufacturers & Traders Trust Co. | 5.400% | 11/21/25 | 500 | 503 | ||
7 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 250 | 228 | |
Manulife Financial Corp. | 4.150% | 3/4/26 | 575 | 560 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 1,130 | 1,017 | ||
7 | Manulife Financial Corp. | 4.061% | 2/24/32 | 760 | 692 | |
Manulife Financial Corp. | 3.703% | 3/16/32 | 500 | 444 | ||
Manulife Financial Corp. | 5.375% | 3/4/46 | 850 | 820 | ||
Markel Corp. | 3.500% | 11/1/27 | 200 | 184 | ||
Markel Corp. | 3.350% | 9/17/29 | 250 | 217 | ||
Markel Corp. | 5.000% | 4/5/46 | 1,100 | 956 | ||
Markel Corp. | 4.300% | 11/1/47 | 200 | 157 | ||
Markel Corp. | 5.000% | 5/20/49 | 200 | 175 | ||
Markel Corp. | 3.450% | 5/7/52 | 500 | 336 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 350 | 345 | ||
Marsh & McLennan Cos. Inc. | 3.875% | 3/15/24 | 1,600 | 1,578 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 425 | 413 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 375 | 364 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 575 | 556 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 665 | 544 | ||
Marsh & McLennan Cos. Inc. | 2.375% | 12/15/31 | 250 | 202 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,050 | 1,106 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 400 | 368 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 200 | 168 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 2,350 | 2,186 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 200 | 129 | ||
Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | 500 | 558 | ||
Mastercard Inc. | 3.375% | 4/1/24 | 1,000 | 982 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 2,519 | 2,387 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 510 | 481 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 2,550 | 2,430 | ||
Mastercard Inc. | 3.500% | 2/26/28 | 450 | 427 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 500 | 451 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 2,000 | 1,833 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 500 | 406 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 700 | 564 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 350 | 294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mastercard Inc. | 3.950% | 2/26/48 | 550 | 471 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 835 | 680 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 1,400 | 1,174 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 500 | 355 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 315 | 295 | ||
7 | MetLife Inc. | 4.368% | 9/15/23 | 500 | 498 | |
MetLife Inc. | 3.600% | 4/10/24 | 750 | 737 | ||
MetLife Inc. | 3.000% | 3/1/25 | 500 | 482 | ||
MetLife Inc. | 3.600% | 11/13/25 | 561 | 545 | ||
MetLife Inc. | 4.550% | 3/23/30 | 1,500 | 1,477 | ||
MetLife Inc. | 6.500% | 12/15/32 | 250 | 276 | ||
MetLife Inc. | 6.375% | 6/15/34 | 505 | 561 | ||
MetLife Inc. | 5.700% | 6/15/35 | 425 | 445 | ||
7 | MetLife Inc. | 6.400% | 12/15/36 | 1,505 | 1,464 | |
MetLife Inc. | 5.875% | 2/6/41 | 645 | 664 | ||
MetLife Inc. | 4.125% | 8/13/42 | 525 | 445 | ||
MetLife Inc. | 4.875% | 11/13/43 | 1,396 | 1,297 | ||
MetLife Inc. | 4.721% | 12/15/44 | 1,150 | 1,042 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,000 | 834 | ||
MetLife Inc. | 5.000% | 7/15/52 | 2,000 | 1,919 | ||
Mitsubishi UFJ Financial Group Inc. | 2.527% | 9/13/23 | 200 | 196 | ||
Mitsubishi UFJ Financial Group Inc. | 3.407% | 3/7/24 | 1,200 | 1,173 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 800 | 770 | ||
7 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 1,000 | 964 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 3,720 | 3,483 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 2,000 | 1,947 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 454 | ||
Mitsubishi UFJ Financial Group Inc. | 4.788% | 7/18/25 | 625 | 618 | ||
Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | 4,500 | 4,182 | ||
Mitsubishi UFJ Financial Group Inc. | 5.063% | 9/12/25 | 1,000 | 994 | ||
Mitsubishi UFJ Financial Group Inc. | 3.850% | 3/1/26 | 235 | 225 | ||
Mitsubishi UFJ Financial Group Inc. | 3.837% | 4/17/26 | 300 | 289 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 700 | 640 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 3,300 | 3,125 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 500 | 434 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 1,000 | 920 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 2,625 | 2,479 | ||
Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 675 | 636 | ||
Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | 625 | 610 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 2,500 | 2,344 | ||
Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | 1,000 | 991 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 1,290 | 1,190 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 825 | 722 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 1,175 | 973 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 1,000 | 789 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 2,500 | 1,928 | ||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 300 | 270 | ||
Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | 625 | 598 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 200 | 173 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 2,600 | 2,106 | ||
7 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 1,000 | 965 | |
7 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 1,625 | 1,548 | |
7 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 400 | 378 | |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 232 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 2,000 | 1,731 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 675 | 587 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 400 | 377 | ||
7 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 1,000 | 923 | |
7 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 2,400 | 2,052 | |
7 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 1,000 | 807 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 1,500 | 1,141 | ||
7 | Morgan Stanley | 4.100% | 5/22/23 | 2,025 | 2,018 | |
7 | Morgan Stanley | 3.875% | 4/29/24 | 5,814 | 5,725 | |
7 | Morgan Stanley | 0.791% | 1/22/25 | 3,000 | 2,841 | |
Morgan Stanley | 3.620% | 4/17/25 | 1,375 | 1,341 | ||
Morgan Stanley | 0.790% | 5/30/25 | 2,000 | 1,864 | ||
7 | Morgan Stanley | 2.720% | 7/22/25 | 1,948 | 1,864 | |
7 | Morgan Stanley | 4.000% | 7/23/25 | 4,164 | 4,069 | |
7 | Morgan Stanley | 1.164% | 10/21/25 | 2,500 | 2,300 | |
Morgan Stanley | 5.000% | 11/24/25 | 1,100 | 1,096 | ||
7 | Morgan Stanley | 3.875% | 1/27/26 | 1,800 | 1,743 | |
Morgan Stanley | 2.630% | 2/18/26 | 625 | 587 | ||
7 | Morgan Stanley | 2.188% | 4/28/26 | 750 | 696 | |
7 | Morgan Stanley | 3.125% | 7/27/26 | 3,150 | 2,939 | |
7 | Morgan Stanley | 6.250% | 8/9/26 | 1,294 | 1,347 | |
7 | Morgan Stanley | 4.350% | 9/8/26 | 6,479 | 6,297 | |
Morgan Stanley | 6.138% | 10/16/26 | 1,000 | 1,023 | ||
Morgan Stanley | 0.985% | 12/10/26 | 3,600 | 3,159 | ||
Morgan Stanley | 3.625% | 1/20/27 | 2,135 | 2,015 | ||
Morgan Stanley | 3.950% | 4/23/27 | 745 | 705 | ||
Morgan Stanley | 1.593% | 5/4/27 | 5,398 | 4,739 | ||
7 | Morgan Stanley | 1.512% | 7/20/27 | 1,500 | 1,303 | |
Morgan Stanley | 2.475% | 1/21/28 | 500 | 444 | ||
Morgan Stanley | 4.210% | 4/20/28 | 1,375 | 1,306 | ||
7 | Morgan Stanley | 3.591% | 7/22/28 | 3,040 | 2,794 | |
Morgan Stanley | 6.296% | 10/18/28 | 1,000 | 1,031 | ||
7 | Morgan Stanley | 3.772% | 1/24/29 | 2,850 | 2,608 | |
7 | Morgan Stanley | 4.431% | 1/23/30 | 300 | 280 | |
7 | Morgan Stanley | 2.699% | 1/22/31 | 775 | 641 | |
7 | Morgan Stanley | 3.622% | 4/1/31 | 8,000 | 6,998 | |
7 | Morgan Stanley | 1.794% | 2/13/32 | 2,000 | 1,499 | |
Morgan Stanley | 7.250% | 4/1/32 | 705 | 792 | ||
7 | Morgan Stanley | 1.928% | 4/28/32 | 2,200 | 1,662 | |
7 | Morgan Stanley | 2.239% | 7/21/32 | 3,500 | 2,682 | |
7 | Morgan Stanley | 2.511% | 10/20/32 | 2,000 | 1,563 | |
Morgan Stanley | 2.943% | 1/21/33 | 500 | 406 | ||
Morgan Stanley | 6.342% | 10/18/33 | 2,500 | 2,615 | ||
Morgan Stanley | 2.484% | 9/16/36 | 2,700 | 1,969 | ||
7 | Morgan Stanley | 3.971% | 7/22/38 | 2,100 | 1,763 | |
Morgan Stanley | 3.217% | 4/22/42 | 1,375 | 1,016 | ||
Morgan Stanley | 6.375% | 7/24/42 | 2,400 | 2,615 | ||
Morgan Stanley | 4.300% | 1/27/45 | 2,850 | 2,423 | ||
Morgan Stanley | 4.375% | 1/22/47 | 1,950 | 1,662 | ||
7 | Morgan Stanley | 5.597% | 3/24/51 | 2,700 | 2,697 | |
7 | Morgan Stanley | 2.802% | 1/25/52 | 2,780 | 1,726 | |
7,9 | Morgan Stanley, SOFR + 0.466% | 4.766% | 11/10/23 | 4,000 | 3,984 | |
Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | 325 | 308 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | 330 | 321 | ||
Nasdaq Inc. | 3.850% | 6/30/26 | 675 | 652 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 500 | 383 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 1,000 | 649 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 165 | 111 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 500 | 383 | ||
National Australia Bank Ltd. | 5.132% | 11/22/24 | 875 | 877 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 150 | 143 | ||
7 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 1,788 | 1,647 | |
7 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 50 | 48 | |
7 | NatWest Group plc | 4.269% | 3/22/25 | 3,800 | 3,711 | |
NatWest Group plc | 4.800% | 4/5/26 | 225 | 220 | ||
NatWest Group plc | 7.472% | 11/10/26 | 875 | 911 | ||
7 | NatWest Group plc | 3.073% | 5/22/28 | 2,450 | 2,188 | |
NatWest Group plc | 5.516% | 9/30/28 | 900 | 891 | ||
7 | NatWest Group plc | 4.892% | 5/18/29 | 2,000 | 1,885 | |
7 | NatWest Group plc | 3.754% | 11/1/29 | 700 | 649 | |
7 | NatWest Group plc | 5.076% | 1/27/30 | 3,140 | 2,954 | |
7 | NatWest Group plc | 4.445% | 5/8/30 | 175 | 159 | |
7 | NatWest Group plc | 3.032% | 11/28/35 | 1,200 | 885 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 2,700 | 2,550 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 2,600 | 2,367 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 1,000 | 877 | ||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 2,800 | 2,315 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 1,610 | 1,340 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 750 | 600 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 825 | 636 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 600 | 588 | ||
Northern Trust Corp. | 4.000% | 5/10/27 | 925 | 904 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 325 | 309 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 500 | 454 | ||
7 | Northern Trust Corp. | 3.375% | 5/8/32 | 275 | 250 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 100 | 95 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 500 | 428 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 465 | 461 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 425 | 403 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 500 | 344 | ||
ORIX Corp. | 3.250% | 12/4/24 | 600 | 577 | ||
ORIX Corp. | 3.700% | 7/18/27 | 650 | 608 | ||
ORIX Corp. | 2.250% | 3/9/31 | 1,000 | 787 | ||
Owl Rock Capital Corp. | 5.250% | 4/15/24 | 100 | 99 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 100 | 94 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 1,300 | 1,204 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 1,137 | 996 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 500 | 413 | ||
7 | Owl Rock Core Income Corp. | 5.500% | 3/21/25 | 500 | 485 | |
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 500 | 408 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 390 | 351 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 500 | 428 | ||
7 | PNC Bank NA | 3.300% | 10/30/24 | 887 | 863 | |
7 | PNC Bank NA | 2.950% | 2/23/25 | 1,089 | 1,045 | |
7 | PNC Bank NA | 3.250% | 6/1/25 | 825 | 795 | |
7 | PNC Bank NA | 4.200% | 11/1/25 | 825 | 804 | |
7 | PNC Bank NA | 3.100% | 10/25/27 | 250 | 234 | |
7 | PNC Bank NA | 3.250% | 1/22/28 | 600 | 561 | |
7 | PNC Bank NA | 4.050% | 7/26/28 | 1,000 | 943 | |
7 | PNC Bank NA | 2.700% | 10/22/29 | 300 | 253 | |
PNC Financial Services Group Inc. | 3.500% | 1/23/24 | 200 | 197 | ||
PNC Financial Services Group Inc. | 3.900% | 4/29/24 | 500 | 494 | ||
PNC Financial Services Group Inc. | 5.671% | 10/28/25 | 650 | 658 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 831 | 769 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 4,021 | 3,756 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 2,880 | 2,639 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 1,350 | 1,147 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 1,250 | 1,012 | ||
PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 675 | 625 | ||
PNC Financial Services Group Inc. | 6.037% | 10/28/33 | 1,225 | 1,280 | ||
Primerica Inc. | 2.800% | 11/19/31 | 500 | 408 | ||
Principal Financial Group Inc. | 3.125% | 5/15/23 | 200 | 199 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 696 | 673 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 300 | 279 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 500 | 464 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 100 | 82 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 500 | 418 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 340 | 273 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 265 | 214 | ||
Progressive Corp. | 2.450% | 1/15/27 | 1,602 | 1,466 | ||
Progressive Corp. | 6.625% | 3/1/29 | 150 | 164 | ||
Progressive Corp. | 3.700% | 1/26/45 | 250 | 192 | ||
Progressive Corp. | 4.125% | 4/15/47 | 385 | 324 | ||
Progressive Corp. | 4.200% | 3/15/48 | 465 | 391 | ||
Progressive Corp. | 3.950% | 3/26/50 | 1,520 | 1,223 | ||
Progressive Corp. | 3.700% | 3/15/52 | 500 | 385 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 625 | 521 | ||
7 | Prudential Financial Inc. | 2.100% | 3/10/30 | 1,000 | 829 | |
7 | Prudential Financial Inc. | 5.750% | 7/15/33 | 345 | 356 | |
7 | Prudential Financial Inc. | 5.700% | 12/14/36 | 805 | 831 | |
7 | Prudential Financial Inc. | 6.625% | 12/1/37 | 300 | 323 | |
7 | Prudential Financial Inc. | 6.625% | 6/21/40 | 250 | 271 | |
7 | Prudential Financial Inc. | 5.100% | 8/15/43 | 225 | 200 | |
7 | Prudential Financial Inc. | 4.600% | 5/15/44 | 1,600 | 1,429 | |
7 | Prudential Financial Inc. | 5.375% | 5/15/45 | 650 | 629 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 1,882 | 1,503 | ||
7 | Prudential Financial Inc. | 5.700% | 9/15/48 | 1,150 | 1,102 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 1,415 | 1,111 | ||
7 | Prudential Financial Inc. | 4.350% | 2/25/50 | 935 | 794 | |
7 | Prudential Financial Inc. | 3.700% | 10/1/50 | 700 | 599 | |
Prudential Financial Inc. | 5.125% | 3/1/52 | 500 | 451 | ||
Prudential plc | 3.125% | 4/14/30 | 740 | 644 | ||
Prudential plc | 3.625% | 3/24/32 | 500 | 443 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 250 | 241 | ||
Raymond James Financial Inc. | ��4.950% | 7/15/46 | 875 | 784 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 500 | 363 | ||
7 | Regions Bank | 6.450% | 6/26/37 | 500 | 518 | |
Regions Financial Corp. | 1.800% | 8/12/28 | 500 | 424 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 500 | 562 | ||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 328 | 316 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 300 | 275 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 159 | 154 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 225 | 210 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 200 | 179 | ||
7 | Royal Bank of Canada | 0.425% | 1/19/24 | 1,500 | 1,432 | |
7 | Royal Bank of Canada | 2.550% | 7/16/24 | 975 | 941 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 1,000 | 934 | ||
7 | Royal Bank of Canada | 0.750% | 10/7/24 | 500 | 465 | |
Royal Bank of Canada | 5.660% | 10/25/24 | 875 | 885 | ||
7 | Royal Bank of Canada | 2.250% | 11/1/24 | 1,750 | 1,669 | |
7 | Royal Bank of Canada | 1.600% | 1/21/25 | 350 | 327 | |
Royal Bank of Canada | 3.375% | 4/14/25 | 925 | 896 | ||
7 | Royal Bank of Canada | 1.150% | 6/10/25 | 2,050 | 1,878 | |
7 | Royal Bank of Canada | 0.875% | 1/20/26 | 1,400 | 1,244 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Royal Bank of Canada | 4.650% | 1/27/26 | 1,865 | 1,842 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 1,675 | 1,491 | ||
7 | Royal Bank of Canada | 1.150% | 7/14/26 | 600 | 529 | |
7 | Royal Bank of Canada | 1.400% | 11/2/26 | 500 | 439 | |
7 | Royal Bank of Canada | 2.050% | 1/21/27 | 350 | 315 | |
Royal Bank of Canada | 3.625% | 5/4/27 | 925 | 881 | ||
7 | Royal Bank of Canada | 4.240% | 8/3/27 | 675 | 658 | |
Royal Bank of Canada | 6.000% | 11/1/27 | 875 | 911 | ||
7 | Royal Bank of Canada | 2.300% | 11/3/31 | 3,650 | 2,929 | |
Royal Bank of Canada | 3.875% | 5/4/32 | 925 | 844 | ||
Santander Holdings USA Inc. | 4.260% | 6/9/25 | 500 | 485 | ||
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 867 | 848 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 6,867 | 6,358 | ||
Santander Holdings USA Inc. | 4.400% | 7/13/27 | 900 | 858 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 925 | 796 | ||
7 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 3,000 | 2,641 | |
7 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 500 | 446 | |
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 500 | 386 | ||
Santander UK plc | 4.000% | 3/13/24 | 1,200 | 1,186 | ||
Santander UK plc | 2.875% | 6/18/24 | 225 | 217 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 240 | 205 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 225 | 217 | ||
10 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 815 | |
10 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 899 | |
State Street Corp. | 3.550% | 8/18/25 | 635 | 618 | ||
7 | State Street Corp. | 2.354% | 11/1/25 | 550 | 525 | |
State Street Corp. | 2.650% | 5/19/26 | 4,500 | 4,234 | ||
State Street Corp. | 5.751% | 11/4/26 | 500 | 514 | ||
State Street Corp. | 5.820% | 11/4/28 | 500 | 517 | ||
7 | State Street Corp. | 4.141% | 12/3/29 | 800 | 755 | |
State Street Corp. | 2.400% | 1/24/30 | 625 | 531 | ||
State Street Corp. | 2.200% | 3/3/31 | 500 | 400 | ||
7 | State Street Corp. | 3.031% | 11/1/34 | 550 | 464 | |
Stewart Information Services Corp. | 3.600% | 11/15/31 | 500 | 381 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 400 | 392 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 100 | 87 | ||
Sumitomo Mitsui Banking Corp. | 3.950% | 1/10/24 | 725 | 715 | ||
7 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 2,925 | 2,840 | |
Sumitomo Mitsui Financial Group Inc. | 0.508% | 1/12/24 | 850 | 809 | ||
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 2,500 | 2,400 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 1,500 | 1,426 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 1,805 | 1,708 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 1,250 | 1,139 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 829 | 731 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 1,200 | 1,099 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 1,000 | 867 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 650 | 602 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 1,000 | 934 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 525 | 465 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 2,600 | 2,400 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 1,700 | 1,578 | ||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 650 | 611 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 3,000 | 2,479 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 250 | 235 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 1,000 | 868 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 1,100 | 945 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 400 | 337 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,175 | 986 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 1,300 | 1,030 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 750 | 564 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 1,000 | 771 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 600 | 376 | ||
SVB Financial Group | 3.500% | 1/29/25 | 319 | 306 | ||
SVB Financial Group | 1.800% | 10/28/26 | 600 | 526 | ||
SVB Financial Group | 4.345% | 4/29/28 | 500 | 472 | ||
SVB Financial Group | 2.100% | 5/15/28 | 500 | 416 | ||
SVB Financial Group | 3.125% | 6/5/30 | 300 | 246 | ||
SVB Financial Group | 1.800% | 2/2/31 | 700 | 509 | ||
SVB Financial Group | 4.570% | 4/29/33 | 500 | 440 | ||
Synchrony Financial | 4.375% | 3/19/24 | 500 | 491 | ||
Synchrony Financial | 4.250% | 8/15/24 | 700 | 684 | ||
Synchrony Financial | 4.500% | 7/23/25 | 1,298 | 1,247 | ||
Synchrony Financial | 3.700% | 8/4/26 | 500 | 461 | ||
Synchrony Financial | 3.950% | 12/1/27 | 1,125 | 1,004 | ||
7 | Toronto-Dominion Bank | 0.750% | 6/12/23 | 3,000 | 2,945 | |
7 | Toronto-Dominion Bank | 2.350% | 3/8/24 | 1,395 | 1,353 | |
7 | Toronto-Dominion Bank | 3.250% | 3/11/24 | 550 | 538 | |
7 | Toronto-Dominion Bank | 2.650% | 6/12/24 | 3,000 | 2,905 | |
Toronto-Dominion Bank | 1.250% | 12/13/24 | 3,100 | 2,884 | ||
7 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 500 | 466 | |
Toronto-Dominion Bank | 3.766% | 6/6/25 | 2,050 | 1,990 | ||
7 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 1,550 | 1,413 | |
7 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 900 | 796 | |
7 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 600 | 524 | |
7 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 500 | 447 | |
7 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 250 | 229 | |
Toronto-Dominion Bank | 4.108% | 6/8/27 | 2,050 | 1,980 | ||
7 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 600 | 472 | |
7 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 500 | 460 | |
7 | Toronto-Dominion Bank | 2.450% | 1/12/32 | 500 | 404 | |
7 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 2,250 | 1,939 | |
Toronto-Dominion Bank | 4.456% | 6/8/32 | 2,050 | 1,949 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 625 | 771 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 475 | 534 | ||
7 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,060 | 1,151 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 530 | 526 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 500 | 442 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 250 | 212 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 1,050 | 851 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 250 | 203 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 500 | 312 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 450 | 436 | ||
7 | Truist Bank | 3.200% | 4/1/24 | 3,000 | 2,931 | |
7 | Truist Bank | 2.150% | 12/6/24 | 2,300 | 2,187 | |
7 | Truist Bank | 3.625% | 9/16/25 | 2,600 | 2,500 | |
7 | Truist Bank | 3.300% | 5/15/26 | 1,216 | 1,144 | |
7 | Truist Bank | 3.800% | 10/30/26 | 400 | 379 | |
7 | Truist Financial Corp. | 2.500% | 8/1/24 | 100 | 96 | |
7 | Truist Financial Corp. | 2.850% | 10/26/24 | 791 | 763 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 35 | 34 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Truist Financial Corp. | 3.700% | 6/5/25 | 1,902 | 1,849 | |
7 | Truist Financial Corp. | 1.200% | 8/5/25 | 500 | 457 | |
7 | Truist Financial Corp. | 1.267% | 3/2/27 | 2,000 | 1,775 | |
7 | Truist Financial Corp. | 1.125% | 8/3/27 | 2,750 | 2,319 | |
7 | Truist Financial Corp. | 3.875% | 3/19/29 | 600 | 552 | |
7 | Truist Financial Corp. | 1.887% | 6/7/29 | 675 | 567 | |
7 | Truist Financial Corp. | 1.950% | 6/5/30 | 300 | 241 | |
7 | Truist Financial Corp. | 4.916% | 7/28/33 | 800 | 750 | |
10 | UBS Group AG | 3.126% | 8/13/30 | 1,175 | 992 | |
Unum Group | 4.000% | 6/15/29 | 210 | 190 | ||
Unum Group | 5.750% | 8/15/42 | 400 | 359 | ||
Unum Group | 4.500% | 12/15/49 | 500 | 356 | ||
Unum Group | 4.125% | 6/15/51 | 500 | 343 | ||
7 | US Bancorp | 3.700% | 1/30/24 | 650 | 642 | |
US Bancorp | 3.375% | 2/5/24 | 1,000 | 983 | ||
US Bancorp | 2.400% | 7/30/24 | 1,025 | 986 | ||
7 | US Bancorp | 3.950% | 11/17/25 | 150 | 147 | |
7 | US Bancorp | 3.100% | 4/27/26 | 2,257 | 2,134 | |
7 | US Bancorp | 2.375% | 7/22/26 | 125 | 115 | |
US Bancorp | 5.727% | 10/21/26 | 1,525 | 1,554 | ||
7 | US Bancorp | 3.150% | 4/27/27 | 3,314 | 3,115 | |
7 | US Bancorp | 3.900% | 4/26/28 | 525 | 503 | |
US Bancorp | 4.548% | 7/22/28 | 700 | 686 | ||
7 | US Bancorp | 3.000% | 7/30/29 | 1,775 | 1,559 | |
7 | US Bancorp | 2.677% | 1/27/33 | 500 | 413 | |
US Bancorp | 4.967% | 7/22/33 | 1,130 | 1,074 | ||
US Bancorp | 5.850% | 10/21/33 | 1,525 | 1,584 | ||
7 | US Bank NA | 2.050% | 1/21/25 | 1,250 | 1,184 | |
7 | US Bank NA | 2.800% | 1/27/25 | 1,749 | 1,685 | |
Visa Inc. | 3.150% | 12/14/25 | 4,000 | 3,858 | ||
Visa Inc. | 1.900% | 4/15/27 | 1,400 | 1,263 | ||
Visa Inc. | 0.750% | 8/15/27 | 500 | 427 | ||
Visa Inc. | 2.750% | 9/15/27 | 896 | 831 | ||
Visa Inc. | 2.050% | 4/15/30 | 1,475 | 1,250 | ||
Visa Inc. | 1.100% | 2/15/31 | 800 | 615 | ||
Visa Inc. | 4.150% | 12/14/35 | 2,100 | 1,980 | ||
Visa Inc. | 2.700% | 4/15/40 | 1,450 | 1,098 | ||
Visa Inc. | 4.300% | 12/14/45 | 2,230 | 2,038 | ||
Visa Inc. | 3.650% | 9/15/47 | 655 | 541 | ||
Visa Inc. | 2.000% | 8/15/50 | 1,500 | 888 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 750 | 711 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 650 | 603 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 125 | 102 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 290 | 253 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 1,000 | 689 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 500 | 296 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,000 | 1,037 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 150 | 169 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 325 | 316 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 100 | 103 | ||
7 | Wells Fargo & Co. | 3.750% | 1/24/24 | 1,000 | 987 | |
7 | Wells Fargo & Co. | 1.654% | 6/2/24 | 2,243 | 2,207 | |
7 | Wells Fargo & Co. | 3.550% | 9/29/25 | 1,149 | 1,105 | |
7 | Wells Fargo & Co. | 2.406% | 10/30/25 | 3,400 | 3,220 | |
7 | Wells Fargo & Co. | 2.164% | 2/11/26 | 5,000 | 4,666 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 4,025 | 3,766 | ||
7 | Wells Fargo & Co. | 3.908% | 4/25/26 | 1,850 | 1,797 | |
7 | Wells Fargo & Co. | 2.188% | 4/30/26 | 3,000 | 2,792 | |
7 | Wells Fargo & Co. | 4.100% | 6/3/26 | 7,151 | 6,909 | |
7 | Wells Fargo & Co. | 4.540% | 8/15/26 | 1,300 | 1,275 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 2,275 | 2,103 | ||
7 | Wells Fargo & Co. | 4.300% | 7/22/27 | 1,500 | 1,445 | |
7 | Wells Fargo & Co. | 3.584% | 5/22/28 | 1,048 | 971 | |
7 | Wells Fargo & Co. | 2.393% | 6/2/28 | 1,500 | 1,323 | |
7 | Wells Fargo & Co. | 4.808% | 7/25/28 | 4,205 | 4,099 | |
7 | Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 188 | |
7 | Wells Fargo & Co. | 2.879% | 10/30/30 | 8,000 | 6,802 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo & Co. | 4.478% | 4/4/31 | 5,210 | 4,883 | |
7 | Wells Fargo & Co. | 4.897% | 7/25/33 | 5,800 | 5,493 | |
7 | Wells Fargo & Co. | 5.950% | 12/15/36 | 225 | 214 | |
7 | Wells Fargo & Co. | 3.068% | 4/30/41 | 6,000 | 4,289 | |
Wells Fargo & Co. | 5.375% | 11/2/43 | 1,550 | 1,442 | ||
Wells Fargo & Co. | 5.606% | 1/15/44 | 1,900 | 1,842 | ||
7 | Wells Fargo & Co. | 4.650% | 11/4/44 | 2,175 | 1,836 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 650 | 501 | ||
7 | Wells Fargo & Co. | 4.900% | 11/17/45 | 2,300 | 1,989 | |
7 | Wells Fargo & Co. | 4.400% | 6/14/46 | 1,375 | 1,099 | |
7 | Wells Fargo & Co. | 4.750% | 12/7/46 | 2,175 | 1,822 | |
7 | Wells Fargo & Co. | 5.013% | 4/4/51 | 5,500 | 4,892 | |
7 | Wells Fargo & Co. | 4.611% | 4/25/53 | 1,850 | 1,573 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 550 | 554 | ||
7 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 425 | 428 | |
7 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 605 | 656 | |
Western Union Co. | 2.850% | 1/10/25 | 400 | 382 | ||
Western Union Co. | 1.350% | 3/15/26 | 500 | 438 | ||
Western Union Co. | 2.750% | 3/15/31 | 500 | 378 | ||
Western Union Co. | 6.200% | 11/17/36 | 410 | 406 | ||
Westpac Banking Corp. | 3.300% | 2/26/24 | 1,000 | 983 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 900 | 837 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 1,575 | 1,494 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 450 | 421 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 5,650 | 5,242 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 800 | 753 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 900 | 766 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 1,620 | 1,406 | ||
7 | Westpac Banking Corp. | 2.894% | 2/4/30 | 3,007 | 2,757 | |
Westpac Banking Corp. | 5.405% | 8/10/33 | 875 | 817 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 1,750 | 1,499 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 1,250 | 929 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 2,000 | 1,480 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 1,000 | 659 | ||
Willis North America Inc. | 3.600% | 5/15/24 | 600 | 584 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 1,500 | 1,412 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 1,260 | 1,060 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 200 | 168 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 625 | 445 | ||
XLIT Ltd. | 5.250% | 12/15/43 | 100 | 98 | ||
XLIT Ltd. | 5.500% | 3/31/45 | 450 | 427 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 205 | ||
1,514,682 | ||||||
Health Care (1.1%) | ||||||
Abbott Laboratories | 2.950% | 3/15/25 | 1,760 | 1,700 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 1,539 | 1,510 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 1,502 | 1,464 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 1,850 | 1,573 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 400 | 318 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 700 | 693 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 425 | 474 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 250 | 274 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 310 | 317 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 4,865 | 4,760 | ||
AbbVie Inc. | 2.800% | 3/15/23 | 225 | 224 | ||
AbbVie Inc. | 3.850% | 6/15/24 | 975 | 960 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 4,225 | 4,045 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 3,618 | 3,507 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 5,071 | 4,800 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 4,390 | 4,091 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 1,750 | 1,692 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 3,150 | 2,840 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 3,150 | 2,945 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 2,030 | 1,890 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 1,675 | 1,514 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 3,850 | 3,297 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 430 | 385 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AbbVie Inc. | 4.400% | 11/6/42 | 2,619 | 2,274 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 945 | 865 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 525 | 471 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 2,257 | 2,016 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 2,100 | 1,822 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 400 | 368 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 4,965 | 4,173 | ||
Adventist Health System | 2.952% | 3/1/29 | 350 | 298 | ||
Adventist Health System | 5.430% | 3/1/32 | 500 | 493 | ||
Adventist Health System | 3.630% | 3/1/49 | 375 | 265 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 225 | 210 | ||
7 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 100 | 82 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 375 | 313 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 250 | 179 | ||
7 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 300 | 200 | |
Aetna Inc. | 3.500% | 11/15/24 | 995 | 967 | ||
Aetna Inc. | 6.625% | 6/15/36 | 1,100 | 1,171 | ||
Aetna Inc. | 6.750% | 12/15/37 | 350 | 374 | ||
Aetna Inc. | 4.500% | 5/15/42 | 375 | 325 | ||
Aetna Inc. | 4.125% | 11/15/42 | 325 | 267 | ||
Aetna Inc. | 3.875% | 8/15/47 | 1,000 | 773 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 450 | 418 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 293 | 252 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 325 | 263 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 500 | 405 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 325 | 311 | ||
7 | AHS Hospital Corp. | 2.780% | 7/1/51 | 500 | 308 | |
7 | Allina Health System | 3.887% | 4/15/49 | 325 | 257 | |
AmerisourceBergen Corp. | 3.400% | 5/15/24 | 900 | 879 | ||
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 325 | 313 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 700 | 654 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 975 | 827 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 2,000 | 1,659 | ||
AmerisourceBergen Corp. | 4.250% | 3/1/45 | 100 | 82 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 816 | 678 | ||
Amgen Inc. | 3.625% | 5/22/24 | 1,150 | 1,129 | ||
Amgen Inc. | 1.900% | 2/21/25 | 840 | 788 | ||
Amgen Inc. | 2.600% | 8/19/26 | 1,845 | 1,705 | ||
Amgen Inc. | 2.200% | 2/21/27 | 2,475 | 2,225 | ||
Amgen Inc. | 3.200% | 11/2/27 | 1,000 | 927 | ||
Amgen Inc. | 1.650% | 8/15/28 | 1,000 | 835 | ||
Amgen Inc. | 4.050% | 8/18/29 | 650 | 609 | ||
Amgen Inc. | 2.450% | 2/21/30 | 1,675 | 1,413 | ||
Amgen Inc. | 2.300% | 2/25/31 | 2,100 | 1,710 | ||
Amgen Inc. | 2.000% | 1/15/32 | 1,250 | 975 | ||
Amgen Inc. | 3.350% | 2/22/32 | 1,000 | ��� 873 | ||
Amgen Inc. | 3.150% | 2/21/40 | 2,800 | 2,068 | ||
Amgen Inc. | 2.800% | 8/15/41 | 1,000 | 694 | ||
Amgen Inc. | 4.950% | 10/1/41 | 500 | 458 | ||
Amgen Inc. | 5.150% | 11/15/41 | 451 | 420 | ||
Amgen Inc. | 4.400% | 5/1/45 | 2,350 | 1,963 | ||
Amgen Inc. | 4.563% | 6/15/48 | 656 | 565 | ||
Amgen Inc. | 3.375% | 2/21/50 | 1,875 | 1,311 | ||
Amgen Inc. | 4.663% | 6/15/51 | 2,439 | 2,111 | ||
Amgen Inc. | 3.000% | 1/15/52 | 2,500 | 1,607 | ||
Amgen Inc. | 4.200% | 2/22/52 | 1,500 | 1,204 | ||
Amgen Inc. | 4.875% | 3/1/53 | 600 | 534 | ||
Amgen Inc. | 2.770% | 9/1/53 | 2,126 | 1,284 | ||
Amgen Inc. | 4.400% | 2/22/62 | 700 | 562 | ||
7 | Ascension Health | 2.532% | 11/15/29 | 1,056 | 905 | |
7 | Ascension Health | 3.106% | 11/15/39 | 300 | 229 | |
Ascension Health | 3.945% | 11/15/46 | 650 | 541 | ||
7 | Ascension Health | 4.847% | 11/15/53 | 610 | 578 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AstraZeneca Finance LLC | 0.700% | 5/28/24 | 1,000 | 943 | ||
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 500 | 445 | ||
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 1,100 | 945 | ||
AstraZeneca Finance LLC | 2.250% | 5/28/31 | 500 | 416 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 2,574 | 2,488 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 1,000 | 880 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 500 | 470 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 1,020 | 806 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 2,105 | 2,376 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 670 | 579 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 1,475 | 1,330 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 550 | 493 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 500 | 294 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 250 | 177 | ||
Banner Health | 2.338% | 1/1/30 | 375 | 312 | ||
Banner Health | 1.897% | 1/1/31 | 500 | 394 | ||
Banner Health | 2.907% | 1/1/42 | 500 | 366 | ||
7 | Banner Health | 3.181% | 1/1/50 | 225 | 157 | |
Banner Health | 2.913% | 1/1/51 | 500 | 326 | ||
7 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 500 | 292 | |
7 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 500 | 355 | |
Baxalta Inc. | 4.000% | 6/23/25 | 1,411 | 1,374 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 415 | 393 | ||
Baxter International Inc. | 1.322% | 11/29/24 | 950 | 884 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 400 | 370 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 1,675 | 1,488 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 1,175 | 1,003 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 555 | 506 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 600 | 458 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 2,675 | 2,131 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 375 | 268 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 950 | 621 | ||
7 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 500 | 391 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 400 | 337 | ||
7 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 1,500 | 990 | |
Becton Dickinson & Co. | 3.363% | 6/6/24 | 873 | 852 | ||
Becton Dickinson & Co. | 3.734% | 12/15/24 | 495 | 483 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 1,430 | 1,353 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,000 | 857 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 1,000 | 790 | ||
Becton Dickinson & Co. | 4.875% | 5/15/44 | 88 | 74 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 675 | 601 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 2,225 | 1,963 | ||
7 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 500 | 307 | |
7 | BHSH System Obligated Group | 3.487% | 7/15/49 | 275 | 199 | |
Biogen Inc. | 4.050% | 9/15/25 | 1,450 | 1,408 | ||
Biogen Inc. | 2.250% | 5/1/30 | 1,625 | 1,321 | ||
Biogen Inc. | 3.150% | 5/1/50 | 645 | 426 | ||
Biogen Inc. | 3.250% | 2/15/51 | 589 | 395 | ||
Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 250 | 231 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 500 | 429 | ||
7 | Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | 175 | 166 | |
7 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 308 | 274 | |
7 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 250 | 194 | |
7 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 250 | 161 | |
Boston Scientific Corp. | 3.450% | 3/1/24 | 318 | 312 | ||
Boston Scientific Corp. | 1.900% | 6/1/25 | 650 | 607 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 700 | 601 | ||
Boston Scientific Corp. | 6.750% | 11/15/35 | 225 | 245 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 559 | 502 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 225 | 261 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 1,064 | 961 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 2,700 | 2,623 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 500 | 450 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 1,303 | 1,244 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 1,095 | 1,045 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 1,700 | 1,642 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 1,050 | 975 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 500 | 394 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 3,000 | 2,617 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 1,330 | 1,186 | ||
Bristol-Myers Squibb Co. | 3.550% | 3/15/42 | 1,489 | 1,211 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 390 | 298 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 1,750 | 1,546 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 2,116 | 1,922 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 3,355 | 2,902 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 1,150 | 726 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 3,160 | 2,467 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 1,500 | 1,171 | ||
Cardinal Health Inc. | 3.079% | 6/15/24 | 500 | 486 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 225 | 218 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 400 | 330 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 250 | 200 | ||
Cardinal Health Inc. | 4.900% | 9/15/45 | 375 | 319 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 500 | 394 | ||
7 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 500 | 337 | |
Centene Corp. | 4.250% | 12/15/27 | 2,262 | 2,124 | ||
Centene Corp. | 2.450% | 7/15/28 | 1,267 | 1,069 | ||
Centene Corp. | 4.625% | 12/15/29 | 2,946 | 2,701 | ||
Centene Corp. | 3.375% | 2/15/30 | 535 | 453 | ||
Centene Corp. | 3.000% | 10/15/30 | 1,954 | 1,601 | ||
Centene Corp. | 2.500% | 3/1/31 | 1,869 | 1,462 | ||
Centene Corp. | 2.625% | 8/1/31 | 1,210 | 950 | ||
Children's Health System of Texas | 2.511% | 8/15/50 | 500 | 300 | ||
7 | Children's Hospital | 2.928% | 7/15/50 | 500 | 310 | |
7 | Children's Hospital Corp. | 4.115% | 1/1/47 | 200 | 168 | |
7 | Children's Hospital Corp. | 2.585% | 2/1/50 | 200 | 121 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 150 | 132 | ||
7 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 500 | 321 | |
7 | CHRISTUS Health | 4.341% | 7/1/28 | 425 | 404 | |
7 | Cigna Corp. | 3.250% | 4/15/25 | 3,576 | 3,444 | |
7 | Cigna Corp. | 4.500% | 2/25/26 | 1,655 | 1,631 | |
7 | Cigna Corp. | 3.400% | 3/1/27 | 2,850 | 2,675 | |
Cigna Corp. | 4.375% | 10/15/28 | 1,775 | 1,712 | ||
Cigna Corp. | 2.400% | 3/15/30 | 1,515 | 1,269 | ||
Cigna Corp. | 4.800% | 8/15/38 | 1,570 | 1,463 | ||
Cigna Corp. | 3.200% | 3/15/40 | 1,250 | 946 | ||
7 | Cigna Corp. | 6.125% | 11/15/41 | 334 | ���347 | |
7 | Cigna Corp. | 4.800% | 7/15/46 | 4,550 | 4,091 | |
7 | Cigna Corp. | 3.875% | 10/15/47 | 1,025 | 791 | |
Cigna Corp. | 3.400% | 3/15/50 | 1,725 | 1,224 | ||
Cigna Corp. | 3.400% | 3/15/51 | 1,000 | 715 | ||
7 | City of Hope | 5.623% | 11/15/43 | 250 | 246 | |
7 | City of Hope | 4.378% | 8/15/48 | 500 | 414 | |
CommonSpirit Health | 2.760% | 10/1/24 | 500 | 479 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 500 | 450 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 725 | 628 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 500 | 411 | ||
7 | CommonSpirit Health | 4.350% | 11/1/42 | 790 | 664 | |
CommonSpirit Health | 3.817% | 10/1/49 | 225 | 168 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 780 | 606 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 330 | 244 | ||
7 | Community Health Network Inc. | 3.099% | 5/1/50 | 2,000 | 1,260 | |
7 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 425 | 303 | |
CVS Health Corp. | 3.375% | 8/12/24 | 360 | 351 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 3,175 | 3,100 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 6,547 | 6,114 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 1,300 | 1,214 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CVS Health Corp. | 3.625% | 4/1/27 | 475 | 451 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 1,000 | 848 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 4,284 | 4,144 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 675 | 604 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 1,563 | 1,419 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 2,000 | 1,572 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 2,000 | 1,566 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 525 | 498 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 4,300 | 3,940 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 375 | 386 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 2,175 | 1,810 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 1,500 | 1,028 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 650 | 609 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 3,775 | 3,440 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 4,465 | 4,030 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 1,700 | 1,365 | ||
Danaher Corp. | 3.350% | 9/15/25 | 1,102 | 1,061 | ||
Danaher Corp. | 2.600% | 10/1/50 | 550 | 352 | ||
Danaher Corp. | 2.800% | 12/10/51 | 500 | 333 | ||
7 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 300 | 233 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 575 | 476 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 1,450 | 1,381 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 725 | 581 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,200 | 906 | ||
Dignity Health | 3.812% | 11/1/24 | 100 | 97 | ||
Dignity Health | 4.500% | 11/1/42 | 550 | 459 | ||
Dignity Health | 5.267% | 11/1/64 | 225 | 194 | ||
7 | Duke University Health System Inc. | 3.920% | 6/1/47 | 450 | 363 | |
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 475 | 455 | ||
Elevance Health Inc. | 3.500% | 8/15/24 | 975 | 951 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 1,409 | 1,338 | ||
Elevance Health Inc. | 5.350% | 10/15/25 | 500 | 506 | ||
Elevance Health Inc. | 2.875% | 9/15/29 | 425 | 373 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 4,000 | 3,319 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 1,280 | 1,072 | ||
Elevance Health Inc. | 4.100% | 5/15/32 | 700 | 650 | ||
Elevance Health Inc. | 5.500% | 10/15/32 | 500 | 512 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 300 | 307 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 300 | 322 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 1,275 | 1,160 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 1,750 | 1,585 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 1,200 | 1,143 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 525 | 468 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 918 | 791 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 120 | 106 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 700 | 535 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 1,270 | 881 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 1,500 | 1,129 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 700 | 613 | ||
Elevance Health Inc. | 6.100% | 10/15/52 | 500 | 538 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 380 | 363 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 335 | 314 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 1,335 | 1,188 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 500 | 307 | ||
7 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 500 | 376 | |
10 | GE HealthCare Technologies Inc. | 5.550% | 11/15/24 | 500 | 502 | |
10 | GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | 500 | 503 | |
10 | GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 500 | 507 | |
10 | GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | 750 | 769 | |
10 | GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | 1,500 | 1,556 | |
10 | GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 829 | 889 | |
Gilead Sciences Inc. | 0.750% | 9/29/23 | 562 | 544 | ||
Gilead Sciences Inc. | 3.700% | 4/1/24 | 1,375 | 1,352 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 345 | 334 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 4,305 | 4,156 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 175 | 163 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 900 | 764 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 700 | 664 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,250 | 1,102 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 1,000 | 701 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 800 | 818 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 1,325 | 1,222 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 1,400 | 1,228 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 2,675 | 2,419 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 2,325 | 1,505 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 1,874 | 1,831 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 2,150 | 2,066 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 180 | 186 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 2,245 | 2,525 | ||
GlaxoSmithKline Capital plc | 3.000% | 6/1/24 | 1,025 | 997 | ||
7 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 500 | 345 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 500 | 417 | ||
7 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 500 | 319 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 225 | 193 | ||
7 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 300 | 211 | |
HCA Inc. | 5.000% | 3/15/24 | 1,650 | 1,641 | ||
HCA Inc. | 5.375% | 2/1/25 | 1,750 | 1,748 | ||
HCA Inc. | 5.250% | 4/15/25 | 1,350 | 1,342 | ||
HCA Inc. | 5.875% | 2/15/26 | 500 | 503 | ||
HCA Inc. | 5.250% | 6/15/26 | 1,150 | 1,137 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,535 | 1,478 | ||
HCA Inc. | 5.625% | 9/1/28 | 750 | 746 | ||
HCA Inc. | 4.125% | 6/15/29 | 2,420 | 2,209 | ||
HCA Inc. | 3.500% | 9/1/30 | 2,500 | 2,151 | ||
HCA Inc. | 2.375% | 7/15/31 | 1,750 | 1,359 | ||
10 | HCA Inc. | 3.625% | 3/15/32 | 2,500 | 2,115 | |
HCA Inc. | 5.125% | 6/15/39 | 825 | 735 | ||
10 | HCA Inc. | 4.375% | 3/15/42 | 500 | 400 | |
HCA Inc. | 5.500% | 6/15/47 | 1,700 | 1,512 | ||
HCA Inc. | 5.250% | 6/15/49 | 1,945 | 1,665 | ||
HCA Inc. | 3.500% | 7/15/51 | 1,000 | 645 | ||
10 | HCA Inc. | 4.625% | 3/15/52 | 2,000 | 1,566 | |
Humana Inc. | 3.850% | 10/1/24 | 861 | 844 | ||
Humana Inc. | 4.500% | 4/1/25 | 750 | 741 | ||
Humana Inc. | 1.350% | 2/3/27 | 500 | 432 | ||
Humana Inc. | 3.950% | 3/15/27 | 950 | 910 | ||
Humana Inc. | 5.750% | 3/1/28 | 750 | 766 | ||
Humana Inc. | 3.125% | 8/15/29 | 400 | 351 | ||
Humana Inc. | 4.875% | 4/1/30 | 480 | 468 | ||
Humana Inc. | 2.150% | 2/3/32 | 500 | 391 | ||
Humana Inc. | 5.875% | 3/1/33 | 750 | 777 | ||
Humana Inc. | 4.625% | 12/1/42 | 375 | 328 | ||
Humana Inc. | 4.950% | 10/1/44 | 620 | 561 | ||
Humana Inc. | 3.950% | 8/15/49 | 470 | 371 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 300 | 247 | ||
Illumina Inc. | 5.800% | 12/12/25 | 500 | 504 | ||
Illumina Inc. | 5.750% | 12/13/27 | 500 | 507 | ||
Illumina Inc. | 2.550% | 3/23/31 | 500 | 400 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 500 | 413 | ||
7 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 500 | 314 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 500 | 414 | ||
7 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 750 | 541 | |
7 | Iowa Health System | 3.665% | 2/15/50 | 400 | 289 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 575 | 458 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 1,506 | 1,451 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 1,600 | 1,504 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 1,225 | 1,056 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 1,100 | 1,025 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Johnson & Johnson | 1.300% | 9/1/30 | 1,050 | 847 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 550 | 571 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 900 | 887 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 1,325 | 1,173 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 2,150 | 1,913 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 745 | 829 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 325 | 361 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 925 | 635 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 419 | 400 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 225 | 222 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 550 | 526 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 1,750 | 1,475 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 500 | 423 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 250 | 205 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 925 | 580 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 1,525 | 936 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 1,031 | 961 | ||
7 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 500 | 362 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 925 | 888 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 675 | 573 | ||
7 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 375 | 270 | |
7 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 1,500 | 1,020 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 300 | 318 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 785 | 688 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 500 | 485 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 425 | 402 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 1,421 | 1,376 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 500 | 443 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 450 | 427 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 525 | 451 | ||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 500 | 414 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 800 | 689 | ||
7 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 150 | 117 | |
7 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 400 | 278 | |
7 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 275 | 218 | |
7 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 725 | 488 | |
7 | Mayo Clinic | 3.774% | 11/15/43 | 250 | 204 | |
7 | Mayo Clinic | 4.000% | 11/15/47 | 150 | 124 | |
7 | Mayo Clinic | 4.128% | 11/15/52 | 125 | 105 | |
7 | Mayo Clinic | 3.196% | 11/15/61 | 750 | 495 | |
McKesson Corp. | 0.900% | 12/3/25 | 750 | 667 | ||
7 | MedStar Health Inc. | 3.626% | 8/15/49 | 250 | 181 | |
Medtronic Inc. | 4.375% | 3/15/35 | 3,108 | 2,948 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 754 | 701 | ||
Memorial Health Services | 3.447% | 11/1/49 | 500 | 358 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 100 | 98 | ||
7 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 250 | 166 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 450 | 372 | ||
7 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 150 | 124 | |
Merck & Co. Inc. | 2.900% | 3/7/24 | 500 | 489 | ||
Merck & Co. Inc. | 2.750% | 2/10/25 | 2,250 | 2,157 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 2,743 | 2,431 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 1,450 | 1,288 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 1,500 | 1,397 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 770 | 614 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 3,350 | 2,737 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Merck & Co. Inc. | 6.500% | 12/1/33 | 525 | 593 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 600 | 527 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 775 | 541 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 1,425 | 1,172 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 980 | 871 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 2,295 | 1,888 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 600 | 514 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 750 | 480 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 3,675 | 2,473 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 1,200 | 773 | ||
7 | Methodist Hospital | 2.705% | 12/1/50 | 500 | 312 | |
7 | Montefiore Obligated Group | 5.246% | 11/1/48 | 600 | 448 | |
7 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 200 | 161 | |
7 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 450 | 335 | |
7 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 337 | |
MultiCare Health System | 2.803% | 8/15/50 | 500 | 295 | ||
Mylan Inc. | 4.550% | 4/15/28 | 575 | 533 | ||
Mylan Inc. | 5.400% | 11/29/43 | 400 | 317 | ||
Mylan Inc. | 5.200% | 4/15/48 | 625 | 468 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 480 | 400 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 425 | 341 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 500 | 282 | ||
7 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 400 | 280 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 525 | 401 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 850 | 680 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 375 | 268 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 500 | 369 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 500 | 345 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 1,000 | 669 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 2,735 | 2,680 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 255 | 241 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 1,400 | 1,342 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 2,340 | 2,130 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 800 | 758 | ||
Novartis Capital Corp. | 2.200% | 8/14/30 | 2,175 | 1,849 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 525 | 442 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 1,050 | 975 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,200 | 1,059 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 850 | 591 | ||
7 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 245 | 151 | |
7 | NYU Langone Hospitals | 5.750% | 7/1/43 | 375 | 379 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 325 | 290 | ||
7 | NYU Langone Hospitals | 4.368% | 7/1/47 | 425 | 352 | |
7 | NYU Langone Hospitals | 3.380% | 7/1/55 | 525 | 350 | |
7 | Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 500 | ��� 361 | |
OhioHealth Corp. | 2.297% | 11/15/31 | 500 | 401 | ||
OhioHealth Corp. | 2.834% | 11/15/41 | 500 | 355 | ||
7 | OhioHealth Corp. | 3.042% | 11/15/50 | 300 | 209 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 225 | 178 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 345 | ||
7 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 300 | 248 | |
7 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 500 | 326 | |
PerkinElmer Inc. | 0.850% | 9/15/24 | 500 | 464 | ||
PerkinElmer Inc. | 1.900% | 9/15/28 | 500 | 415 | ||
PerkinElmer Inc. | 3.300% | 9/15/29 | 500 | 436 | ||
PerkinElmer Inc. | 2.550% | 3/15/31 | 500 | 404 | ||
PerkinElmer Inc. | 2.250% | 9/15/31 | 500 | 391 | ||
PerkinElmer Inc. | 3.625% | 3/15/51 | 350 | 243 | ||
Pfizer Inc. | 2.950% | 3/15/24 | 500 | 489 | ||
Pfizer Inc. | 3.400% | 5/15/24 | 200 | 196 | ||
Pfizer Inc. | 0.800% | 5/28/25 | 300 | 275 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 2,556 | 2,410 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 1,295 | 1,227 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 600 | 575 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pfizer Inc. | 3.450% | 3/15/29 | 750 | 707 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 1,175 | 1,030 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 1,750 | 1,439 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 1,900 | 1,528 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 1,000 | 913 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 600 | 544 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 550 | 485 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 1,015 | 1,231 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 750 | 545 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 780 | 717 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 725 | 673 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,575 | 1,393 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 500 | 448 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 850 | 737 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 3,275 | 2,229 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 912 | 1,003 | ||
7 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 500 | 384 | |
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 500 | 309 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 500 | 466 | ||
7 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 457 | 427 | |
7 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 500 | 421 | |
7 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 325 | 252 | |
7 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 400 | 315 | |
Quest Diagnostics Inc. | 4.250% | 4/1/24 | 300 | 297 | ||
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 250 | 241 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 1,141 | 1,091 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 350 | 335 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 800 | 692 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 425 | 356 | ||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 61 | 57 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 200 | 168 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 1,000 | 774 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 900 | 561 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 1,000 | 895 | ||
Royalty Pharma plc | 1.750% | 9/2/27 | 1,400 | 1,189 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 900 | 703 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 1,000 | 699 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 800 | 516 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 500 | 310 | ||
7 | Rush Obligated Group | 3.922% | 11/15/29 | 245 | 221 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 350 | 284 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 100 | 73 | ||
Sanofi | 3.625% | 6/19/28 | 1,000 | 955 | ||
7 | Seattle Children's Hospital | 2.719% | 10/1/50 | 500 | 315 | |
7 | Sharp HealthCare | 2.680% | 8/1/50 | 500 | 308 | |
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 2,685 | 2,524 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 820 | 644 | ||
7 | SSM Health Care Corp. | 3.823% | 6/1/27 | 375 | 354 | |
7 | Stanford Health Care | 3.795% | 11/15/48 | 450 | 358 | |
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 600 | 429 | ||
Stryker Corp. | 3.375% | 5/15/24 | 475 | 464 | ||
Stryker Corp. | 1.150% | 6/15/25 | 400 | 366 | ||
Stryker Corp. | 3.375% | 11/1/25 | 500 | 484 | ||
Stryker Corp. | 3.500% | 3/15/26 | 890 | 854 | ||
Stryker Corp. | 3.650% | 3/7/28 | 450 | 427 | ||
Stryker Corp. | 4.100% | 4/1/43 | 325 | 266 | ||
Stryker Corp. | 4.375% | 5/15/44 | 775 | 658 | ||
7 | Sutter Health | 1.321% | 8/15/25 | 500 | 454 | |
7 | Sutter Health | 3.695% | 8/15/28 | 300 | 275 | |
7 | Sutter Health | 2.294% | 8/15/30 | 500 | 404 | |
7 | Sutter Health | 3.161% | 8/15/40 | 500 | 374 | |
7 | Sutter Health | 4.091% | 8/15/48 | 375 | 303 | |
7 | Sutter Health | 3.361% | 8/15/50 | 475 | 331 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 2,460 | 2,442 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 2,225 | 1,816 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 1,700 | 1,247 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 1,790 | 1,224 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 900 | 605 | ||
Texas Health Resources | 2.328% | 11/15/50 | 500 | 284 | ||
7 | Texas Health Resources | 4.330% | 11/15/55 | 100 | 85 | |
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 900 | 845 | ||
Thermo Fisher Scientific Inc. | 4.800% | 11/21/27 | 295 | 296 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 500 | 424 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 890 | 785 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 2,000 | 1,618 | ||
Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | 250 | 254 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 1,000 | 737 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 350 | 352 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 400 | 349 | ||
7 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 343 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 450 | 377 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 550 | 529 | ||
UnitedHealth Group Inc. | 5.000% | 10/15/24 | 650 | 654 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 2,750 | 2,692 | ||
UnitedHealth Group Inc. | 5.150% | 10/15/25 | 650 | 658 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 200 | 195 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 781 | 709 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 750 | 716 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 500 | 447 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 1,645 | 1,568 | ||
UnitedHealth Group Inc. | 3.700% | 5/15/27 | 550 | 532 | ||
UnitedHealth Group Inc. | 5.250% | 2/15/28 | 1,725 | 1,766 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 2,100 | 2,013 | ||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 500 | 478 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 475 | 423 | ||
UnitedHealth Group Inc. | 5.300% | 2/15/30 | 875 | 904 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 2,935 | 2,429 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 2,900 | 2,416 | ||
UnitedHealth Group Inc. | 5.350% | 2/15/33 | 1,725 | 1,787 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 200 | 224 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 325 | 368 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,355 | 1,589 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,510 | 1,238 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 2,245 | 1,636 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 240 | 255 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 1,400 | 1,055 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 325 | 292 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 800 | 677 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 66 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,315 | 1,243 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 775 | 665 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 950 | 819 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 1,200 | 1,046 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 1,100 | 981 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 680 | 538 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 520 | 354 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 1,900 | 1,369 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 875 | 950 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,250 | 1,768 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 2,640 | 1,790 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 875 | 964 | ||
Universal Health Services Inc. | 2.650% | 10/15/30 | 700 | 557 | ||
7 | UPMC | 3.600% | 4/3/25 | 400 | 386 | |
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 1,100 | 1,028 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,250 | 1,705 | ||
Viatris Inc. | 1.650% | 6/22/25 | 600 | 544 | ||
Viatris Inc. | 2.300% | 6/22/27 | 1,350 | 1,154 | ||
Viatris Inc. | 3.850% | 6/22/40 | 425 | 285 | ||
Viatris Inc. | 4.000% | 6/22/50 | 925 | 573 | ||
7 | WakeMed | 3.286% | 10/1/52 | 500 | 332 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 200 | 177 | |
7 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 500 | 316 | |
Wyeth LLC | 7.250% | 3/1/23 | 350 | 351 | ||
Wyeth LLC | 6.450% | 2/1/24 | 780 | 792 | ||
Wyeth LLC | 6.500% | 2/1/34 | 500 | 567 | ||
Wyeth LLC | 6.000% | 2/15/36 | 410 | 438 | ||
Wyeth LLC | 5.950% | 4/1/37 | 1,605 | 1,735 | ||
7 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 500 | 295 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 600 | 607 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 700 | 651 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 1,000 | 943 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 700 | 566 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 200 | 193 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 280 | 222 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 350 | 348 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 800 | 740 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 400 | 380 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 575 | 467 | ||
Zoetis Inc. | 5.600% | 11/16/32 | 1,000 | 1,038 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 900 | 814 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 400 | 323 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 325 | 283 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 250 | 169 | ||
537,956 | ||||||
Industrials (0.8%) | ||||||
7 | 3M Co. | 3.250% | 2/14/24 | 400 | 393 | |
3M Co. | 2.000% | 2/14/25 | 600 | 568 | ||
3M Co. | 2.650% | 4/15/25 | 1,069 | 1,021 | ||
7 | 3M Co. | 2.250% | 9/19/26 | 100 | 92 | |
3M Co. | 2.875% | 10/15/27 | 1,639 | 1,517 | ||
7 | 3M Co. | 3.375% | 3/1/29 | 650 | 598 | |
3M Co. | 2.375% | 8/26/29 | 1,555 | 1,320 | ||
3M Co. | 3.050% | 4/15/30 | 600 | 528 | ||
7 | 3M Co. | 3.125% | 9/19/46 | 1,125 | 773 | |
7 | 3M Co. | 3.625% | 10/15/47 | 450 | 336 | |
7 | 3M Co. | 4.000% | 9/14/48 | 182 | 144 | |
3M Co. | 3.250% | 8/26/49 | 375 | 262 | ||
3M Co. | 3.700% | 4/15/50 | 1,200 | 922 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 705 | 542 | ||
Allegion plc | 3.500% | 10/1/29 | 325 | 280 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 128 | 123 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 350 | 318 | ||
7 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 750 | 599 | |
7 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 197 | 178 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 321 | 287 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 720 | 627 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 163 | 141 | |
7 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 367 | 327 | |
7 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 303 | 262 | |
7 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 190 | 159 | |
Amphenol Corp. | 3.200% | 4/1/24 | 200 | 195 | ||
Amphenol Corp. | 2.050% | 3/1/25 | 170 | 160 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 300 | 286 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 750 | 641 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 400 | 317 | ||
7 | BNSF Funding Trust I | 6.613% | 12/15/55 | 325 | 307 | |
Boeing Co. | 2.800% | 3/1/23 | 345 | 343 | ||
Boeing Co. | 4.508% | 5/1/23 | 2,625 | 2,616 | ||
Boeing Co. | 1.875% | 6/15/23 | 500 | 492 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Boeing Co. | 1.950% | 2/1/24 | 500 | 481 | ||
Boeing Co. | 1.433% | 2/4/24 | 2,225 | 2,128 | ||
Boeing Co. | 2.800% | 3/1/24 | 450 | 436 | ||
Boeing Co. | 2.850% | 10/30/24 | 450 | 431 | ||
Boeing Co. | 4.875% | 5/1/25 | 3,980 | 3,948 | ||
Boeing Co. | 2.750% | 2/1/26 | 500 | 464 | ||
Boeing Co. | 2.196% | 2/4/26 | 5,000 | 4,545 | ||
Boeing Co. | 3.100% | 5/1/26 | 400 | 376 | ||
Boeing Co. | 2.250% | 6/15/26 | 325 | 293 | ||
Boeing Co. | 2.700% | 2/1/27 | 1,715 | 1,549 | ||
Boeing Co. | 2.800% | 3/1/27 | 1,846 | 1,666 | ||
Boeing Co. | 5.040% | 5/1/27 | 1,760 | 1,742 | ||
Boeing Co. | 3.250% | 2/1/28 | 1,350 | 1,233 | ||
Boeing Co. | 3.250% | 3/1/28 | 275 | 246 | ||
Boeing Co. | 3.450% | 11/1/28 | 1,000 | 897 | ||
Boeing Co. | 3.200% | 3/1/29 | 900 | 792 | ||
Boeing Co. | 2.950% | 2/1/30 | 500 | 423 | ||
Boeing Co. | 5.150% | 5/1/30 | 1,165 | 1,136 | ||
Boeing Co. | 3.625% | 2/1/31 | 2,350 | 2,057 | ||
Boeing Co. | 6.125% | 2/15/33 | 325 | 330 | ||
Boeing Co. | 3.600% | 5/1/34 | 1,375 | 1,097 | ||
Boeing Co. | 3.250% | 2/1/35 | 600 | 456 | ||
Boeing Co. | 6.625% | 2/15/38 | 100 | 103 | ||
Boeing Co. | 3.500% | 3/1/39 | 200 | 145 | ||
Boeing Co. | 6.875% | 3/15/39 | 285 | 300 | ||
Boeing Co. | 5.875% | 2/15/40 | 545 | 524 | ||
Boeing Co. | 5.705% | 5/1/40 | 3,965 | 3,775 | ||
Boeing Co. | 3.375% | 6/15/46 | 450 | 292 | ||
Boeing Co. | 3.650% | 3/1/47 | 475 | 316 | ||
Boeing Co. | 3.850% | 11/1/48 | 200 | 138 | ||
Boeing Co. | 3.900% | 5/1/49 | 650 | 458 | ||
Boeing Co. | 3.750% | 2/1/50 | 1,100 | 758 | ||
Boeing Co. | 5.805% | 5/1/50 | 3,836 | 3,569 | ||
Boeing Co. | 3.825% | 3/1/59 | 225 | 145 | ||
Boeing Co. | 3.950% | 8/1/59 | 360 | 242 | ||
Boeing Co. | 5.930% | 5/1/60 | 3,415 | 3,136 | ||
Burlington Northern Santa Fe LLC | 3.750% | 4/1/24 | 400 | 394 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 400 | 391 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 250 | 240 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 275 | 267 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 700 | 747 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 875 | 828 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 136 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 775 | 844 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 625 | 654 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 675 | 659 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,225 | 1,234 | ||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 200 | 192 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 575 | 518 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 500 | 444 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 850 | 760 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 500 | 490 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,100 | 1,041 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,600 | 1,452 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 500 | 427 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 600 | 552 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 550 | 449 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 225 | 191 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 1,875 | 1,569 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 575 | 490 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 745 | 518 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 800 | 586 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 575 | 385 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 288 | 277 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 375 | 353 | ||
Canadian National Railway Co. | 3.850% | 8/5/32 | 500 | 465 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 350 | 383 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Canadian National Railway Co. | 6.200% | 6/1/36 | 350 | 379 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 350 | 383 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 650 | 478 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,700 | 1,068 | ||
Canadian National Railway Co. | 4.400% | 8/5/52 | 500 | 447 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 1,000 | 933 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 100 | 96 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 1,000 | 891 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | 400 | 328 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 275 | 305 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 930 | 774 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 775 | 802 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 2,000 | 1,503 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 675 | 614 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 2,500 | 1,704 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 830 | 835 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 1,600 | 1,509 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 1,475 | 1,330 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 2,625 | 2,212 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 390 | 322 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 1,950 | 1,477 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 1,900 | 1,361 | ||
7 | Caterpillar Financial Services Corp. | 0.950% | 1/10/24 | 925 | 889 | |
7 | Caterpillar Financial Services Corp. | 2.850% | 5/17/24 | 325 | 316 | |
7 | Caterpillar Financial Services Corp. | 3.300% | 6/9/24 | 730 | 713 | |
7 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 500 | 466 | |
7 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 1,572 | 1,527 | |
7 | Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | 525 | 526 | |
7 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 375 | 348 | |
7 | Caterpillar Financial Services Corp. | 3.650% | 8/12/25 | 575 | 561 | |
7 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 825 | 741 | |
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 200 | 185 | ||
7 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 500 | 441 | |
7 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 500 | 451 | |
7 | Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | 575 | 549 | |
7 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 1,500 | 1,282 | |
Caterpillar Inc. | 3.400% | 5/15/24 | 450 | 441 | ||
Caterpillar Inc. | 2.600% | 4/9/30 | 3,135 | 2,735 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 720 | 783 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 475 | 483 | ||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,504 | 1,280 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 375 | 342 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 871 | 661 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 700 | 535 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 125 | 118 | ||
CNH Industrial Capital LLC | 4.200% | 1/15/24 | 2,455 | 2,421 | ||
CNH Industrial Capital LLC | 5.450% | 10/14/25 | 500 | 503 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 260 | 237 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 400 | 354 | ||
7 | CNH Industrial NV | 3.850% | 11/15/27 | 375 | 353 | |
7 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 359 | 342 | |
Crane Holdings Co. | 4.200% | 3/15/48 | 525 | 373 | ||
CSX Corp. | 3.400% | 8/1/24 | 400 | 391 | ||
CSX Corp. | 3.350% | 11/1/25 | 400 | 384 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CSX Corp. | 2.600% | 11/1/26 | 200 | 185 | ||
CSX Corp. | 3.250% | 6/1/27 | 650 | 609 | ||
CSX Corp. | 3.800% | 3/1/28 | 1,275 | 1,216 | ||
CSX Corp. | 4.250% | 3/15/29 | 900 | 864 | ||
CSX Corp. | 2.400% | 2/15/30 | 2,525 | 2,134 | ||
CSX Corp. | 4.100% | 11/15/32 | 348 | 326 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,000 | 1,067 | ||
CSX Corp. | 6.220% | 4/30/40 | 599 | 648 | ||
CSX Corp. | 5.500% | 4/15/41 | 725 | 728 | ||
CSX Corp. | 4.750% | 5/30/42 | 460 | 420 | ||
CSX Corp. | 4.400% | 3/1/43 | 93 | 80 | ||
CSX Corp. | 4.100% | 3/15/44 | 800 | 670 | ||
CSX Corp. | 3.800% | 11/1/46 | 400 | 315 | ||
CSX Corp. | 4.300% | 3/1/48 | 1,000 | 853 | ||
CSX Corp. | 4.500% | 3/15/49 | 900 | 787 | ||
CSX Corp. | 3.800% | 4/15/50 | 605 | 470 | ||
CSX Corp. | 2.500% | 5/15/51 | 500 | 304 | ||
CSX Corp. | 4.250% | 11/1/66 | 500 | 394 | ||
CSX Corp. | 4.650% | 3/1/68 | 275 | 233 | ||
Cummins Inc. | 0.750% | 9/1/25 | 821 | 740 | ||
Cummins Inc. | 1.500% | 9/1/30 | 500 | 394 | ||
Cummins Inc. | 4.875% | 10/1/43 | 525 | 495 | ||
Cummins Inc. | 2.600% | 9/1/50 | 600 | 374 | ||
Deere & Co. | 2.750% | 4/15/25 | 750 | 721 | ||
Deere & Co. | 5.375% | 10/16/29 | 455 | 471 | ||
Deere & Co. | 3.100% | 4/15/30 | 770 | 690 | ||
Deere & Co. | 7.125% | 3/3/31 | 400 | 458 | ||
Deere & Co. | 3.900% | 6/9/42 | 1,000 | 886 | ||
Deere & Co. | 2.875% | 9/7/49 | 200 | 143 | ||
Deere & Co. | 3.750% | 4/15/50 | 650 | 551 | ||
10 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 500 | 471 | |
7 | Delta Air Lines Pass-Through Trust Class AA Series 2019-1 | 3.204% | 4/25/24 | 430 | 416 | |
7 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 340 | 290 | |
Dover Corp. | 2.950% | 11/4/29 | 575 | 500 | ||
Dover Corp. | 5.375% | 3/1/41 | 280 | 269 | ||
Eaton Corp. | 3.103% | 9/15/27 | 665 | 619 | ||
Eaton Corp. | 4.000% | 11/2/32 | 717 | 661 | ||
Eaton Corp. | 4.150% | 3/15/33 | 1,095 | 1,020 | ||
Eaton Corp. | 4.150% | 11/2/42 | 75 | 64 | ||
Eaton Corp. | 3.915% | 9/15/47 | 550 | 446 | ||
Eaton Corp. | 4.700% | 8/23/52 | 657 | 599 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 450 | 435 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 2,000 | 1,733 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 750 | 655 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 1,000 | 851 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 375 | 304 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 900 | 728 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 135 | 132 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 450 | 292 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 900 | 582 | ||
FedEx Corp. | 3.250% | 4/1/26 | 500 | 476 | ||
FedEx Corp. | 3.400% | 2/15/28 | 1,000 | 925 | ||
FedEx Corp. | 3.100% | 8/5/29 | 825 | 725 | ||
FedEx Corp. | 4.250% | 5/15/30 | 1,600 | 1,508 | ||
FedEx Corp. | 2.400% | 5/15/31 | 450 | 363 | ||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 170 | ||
FedEx Corp. | 3.250% | 5/15/41 | 450 | 323 | ||
FedEx Corp. | 3.875% | 8/1/42 | 200 | 152 | ||
FedEx Corp. | 4.100% | 4/15/43 | 300 | 234 | ||
FedEx Corp. | 5.100% | 1/15/44 | 600 | 534 | ||
FedEx Corp. | 4.100% | 2/1/45 | 300 | 232 | ||
FedEx Corp. | 4.750% | 11/15/45 | 1,075 | 911 | ||
FedEx Corp. | 4.550% | 4/1/46 | 2,050 | 1,669 | ||
FedEx Corp. | 4.400% | 1/15/47 | 800 | 636 | ||
FedEx Corp. | 4.050% | 2/15/48 | 700 | 532 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
FedEx Corp. | 4.950% | 10/17/48 | 750 | 656 | ||
FedEx Corp. | 5.250% | 5/15/50 | 1,150 | 1,057 | ||
FedEx Corp. | 4.500% | 2/1/65 | 150 | 110 | ||
7 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 736 | 598 | |
Flowserve Corp. | 3.500% | 10/1/30 | 500 | 416 | ||
Fortive Corp. | 3.150% | 6/15/26 | 585 | 547 | ||
Fortive Corp. | 4.300% | 6/15/46 | 425 | 330 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 525 | 509 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 1,500 | 1,461 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 250 | 229 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 350 | 335 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 500 | 455 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 705 | 672 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 755 | 703 | ||
General Dynamics Corp. | 2.250% | 6/1/31 | 500 | 418 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 570 | 520 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 625 | 511 | ||
7 | General Electric Co. | 5.875% | 1/14/38 | 2,512 | 2,559 | |
Honeywell International Inc. | 2.300% | 8/15/24 | 800 | 769 | ||
Honeywell International Inc. | 4.850% | 11/1/24 | 500 | 502 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 3,730 | 3,451 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 1,150 | 1,062 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 1,150 | 1,002 | ||
Honeywell International Inc. | 4.950% | 2/15/28 | 500 | 508 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 350 | 311 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,125 | 931 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 1,150 | 911 | ||
Honeywell International Inc. | 5.000% | 2/15/33 | 1,500 | 1,529 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 300 | 318 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 305 | 322 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 855 | 881 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 146 | 141 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 500 | 454 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 2,500 | 2,061 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 800 | 725 | ||
IDEX Corp. | 3.000% | 5/1/30 | 300 | 258 | ||
Illinois Tool Works Inc. | 3.500% | 3/1/24 | 1,145 | 1,127 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 1,100 | 1,022 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 800 | 682 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 650 | 629 | ||
7 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 608 | 539 | |
7 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 433 | 355 | |
7 | John Deere Capital Corp. | 0.900% | 1/10/24 | 700 | 673 | |
7 | John Deere Capital Corp. | 0.450% | 1/17/24 | 1,000 | 957 | |
7 | John Deere Capital Corp. | 2.600% | 3/7/24 | 400 | 390 | |
7 | John Deere Capital Corp. | 3.350% | 6/12/24 | 700 | 686 | |
7 | John Deere Capital Corp. | 0.625% | 9/10/24 | 925 | 863 | |
7 | John Deere Capital Corp. | 2.050% | 1/9/25 | 575 | 546 | |
7 | John Deere Capital Corp. | 1.250% | 1/10/25 | 1,000 | 937 | |
7 | John Deere Capital Corp. | 3.450% | 3/13/25 | 1,225 | 1,193 | |
7 | John Deere Capital Corp. | 3.400% | 6/6/25 | 500 | 486 | |
7 | John Deere Capital Corp. | 4.050% | 9/8/25 | 500 | 493 | |
7 | John Deere Capital Corp. | 3.400% | 9/11/25 | 325 | 315 | |
7 | John Deere Capital Corp. | 0.700% | 1/15/26 | 500 | 445 | |
7 | John Deere Capital Corp. | 2.650% | 6/10/26 | 300 | 281 | |
7 | John Deere Capital Corp. | 1.050% | 6/17/26 | 500 | 444 | |
7 | John Deere Capital Corp. | 2.250% | 9/14/26 | 1,647 | 1,520 | |
7 | John Deere Capital Corp. | 1.700% | 1/11/27 | 2,000 | 1,785 | |
7 | John Deere Capital Corp. | 2.350% | 3/8/27 | 500 | 456 | |
7 | John Deere Capital Corp. | 2.800% | 9/8/27 | 250 | 230 | |
7 | John Deere Capital Corp. | 4.150% | 9/15/27 | 875 | 859 | |
7 | John Deere Capital Corp. | 3.050% | 1/6/28 | 600 | 561 | |
7 | John Deere Capital Corp. | 1.500% | 3/6/28 | 500 | 428 | |
7 | John Deere Capital Corp. | 3.450% | 3/7/29 | 623 | 578 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | John Deere Capital Corp. | 2.800% | 7/18/29 | 490 | 436 | |
7 | John Deere Capital Corp. | 2.450% | 1/9/30 | 1,000 | 862 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 500 | 390 | ||
7 | John Deere Capital Corp. | 4.350% | 9/15/32 | 500 | 485 | |
7 | Johnson Controls International plc | 3.625% | 7/2/24 | 442 | 433 | |
7 | Johnson Controls International plc | 3.900% | 2/14/26 | 219 | 213 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 500 | 398 | ||
Johnson Controls International plc | 2.000% | 9/16/31 | 500 | 395 | ||
7 | Johnson Controls International plc | 6.000% | 1/15/36 | 210 | 218 | |
7 | Johnson Controls International plc | 4.625% | 7/2/44 | 800 | 691 | |
7 | Johnson Controls International plc | 5.125% | 9/14/45 | 80 | 73 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 400 | 331 | ||
7 | Johnson Controls International plc | 4.950% | 7/2/64 | 286 | 239 | |
Kansas City Southern | 2.875% | 11/15/29 | 550 | 475 | ||
7 | Kansas City Southern | 4.300% | 5/15/43 | 500 | 416 | |
7 | Kansas City Southern | 4.950% | 8/15/45 | 500 | 452 | |
Kansas City Southern | 3.500% | 5/1/50 | 1,600 | 1,142 | ||
Kennametal Inc. | 4.625% | 6/15/28 | 1,000 | 939 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 734 | 724 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 375 | 367 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 425 | 369 | ||
Kirby Corp. | 4.200% | 3/1/28 | 1,200 | 1,094 | ||
L3Harris Technologies Inc. | 3.950% | 5/28/24 | 270 | 265 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 550 | 535 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 831 | 794 | ||
7 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 600 | 579 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 750 | 641 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 600 | 461 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 93 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 475 | 426 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 100 | 98 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 500 | 451 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 500 | 430 | ||
Lockheed Martin Corp. | 4.950% | 10/15/25 | 432 | 435 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 600 | 583 | ||
Lockheed Martin Corp. | 5.100% | 11/15/27 | 1,799 | 1,843 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 175 | 164 | ||
Lockheed Martin Corp. | 5.250% | 1/15/33 | 1,625 | 1,680 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 485 | 430 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 565 | 538 | ||
7 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 1,915 | 2,077 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 316 | 333 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 1,775 | 1,533 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 750 | 615 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,050 | 978 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 700 | 474 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 622 | 527 | ||
Lockheed Martin Corp. | 5.700% | 11/15/54 | 1,625 | 1,723 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 300 | 252 | ||
Lockheed Martin Corp. | 5.900% | 11/15/63 | 1,485 | 1,604 | ||
10 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 1,800 | 1,794 | |
Norfolk Southern Corp. | 3.850% | 1/15/24 | 200 | 198 | ||
Norfolk Southern Corp. | 3.650% | 8/1/25 | 415 | 402 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 100 | 110 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 116 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 750 | 715 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 1,200 | 1,028 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 550 | 471 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 565 | 520 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 425 | 350 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 975 | 835 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 300 | 266 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 850 | 685 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 50 | 42 | ||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 615 | 499 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 330 | 237 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 1,600 | 1,074 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 973 | 783 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 500 | 437 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 756 | 503 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 500 | 348 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,300 | 1,248 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 675 | 634 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 3,400 | 3,144 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 1,540 | 1,482 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 850 | 813 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 1,550 | 1,433 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 2,950 | 2,445 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 795 | 786 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 300 | 277 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 400 | 380 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 80 | 68 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 1,575 | 1,475 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 1,350 | 1,212 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 1,400 | 1,177 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 2,000 | 1,474 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 550 | 386 | ||
7 | PACCAR Financial Corp. | 0.350% | 2/2/24 | 500 | 476 | |
7 | PACCAR Financial Corp. | 3.150% | 6/13/24 | 500 | 488 | |
7 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 250 | 238 | |
7 | PACCAR Financial Corp. | 0.900% | 11/8/24 | 500 | 467 | |
7 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 750 | 705 | |
Parker-Hannifin Corp. | 2.700% | 6/14/24 | 475 | 458 | ||
Parker-Hannifin Corp. | 3.650% | 6/15/24 | 1,075 | 1,052 | ||
7 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 467 | 452 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 1,879 | 1,757 | ||
Parker-Hannifin Corp. | 4.250% | 9/15/27 | 1,043 | 1,013 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 1,000 | 894 | ||
7 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 200 | 180 | |
7 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 575 | 595 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 500 | 399 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 950 | 750 | ||
Pentair Finance Sarl | 5.900% | 7/15/32 | 500 | 495 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 675 | 653 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 375 | 313 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 275 | 241 | ||
Raytheon Technologies Corp. | 3.200% | 3/15/24 | 775 | 758 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 1,680 | 1,642 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 2,885 | 2,749 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 975 | 909 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 75 | 82 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 3,445 | 3,301 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 500 | 416 | ||
Raytheon Technologies Corp. | 1.900% | 9/1/31 | 925 | 725 | ||
Raytheon Technologies Corp. | 2.375% | 3/15/32 | 200 | 162 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 500 | 500 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 585 | 618 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 463 | 494 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 1,000 | 909 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 225 | 210 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 925 | 844 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 3,150 | 2,835 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 285 | 260 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 1,025 | 855 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 900 | 701 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 1,325 | 1,137 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 1,500 | 1,230 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 1,500 | 1,358 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 863 | 608 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 925 | 603 | ||
Raytheon Technologies Corp. | 3.030% | 3/15/52 | 950 | 649 | ||
Republic Services Inc. | 2.500% | 8/15/24 | 60 | 58 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 500 | 479 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 446 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 2,322 | 2,167 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 725 | 607 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 500 | 384 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 625 | 480 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 475 | 503 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 300 | 305 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 650 | 450 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 350 | 326 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 500 | 394 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 575 | 494 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 500 | 300 | ||
7 | Ryder System Inc. | 3.650% | 3/18/24 | 550 | 539 | |
7 | Ryder System Inc. | 2.500% | 9/1/24 | 250 | 238 | |
7 | Ryder System Inc. | 4.625% | 6/1/25 | 581 | 569 | |
7 | Ryder System Inc. | 1.750% | 9/1/26 | 500 | 441 | |
7 | Ryder System Inc. | 2.900% | 12/1/26 | 325 | 296 | |
7 | Ryder System Inc. | 2.850% | 3/1/27 | 200 | 181 | |
Southwest Airlines Co. | 5.250% | 5/4/25 | 3,500 | 3,512 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 400 | 368 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 1,925 | 1,903 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 540 | 496 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 400 | 331 | ||
7 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 199 | 173 | |
Teledyne Technologies Inc. | 0.650% | 4/1/23 | 500 | 494 | ||
Teledyne Technologies Inc. | 0.950% | 4/1/24 | 500 | 474 | ||
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 500 | 432 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 900 | 737 | ||
Textron Inc. | 4.300% | 3/1/24 | 625 | 617 | ||
Textron Inc. | 3.875% | 3/1/25 | 225 | 219 | ||
Textron Inc. | 4.000% | 3/15/26 | 300 | 289 | ||
Textron Inc. | 3.650% | 3/15/27 | 2,044 | 1,907 | ||
Textron Inc. | 3.375% | 3/1/28 | 325 | 295 | ||
Textron Inc. | 3.900% | 9/17/29 | 250 | 226 | ||
Timken Co. | 3.875% | 9/1/24 | 200 | 195 | ||
Timken Co. | 4.500% | 12/15/28 | 400 | 380 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 1,200 | 1,135 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 1,350 | 1,314 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 325 | 306 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 975 | 899 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 150 | 126 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 350 | 286 | ||
Trimble Inc. | 4.750% | 12/1/24 | 600 | 594 | ||
Trimble Inc. | 4.900% | 6/15/28 | 400 | 384 | ||
Triton Container International Ltd. | 3.250% | 3/15/32 | 500 | 386 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,000 | 976 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 450 | 415 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 500 | 412 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 550 | 628 | ||
Union Pacific Corp. | 3.646% | 2/15/24 | 325 | 320 | ||
Union Pacific Corp. | 3.150% | 3/1/24 | 400 | 392 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 400 | 388 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 930 | 905 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 900 | 866 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 2.750% | 3/1/26 | 648 | 613 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 707 | 639 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 240 | 224 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 1,475 | 1,262 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 500 | 420 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 500 | 430 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 900 | 764 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 1,800 | 1,427 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 708 | 600 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 1,500 | 1,177 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 500 | 413 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 550 | 400 | ||
Union Pacific Corp. | 3.250% | 2/5/50 | 850 | 622 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 1,082 | 867 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 500 | 339 | ||
Union Pacific Corp. | 4.950% | 9/9/52 | 521 | 504 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 500 | 378 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 425 | 334 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 1,106 | 859 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 2,025 | 1,296 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 350 | 276 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 1,400 | 1,020 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 1,700 | 1,255 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 500 | 372 | ||
7 | United Airlines Pass-Through Trust Class A Series 2012-1 | 4.150% | 4/11/24 | 479 | 462 | |
7 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 422 | 389 | |
7 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 441 | 403 | |
7 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 294 | 246 | |
7 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 2,415 | 2,378 | |
7 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 189 | 168 | |
7 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 405 | 358 | |
7 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 387 | 341 | |
7 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 420 | 338 | |
7 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 991 | 933 | |
United Parcel Service Inc. | 2.800% | 11/15/24 | 950 | 916 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 1,200 | 1,182 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 609 | 566 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 400 | 348 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,000 | 984 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 505 | 559 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 465 | 465 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 350 | 339 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 300 | 250 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 390 | 300 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 800 | 711 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 154 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 2,870 | 2,992 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 475 | 409 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 300 | 257 | ||
Vontier Corp. | 1.800% | 4/1/26 | 500 | 423 | ||
Vontier Corp. | 2.400% | 4/1/28 | 500 | 395 | ||
Vontier Corp. | 2.950% | 4/1/31 | 500 | 364 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 2,091 | 2,000 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 950 | 870 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 500 | 426 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 700 | 557 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 300 | 205 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 700 | 466 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Waste Management Inc. | 0.750% | 11/15/25 | 500 | 448 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 1,600 | 1,493 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 500 | 417 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 1,400 | 1,093 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 500 | 369 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 500 | 313 | ||
Westinghouse Air Brake Technologies Corp. | 4.400% | 3/15/24 | 1,100 | 1,082 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,070 | 1,006 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 725 | 676 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 750 | 721 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 475 | 446 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 425 | 386 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 325 | 255 | ||
WW Grainger Inc. | 4.200% | 5/15/47 | 350 | 294 | ||
Xylem Inc. | 3.250% | 11/1/26 | 300 | 281 | ||
Xylem Inc. | 1.950% | 1/30/28 | 250 | 215 | ||
Xylem Inc. | 2.250% | 1/30/31 | 400 | 325 | ||
Xylem Inc. | 4.375% | 11/1/46 | 475 | 392 | ||
384,130 | ||||||
Materials (0.3%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 1,200 | 1,172 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 150 | 134 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 700 | 586 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 600 | 449 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,000 | 695 | ||
Albemarle Corp. | 4.650% | 6/1/27 | 500 | 489 | ||
Albemarle Corp. | 5.050% | 6/1/32 | 500 | 471 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 325 | 301 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 500 | 456 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 500 | 473 | ||
Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | 432 | 420 | ||
7 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 300 | 279 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 500 | 406 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 500 | 406 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 750 | 658 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 700 | 611 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 400 | 388 | ||
ArcelorMittal SA | 6.550% | 11/29/27 | 1,035 | 1,043 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 400 | 357 | ||
ArcelorMittal SA | 6.800% | 11/29/32 | 700 | 698 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 809 | 813 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 480 | 467 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 375 | 391 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 770 | 774 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 850 | 858 | ||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 675 | 692 | ||
Berry Global Inc. | 0.950% | 2/15/24 | 1,100 | 1,046 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 1,400 | 1,250 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 1,000 | 853 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 150 | 157 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 850 | 742 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 2,350 | 2,281 | ||
Cabot Corp. | 4.000% | 7/1/29 | 240 | 214 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 150 | 145 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 650 | 606 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 675 | 562 | ||
Celanese US Holdings LLC | 3.500% | 5/8/24 | 400 | 387 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Celanese US Holdings LLC | 5.900% | 7/5/24 | 1,410 | 1,409 | ||
Celanese US Holdings LLC | 6.050% | 3/15/25 | 1,500 | 1,496 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 500 | 421 | ||
Celanese US Holdings LLC | 6.165% | 7/15/27 | 1,800 | 1,778 | ||
Celanese US Holdings LLC | 6.330% | 7/15/29 | 600 | 584 | ||
Celanese US Holdings LLC | 6.379% | 7/15/32 | 760 | 726 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 281 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 850 | 757 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 700 | 662 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 775 | 661 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 700 | 628 | ||
Dow Chemical Co. | 4.550% | 11/30/25 | 50 | 49 | ||
Dow Chemical Co. | 7.375% | 11/1/29 | 58 | 65 | ||
Dow Chemical Co. | 2.100% | 11/15/30 | 750 | 603 | ||
Dow Chemical Co. | 6.300% | 3/15/33 | 400 | 421 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 386 | 347 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 556 | 734 | ||
Dow Chemical Co. | 5.250% | 11/15/41 | 375 | 351 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,300 | 1,075 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 400 | 332 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 1,450 | 1,359 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 925 | 785 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 750 | 541 | ||
Dow Chemical Co. | 6.900% | 5/15/53 | 700 | 764 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 1,500 | 1,476 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 1,625 | 1,575 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 1,600 | 1,528 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 1,073 | 1,041 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 125 | 118 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 490 | 416 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 850 | 704 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 600 | 558 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 200 | 177 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 1,400 | 1,307 | ||
Ecolab Inc. | 5.250% | 1/15/28 | 300 | 306 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 700 | 695 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 500 | 381 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 300 | 240 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 1,400 | 877 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 978 | 589 | ||
EI du Pont de Nemours & Co. | 1.700% | 7/15/25 | 700 | 646 | ||
EI du Pont de Nemours & Co. | 2.300% | 7/15/30 | 400 | 335 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 250 | 243 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 1,173 | 1,177 | ||
FMC Corp. | 4.100% | 2/1/24 | 750 | 739 | ||
FMC Corp. | 3.200% | 10/1/26 | 300 | 280 | ||
FMC Corp. | 3.450% | 10/1/29 | 400 | 353 | ||
FMC Corp. | 4.500% | 10/1/49 | 400 | 318 | ||
Freeport-McMoRan Inc. | 4.550% | 11/14/24 | 100 | 99 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 500 | 486 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 645 | 599 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 600 | 563 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 500 | 482 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 500 | 456 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 700 | 654 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 700 | 658 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 1,700 | 1,532 | ||
10 | Georgia-Pacific LLC | 0.625% | 5/15/24 | 1,000 | 940 | |
Georgia-Pacific LLC | 8.875% | 5/15/31 | 700 | 856 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 250 | 225 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 300 | 233 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 415 | 391 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 550 | 429 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 500 | 429 | ||
International Paper Co. | 5.000% | 9/15/35 | 150 | 142 | ||
International Paper Co. | 6.000% | 11/15/41 | 300 | 299 | ||
International Paper Co. | 4.800% | 6/15/44 | 600 | 523 | ||
International Paper Co. | 4.350% | 8/15/48 | 450 | 375 | ||
Kinross Gold Corp. | 5.950% | 3/15/24 | 400 | 402 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 100 | 95 | ||
Linde Inc. | 4.800% | 12/5/24 | 600 | 600 | ||
Linde Inc. | 2.650% | 2/5/25 | 500 | 479 | ||
Linde Inc. | 4.700% | 12/5/25 | 500 | 501 | ||
Linde Inc. | 1.100% | 8/10/30 | 500 | 384 | ||
Linde Inc. | 3.550% | 11/7/42 | 300 | 241 | ||
Linde Inc. | 2.000% | 8/10/50 | 700 | 390 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 700 | 617 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 900 | 746 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 1,962 | 1,754 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 900 | 715 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 600 | 426 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 560 | 419 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 850 | 631 | ||
LYB International Finance III LLC | 3.625% | 4/1/51 | 800 | 536 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 500 | 325 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 910 | 715 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,150 | 1,135 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 500 | 465 | ||
7 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 375 | 310 | |
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 506 | 404 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 600 | 485 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 743 | 503 | ||
Mosaic Co. | 4.050% | 11/15/27 | 600 | 567 | ||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 98 | ||
Mosaic Co. | 4.875% | 11/15/41 | 400 | 340 | ||
Mosaic Co. | 5.625% | 11/15/43 | 425 | 397 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 500 | 394 | ||
Newmont Corp. | 2.800% | 10/1/29 | 550 | 469 | ||
Newmont Corp. | 2.250% | 10/1/30 | 1,600 | 1,286 | ||
Newmont Corp. | 2.600% | 7/15/32 | 1,000 | 797 | ||
7 | Newmont Corp. | 5.875% | 4/1/35 | 725 | 735 | |
Newmont Corp. | 6.250% | 10/1/39 | 1,500 | 1,574 | ||
Newmont Corp. | 5.450% | 6/9/44 | 500 | 472 | ||
Nucor Corp. | 3.950% | 5/23/25 | 200 | 196 | ||
Nucor Corp. | 2.000% | 6/1/25 | 1,014 | 944 | ||
Nucor Corp. | 4.300% | 5/23/27 | 250 | 243 | ||
Nucor Corp. | 2.700% | 6/1/30 | 300 | 255 | ||
Nucor Corp. | 3.125% | 4/1/32 | 500 | 425 | ||
Nucor Corp. | 2.979% | 12/15/55 | 1,400 | 869 | ||
Nutrien Ltd. | 5.900% | 11/7/24 | 300 | 304 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 238 | ||
Nutrien Ltd. | 5.950% | 11/7/25 | 300 | 307 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 500 | 486 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 1,175 | 1,007 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,250 | 1,078 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 300 | 305 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 385 | 372 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 225 | 199 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 286 | 261 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,199 | 1,075 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 500 | 486 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 400 | 369 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 950 | 814 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 200 | 154 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 100 | 64 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 300 | 287 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 500 | 443 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 600 | 503 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 675 | 610 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 1,800 | 1,422 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 725 | 777 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 450 | 460 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 225 | 248 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 565 | 563 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 2,400 | 1,592 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,100 | 1,032 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 619 | 534 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 150 | 167 | ||
RPM International Inc. | 3.750% | 3/15/27 | 150 | 140 | ||
RPM International Inc. | 4.550% | 3/1/29 | 275 | 254 | ||
RPM International Inc. | 2.950% | 1/15/32 | 500 | 394 | ||
RPM International Inc. | 5.250% | 6/1/45 | 75 | 65 | ||
RPM International Inc. | 4.250% | 1/15/48 | 450 | 338 | ||
Sherwin-Williams Co. | 3.125% | 6/1/24 | 1,925 | 1,871 | ||
Sherwin-Williams Co. | 4.050% | 8/8/24 | 200 | 197 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 900 | 866 | ||
Sherwin-Williams Co. | 4.250% | 8/8/25 | 200 | 197 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 600 | 585 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 300 | 282 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 700 | 613 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 500 | 411 | ||
Sherwin-Williams Co. | 2.200% | 3/15/32 | 500 | 395 | ||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 220 | 173 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 270 | 228 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,100 | 924 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 504 | 377 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 800 | 550 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 500 | 313 | ||
Sonoco Products Co. | 2.250% | 2/1/27 | 500 | 443 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 700 | 601 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 650 | 631 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 1,175 | 1,362 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 750 | 838 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 1,100 | 1,054 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 1,405 | 1,440 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 725 | 689 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 300 | 281 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 1,300 | 1,089 | ||
Steel Dynamics Inc. | 3.450% | 4/15/30 | 1,275 | 1,122 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,300 | 1,113 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 1,050 | 1,047 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 1,200 | 1,126 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 1,300 | 1,088 | ||
7 | Suzano Austria GmbH | 3.125% | 1/15/32 | 1,800 | 1,406 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 1,000 | 897 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 143 | 137 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 1,100 | 963 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 375 | 445 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 1,980 | 2,095 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 2,310 | 2,438 | ||
Vale SA | 5.625% | 9/11/42 | 238 | 226 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 250 | 247 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 575 | 507 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 1,050 | 878 | ||
Westlake Corp. | 3.375% | 6/15/30 | 900 | 773 | ||
Westlake Corp. | 2.875% | 8/15/41 | 350 | 230 | ||
Westlake Corp. | 5.000% | 8/15/46 | 825 | 692 | ||
Westlake Corp. | 4.375% | 11/15/47 | 435 | 329 | ||
Westlake Corp. | 3.125% | 8/15/51 | 500 | 311 | ||
Westlake Corp. | 3.375% | 8/15/61 | 900 | 531 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 475 | 537 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 275 | 310 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 525 | 502 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 600 | 591 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 1,325 | 1,218 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 800 | 746 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
WRKCo Inc. | 3.900% | 6/1/28 | 607 | 560 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 1,325 | 1,275 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 700 | 630 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,000 | 798 | ||
148,874 | ||||||
Real Estate (0.4%) | ||||||
Agree LP | 2.000% | 6/15/28 | 500 | 409 | ||
Agree LP | 4.800% | 10/1/32 | 500 | 460 | ||
Agree LP | 2.600% | 6/15/33 | 500 | 377 | ||
Alexandria Real Estate Equities Inc. | 3.450% | 4/30/25 | 598 | 579 | ||
Alexandria Real Estate Equities Inc. | 4.300% | 1/15/26 | 300 | 293 | ||
Alexandria Real Estate Equities Inc. | 3.800% | 4/15/26 | 200 | 194 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 350 | 329 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 200 | 189 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,529 | 1,296 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 480 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 388 | 378 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 600 | 524 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 3,000 | 2,235 | ||
Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 715 | 582 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 200 | 170 | ||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 565 | 430 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 500 | 319 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 715 | 513 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 500 | 396 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 325 | 307 | ||
American Homes 4 Rent LP | 2.375% | 7/15/31 | 675 | 519 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 500 | 315 | ||
American Tower Corp. | 5.000% | 2/15/24 | 1,900 | 1,896 | ||
American Tower Corp. | 3.375% | 5/15/24 | 500 | 487 | ||
American Tower Corp. | 2.950% | 1/15/25 | 885 | 844 | ||
American Tower Corp. | 1.600% | 4/15/26 | 500 | 445 | ||
American Tower Corp. | 1.450% | 9/15/26 | 550 | 480 | ||
American Tower Corp. | 3.375% | 10/15/26 | 1,069 | 1,000 | ||
American Tower Corp. | 2.750% | 1/15/27 | 2,709 | 2,454 | ||
American Tower Corp. | 3.125% | 1/15/27 | 975 | 895 | ||
American Tower Corp. | 3.650% | 3/15/27 | 600 | 561 | ||
American Tower Corp. | 3.550% | 7/15/27 | 1,100 | 1,018 | ||
American Tower Corp. | 3.600% | 1/15/28 | 500 | 460 | ||
American Tower Corp. | 1.500% | 1/31/28 | 1,000 | 828 | ||
American Tower Corp. | 3.800% | 8/15/29 | 1,475 | 1,341 | ||
American Tower Corp. | 2.900% | 1/15/30 | 1,490 | 1,262 | ||
American Tower Corp. | 2.100% | 6/15/30 | 560 | 444 | ||
American Tower Corp. | 1.875% | 10/15/30 | 700 | 540 | ||
American Tower Corp. | 2.700% | 4/15/31 | 500 | 407 | ||
American Tower Corp. | 2.300% | 9/15/31 | 550 | 428 | ||
American Tower Corp. | 4.050% | 3/15/32 | 600 | 537 | ||
American Tower Corp. | 3.700% | 10/15/49 | 500 | 355 | ||
American Tower Corp. | 3.100% | 6/15/50 | 560 | 358 | ||
American Tower Corp. | 2.950% | 1/15/51 | 1,000 | 618 | ||
7 | AvalonBay Communities Inc. | 2.850% | 3/15/23 | 200 | 199 | |
7 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 1,050 | 1,019 | |
7 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 425 | 409 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 250 | 233 | |
7 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 46 | |
7 | AvalonBay Communities Inc. | 3.350% | 5/15/27 | 300 | 278 | |
7 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 350 | 320 | |
AvalonBay Communities Inc. | 1.900% | 12/1/28 | 500 | 418 | ||
7 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 500 | 415 | |
7 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 855 | 706 | |
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 1,500 | 1,179 | ||
7 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 255 | 196 | |
Boston Properties LP | 3.800% | 2/1/24 | 2,521 | 2,477 | ||
Boston Properties LP | 3.200% | 1/15/25 | 550 | 527 | ||
Boston Properties LP | 2.750% | 10/1/26 | 475 | 428 | ||
Boston Properties LP | 6.750% | 12/1/27 | 2,025 | 2,091 | ||
Boston Properties LP | 2.900% | 3/15/30 | 1,000 | 817 | ||
Boston Properties LP | 3.250% | 1/30/31 | 600 | 497 | ||
Boston Properties LP | 2.550% | 4/1/32 | 500 | 381 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 1,950 | 1,640 | ||
Brixmor Operating Partnership LP | 3.650% | 6/15/24 | 1,300 | 1,262 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 475 | 456 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 400 | 380 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 300 | 277 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 2,000 | 1,663 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 1,088 | 972 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 1,400 | 1,231 | ||
Camden Property Trust | 4.100% | 10/15/28 | 250 | 236 | ||
Camden Property Trust | 3.150% | 7/1/29 | 100 | 89 | ||
Camden Property Trust | 2.800% | 5/15/30 | 1,735 | 1,494 | ||
Camden Property Trust | 3.350% | 11/1/49 | 800 | 557 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 625 | 618 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 500 | 395 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 1,975 | 1,391 | ||
Crown Castle Inc. | 3.200% | 9/1/24 | 525 | 507 | ||
Crown Castle Inc. | 1.350% | 7/15/25 | 522 | 475 | ||
Crown Castle Inc. | 4.450% | 2/15/26 | 1,405 | 1,372 | ||
Crown Castle Inc. | 3.700% | 6/15/26 | 1,175 | 1,117 | ||
Crown Castle Inc. | 1.050% | 7/15/26 | 500 | 433 | ||
Crown Castle Inc. | 4.000% | 3/1/27 | 500 | 476 | ||
Crown Castle Inc. | 2.900% | 3/15/27 | 700 | 637 | ||
Crown Castle Inc. | 3.650% | 9/1/27 | 1,190 | 1,107 | ||
Crown Castle Inc. | 3.800% | 2/15/28 | 525 | 488 | ||
Crown Castle Inc. | 3.100% | 11/15/29 | 400 | 349 | ||
Crown Castle Inc. | 3.300% | 7/1/30 | 1,300 | 1,136 | ||
Crown Castle Inc. | 2.250% | 1/15/31 | 1,250 | 1,000 | ||
Crown Castle Inc. | 2.100% | 4/1/31 | 500 | 394 | ||
Crown Castle Inc. | 2.500% | 7/15/31 | 600 | 483 | ||
Crown Castle Inc. | 2.900% | 4/1/41 | 1,300 | 892 | ||
Crown Castle Inc. | 4.750% | 5/15/47 | 300 | 255 | ||
Crown Castle Inc. | 5.200% | 2/15/49 | 430 | 386 | ||
Crown Castle Inc. | 4.150% | 7/1/50 | 700 | 539 | ||
Crown Castle Inc. | 3.250% | 1/15/51 | 1,200 | 784 | ||
CubeSmart LP | 4.000% | 11/15/25 | 160 | 154 | ||
CubeSmart LP | 3.125% | 9/1/26 | 425 | 394 | ||
CubeSmart LP | 2.250% | 12/15/28 | 500 | 412 | ||
CubeSmart LP | 4.375% | 2/15/29 | 150 | 139 | ||
CubeSmart LP | 3.000% | 2/15/30 | 500 | 415 | ||
CubeSmart LP | 2.000% | 2/15/31 | 300 | 226 | ||
CubeSmart LP | 2.500% | 2/15/32 | 500 | 383 | ||
Digital Realty Trust LP | 5.550% | 1/15/28 | 500 | 503 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 1,350 | 1,280 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 1,100 | 983 | ||
EPR Properties | 4.500% | 6/1/27 | 564 | 487 | ||
EPR Properties | 3.750% | 8/15/29 | 686 | 535 | ||
EPR Properties | 3.600% | 11/15/31 | 545 | 393 | ||
Equinix Inc. | 2.625% | 11/18/24 | 2,900 | 2,765 | ||
Equinix Inc. | 1.250% | 7/15/25 | 500 | 453 | ||
Equinix Inc. | 1.000% | 9/15/25 | 500 | 447 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Equinix Inc. | 1.450% | 5/15/26 | 420 | 369 | ||
Equinix Inc. | 2.900% | 11/18/26 | 1,250 | 1,142 | ||
Equinix Inc. | 1.800% | 7/15/27 | 1,150 | 985 | ||
Equinix Inc. | 1.550% | 3/15/28 | 116 | 96 | ||
Equinix Inc. | 2.000% | 5/15/28 | 250 | 211 | ||
Equinix Inc. | 3.200% | 11/18/29 | 1,000 | 870 | ||
Equinix Inc. | 2.150% | 7/15/30 | 825 | 658 | ||
Equinix Inc. | 2.500% | 5/15/31 | 850 | 681 | ||
Equinix Inc. | 3.000% | 7/15/50 | 400 | 253 | ||
Equinix Inc. | 2.950% | 9/15/51 | 400 | 250 | ||
Equinix Inc. | 3.400% | 2/15/52 | 400 | 275 | ||
ERP Operating LP | 3.375% | 6/1/25 | 350 | 337 | ||
ERP Operating LP | 2.850% | 11/1/26 | 1,300 | 1,201 | ||
ERP Operating LP | 3.500% | 3/1/28 | 500 | 461 | ||
ERP Operating LP | 4.150% | 12/1/28 | 300 | 282 | ||
ERP Operating LP | 3.000% | 7/1/29 | 250 | 218 | ||
ERP Operating LP | 2.500% | 2/15/30 | 300 | 250 | ||
ERP Operating LP | 1.850% | 8/1/31 | 600 | 466 | ||
ERP Operating LP | 4.500% | 7/1/44 | 550 | 468 | ||
ERP Operating LP | 4.500% | 6/1/45 | 350 | 295 | ||
Essex Portfolio LP | 3.250% | 5/1/23 | 50 | 50 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 275 | 269 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 200 | 193 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 963 | 905 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 280 | 255 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 405 | 342 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 877 | 653 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 455 | 360 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,000 | 809 | ||
Extra Space Storage LP | 3.900% | 4/1/29 | 500 | 449 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 500 | 391 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 500 | 379 | ||
Federal Realty Investment Trust | 2.750% | 6/1/23 | 325 | 321 | ||
Federal Realty Investment Trust | 3.250% | 7/15/27 | 225 | 206 | ||
Federal Realty Investment Trust | 3.200% | 6/15/29 | 75 | 65 | ||
Federal Realty Investment Trust | 4.500% | 12/1/44 | 825 | 648 | ||
GLP Capital LP | 3.350% | 9/1/24 | 300 | 287 | ||
GLP Capital LP | 5.250% | 6/1/25 | 625 | 615 | ||
GLP Capital LP | 5.375% | 4/15/26 | 1,100 | 1,085 | ||
GLP Capital LP | 5.750% | 6/1/28 | 100 | 98 | ||
GLP Capital LP | 5.300% | 1/15/29 | 825 | 779 | ||
GLP Capital LP | 4.000% | 1/15/30 | 570 | 499 | ||
GLP Capital LP | 4.000% | 1/15/31 | 800 | 680 | ||
Healthcare Realty Holdings LP | 3.500% | 8/1/26 | 877 | 816 | ||
Healthcare Realty Holdings LP | 3.750% | 7/1/27 | 400 | 371 | ||
Healthcare Realty Holdings LP | 3.625% | 1/15/28 | 300 | 265 | ||
Healthcare Realty Holdings LP | 3.100% | 2/15/30 | 395 | 331 | ||
Healthcare Realty Holdings LP | 2.000% | 3/15/31 | 500 | 378 | ||
Healthpeak Properties Inc. | 3.400% | 2/1/25 | 213 | 205 | ||
Healthpeak Properties Inc. | 3.250% | 7/15/26 | 150 | 141 | ||
Healthpeak Properties Inc. | 3.500% | 7/15/29 | 500 | 445 | ||
Healthpeak Properties Inc. | 3.000% | 1/15/30 | 4,000 | 3,428 | ||
Healthpeak Properties Inc. | 2.875% | 1/15/31 | 100 | 84 | ||
Healthpeak Properties Inc. | 6.750% | 2/1/41 | 175 | 180 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 850 | 765 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 500 | 396 | ||
Highwoods Realty LP | 2.600% | 2/1/31 | 500 | 370 | ||
7 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 728 | 700 | |
7 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 400 | 335 | |
7 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 1,213 | 1,001 | |
7 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 394 | 302 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 250 | 213 | ||
Hudson Pacific Properties LP | 5.950% | 2/15/28 | 500 | 465 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 200 | 171 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 240 | 183 | ||
Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 675 | 558 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 675 | 494 | ||
Kilroy Realty LP | 3.450% | 12/15/24 | 850 | 814 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 350 | 318 | ||
Kilroy Realty LP | 3.050% | 2/15/30 | 1,200 | 961 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 500 | 356 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 1,500 | 1,032 | ||
Kimco Realty Corp. | 4.450% | 1/15/24 | 75 | 74 | ||
Kimco Realty Corp. | 3.300% | 2/1/25 | 500 | 479 | ||
Kimco Realty Corp. | 2.800% | 10/1/26 | 1,294 | 1,189 | ||
Kimco Realty Corp. | 1.900% | 3/1/28 | 1,000 | 839 | ||
Kimco Realty Corp. | 2.700% | 10/1/30 | 250 | 204 | ||
Kimco Realty Corp. | 2.250% | 12/1/31 | 500 | 383 | ||
Kimco Realty Corp. | 3.200% | 4/1/32 | 500 | 414 | ||
Kimco Realty Corp. | 4.600% | 2/1/33 | 575 | 529 | ||
Kimco Realty Corp. | 4.250% | 4/1/45 | 425 | 323 | ||
Kimco Realty Corp. | 4.450% | 9/1/47 | 250 | 194 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 725 | 667 | ||
Life Storage LP | 3.500% | 7/1/26 | 475 | 446 | ||
Life Storage LP | 3.875% | 12/15/27 | 100 | 93 | ||
Life Storage LP | 4.000% | 6/15/29 | 125 | 112 | ||
Life Storage LP | 2.200% | 10/15/30 | 500 | 388 | ||
Life Storage LP | 2.400% | 10/15/31 | 950 | 725 | ||
LXP Industrial Trust | 2.700% | 9/15/30 | 500 | 398 | ||
Mid-America Apartments LP | 3.750% | 6/15/24 | 325 | 318 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 1,431 | 1,356 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 295 | 252 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 900 | 703 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 500 | 321 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 1,000 | 720 | ||
National Retail Properties Inc. | 3.900% | 6/15/24 | 275 | 269 | ||
National Retail Properties Inc. | 4.000% | 11/15/25 | 450 | 434 | ||
National Retail Properties Inc. | 3.600% | 12/15/26 | 449 | 418 | ||
National Retail Properties Inc. | 3.500% | 10/15/27 | 550 | 498 | ||
National Retail Properties Inc. | 4.300% | 10/15/28 | 300 | 278 | ||
National Retail Properties Inc. | 2.500% | 4/15/30 | 325 | 263 | ||
National Retail Properties Inc. | 4.800% | 10/15/48 | 250 | 207 | ||
National Retail Properties Inc. | 3.100% | 4/15/50 | 500 | 310 | ||
National Retail Properties Inc. | 3.500% | 4/15/51 | 500 | 336 | ||
National Retail Properties Inc. | 3.000% | 4/15/52 | 500 | 305 | ||
Omega Healthcare Investors Inc. | 4.950% | 4/1/24 | 275 | 272 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 281 | 273 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 475 | 466 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 300 | 276 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 2,000 | 1,644 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 750 | 580 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 1,000 | 735 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 744 | 702 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 300 | 274 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 437 | 341 | ||
Piedmont Operating Partnership LP | 3.400% | 6/1/23 | 300 | 297 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 275 | 270 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 250 | 190 | ||
Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 262 | 183 | ||
Prologis LP | 3.250% | 6/30/26 | 1,075 | 1,021 | ||
Prologis LP | 3.250% | 10/1/26 | 583 | 553 | ||
Prologis LP | 2.125% | 4/15/27 | 1,211 | 1,085 | ||
Prologis LP | 3.375% | 12/15/27 | 250 | 234 | ||
Prologis LP | 3.875% | 9/15/28 | 300 | 284 | ||
Prologis LP | 4.000% | 9/15/28 | 500 | 477 | ||
Prologis LP | 4.375% | 2/1/29 | 50 | 48 | ||
Prologis LP | 2.875% | 11/15/29 | 250 | 217 | ||
Prologis LP | 2.250% | 4/15/30 | 400 | 334 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Prologis LP | 1.750% | 7/1/30 | 750 | 593 | ||
Prologis LP | 1.250% | 10/15/30 | 1,214 | 921 | ||
Prologis LP | 1.625% | 3/15/31 | 1,000 | 773 | ||
Prologis LP | 4.375% | 9/15/48 | 300 | 256 | ||
Prologis LP | 3.050% | 3/1/50 | 175 | 118 | ||
Prologis LP | 3.000% | 4/15/50 | 510 | 341 | ||
Prologis LP | 2.125% | 10/15/50 | 500 | 279 | ||
Public Storage | 1.500% | 11/9/26 | 575 | 512 | ||
Public Storage | 3.094% | 9/15/27 | 300 | 280 | ||
Public Storage | 1.850% | 5/1/28 | 600 | 515 | ||
Public Storage | 1.950% | 11/9/28 | 575 | 490 | ||
Public Storage | 3.385% | 5/1/29 | 420 | 384 | ||
Public Storage | 2.300% | 5/1/31 | 1,000 | 816 | ||
Public Storage | 2.250% | 11/9/31 | 575 | 464 | ||
Realty Income Corp. | 4.600% | 2/6/24 | 375 | 372 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 250 | 245 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 200 | 196 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 738 | 732 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 350 | 348 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 775 | 753 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 525 | 486 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 475 | 454 | ||
Realty Income Corp. | 3.400% | 1/15/28 | 1,000 | 921 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 1,290 | 1,204 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 500 | 429 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 575 | 512 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 500 | 437 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 831 | 721 | ||
Realty Income Corp. | 5.625% | 10/13/32 | 500 | 510 | ||
Realty Income Corp. | 2.850% | 12/15/32 | 500 | 406 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 500 | 360 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 820 | 722 | ||
Regency Centers LP | 3.600% | 2/1/27 | 340 | 318 | ||
Regency Centers LP | 4.125% | 3/15/28 | 250 | 231 | ||
Regency Centers LP | 2.950% | 9/15/29 | 400 | 335 | ||
Regency Centers LP | 4.400% | 2/1/47 | 400 | 308 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 650 | 498 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 1,332 | 1,269 | ||
Safehold Operating Partnership LP | 2.850% | 1/15/32 | 650 | 493 | ||
Simon Property Group LP | 3.750% | 2/1/24 | 500 | 493 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 595 | 566 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 700 | 671 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 185 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 300 | 281 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 500 | 437 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 820 | 765 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 1,000 | 927 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 500 | 425 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 1,595 | 1,333 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 500 | 416 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 600 | 475 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 500 | 389 | ||
Simon Property Group LP | 2.650% | 2/1/32 | 700 | 563 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 500 | 539 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 350 | 298 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 425 | 343 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 700 | 461 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 1,500 | 1,099 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 463 | 437 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 250 | 235 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 1,000 | 939 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 315 | 280 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 1,200 | 978 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 245 | 213 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 520 | 433 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 225 | 203 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
STORE Capital Corp. | 4.625% | 3/15/29 | 300 | 268 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 725 | 606 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 500 | 394 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 500 | 439 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 723 | 660 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 250 | 229 | ||
7 | UDR Inc. | 2.950% | 9/1/26 | 600 | 552 | |
7 | UDR Inc. | 3.500% | 7/1/27 | 150 | 140 | |
7 | UDR Inc. | 3.500% | 1/15/28 | 50 | 45 | |
7 | UDR Inc. | 3.200% | 1/15/30 | 240 | 208 | |
7 | UDR Inc. | 2.100% | 8/1/32 | 1,175 | 873 | |
7 | UDR Inc. | 1.900% | 3/15/33 | 1,000 | 712 | |
UDR Inc. | 3.100% | 11/1/34 | 265 | 205 | ||
Ventas Realty LP | 3.500% | 4/15/24 | 325 | 316 | ||
Ventas Realty LP | 3.750% | 5/1/24 | 200 | 196 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 456 | 432 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 59 | 57 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 275 | 259 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 325 | 274 | ||
Ventas Realty LP | 4.750% | 11/15/30 | 450 | 422 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 325 | 298 | ||
Ventas Realty LP | 4.375% | 2/1/45 | 250 | 195 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 650 | 541 | ||
VICI Properties LP | 4.750% | 2/15/28 | 900 | 855 | ||
VICI Properties LP | 4.950% | 2/15/30 | 900 | 847 | ||
VICI Properties LP | 5.125% | 5/15/32 | 900 | 834 | ||
VICI Properties LP | 5.625% | 5/15/52 | 700 | 619 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 425 | 399 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 500 | 371 | ||
Welltower Inc. | 4.500% | 1/15/24 | 725 | 718 | ||
Welltower Inc. | 3.625% | 3/15/24 | 225 | 220 | ||
Welltower Inc. | 4.000% | 6/1/25 | 1,264 | 1,232 | ||
Welltower Inc. | 4.250% | 4/1/26 | 856 | 830 | ||
Welltower Inc. | 2.700% | 2/15/27 | 1,662 | 1,497 | ||
Welltower Inc. | 4.250% | 4/15/28 | 750 | 704 | ||
Welltower Inc. | 4.125% | 3/15/29 | 500 | 458 | ||
Welltower Inc. | 3.100% | 1/15/30 | 1,250 | 1,055 | ||
Welltower Inc. | 2.750% | 1/15/31 | 500 | 400 | ||
Welltower Inc. | 2.800% | 6/1/31 | 700 | 558 | ||
Welltower Inc. | 2.750% | 1/15/32 | 525 | 411 | ||
Welltower Inc. | 3.850% | 6/15/32 | 500 | 426 | ||
Welltower Inc. | 6.500% | 3/15/41 | 200 | 200 | ||
Welltower Inc. | 4.950% | 9/1/48 | 400 | 329 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 750 | 686 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 800 | 730 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 219 | 243 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 500 | 379 | ||
WP Carey Inc. | 4.600% | 4/1/24 | 550 | 545 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 200 | 195 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 300 | 289 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 200 | 180 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 1,000 | 742 | ||
198,092 | ||||||
Technology (1.0%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 100 | 94 | ||
Adobe Inc. | 3.250% | 2/1/25 | 800 | 777 | ||
Adobe Inc. | 2.150% | 2/1/27 | 500 | 456 | ||
Adobe Inc. | 2.300% | 2/1/30 | 1,100 | 938 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 600 | 487 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 300 | 288 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 500 | 477 | ||
10 | Analog Devices Inc. | 3.450% | 6/15/27 | 250 | 235 | |
Analog Devices Inc. | 1.700% | 10/1/28 | 800 | 678 | ||
Analog Devices Inc. | 2.100% | 10/1/31 | 900 | 728 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 950 | 699 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 950 | 643 | ||
Apple Inc. | 3.000% | 2/9/24 | 1,375 | 1,348 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Apple Inc. | 2.850% | 5/11/24 | 2,500 | 2,435 | ||
Apple Inc. | 1.800% | 9/11/24 | 500 | 476 | ||
Apple Inc. | 2.750% | 1/13/25 | 1,200 | 1,156 | ||
Apple Inc. | 1.125% | 5/11/25 | 6,450 | 5,944 | ||
Apple Inc. | 0.550% | 8/20/25 | 1,000 | 902 | ||
Apple Inc. | 0.700% | 2/8/26 | 2,200 | 1,955 | ||
Apple Inc. | 3.250% | 2/23/26 | 3,805 | 3,657 | ||
Apple Inc. | 2.450% | 8/4/26 | 500 | 464 | ||
Apple Inc. | 2.050% | 9/11/26 | 3,000 | 2,741 | ||
Apple Inc. | 3.350% | 2/9/27 | 200 | 191 | ||
Apple Inc. | 3.200% | 5/11/27 | 2,700 | 2,563 | ||
Apple Inc. | 2.900% | 9/12/27 | 2,331 | 2,177 | ||
Apple Inc. | 3.000% | 11/13/27 | 1,025 | 958 | ||
Apple Inc. | 1.200% | 2/8/28 | 2,200 | 1,868 | ||
Apple Inc. | 1.400% | 8/5/28 | 2,000 | 1,695 | ||
Apple Inc. | 2.200% | 9/11/29 | 4,475 | 3,866 | ||
Apple Inc. | 1.650% | 5/11/30 | 2,000 | 1,640 | ||
Apple Inc. | 1.250% | 8/20/30 | 2,000 | 1,572 | ||
Apple Inc. | 1.650% | 2/8/31 | 2,500 | 2,012 | ||
Apple Inc. | 1.700% | 8/5/31 | 900 | 720 | ||
Apple Inc. | 4.500% | 2/23/36 | 825 | 817 | ||
Apple Inc. | 2.375% | 2/8/41 | 1,300 | 920 | ||
Apple Inc. | 3.850% | 5/4/43 | 2,825 | 2,454 | ||
Apple Inc. | 4.450% | 5/6/44 | 625 | 593 | ||
Apple Inc. | 3.450% | 2/9/45 | 2,344 | 1,886 | ||
Apple Inc. | 4.375% | 5/13/45 | 1,775 | 1,640 | ||
Apple Inc. | 4.650% | 2/23/46 | 3,720 | 3,537 | ||
Apple Inc. | 3.850% | 8/4/46 | 2,350 | 2,001 | ||
Apple Inc. | 3.750% | 9/12/47 | 842 | 703 | ||
Apple Inc. | 3.750% | 11/13/47 | 1,000 | 835 | ||
Apple Inc. | 2.950% | 9/11/49 | 1,600 | 1,143 | ||
Apple Inc. | 2.650% | 5/11/50 | 1,855 | 1,234 | ||
Apple Inc. | 2.400% | 8/20/50 | 1,000 | 632 | ||
Apple Inc. | 2.650% | 2/8/51 | 2,700 | 1,802 | ||
Apple Inc. | 2.700% | 8/5/51 | 1,600 | 1,069 | ||
Apple Inc. | 2.550% | 8/20/60 | 1,500 | 918 | ||
Apple Inc. | 2.800% | 2/8/61 | 1,600 | 1,027 | ||
Apple Inc. | 2.850% | 8/5/61 | 1,300 | 847 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 756 | 740 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 1,065 | 1,012 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 350 | 285 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 400 | 404 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 250 | 273 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,225 | 1,107 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 550 | 376 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 509 | 490 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 300 | 289 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 250 | 228 | ||
Arrow Electronics Inc. | 2.950% | 2/15/32 | 400 | 315 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 250 | 247 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 375 | 351 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 360 | 309 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 900 | 722 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 825 | 800 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 1,000 | 868 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 1,300 | 1,015 | ||
Avnet Inc. | 4.625% | 4/15/26 | 450 | 433 | ||
Avnet Inc. | 3.000% | 5/15/31 | 200 | 155 | ||
Block Financial LLC | 5.250% | 10/1/25 | 350 | 349 | ||
Block Financial LLC | 2.500% | 7/15/28 | 400 | 339 | ||
Block Financial LLC | 3.875% | 8/15/30 | 600 | 526 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 3,150 | 2,982 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 800 | 729 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 700 | 682 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 1,233 | 1,169 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 1,588 | 1,495 | ||
10 | Broadcom Inc. | 1.950% | 2/15/28 | 600 | 507 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Broadcom Inc. | 4.110% | 9/15/28 | 1,865 | 1,740 | ||
10 | Broadcom Inc. | 4.000% | 4/15/29 | 500 | 455 | |
Broadcom Inc. | 4.750% | 4/15/29 | 1,500 | 1,431 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 850 | 806 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 2,000 | 1,792 | ||
10 | Broadcom Inc. | 2.450% | 2/15/31 | 2,200 | 1,732 | |
Broadcom Inc. | 4.300% | 11/15/32 | 1,500 | 1,324 | ||
10 | Broadcom Inc. | 2.600% | 2/15/33 | 1,500 | 1,124 | |
10 | Broadcom Inc. | 3.419% | 4/15/33 | 2,692 | 2,161 | |
10 | Broadcom Inc. | 3.469% | 4/15/34 | 2,902 | 2,301 | |
10 | Broadcom Inc. | 3.137% | 11/15/35 | 1,360 | 998 | |
10 | Broadcom Inc. | 3.187% | 11/15/36 | 2,800 | 2,021 | |
10 | Broadcom Inc. | 4.926% | 5/15/37 | 2,850 | 2,491 | |
10 | Broadcom Inc. | 3.500% | 2/15/41 | 2,100 | 1,503 | |
10 | Broadcom Inc. | 3.750% | 2/15/51 | 1,500 | 1,046 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 320 | 300 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 375 | 317 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 900 | 732 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 279 | 276 | ||
CDW LLC | 4.125% | 5/1/25 | 300 | 292 | ||
CDW LLC | 4.250% | 4/1/28 | 347 | 319 | ||
CDW LLC | 3.250% | 2/15/29 | 487 | 415 | ||
CGI Inc. | 1.450% | 9/14/26 | 625 | 552 | ||
CGI Inc. | 2.300% | 9/14/31 | 400 | 302 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 1,373 | 1,322 | ||
Cisco Systems Inc. | 3.625% | 3/4/24 | 2,000 | 1,971 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 1,550 | 1,480 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 1,350 | 1,259 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 1,400 | 1,511 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 1,275 | 1,330 | ||
Corning Inc. | 4.700% | 3/15/37 | 750 | 681 | ||
Corning Inc. | 5.750% | 8/15/40 | 665 | 660 | ||
Corning Inc. | 4.750% | 3/15/42 | 300 | 266 | ||
Corning Inc. | 4.375% | 11/15/57 | 775 | 603 | ||
Corning Inc. | 5.850% | 11/15/68 | 400 | 368 | ||
Corning Inc. | 5.450% | 11/15/79 | 700 | 607 | ||
Dell Inc. | 7.100% | 4/15/28 | 70 | 75 | ||
Dell Inc. | 6.500% | 4/15/38 | 400 | 395 | ||
Dell International LLC | 4.000% | 7/15/24 | 1,625 | 1,595 | ||
Dell International LLC | 5.850% | 7/15/25 | 700 | 709 | ||
Dell International LLC | 6.020% | 6/15/26 | 4,500 | 4,594 | ||
Dell International LLC | 4.900% | 10/1/26 | 1,000 | 985 | ||
Dell International LLC | 6.100% | 7/15/27 | 800 | 822 | ||
Dell International LLC | 5.300% | 10/1/29 | 1,650 | 1,611 | ||
Dell International LLC | 6.200% | 7/15/30 | 1,675 | 1,705 | ||
Dell International LLC | 8.100% | 7/15/36 | 972 | 1,090 | ||
10 | Dell International LLC | 3.375% | 12/15/41 | 1,000 | 672 | |
Dell International LLC | 8.350% | 7/15/46 | 571 | 655 | ||
10 | Dell International LLC | 3.450% | 12/15/51 | 1,200 | 742 | |
DXC Technology Co. | 1.800% | 9/15/26 | 700 | 609 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 2,600 | 2,186 | ||
Equifax Inc. | 2.600% | 12/1/24 | 200 | 191 | ||
Equifax Inc. | 2.600% | 12/15/25 | 375 | 349 | ||
Equifax Inc. | 3.100% | 5/15/30 | 445 | 374 | ||
Equifax Inc. | 2.350% | 9/15/31 | 900 | 698 | ||
Fidelity National Information Services Inc. | 0.600% | 3/1/24 | 500 | 473 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 1,100 | 965 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 700 | 582 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 250 | 228 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 700 | 551 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 700 | 485 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 2,400 | 2,315 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 2,267 | 2,200 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 2,100 | 1,967 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 1,550 | 1,384 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 800 | 757 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 2,505 | 2,257 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 1,900 | 1,593 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 1,650 | 1,342 | ||
Flex Ltd. | 4.750% | 6/15/25 | 25 | 24 | ||
Flex Ltd. | 4.875% | 6/15/29 | 514 | 483 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 500 | 437 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 500 | 384 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 500 | 465 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 1,425 | 1,342 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 1,000 | 872 | ||
Global Payments Inc. | 4.800% | 4/1/26 | 600 | 584 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 700 | 611 | ||
Global Payments Inc. | 4.950% | 8/15/27 | 250 | 243 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 300 | 279 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 3,100 | 2,646 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 500 | 410 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 800 | 632 | ||
Global Payments Inc. | 5.400% | 8/15/32 | 650 | 620 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 1,200 | 857 | ||
Global Payments Inc. | 5.950% | 8/15/52 | 430 | 391 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 500 | 371 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 351 | 341 | ||
Hewlett Packard Enterprise Co. | 1.450% | 4/1/24 | 2,000 | 1,910 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 1,600 | 1,584 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 440 | 395 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 950 | 979 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 1,850 | 1,849 | ||
HP Inc. | 2.200% | 6/17/25 | 1,925 | 1,802 | ||
HP Inc. | 1.450% | 6/17/26 | 900 | 789 | ||
HP Inc. | 3.000% | 6/17/27 | 2,500 | 2,283 | ||
HP Inc. | 4.750% | 1/15/28 | 675 | 656 | ||
HP Inc. | 4.000% | 4/15/29 | 800 | 732 | ||
HP Inc. | 3.400% | 6/17/30 | 1,500 | 1,269 | ||
HP Inc. | 2.650% | 6/17/31 | 900 | 701 | ||
HP Inc. | 4.200% | 4/15/32 | 800 | 687 | ||
HP Inc. | 5.500% | 1/15/33 | 500 | 470 | ||
HP Inc. | 6.000% | 9/15/41 | 1,110 | 1,064 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 300 | 285 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 275 | 251 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 400 | 368 | ||
Intel Corp. | 2.875% | 5/11/24 | 2,675 | 2,605 | ||
Intel Corp. | 3.400% | 3/25/25 | 1,050 | 1,022 | ||
Intel Corp. | 3.700% | 7/29/25 | 2,005 | 1,957 | ||
Intel Corp. | 2.600% | 5/19/26 | 1,140 | 1,064 | ||
Intel Corp. | 3.750% | 3/25/27 | 1,750 | 1,690 | ||
Intel Corp. | 3.750% | 8/5/27 | 400 | 385 | ||
Intel Corp. | 1.600% | 8/12/28 | 900 | 765 | ||
Intel Corp. | 2.450% | 11/15/29 | 1,400 | 1,201 | ||
Intel Corp. | 3.900% | 3/25/30 | 1,240 | 1,163 | ||
Intel Corp. | 2.000% | 8/12/31 | 1,000 | 793 | ||
Intel Corp. | 4.150% | 8/5/32 | 875 | 818 | ||
Intel Corp. | 4.000% | 12/15/32 | 1,125 | 1,041 | ||
Intel Corp. | 4.600% | 3/25/40 | 1,000 | 908 | ||
Intel Corp. | 2.800% | 8/12/41 | 700 | 488 | ||
Intel Corp. | 4.800% | 10/1/41 | 1,065 | 983 | ||
Intel Corp. | 4.100% | 5/19/46 | 1,350 | 1,099 | ||
Intel Corp. | 4.100% | 5/11/47 | 800 | 648 | ||
Intel Corp. | 3.734% | 12/8/47 | 2,200 | 1,655 | ||
Intel Corp. | 3.250% | 11/15/49 | 1,544 | 1,052 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intel Corp. | 4.750% | 3/25/50 | 2,185 | 1,905 | ||
Intel Corp. | 3.050% | 8/12/51 | 1,000 | 650 | ||
Intel Corp. | 4.900% | 8/5/52 | 1,100 | 977 | ||
Intel Corp. | 3.100% | 2/15/60 | 700 | 437 | ||
Intel Corp. | 3.200% | 8/12/61 | 700 | 442 | ||
Intel Corp. | 5.050% | 8/5/62 | 1,720 | 1,518 | ||
International Business Machines Corp. | 3.625% | 2/12/24 | 1,400 | 1,379 | ||
International Business Machines Corp. | 3.000% | 5/15/24 | 2,500 | 2,434 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 900 | 864 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 2,365 | 2,251 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 3,300 | 2,900 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 2,975 | 2,733 | ||
International Business Machines Corp. | 1.950% | 5/15/30 | 2,000 | 1,630 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 1,350 | 1,162 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 414 | 421 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 970 | 702 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 730 | 606 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 2,800 | 2,324 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 545 | 356 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 425 | 300 | ||
International Business Machines Corp. | 4.900% | 7/27/52 | 714 | 653 | ||
Intuit Inc. | 0.950% | 7/15/25 | 650 | 592 | ||
Intuit Inc. | 1.350% | 7/15/27 | 400 | 346 | ||
Intuit Inc. | 1.650% | 7/15/30 | 400 | 321 | ||
Jabil Inc. | 3.950% | 1/12/28 | 400 | 373 | ||
Jabil Inc. | 3.600% | 1/15/30 | 500 | 438 | ||
Jabil Inc. | 3.000% | 1/15/31 | 450 | 372 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 500 | 447 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 500 | 445 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 500 | 380 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 150 | 140 | ||
KLA Corp. | 4.650% | 11/1/24 | 240 | 240 | ||
KLA Corp. | 4.100% | 3/15/29 | 300 | 290 | ||
KLA Corp. | 4.650% | 7/15/32 | 900 | 882 | ||
KLA Corp. | 5.000% | 3/15/49 | 800 | 748 | ||
KLA Corp. | 3.300% | 3/1/50 | 2,200 | 1,595 | ||
KLA Corp. | 4.950% | 7/15/52 | 1,000 | 939 | ||
KLA Corp. | 5.250% | 7/15/62 | 750 | 723 | ||
Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 300 | 248 | ||
Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 100 | 75 | ||
Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 600 | 401 | ||
Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 400 | 236 | ||
Lam Research Corp. | 3.800% | 3/15/25 | 501 | 490 | ||
Lam Research Corp. | 3.750% | 3/15/26 | 600 | 582 | ||
Lam Research Corp. | 4.000% | 3/15/29 | 600 | 571 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 785 | 639 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 500 | 478 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 500 | 338 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 400 | 263 | ||
Legrand France SA | 8.500% | 2/15/25 | 300 | 324 | ||
Leidos Inc. | 3.625% | 5/15/25 | 355 | 341 | ||
Leidos Inc. | 4.375% | 5/15/30 | 1,200 | 1,083 | ||
Leidos Inc. | 2.300% | 2/15/31 | 800 | 612 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 400 | 336 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Marvell Technology Inc. | 4.875% | 6/22/28 | 300 | 285 | |
Marvell Technology Inc. | 2.950% | 4/15/31 | 300 | 241 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 1,000 | 971 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 275 | 271 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 750 | 713 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 575 | 552 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 300 | 272 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 700 | 525 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 1,000 | 669 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 500 | 311 | ||
Microsoft Corp. | 2.875% | 2/6/24 | 2,213 | 2,170 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 2,270 | 2,193 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 7,700 | 7,183 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 3,800 | 3,663 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 1,325 | 1,201 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 2,450 | 2,174 | ||
Microsoft Corp. | 4.100% | 2/6/37 | 1,075 | 1,020 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 5,824 | 4,975 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 6,365 | 4,242 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 7,076 | 5,042 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 3,407 | 2,202 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 3,671 | 2,557 | ||
Moody's Corp. | 4.875% | 2/15/24 | 425 | 424 | ||
Moody's Corp. | 3.250% | 1/15/28 | 300 | 277 | ||
Moody's Corp. | 2.000% | 8/19/31 | 600 | 475 | ||
Moody's Corp. | 2.750% | 8/19/41 | 600 | 419 | ||
Moody's Corp. | 5.250% | 7/15/44 | 600 | 576 | ||
Moody's Corp. | 4.875% | 12/17/48 | 300 | 271 | ||
Moody's Corp. | 3.250% | 5/20/50 | 250 | 172 | ||
Moody's Corp. | 3.750% | 2/25/52 | 500 | 385 | ||
Moody's Corp. | 3.100% | 11/29/61 | 250 | 158 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 32 | 31 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 550 | 533 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 500 | 475 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 1,000 | 785 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 500 | 399 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 300 | 272 | ||
NetApp Inc. | 3.300% | 9/29/24 | 300 | 290 | ||
NetApp Inc. | 1.875% | 6/22/25 | 500 | 461 | ||
NetApp Inc. | 2.375% | 6/22/27 | 400 | 356 | ||
NetApp Inc. | 2.700% | 6/22/30 | 600 | 492 | ||
NVIDIA Corp. | 0.584% | 6/14/24 | 1,000 | 943 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 1,764 | 1,677 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 1,000 | 855 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 1,150 | 1,005 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 1,000 | 803 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 1,700 | 1,377 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 1,965 | 1,487 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 350 | 261 | ||
NXP BV | 4.875% | 3/1/24 | 800 | 794 | ||
NXP BV | 5.350% | 3/1/26 | 787 | 781 | ||
NXP BV | 3.875% | 6/18/26 | 300 | 286 | ||
NXP BV | 3.150% | 5/1/27 | 930 | 848 | ||
NXP BV | 5.550% | 12/1/28 | 375 | 376 | ||
NXP BV | 4.300% | 6/18/29 | 750 | 695 | ||
NXP BV | 3.400% | 5/1/30 | 1,100 | 949 | ||
NXP BV | 2.500% | 5/11/31 | 900 | 711 | ||
NXP BV | 2.650% | 2/15/32 | 900 | 704 | ||
NXP BV | 3.250% | 5/11/41 | 900 | 626 | ||
NXP BV | 3.125% | 2/15/42 | 400 | 270 | ||
NXP BV | 3.250% | 11/30/51 | 400 | 250 | ||
Oracle Corp. | 3.400% | 7/8/24 | 1,100 | 1,073 | ||
Oracle Corp. | 2.950% | 11/15/24 | 2,860 | 2,752 | ||
Oracle Corp. | 2.500% | 4/1/25 | 4,156 | 3,919 | ||
Oracle Corp. | 2.950% | 5/15/25 | 3,125 | 2,967 | ||
Oracle Corp. | 1.650% | 3/25/26 | 3,575 | 3,204 | ||
Oracle Corp. | 2.650% | 7/15/26 | 5,000 | 4,598 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oracle Corp. | 2.800% | 4/1/27 | 4,450 | 4,059 | ||
Oracle Corp. | 2.300% | 3/25/28 | 1,700 | 1,474 | ||
Oracle Corp. | 6.150% | 11/9/29 | 1,075 | 1,118 | ||
Oracle Corp. | 2.950% | 4/1/30 | 2,950 | 2,518 | ||
Oracle Corp. | 2.875% | 3/25/31 | 3,000 | 2,489 | ||
Oracle Corp. | 6.250% | 11/9/32 | 1,075 | 1,129 | ||
Oracle Corp. | 4.300% | 7/8/34 | 1,350 | 1,189 | ||
Oracle Corp. | 3.900% | 5/15/35 | 1,375 | 1,146 | ||
Oracle Corp. | 3.850% | 7/15/36 | 1,180 | 965 | ||
Oracle Corp. | 3.800% | 11/15/37 | 2,484 | 1,960 | ||
Oracle Corp. | 6.125% | 7/8/39 | 600 | 597 | ||
Oracle Corp. | 3.600% | 4/1/40 | 3,325 | 2,455 | ||
Oracle Corp. | 5.375% | 7/15/40 | 2,060 | 1,891 | ||
Oracle Corp. | 3.650% | 3/25/41 | 2,050 | 1,516 | ||
Oracle Corp. | 4.500% | 7/8/44 | 985 | 792 | ||
Oracle Corp. | 4.125% | 5/15/45 | 825 | 623 | ||
Oracle Corp. | 4.000% | 7/15/46 | 3,340 | 2,453 | ||
Oracle Corp. | 4.000% | 11/15/47 | 2,475 | 1,817 | ||
Oracle Corp. | 3.600% | 4/1/50 | 4,200 | 2,865 | ||
Oracle Corp. | 3.950% | 3/25/51 | 3,025 | 2,179 | ||
Oracle Corp. | 6.900% | 11/9/52 | 1,075 | 1,163 | ||
Oracle Corp. | 4.375% | 5/15/55 | 1,150 | 883 | ||
Oracle Corp. | 3.850% | 4/1/60 | 3,000 | 2,007 | ||
Oracle Corp. | 4.100% | 3/25/61 | 1,300 | 908 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 400 | 383 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 450 | 417 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 900 | 831 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 1,000 | 871 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 900 | 739 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 1,000 | 688 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 900 | 821 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 500 | 457 | ||
10 | Qorvo Inc. | 1.750% | 12/15/24 | 450 | 415 | |
Qorvo Inc. | 4.375% | 10/15/29 | 800 | 707 | ||
QUALCOMM Inc. | 2.900% | 5/20/24 | 612 | 597 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 1,165 | 1,133 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 1,150 | 1,095 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 964 | 816 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 1,400 | 1,183 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 1,931 | 1,490 | ||
QUALCOMM Inc. | 4.250% | 5/20/32 | 300 | 289 | ||
QUALCOMM Inc. | 5.400% | 5/20/33 | 650 | 677 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 800 | 776 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 1,000 | 938 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 1,475 | 1,279 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 500 | 364 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 900 | 793 | ||
QUALCOMM Inc. | 6.000% | 5/20/53 | 650 | 694 | ||
Quanta Services Inc. | 0.950% | 10/1/24 | 2,000 | 1,841 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 800 | 659 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 800 | 741 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 500 | 426 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 500 | 480 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 500 | 477 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 500 | 449 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 250 | 242 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 600 | 573 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 2,000 | 1,696 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 650 | 627 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 475 | 412 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 525 | 420 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 2,000 | 1,540 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 400 | 374 | ||
10 | S&P Global Inc. | 2.450% | 3/1/27 | 1,000 | 914 | |
10 | S&P Global Inc. | 4.750% | 8/1/28 | 800 | 791 | |
10 | S&P Global Inc. | 2.700% | 3/1/29 | 1,000 | 880 | |
10 | S&P Global Inc. | 4.250% | 5/1/29 | 900 | 859 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
S&P Global Inc. | 2.500% | 12/1/29 | 375 | 321 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 500 | 385 | ||
10 | S&P Global Inc. | 2.900% | 3/1/32 | 1,200 | 1,024 | |
S&P Global Inc. | 3.250% | 12/1/49 | 1,050 | 767 | ||
10 | S&P Global Inc. | 3.700% | 3/1/52 | 900 | 701 | |
S&P Global Inc. | 2.300% | 8/15/60 | 1,000 | 550 | ||
10 | S&P Global Inc. | 3.900% | 3/1/62 | 250 | 194 | |
Salesforce Inc. | 3.700% | 4/11/28 | 1,275 | 1,226 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 965 | 825 | ||
Salesforce Inc. | 1.950% | 7/15/31 | 600 | 480 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 1,200 | 857 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 2,300 | 1,532 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 1,200 | 777 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 1,200 | 914 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 500 | 440 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 500 | 392 | ||
TD SYNNEX Corp. | 1.750% | 8/9/26 | 500 | 425 | ||
TD SYNNEX Corp. | 2.375% | 8/9/28 | 2,500 | 2,026 | ||
Teledyne FLIR LLC | 2.500% | 8/1/30 | 500 | 404 | ||
Texas Instruments Inc. | 2.625% | 5/15/24 | 225 | 218 | ||
Texas Instruments Inc. | 4.700% | 11/18/24 | 500 | 499 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 1,900 | 1,775 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 500 | 442 | ||
Texas Instruments Inc. | 2.900% | 11/3/27 | 400 | 373 | ||
Texas Instruments Inc. | 4.600% | 2/15/28 | 500 | 501 | ||
Texas Instruments Inc. | 2.250% | 9/4/29 | 1,100 | 951 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 560 | 461 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 450 | 364 | ||
Texas Instruments Inc. | 3.875% | 3/15/39 | 600 | 529 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 1,225 | 1,090 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 400 | 278 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 1,150 | 1,021 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 575 | 552 | ||
TSMC Arizona Corp. | 4.125% | 4/22/29 | 500 | 475 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 1,000 | 822 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 450 | 434 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 875 | 670 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 1,050 | 763 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 900 | 811 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 125 | 122 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 900 | 840 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 600 | 562 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 600 | 415 | ||
VMware Inc. | 4.500% | 5/15/25 | 2,086 | 2,045 | ||
VMware Inc. | 1.400% | 8/15/26 | 1,400 | 1,219 | ||
VMware Inc. | 4.650% | 5/15/27 | 1,200 | 1,159 | ||
VMware Inc. | 3.900% | 8/21/27 | 1,050 | 980 | ||
VMware Inc. | 1.800% | 8/15/28 | 700 | 572 | ||
VMware Inc. | 4.700% | 5/15/30 | 1,610 | 1,498 | ||
VMware Inc. | 2.200% | 8/15/31 | 1,400 | 1,061 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 2,000 | 1,882 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 500 | 387 | ||
Workday Inc. | 3.500% | 4/1/27 | 1,100 | 1,029 | ||
Workday Inc. | 3.700% | 4/1/29 | 800 | 734 | ||
Workday Inc. | 3.800% | 4/1/32 | 1,200 | 1,059 | ||
Xilinx Inc. | 2.950% | 6/1/24 | 1,000 | 972 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 550 | 462 | ||
462,285 | ||||||
Utilities (0.9%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 400 | 375 | ||
AEP Texas Inc. | 3.800% | 10/1/47 | 250 | 182 | ||
7 | AEP Texas Inc. | 3.450% | 1/15/50 | 2,379 | 1,685 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 200 | 188 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 325 | 257 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 450 | 349 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 325 | 269 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 270 | 211 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 49 | ||
7 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 300 | 230 | |
7 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 500 | 318 | |
7 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 500 | 444 | |
AES Corp. | 1.375% | 1/15/26 | 2,900 | 2,584 | ||
AES Corp. | 2.450% | 1/15/31 | 800 | 634 | ||
Alabama Power Co. | 3.750% | 9/1/27 | 500 | 480 | ||
7 | Alabama Power Co. | 1.450% | 9/15/30 | 500 | 389 | |
Alabama Power Co. | 3.050% | 3/15/32 | 600 | 518 | ||
Alabama Power Co. | 3.940% | 9/1/32 | 500 | 459 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 100 | 104 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 125 | 100 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 300 | 249 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 570 | 443 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 300 | 250 | ||
7 | Alabama Power Co. | 3.700% | 12/1/47 | 325 | 250 | |
Alabama Power Co. | 3.450% | 10/1/49 | 3,750 | 2,709 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 1,800 | 1,243 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 575 | 383 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,250 | 1,194 | ||
Ameren Corp. | 3.650% | 2/15/26 | 440 | 421 | ||
Ameren Corp. | 1.950% | 3/15/27 | 500 | 440 | ||
Ameren Corp. | 1.750% | 3/15/28 | 500 | 424 | ||
Ameren Corp. | 3.500% | 1/15/31 | 680 | 600 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 275 | 266 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 350 | 333 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 500 | 393 | ||
Ameren Illinois Co. | 3.850% | 9/1/32 | 190 | 177 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 475 | 400 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 350 | 278 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 240 | 173 | ||
Ameren Illinois Co. | 2.900% | 6/15/51 | 500 | 334 | ||
Ameren Illinois Co. | 5.900% | 12/1/52 | 500 | 550 | ||
American Electric Power Co. Inc. | 2.031% | 3/15/24 | 1,000 | 963 | ||
7 | American Electric Power Co. Inc. | 1.000% | 11/1/25 | 500 | 447 | |
American Electric Power Co. Inc. | 5.750% | 11/1/27 | 500 | 515 | ||
7 | American Electric Power Co. Inc. | 4.300% | 12/1/28 | 500 | 478 | |
American Electric Power Co. Inc. | 5.950% | 11/1/32 | 500 | 522 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 500 | 337 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 750 | 589 | ||
American Water Capital Corp. | 3.850% | 3/1/24 | 1,545 | 1,521 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 450 | 436 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 1,225 | 1,130 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 2,000 | 1,825 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 200 | 173 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 300 | 246 | ||
American Water Capital Corp. | 4.450% | 6/1/32 | 700 | 672 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 700 | 772 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 125 | 109 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 500 | 425 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 500 | 390 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 475 | 370 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 450 | 377 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 400 | 331 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 500 | 369 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 500 | 358 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 400 | 387 | ||
7 | Appalachian Power Co. | 2.700% | 4/1/31 | 2,700 | 2,221 | |
7 | Appalachian Power Co. | 4.500% | 8/1/32 | 392 | 367 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 260 | 290 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 575 | 473 | ||
7 | Appalachian Power Co. | 4.500% | 3/1/49 | 900 | 745 | |
7 | Appalachian Power Co. | 3.700% | 5/1/50 | 300 | 220 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 500 | 477 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 300 | 272 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 500 | 419 | ||
Arizona Public Service Co. | 6.350% | 12/15/32 | 500 | 526 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Arizona Public Service Co. | 5.050% | 9/1/41 | 525 | 466 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 325 | 266 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 350 | 275 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 895 | 628 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 300 | 199 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 500 | 406 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 375 | 350 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 150 | 130 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 1,000 | 779 | ||
Atmos Energy Corp. | 5.450% | 10/15/32 | 250 | 259 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 800 | 791 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 75 | 63 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 900 | 738 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 720 | 527 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 650 | 424 | ||
Atmos Energy Corp. | 5.750% | 10/15/52 | 500 | 526 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 957 | 917 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 600 | 545 | ||
Avista Corp. | 4.350% | 6/1/48 | 300 | 251 | ||
Avista Corp. | 4.000% | 4/1/52 | 346 | 274 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 225 | 208 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 725 | 775 | ||
7 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 250 | 193 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 300 | 199 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 250 | 245 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 1,250 | 1,232 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 1,000 | 927 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 2,000 | 1,831 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 500 | 387 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,000 | 1,051 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 450 | 466 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 1,050 | 1,001 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 705 | 613 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 250 | 193 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 850 | 735 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,750 | 1,459 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 500 | 329 | ||
10 | Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 900 | 791 | |
Black Hills Corp. | 1.037% | 8/23/24 | 550 | 513 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 250 | 239 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 325 | 300 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 170 | 144 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 350 | 309 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 250 | 190 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 240 | 170 | ||
7 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 150 | 137 | |
7 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 500 | 415 | |
7 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 500 | 432 | |
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 700 | 555 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 325 | 267 | ||
7 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 600 | 523 | |
7 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 200 | 135 | |
7 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 700 | 520 | |
7 | CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | 250 | 193 | |
7 | CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | 262 | 250 | |
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 900 | 863 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 1,000 | 888 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 111 | 104 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 3,650 | 3,138 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 500 | 412 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 300 | 225 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 450 | 429 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 500 | 396 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 375 | 377 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 250 | 201 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 425 | 401 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 275 | 233 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 1,275 | 1,281 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 325 | 322 | ||
CMS Energy Corp. | 3.000% | 5/15/26 | 300 | 280 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 300 | 278 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 275 | 250 | ||
7 | CMS Energy Corp. | 4.750% | 6/1/50 | 400 | 347 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 500 | 377 | ||
7 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 275 | 255 | |
7 | Commonwealth Edison Co. | 3.150% | 3/15/32 | 300 | 263 | |
Commonwealth Edison Co. | 5.900% | 3/15/36 | 500 | 523 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 750 | 825 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 825 | 750 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 625 | 487 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 900 | 770 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,000 | 757 | ||
7 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 500 | 391 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 775 | 638 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 700 | 569 | ||
7 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 250 | 178 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 500 | 345 | ||
7 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 300 | 193 | |
7 | Commonwealth Edison Co. | 3.850% | 3/15/52 | 1,000 | 801 | |
7 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 500 | 448 | |
7 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 250 | 235 | |
7 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 300 | 242 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 375 | 323 | ||
7 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 75 | 63 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 625 | 522 | ||
7 | Consolidated Edison Co. of New York Inc. | 3.125% | 11/15/27 | 275 | 253 | |
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 2,000 | 1,641 | ||
7 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 300 | 295 | |
7 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 860 | 869 | |
7 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 300 | 315 | |
7 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 400 | 439 | |
7 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 600 | 587 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 950 | 942 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 550 | 440 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 610 | 525 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 475 | 407 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,840 | 1,431 | ||
7 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 750 | 580 | |
7 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 600 | 526 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,800 | 1,432 | |
Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | 600 | 650 | ||
7 | Consolidated Edison Co. of New York Inc. | 4.300% | 12/1/56 | 75 | 61 | |
7 | Consolidated Edison Co. of New York Inc. | 4.000% | 11/15/57 | 375 | 286 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 500 | 418 | ||
Constellation Energy Generation LLC | 3.250% | 6/1/25 | 1,750 | 1,676 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 1,100 | 1,125 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 325 | 313 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 688 | 663 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 250 | 237 | ||
Consumers Energy Co. | 3.600% | 8/15/32 | 88 | 80 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 600 | 497 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 550 | 400 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 500 | 407 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 500 | 417 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 530 | 467 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 567 | 396 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 850 | 648 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 500 | 315 | ||
Consumers Energy Co. | 4.200% | 9/1/52 | 392 | 337 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 450 | 256 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 600 | 486 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 500 | 482 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 425 | 414 | ||
7 | Dominion Energy Inc. | 1.450% | 4/15/26 | 500 | 446 | |
7 | Dominion Energy Inc. | 2.850% | 8/15/26 | 1,872 | 1,729 | |
Dominion Energy Inc. | 4.250% | 6/1/28 | 200 | 191 | ||
7 | Dominion Energy Inc. | 3.375% | 4/1/30 | 2,300 | 2,026 | |
7 | Dominion Energy Inc. | 2.250% | 8/15/31 | 920 | 731 | |
7 | Dominion Energy Inc. | 4.350% | 8/15/32 | 324 | 301 | |
Dominion Energy Inc. | 5.375% | 11/15/32 | 725 | 720 | ||
7 | Dominion Energy Inc. | 6.300% | 3/15/33 | 500 | 527 | |
7 | Dominion Energy Inc. | 5.250% | 8/1/33 | 200 | 196 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 300 | 321 | ||
7 | Dominion Energy Inc. | 3.300% | 4/15/41 | 500 | 370 | |
7 | Dominion Energy Inc. | 4.900% | 8/1/41 | 890 | 786 | |
7 | Dominion Energy Inc. | 4.050% | 9/15/42 | 400 | 314 | |
7 | Dominion Energy Inc. | 4.600% | 3/15/49 | 500 | 426 | |
7 | Dominion Energy Inc. | 4.850% | 8/15/52 | 250 | 217 | |
7 | Dominion Energy Inc. | 5.750% | 10/1/54 | 375 | 352 | |
7 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 250 | 201 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 375 | 412 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 450 | 472 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 250 | 246 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 1,425 | 1,270 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 425 | 395 | ||
DTE Electric Co. | 3.650% | 3/15/24 | 825 | 811 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 146 | ||
7 | DTE Electric Co. | 1.900% | 4/1/28 | 500 | 434 | |
DTE Electric Co. | 2.250% | 3/1/30 | 1,250 | 1,054 | ||
7 | DTE Electric Co. | 2.625% | 3/1/31 | 400 | 339 | |
7 | DTE Electric Co. | 4.000% | 4/1/43 | 300 | 250 | |
DTE Electric Co. | 3.700% | 3/15/45 | 200 | 159 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 550 | 428 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
DTE Electric Co. | 3.750% | 8/15/47 | 450 | 355 | ||
7 | DTE Electric Co. | 4.050% | 5/15/48 | 500 | 417 | |
DTE Electric Co. | 3.950% | 3/1/49 | 500 | 411 | ||
7 | DTE Electric Co. | 3.250% | 4/1/51 | 500 | 361 | |
7 | DTE Energy Co. | 2.529% | 10/1/24 | 1,000 | 955 | |
DTE Energy Co. | 4.220% | 11/1/24 | 900 | 886 | ||
7 | DTE Energy Co. | 1.050% | 6/1/25 | 1,600 | 1,450 | |
DTE Energy Co. | 2.850% | 10/1/26 | 3,094 | 2,851 | ||
7 | DTE Energy Co. | 3.400% | 6/15/29 | 140 | 125 | |
DTE Energy Co. | 2.950% | 3/1/30 | 235 | 200 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 1,500 | 1,414 | ||
7 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 300 | 319 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 75 | 64 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 400 | 341 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 500 | 418 | ||
Duke Energy Carolinas LLC | 2.850% | 3/15/32 | 500 | 422 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 425 | 443 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 325 | 341 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 525 | 554 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 710 | 703 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,000 | 865 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 675 | 558 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 500 | 395 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 425 | 328 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 400 | 322 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 750 | 529 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 500 | 368 | ||
Duke Energy Carolinas LLC | 3.550% | 3/15/52 | 600 | 453 | ||
Duke Energy Corp. | 3.750% | 4/15/24 | 725 | 712 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 500 | 448 | ||
Duke Energy Corp. | 5.000% | 12/8/25 | 500 | 499 | ||
Duke Energy Corp. | 2.650% | 9/1/26 | 595 | 550 | ||
Duke Energy Corp. | 5.000% | 12/8/27 | 500 | 497 | ||
Duke Energy Corp. | 4.300% | 3/15/28 | 500 | 482 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 1,700 | 1,400 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 625 | 510 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 700 | 615 | ||
Duke Energy Corp. | 3.750% | 9/1/46 | 1,406 | 1,048 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,200 | 952 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 600 | 421 | ||
Duke Energy Corp. | 5.000% | 8/15/52 | 467 | 419 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 500 | 367 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 450 | 425 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 425 | 404 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 1,900 | 1,627 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 1,700 | 1,355 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 600 | 489 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 675 | 727 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 800 | 881 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 900 | 648 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 425 | 358 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 500 | 341 | ||
Duke Energy Florida LLC | 5.950% | 11/15/52 | 500 | 535 | ||
7 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 396 | 356 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,175 | 1,205 | ||
7 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 250 | 231 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 875 | 681 | ||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 775 | 489 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 200 | 164 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 650 | 481 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 1,000 | 824 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 2,051 | 1,972 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 425 | 400 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 500 | 396 | ||
Duke Energy Progress LLC | 3.400% | 4/1/32 | 500 | 442 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 300 | 323 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 525 | 453 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 84 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 625 | 524 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 2,100 | 1,607 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 550 | 333 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 550 | 362 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 400 | 322 | ||
7 | Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | 279 | 237 | |
7 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | 375 | 301 | |
7 | Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | 300 | 213 | |
7 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 400 | 381 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 167 | 162 | ||
Edison International | 4.950% | 4/15/25 | 900 | 889 | ||
Edison International | 5.750% | 6/15/27 | 100 | 100 | ||
Edison International | 6.950% | 11/15/29 | 500 | 524 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 175 | 170 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 250 | 218 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 1,785 | 1,389 | ||
Enel Americas SA | 4.000% | 10/25/26 | 700 | 664 | ||
Enel Chile SA | 4.875% | 6/12/28 | 600 | 584 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 150 | 144 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 500 | 413 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 800 | 561 | ||
Entergy Corp. | 0.900% | 9/15/25 | 500 | 446 | ||
Entergy Corp. | 2.950% | 9/1/26 | 530 | 493 | ||
Entergy Corp. | 1.900% | 6/15/28 | 500 | 423 | ||
Entergy Corp. | 2.800% | 6/15/30 | 500 | 421 | ||
Entergy Corp. | 2.400% | 6/15/31 | 500 | 396 | ||
Entergy Corp. | 3.750% | 6/15/50 | 1,400 | 1,036 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 700 | 652 | ||
Entergy Louisiana LLC | 5.590% | 10/1/24 | 1,417 | 1,426 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 238 | 240 | ||
Entergy Louisiana LLC | 2.400% | 10/1/26 | 200 | 182 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 350 | 323 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 300 | 273 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 375 | 321 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 500 | 398 | ||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 725 | 654 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 500 | 371 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 400 | 357 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 1,150 | 947 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 500 | 407 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 700 | 454 | ||
Entergy Louisiana LLC | 4.750% | 9/15/52 | 250 | 225 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 750 | 666 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 250 | 192 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 500 | 391 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 905 | 654 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 275 | 247 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 400 | 335 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 435 | 352 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 600 | 412 | ||
Essential Utilities Inc. | 5.300% | 5/1/52 | 500 | 471 | ||
Evergy Inc. | 2.450% | 9/15/24 | 1,450 | 1,378 | ||
Evergy Inc. | 2.900% | 9/15/29 | 1,450 | 1,253 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 575 | 529 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 425 | 396 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 425 | 353 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 325 | 268 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 100 | 81 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 1,000 | 696 | ||
7 | Evergy Metro Inc. | 2.250% | 6/1/30 | 300 | 247 | |
Evergy Metro Inc. | 5.300% | 10/1/41 | 480 | 460 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 225 | 183 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Eversource Energy | 2.900% | 10/1/24 | 275 | 265 | |
7 | Eversource Energy | 3.150% | 1/15/25 | 1,475 | 1,420 | |
7 | Eversource Energy | 0.800% | 8/15/25 | 500 | 446 | |
7 | Eversource Energy | 3.300% | 1/15/28 | 200 | 184 | |
7 | Eversource Energy | 4.250% | 4/1/29 | 325 | 307 | |
7 | Eversource Energy | 1.650% | 8/15/30 | 1,300 | 1,011 | |
Eversource Energy | 2.550% | 3/15/31 | 500 | 412 | ||
Eversource Energy | 3.375% | 3/1/32 | 564 | 490 | ||
Eversource Energy | 3.450% | 1/15/50 | 500 | 366 | ||
7 | Exelon Corp. | 3.950% | 6/15/25 | 637 | 622 | |
Exelon Corp. | 3.400% | 4/15/26 | 3,500 | 3,326 | ||
10 | Exelon Corp. | 2.750% | 3/15/27 | 500 | 459 | |
Exelon Corp. | 4.050% | 4/15/30 | 975 | 908 | ||
10 | Exelon Corp. | 3.350% | 3/15/32 | 600 | 523 | |
7 | Exelon Corp. | 4.950% | 6/15/35 | 800 | 765 | |
Exelon Corp. | 5.625% | 6/15/35 | 415 | 423 | ||
Exelon Corp. | 4.450% | 4/15/46 | 500 | 424 | ||
Exelon Corp. | 4.700% | 4/15/50 | 2,200 | 1,932 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 1,984 | 1,901 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 500 | 483 | ||
Florida Power & Light Co. | 2.450% | 2/3/32 | 700 | 585 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 225 | 234 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 50 | 49 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 425 | 434 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 175 | 186 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 225 | 240 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 1,675 | 1,451 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 475 | 409 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 375 | 310 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 450 | 382 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 550 | 444 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 800 | 664 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 1,190 | 864 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 2,000 | 1,362 | ||
Fortis Inc. | 3.055% | 10/4/26 | 847 | 787 | ||
7 | Georgia Power Co. | 2.200% | 9/15/24 | 395 | 376 | |
Georgia Power Co. | 3.250% | 4/1/26 | 256 | 242 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 550 | 508 | ||
7 | Georgia Power Co. | 2.650% | 9/15/29 | 250 | 213 | |
7 | Georgia Power Co. | 4.750% | 9/1/40 | 625 | 566 | |
Georgia Power Co. | 4.300% | 3/15/42 | 575 | 493 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 250 | 209 | ||
7 | Georgia Power Co. | 3.700% | 1/30/50 | 250 | 187 | |
7 | Georgia Power Co. | 3.250% | 3/15/51 | 500 | 345 | |
7 | Gulf Power Co. | 3.300% | 5/30/27 | 250 | 236 | |
Iberdrola International BV | 6.750% | 7/15/36 | 175 | 186 | ||
7 | Idaho Power Co. | 4.200% | 3/1/48 | 404 | 332 | |
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 1,000 | 943 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 700 | 728 | ||
7 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 1,300 | 1,090 | |
7 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 550 | 407 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 500 | 342 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 1,096 | 1,059 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 450 | 428 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 240 | 219 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 300 | 244 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 250 | 258 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 406 | 294 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 500 | 327 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 400 | 356 | ||
ITC Holdings Corp. | 3.650% | 6/15/24 | 300 | 293 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 400 | 368 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 804 | ||
7 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 146 | 137 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 650 | 616 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 500 | 354 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 1,758 | 1,682 | |
MidAmerican Energy Co. | 3.100% | 5/1/27 | 450 | 422 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 725 | 816 | ||
7 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 775 | 812 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 300 | 281 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 400 | 352 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,000 | 848 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 575 | 452 | ||
7 | Mississippi Power Co. | 4.250% | 3/15/42 | 375 | 305 | |
National Fuel Gas Co. | 5.500% | 1/15/26 | 100 | 100 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 275 | 254 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 750 | 710 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 100 | 78 | ||
National Grid USA | 5.803% | 4/1/35 | 250 | 233 | ||
National Rural Utilities Cooperative Finance Corp. | 2.950% | 2/7/24 | 1,600 | 1,564 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | 500 | 482 | |
National Rural Utilities Cooperative Finance Corp. | 5.450% | 10/30/25 | 500 | 507 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 475 | 452 | |
National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 2,342 | 2,067 | ||
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 500 | 464 | ||
National Rural Utilities Cooperative Finance Corp. | 4.800% | 3/15/28 | 500 | 497 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 250 | 235 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 1,533 | 1,411 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 425 | 353 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 500 | 381 | |
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,014 | 921 | ||
National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | 248 | 229 | ||
National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | 500 | 522 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 325 | 293 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 800 | 669 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 400 | 335 | ||
7 | Nevada Power Co. | 3.700% | 5/1/29 | 500 | 471 | |
7 | Nevada Power Co. | 2.400% | 5/1/30 | 441 | 370 | |
7 | Nevada Power Co. | 6.650% | 4/1/36 | 410 | 448 | |
7 | Nevada Power Co. | 3.125% | 8/1/50 | 300 | 203 | |
7 | Nevada Power Co. | 5.900% | 5/1/53 | 500 | 536 | |
NextEra Energy Capital Holdings Inc. | 2.940% | 3/21/24 | 1,100 | 1,071 | ||
NextEra Energy Capital Holdings Inc. | 4.200% | 6/20/24 | 400 | 395 | ||
NextEra Energy Capital Holdings Inc. | 4.255% | 9/1/24 | 1,303 | 1,287 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 400 | 396 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 700 | 660 | ||
NextEra Energy Capital Holdings Inc. | 4.625% | 7/15/27 | 1,089 | 1,074 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 1,150 | 984 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 350 | 318 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 300 | 260 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 2,500 | 2,058 | ||
NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | 863 | 849 | ||
7 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 450 | 369 | |
7 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 300 | 273 | |
NiSource Inc. | 0.950% | 8/15/25 | 500 | 451 | ||
NiSource Inc. | 3.490% | 5/15/27 | 1,100 | 1,037 | ||
NiSource Inc. | 2.950% | 9/1/29 | 1,500 | 1,303 | ||
NiSource Inc. | 3.600% | 5/1/30 | 500 | 446 | ||
NiSource Inc. | 1.700% | 2/15/31 | 500 | 381 | ||
NiSource Inc. | 5.950% | 6/15/41 | 382 | 386 | ||
NiSource Inc. | 4.800% | 2/15/44 | 200 | 177 | ||
NiSource Inc. | 5.650% | 2/1/45 | 500 | 490 | ||
NiSource Inc. | 4.375% | 5/15/47 | 1,575 | 1,325 | ||
NiSource Inc. | 3.950% | 3/30/48 | 500 | 390 | ||
NiSource Inc. | 5.000% | 6/15/52 | 302 | 276 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 500 | 415 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 325 | 350 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 250 | 270 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 375 | 378 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 410 | 320 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 200 | 163 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 1,890 | 1,301 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 600 | 384 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 500 | 358 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 450 | 409 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 250 | 203 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 550 | 517 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 300 | 273 | ||
NSTAR Electric Co. | 5.500% | 3/15/40 | 540 | 544 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 223 | 195 | ||
NSTAR Electric Co. | 4.950% | 9/15/52 | 350 | 340 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 100 | 96 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 630 | 570 | ||
10 | Oglethorpe Power Corp. | 4.500% | 4/1/47 | 500 | 398 | |
7 | Ohio Power Co. | 1.625% | 1/15/31 | 500 | 387 | |
Ohio Power Co. | 4.000% | 6/1/49 | 500 | 396 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 300 | 281 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 200 | 174 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 225 | 180 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 250 | 188 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 6/1/24 | 400 | 387 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 275 | 264 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 950 | 847 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 150 | 142 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 1,250 | 1,089 | ||
10 | Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | 250 | 245 | |
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,000 | 1,161 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 470 | 466 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 500 | 456 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 147 | 147 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 200 | 161 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 250 | 203 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 400 | 340 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,065 | 862 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 200 | 159 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 1,250 | 821 | ||
10 | Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | 500 | 486 | |
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 253 | 258 | ||
ONE Gas Inc. | 1.100% | 3/11/24 | 338 | 324 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 200 | 162 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 507 | 439 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 500 | 474 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 2,300 | 2,139 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 2,200 | 1,945 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 600 | 520 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 1,700 | 1,512 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 4,150 | 3,762 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 500 | 406 | ||
Pacific Gas & Electric Co. | 4.400% | 3/1/32 | 388 | 339 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 2,300 | 1,800 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 500 | 374 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 1,500 | 1,167 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,075 | 769 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 1,500 | 1,016 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 3,000 | 2,350 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 1,500 | 944 | ||
PacifiCorp | 3.600% | 4/1/24 | 500 | 491 | ||
PacifiCorp | 3.500% | 6/15/29 | 600 | 553 | ||
PacifiCorp | 2.700% | 9/15/30 | 2,800 | 2,406 | ||
PacifiCorp | 5.250% | 6/15/35 | 475 | 467 | ||
PacifiCorp | 6.100% | 8/1/36 | 525 | 541 | ||
PacifiCorp | 5.750% | 4/1/37 | 410 | 417 | ||
PacifiCorp | 6.250% | 10/15/37 | 625 | 664 | ||
PacifiCorp | 6.350% | 7/15/38 | 250 | 269 | ||
PacifiCorp | 4.125% | 1/15/49 | 525 | 432 | ||
PacifiCorp | 3.300% | 3/15/51 | 525 | 378 | ||
PacifiCorp | 2.900% | 6/15/52 | 3,700 | 2,435 | ||
PacifiCorp | 5.350% | 12/1/53 | 650 | 650 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 1,000 | 686 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 1,000 | 660 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 500 | 343 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 500 | 332 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 500 | 452 | ||
7 | PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | 279 | 244 | |
7 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | 100 | 77 | |
7 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | 350 | 247 | |
7 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | 587 | 557 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.022% | 6/1/31 | 250 | 240 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | 250 | 234 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.722% | 6/1/37 | 375 | 362 | |
7 | PG&E Wildfire Recovery Funding LLC | 5.081% | 6/1/41 | 300 | 291 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | 1,175 | 1,034 | |
7 | PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/47 | 500 | 484 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | 250 | 222 | |
7 | PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/52 | 350 | 333 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 380 | 349 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 500 | 408 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 150 | 130 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 350 | 252 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 800 | 544 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 700 | 638 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 400 | 438 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 550 | 464 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 600 | 561 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 300 | 322 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 700 | 588 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 300 | 248 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 350 | 285 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 300 | 253 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 510 | 578 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 200 | 218 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 480 | 486 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 300 | 286 | ||
7 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 300 | 241 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 700 | 557 | ||
7 | Public Service Co. of Colorado | 4.100% | 6/1/32 | 300 | 282 | |
Public Service Co. of Colorado | 3.600% | 9/15/42 | 225 | 178 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 700 | 596 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 300 | 249 | ||
7 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 1,300 | 932 | |
7 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 200 | 129 | |
7 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 400 | 358 | |
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 250 | 193 | ||
7 | Public Service Electric & Gas Co. | 3.000% | 5/15/25 | 500 | 479 | |
7 | Public Service Electric & Gas Co. | 0.950% | 3/15/26 | 500 | 444 | |
7 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 250 | 234 | |
7 | Public Service Electric & Gas Co. | 3.200% | 5/15/29 | 300 | 272 | |
7 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 200 | 171 | |
7 | Public Service Electric & Gas Co. | 3.100% | 3/15/32 | 500 | 438 | |
7 | Public Service Electric & Gas Co. | 4.900% | 12/15/32 | 500 | 501 | |
7 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 525 | 440 | |
7 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,000 | 798 | |
7 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 275 | 210 | |
7 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 350 | 279 | |
7 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 750 | 530 | |
7 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 850 | 553 | |
7 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 500 | 279 | |
7 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 500 | 341 | |
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 400 | 359 | ||
Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | 500 | 515 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 750 | 583 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 300 | 286 | ||
Puget Energy Inc. | 2.379% | 6/15/28 | 85 | 72 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 400 | 358 | ||
Puget Energy Inc. | 4.224% | 3/15/32 | 400 | 356 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 450 | 462 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 495 | 495 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 390 | 382 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,050 | 854 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 500 | 409 | ||
San Diego Gas & Electric Co. | 2.500% | 5/15/26 | 350 | 325 | ||
7 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 500 | 396 | |
7 | San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 500 | 428 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 250 | 261 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 505 | 455 | ||
7 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 325 | 255 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 325 | 273 | ||
7 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 800 | 575 | |
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 500 | 395 | ||
7 | SCE Recovery Funding LLC | 2.943% | 11/15/42 | 225 | 177 | |
Sempra Energy | 3.300% | 4/1/25 | 700 | 672 | ||
Sempra Energy | 3.250% | 6/15/27 | 1,575 | 1,456 | ||
Sempra Energy | 3.400% | 2/1/28 | 1,650 | 1,533 | ||
Sempra Energy | 3.700% | 4/1/29 | ��� 500 | 456 | ||
Sempra Energy | 3.800% | 2/1/38 | 900 | 738 | ||
Sempra Energy | 6.000% | 10/15/39 | 1,705 | 1,731 | ||
Sempra Energy | 4.000% | 2/1/48 | 400 | 314 | ||
Sempra Energy | 4.125% | 4/1/52 | 950 | 748 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 600 | 556 | ||
Southern California Edison Co. | 1.100% | 4/1/24 | 500 | 475 | ||
7 | Southern California Edison Co. | 0.975% | 8/1/24 | 500 | 468 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Southern California Edison Co. | 3.700% | 8/1/25 | 700 | 678 | |
7 | Southern California Edison Co. | 1.200% | 2/1/26 | 500 | 443 | |
Southern California Edison Co. | 5.850% | 11/1/27 | 500 | 516 | ||
7 | Southern California Edison Co. | 3.650% | 3/1/28 | 1,407 | 1,314 | |
7 | Southern California Edison Co. | 4.200% | 3/1/29 | 200 | 190 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 876 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 825 | 717 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 248 | ||
7 | Southern California Edison Co. | 2.500% | 6/1/31 | 500 | 412 | |
Southern California Edison Co. | 2.750% | 2/1/32 | 330 | 276 | ||
Southern California Edison Co. | 5.950% | 11/1/32 | 500 | 529 | ||
7 | Southern California Edison Co. | 5.750% | 4/1/35 | 508 | 509 | |
7 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,135 | 1,096 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 500 | 488 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 400 | 387 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 505 | 431 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,945 | 1,553 | ||
7 | Southern California Edison Co. | 3.900% | 3/15/43 | 475 | 367 | |
7 | Southern California Edison Co. | 3.600% | 2/1/45 | 150 | 108 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,920 | 1,508 | ||
7 | Southern California Edison Co. | 4.125% | 3/1/48 | 970 | 775 | |
7 | Southern California Edison Co. | 4.875% | 3/1/49 | 400 | 353 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 1,300 | 956 | ||
7 | Southern California Edison Co. | 2.950% | 2/1/51 | 500 | 321 | |
7 | Southern California Edison Co. | 3.650% | 6/1/51 | 500 | 367 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 500 | 357 | ||
Southern California Gas Co. | 3.150% | 9/15/24 | 425 | 414 | ||
7 | Southern California Gas Co. | 2.600% | 6/15/26 | 725 | 672 | |
Southern California Gas Co. | 2.950% | 4/15/27 | 600 | 554 | ||
7 | Southern California Gas Co. | 2.550% | 2/1/30 | 450 | 383 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 330 | 259 | ||
7 | Southern California Gas Co. | 4.125% | 6/1/48 | 325 | 261 | |
7 | Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 413 | |
7 | Southern California Gas Co. | 3.950% | 2/15/50 | 250 | 195 | |
Southern California Gas Co. | 6.350% | 11/15/52 | 500 | 551 | ||
7 | Southern Co. | 0.600% | 2/26/24 | 500 | 474 | |
Southern Co. | 4.475% | 8/1/24 | 600 | 592 | ||
Southern Co. | 5.150% | 10/6/25 | 500 | 504 | ||
Southern Co. | 3.250% | 7/1/26 | 500 | 471 | ||
Southern Co. | 5.113% | 8/1/27 | 500 | 499 | ||
7 | Southern Co. | 1.750% | 3/15/28 | 500 | 421 | |
Southern Co. | 5.700% | 10/15/32 | 500 | 511 | ||
Southern Co. | 4.250% | 7/1/36 | 575 | 502 | ||
Southern Co. | 4.400% | 7/1/46 | 1,135 | 949 | ||
7 | Southern Co. | 4.000% | 1/15/51 | 1,200 | 1,091 | |
7 | Southern Co. | 3.750% | 9/15/51 | 900 | 728 | |
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 375 | 350 | ||
7 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 1,000 | 764 | |
Southern Co. Gas Capital Corp. | 5.150% | 9/15/32 | 431 | 423 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 125 | 124 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 525 | 431 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | ��734 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 500 | 399 | ||
Southern Power Co. | 4.150% | 12/1/25 | 375 | 368 | ||
Southern Power Co. | 5.150% | 9/15/41 | 506 | 457 | ||
Southern Power Co. | 5.250% | 7/15/43 | 500 | 449 | ||
7 | Southern Power Co. | 4.950% | 12/15/46 | 300 | 256 | |
Southwest Gas Corp. | 5.800% | 12/1/27 | 500 | 509 | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 450 | 412 | ||
Southwest Gas Corp. | 4.050% | 3/15/32 | 450 | 395 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 250 | 173 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 200 | 144 | ||
7 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 500 | 448 | |
7 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 300 | 275 | |
7 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 550 | 522 | |
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 300 | 306 | ||
7 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,000 | 763 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 375 | 278 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 500 | 331 | ||
Southwestern Public Service Co. | 3.300% | 6/15/24 | 1,100 | 1,075 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 345 | 302 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 950 | 688 | ||
7 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,000 | 839 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 259 | 198 | ||
7 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 800 | 556 | |
Tampa Electric Co. | 3.875% | 7/12/24 | 300 | 294 | ||
Tampa Electric Co. | 2.400% | 3/15/31 | 500 | 405 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 150 | 123 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 300 | 241 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 250 | 182 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 500 | 352 | ||
Tampa Electric Co. | 5.000% | 7/15/52 | 500 | 461 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 250 | 258 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 200 | 192 | ||
Tucson Electric Power Co. | 3.250% | 5/15/32 | 500 | 426 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 490 | 421 | ||
Union Electric Co. | 3.500% | 4/15/24 | 990 | 971 | ||
Union Electric Co. | 2.950% | 6/15/27 | 300 | 279 | ||
Union Electric Co. | 3.500% | 3/15/29 | 350 | 324 | ||
Union Electric Co. | 2.950% | 3/15/30 | 800 | 702 | ||
Union Electric Co. | 2.150% | 3/15/32 | 500 | 395 | ||
Union Electric Co. | 3.900% | 9/15/42 | 425 | 348 | ||
Union Electric Co. | 3.650% | 4/15/45 | 575 | 442 | ||
Union Electric Co. | 4.000% | 4/1/48 | 1,100 | 885 | ||
Union Electric Co. | 3.250% | 10/1/49 | 100 | 71 | ||
Union Electric Co. | 2.625% | 3/15/51 | 800 | 509 | ||
Union Electric Co. | 3.900% | 4/1/52 | 500 | 406 | ||
Virginia Electric & Power Co. | 3.450% | 2/15/24 | 250 | 246 | ||
7 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 500 | 480 | |
7 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 300 | 280 | |
7 | Virginia Electric & Power Co. | 3.500% | 3/15/27 | 1,250 | 1,184 | |
7 | Virginia Electric & Power Co. | 3.800% | 4/1/28 | 525 | 496 | |
Virginia Electric & Power Co. | 2.300% | 11/15/31 | 500 | 403 | ||
Virginia Electric & Power Co. | 2.400% | 3/30/32 | 550 | 445 | ||
7 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 375 | 386 | |
7 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 500 | 517 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 375 | 398 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,200 | 1,574 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 500 | 407 | ||
7 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 500 | 439 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 1,100 | 943 | ||
7 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 302 | 246 | |
7 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 500 | �� 396 | |
7 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 425 | 327 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 550 | 480 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 400 | 287 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 776 | 463 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 1,000 | 663 | ||
7 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 500 | 440 | |
7 | Washington Gas Light Co. | 3.796% | 9/15/46 | 350 | 263 | |
7 | Washington Gas Light Co. | 3.650% | 9/15/49 | 500 | 366 | |
WEC Energy Group Inc. | 0.800% | 3/15/24 | 500 | 474 | ||
WEC Energy Group Inc. | 5.000% | 9/27/25 | 500 | 501 | ||
WEC Energy Group Inc. | 5.150% | 10/1/27 | 500 | 506 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 500 | 425 | ||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 500 | 423 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 1,000 | 783 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 300 | 284 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 500 | 426 | ||
Wisconsin Electric Power Co. | 4.750% | 9/30/32 | 431 | 423 | ||
Wisconsin Electric Power Co. | 5.625% | 5/15/33 | 200 | 207 | ||
Wisconsin Electric Power Co. | 4.300% | 10/15/48 | 250 | 205 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 300 | 317 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 250 | 184 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Wisconsin Public Service Corp. | 5.350% | 11/10/25 | 500 | 505 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 75 | 57 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 500 | 322 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 100 | 96 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 500 | 439 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 750 | 718 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 540 | 461 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 450 | 401 | ||
Xcel Energy Inc. | 2.350% | 11/15/31 | 500 | 399 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 610 | 660 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 400 | 292 | ||
432,585 | ||||||
Total Corporate Bonds (Cost $5,947,418) | 5,114,133 | |||||
Sovereign Bonds (1.3%) | ||||||
7 | African Development Bank | 0.875% | 3/23/26 | 2,500 | 2,237 | |
7 | African Development Bank | 0.875% | 7/22/26 | 1,600 | 1,417 | |
7 | African Development Bank | 4.375% | 11/3/27 | 250 | 251 | |
Asian Development Bank | 2.625% | 1/30/24 | 3,400 | 3,322 | ||
7 | Asian Development Bank | 0.375% | 6/11/24 | 8,000 | 7,522 | |
7 | Asian Development Bank | 4.125% | 9/27/24 | 1,400 | 1,388 | |
7 | Asian Development Bank | 0.625% | 10/8/24 | 3,500 | 3,265 | |
Asian Development Bank | 1.500% | 10/18/24 | 1,000 | 947 | ||
7 | Asian Development Bank | 2.000% | 1/22/25 | 1,027 | 977 | |
7 | Asian Development Bank | 2.125% | 3/19/25 | 700 | 666 | |
Asian Development Bank | 0.625% | 4/29/25 | 2,000 | 1,834 | ||
7 | Asian Development Bank | 2.875% | 5/6/25 | 630 | 608 | |
7 | Asian Development Bank | 0.375% | 9/3/25 | 6,129 | 5,515 | |
7 | Asian Development Bank | 0.500% | 2/4/26 | 4,000 | 3,557 | |
7 | Asian Development Bank | 1.000% | 4/14/26 | 3,000 | 2,696 | |
7 | Asian Development Bank | 2.000% | 4/24/26 | 400 | 371 | |
7 | Asian Development Bank | 1.750% | 8/14/26 | 1,841 | 1,687 | |
7 | Asian Development Bank | 2.625% | 1/12/27 | 800 | 754 | |
7 | Asian Development Bank | 1.500% | 1/20/27 | 3,525 | 3,173 | |
7 | Asian Development Bank | 2.500% | 11/2/27 | 2,985 | 2,764 | |
7 | Asian Development Bank | 2.750% | 1/19/28 | 1,000 | 935 | |
7 | Asian Development Bank | 1.250% | 6/9/28 | 500 | 429 | |
7 | Asian Development Bank | 3.125% | 9/26/28 | 1,600 | 1,515 | |
7 | Asian Development Bank | 1.750% | 9/19/29 | 200 | 172 | |
7 | Asian Development Bank | 1.875% | 1/24/30 | 1,000 | 861 | |
7 | Asian Development Bank | 0.750% | 10/8/30 | 1,500 | 1,167 | |
7 | Asian Development Bank | 1.500% | 3/4/31 | 3,000 | 2,463 | |
Asian Development Bank | 3.125% | 4/27/32 | 2,500 | 2,318 | ||
7 | Asian Development Bank | 3.875% | 9/28/32 | 900 | 886 | |
Asian Infrastructure Investment Bank | 2.250% | 5/16/24 | 3,800 | 3,670 | ||
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 1,000 | 908 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 1,500 | 1,457 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 2,700 | 2,387 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 2,290 | 2,165 | ||
Canadian Government Bond | 2.875% | 4/28/25 | 2,515 | 2,430 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 5,200 | 4,626 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 1,900 | 1,765 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 600 | 547 | ||
Corp. Andina de Fomento | 5.250% | 11/21/25 | 2,160 | 2,154 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 620 | 556 | ||
Council of Europe Development Bank | 2.500% | 2/27/24 | 50 | 49 | ||
Council of Europe Development Bank | 0.375% | 6/10/24 | 565 | 531 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 850 | 796 | ||
Council of Europe Development Bank | 3.000% | 6/16/25 | 540 | 522 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Council of Europe Development Bank | 0.875% | 9/22/26 | 1,000 | 882 | ||
Equinor ASA | 2.650% | 1/15/24 | 3,240 | 3,162 | ||
Equinor ASA | 3.250% | 11/10/24 | 550 | 536 | ||
Equinor ASA | 3.000% | 4/6/27 | 941 | 879 | ||
Equinor ASA | 3.625% | 9/10/28 | 1,200 | 1,137 | ||
Equinor ASA | 3.125% | 4/6/30 | 500 | 450 | ||
Equinor ASA | 2.375% | 5/22/30 | 1,500 | 1,277 | ||
Equinor ASA | 5.100% | 8/17/40 | 2,100 | 2,063 | ||
Equinor ASA | 4.250% | 11/23/41 | 325 | 286 | ||
Equinor ASA | 3.950% | 5/15/43 | 175 | 146 | ||
Equinor ASA | 4.800% | 11/8/43 | 1,015 | 954 | ||
Equinor ASA | 3.250% | 11/18/49 | 750 | 548 | ||
Equinor ASA | 3.700% | 4/6/50 | 2,360 | 1,883 | ||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 500 | 475 | ||
7 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 94 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 700 | 638 | ||
7 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 1,600 | 1,433 | |
7 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 2,000 | 1,780 | |
European Investment Bank | 3.250% | 1/29/24 | 3,210 | 3,158 | ||
European Investment Bank | 2.625% | 3/15/24 | 3,660 | 3,569 | ||
European Investment Bank | 2.250% | 6/24/24 | 2,010 | 1,941 | ||
European Investment Bank | 0.375% | 7/24/24 | 3,000 | 2,811 | ||
European Investment Bank | 2.500% | 10/15/24 | 864 | 834 | ||
European Investment Bank | 1.875% | 2/10/25 | 4,413 | 4,187 | ||
European Investment Bank | 1.625% | 3/14/25 | 5,000 | 4,712 | ||
European Investment Bank | 0.625% | 7/25/25 | 3,700 | 3,369 | ||
European Investment Bank | 2.750% | 8/15/25 | 3,000 | 2,883 | ||
European Investment Bank | 0.375% | 12/15/25 | 5,500 | 4,904 | ||
European Investment Bank | 0.375% | 3/26/26 | 5,000 | 4,412 | ||
European Investment Bank | 2.125% | 4/13/26 | 1,000 | 934 | ||
European Investment Bank | 0.750% | 10/26/26 | 1,950 | 1,712 | ||
7 | European Investment Bank | 1.375% | 3/15/27 | 2,775 | 2,482 | |
European Investment Bank | 2.375% | 5/24/27 | 5,166 | 4,805 | ||
European Investment Bank | 0.625% | 10/21/27 | 500 | 424 | ||
European Investment Bank | 3.250% | 11/15/27 | 2,500 | 2,404 | ||
European Investment Bank | 1.625% | 10/9/29 | 350 | 300 | ||
European Investment Bank | 0.875% | 5/17/30 | 400 | 319 | ||
European Investment Bank | 0.750% | 9/23/30 | 1,200 | 940 | ||
European Investment Bank | 1.250% | 2/14/31 | 3,000 | 2,441 | ||
European Investment Bank | 4.875% | 2/15/36 | 1,300 | 1,385 | ||
11 | Export Development Canada | 2.625% | 2/21/24 | 1,800 | 1,757 | |
11 | Export Development Canada | 3.375% | 8/26/25 | 2,400 | 2,338 | |
11 | Export Development Canada | 3.000% | 5/25/27 | 1,700 | 1,618 | |
Export-Import Bank of Korea | 4.000% | 1/14/24 | 2,100 | 2,080 | ||
Export-Import Bank of Korea | 0.375% | 2/9/24 | 500 | 476 | ||
Export-Import Bank of Korea | 4.000% | 9/15/24 | 2,500 | 2,458 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 300 | 285 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 500 | 441 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 925 | 863 | ||
Export-Import Bank of Korea | 1.125% | 12/29/26 | 205 | 178 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 400 | 353 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 1,020 | 921 | ||
Export-Import Bank of Korea | 4.250% | 9/15/27 | 650 | 634 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 1,600 | 1,227 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 500 | 382 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 650 | 521 | ||
Export-Import Bank of Korea | 4.500% | 9/15/32 | 500 | 487 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 875 | 609 | ||
7 | Hydro-Quebec | 8.050% | 7/7/24 | 2,665 | 2,785 | |
Inter-American Development Bank | 2.625% | 1/16/24 | 4,500 | 4,399 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Inter-American Development Bank | 3.000% | 2/21/24 | 3,700 | 3,626 | ||
Inter-American Development Bank | 3.250% | 7/1/24 | 2,000 | 1,959 | ||
Inter-American Development Bank | 0.500% | 9/23/24 | 3,500 | 3,263 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,000 | 954 | ||
7 | Inter-American Development Bank | 1.750% | 3/14/25 | 500 | 472 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 1,000 | 924 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 250 | 264 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 5,100 | 4,644 | ||
7 | Inter-American Development Bank | 0.875% | 4/20/26 | 4,000 | 3,578 | |
7 | Inter-American Development Bank | 2.000% | 6/2/26 | 1,915 | 1,772 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 1,615 | 1,492 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 800 | 741 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 3,700 | 3,141 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 2,000 | 1,698 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 2,200 | 2,079 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 1,000 | 892 | ||
7 | Inter-American Development Bank | 1.125% | 1/13/31 | 3,500 | 2,796 | |
7 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,600 | 1,480 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 550 | 458 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 450 | 442 | ||
International Bank for Reconstruction & Development | 2.500% | 3/19/24 | 3,600 | 3,504 | ||
7 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 1,270 | 1,207 | |
7 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 5,500 | 5,293 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 2,000 | 1,891 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 4,500 | 4,128 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 5,000 | 4,519 | ||
7 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 4,600 | 4,391 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 6,000 | 5,391 | ||
7 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 2,000 | 1,933 | |
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 2,275 | 2,023 | ||
7 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 356 | 326 | |
International Bank for Reconstruction & Development | 3.125% | 6/15/27 | 6,250 | 5,989 | ||
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 2,500 | 2,124 | ||
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 4,625 | 3,919 | ||
International Bank for Reconstruction & Development | 3.625% | 9/21/29 | 500 | 485 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 1,500 | 1,290 | |
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 1,000 | 795 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 4,250 | 3,313 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 6,000 | 4,845 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 8,500 | 6,975 | ||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 3,000 | 2,641 | ||
7 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 450 | 467 | |
7 | International Finance Corp. | 1.375% | 10/16/24 | 1,400 | 1,323 | |
7 | International Finance Corp. | 0.375% | 7/16/25 | 1,000 | 905 | |
7 | International Finance Corp. | 2.125% | 4/7/26 | 1,505 | 1,403 | |
International Finance Corp. | 0.750% | 8/27/30 | 800 | 625 | ||
12 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 3,225 | 3,194 | |
7,12 | Japan Bank for International Cooperation | 0.500% | 4/15/24 | 700 | 661 | |
7,12 | Japan Bank for International Cooperation | 2.500% | 5/23/24 | 400 | 387 | |
7,12 | Japan Bank for International Cooperation | 3.000% | 5/29/24 | 650 | 632 | |
7,12 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 600 | 567 | |
7,12 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 2,400 | 2,273 | |
12 | Japan Bank for International Cooperation | 2.875% | 4/14/25 | 3,600 | 3,456 | |
7,12 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 500 | 475 | |
12 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 2,000 | 1,805 | |
12 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 1,500 | 1,396 | |
12 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 500 | 465 | |
12 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 2,200 | 2,023 | |
12 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 1,300 | 1,215 | |
12 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 1,500 | 1,414 | |
12 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 1,930 | 1,673 | |
12 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 300 | 254 | |
12 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 1,000 | 780 | |
12 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 500 | 408 | |
12 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 700 | 648 | |
12 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 3,000 | 2,832 | |
12 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 550 | 517 | |
12 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 200 | 153 | |
12 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 500 | 402 | |
13 | KFW | 2.625% | 2/28/24 | 3,000 | 2,926 | |
13 | KFW | 0.250% | 3/8/24 | 2,500 | 2,370 | |
13 | KFW | 1.375% | 8/5/24 | 500 | 475 | |
13 | KFW | 0.500% | 9/20/24 | 3,600 | 3,357 | |
13 | KFW | 2.500% | 11/20/24 | 5,750 | 5,532 | |
13 | KFW | 1.250% | 1/31/25 | 4,025 | 3,768 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
13 | KFW | 2.000% | 5/2/25 | 1,250 | 1,183 | |
13 | KFW | 0.375% | 7/18/25 | 6,000 | 5,427 | |
13 | KFW | 0.625% | 1/22/26 | 4,000 | 3,581 | |
13 | KFW | 1.000% | 10/1/26 | 9,000 | 7,994 | |
13 | KFW | 3.000% | 5/20/27 | 585 | 558 | |
13 | KFW | 2.875% | 4/3/28 | 2,300 | 2,163 | |
13 | KFW | 1.750% | 9/14/29 | 900 | 778 | |
13 | KFW | 0.750% | 9/30/30 | 2,000 | 1,562 | |
13 | KFW | 0.000% | 4/18/36 | 600 | 343 | |
13 | KFW | 0.000% | 6/29/37 | 1,700 | 931 | |
Korea Development Bank | 3.750% | 1/22/24 | 1,500 | 1,482 | ||
Korea Development Bank | 2.125% | 10/1/24 | 400 | 381 | ||
Korea Development Bank | 0.750% | 1/25/25 | 650 | 596 | ||
Korea Development Bank | 1.375% | 4/25/27 | 500 | 432 | ||
Korea Development Bank | 1.625% | 1/19/31 | 1,000 | 786 | ||
Korea Development Bank | 2.000% | 10/25/31 | 500 | 398 | ||
13 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 2,500 | 2,380 | |
7,13 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 500 | 456 | |
13 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 975 | 929 | |
13 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 2,400 | 2,148 | |
7,13 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 825 | 755 | |
7,13 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 1,595 | 1,477 | |
13 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 1,000 | 787 | |
Nordic Investment Bank | 2.250% | 5/21/24 | 600 | 580 | ||
Nordic Investment Bank | 0.375% | 9/20/24 | 800 | 745 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 1,500 | 1,348 | ||
7 | Nordic Investment Bank | 0.500% | 1/21/26 | 1,000 | 890 | |
14 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 500 | 470 | |
14 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 1,500 | 1,346 | |
7,14 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 2,200 | 1,954 | |
14 | Oesterreichische Kontrollbank AG | 3.625% | 9/9/27 | 2,000 | 1,949 | |
7 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 975 | 985 | |
7 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,302 | 2,288 | |
7 | Oriental Republic of Uruguay | 5.750% | 10/28/34 | 1,255 | 1,360 | |
7 | Oriental Republic of Uruguay | 7.625% | 3/21/36 | 485 | 615 | |
7 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,029 | 950 | |
7 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 2,535 | 2,491 | |
7 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 2,480 | 2,377 | |
7,15 | Petroleos Mexicanos | 2.290% | 2/15/24 | 30 | 29 | |
15 | Petroleos Mexicanos | 2.378% | 4/15/25 | 50 | 48 | |
Province of Alberta | 2.950% | 1/23/24 | 600 | 588 | ||
Province of Alberta | 1.875% | 11/13/24 | 1,800 | 1,709 | ||
Province of Alberta | 1.000% | 5/20/25 | 830 | 764 | ||
Province of Alberta | 3.300% | 3/15/28 | 1,100 | 1,042 | ||
Province of Alberta | 1.300% | 7/22/30 | 2,566 | 2,053 | ||
7 | Province of British Columbia | 1.750% | 9/27/24 | 600 | 571 | |
Province of British Columbia | 2.250% | 6/2/26 | 1,707 | 1,589 | ||
Province of British Columbia | 0.900% | 7/20/26 | 1,275 | 1,129 | ||
Province of British Columbia | 1.300% | 1/29/31 | 500 | 399 | ||
7 | Province of Manitoba | 2.600% | 4/16/24 | 1,250 | 1,215 | |
Province of Manitoba | 3.050% | 5/14/24 | 500 | 488 | ||
Province of Manitoba | 2.125% | 6/22/26 | 850 | 785 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 500 | 481 | ||
Province of Ontario | 3.050% | 1/29/24 | 2,000 | 1,962 | ||
Province of Ontario | 3.200% | 5/16/24 | 1,000 | 978 | ||
Province of Ontario | 2.500% | 4/27/26 | 1,000 | 937 | ||
Province of Ontario | 2.300% | 6/15/26 | 2,000 | 1,857 | ||
Province of Ontario | 3.100% | 5/19/27 | 4,025 | 3,816 | ||
Province of Ontario | 2.000% | 10/2/29 | 1,700 | 1,462 | ||
Province of Ontario | 1.125% | 10/7/30 | 2,800 | 2,200 | ||
Province of Ontario | 1.600% | 2/25/31 | 5,000 | 4,055 | ||
Province of Ontario | 1.800% | 10/14/31 | 500 | 406 | ||
7 | Province of Quebec | 7.125% | 2/9/24 | 3,050 | 3,120 | |
7 | Province of Quebec | 2.875% | 10/16/24 | 700 | 679 | |
7 | Province of Quebec | 1.500% | 2/11/25 | 155 | 146 | |
Province of Quebec | 0.600% | 7/23/25 | 1,500 | 1,360 | ||
Province of Quebec | 2.500% | 4/20/26 | 700 | 659 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Province of Quebec | 2.750% | 4/12/27 | 3,250 | 3,046 | ||
7 | Province of Quebec | 7.500% | 9/15/29 | 1,075 | 1,262 | |
Province of Quebec | 1.350% | 5/28/30 | 1,200 | 971 | ||
Province of Quebec | 1.900% | 4/21/31 | 7,500 | 6,214 | ||
Province of Saskatchewan | 3.250% | 6/8/27 | 700 | 668 | ||
Republic of Chile | 3.125% | 3/27/25 | 200 | 193 | ||
Republic of Chile | 3.125% | 1/21/26 | 710 | 673 | ||
7 | Republic of Chile | 2.750% | 1/31/27 | 600 | 552 | |
7 | Republic of Chile | 3.240% | 2/6/28 | 2,910 | 2,703 | |
7 | Republic of Chile | 2.450% | 1/31/31 | 921 | 765 | |
7 | Republic of Chile | 2.550% | 1/27/32 | 279 | 229 | |
7 | Republic of Chile | 2.550% | 7/27/33 | 2,709 | 2,125 | |
7 | Republic of Chile | 3.500% | 1/31/34 | 1,808 | 1,546 | |
7 | Republic of Chile | 3.100% | 5/7/41 | 2,440 | 1,756 | |
7 | Republic of Chile | 4.340% | 3/7/42 | 736 | 623 | |
7 | Republic of Chile | 3.500% | 1/25/50 | 1,915 | 1,390 | |
7 | Republic of Chile | 4.000% | 1/31/52 | 1,465 | �� 1,136 | |
7 | Republic of Chile | 3.100% | 1/22/61 | 1,250 | 780 | |
7 | Republic of Chile | 3.250% | 9/21/71 | 500 | 309 | |
Republic of Hungary | 5.375% | 3/25/24 | 1,600 | 1,598 | ||
Republic of Hungary | 7.625% | 3/29/41 | 1,150 | 1,253 | ||
7 | Republic of Indonesia | 3.850% | 7/18/27 | 200 | 193 | |
Republic of Indonesia | 3.500% | 1/11/28 | 1,300 | 1,235 | ||
Republic of Indonesia | 4.100% | 4/24/28 | 1,000 | 983 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 1,350 | 1,352 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 184 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 350 | 314 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 2,100 | 1,981 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 600 | 487 | ||
7 | Republic of Indonesia | 2.150% | 7/28/31 | 1,100 | 916 | |
7 | Republic of Indonesia | 3.550% | 3/31/32 | 1,250 | 1,136 | |
Republic of Indonesia | 4.350% | 1/11/48 | 2,075 | 1,788 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 1,500 | 1,465 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 825 | 638 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 2,205 | 1,824 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 850 | 616 | ||
7 | Republic of Indonesia | 4.300% | 3/31/52 | 700 | 593 | |
7 | Republic of Indonesia | 5.450% | 9/20/52 | 200 | 198 | |
7 | Republic of Indonesia | 3.200% | 9/23/61 | 800 | 547 | |
Republic of Indonesia | 4.450% | 4/15/70 | 750 | 630 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 500 | 332 | ||
Republic of Italy | 0.875% | 5/6/24 | 1,500 | 1,403 | ||
Republic of Italy | 2.375% | 10/17/24 | 1,950 | 1,837 | ||
Republic of Italy | 1.250% | 2/17/26 | 2,900 | 2,521 | ||
Republic of Italy | 2.875% | 10/17/29 | 2,000 | 1,659 | ||
Republic of Italy | 5.375% | 6/15/33 | 1,925 | 1,841 | ||
Republic of Italy | 4.000% | 10/17/49 | 1,900 | 1,345 | ||
Republic of Italy | 3.875% | 5/6/51 | 2,500 | 1,654 | ||
Republic of Korea | 2.750% | 1/19/27 | 3,800 | 3,571 | ||
Republic of Korea | 2.500% | 6/19/29 | 900 | 810 | ||
Republic of Korea | 1.000% | 9/16/30 | 1,000 | 789 | ||
Republic of Korea | 1.750% | 10/15/31 | 550 | 450 | ||
Republic of Korea | 4.125% | 6/10/44 | 655 | 603 | ||
Republic of Korea | 3.875% | 9/20/48 | 390 | 340 | ||
7 | Republic of Panama | 3.750% | 3/16/25 | 1,450 | 1,402 | |
Republic of Panama | 7.125% | 1/29/26 | 358 | 379 | ||
Republic of Panama | 8.875% | 9/30/27 | 368 | 424 | ||
7 | Republic of Panama | 3.875% | 3/17/28 | 1,980 | 1,870 | |
Republic of Panama | 9.375% | 4/1/29 | 1,070 | 1,273 | ||
7 | Republic of Panama | 3.160% | 1/23/30 | 400 | 344 | |
7 | Republic of Panama | 2.252% | 9/29/32 | 2,325 | 1,725 | |
7 | Republic of Panama | 6.400% | 2/14/35 | 700 | 712 | |
7 | Republic of Panama | 6.700% | 1/26/36 | 1,444 | 1,512 | |
7 | Republic of Panama | 4.500% | 5/15/47 | 200 | 154 | |
7 | Republic of Panama | 4.500% | 4/16/50 | 2,310 | 1,746 | |
7 | Republic of Panama | 4.300% | 4/29/53 | 1,250 | 910 | |
7 | Republic of Panama | 4.500% | 4/1/56 | 2,650 | 1,947 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Republic of Panama | 3.870% | 7/23/60 | 3,680 | 2,381 | |
7 | Republic of Panama | 4.500% | 1/19/63 | 1,400 | 991 | |
7 | Republic of Peru | 2.392% | 1/23/26 | 600 | 554 | |
Republic of Peru | 4.125% | 8/25/27 | 250 | 240 | ||
7 | Republic of Peru | 2.783% | 1/23/31 | 4,400 | 3,654 | |
7 | Republic of Peru | 1.862% | 12/1/32 | 900 | 658 | |
Republic of Peru | 8.750% | 11/21/33 | 2,535 | 3,097 | ||
7 | Republic of Peru | 3.000% | 1/15/34 | 1,800 | 1,423 | |
7 | Republic of Peru | 6.550% | 3/14/37 | 600 | 635 | |
7 | Republic of Peru | 3.300% | 3/11/41 | 900 | 657 | |
Republic of Peru | 5.625% | 11/18/50 | 2,150 | 2,133 | ||
7 | Republic of Peru | 3.550% | 3/10/51 | 500 | 357 | |
7 | Republic of Peru | 2.780% | 12/1/60 | 1,500 | 881 | |
7 | Republic of Peru | 3.600% | 1/15/72 | 1,800 | 1,176 | |
7 | Republic of Peru | 3.230% | 7/28/21 | 1,500 | 879 | |
Republic of Poland | 4.000% | 1/22/24 | 625 | 617 | ||
Republic of Poland | 3.250% | 4/6/26 | 1,150 | 1,103 | ||
7 | Republic of Poland | 5.500% | 11/16/27 | 1,000 | 1,027 | |
7 | Republic of Poland | 5.750% | 11/16/32 | 975 | 1,037 | |
Republic of the Philippines | 4.200% | 1/21/24 | 1,400 | 1,388 | ||
Republic of the Philippines | 9.500% | 10/21/24 | 550 | 598 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 425 | 480 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 1,500 | 1,538 | ||
Republic of the Philippines | 3.229% | 3/29/27 | 450 | 426 | ||
Republic of the Philippines | 5.170% | 10/13/27 | 600 | 613 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 1,725 | 1,603 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 1,000 | 955 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 1,525 | 1,941 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 2,000 | 1,750 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 775 | 925 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 673 | 538 | ||
Republic of the Philippines | 1.950% | 1/6/32 | 675 | 551 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 600 | 668 | ||
Republic of the Philippines | 3.556% | 9/29/32 | 2,000 | 1,820 | ||
Republic of the Philippines | 5.609% | 4/13/33 | 400 | 422 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 2,175 | 2,410 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 400 | 389 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 1,500 | 1,270 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,534 | 1,250 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 1,885 | 1,530 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 1,750 | 1,262 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 2,135 | 1,436 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 1,500 | 1,095 | ||
Republic of the Philippines | 4.200% | 3/29/47 | 925 | 792 | ||
Republic of the Philippines | 5.950% | 10/13/47 | 600 | 642 | ||
State of Israel | 2.875% | 3/16/26 | 1,100 | 1,046 | ||
State of Israel | 3.250% | 1/17/28 | 790 | 749 | ||
State of Israel | 2.500% | 1/15/30 | 200 | 179 | ||
State of Israel | 2.750% | 7/3/30 | 1,550 | 1,408 | ||
State of Israel | 4.500% | 1/30/43 | 1,400 | 1,303 | ||
State of Israel | 4.125% | 1/17/48 | 800 | 702 | ||
State of Israel | 3.375% | 1/15/50 | 1,985 | 1,520 | ||
State of Israel | 3.875% | 7/3/50 | 1,650 | 1,383 | ||
State of Israel | 4.500% | 4/3/20 | 900 | 787 | ||
7 | Svensk Exportkredit AB | 0.375% | 3/11/24 | 800 | 758 | |
7 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 800 | 747 | |
Svensk Exportkredit AB | 0.625% | 10/7/24 | 1,000 | 931 | ||
7 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 2,500 | 2,281 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 2,000 | 1,799 | ||
7 | Svensk Exportkredit AB | 4.625% | 11/28/25 | 1,060 | 1,061 | |
7 | Svensk Exportkredit AB | 2.250% | 3/22/27 | 1,000 | 920 | |
7 | United Mexican States | 3.900% | 4/27/25 | 1,300 | 1,282 | |
United Mexican States | 4.125% | 1/21/26 | 2,968 | 2,894 | ||
United Mexican States | 4.150% | 3/28/27 | 3,370 | 3,286 | ||
United Mexican States | 3.750% | 1/11/28 | 1,175 | 1,111 | ||
United Mexican States | 4.500% | 4/22/29 | 1,500 | 1,431 | ||
7 | United Mexican States | 3.250% | 4/16/30 | 3,000 | 2,616 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | United Mexican States | 2.659% | 5/24/31 | 2,700 | 2,176 | |
7 | United Mexican States | 8.300% | 8/15/31 | 1,000 | 1,174 | |
7 | United Mexican States | 4.750% | 4/27/32 | 800 | 750 | |
7 | United Mexican States | 7.500% | 4/8/33 | 400 | 448 | |
7 | United Mexican States | 4.875% | 5/19/33 | 425 | 391 | |
7 | United Mexican States | 3.500% | 2/12/34 | 2,500 | 2,005 | |
7 | United Mexican States | 6.750% | 9/27/34 | 950 | 994 | |
United Mexican States | 6.050% | 1/11/40 | 2,321 | 2,251 | ||
7 | United Mexican States | 4.280% | 8/14/41 | 5,241 | 4,052 | |
7 | United Mexican States | 4.750% | 3/8/44 | 3,022 | 2,441 | |
United Mexican States | 5.550% | 1/21/45 | 500 | 449 | ||
United Mexican States | 4.600% | 1/23/46 | 2,530 | 1,968 | ||
United Mexican States | 4.350% | 1/15/47 | 1,880 | 1,409 | ||
United Mexican States | 4.600% | 2/10/48 | 3,510 | 2,717 | ||
7 | United Mexican States | 4.500% | 1/31/50 | 600 | 457 | |
7 | United Mexican States | 5.000% | 4/27/51 | 2,500 | 2,034 | |
7 | United Mexican States | 4.400% | 2/12/52 | 2,700 | 1,986 | |
7 | United Mexican States | 3.771% | 5/24/61 | 3,725 | 2,366 | |
7 | United Mexican States | 5.750% | 10/12/10 | 2,114 | 1,782 | |
Total Sovereign Bonds (Cost $697,229) | 621,722 | |||||
Taxable Municipal Bonds (0.3%) | ||||||
Alabama Economic Settlement Authority BP Settlement Revenue | 3.163% | 9/15/25 | 120 | 116 | ||
Alabama Federal AID Highway Finance Authority SO Revenue | 2.650% | 9/1/37 | 325 | 242 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 100 | 120 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 225 | 242 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 100 | 122 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 50 | 53 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 925 | 962 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.270% | 2/15/50 | 155 | 164 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 375 | 482 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 2.574% | 4/1/31 | 300 | 263 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 375 | 438 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 985 | 1,117 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 125 | 154 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 900 | 1,099 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 700 | 467 | ||
California GO | 3.375% | 4/1/25 | 426 | 415 | ||
California GO | 2.650% | 4/1/26 | 250 | 235 | ||
California GO | 1.700% | 2/1/28 | 350 | 301 | ||
California GO | 3.500% | 4/1/28 | 400 | 375 | ||
California GO | 2.500% | 10/1/29 | 590 | 509 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
California GO | 1.750% | 11/1/30 | 260 | 208 | ||
California GO | 4.500% | 4/1/33 | 850 | 817 | ||
California GO | 7.500% | 4/1/34 | 2,770 | 3,346 | ||
California GO | 4.600% | 4/1/38 | 1,925 | 1,812 | ||
California GO | 7.550% | 4/1/39 | 2,815 | 3,523 | ||
California GO | 7.300% | 10/1/39 | 1,000 | 1,215 | ||
California GO | 7.350% | 11/1/39 | 725 | 885 | ||
California GO | 7.625% | 3/1/40 | 1,150 | 1,452 | ||
California GO | 7.600% | 11/1/40 | 2,000 | 2,562 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 250 | 212 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 500 | 352 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 465 | 322 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 500 | 337 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 500 | 338 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 100 | 104 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 500 | 340 | ||
Chicago IL GO Prere. | 7.045% | 1/1/23 | 20 | 20 | ||
Chicago IL GO | 7.045% | 1/1/29 | 130 | 132 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 500 | 528 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 405 | 453 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 325 | 286 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 340 | 300 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 1,500 | 1,663 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 325 | 382 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 500 | 439 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 4.144% | 6/1/38 | 275 | 246 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 400 | 329 | ||
Commonwealth of Massachusetts SO Revenue | 3.769% | 7/15/29 | 350 | 330 | ||
Commonwealth of Massachusetts SO Revenue | 4.110% | 7/15/31 | 775 | 748 | ||
Connecticut GO | 5.090% | 10/1/30 | 575 | 577 | ||
Connecticut GO | 5.850% | 3/15/32 | 610 | 644 | ||
Cook County IL GO | 6.229% | 11/15/34 | 400 | 431 | ||
Dallas County TX Hospital District Revenue | 5.621% | 8/15/44 | 100 | 106 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 300 | 328 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 75 | 73 | ||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 285 | 310 | ||
16 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 150 | 150 | |
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 875 | 711 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 325 | 244 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 450 | 323 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | 800 | 719 | ||
District of Columbia Income Tax Revenue (Federally Taxable-Build America Bonds) | 5.591% | 12/1/34 | 50 | 52 | ||
District of Columbia Water & Sewer Authority Public Utility Revenue | 4.814% | 10/1/14 | 275 | 238 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 315 | 344 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 1,300 | 1,194 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 850 | 740 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 1,000 | 819 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 510 | 385 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 588 | 629 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 1,352 | 1,460 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 144 | 146 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 250 | 189 | ||
Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | 425 | 341 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 400 | 319 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 400 | 310 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 400 | 300 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 500 | 370 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 440 | 407 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | 500 | 442 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 625 | 487 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 5.184% | 10/1/42 | 315 | 323 | ||
Grand Parkway Transportation Corp. Texas System Toll Revenue | 3.236% | 10/1/52 | 1,490 | 1,056 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 100 | 77 | ||
Houston TX GO | 6.290% | 3/1/32 | 710 | 742 | ||
Houston TX GO | 3.961% | 3/1/47 | 355 | 306 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 300 | 204 | ||
Illinois GO | 5.100% | 6/1/33 | 7,370 | 7,073 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Illinois GO | 6.630% | 2/1/35 | 130 | 132 | ||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 350 | 376 | ||
Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | 375 | 270 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 375 | 364 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 355 | 342 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 325 | 254 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 150 | 146 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 200 | 189 | ||
17 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 600 | 405 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 305 | 262 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 500 | 410 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 1,450 | 1,160 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 325 | 404 | ||
Los Angeles CA Department of Water & Power Revenue | 5.716% | 7/1/39 | 100 | 107 | ||
Los Angeles CA Department of Water & Power Revenue | 6.574% | 7/1/45 | 410 | 483 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 500 | 591 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 2,010 | 2,100 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 250 | 280 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 400 | 420 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 50 | 61 | ||
Louisiana Gasoline & Fuel Tax Revenue | 2.952% | 5/1/41 | 200 | 151 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 3.615% | 2/1/29 | 700 | 679 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.145% | 2/1/33 | 700 | 663 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.275% | 2/1/36 | 200 | 186 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.475% | 8/1/39 | 700 | 651 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 500 | 356 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 500 | 327 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 100 | 105 | ||
Massachusetts GO | 5.456% | 12/1/39 | 845 | 887 | ||
Massachusetts GO | 2.514% | 7/1/41 | 275 | 198 | ||
Massachusetts GO | 2.813% | 9/1/43 | 300 | 217 | ||
Massachusetts GO | 2.900% | 9/1/49 | 575 | 398 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 500 | 512 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 335 | 270 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 350 | 256 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 50 | 52 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 250 | 184 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 100 | 112 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 575 | 706 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 575 | 508 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 275 | 220 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 250 | 210 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 375 | 301 | ||
Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | 800 | 583 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 200 | 179 | ||
Michigan State University Revenue | 4.165% | 8/15/22 | 465 | 343 | ||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 275 | 198 | ||
Mississippi GO | 5.245% | 11/1/34 | 250 | 255 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 405 | 296 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 350 | 268 | ||
18 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 1,435 | 1,545 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 460 | 463 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.081% | 6/15/39 | 475 | 393 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 450 | 484 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 400 | 321 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 575 | 713 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 2,480 | 2,990 | ||
New York City NY GO | 5.517% | 10/1/37 | 475 | 489 | ||
New York City NY GO | 6.271% | 12/1/37 | 325 | 356 | ||
New York City NY GO | 5.263% | 10/1/52 | 200 | 200 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 100 | 108 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 300 | 323 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 100 | 110 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 75 | 83 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 325 | 338 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,200 | 1,313 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 290 | 300 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 150 | 154 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 625 | 641 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 100 | 96 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 500 | 516 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 300 | 313 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 825 | 712 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 515 | 631 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 855 | 649 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 500 | 381 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 200 | 157 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 95 | 97 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 200 | 147 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 330 | 271 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 200 | 156 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 300 | 275 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 5.770% | 3/15/39 | 450 | 462 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 175 | 131 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 700 | 830 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 275 | 276 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 100 | 84 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 615 | 506 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 300 | 214 | ||
Ohio Water Development Authority Water Pollution Control Loan Fund Revenue | 4.879% | 12/1/34 | 100 | 99 | ||
Oklahoma Development Finance Authority Revenue | 3.877% | 5/1/37 | 525 | 497 | ||
Oklahoma Development Finance Authority Revenue | 4.380% | 11/1/45 | 425 | 386 | ||
Oklahoma Development Finance Authority Revenue | 4.714% | 5/1/52 | 350 | 320 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 225 | 242 | ||
Oregon GO | 5.762% | 6/1/23 | 100 | 100 | ||
Oregon GO | 5.892% | 6/1/27 | 375 | 387 | ||
17 | Oregon GO | 3.424% | 3/1/60 | 750 | 519 | |
19 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 125 | 127 | |
Pennsylvania State University Revenue | 2.790% | 9/1/43 | 425 | 303 | ||
Pennsylvania State University Revenue | 2.840% | 9/1/50 | 300 | 197 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 375 | 377 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 275 | 192 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 125 | 132 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 200 | 209 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 800 | 835 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 975 | 946 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 375 | 374 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 175 | 144 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 1,200 | 849 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 135 | 127 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 250 | 162 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 2,280 | 1,978 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 550 | 510 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 400 | 261 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 300 | 213 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 150 | 165 | ||
Riverside County CA Pension Obligation Revenue Bonds | 3.818% | 2/15/38 | 75 | 65 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 325 | 334 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 100 | 75 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 375 | 248 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.238% | 1/1/42 | 350 | 266 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 350 | 282 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 250 | 192 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 230 | 207 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 370 | 361 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 225 | 244 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 490 | 522 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 450 | 417 | ||
San Antonio TX Electric & Gas Systems Revenue | 2.905% | 2/1/48 | 250 | 176 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,000 | 1,106 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 275 | 333 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 375 | 329 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 645 | 669 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 475 | 493 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 250 | 250 | ||
Texas GO | 5.517% | 4/1/39 | 1,030 | 1,088 | ||
Texas GO | 3.211% | 4/1/44 | 425 | 337 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 775 | 587 | ||
Texas Transportation Commission GO | 4.681% | 4/1/40 | 100 | 97 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 725 | 535 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 725 | 495 | ||
Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | 1,275 | 1,299 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 325 | 295 | ||
19 | Tucson City AZ COP | 2.856% | 7/1/47 | 300 | 200 | |
University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | 250 | 233 | ||
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 2,250 | 2,558 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 125 | 142 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 500 | 330 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | 200 | 175 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 660 | 428 | ||
University of California Revenue | 0.883% | 5/15/25 | 225 | 206 | ||
University of California Revenue | 3.063% | 7/1/25 | 400 | 385 | ||
University of California Revenue | 1.316% | 5/15/27 | 925 | 798 | ||
University of California Revenue | 1.614% | 5/15/30 | 525 | 418 | ||
University of California Revenue | 4.601% | 5/15/31 | 500 | 491 | ||
University of California Revenue | 5.946% | 5/15/45 | 275 | 290 | ||
University of California Revenue | 3.071% | 5/15/51 | 500 | 335 | ||
University of California Revenue | 4.858% | 5/15/12 | 1,330 | 1,121 | ||
University of California Revenue | 4.767% | 5/15/15 | 150 | 122 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 275 | 198 | ||
University of Michigan Revenue | 2.562% | 4/1/50 | 200 | 129 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 475 | 370 | ||
University of Michigan Revenue | 4.454% | 4/1/22 | 1,100 | 892 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 235 | 165 | ||
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | 3.555% | 9/15/19 | 350 | 214 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 300 | 297 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 200 | 154 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 225 | 141 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 900 | 708 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 275 | 201 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,075 | 656 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 250 | 191 | ||
Utah GO | 4.554% | 7/1/24 | 45 | 45 | ||
Utah GO | 3.539% | 7/1/25 | 423 | 415 | ||
Washington GO | 5.140% | 8/1/40 | 480 | 485 | ||
19 | Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | 275 | 190 | |
19 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 230 | 234 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 300 | 280 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,000 | 898 | ||
Total Taxable Municipal Bonds (Cost $151,356) | 129,429 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (0.8%) | ||||||
Money Market Fund (0.8%) | ||||||
20,21 | Vanguard Market Liquidity Fund (Cost $399,967) | 4.334% | 4,000,657 | 400,026 | ||
Total Investments (100.0%) (Cost $31,535,226) | 47,912,461 | |||||
Other Assets and Liabilities—Net (0.0%) | (9,457) | |||||
Net Assets (100%) | 47,903,004 |
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Includes partial security positions on loan to broker-dealers. The total value of securities on loan is $58,043,000. |
2 | Security value determined using significant unobservable inputs. |
3 | “Other” represents securities that are not classified by the fund’s benchmark index. |
4 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
5 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of December 31, 2022. |
6 | U.S. government-guaranteed. |
7 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
8 | 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. |
9 | 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. |
10 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $86,364,000, representing 0.2% of net assets. |
11 | Guaranteed by the Government of Canada. |
12 | Guaranteed by the Government of Japan. |
13 | Guaranteed by the Federal Republic of Germany. |
14 | Guaranteed by the Republic of Austria. |
15 | Guaranteed by the Government of Mexico. |
16 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
17 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
18 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
19 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
20 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
21 | Collateral of $64,740,000 was received for securities on loan. |
12M—12-month. | |
1YR—1-year. | |
6M—6-month. | |
CMT—Constant Maturing Treasury Rate. | |
COP—Certificate of Participation. | |
CVR—Contingent Value Rights. | |
DAC—Designated Activity Company. | |
GO—General Obligation Bond. | |
LIBOR—London Interbank Offered Rate. | |
Prere.—Prerefunded. | |
REIT—Real Estate Investment Trust. | |
SO—Special Obligation. | |
SOFR—Secured Overnight Financing Rate. | |
UMBS—Uniform Mortgage-Backed Securities. | |
USD—U.S. dollar. |
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 | March 2023 | 729 | 81,865 | (278) |
E-mini Russell 2000 Index | March 2023 | 153 | 13,547 | (131) |
E-mini S&P 500 Index | March 2023 | 586 | 113,127 | (3,117) |
(3,526) |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $31,131,821) | 47,509,608 |
Affiliated Issuers (Cost $403,405) | 402,853 |
Total Investments in Securities | 47,912,461 |
Investment in Vanguard | 1,817 |
Cash | 880 |
Cash Collateral Pledged—Futures Contracts | 9,127 |
Receivables for Investment Securities Sold | 118,190 |
Receivables for Accrued Income | 143,242 |
Receivables for Capital Shares Issued | 38,485 |
Total Assets | 48,224,202 |
Liabilities | |
Payables for Investment Securities Purchased | 191,883 |
Collateral for Securities on Loan | 64,740 |
Payables for Capital Shares Redeemed | 62,603 |
Payables to Vanguard | 1,445 |
Variation Margin Payable—Futures Contracts | 527 |
Total Liabilities | 321,198 |
Net Assets | 47,903,004 |
1 Includes $58,043,000 of securities on loan. | |
At December 31, 2022, net assets consisted of: | |
Paid-in Capital | 31,384,483 |
Total Distributable Earnings (Loss) | 16,518,521 |
Net Assets | 47,903,004 |
Investor Shares—Net Assets | |
Applicable to 5,005,652 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 198,521 |
Net Asset Value Per Share—Investor Shares | $39.66 |
Admiral Shares—Net Assets | |
Applicable to 944,065,816 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 37,436,767 |
Net Asset Value Per Share—Admiral Shares | $39.65 |
Institutional Shares—Net Assets | |
Applicable to 258,887,122 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 10,267,716 |
Net Asset Value Per Share—Institutional Shares | $39.66 |
Year Ended December 31, 2022 | |
($000) | |
Investment Income | |
Income | |
Dividends—Unaffiliated Issuers1 | 486,614 |
Dividends—Affiliated Issuers | 566 |
Interest—Unaffiliated Issuers | 470,193 |
Interest—Affiliated Issuers | 6,177 |
Securities Lending—Net | 5,424 |
Total Income | 968,974 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 1,355 |
Management and Administrative—Investor Shares | 405 |
Management and Administrative—Admiral Shares | 25,041 |
Management and Administrative—Institutional Shares | 5,998 |
Marketing and Distribution—Investor Shares | 13 |
Marketing and Distribution—Admiral Shares | 1,651 |
Marketing and Distribution—Institutional Shares | 295 |
Custodian Fees | 337 |
Auditing Fees | 38 |
Shareholders’ Reports—Investor Shares | 2 |
Shareholders’ Reports—Admiral Shares | 423 |
Shareholders’ Reports—Institutional Shares | 44 |
Trustees’ Fees and Expenses | 19 |
Other Expenses | 58 |
Total Expenses | 35,679 |
Net Investment Income | 933,295 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received—Affiliated Issuers | 23 |
Investment Securities Sold—Unaffiliated Issuers | 513,946 |
Investment Securities Sold—Affiliated Issuers | (5,232) |
Futures Contracts | (98,758) |
Realized Net Gain (Loss) | 409,979 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities—Unaffiliated Issuers | (11,533,868) |
Investment Securities—Affiliated Issuers | 331 |
Futures Contracts | (10,437) |
Change in Unrealized Appreciation (Depreciation) | (11,543,974) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (10,200,700) |
1 | Dividends are net of foreign withholding taxes of $34,000. |
Year Ended December 31, | ||
2022 ($000) | 2021 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 933,295 | 823,414 |
Realized Net Gain (Loss) | 409,979 | 1,113,368 |
Change in Unrealized Appreciation (Depreciation) | (11,543,974) | 5,604,361 |
Net Increase (Decrease) in Net Assets Resulting from Operations | (10,200,700) | 7,541,143 |
Distributions | ||
Investor Shares | (6,004) | (10,264) |
Admiral Shares | (1,065,948) | (1,478,246) |
Institutional Shares | (294,002) | (414,045) |
Total Distributions | (1,365,954) | (1,902,555) |
Capital Share Transactions | ||
Investor Shares | (61,986) | (50,524) |
Admiral Shares | (1,095,405) | 3,302,218 |
Institutional Shares | (335,056) | 151,538 |
Net Increase (Decrease) from Capital Share Transactions | (1,492,447) | 3,403,232 |
Total Increase (Decrease) | (13,059,101) | 9,041,820 |
Net Assets | ||
Beginning of Period | 60,962,105 | 51,920,285 |
End of Period | 47,903,004 | 60,962,105 |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | |
Net Asset Value, Beginning of Period | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Investment Operations | |||||
Net Investment Income1 | .709 | .627 | .700 | .755 | .748 |
Capital Gain Distributions Received1 | .0002 | .0002 | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | (8.996) | 5.564 | 5.537 | 6.345 | (1.753) |
Total from Investment Operations | (8.287) | 6.191 | 6.237 | 7.100 | (1.005) |
Distributions | |||||
Dividends from Net Investment Income | (.716) | (.626) | (.687) | (.794) | (.725) |
Distributions from Realized Capital Gains | (.357) | (.885) | (.440) | (.066) | — |
Total Distributions | (1.073) | (1.511) | (1.127) | (.860) | (.725) |
Net Asset Value, End of Period | $39.66 | $49.02 | $44.34 | $39.23 | $32.99 |
Total Return3 | -16.97% | 14.09% | 16.26% | 21.67% | -2.97% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $199 | $317 | $334 | $396 | $3,014 |
Ratio of Total Expenses to Average Net Assets | 0.18% | 0.18% | 0.18% | 0.18% | 0.18% |
Ratio of Net Investment Income to Average Net Assets | 1.66% | 1.33% | 1.76% | 2.11% | 2.15% |
Portfolio Turnover Rate4 | 19% | 35% | 60% | 37%5 | 44%5 |
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 5%, 15%, 12%, 6%, and 10%, 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 | Year Ended December 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | |
Net Asset Value, Beginning of Period | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Investment Operations | |||||
Net Investment Income1 | .761 | .680 | .742 | .817 | .791 |
Capital Gain Distributions Received1 | .0002 | .0002 | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | (9.010) | 5.564 | 5.542 | 6.319 | (1.757) |
Total from Investment Operations | (8.249) | 6.244 | 6.284 | 7.136 | (.966) |
Distributions | |||||
Dividends from Net Investment Income | (.764) | (.679) | (.733) | (.830) | (.764) |
Distributions from Realized Capital Gains | (.357) | (.885) | (.441) | (.066) | — |
Total Distributions | (1.121) | (1.564) | (1.174) | (.896) | (.764) |
Net Asset Value, End of Period | $39.65 | $49.02 | $44.34 | $39.23 | $32.99 |
Total Return3 | -16.90% | 14.22% | 16.40% | 21.79% | -2.86% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $37,437 | $47,564 | $39,901 | $33,585 | $23,913 |
Ratio of Total Expenses to Average Net Assets | 0.07% | 0.07% | 0.07% | 0.07% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 1.79% | 1.44% | 1.86% | 2.22% | 2.26% |
Portfolio Turnover Rate4 | 19% | 35% | 60% | 37%5 | 44%5 |
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 5%, 15%, 12%, 6%, and 10%, 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 | Year Ended December 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | |
Net Asset Value, Beginning of Period | $49.02 | $44.35 | $39.24 | $33.00 | $34.72 |
Investment Operations | |||||
Net Investment Income1 | .765 | .685 | .747 | .820 | .793 |
Capital Gain Distributions Received1 | .0002 | .0002 | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | (8.998) | 5.554 | 5.541 | 6.320 | (1.745) |
Total from Investment Operations | (8.233) | 6.239 | 6.288 | 7.140 | (.952) |
Distributions | |||||
Dividends from Net Investment Income | (.769) | (.684) | (.737) | (.834) | (.768) |
Distributions from Realized Capital Gains | (.358) | (.885) | (.441) | (.066) | — |
Total Distributions | (1.127) | (1.569) | (1.178) | (.900) | (.768) |
Net Asset Value, End of Period | $39.66 | $49.02 | $44.35 | $39.24 | $33.00 |
Total Return | -16.87% | 14.20% | 16.41% | 21.79% | -2.82% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $10,268 | $13,081 | $11,685 | $11,143 | $9,543 |
Ratio of Total Expenses to Average Net Assets | 0.06% | 0.06% | 0.06% | 0.06% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 1.80% | 1.45% | 1.87% | 2.23% | 2.27% |
Portfolio Turnover Rate3 | 19% | 35% | 60% | 37%4 | 44%4 |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 5%, 15%, 12%, 6%, and 10%, 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 | 28,526,739 | 22 | 317 | 28,527,078 |
Preferred Stocks | 6 | — | — | 6 |
U.S. Government and Agency Obligations | — | 12,633,524 | — | 12,633,524 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 486,543 | — | 486,543 |
Corporate Bonds | — | 5,114,133 | — | 5,114,133 |
Sovereign Bonds | — | 621,722 | — | 621,722 |
Taxable Municipal Bonds | — | 129,429 | — | 129,429 |
Temporary Cash Investments | 400,026 | — | — | 400,026 |
Total | 28,926,771 | 18,985,373 | 317 | 47,912,461 |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 3,526 | — | — | 3,526 |
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) | |
Paid-in Capital | 31,065 |
Total Distributable Earnings (Loss) | (31,065) |
Amount ($000) | |
Undistributed Ordinary Income | 9,898 |
Undistributed Long-Term Gains | 171,674 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 16,336,949 |
Year Ended December 31, | ||
2022 Amount ($000) | 2021 Amount ($000) | |
Ordinary Income | 930,314 | 923,824 |
Long-Term Capital Gains* | 435,640 | 978,731 |
Total | 1,365,954 | 1,902,555 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 31,575,512 |
Gross Unrealized Appreciation | 20,117,988 |
Gross Unrealized Depreciation | (3,781,039) |
Net Unrealized Appreciation (Depreciation) | 16,336,949 |
Year Ended December 31, | |||||
2022 | 2021 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 16,329 | 380 | 21,148 | 451 | |
Issued in Lieu of Cash Distributions | 6,004 | 144 | 10,264 | 215 | |
Redeemed | (84,319) | (1,994) | (81,936) | (1,733) | |
Net Increase (Decrease)—Investor Shares | (61,986) | (1,470) | (50,524) | (1,067) | |
Admiral Shares | |||||
Issued | 4,524,384 | 104,765 | 7,965,098 | 169,983 | |
Issued in Lieu of Cash Distributions | 967,252 | 23,406 | 1,350,727 | 28,295 | |
Redeemed | (6,587,041) | (154,497) | (6,013,607) | (127,765) | |
Net Increase (Decrease)—Admiral Shares | (1,095,405) | (26,326) | 3,302,218 | 70,513 | |
Institutional Shares | |||||
Issued | 1,724,499 | 40,860 | 1,878,470 | 40,400 | |
Issued in Lieu of Cash Distributions | 285,811 | 6,916 | 400,891 | 8,403 | |
Redeemed | (2,345,366) | (55,720) | (2,127,823) | (45,456) | |
Net Increase (Decrease)—Institutional Shares | (335,056) | (7,944) | 151,538 | 3,347 |
Current Period Transactions | ||||||||
Dec. 31, 2021 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2022 Market Value ($000) | |
Vanguard Market Liquidity Fund | 1,577,472 | NA1 | NA1 | 35 | (63) | 6,177 | 1 | 400,026 |
Vanguard Total Bond Market ETF | 31,814 | — | 24,114 | (5,267) | 394 | 566 | 22 | 2,827 |
Total | 1,609,286 | — | 24,114 | (5,232) | 331 | 6,743 | 23 | 402,853 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Philadelphia, Pennsylvania
February 16, 2023
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
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Chris D. McIsaac | Lauren Valente |
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Vanguard Marketing Corporation, Distributor.
1 | |
2 | |
4 | |
6 | |
8 |
• | For the fiscal year ended December 31, 2022, Vanguard Managed Allocation Fund returned –9.13%, outpacing its composite benchmark index. The fund seeks to deliver a targeted inflation-adjusted return through long-term capital appreciation and moderate income. |
• | Financial markets were challenged as inflation soared to its highest levels in decades because of increased government spending during the pandemic and higher energy and food prices resulting from Russia’s invasion of Ukraine. To combat higher prices, central banks around the world tightened monetary policy, which caused fears of recession. |
• | Our decision to allot some of the fund’s fixed income allocation to alternatives through Vanguard Market Neutral Fund and Vanguard Alternative Strategies Fund contributed to strong relative performance, as did an overweight allocation to commodities. |
• | Our overweight position in value stocks added to performance, and our exposure to Vanguard Global Minimum Volatility Fund also helped. |
• | For the 10 years ended December 31, the fund posted an average annual return of 5.99%, meeting its target return but falling just short of its benchmark. |
Average Annual Total Returns Periods Ended December 31, 2022 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | -19.13% | 7.35% | 9.13% |
Russell 2000 Index (Small-caps) | -20.44 | 3.10 | 4.13 |
Russell 3000 Index (Broad U.S. market) | -19.21 | 7.07 | 8.79 |
FTSE All-World ex US Index (International) | -15.49 | 0.61 | 1.28 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | -13.07% | -2.67% | 0.06% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | -8.53 | -0.77 | 1.25 |
FTSE Three-Month U.S. Treasury Bill Index | 1.50 | 0.70 | 1.24 |
CPI | |||
Consumer Price Index | 6.45% | 4.92% | 3.78% |
and Multiasset Investments
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2022 | |||
Managed Allocation Fund | Beginning Account Value 6/30/2022 | Ending Account Value 12/31/2022 | Expenses Paid During Period |
Based on Actual Fund Return | $1,000.00 | $1,021.90 | $1.33 |
Based on Hypothetical 5% Yearly Return | 1,000.00 | 1,023.89 | 1.33 |
Average Annual Total Returns Periods Ended December 31, 2022 | |||||
One Year | Five Years | Ten Years | Final Value of a $25,000 Investment | ||
Managed Allocation Fund | -9.13% | 3.81% | 5.99% | $44,735 | |
Managed Allocation Composite Index | -14.22 | 4.29 | 6.02 | 44,856 | |
Dow Jones U.S. Total Stock Market Float Adjusted Index | -19.53 | 8.65 | 12.03 | 77,878 |
Vanguard Total International Stock Index Fund Investor Shares | 21.5% |
Vanguard Total Stock Market Index Fund Investor Shares | 16.8 |
Vanguard Total Bond Market II Index Fund Investor Shares | 11.8 |
Vanguard Alternative Strategies Fund Investor Shares | 6.1 |
Vanguard Commodity Strategy Fund AdmiralTM Shares | 6.0 |
Vanguard Ultra-Short-Term Bond Fund Investor Shares | 6.0 |
Vanguard Value Index Fund Investor Shares | 5.6 |
Vanguard Market Neutral Fund Investor Shares | 4.9 |
Vanguard Small-Cap Value Index Fund Admiral Shares | 4.5 |
Vanguard Dividend Appreciation Index Fund Admiral Shares | 3.5 |
Vanguard High Dividend Yield Index Fund Admiral Shares | 3.0 |
Vanguard Emerging Markets Bond Fund Investor Shares | 3.0 |
Vanguard Global Minimum Volatility Fund Investor Shares | 2.6 |
Vanguard Total International Bond Index Fund Investor Shares | 2.4 |
Vanguard Emerging Markets Stock Index Fund Investor Shares | 2.3 |
Shares | Market Value• ($000) | |||||
Investment Companies (100.0%) | ||||||
U.S. Stock Funds (33.5%) | ||||||
Vanguard Total Stock Market Index Fund Investor Shares | 2,127,051 | 198,007 | ||||
Vanguard Value Index Fund Investor Shares | 1,191,768 | 65,285 | ||||
Vanguard Small-Cap Value Index Fund Admiral Shares | 777,332 | 53,053 | ||||
Vanguard Dividend Appreciation Index Fund Admiral Shares | 1,003,948 | 41,373 | ||||
Vanguard High Dividend Yield Index Fund Admiral Shares | 1,083,556 | 35,356 | ||||
393,074 | ||||||
Global Stock Fund (2.6%) | ||||||
Vanguard Global Minimum Volatility Fund Investor Shares | 2,251,721 | 30,308 | ||||
International Stock Funds (23.8%) | ||||||
Vanguard Total International Stock Index Fund Investor Shares | 15,154,326 | 252,471 | ||||
Vanguard Emerging Markets Stock Index Fund Investor Shares | 1,101,775 | 27,214 | ||||
279,685 | ||||||
U.S. Bond Funds (17.7%) | ||||||
1 | Vanguard Total Bond Market II Index Fund Investor Shares | 14,755,697 | 138,261 | |||
Vanguard Ultra-Short-Term Bond Fund Investor Shares | 7,128,070 | 70,211 | ||||
208,472 | ||||||
International Bond Funds (5.4%) | ||||||
Vanguard Emerging Markets Bond Fund Investor Shares | 3,714,420 | 35,027 | ||||
Vanguard Total International Bond Index Fund Investor Shares | 3,032,275 | 28,716 | ||||
63,743 | ||||||
Alternative Funds (17.0%) | ||||||
Vanguard Alternative Strategies Fund Investor Shares | 4,285,537 | 71,140 | ||||
Vanguard Commodity Strategy Fund Admiral Shares | 2,577,100 | 70,458 | ||||
Vanguard Market Neutral Fund Investor Shares | 4,682,454 | 58,016 | ||||
199,614 | ||||||
Total Investment Companies (Cost $993,850) | 1,174,896 |
Shares | Market Value• ($000) | |||||
Temporary Cash Investments (0.0%) | ||||||
Money Market Fund (0.0%) | ||||||
1 | Vanguard Market Liquidity Fund, 4.334% (Cost $437) | 4,372 | 437 | |||
Total Investments (100.0%) (Cost $994,287) | 1,175,333 | |||||
Other Assets and Liabilities—Net (0.0%) | 34 | |||||
Net Assets (100%) | 1,175,367 |
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, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value—Affiliated Funds (Cost $994,287) | 1,175,333 |
Receivables for Investment Securities Sold | 2,198 |
Receivables for Accrued Income | 331 |
Receivables for Capital Shares Issued | 260 |
Total Assets | 1,178,122 |
Liabilities | |
Payables for Investment Securities Purchased | 330 |
Payables for Capital Shares Redeemed | 2,425 |
Total Liabilities | 2,755 |
Net Assets | 1,175,367 |
At December 31, 2022, net assets consisted of: | |
Paid-in Capital | 995,712 |
Total Distributable Earnings (Loss) | 179,655 |
Net Assets | 1,175,367 |
Net Assets | |
Applicable to 73,173,694 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 1,175,367 |
Net Asset Value Per Share | $16.06 |
Year Ended December 31, 2022 | |
($000) | |
Investment Income | |
Income | |
Income Distributions Received from Affiliated Funds | 35,472 |
Net Investment Income—Note B | 35,472 |
Realized Net Gain (Loss) | |
Capital Gain Distributions Received from Affiliated Funds | 838 |
Affiliated Funds Sold | 327 |
Realized Net Gain (Loss) | 1,165 |
Change in Unrealized Appreciation (Depreciation) from Affiliated Funds | (161,198) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (124,561) |
Year Ended December 31, | ||
2022 ($000) | 2021 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income | 35,472 | 49,793 |
Realized Net Gain (Loss) | 1,165 | 42,975 |
Change in Unrealized Appreciation (Depreciation) | (161,198) | 79,354 |
Net Increase (Decrease) in Net Assets Resulting from Operations | (124,561) | 172,122 |
Distributions | ||
Total Distributions | (47,840) | (93,869) |
Capital Share Transactions | ||
Issued | 185,553 | 194,769 |
Issued in Lieu of Cash Distributions | 29,718 | 56,654 |
Redeemed | (231,022) | (268,983) |
Net Increase (Decrease) from Capital Share Transactions | (15,751) | (17,560) |
Total Increase (Decrease) | (188,152) | 60,693 |
Net Assets | ||
Beginning of Period | 1,363,519 | 1,302,826 |
End of Period | 1,175,367 | 1,363,519 |
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
2022 | 2021 | 2020 | 20191 | 20181 | |
Net Asset Value, Beginning of Period | $18.39 | $17.33 | $17.00 | $15.68 | $19.11 |
Investment Operations | |||||
Net Investment Income2 | .482 | .687 | .265 | .431 | .395 |
Capital Gain Distributions Received2 | .011 | .017 | .020 | .107 | .056 |
Net Realized and Unrealized Gain (Loss) on Investments | (2.163) | 1.665 | .839 | 1.877 | (1.502) |
Total from Investment Operations | (1.670) | 2.369 | 1.124 | 2.415 | (1.051) |
Distributions | |||||
Dividends from Net Investment Income | (.476) | (.688) | (.235) | (.535) | (.394) |
Distributions from Realized Capital Gains | (.184) | (.621) | (.559) | (.354) | (.996) |
Return of Capital | — | — | — | (.206) | (.989) |
Total Distributions | (.660) | (1.309) | (.794) | (1.095) | (2.379) |
Net Asset Value, End of Period | $16.06 | $18.39 | $17.33 | $17.00 | $15.68 |
Total Return | -9.13% | 13.77% | 6.89% | 15.64% | -5.67% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $1,175 | $1,364 | $1,303 | $1,869 | $1,760 |
Ratio of Total Expenses to Average Net Assets | — | — | — | 0.02% | 0.03% |
Acquired Fund Fees and Expenses | 0.27% | 0.31% | 0.28% | 0.30% | 0.29% |
Ratio of Net Investment Income to Average Net Assets | 2.84% | 3.69% | 1.65% | 2.57% | 2.11% |
Portfolio Turnover Rate | 21% | 16% | 33% | 19% | 17% |
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) | |
Paid-in Capital | 1,272 |
Total Distributable Earnings (Loss) | (1,272) |
Amount ($000) | |
Undistributed Ordinary Income | — |
Undistributed Long-Term Gains | 225 |
Capital Loss Carryforwards | — |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | 179,430 |
Year Ended December 31, | ||
2022 Amount ($000) | 2021 Amount ($000) | |
Ordinary Income* | 37,038 | 54,549 |
Long-Term Capital Gains | 10,802 | 39,320 |
Total | 47,840 | 93,869 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 995,903 |
Gross Unrealized Appreciation | 225,768 |
Gross Unrealized Depreciation | (46,338) |
Net Unrealized Appreciation (Depreciation) | 179,430 |
Year Ended December 31, | ||
2022 Shares (000) | 2021 Shares (000) | |
Issued | 10,806 | 10,488 |
Issued in Lieu of Cash Distributions | 1,806 | 3,091 |
Redeemed | (13,567) | (14,607) |
Net Increase (Decrease) in Shares Outstanding | (955) | (1,028) |
Current Period Transactions | ||||||||
Dec. 31, 2021 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2022 Market Value ($000) | |
Vanguard Alternative Strategies Fund | 108,406 | 2,231 | 39,065 | (7,192) | 6,760 | 2,232 | — | 71,140 |
Vanguard Commodity Strategy Fund | 103,169 | 10,892 | 50,595 | 9,100 | (2,108) | 8,927 | — | 70,458 |
Vanguard Dividend Appreciation Index Fund | 47,857 | 4,395 | 5,278 | 18 | (5,619) | 844 | — | 41,373 |
Vanguard Emerging Markets Bond Fund | 40,342 | 1,847 | — | — | (7,162) | 1,846 | — | 35,027 |
Vanguard Emerging Markets Stock Index Fund | 33,753 | 1,996 | 1,584 | (293) | (6,658) | 1,028 | — | 27,214 |
Vanguard Global Minimum Volatility Fund | 35,033 | 1,485 | 3,107 | 233 | (3,336) | 765 | 719 | 30,308 |
Vanguard High Dividend Yield Index Fund | 41,081 | 2,152 | 6,470 | 1,092 | (2,499) | 1,152 | — | 35,356 |
Vanguard Market Liquidity Fund | 971 | NA1 | NA1 | — | — | 10 | — | 437 |
Vanguard Market Neutral Fund | 74,745 | 4,033 | 28,871 | 4,287 | 3,822 | 430 | — | 58,016 |
Vanguard Small-Cap Value Index Fund | 81,938 | 5,300 | 25,177 | 1,419 | (10,427) | 1,307 | — | 53,053 |
Vanguard Total Bond Market II Index Fund | 157,493 | 27,400 | 21,830 | (2,596) | (22,206) | 3,262 | 119 | 138,261 |
Vanguard Total International Bond Index Fund | 50,960 | 7,236 | 24,121 | 695 | (6,054) | 418 | — | 28,716 |
Current Period Transactions | ||||||||
Dec. 31, 2021 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Dec. 31, 2022 Market Value ($000) | |
Vanguard Total International Stock Index Fund | 329,776 | 19,736 | 34,938 | (4,388) | (57,715) | 7,925 | — | 252,471 |
Vanguard Total Stock Market Index Fund | 190,277 | 68,663 | 14,613 | (1,467) | (44,853) | 3,007 | — | 198,007 |
Vanguard Ultra-Short-Term Bond Fund | — | 80,126 | 10,000 | (18) | 103 | 484 | — | 70,211 |
Vanguard Value Index Fund | 68,299 | 22,324 | 21,529 | (563) | (3,246) | 1,835 | — | 65,285 |
Total | 1,364,100 | 259,816 | 287,178 | 327 | (161,198) | 35,472 | 838 | 1,175,333 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
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February 16, 2023
Matthew Benchener | Thomas M. Rampulla |
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Your Fund’s Performance at a Glance | 1 |
Advisor's Report | 2 |
About Your Fund’s Expenses | 5 |
Performance Summary | 7 |
Financial Statements | 9 |
Trustees Approve Advisory Arrangements | 23 |
Liquidity Risk Management | 24 |
• | Despite some relief in midsummer and late fall, the 12 months ended December 31, 2022, were a volatile, challenging period for financial markets. Vanguard Baillie Gifford Global Positive Impact Stock Fund (and its predecessor fund, the Baillie Gifford Positive Change Equities Fund) returned –30.25%, lagging its benchmark index, which returned –18.36%. |
• | Overall, the economic backdrop deteriorated as inflation soared to multidecade highs, driven by government spending during the pandemic as well as higher energy and food prices in the wake of Russia’s invasion of Ukraine. That prompted aggressive interest rate tightening by many central banks to bring inflation back in check, which increased fears of recession. |
• | The fund seeks to invest in high-quality growth companies that are expected to contribute toward a more sustainable and inclusive world over the long term. Unfortunately, that growth tilt weighed on performance during the fiscal year as high inflation and rising interest rates contributed to growth stocks returning about –29%, as measured by the MSCI ACWI Growth Index. The tilt was reflected in the fund's holdings in health care, consumer discretionary, and information technology. |
Average Annual Total Returns Periods Ended December 31, 2022 | |||
One Year | Three Years | Five Years | |
Stocks | |||
Russell 1000 Index (Large-caps) | -19.13% | 7.35% | 9.13% |
Russell 2000 Index (Small-caps) | -20.44 | 3.10 | 4.13 |
Russell 3000 Index (Broad U.S. market) | -19.21 | 7.07 | 8.79 |
FTSE All-World ex US Index (International) | -15.49 | 0.61 | 1.28 |
Bonds | |||
Bloomberg U.S. Aggregate Float Adjusted Index (Broad taxable market) | -13.07% | -2.67% | 0.06% |
Bloomberg Municipal Bond Index (Broad tax-exempt market) | -8.53 | -0.77 | 1.25 |
FTSE Three-Month U.S. Treasury Bill Index | 1.50 | 0.70 | 1.24 |
CPI | |||
Consumer Price Index | 6.45% | 4.92% | 3.78% |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended December 31, 2022 | |||
Baillie Gifford Global Positive Impact Stock Fund | Beginning Account Value 6/30/2022 | Ending Account Value 12/31/2022 | Expenses Paid During Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,092.00 | $3.43 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,021.93 | $3.31 |
Average Annual Total Returns Periods Ended December 31, 2022 | |||||
One Year | Five Years | Since Inception (12/14/2017) | Final Value of a $10,000 Investment | ||
Baillie Gifford Global Positive Impact Stock Fund Investor Shares | -30.25% | 13.21% | 13.43% | $18,891 | |
MSCI All Country World Index Net | -18.36 | 5.23 | 5.50 | 13,103 |
United States | 48.1% |
Denmark | 9.8 |
Netherlands | 6.4 |
Canada | 5.1 |
Taiwan | 5.0 |
Indonesia | 4.5 |
India | 4.5 |
Belgium | 3.6 |
Germany | 2.9 |
Japan | 2.6 |
Sweden | 2.3 |
South Africa | 2.2 |
Brazil | 1.8 |
Other | 1.2 |
Shares | Market Value• ($000) | ||
Common Stocks (91.9%) | |||
Belgium (3.4%) | |||
Umicore SA | 151,584 | 5,575 | |
Brazil (1.8%) | |||
* | NU Holdings Ltd. Class A | 710,863 | 2,893 |
Canada (4.9%) | |||
* | Shopify Inc. Class A (XTSE) | 167,441 | 5,812 |
* | AbCellera Biologics Inc. | 205,590 | 2,083 |
7,895 | |||
Denmark (9.5%) | |||
1 | Orsted A/S | 66,745 | 6,034 |
Novozymes A/S Class B | 97,037 | 4,923 | |
Chr Hansen Holding A/S | 60,490 | 4,351 | |
15,308 | |||
Germany (2.8%) | |||
Sartorius AG Preference Shares | 11,286 | 4,457 | |
Indonesia (4.3%) | |||
* | Bank Rakyat Indonesia Persero Tbk PT | 22,014,417 | 6,980 |
Japan (2.5%) | |||
M3 Inc. | 147,100 | 3,996 | |
Kenya (0.5%) | |||
Safaricom plc | 4,299,300 | 842 | |
Netherlands (6.2%) | |||
ASML Holding NV | 18,264 | 9,958 | |
South Africa (2.1%) | |||
* | Discovery Ltd. | 473,043 | 3,422 |
Sweden (2.2%) | |||
Nibe Industrier AB Class B | 390,132 | 3,641 | |
Taiwan (4.8%) | |||
Taiwan Semiconductor Manufacturing Co. Ltd. | 540,000 | 7,843 | |
United Kingdom (0.6%) | |||
FDM Group Holdings plc | 115,526 | 1,036 | |
United States (46.3%) | |||
* | Moderna Inc. | 58,049 | 10,427 |
Deere & Co. | 21,159 | 9,072 | |
* | MercadoLibre Inc. | 10,601 | 8,971 |
* | Alnylam Pharmaceuticals Inc. | 36,742 | 8,732 |
* | DexCom Inc. | 67,840 | 7,682 |
Xylem Inc. | 60,058 | 6,641 | |
* | Illumina Inc. | 27,251 | 5,510 |
* | Tesla Inc. | 27,847 | 3,430 |
Shares | Market Value• ($000) | ||
* | Autodesk Inc. | 17,856 | 3,337 |
Ecolab Inc. | 22,695 | 3,303 | |
* | 10X Genomics Inc. Class A | 60,627 | 2,209 |
* | Duolingo Inc. | 27,944 | 1,988 |
* | Coursera Inc. | 135,391 | 1,602 |
* | Teladoc Health Inc. | 54,834 | 1,297 |
* | Remitly Global Inc. | 31,915 | 365 |
* | Peloton Interactive Inc. Class A | 39,600 | 314 |
*,2 | ABIOMED Inc. CVR | 16,638 | 17 |
74,897 | |||
Total Common Stocks (Cost $167,450) | 148,743 | ||
Participatory Notes (4.3%) | |||
India (4.3%) | |||
* | CLSA Global Markets Pte. Ltd., Housing Development Finance Corp. Ltd. 6/30/25 (Cost $6,366) | 219,433 | 6,944 |
Temporary Cash Investments (6.9%) | |||
Money Market Fund (6.9%) | |||
3 | Vanguard Market Liquidity Fund 4.334% (Cost $11,072) | 110,730 | 11,072 |
Total Investments (103.1%) (Cost $184,888) | 166,759 | ||
Other Assets and Liabilities—Net (-3.1%) | (4,954) | ||
Net Assets (100%) | 161,805 | ||
Cost is in $000. |
• | See Note A in Notes to Financial Statements. |
* | Non-income-producing security. |
1 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At December 31, 2022, the aggregate value was $6,034,000, representing 3.7% of net assets. |
2 | Security value determined using significant unobservable inputs. |
3 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
CVR—Contingent Value Rights. |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value | |
Unaffiliated Issuers (Cost $173,816) | 155,687 |
Affiliated Issuers (Cost $11,072) | 11,072 |
Total Investments in Securities | 166,759 |
Investment in Vanguard | 6 |
Receivables for Accrued Income | 170 |
Receivables for Capital Shares Issued | 1,926 |
Total Assets | 168,861 |
Liabilities | |
Due to Custodian | 3 |
Payables for Investment Securities Purchased | 6,685 |
Payables to Investment Advisor | 172 |
Payables for Capital Shares Redeemed | 166 |
Payables to Vanguard | 30 |
Total Liabilities | 7,056 |
Net Assets | 161,805 |
At December 31, 2022, net assets consisted of: | |
Paid-in Capital | 203,542 |
Total Distributable Earnings (Loss) | (41,737) |
Net Assets | 161,805 |
Investor Shares—Net Assets | |
Applicable to 9,939,623 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 161,805 |
Net Asset Value Per Share—Investor Shares | $16.28 |
Year Ended December 31, 20221 | |
($000) | |
Investment Income | |
Income | |
Dividends2 | 1,161 |
Interest3 | 36 |
Total Income | 1,197 |
Expenses | |
Investment Advisory Fees—Note B | 605 |
Administration & Supervisory Fee—Investor Shares—Note C | 62 |
Administration & Supervisory Fee—Class K Shares—Note C | 85 |
Transfer Agency—Note C | 39 |
Sub-transfer Agency—Investor Shares—Note C | 34 |
Fund Accounting—Note C | 55 |
Registration Fees—Note C | 67 |
The Vanguard Group—Note D | |
Management and Administrative—Investor Shares | 24 |
Marketing and Distribution—Investor Shares | 5 |
Custodian Fees | 22 |
Auditing Fees | 64 |
Shareholders’ Reports—Investor Shares | 4 |
Shareholders’ Reports—Class K Shares | — |
Trustees’ Fees and Expenses | 3 |
Interest Expense | — |
Other Expenses | 40 |
Total Expenses | 1,109 |
Fees Waived/Expenses Reimbursed—Note C | (93) |
Net Expenses | 1,016 |
Net Investment Income | 181 |
Realized Net Gain (Loss) | |
Investment Securities Sold3 | (21,239) |
Foreign Currencies | (86) |
Realized Net Gain (Loss) | (21,325) |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities3 | (41,228) |
Foreign Currencies | (3) |
Change in Unrealized Appreciation (Depreciation) | (41,231) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (62,375) |
1 | Includes activity of the Predecessor Fund through 7/18/22. See Notes to Financial Statements. |
2 | Dividends are net of foreign withholding taxes of $198,000. |
3 | Interest income, realized net gain (loss), capital gain distributions received, and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $35,000, $1,000, less than $1,000, and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
Year Ended December 31, | ||
20221 ($000) | 20211 ($000) | |
Increase (Decrease) in Net Assets | ||
Operations | ||
Net Investment Income (Loss) | 181 | (383) |
Realized Net Gain (Loss) | (21,325) | 14,473 |
Change in Unrealized Appreciation (Depreciation) | (41,231) | (8,381) |
Net Increase (Decrease) in Net Assets Resulting from Operations | (62,375) | 5,709 |
Distributions | ||
Investor Shares | (1,559) | (7,069) |
Class K Shares | (1,877) | (8,595) |
Total Distributions | (3,436) | (15,664) |
Capital Share Transactions | ||
Investor Shares | 98,295 | 57,229 |
Class K Shares | (69,757) | 55,810 |
Net Increase (Decrease) from Capital Share Transactions | 28,538 | 113,039 |
Total Increase (Decrease) | (37,273) | 103,084 |
Net Assets | ||
Beginning of Period | 199,078 | 95,994 |
End of Period | 161,805 | 199,078 |
1 | Includes activity of the Predecessor Fund through 7/18/22. See Notes to Financial Statements. |
Investor Shares | |||||
For a Share Outstanding Throughout Each Period | Year Ended December 31, | ||||
20221 | 20211 | 20201 | 20191 | 20181 | |
Net Asset Value, Beginning of Period | $23.89 | $23.79 | $13.13 | $10.10 | $10.16 |
Investment Operations | |||||
Net Investment Income (Loss)2 | .007 | (.08) | (.04) | .05 | (.02) |
Net Realized and Unrealized Gain (Loss) on Investments | (7.246) | 2.25 | 11.63 | 3.03 | (.04) |
Total from Investment Operations | (7.239) | 2.17 | (11.59) | 3.08 | (.06) |
Distributions | |||||
Dividends from Net Investment Income | (.031) | — | — | (.03) | — |
Distributions from Realized Capital Gains | (.340) | (2.07) | (.93) | (.02) | — |
Total Distributions | (.371) | (2.07) | (.93) | (.05) | — |
Net Asset Value, End of Period | $16.28 | $23.89 | $23.79 | $13.13 | $10.10 |
Total Return3 | -30.25% | 9.15% | 88.28% | 30.49% | -0.59% |
Ratios/Supplemental Data | |||||
Net Assets, End of Period (Millions) | $162 | $87 | $36 | $11 | $7 |
Ratio of Net Expenses to Average Net Assets, Before Waiver—Note C | 0.68% | 0.77% | 1.05% | 1.63% | 3.21% |
Ratio of Net Expenses to Average Net Assets, After Waiver—Note C | 0.64% | 0.72% | 0.68% | 0.65% | 0.65% |
Ratio of Net Investment Income (Loss) to Average Net Assets | 0.04% | (0.28%) | (0.21%) | 0.41% | (0.14%) |
Portfolio Turnover Rate | 35% | 28% | 40% | 7% | 7% |
1 | Includes activity of the Predecessor Fund through 7/18/22. See Notes to Financial Statements. |
2 | Calculated based on average shares outstanding. |
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. |
A. | The following significant accounting policies conform to generally accepted accounting principles for U.S. investment companies. The fund consistently follows such policies in preparing its financial statements. |
B. | Baillie Gifford & Co. (Baillie Gifford) provides investment advisory services for a fee calculated at an annual percentage rate of average fund net assets. For the period January 1, 2022 through July 18, 2022, the investment advisory fee represented an effective annual basic rate of 0.33% of the Predecessor Fund’s average net assets; thereafter through December 31, 2022, the investment advisory fee represented an effective annual basic rate of 0.45% of the fund’s average net assets. For the year ended December 31, 2022, the aggregate investment advisory fee represented an effective annual rate of 0.38% of average fund net assets. |
C. | Through July 18, 2022, Baillie Gifford and its affiliates were responsible for providing certain administrative services to the Predecessor Fund, as well as coordinating, overseeing and supporting services provided to the Predecessor Fund by third parties, including financial intermediaries that hold accounts with the Predecessor Fund, for a fee (the Administration & Supervisory Fee) calculated at an annual rate of 0.17% of the Predecessor Fund's average net assets for the period. The Bank of New York Mellon provided fund accounting and fund registration services to the Predecessor Fund, and BNY Mellon Investment Servicing (U.S.) Inc. served as the Predecessor Fund’s transfer agent, registrar and dividend disbursing agent. Additionally, the Institutional Class (which was reorganized into the Investor Class) bore expenses in connection with compensating financial intermediaries for sub-transfer agency and other services; Class K did not bear such expenses. |
D. | Effective July 18, 2022, in accordance with the terms of a Funds' Service Agreement (the “FSA”) between Vanguard and the fund, Vanguard furnishes to the fund corporate management, administrative, marketing, distribution and cash management services at Vanguard’s cost of operations (as defined by the FSA). These costs of operations are allocated to the fund based on methods and guidelines approved by the board of trustees and are generally settled twice a month. |
E. | Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 85,668 | 63,058 | 17 | 148,743 |
Participatory Notes | — | 6,944 | — | 6,944 |
Temporary Cash Investments | 11,072 | — | — | 11,072 |
Total | 96,740 | 70,002 | 17 | 166,759 |
F. | Permanent differences between book-basis and tax-basis components of net assets are reclassified among capital accounts in the financial statements to reflect their tax character. These reclassifications have no effect on net assets or net asset value per share. As of period end, permanent differences primarily attributable to the accounting for applicable foreign currency transactions and passive foreign investment companies were reclassified between the individual components of total distributable earnings (loss). |
Amount ($000) | |
Undistributed Ordinary Income | 391 |
Undistributed Long-Term Gains | — |
Capital Loss Carryforwards | (15,273) |
Qualified Late-Year Losses | — |
Net Unrealized Gains (Losses) | (26,855) |
Year Ended December 31, | ||
2022 Amount ($000) | 2021 Amount ($000) | |
Ordinary Income* | 306 | 359 |
Long-Term Capital Gains | 3,130 | 15,305 |
Total | 3,436 | 15,664 |
* | Includes short-term capital gains, if any. |
Amount ($000) | |
Tax Cost | 193,610 |
Gross Unrealized Appreciation | 21,836 |
Gross Unrealized Depreciation | (48,688) |
Net Unrealized Appreciation (Depreciation) | (26,852) |
G. | During the year ended December 31, 2022, the fund purchased $76,138,000 of investment securities and sold $54,314,000 of investment securities, other than temporary cash investments. |
H. | Capital share transactions for each class of shares were: |
Year Ended December 31, | |||||
20221 | 20211 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 63,550 | 3,751 | 61,117 | 2,246 | |
Issued in Connection with Reorganization | 86,020 | 5,623 | — | — | |
Issued in Lieu of Cash Distributions | 1,464 | 92 | 6,617 | 278 | |
Redeemed | (52,739) | (3,174) | (10,505) | (406) | |
Net Increase (Decrease)—Investor Shares | 98,295 | 6,292 | 57,229 | 2,118 |
Year Ended December 31, | |||||
20221 | 20211 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Class K Shares | |||||
Issued | 27,914 | 1,545 | 54,299 | 2,097 | |
Redeemed in Connection with Reorganization | (86,020) | (5,611) | — | — | |
Issued in Lieu of Cash Distributions | 1,560 | 99 | 6,310 | 265 | |
Redeemed | (13,211) | (710) | (4,799) | (188) | |
Net Increase (Decrease)—Class K Shares | (69,757) | (4,677) | 55,810 | 2,174 |
1 | Includes activity of the Predecessor Fund through 7/18/22. |
I. | Management has determined that no events or transactions occurred subsequent to December 31, 2022, that would require recognition or disclosure in these financial statements. |
Philadelphia, Pennsylvania
February 16, 2023
Matthew Benchener | Thomas M. Rampulla |
Joseph Brennan | Karin A. Risi |
Mortimer J. Buckley | Anne E. Robinson |
Gregory Davis | Michael Rollings |
John James | Nitin Tandon |
Chris D. Mclsaac | Lauren Valente |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
The Registrant has adopted a code of ethics that applies to the Registrant’s principal executive officer, principal financial officer, principal accounting officer or controller or persons performing similar functions. The Code of Ethics was amended during the reporting period covered by this report to make certain technical, non-material changes.
Item 3: Audit Committee Financial Expert.
All members of the Audit Committee have been determined by the Registrant’s Board of Trustees to be Audit Committee Financial Experts and to be independent: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 4: Principal Accountant Fees and Services.
(a) Audit Fees.
Audit Fees of the Registrant.
Fiscal Year Ended December 31, 2022: $102,000
Fiscal Year Ended December 31, 2021: $22,000
Aggregate Audit Fees of Registered Investment Companies in the Vanguard Group.
Fiscal Year Ended December 31, 2022: $10,494,508
Fiscal Year Ended December 31, 2021: $11,244,694
Includes fees billed in connection with audits of the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(b) Audit-Related Fees.
Fiscal Year Ended December 31, 2022: $2,757,764
Fiscal Year Ended December 31, 2021: $2,955,181
Includes fees billed in connection with assurance and related services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(c) Tax Fees.
Fiscal Year Ended December 31, 2022: $5,202,689
Fiscal Year Ended December 31, 2021: $2,047,574
Includes fees billed in connection with tax compliance, planning, and advice services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(d) All Other Fees.
Fiscal Year Ended December 31, 2022: $298,000
Fiscal Year Ended December 31, 2021: $280,000
Includes fees billed for services related to tax reported information provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(e) (1) Pre-Approval Policies. The policy of the Registrant’s Audit Committee is to consider, and, if appropriate, approve before the principal accountant is engaged for such services, all specific audit and non-audit services provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant. In making a determination, the Audit Committee considers whether the services are consistent with maintaining the principal accountant’s independence.
In the event of a contingency situation in which the principal accountant is needed to provide services in between scheduled Audit Committee meetings, the Chairman of the Audit Committee would be called on to consider and, if appropriate, pre-approve audit or permitted non-audit services in an amount sufficient to complete services through the next Audit Committee meeting, and to determine if such services would be consistent with maintaining the accountant’s independence. At the next scheduled Audit Committee meeting, services and fees would be presented to the Audit Committee for formal consideration, and, if appropriate, approval by the entire Audit Committee. The Audit Committee would again consider whether such services and fees are consistent with maintaining the principal accountant’s independence.
The Registrant’s Audit Committee is informed at least annually of all audit and non-audit services provided by the principal accountant to the Vanguard complex, whether such services are provided to: the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., or other entities controlled by The Vanguard Group, Inc. that provide ongoing services to the Registrant.
(2) No percentage of the principal accountant’s fees or services were approved pursuant to the waiver provision of paragraph (c)(7)(i)(C) of Rule 2-01 of Regulation S-X.
(f) For the most recent fiscal year, over 50% of the hours worked under the principal accountant’s engagement were not performed by persons other than full-time, permanent employees of the principal accountant.
(g) Aggregate Non-Audit Fees.
Fiscal Year Ended December 31, 2022: $5,500,689
Fiscal Year Ended December 31, 2021: $2,327,574
Includes fees billed for non-audit services provided to the Registrant, other registered investment companies in the Vanguard complex, The Vanguard Group, Inc., and Vanguard Marketing Corporation.
(h) For the most recent fiscal year, the Audit Committee has determined that the provision of all non-audit services was consistent with maintaining the principal accountant’s independence.
Item 5: Audit Committee of Listed Registrants.
The Registrant is a listed issuer as defined in rule 10A-3 under the Securities Exchange Act of 1934 (“Exchange Act”). The Registrant has a separately-designated standing audit committee established in accordance with Section 3(a)(58)(A) of the Exchange Act. The Registrant’s audit committee members are: F. Joseph Loughrey, Mark Loughridge, Sarah Bloom Raskin, and Peter F. Volanakis.
Item 6: Investments.
Not applicable. The complete schedule of investments is included as part of the report to shareholders filed under Item 1 of this Form.
Item 7: Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.
Item 8: Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.
Item 9: Purchase of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.
Item 10: Submission of Matters to a Vote of Security Holders.
Not applicable.
Item 11: Controls and Procedures.
(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.
(b) Internal Control Over Financial Reporting. There were no significant changes in the Registrant’s Internal Control Over Financial Reporting or in other factors that could significantly affect this control 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) | Code of Ethics filed herewith. | |
(a)(2) | Certifications filed herewith. | |
(b) | Certifications filed herewith. | |
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ MORTIMER J. BUCKLEY* | |
MORTIMER J. BUCKLEY | ||
CHIEF EXECUTIVE OFFICER |
Date: February 17, 2023
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: February 17, 2023
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: February 17, 2023
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on October 11, 2022 (see File Number 333-11763), Incorporated by Reference.