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, 2023—June 30, 2023
Item 1: Reports to Shareholders
About Your Fund's Expenses | 1 |
Financial Statements | 3 |
Trustees Approve Advisory Arrangement | 112 |
Liquidity Risk Management | 113 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund’s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2023 | |||
Beginning Account Value 12/31/2022 | Ending Account Value 6/30/2023 | Expenses Paid During Period | |
Based on Actual Fund Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,103.90 | $0.94 |
Admiral™ Shares | 1,000.00 | 1,104.80 | 0.37 |
Institutional Shares | 1,000.00 | 1,104.60 | 0.31 |
Based on Hypothetical 5% Yearly Return | |||
Balanced Index Fund | |||
Investor Shares | $1,000.00 | $1,023.90 | $0.90 |
Admiral Shares | 1,000.00 | 1,024.45 | 0.35 |
Institutional Shares | 1,000.00 | 1,024.50 | 0.30 |
Asset-Backed/Commercial Mortgage-Backed Securities | 1.0% |
Common Stocks | 61.8 |
Corporate Bonds | 10.3 |
Sovereign Bonds | 1.4 |
Taxable Municipal Bonds | 0.3 |
U.S. Government and Agency Obligations | 25.2 |
Shares | Market Value• ($000) | |||||
Common Stocks (60.7%) | ||||||
Basic Materials (1.2%) | ||||||
Linde plc | 342,991 | 130,707 | ||||
Air Products and Chemicals Inc. | 155,371 | 46,538 | ||||
Freeport-McMoRan Inc. | 1,003,478 | 40,139 | ||||
Ecolab Inc. | 179,228 | 33,460 | ||||
Nucor Corp. | 175,758 | 28,821 | ||||
Dow Inc. | 492,738 | 26,243 | ||||
Newmont Corp. | 555,231 | 23,686 | ||||
Fastenal Co. | 399,675 | 23,577 | ||||
Albemarle Corp. | 81,927 | 18,277 | ||||
LyondellBasell Industries NV Class A | 182,516 | 16,760 | ||||
International Flavors & Fragrances Inc. | 177,653 | 14,139 | ||||
Steel Dynamics Inc. | 112,488 | 12,253 | ||||
Reliance Steel & Aluminum Co. | 41,176 | 11,183 | ||||
Avery Dennison Corp. | 56,544 | 9,714 | ||||
CF Industries Holdings Inc. | 136,288 | 9,461 | ||||
FMC Corp. | 87,978 | 9,180 | ||||
Mosaic Co. | 232,438 | 8,135 | ||||
Celanese Corp. Class A | 68,396 | 7,920 | ||||
International Paper Co. | 241,715 | 7,689 | ||||
Eastman Chemical Co. | 82,211 | 6,883 | ||||
* | Cleveland-Cliffs Inc. | 363,891 | 6,099 | |||
Royal Gold Inc. | 45,798 | 5,257 | ||||
Olin Corp. | 91,686 | 4,712 | ||||
Hexcel Corp. | 60,017 | 4,563 | ||||
* | RBC Bearings Inc. | 20,618 | 4,484 | |||
Commercial Metals Co. | 80,319 | 4,230 | ||||
Alcoa Corp. | 124,000 | 4,207 | ||||
Timken Co. | 45,405 | 4,156 | ||||
UFP Industries Inc. | 41,735 | 4,050 | ||||
* | Univar Solutions Inc. | 109,502 | 3,925 | |||
Chemours Co. | 104,079 | 3,839 | ||||
Valvoline Inc. | 97,181 | 3,645 | ||||
United States Steel Corp. | 143,943 | 3,600 | ||||
* | Livent Corp. | 126,674 | 3,475 | |||
Mueller Industries Inc. | 38,401 | 3,352 | ||||
Huntsman Corp. | 123,113 | 3,327 | ||||
Balchem Corp. | 22,516 | 3,035 | ||||
Element Solutions Inc. | 155,279 | 2,981 | ||||
Ashland Inc. | 33,050 | 2,872 | ||||
Cabot Corp. | 39,956 | 2,673 | ||||
Westlake Corp. | 22,322 | 2,667 | ||||
Avient Corp. | 64,323 | 2,631 | ||||
Boise Cascade Co. | 27,900 | 2,521 | ||||
Hecla Mining Co. | 415,197 | 2,138 | ||||
* | Arconic Corp. | 70,037 | 2,072 | |||
Sensient Technologies Corp. | 28,742 | 2,044 | ||||
NewMarket Corp. | 4,878 | 1,962 | ||||
* | MP Materials Corp. | 82,561 | 1,889 | |||
Carpenter Technology Corp. | 33,297 | 1,869 | ||||
Quaker Chemical Corp. | 9,435 | 1,839 | ||||
Scotts Miracle-Gro Co. | 29,278 | 1,835 | ||||
Innospec Inc. | 16,761 | 1,683 | ||||
Materion Corp. | 13,993 | 1,598 | ||||
Worthington Industries Inc. | 21,489 | 1,493 | ||||
* | Ingevity Corp. | 24,291 | 1,413 | |||
Minerals Technologies Inc. | 23,839 | 1,375 | ||||
Stepan Co. | 14,027 | 1,340 | ||||
Tronox Holdings plc | 82,831 | 1,053 | ||||
Sylvamo Corp. | 24,362 | 985 | ||||
Compass Minerals International Inc. | 27,293 | 928 | ||||
*,1 | Uranium Energy Corp. | 267,443 | 909 | |||
* | Ecovyst Inc. | 70,433 | 807 |
Shares | Market Value• ($000) | |||||
Ryerson Holding Corp. | 17,624 | 765 | ||||
GrafTech International Ltd. | 143,000 | 721 | ||||
* | Piedmont Lithium Inc. | 12,436 | 718 | |||
Kaiser Aluminum Corp. | 9,951 | 713 | ||||
AdvanSix Inc. | 19,929 | 697 | ||||
* | US Silica Holdings Inc. | 53,800 | 653 | |||
* | Energy Fuels Inc. | 103,146 | 644 | |||
* | TimkenSteel Corp. | 27,885 | 602 | |||
* | Coeur Mining Inc. | 209,947 | 596 | |||
Hawkins Inc. | 12,325 | 588 | ||||
Schnitzer Steel Industries Inc. Class A | 18,601 | 558 | ||||
Mativ Holdings Inc. | 35,261 | 533 | ||||
Koppers Holdings Inc. | 14,510 | 495 | ||||
Haynes International Inc. | 8,467 | 430 | ||||
* | LSB Industries Inc. | 39,093 | 385 | |||
* | Clearwater Paper Corp. | 11,937 | 374 | |||
American Vanguard Corp. | 19,365 | 346 | ||||
* | Century Aluminum Co. | 37,670 | 329 | |||
Olympic Steel Inc. | 6,373 | 312 | ||||
*,1 | Origin Materials Inc. | 68,704 | 293 | |||
Omega Flex Inc. | 2,737 | 284 | ||||
* | Northwest Pipe Co. | 7,317 | 221 | |||
* | Rayonier Advanced Materials Inc. | 44,700 | 191 | |||
* | Ur-Energy Inc. | 182,060 | 191 | |||
* | Intrepid Potash Inc. | 7,428 | 169 | |||
*,1 | Amyris Inc. | 148,400 | 153 | |||
* | Dakota Gold Corp. | 50,500 | 147 | |||
FutureFuel Corp. | 16,400 | 145 | ||||
* | Unifi Inc. | 16,177 | 131 | |||
*,1 | NN Inc. | 52,900 | 126 | |||
Tredegar Corp. | 18,346 | 122 | ||||
Eastern Co. | 6,047 | 109 | ||||
* | Alto Ingredients Inc. | 37,056 | 107 | |||
* | Universal Stainless & Alloy Products Inc. | 7,442 | 104 | |||
* | Glatfelter Corp. | 29,983 | 91 | |||
* | Ascent Industries Co. | 9,600 | 87 | |||
*,1 | 5E Advanced Materials Inc. | 25,800 | 85 | |||
* | Perma-Pipe International Holdings Inc. | 7,151 | 68 | |||
Northern Technologies International Corp. | 5,764 | 62 | ||||
Gold Resource Corp. | 88,800 | 56 | ||||
*,1 | Hycroft Mining Holding Corp. Class A | 152,110 | 45 | |||
* | Culp Inc. | 7,359 | 37 | |||
Friedman Industries Inc. | 2,625 | 33 | ||||
Chicago Rivet & Machine Co. | 710 | 18 | ||||
United-Guardian Inc. | 2,067 | 18 | ||||
* | Solitario Zinc Corp. | 21,690 | 12 | |||
* | United States Antimony Corp. | 19,099 | 6 | |||
613,868 | ||||||
Consumer Discretionary (8.8%) | ||||||
* | Amazon.com Inc. | 6,099,345 | 795,111 | |||
* | Tesla Inc. | 1,884,268 | 493,245 | |||
Home Depot Inc. | 703,112 | 218,415 | ||||
Costco Wholesale Corp. | 310,246 | 167,030 | ||||
Walmart Inc. | 1,037,606 | 163,091 | ||||
McDonald's Corp. | 510,626 | 152,376 | ||||
* | Netflix Inc. | 310,918 | 136,956 | |||
* | Walt Disney Co. | 1,278,118 | 114,110 | |||
NIKE Inc. Class B | 862,044 | 95,144 | ||||
Lowe's Cos. Inc. | 414,092 | 93,461 | ||||
Starbucks Corp. | 801,785 | 79,425 | ||||
* | Booking Holdings Inc. | 25,777 | 69,606 | |||
TJX Cos. Inc. | 804,793 | 68,238 | ||||
* | Uber Technologies Inc. | 1,344,818 | 58,056 | |||
* | Activision Blizzard Inc. | 522,145 | 44,017 |
Shares | Market Value• ($000) | |||||
Target Corp. | 322,825 | 42,581 | ||||
Ford Motor Co. | 2,748,488 | 41,585 | ||||
* | Chipotle Mexican Grill Inc. Class A | 19,277 | 41,234 | |||
* | O'Reilly Automotive Inc. | 42,648 | 40,742 | |||
General Motors Co. | 922,991 | 35,591 | ||||
* | Airbnb Inc. Class A | 259,629 | 33,274 | |||
Marriott International Inc. Class A | 180,284 | 33,116 | ||||
* | AutoZone Inc. | 12,843 | 32,022 | |||
* | Lululemon Athletica Inc. | 81,162 | 30,720 | |||
Estee Lauder Cos. Inc. Class A | 145,821 | 28,636 | ||||
* | Copart Inc. | 299,633 | 27,330 | |||
Yum! Brands Inc. | 196,324 | 27,201 | ||||
Hilton Worldwide Holdings Inc. | 185,221 | 26,959 | ||||
Ross Stores Inc. | 239,088 | 26,809 | ||||
DR Horton Inc. | 214,353 | 26,085 | ||||
Dollar General Corp. | 153,517 | 26,064 | ||||
Electronic Arts Inc. | 190,573 | 24,717 | ||||
* | Trade Desk Inc. Class A | 311,806 | 24,078 | |||
Lennar Corp. Class A | 184,708 | 23,146 | ||||
* | Delta Air Lines Inc. | 447,737 | 21,285 | |||
* | Dollar Tree Inc. | 146,860 | 21,074 | |||
* | Aptiv plc | 189,236 | 19,319 | |||
* | Warner Bros Discovery Inc. | 1,535,090 | 19,250 | |||
* | Take-Two Interactive Software Inc. | 117,868 | 17,345 | |||
Tractor Supply Co. | 76,778 | 16,976 | ||||
eBay Inc. | 374,272 | 16,726 | ||||
Genuine Parts Co. | 98,301 | 16,635 | ||||
* | Ulta Beauty Inc. | 35,086 | 16,511 | |||
* | Royal Caribbean Cruises Ltd. | 152,458 | 15,816 | |||
Southwest Airlines Co. | 413,805 | 14,984 | ||||
Darden Restaurants Inc. | 84,497 | 14,118 | ||||
* | Las Vegas Sands Corp. | 239,683 | 13,902 | |||
* | NVR Inc. | 2,166 | 13,755 | |||
* | Carnival Corp. | 704,299 | 13,262 | |||
Omnicom Group Inc. | 139,333 | 13,258 | ||||
* | United Airlines Holdings Inc. | 228,387 | 12,532 | |||
PulteGroup Inc. | 155,268 | 12,061 | ||||
Best Buy Co. Inc. | 137,337 | 11,255 | ||||
Garmin Ltd. | 106,781 | 11,136 | ||||
* | Expedia Group Inc. | 99,646 | 10,900 | |||
LKQ Corp. | 186,710 | 10,880 | ||||
Interpublic Group of Cos. Inc. | 269,855 | 10,411 | ||||
* | ROBLOX Corp. Class A | 254,966 | 10,275 | |||
* | Live Nation Entertainment Inc. | 112,105 | 10,214 | |||
* | Deckers Outdoor Corp. | 18,372 | 9,694 | |||
Pool Corp. | 25,843 | 9,682 | ||||
* | CarMax Inc. | 111,205 | 9,308 | |||
MGM Resorts International | 203,224 | 8,926 | ||||
* | Liberty Media Corp.-Liberty Formula One Class C | 116,532 | 8,773 | |||
Domino's Pizza Inc. | 24,825 | 8,366 | ||||
* | American Airlines Group Inc. | 461,199 | 8,274 | |||
* | Rivian Automotive Inc. Class A | 491,995 | 8,197 | |||
BorgWarner Inc. | 164,539 | 8,048 | ||||
Aramark | 180,344 | 7,764 | ||||
* | Five Below Inc. | 38,906 | 7,647 | |||
Rollins Inc. | 171,910 | 7,363 | ||||
* | Etsy Inc. | 86,652 | 7,332 | |||
* | DraftKings Inc. Class A | 275,656 | 7,324 | |||
* | Floor & Decor Holdings Inc. Class A | 70,008 | 7,278 | |||
* | Caesars Entertainment Inc. | 142,245 | 7,250 | |||
Wynn Resorts Ltd. | 67,823 | 7,163 | ||||
* | Burlington Stores Inc. | 45,374 | 7,141 | |||
Vail Resorts Inc. | 27,975 | 7,043 | ||||
Tapestry Inc. | 161,714 | 6,921 | ||||
Service Corp. International | 100,931 | 6,519 | ||||
Churchill Downs Inc. | 46,620 | 6,488 | ||||
* | Norwegian Cruise Line Holdings Ltd. | 297,781 | 6,483 | |||
Fox Corp. Class A | 189,103 | 6,430 | ||||
Lear Corp. | 41,706 | 5,987 | ||||
Hasbro Inc. | 91,469 | 5,924 | ||||
Lithia Motors Inc. Class A | 19,403 | 5,901 | ||||
* | BJ's Wholesale Club Holdings Inc. | 93,412 | 5,886 | |||
Toll Brothers Inc. | 72,735 | 5,751 |
Shares | Market Value• ($000) | |||||
Bath & Body Works Inc. | 151,334 | 5,675 | ||||
Whirlpool Corp. | 37,840 | 5,630 | ||||
Williams-Sonoma Inc. | 44,744 | 5,599 | ||||
1 | Paramount Global Class B | 346,029 | 5,505 | |||
Dick's Sporting Goods Inc. | 41,625 | 5,502 | ||||
Texas Roadhouse Inc. Class A | 47,370 | 5,319 | ||||
* | SiteOne Landscape Supply Inc. | 31,240 | 5,228 | |||
News Corp. Class A | 265,777 | 5,183 | ||||
* | Skechers USA Inc. Class A | 92,666 | 4,880 | |||
* | Mattel Inc. | 249,229 | 4,870 | |||
Gentex Corp. | 161,624 | 4,729 | ||||
VF Corp. | 247,061 | 4,716 | ||||
* | Alaska Air Group Inc. | 87,886 | 4,674 | |||
Polaris Inc. | 38,474 | 4,653 | ||||
* | Crocs Inc. | 40,831 | 4,591 | |||
Tempur Sealy International Inc. | 112,869 | 4,523 | ||||
*,1 | GameStop Corp. Class A | 183,079 | 4,440 | |||
* | Light & Wonder Inc. | 64,519 | 4,436 | |||
New York Times Co. Class A | 108,708 | 4,281 | ||||
* | AutoNation Inc. | 25,554 | 4,206 | |||
Murphy USA Inc. | 13,517 | 4,205 | ||||
Wingstop Inc. | 20,845 | 4,172 | ||||
* | elf Beauty Inc. | 35,977 | 4,110 | |||
Wyndham Hotels & Resorts Inc. | 59,825 | 4,102 | ||||
* | Planet Fitness Inc. Class A | 59,496 | 4,012 | |||
Nexstar Media Group Inc. Class A | 23,830 | 3,969 | ||||
* | RH | 11,562 | 3,811 | |||
U-Haul Holding Co. | 75,210 | 3,811 | ||||
*,1 | Lucid Group Inc. | 550,197 | 3,791 | |||
PVH Corp. | 44,319 | 3,766 | ||||
* | Bright Horizons Family Solutions Inc. | 40,637 | 3,757 | |||
* | Wayfair Inc. Class A | 57,629 | 3,746 | |||
* | Asbury Automotive Group Inc. | 15,236 | 3,663 | |||
Hyatt Hotels Corp. Class A | 31,466 | 3,605 | ||||
* | Taylor Morrison Home Corp. Class A | 72,427 | 3,532 | |||
Thor Industries Inc. | 33,741 | 3,492 | ||||
Meritage Homes Corp. | 24,458 | 3,480 | ||||
H&R Block Inc. | 108,131 | 3,446 | ||||
* | Liberty Media Corp.-Liberty SiriusXM Class C | 105,059 | 3,439 | |||
Boyd Gaming Corp. | 49,314 | 3,421 | ||||
* | Duolingo Inc. Class A | 23,093 | 3,301 | |||
* | Fox Factory Holding Corp. | 29,974 | 3,252 | |||
Ralph Lauren Corp. Class A | 25,898 | 3,193 | ||||
World Wrestling Entertainment Inc. Class A | 29,021 | 3,148 | ||||
Harley-Davidson Inc. | 89,295 | 3,144 | ||||
* | Avis Budget Group Inc. | 13,723 | 3,138 | |||
* | Capri Holdings Ltd. | 87,001 | 3,122 | |||
Macy's Inc. | 189,851 | 3,047 | ||||
* | Coty Inc. Class A | 243,967 | 2,998 | |||
Advance Auto Parts Inc. | 41,780 | 2,937 | ||||
* | Visteon Corp. | 20,067 | 2,882 | |||
Academy Sports & Outdoors Inc. | 53,215 | 2,876 | ||||
Fox Corp. Class B | 89,611 | 2,858 | ||||
* | Goodyear Tire & Rubber Co. | 201,447 | 2,756 | |||
* | Liberty Media Corp.-Liberty Formula One Class A | 40,753 | 2,756 | |||
KB Home | 52,941 | 2,738 | ||||
Marriott Vacations Worldwide Corp. | 21,692 | 2,662 | ||||
Leggett & Platt Inc. | 89,588 | 2,654 | ||||
Wendy's Co. | 119,577 | 2,601 | ||||
* | Chewy Inc. Class A | 65,369 | 2,580 | |||
* | Penn Entertainment Inc. | 106,062 | 2,549 | |||
TEGNA Inc. | 156,629 | 2,544 | ||||
Choice Hotels International Inc. | 21,485 | 2,525 | ||||
* | Endeavor Group Holdings Inc. Class A | 105,517 | 2,524 | |||
* | Ollie's Bargain Outlet Holdings Inc. | 43,538 | 2,522 | |||
* | Hilton Grand Vacations Inc. | 54,692 | 2,485 | |||
* | Skyline Champion Corp. | 37,620 | 2,462 | |||
Group 1 Automotive Inc. | 9,460 | 2,442 | ||||
Penske Automotive Group Inc. | 14,107 | 2,351 | ||||
Madison Square Garden Sports Corp. | 12,340 | 2,321 | ||||
* | YETI Holdings Inc. | 59,613 | 2,315 | |||
* | Tri Pointe Homes Inc. | 69,577 | 2,286 | |||
Newell Brands Inc. | 258,116 | 2,246 |
Shares | Market Value• ($000) | |||||
* | Grand Canyon Education Inc. | 21,298 | 2,198 | |||
Warner Music Group Corp. Class A | 83,419 | 2,176 | ||||
LCI Industries | 17,031 | 2,152 | ||||
* | Lyft Inc. Class A | 221,738 | 2,126 | |||
* | JetBlue Airways Corp. | 235,321 | 2,085 | |||
Travel + Leisure Co. | 50,151 | 2,023 | ||||
* | Shake Shack Inc. Class A | 25,930 | 2,015 | |||
Signet Jewelers Ltd. | 30,600 | 1,997 | ||||
MDC Holdings Inc. | 41,659 | 1,948 | ||||
* | LGI Homes Inc. | 14,396 | 1,942 | |||
* | Topgolf Callaway Brands Corp. | 94,601 | 1,878 | |||
Columbia Sportswear Co. | 23,924 | 1,848 | ||||
Carter's Inc. | 25,261 | 1,834 | ||||
Kohl's Corp. | 78,720 | 1,814 | ||||
Foot Locker Inc. | 66,403 | 1,800 | ||||
* | Helen of Troy Ltd. | 16,627 | 1,796 | |||
1 | Sirius XM Holdings Inc. | 394,326 | 1,786 | |||
Rush Enterprises Inc. Class A | 29,135 | 1,770 | ||||
* | Frontdoor Inc. | 55,179 | 1,760 | |||
* | M/I Homes Inc. | 20,155 | 1,757 | |||
* | Cavco Industries Inc. | 5,935 | 1,751 | |||
* | Peloton Interactive Inc. Class A | 226,241 | 1,740 | |||
* | Boot Barn Holdings Inc. | 20,376 | 1,726 | |||
Gap Inc. | 193,200 | 1,725 | ||||
* | Carvana Co. Class A | 65,906 | 1,708 | |||
Papa John's International Inc. | 22,875 | 1,689 | ||||
* | Liberty Media Corp.-Liberty SiriusXM Class A | 51,015 | 1,674 | |||
Kontoor Brands Inc. | 39,367 | 1,657 | ||||
Inter Parfums Inc. | 12,187 | 1,648 | ||||
News Corp. Class B | 81,302 | 1,603 | ||||
Bloomin' Brands Inc. | 59,600 | 1,603 | ||||
Dana Inc. | 94,070 | 1,599 | ||||
* | Hertz Global Holdings Inc. | 86,328 | 1,588 | |||
Red Rock Resorts Inc. Class A | 33,927 | 1,587 | ||||
Century Communities Inc. | 20,627 | 1,580 | ||||
*,1 | AMC Entertainment Holdings Inc. Class A | 354,700 | 1,561 | |||
Steven Madden Ltd. | 46,887 | 1,533 | ||||
* | ACV Auctions Inc. Class A | 86,708 | 1,497 | |||
American Eagle Outfitters Inc. | 122,746 | 1,448 | ||||
* | Sonos Inc. | 88,373 | 1,443 | |||
* | Urban Outfitters Inc. | 43,342 | 1,436 | |||
* | Dorman Products Inc. | 18,076 | 1,425 | |||
Cracker Barrel Old Country Store Inc. | 15,243 | 1,420 | ||||
1 | Nordstrom Inc. | 69,064 | 1,414 | |||
Winnebago Industries Inc. | 21,059 | 1,404 | ||||
Graham Holdings Co. Class B | 2,439 | 1,394 | ||||
Spirit Airlines Inc. | 79,501 | 1,364 | ||||
*,1 | QuantumScape Corp. Class A | 168,081 | 1,343 | |||
Jack in the Box Inc. | 13,756 | 1,342 | ||||
* | Allegiant Travel Co. | 10,482 | 1,324 | |||
* | Six Flags Entertainment Corp. | 50,969 | 1,324 | |||
* | SeaWorld Entertainment Inc. | 23,607 | 1,322 | |||
* | National Vision Holdings Inc. | 53,704 | 1,304 | |||
* | Cinemark Holdings Inc. | 78,530 | 1,296 | |||
* | Gentherm Inc. | 22,323 | 1,261 | |||
PriceSmart Inc. | 16,882 | 1,250 | ||||
* | SkyWest Inc. | 30,614 | 1,247 | |||
* | PowerSchool Holdings Inc. Class A | 63,414 | 1,214 | |||
* | Knowles Corp. | 67,053 | 1,211 | |||
* | Abercrombie & Fitch Co. Class A | 31,938 | 1,203 | |||
* | OPENLANE Inc. | 78,387 | 1,193 | |||
* | XPEL Inc. | 14,093 | 1,187 | |||
Laureate Education Inc. | 96,259 | 1,164 | ||||
* | Brinker International Inc. | 31,525 | 1,154 | |||
* | ODP Corp. | 24,651 | 1,154 | |||
Cheesecake Factory Inc. | 33,311 | 1,152 | ||||
Acushnet Holdings Corp. | 21,050 | 1,151 | ||||
* | Dave & Buster's Entertainment Inc. | 25,800 | 1,150 | |||
*,1 | Luminar Technologies Inc. Class A | 164,987 | 1,135 | |||
* | TripAdvisor Inc. | 67,679 | 1,116 | |||
* | Leslie's Inc. | 117,675 | 1,105 | |||
Hanesbrands Inc. | 241,035 | 1,094 | ||||
* | Overstock.com Inc. | 33,041 | 1,076 |
Shares | Market Value• ($000) | |||||
* | Driven Brands Holdings Inc. | 39,665 | 1,073 | |||
* | Vista Outdoor Inc. | 38,516 | 1,066 | |||
Strategic Education Inc. | 15,702 | 1,065 | ||||
* | Stride Inc. | 27,830 | 1,036 | |||
* | Under Armour Inc. Class A | 142,009 | 1,025 | |||
John Wiley & Sons Inc. Class A | 30,072 | 1,023 | ||||
* | PROG Holdings Inc. | 31,428 | 1,009 | |||
Oxford Industries Inc. | 10,127 | 997 | ||||
* | Adtalem Global Education Inc. | 28,547 | 980 | |||
* | Green Brick Partners Inc. | 16,904 | 960 | |||
* | Sally Beauty Holdings Inc. | 77,016 | 951 | |||
Upbound Group Inc. | 29,612 | 922 | ||||
* | Victoria's Secret & Co. | 52,873 | 922 | |||
* | Coursera Inc. | 70,601 | 919 | |||
* | Cars.com Inc. | 46,274 | 917 | |||
La-Z-Boy Inc. | 32,033 | 917 | ||||
* | Integral Ad Science Holding Corp. | 50,375 | 906 | |||
Levi Strauss & Co. Class A | 62,447 | 901 | ||||
* | Liberty Media Corp.-Liberty Braves Class C | 22,714 | 900 | |||
HNI Corp. | 31,365 | 884 | ||||
* | Everi Holdings Inc. | 60,589 | 876 | |||
* | Malibu Boats Inc. Class A | 14,916 | 875 | |||
1 | Dillard's Inc. Class A | 2,601 | 849 | |||
Matthews International Corp. Class A | 19,642 | 837 | ||||
MillerKnoll Inc. | 56,089 | 829 | ||||
Wolverine World Wide Inc. | 56,366 | 828 | ||||
*,1 | Dutch Bros Inc. Class A | 29,062 | 827 | |||
Monro Inc. | 20,203 | 821 | ||||
* | iRobot Corp. | 17,796 | 805 | |||
*,1 | Fisker Inc. Class A | 142,300 | 803 | |||
* | Portillo's Inc. Class A | 35,591 | 802 | |||
Camping World Holdings Inc. Class A | 26,182 | 788 | ||||
* | Madison Square Garden Entertainment Corp. Class A | 23,082 | 776 | |||
* | Sweetgreen Inc. Class A | 59,850 | 767 | |||
* | Under Armour Inc. Class C | 114,093 | 766 | |||
* | Sabre Corp. | 234,500 | 748 | |||
Buckle Inc. | 21,217 | 734 | ||||
Scholastic Corp. | 18,885 | 734 | ||||
* | Arlo Technologies Inc. | 66,119 | 721 | |||
* | Lions Gate Entertainment Corp. Class B | 85,508 | 714 | |||
* | Chegg Inc. | 79,994 | 710 | |||
* | Figs Inc. Class A | 82,563 | 683 | |||
Monarch Casino & Resort Inc. | 9,587 | 675 | ||||
Krispy Kreme Inc. | 43,742 | 644 | ||||
Winmark Corp. | 1,926 | 640 | ||||
* | Beazer Homes USA Inc. | 22,577 | 639 | |||
* | Central Garden & Pet Co. Class A | 17,468 | 637 | |||
* | Mister Car Wash Inc. | 65,542 | 632 | |||
* | Life Time Group Holdings Inc. | 32,000 | 629 | |||
* | Sun Country Airlines Holdings Inc. | 27,620 | 621 | |||
Dine Brands Global Inc. | 10,679 | 620 | ||||
* | Clean Energy Fuels Corp. | 124,439 | 617 | |||
Sturm Ruger & Co. Inc. | 11,636 | 616 | ||||
* | American Axle & Manufacturing Holdings Inc. | 72,396 | 599 | |||
* | Udemy Inc. | 55,367 | 594 | |||
* | Central Garden & Pet Co. | 15,120 | 586 | |||
Caleres Inc. | 24,300 | 582 | ||||
* | Golden Entertainment Inc. | 13,829 | 578 | |||
* | Perdoceo Education Corp. | 44,854 | 550 | |||
* | Thryv Holdings Inc. | 22,100 | 544 | |||
* | Chuy's Holdings Inc. | 13,028 | 532 | |||
* | Sphere Entertainment Co. | 19,382 | 531 | |||
* | BJ's Restaurants Inc. | 16,148 | 514 | |||
Standard Motor Products Inc. | 13,650 | 512 | ||||
* | Corsair Gaming Inc. | 28,628 | 508 | |||
*,1 | Liberty Media Corp.-Liberty Braves Class A | 12,319 | 504 | |||
* | Petco Health & Wellness Co. Inc. Class A | 56,651 | 504 | |||
* | G-III Apparel Group Ltd. | 25,976 | 501 | |||
* | Revolve Group Inc. Class A | 29,900 | 490 | |||
RCI Hospitality Holdings Inc. | 6,314 | 480 | ||||
Gray Television Inc. | 60,831 | 479 | ||||
* | Cava Group Inc. | 11,691 | 479 |
Shares | Market Value• ($000) | |||||
* | Rover Group Inc. Class A | 95,808 | 470 | |||
* | Denny's Corp. | 37,823 | 466 | |||
Ethan Allen Interiors Inc. | 16,422 | 464 | ||||
* | Sleep Number Corp. | 16,937 | 462 | |||
* | MarineMax Inc. | 13,108 | 448 | |||
1 | Franchise Group Inc. | 15,478 | 443 | |||
* | Chico's FAS Inc. | 82,065 | 439 | |||
Arko Corp. | 54,900 | 436 | ||||
Sonic Automotive Inc. Class A | 9,075 | 433 | ||||
A-Mark Precious Metals Inc. | 11,532 | 432 | ||||
Steelcase Inc. Class A | 55,928 | 431 | ||||
* | America's Car-Mart Inc. | 4,309 | 430 | |||
* | Hawaiian Holdings Inc. | 39,683 | 427 | |||
* | Bowlero Corp. | 35,200 | 410 | |||
* | Lions Gate Entertainment Corp. Class A | 45,904 | 405 | |||
* | EW Scripps Co. Class A | 44,261 | 405 | |||
* | Stagwell Inc. Class A | 55,590 | 401 | |||
* | Viad Corp. | 14,866 | 400 | |||
*,1 | Dream Finders Homes Inc. Class A | 16,072 | 395 | |||
* | GoPro Inc. Class A | 93,976 | 389 | |||
* | WW International Inc. | 56,463 | 379 | |||
* | Kura Sushi USA Inc. Class A | 4,046 | 376 | |||
* | European Wax Center Inc. Class A | 20,055 | 374 | |||
* | Clear Channel Outdoor Holdings Inc. | 265,400 | 364 | |||
* | MasterCraft Boat Holdings Inc. | 11,800 | 362 | |||
* | Accel Entertainment Inc. Class A | 34,084 | 360 | |||
Guess? Inc. | 18,411 | 358 | ||||
* | Hovnanian Enterprises Inc. Class A | 3,500 | 347 | |||
Smith & Wesson Brands Inc. | 26,547 | 346 | ||||
* | Stoneridge Inc. | 18,241 | 344 | |||
* | Bally's Corp. | 21,875 | 340 | |||
Designer Brands Inc. Class A | 32,252 | 326 | ||||
Haverty Furniture Cos. Inc. | 10,734 | 324 | ||||
Hibbett Inc. | 8,784 | 319 | ||||
* | Lindblad Expeditions Holdings Inc. | 29,347 | 319 | |||
* | Xponential Fitness Inc. Class A | 18,173 | 313 | |||
Interface Inc. Class A | 35,478 | 312 | ||||
Sinclair Inc. | 22,500 | 311 | ||||
* | QuinStreet Inc. | 34,959 | 309 | |||
* | iHeartMedia Inc. Class A | 81,059 | 295 | |||
* | Lovesac Co. | 10,900 | 294 | |||
* | Boston Omaha Corp. Class A | 15,593 | 293 | |||
* | Vizio Holding Corp. Class A | 42,297 | 286 | |||
1 | Cricut Inc. Class A | 23,296 | 284 | |||
Movado Group Inc. | 10,482 | 281 | ||||
Alta Equipment Group Inc. | 15,900 | 276 | ||||
Carriage Services Inc. Class A | 8,479 | 275 | ||||
* | AMC Networks Inc. Class A | 22,780 | 272 | |||
* | Liquidity Services Inc. | 16,457 | 272 | |||
Rush Enterprises Inc. Class B | 3,900 | 265 | ||||
* | First Watch Restaurant Group Inc. | 15,696 | 265 | |||
* | Qurate Retail Inc. Class A | 266,634 | 264 | |||
Aaron's Co. Inc. | 18,696 | 264 | ||||
* | Sciplay Corp. Class A | 13,378 | 263 | |||
* | Mondee Holdings Inc. Class A | 29,400 | 262 | |||
* | Funko Inc. Class A | 24,100 | 261 | |||
*,1 | SES AI Corp. | 106,300 | 259 | |||
* | Frontier Group Holdings Inc. | 26,032 | 252 | |||
* | Quotient Technology Inc. | 65,116 | 250 | |||
Shoe Carnival Inc. | 10,530 | 247 | ||||
*,1 | Vuzix Corp. | 47,800 | 244 | |||
* | OneWater Marine Inc. Class A | 6,600 | 239 | |||
* | Daily Journal Corp. | 818 | 237 | |||
Marcus Corp. | 15,780 | 234 | ||||
* | Playstudios Inc. | 47,646 | 234 | |||
* | 2U Inc. | 57,721 | 233 | |||
*,1 | Stitch Fix Inc. Class A | 59,923 | 231 | |||
Bluegreen Vacations Holding Corp. Class A | 6,400 | 228 | ||||
*,1 | Blink Charging Co. | 37,833 | 227 | |||
* | Genesco Inc. | 8,865 | 222 | |||
* | Gannett Co. Inc. | 96,200 | 216 | |||
* | Eastman Kodak Co. | 46,489 | 215 | |||
1 | Big Lots Inc. | 23,152 | 204 |
Shares | Market Value• ($000) | |||||
* | Full House Resorts Inc. | 29,586 | 198 | |||
Hooker Furnishings Corp. | 10,600 | 198 | ||||
Clarus Corp. | 21,337 | 195 | ||||
* | Red Robin Gourmet Burgers Inc. | 14,100 | 195 | |||
* | Children's Place Inc. | 8,319 | 193 | |||
* | Potbelly Corp. | 21,880 | 192 | |||
* | Selectquote Inc. | 96,684 | 189 | |||
Johnson Outdoors Inc. Class A | 2,929 | 180 | ||||
Climb Global Solutions Inc. | 3,752 | 180 | ||||
* | Zumiez Inc. | 10,629 | 177 | |||
Build-A-Bear Workshop Inc. | 8,127 | 174 | ||||
*,1 | Angi Inc. Class A | 51,994 | 172 | |||
* | Destination XL Group Inc. | 34,900 | 171 | |||
* | Universal Technical Institute Inc. | 24,531 | 170 | |||
* | Nerdy Inc. | 40,600 | 169 | |||
Entravision Communications Corp. Class A | 38,303 | 168 | ||||
* | Canoo Inc. | 350,200 | 168 | |||
* | 1-800-Flowers.com Inc. Class A | 21,198 | 165 | |||
*,1 | VOXX International Corp. Class A | 12,800 | 160 | |||
* | PlayAGS Inc. | 27,501 | 155 | |||
* | Turtle Beach Corp. | 13,183 | 154 | |||
1 | Big 5 Sporting Goods Corp. | 16,718 | 153 | |||
Cato Corp. Class A | 18,491 | 148 | ||||
*,1 | RealReal Inc. | 66,800 | 148 | |||
* | Legacy Housing Corp. | 6,400 | 148 | |||
* | Tile Shop Holdings Inc. | 26,800 | 148 | |||
*,1 | Cardlytics Inc. | 23,301 | 147 | |||
* | Lincoln Educational Services Corp. | 21,600 | 146 | |||
* | Cooper-Standard Holdings Inc. | 10,000 | 143 | |||
El Pollo Loco Holdings Inc. | 16,271 | 143 | ||||
*,1 | Sportsman's Warehouse Holdings Inc. | 25,100 | 143 | |||
* | Biglari Holdings Inc. Class A | 148 | 141 | |||
*,1 | Faraday Future Intelligent Electric Inc. | 691,601 | 138 | |||
* | Solo Brands Inc. Class A | 24,200 | 137 | |||
Weyco Group Inc. | 4,901 | 131 | ||||
*,1 | AMMO Inc. | 60,739 | 129 | |||
*,1 | Holley Inc. | 31,500 | 129 | |||
* | Snap One Holdings Corp. | 11,073 | 129 | |||
*,1 | LiveOne Inc. | 73,227 | 129 | |||
* | Vera Bradley Inc. | 19,900 | 127 | |||
* | CarParts.com Inc. | 29,616 | 126 | |||
* | Outbrain Inc. | 25,574 | 126 | |||
1 | Purple Innovation Inc. Class A | 45,093 | 125 | |||
* | Urban One Inc. | 19,964 | 120 | |||
* | Rush Street Interactive Inc. | 38,600 | 120 | |||
* | Latham Group Inc. | 32,438 | 120 | |||
1 | Nathan's Famous Inc. | 1,509 | 119 | |||
Rocky Brands Inc. | 5,601 | 118 | ||||
* | Arhaus Inc. Class A | 11,090 | 116 | |||
* | ONE Group Hospitality Inc. | 15,411 | 113 | |||
Marine Products Corp. | 6,508 | 110 | ||||
Townsquare Media Inc. Class A | 9,269 | 110 | ||||
* | Century Casinos Inc. | 15,363 | 109 | |||
* | Fossil Group Inc. | 42,400 | 109 | |||
* | Allbirds Inc. Class A | 86,668 | 109 | |||
* | Fiesta Restaurant Group Inc. | 13,364 | 106 | |||
*,1 | Reservoir Media Inc. | 17,600 | 106 | |||
* | Carrols Restaurant Group Inc. | 20,848 | 105 | |||
* | Motorcar Parts of America Inc. | 13,428 | 104 | |||
* | ThredUp Inc. Class A | 41,643 | 102 | |||
* | Emerald Holding Inc. | 23,900 | 98 | |||
* | American Outdoor Brands Inc. | 11,061 | 96 | |||
Saga Communications Inc. Class A | 4,438 | 95 | ||||
* | Envela Corp. | 12,800 | 94 | |||
* | Noodles & Co. Class A | 27,098 | 92 | |||
* | Superior Industries International Inc. | 25,107 | 90 | |||
*,1 | Sonder Holdings Inc. | 167,200 | 89 | |||
Bassett Furniture Industries Inc. | 5,800 | 87 | ||||
*,1 | Rent the Runway Inc. Class A | 44,000 | 87 | |||
* | J. Jill Inc. | 4,000 | 86 | |||
Flexsteel Industries Inc. | 4,330 | 85 | ||||
* | Lands' End Inc. | 10,900 | 85 | |||
* | Universal Electronics Inc. | 8,830 | 85 |
Shares | Market Value• ($000) | |||||
*,1 | BARK Inc. | 62,355 | 83 | |||
* | Tilly's Inc. Class A | 11,657 | 82 | |||
*,1 | ContextLogic Inc. Class A | 12,102 | 80 | |||
1 | Canterbury Park Holding Corp. | 3,400 | 79 | |||
*,1 | Traeger Inc. | 18,573 | 79 | |||
* | Loop Media Inc. | 32,500 | 78 | |||
* | LL Flooring Holdings Inc. | 19,622 | 75 | |||
* | Mesa Air Group Inc. | 29,600 | 75 | |||
Superior Group of Cos. Inc. | 8,001 | 75 | ||||
Acme United Corp. | 2,909 | 73 | ||||
* | RumbleON Inc. Class B | 5,807 | 72 | |||
* | Container Store Group Inc. | 22,761 | 71 | |||
* | Citi Trends Inc. | 3,954 | 70 | |||
* | American Public Education Inc. | 14,286 | 68 | |||
Lakeland Industries Inc. | 4,633 | 67 | ||||
*,1 | Vacasa Inc. Class A | 91,300 | 62 | |||
* | Strattec Security Corp. | 3,216 | 59 | |||
1 | Escalade Inc. | 4,321 | 58 | |||
*,1 | Lee Enterprises Inc. | 4,325 | 58 | |||
* | JAKKS Pacific Inc. | 2,879 | 57 | |||
*,1 | Delta Apparel Inc. | 5,328 | 56 | |||
NL Industries Inc. | 9,161 | 51 | ||||
*,1 | Spruce Power Holding Corp. | 62,800 | 51 | |||
* | Polished.com Inc. | 105,100 | 48 | |||
*,1 | Kartoon Studios Inc. | 25,381 | 48 | |||
* | Cumulus Media Inc. Class A | 10,024 | 41 | |||
* | Duluth Holdings Inc. Class B | 6,600 | 41 | |||
* | Liberty TripAdvisor Holdings Inc. Class A | 62,500 | 41 | |||
* | Lulu's Fashion Lounge Holdings Inc. | 15,108 | 38 | |||
*,1 | Focus Universal Inc. | 24,900 | 38 | |||
* | Barnes & Noble Education Inc. | 27,441 | 35 | |||
* | Savers Value Village Inc. | 1,443 | 34 | |||
*,1 | Express Inc. | 55,300 | 33 | |||
*,1 | Kirkland's Inc. | 11,800 | 33 | |||
* | Marchex Inc. Class B | 15,105 | 32 | |||
*,1 | Tupperware Brands Corp. | 37,700 | 30 | |||
* | Conn's Inc. | 7,900 | 29 | |||
*,1 | BurgerFi International Inc. | 18,200 | 29 | |||
Lifetime Brands Inc. | 4,913 | 28 | ||||
*,1 | Nautilus Inc. | 20,996 | 26 | |||
* | Kewaunee Scientific Corp. | 1,646 | 25 | |||
* | XWELL Inc. | 124,200 | 25 | |||
*,1 | Owlet Inc. | 65,425 | 22 | |||
* | FlexShopper Inc. | 16,024 | 21 | |||
*,1 | CuriosityStream Inc. | 20,600 | 19 | |||
* | AYRO Inc. | 24,748 | 17 | |||
* | Wheels Up Experience Inc. | 14,912 | 17 | |||
*,1 | Cineverse Corp. | 6,209 | 12 | |||
*,1 | Fluent Inc. | 16,860 | 11 | |||
*,2 | Luby's Inc. | 6,211 | 11 | |||
Hamilton Beach Brands Holding Co. Class A | 1,084 | 10 | ||||
* | Live Ventures Inc. | 372 | 10 | |||
* | Gaia Inc. Class A | 3,502 | 8 | |||
* | Biglari Holdings Inc. Class B | 30 | 6 | |||
* | Mullen Automotive Inc. | 52,253 | 6 | |||
* | Beasley Broadcast Group Inc. Class A | 5,320 | 5 | |||
* | Educational Development Corp. | 2,923 | 3 | |||
Crown Crafts Inc. | 344 | 2 | ||||
*,1,2 | SRAX Inc. | 7,476 | 1 | |||
4,385,145 | ||||||
Consumer Staples (3.1%) | ||||||
Procter & Gamble Co. | 1,648,825 | 250,193 | ||||
PepsiCo Inc. | 963,605 | 178,479 | ||||
Coca-Cola Co. | 2,721,890 | 163,912 | ||||
Philip Morris International Inc. | 1,084,686 | 105,887 | ||||
Mondelez International Inc. Class A | 953,828 | 69,572 | ||||
CVS Health Corp. | 896,676 | 61,987 | ||||
Altria Group Inc. | 1,249,633 | 56,608 | ||||
Colgate-Palmolive Co. | 580,736 | 44,740 | ||||
McKesson Corp. | 94,826 | 40,520 | ||||
Kimberly-Clark Corp. | 236,660 | 32,673 | ||||
General Mills Inc. | 411,911 | 31,594 | ||||
* | Monster Beverage Corp. | 512,382 | 29,431 |
Shares | Market Value• ($000) | |||||
Archer-Daniels-Midland Co. | 381,189 | 28,803 | ||||
Constellation Brands Inc. Class A | 115,433 | 28,411 | ||||
Corteva Inc. | 473,361 | 27,124 | ||||
Sysco Corp. | 355,441 | 26,374 | ||||
Hershey Co. | 102,858 | 25,684 | ||||
AmerisourceBergen Corp. | 120,382 | 23,165 | ||||
Keurig Dr Pepper Inc. | 686,639 | 21,471 | ||||
Kroger Co. | 450,472 | 21,172 | ||||
Kraft Heinz Co. | 556,853 | 19,768 | ||||
Church & Dwight Co. Inc. | 169,397 | 16,979 | ||||
McCormick & Co. Inc. (Non-Voting) | 174,938 | 15,260 | ||||
Walgreens Boots Alliance Inc. | 510,203 | 14,536 | ||||
Brown-Forman Corp. Class B | 214,810 | 14,345 | ||||
Clorox Co. | 85,778 | 13,642 | ||||
Kellogg Co. | 178,639 | 12,040 | ||||
Lamb Weston Holdings Inc. | 101,773 | 11,699 | ||||
Conagra Brands Inc. | 332,077 | 11,198 | ||||
J M Smucker Co. | 70,517 | 10,413 | ||||
Tyson Foods Inc. Class A | 199,528 | 10,184 | ||||
Bunge Ltd. | 104,738 | 9,882 | ||||
Molson Coors Beverage Co. Class B | 125,370 | 8,254 | ||||
Hormel Foods Corp. | 190,038 | 7,643 | ||||
* | Darling Ingredients Inc. | 111,639 | 7,121 | |||
* | US Foods Holding Corp. | 155,662 | 6,849 | |||
* | Performance Food Group Co. | 108,158 | 6,515 | |||
Casey's General Stores Inc. | 26,391 | 6,436 | ||||
Campbell Soup Co. | 137,558 | 6,288 | ||||
Albertsons Cos. Inc. Class A | 219,733 | 4,795 | ||||
Ingredion Inc. | 43,588 | 4,618 | ||||
* | Celsius Holdings Inc. | 29,619 | 4,419 | |||
* | BellRing Brands Inc. | 92,324 | 3,379 | |||
* | Post Holdings Inc. | 36,080 | 3,126 | |||
Flowers Foods Inc. | 120,276 | 2,992 | ||||
Lancaster Colony Corp. | 13,451 | 2,705 | ||||
* | Sprouts Farmers Market Inc. | 73,634 | 2,705 | |||
* | Simply Good Foods Co. | 68,889 | 2,521 | |||
Brown-Forman Corp. Class A | 36,854 | 2,509 | ||||
* | Hostess Brands Inc. Class A | 93,572 | 2,369 | |||
* | Freshpet Inc. | 33,909 | 2,232 | |||
Spectrum Brands Holdings Inc. | 28,335 | 2,212 | ||||
Coca-Cola Consolidated Inc. | 3,275 | 2,083 | ||||
* | TreeHouse Foods Inc. | 39,225 | 1,976 | |||
* | Boston Beer Co. Inc. Class A | 6,295 | 1,942 | |||
* | Grocery Outlet Holding Corp. | 60,118 | 1,840 | |||
WD-40 Co. | 9,517 | 1,795 | ||||
Energizer Holdings Inc. | 49,725 | 1,670 | ||||
Edgewell Personal Care Co. | 33,828 | 1,397 | ||||
Primo Water Corp. | 109,034 | 1,367 | ||||
J & J Snack Foods Corp. | 8,413 | 1,332 | ||||
Cal-Maine Foods Inc. | 26,954 | 1,213 | ||||
Nu Skin Enterprises Inc. Class A | 35,698 | 1,185 | ||||
Vector Group Ltd. | 88,188 | 1,130 | ||||
Reynolds Consumer Products Inc. | 39,204 | 1,107 | ||||
MGP Ingredients Inc. | 10,236 | 1,088 | ||||
Andersons Inc. | 20,748 | 957 | ||||
* | Chefs' Warehouse Inc. | 24,617 | 880 | |||
Ingles Markets Inc. Class A | 10,412 | 861 | ||||
* | Herbalife Ltd. | 62,910 | 833 | |||
Universal Corp. | 16,258 | 812 | ||||
* | Hain Celestial Group Inc. | 63,791 | 798 | |||
* | United Natural Foods Inc. | 39,940 | 781 | |||
Utz Brands Inc. | 46,761 | 765 | ||||
* | National Beverage Corp. | 15,304 | 740 | |||
Weis Markets Inc. | 11,489 | 738 | ||||
Medifast Inc. | 7,584 | 699 | ||||
B&G Foods Inc. | 46,582 | 648 | ||||
* | Sovos Brands Inc. | 32,912 | 644 | |||
Fresh Del Monte Produce Inc. | 24,817 | 638 | ||||
John B Sanfilippo & Son Inc. | 5,217 | 612 | ||||
* | Vita Coco Co. Inc. | 22,025 | 592 | |||
* | Pilgrim's Pride Corp. | 26,929 | 579 | |||
SpartanNash Co. | 25,540 | 575 | ||||
Seaboard Corp. | 161 | 573 |
Shares | Market Value• ($000) | |||||
* | Beauty Health Co. | 66,859 | 560 | |||
*,1 | Beyond Meat Inc. | 42,680 | 554 | |||
* | USANA Health Sciences Inc. | 7,561 | 477 | |||
Tootsie Roll Industries Inc. | 10,862 | 385 | ||||
Calavo Growers Inc. | 12,130 | 352 | ||||
* | Duckhorn Portfolio Inc. | 27,109 | 352 | |||
* | Mission Produce Inc. | 28,628 | 347 | |||
ACCO Brands Corp. | 59,091 | 308 | ||||
* | Olaplex Holdings Inc. | 81,743 | 304 | |||
Turning Point Brands Inc. | 11,701 | 281 | ||||
* | Vital Farms Inc. | 19,900 | 239 | |||
*,1 | Westrock Coffee Co. | 21,900 | 238 | |||
PetMed Express Inc. | 17,072 | 235 | ||||
Oil-Dri Corp. of America | 3,586 | 211 | ||||
*,1 | BRC Inc. Class A | 36,500 | 188 | |||
* | Benson Hill Inc. | 139,100 | 181 | |||
*,1 | Lifecore Biomedical Inc. | 18,610 | 180 | |||
* | Seneca Foods Corp. Class A | 4,915 | 161 | |||
* | Whole Earth Brands Inc. | 37,141 | 149 | |||
1 | Limoneira Co. | 9,259 | 144 | |||
* | HF Foods Group Inc. | 25,551 | 120 | |||
Natural Grocers by Vitamin Cottage Inc. | 9,195 | 113 | ||||
* | GrowGeneration Corp. | 28,800 | 98 | |||
* | Zevia PBC Class A | 22,600 | 97 | |||
* | Nature's Sunshine Products Inc. | 6,506 | 89 | |||
Village Super Market Inc. Class A | 3,722 | 85 | ||||
* | Farmer Bros Co. | 24,087 | 67 | |||
*,1 | Honest Co. Inc. | 38,800 | 65 | |||
*,1 | Veru Inc. | �� 51,077 | 61 | |||
*,1 | Rite Aid Corp. | 39,298 | 59 | |||
* | MamaMancini's Holdings Inc. | 19,100 | 58 | |||
* | Lifeway Foods Inc. | 6,292 | 42 | |||
*,1 | 22nd Century Group Inc. | 102,339 | 39 | |||
*,1 | AppHarvest Inc. | 94,200 | 35 | |||
*,1 | PLBY Group Inc. | 16,900 | 28 | |||
*,1 | ProPhase Labs Inc. | 3,600 | 26 | |||
* | Natural Alternatives International Inc. | 2,268 | 17 | |||
* | Willamette Valley Vineyards Inc. | 1,146 | 7 | |||
*,1 | Local Bounti Corp. | 2,531 | 7 | |||
* | Coffee Holding Co. Inc. | 3,188 | 4 | |||
*,2 | Fresh Market Inc. | 23,500 | — | |||
1,559,247 | ||||||
Energy (2.6%) | ||||||
Exxon Mobil Corp. | 2,827,695 | 303,270 | ||||
Chevron Corp. | 1,258,639 | 198,047 | ||||
ConocoPhillips | 848,066 | 87,868 | ||||
Schlumberger NV | 998,063 | 49,025 | ||||
EOG Resources Inc. | 409,148 | 46,823 | ||||
Marathon Petroleum Corp. | 296,560 | 34,579 | ||||
Pioneer Natural Resources Co. | 163,469 | 33,867 | ||||
Phillips 66 | 322,208 | 30,732 | ||||
Valero Energy Corp. | 252,683 | 29,640 | ||||
Williams Cos. Inc. | 852,130 | 27,805 | ||||
Occidental Petroleum Corp. | 467,439 | 27,485 | ||||
Hess Corp. | 193,948 | 26,367 | ||||
Cheniere Energy Inc. | 161,509 | 24,608 | ||||
Kinder Morgan Inc. | 1,337,459 | 23,031 | ||||
Baker Hughes Co. Class A | 706,300 | 22,326 | ||||
Devon Energy Corp. | 448,616 | 21,686 | ||||
ONEOK Inc. | 311,918 | 19,252 | ||||
Halliburton Co. | 567,659 | 18,727 | ||||
Diamondback Energy Inc. | 126,728 | 16,647 | ||||
* | Enphase Energy Inc. | 96,116 | 16,097 | |||
* | First Solar Inc. | 70,770 | 13,453 | |||
Coterra Energy Inc. | 503,611 | 12,741 | ||||
Targa Resources Corp. | 157,911 | 12,017 | ||||
EQT Corp. | 252,672 | 10,392 | ||||
Marathon Oil Corp. | 432,213 | 9,950 | ||||
Chesapeake Energy Corp. | 88,918 | 7,441 | ||||
APA Corp. | 217,031 | 7,416 | ||||
Ovintiv Inc. | 172,198 | 6,556 | ||||
Texas Pacific Land Corp. | 4,259 | 5,607 | ||||
Range Resources Corp. | 159,600 | 4,692 |
Shares | Market Value• ($000) | |||||
* | Southwestern Energy Co. | 764,481 | 4,595 | |||
HF Sinclair Corp. | 100,719 | 4,493 | ||||
NOV Inc. | 277,117 | 4,445 | ||||
*,1 | Plug Power Inc. | 422,976 | 4,395 | |||
PDC Energy Inc. | 61,370 | 4,366 | ||||
* | Antero Resources Corp. | 189,333 | 4,360 | |||
ChampionX Corp. | 139,217 | 4,321 | ||||
Chord Energy Corp. | 27,120 | 4,171 | ||||
Matador Resources Co. | 78,515 | 4,108 | ||||
Murphy Oil Corp. | 104,283 | 3,994 | ||||
Civitas Resources Inc. | 55,453 | 3,847 | ||||
* | Transocean Ltd. | 477,500 | 3,347 | |||
* | Weatherford International plc | 50,000 | 3,321 | |||
DT Midstream Inc. | 66,539 | 3,298 | ||||
PBF Energy Inc. Class A | 79,100 | 3,238 | ||||
* | Noble Corp. plc | 77,975 | 3,221 | |||
* | Shoals Technologies Group Inc. Class A | 117,735 | 3,009 | |||
* | Denbury Inc. | 33,900 | 2,924 | |||
Equitrans Midstream Corp. | 285,933 | 2,734 | ||||
Antero Midstream Corp. | 235,147 | 2,728 | ||||
SM Energy Co. | 86,200 | 2,726 | ||||
Magnolia Oil & Gas Corp. Class A | 125,410 | 2,621 | ||||
Arcosa Inc. | 33,554 | 2,542 | ||||
Helmerich & Payne Inc. | 64,958 | 2,303 | ||||
* | Array Technologies Inc. | 98,465 | 2,225 | |||
California Resources Corp. | 48,463 | 2,195 | ||||
Northern Oil & Gas Inc. | 57,999 | 1,991 | ||||
* | CNX Resources Corp. | 108,874 | 1,929 | |||
Cactus Inc. Class A | 44,233 | 1,872 | ||||
Peabody Energy Corp. | 83,700 | 1,813 | ||||
Permian Resources Corp. Class A | 165,200 | 1,811 | ||||
* | Tidewater Inc. | 31,400 | 1,741 | |||
*,1 | ChargePoint Holdings Inc. | 198,000 | 1,740 | |||
Patterson-UTI Energy Inc. | 140,000 | 1,676 | ||||
* | Callon Petroleum Co. | 44,760 | 1,570 | |||
1 | Sitio Royalties Corp. Class A | 55,468 | 1,457 | |||
Liberty Energy Inc. Class A | 106,900 | 1,429 | ||||
Warrior Met Coal Inc. | 35,815 | 1,395 | ||||
* | Oceaneering International Inc. | 72,492 | 1,356 | |||
Alpha Metallurgical Resources Inc. | 8,250 | 1,356 | ||||
Arch Resources Inc. | 11,992 | 1,352 | ||||
* | NEXTracker Inc. Class A | 33,575 | 1,337 | |||
* | Green Plains Inc. | 41,000 | 1,322 | |||
* | NexTier Oilfield Solutions Inc. | 142,446 | 1,273 | |||
CONSOL Energy Inc. | 17,800 | 1,207 | ||||
New Fortress Energy Inc. | 42,275 | 1,132 | ||||
* | Ameresco Inc. Class A | 23,094 | 1,123 | |||
Delek US Holdings Inc. | 45,994 | 1,102 | ||||
* | Par Pacific Holdings Inc. | 40,539 | 1,079 | |||
* | Talos Energy Inc. | 77,027 | 1,068 | |||
* | Diamond Offshore Drilling Inc. | 71,700 | 1,021 | |||
Archrock Inc. | 97,551 | 1,000 | ||||
World Kinect Corp. | 43,382 | 897 | ||||
* | Helix Energy Solutions Group Inc. | 105,500 | 779 | |||
* | NOW Inc. | 74,488 | 772 | |||
Core Laboratories Inc. | 33,200 | 772 | ||||
1 | Comstock Resources Inc. | 64,100 | 744 | |||
* | Gulfport Energy Corp. | 7,069 | 743 | |||
* | Fluence Energy Inc. Class A | 26,893 | 716 | |||
CVR Energy Inc. | 22,241 | 666 | ||||
* | Earthstone Energy Inc. Class A | 46,200 | 660 | |||
*,1 | SunPower Corp. | 63,536 | 623 | |||
* | MRC Global Inc. | 60,200 | 606 | |||
*,1 | Stem Inc. | 105,000 | 601 | |||
* | Nabors Industries Ltd. | 6,400 | 595 | |||
*,1 | FuelCell Energy Inc. | 270,302 | 584 | |||
*,1 | Tellurian Inc. | 405,500 | 572 | |||
* | Dril-Quip Inc. | 23,177 | 539 | |||
* | Vital Energy Inc. | 11,800 | 533 | |||
*,1 | NextDecade Corp. | 64,700 | 531 | |||
* | ProPetro Holding Corp. | 63,300 | 522 | |||
* | Bristow Group Inc. Class A | 18,117 | 520 | |||
RPC Inc. | 68,616 | 491 |
Shares | Market Value• ($000) | |||||
SunCoke Energy Inc. | 59,664 | 470 | ||||
* | REX American Resources Corp. | 11,839 | 412 | |||
* | Oil States International Inc. | 50,800 | 379 | |||
Select Water Solutions Inc. Class A | 46,035 | 373 | ||||
*,1 | SilverBow Resources Inc. | 12,168 | 354 | |||
Vitesse Energy Inc. | 15,243 | 341 | ||||
Berry Corp. | 47,100 | 324 | ||||
SandRidge Energy Inc. | 20,416 | 311 | ||||
* | Montauk Renewables Inc. | 40,536 | 302 | |||
1 | Kinetik Holdings Inc. Class A | 8,450 | 297 | |||
*,1 | EVgo Inc. Class A | 73,700 | 295 | |||
* | Newpark Resources Inc. | 55,400 | 290 | |||
* | W&T Offshore Inc. | 74,445 | 288 | |||
* | TPI Composites Inc. | 27,321 | 283 | |||
* | TETRA Technologies Inc. | 81,500 | 275 | |||
VAALCO Energy Inc. | 72,169 | 271 | ||||
1 | Crescent Energy Co. Class A | 25,898 | 270 | |||
*,1 | Centrus Energy Corp. Class A | 8,083 | 263 | |||
* | DMC Global Inc. | 14,657 | 260 | |||
* | SEACOR Marine Holdings Inc. | 22,548 | 258 | |||
1 | Enviva Inc. | 23,600 | 256 | |||
* | Gevo Inc. | 156,500 | 238 | |||
Atlas Energy Solutions Inc. Class A | 12,921 | 224 | ||||
* | Forum Energy Technologies Inc. | 8,700 | 223 | |||
* | Solid Power Inc. | 87,000 | 221 | |||
* | Amplify Energy Corp. | 27,400 | 185 | |||
Solaris Oilfield Infrastructure Inc. Class A | 21,551 | 180 | ||||
* | ProFrac Holding Corp. Class A | 15,926 | 178 | |||
Evolution Petroleum Corp. | 20,558 | 166 | ||||
Ramaco Resources Inc. Class A | 18,625 | 157 | ||||
*,1 | Aemetis Inc. | 20,069 | 147 | |||
*,1 | FTC Solar Inc. | 44,004 | 142 | |||
Granite Ridge Resources Inc. | 20,700 | 137 | ||||
* | Hallador Energy Co. | 15,236 | 131 | |||
*,1 | Ring Energy Inc. | 74,543 | 127 | |||
Riley Exploration Permian Inc. | 3,500 | 125 | ||||
* | KLX Energy Services Holdings Inc. | 11,351 | 110 | |||
* | OPAL Fuels Inc. Class A | 14,600 | 109 | |||
* | American Superconductor Corp. | 17,108 | 107 | |||
*,1 | Ranger Energy Services Inc. Class A | 9,800 | 100 | |||
* | Natural Gas Services Group Inc. | 10,000 | 99 | |||
NACCO Industries Inc. Class A | 2,823 | 98 | ||||
Epsilon Energy Ltd. | 18,200 | 97 | ||||
*,1 | Empire Petroleum Corp. | 10,300 | �� 94 | |||
* | Matrix Service Co. | 12,854 | 76 | |||
*,1 | Flotek Industries Inc. | 97,100 | 71 | |||
* | Beam Global | 5,900 | 61 | |||
*,1 | American Resources Corp. | 26,300 | 52 | |||
*,1 | ESS Tech Inc. | 33,409 | 49 | |||
PHX Minerals Inc. | 13,999 | 44 | ||||
*,1 | Geospace Technologies Corp. | 5,246 | 41 | |||
* | Kodiak Gas Services Inc. | 2,520 | 41 | |||
*,1 | Nine Energy Service Inc. | 10,400 | 40 | |||
* | Ramaco Resources Inc. Class B | 3,725 | 40 | |||
* | Heliogen Inc. | 145,100 | 36 | |||
* | Capstone Green Energy Corp. | 11,235 | 13 | |||
* | 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 | — | |||
*,1,2 | Next Bridge Hydrocarbons Inc. | 47,692 | — | |||
1,298,824 | ||||||
Financials (6.2%) | ||||||
* | Berkshire Hathaway Inc. Class B | 1,161,722 | 396,147 | |||
JPMorgan Chase & Co. | 2,043,389 | 297,190 | ||||
Bank of America Corp. | 4,734,027 | 135,819 | ||||
Wells Fargo & Co. | 2,622,984 | 111,949 | ||||
S&P Global Inc. | 224,306 | 89,922 | ||||
Goldman Sachs Group Inc. | 232,420 | 74,965 | ||||
Morgan Stanley | 876,054 | 74,815 | ||||
Marsh & McLennan Cos. Inc. | 346,675 | 65,203 | ||||
BlackRock Inc. | 88,960 | 61,484 | ||||
Charles Schwab Corp. | 1,051,937 | 59,624 | ||||
Citigroup Inc. | 1,291,654 | 59,468 |
Shares | Market Value• ($000) | |||||
Chubb Ltd. | 289,753 | 55,795 | ||||
Progressive Corp. | 409,560 | 54,213 | ||||
Aon plc Class A | 135,699 | 46,843 | ||||
CME Group Inc. | 251,923 | 46,679 | ||||
Blackstone Inc. | 493,935 | 45,921 | ||||
Intercontinental Exchange Inc. | 391,096 | 44,225 | ||||
* | Berkshire Hathaway Inc. Class A | 79 | 40,907 | |||
Moody's Corp. | 108,912 | 37,871 | ||||
US Bancorp | 1,070,534 | 35,370 | ||||
PNC Financial Services Group Inc. | 279,533 | 35,207 | ||||
Arthur J Gallagher & Co. | 149,558 | 32,838 | ||||
American International Group Inc. | 506,070 | 29,119 | ||||
Truist Financial Corp. | 930,713 | 28,247 | ||||
Travelers Cos. Inc. | 161,783 | 28,095 | ||||
Aflac Inc. | 379,806 | 26,510 | ||||
KKR & Co. Inc. | 453,029 | 25,370 | ||||
MSCI Inc. Class A | 53,140 | 24,938 | ||||
Ameriprise Financial Inc. | 72,849 | 24,198 | ||||
Bank of New York Mellon Corp. | 524,099 | 23,333 | ||||
MetLife Inc. | 401,696 | 22,708 | ||||
Prudential Financial Inc. | 255,657 | 22,554 | ||||
Apollo Global Management Inc. | 278,594 | 21,399 | ||||
Discover Financial Services | 177,366 | 20,725 | ||||
Allstate Corp. | 183,896 | 20,052 | ||||
* | Arch Capital Group Ltd. | 247,401 | 18,518 | |||
T. Rowe Price Group Inc. | 156,594 | 17,542 | ||||
Willis Towers Watson plc | 74,345 | 17,508 | ||||
State Street Corp. | 221,945 | 16,242 | ||||
Hartford Financial Services Group Inc. | 216,880 | 15,620 | ||||
M&T Bank Corp. | 115,734 | 14,323 | ||||
Raymond James Financial Inc. | 133,559 | 13,859 | ||||
Nasdaq Inc. | 273,177 | 13,618 | ||||
Broadridge Financial Solutions Inc. | 82,030 | 13,587 | ||||
Principal Financial Group Inc. | 170,080 | 12,899 | ||||
Fifth Third Bancorp | 476,300 | 12,484 | ||||
* | Markel Group Inc. | 8,862 | 12,258 | |||
LPL Financial Holdings Inc. | 54,421 | 11,833 | ||||
Regions Financial Corp. | 650,248 | 11,587 | ||||
Brown & Brown Inc. | 158,509 | 10,912 | ||||
Ares Management Corp. Class A | 112,563 | 10,845 | ||||
Huntington Bancshares Inc. | 1,005,550 | 10,840 | ||||
FactSet Research Systems Inc. | 26,862 | 10,762 | ||||
Cincinnati Financial Corp. | 109,150 | 10,622 | ||||
Everest Re Group Ltd. | 30,386 | 10,388 | ||||
Northern Trust Corp. | 138,481 | 10,267 | ||||
Cboe Global Markets Inc. | 74,123 | 10,230 | ||||
First Citizens BancShares Inc. Class A | 7,091 | 9,101 | ||||
Citizens Financial Group Inc. | 319,382 | 8,329 | ||||
W R Berkley Corp. | 137,235 | 8,174 | ||||
Loews Corp. | 135,665 | 8,056 | ||||
*,1 | Coinbase Global Inc. Class A | 104,674 | 7,489 | |||
Annaly Capital Management Inc. | 344,778 | 6,899 | ||||
MarketAxess Holdings Inc. | 26,283 | 6,871 | ||||
Equitable Holdings Inc. | 251,165 | 6,822 | ||||
Globe Life Inc. | 60,294 | 6,609 | ||||
RenaissanceRe Holdings Ltd. | 35,032 | 6,534 | ||||
Fidelity National Financial Inc. | 179,260 | 6,453 | ||||
Reinsurance Group of America Inc. | 46,225 | 6,411 | ||||
KeyCorp | 652,722 | 6,031 | ||||
American Financial Group Inc. | 50,161 | 5,957 | ||||
Kinsale Capital Group Inc. | 15,471 | 5,789 | ||||
Interactive Brokers Group Inc. Class A | 68,781 | 5,714 | ||||
New York Community Bancorp Inc. | 507,963 | 5,709 | ||||
Carlyle Group Inc. | 178,371 | 5,699 | ||||
Franklin Resources Inc. | 212,298 | 5,670 | ||||
Unum Group | 117,103 | 5,586 | ||||
Tradeweb Markets Inc. Class A | 80,482 | 5,511 | ||||
Invesco Ltd. | 318,800 | 5,359 | ||||
East West Bancorp Inc. | 98,793 | 5,215 | ||||
Primerica Inc. | 25,942 | 5,130 | ||||
Ally Financial Inc. | 189,358 | 5,115 | ||||
SEI Investments Co. | 85,098 | 5,074 | ||||
Voya Financial Inc. | 68,358 | 4,902 |
Shares | Market Value• ($000) | |||||
Assurant Inc. | 37,228 | 4,680 | ||||
* | SoFi Technologies Inc. | 560,054 | 4,671 | |||
Old Republic International Corp. | 183,699 | 4,624 | ||||
Webster Financial Corp. | 120,429 | 4,546 | ||||
* | Robinhood Markets Inc. Class A | 431,300 | 4,304 | |||
Cullen/Frost Bankers Inc. | 39,992 | 4,300 | ||||
AGNC Investment Corp. | 415,373 | 4,208 | ||||
Stifel Financial Corp. | 70,517 | 4,208 | ||||
First Horizon Corp. | 372,456 | 4,198 | ||||
Selective Insurance Group Inc. | 42,779 | 4,105 | ||||
RLI Corp. | 29,766 | 4,062 | ||||
Starwood Property Trust Inc. | 206,543 | 4,007 | ||||
First American Financial Corp. | 68,976 | 3,933 | ||||
Comerica Inc. | 92,789 | 3,931 | ||||
Commerce Bancshares Inc. | 78,299 | 3,813 | ||||
Jefferies Financial Group Inc. | 113,921 | 3,779 | ||||
Affiliated Managers Group Inc. | 25,112 | 3,764 | ||||
OneMain Holdings Inc. | 85,180 | 3,721 | ||||
Erie Indemnity Co. Class A | 17,456 | 3,666 | ||||
Blue Owl Capital Inc. Class A | 314,699 | 3,666 | ||||
Morningstar Inc. | 18,142 | 3,557 | ||||
Prosperity Bancshares Inc. | 61,679 | 3,484 | ||||
SouthState Corp. | 51,807 | 3,409 | ||||
Houlihan Lokey Inc. Class A | 34,672 | 3,409 | ||||
Essent Group Ltd. | 72,786 | 3,406 | ||||
Bank OZK | 78,793 | 3,164 | ||||
Wintrust Financial Corp. | 43,036 | 3,125 | ||||
MGIC Investment Corp. | 197,188 | 3,114 | ||||
Rithm Capital Corp. | 330,439 | 3,090 | ||||
* | Ryan Specialty Holdings Inc. Class A | 68,771 | 3,087 | |||
Lincoln National Corp. | 119,768 | 3,085 | ||||
Home BancShares Inc. | 132,628 | 3,024 | ||||
Synovus Financial Corp. | 97,923 | 2,962 | ||||
Popular Inc. | 48,911 | 2,960 | ||||
Evercore Inc. Class A | 23,859 | 2,949 | ||||
Columbia Banking System Inc. | 144,418 | 2,929 | ||||
Old National Bancorp | 209,156 | 2,916 | ||||
FNB Corp. | 253,729 | 2,903 | ||||
United Bankshares Inc. | 95,884 | 2,845 | ||||
Axis Capital Holdings Ltd. | 52,774 | 2,841 | ||||
Pinnacle Financial Partners Inc. | 49,919 | 2,828 | ||||
Zions Bancorp NA | 104,444 | 2,805 | ||||
Radian Group Inc. | 108,089 | 2,732 | ||||
SLM Corp. | 166,531 | 2,718 | ||||
First Financial Bankshares Inc. | 94,248 | 2,685 | ||||
American Equity Investment Life Holding Co. | 51,339 | 2,675 | ||||
Western Alliance Bancorp | 72,854 | 2,657 | ||||
Janus Henderson Group plc | 93,010 | 2,535 | ||||
Cadence Bank | 128,917 | 2,532 | ||||
Hanover Insurance Group Inc. | 22,159 | 2,505 | ||||
Lazard Ltd. Class A | 76,107 | 2,435 | ||||
Glacier Bancorp Inc. | 76,097 | 2,372 | ||||
FirstCash Holdings Inc. | 25,396 | 2,370 | ||||
White Mountains Insurance Group Ltd. | 1,699 | 2,360 | ||||
Valley National Bancorp | 303,307 | 2,351 | ||||
Blackstone Mortgage Trust Inc. Class A | 109,533 | 2,279 | ||||
* | Credit Acceptance Corp. | 4,416 | 2,243 | |||
* | Enstar Group Ltd. | 9,098 | 2,222 | |||
Hancock Whitney Corp. | 57,329 | 2,200 | ||||
Kemper Corp. | 45,474 | 2,195 | ||||
* | Brighthouse Financial Inc. | 45,013 | 2,131 | |||
Moelis & Co. Class A | 46,976 | 2,130 | ||||
* | Mr Cooper Group Inc. | 42,066 | 2,130 | |||
Assured Guaranty Ltd. | 37,675 | 2,102 | ||||
Federated Hermes Inc. Class B | 57,407 | 2,058 | ||||
* | Focus Financial Partners Inc. Class A | 38,170 | 2,004 | |||
Corebridge Financial Inc. | 113,333 | 2,001 | ||||
United Community Banks Inc. | 75,735 | 1,893 | ||||
Artisan Partners Asset Management Inc. Class A | 46,793 | 1,839 | ||||
Hamilton Lane Inc. Class A | 22,817 | 1,825 | ||||
*,1 | Upstart Holdings Inc. | 50,471 | 1,807 | |||
Community Bank System Inc. | 37,485 | 1,757 | ||||
CNO Financial Group Inc. | 74,211 | 1,757 |
Shares | Market Value• ($000) | |||||
Walker & Dunlop Inc. | 22,070 | 1,745 | ||||
1 | Arbor Realty Trust Inc. | 117,263 | 1,738 | |||
Jackson Financial Inc. Class A | 55,686 | 1,705 | ||||
* | Texas Capital Bancshares Inc. | 32,774 | 1,688 | |||
* | Genworth Financial Inc. Class A | 335,055 | 1,675 | |||
Ameris Bancorp | 48,232 | 1,650 | ||||
International Bancshares Corp. | 37,046 | 1,637 | ||||
UMB Financial Corp. | 26,776 | 1,631 | ||||
WSFS Financial Corp. | 42,588 | 1,606 | ||||
Associated Banc-Corp | 97,960 | 1,590 | ||||
* | NMI Holdings Inc. Class A | 60,696 | 1,567 | |||
First Hawaiian Inc. | 86,538 | 1,559 | ||||
First Bancorp | 127,477 | 1,558 | ||||
*,1 | Marathon Digital Holdings Inc. | 111,675 | 1,548 | |||
Piper Sandler Cos. | 11,800 | 1,525 | ||||
* | Axos Financial Inc. | 37,634 | 1,484 | |||
Cathay General Bancorp | 45,973 | 1,480 | ||||
Simmons First National Corp. Class A | 83,944 | 1,448 | ||||
ServisFirst Bancshares Inc. | 34,271 | 1,402 | ||||
First Interstate BancSystem Inc. Class A | 58,498 | 1,395 | ||||
BOK Financial Corp. | 17,114 | 1,382 | ||||
*,1 | Riot Platforms Inc. | 116,876 | 1,381 | |||
Eastern Bankshares Inc. | 111,059 | 1,363 | ||||
Pacific Premier Bancorp Inc. | 65,826 | 1,361 | ||||
Fulton Financial Corp. | 113,650 | 1,355 | ||||
Atlantic Union Bankshares Corp. | 50,612 | 1,313 | ||||
Seacoast Banking Corp. of Florida | 58,862 | 1,301 | ||||
TPG Inc. Class A | 43,491 | 1,273 | ||||
Washington Federal Inc. | 47,887 | 1,270 | ||||
First Financial Bancorp | 61,691 | 1,261 | ||||
Independent Bank Corp. | 27,759 | 1,236 | ||||
CVB Financial Corp. | 92,505 | 1,228 | ||||
First Merchants Corp. | 43,152 | 1,218 | ||||
PennyMac Financial Services Inc. | 17,187 | 1,208 | ||||
Apollo Commercial Real Estate Finance Inc. | 102,800 | 1,164 | ||||
Bank of Hawaii Corp. | 28,238 | 1,164 | ||||
Ready Capital Corp. | 103,115 | 1,163 | ||||
Navient Corp. | 61,548 | 1,144 | ||||
* | Enova International Inc. | 21,541 | 1,144 | |||
* | BRP Group Inc. Class A | 45,663 | 1,132 | |||
BancFirst Corp. | 12,263 | 1,128 | ||||
PJT Partners Inc. Class A | 15,926 | 1,109 | ||||
* | Bancorp Inc. | 33,463 | 1,093 | |||
Virtu Financial Inc. Class A | 63,481 | 1,085 | ||||
BankUnited Inc. | 48,789 | 1,051 | ||||
* | StoneX Group Inc. | 12,574 | 1,045 | |||
Towne Bank | 44,601 | 1,037 | ||||
WesBanco Inc. | 40,356 | 1,033 | ||||
Renasant Corp. | 39,385 | 1,029 | ||||
Hilltop Holdings Inc. | 32,662 | 1,028 | ||||
Cohen & Steers Inc. | 17,735 | 1,028 | ||||
BGC Partners Inc. Class A | 231,072 | 1,024 | ||||
Enterprise Financial Services Corp. | 25,941 | 1,014 | ||||
Park National Corp. | 9,901 | 1,013 | ||||
Banner Corp. | 23,103 | 1,009 | ||||
Two Harbors Investment Corp. | 72,161 | 1,002 | ||||
* | Palomar Holdings Inc. | 17,157 | 996 | |||
StepStone Group Inc. Class A | 39,484 | 980 | ||||
* | Cannae Holdings Inc. | 48,200 | 974 | |||
Chimera Investment Corp. | 168,631 | 973 | ||||
Virtus Investment Partners Inc. | 4,811 | 950 | ||||
NBT Bancorp Inc. | 29,451 | 938 | ||||
Ladder Capital Corp. Class A | 85,925 | 932 | ||||
City Holding Co. | 10,342 | 931 | ||||
* | Triumph Financial Inc. | 15,321 | 930 | |||
Pathward Financial Inc. | 19,953 | 925 | ||||
Northwest Bancshares Inc. | 85,607 | 907 | ||||
Claros Mortgage Trust Inc. | 79,600 | 903 | ||||
PennyMac Mortgage Investment Trust | 66,416 | 895 | ||||
* | Clearwater Analytics Holdings Inc. Class A | 55,784 | 885 | |||
Compass Diversified Holdings | 40,800 | 885 | ||||
Independent Bank Group Inc. | 25,329 | 875 | ||||
Horace Mann Educators Corp. | 29,216 | 867 |
Shares | Market Value• ($000) | |||||
Lakeland Financial Corp. | 17,865 | 867 | ||||
Trustmark Corp. | 40,044 | 846 | ||||
First Commonwealth Financial Corp. | 66,653 | 843 | ||||
OFG Bancorp | 32,183 | 839 | ||||
Franklin BSP Realty Trust Inc. | 59,221 | 839 | ||||
MFA Financial Inc. | 74,007 | 832 | ||||
* | Goosehead Insurance Inc. Class A | 13,204 | 830 | |||
Provident Financial Services Inc. | 50,630 | 827 | ||||
National Bank Holdings Corp. Class A | 28,171 | 818 | ||||
Federal Agricultural Mortgage Corp. Class C | 5,682 | 817 | ||||
Stewart Information Services Corp. | 19,820 | 815 | ||||
Nelnet Inc. Class A | 8,371 | 808 | ||||
Stock Yards Bancorp Inc. | 17,792 | 807 | ||||
Safehold Inc. | 33,945 | 805 | ||||
Victory Capital Holdings Inc. Class A | 25,303 | 798 | ||||
First Bancorp (XNGS) | 26,203 | 780 | ||||
Safety Insurance Group Inc. | 10,682 | 766 | ||||
Heartland Financial USA Inc. | 27,004 | 753 | ||||
*,1 | Lemonade Inc. | 44,485 | 750 | |||
Argo Group International Holdings Ltd. | 25,200 | 746 | ||||
Westamerica Bancorp | 19,452 | 745 | ||||
* | Rocket Cos. Inc. Class A | 82,700 | 741 | |||
* | LendingClub Corp. | 75,742 | 738 | |||
S&T Bancorp Inc. | 26,932 | 732 | ||||
FB Financial Corp. | 25,633 | 719 | ||||
* | Encore Capital Group Inc. | 14,715 | 715 | |||
* | Open Lending Corp. | 67,137 | 706 | |||
Stellar Bancorp Inc. | 30,835 | 706 | ||||
Sandy Spring Bancorp Inc. | 30,963 | 702 | ||||
AMERISAFE Inc. | 13,025 | 694 | ||||
* | Oscar Health Inc. Class A | 85,300 | 688 | |||
Hope Bancorp Inc. | 80,705 | 680 | ||||
OceanFirst Financial Corp. | 42,992 | 672 | ||||
First Busey Corp. | 32,976 | 663 | ||||
ARMOUR Residential REIT Inc. | 123,325 | 657 | ||||
TriCo Bancshares | 19,565 | 650 | ||||
New York Mortgage Trust Inc. | 64,067 | 636 | ||||
Lakeland Bancorp Inc. | 47,448 | 635 | ||||
* | PRA Group Inc. | 27,748 | 634 | |||
WisdomTree Inc. | 91,621 | 629 | ||||
PacWest Bancorp | 76,989 | 627 | ||||
* | Avantax Inc. | 27,986 | 626 | |||
Berkshire Hills Bancorp Inc. | 30,001 | 622 | ||||
Employers Holdings Inc. | 16,575 | 620 | ||||
ProAssurance Corp. | 40,958 | 618 | ||||
Origin Bancorp Inc. | 21,050 | 617 | ||||
Veritex Holdings Inc. | 34,377 | 616 | ||||
BrightSpire Capital Inc. Class A | 90,713 | 610 | ||||
Capitol Federal Financial Inc. | 98,512 | 608 | ||||
Peoples Bancorp Inc. | 22,717 | 603 | ||||
National Western Life Group Inc. Class A | 1,444 | 600 | ||||
Mercury General Corp. | 19,781 | 599 | ||||
Nicolet Bankshares Inc. | 8,820 | 599 | ||||
Southside Bancshares Inc. | 22,295 | 583 | ||||
* | Customers Bancorp Inc. | 19,111 | 578 | |||
Enact Holdings Inc. | 23,000 | 578 | ||||
German American Bancorp Inc. | 20,763 | 564 | ||||
Bank First Corp. | 6,772 | 563 | ||||
Preferred Bank | 10,231 | 563 | ||||
Live Oak Bancshares Inc. | 21,351 | 562 | ||||
* | SiriusPoint Ltd. | 61,122 | 552 | |||
TFS Financial Corp. | 43,322 | 545 | ||||
First Bancshares Inc. | 20,691 | 535 | ||||
Brookline Bancorp Inc. | 61,007 | 533 | ||||
* | Trupanion Inc. | 26,874 | 529 | |||
Ellington Financial Inc. | 37,300 | 515 | ||||
Tompkins Financial Corp. | 9,076 | 506 | ||||
Redwood Trust Inc. | 79,346 | 505 | ||||
Dynex Capital Inc. | 38,200 | 481 | ||||
Brightsphere Investment Group Inc. | 22,782 | 477 | ||||
* | AssetMark Financial Holdings Inc. | 15,755 | 467 | |||
1 | B. Riley Financial Inc. | 10,094 | 464 | |||
KKR Real Estate Finance Trust Inc. | 38,141 | 464 |
Shares | Market Value• ($000) | |||||
Dime Community Bancshares Inc. | 26,247 | 463 | ||||
ConnectOne Bancorp Inc. | 27,819 | 462 | ||||
Premier Financial Corp. | 27,886 | 447 | ||||
* | Ambac Financial Group Inc. | 31,321 | 446 | |||
James River Group Holdings Ltd. | 22,386 | 409 | ||||
Banc of California Inc. | 35,220 | 408 | ||||
Univest Financial Corp. | 22,527 | 407 | ||||
Heritage Financial Corp. | 24,999 | 404 | ||||
Community Trust Bancorp Inc. | 11,278 | 401 | ||||
TrustCo Bank Corp. | 13,865 | 397 | ||||
United Fire Group Inc. | 17,375 | 394 | ||||
QCR Holdings Inc. | 9,550 | 392 | ||||
Old Second Bancorp Inc. | 29,667 | 387 | ||||
Eagle Bancorp Inc. | 18,256 | 386 | ||||
1 | UWM Holdings Corp. Class A | 66,500 | 372 | |||
* | Columbia Financial Inc. | 20,913 | 362 | |||
P10 Inc. Class A | 31,735 | 359 | ||||
Great Southern Bancorp Inc. | 6,982 | 354 | ||||
Diamond Hill Investment Group Inc. | 2,051 | 351 | ||||
Midland States Bancorp Inc. | 17,164 | 342 | ||||
Amerant Bancorp Inc. Class A | 19,621 | 337 | ||||
Universal Insurance Holdings Inc. | 21,782 | 336 | ||||
Washington Trust Bancorp Inc. | 12,408 | 333 | ||||
F&G Annuities & Life Inc. | 13,447 | 333 | ||||
Mercantile Bank Corp. | 11,852 | 327 | ||||
* | World Acceptance Corp. | 2,432 | 326 | |||
Heritage Commerce Corp. | 39,071 | 323 | ||||
Camden National Corp. | 10,384 | 322 | ||||
Northfield Bancorp Inc. | 29,033 | 319 | ||||
First Mid Bancshares Inc. | 12,767 | 308 | ||||
Hanmi Financial Corp. | 20,656 | 308 | ||||
Donegal Group Inc. Class B | 21,794 | 303 | ||||
1 | Orchid Island Capital Inc. | 29,283 | 303 | |||
Invesco Mortgage Capital Inc. | 25,990 | 298 | ||||
Central Pacific Financial Corp. | 18,857 | 296 | ||||
Byline Bancorp Inc. | 16,290 | 295 | ||||
Capital City Bank Group Inc. | 9,619 | 295 | ||||
Farmers National Banc Corp. | 23,843 | 295 | ||||
Business First Bancshares Inc. | 19,476 | 293 | ||||
* | CrossFirst Bankshares Inc. | 29,303 | 293 | |||
Kearny Financial Corp. | 41,417 | 292 | ||||
* | MBIA Inc. | 33,738 | 291 | |||
Peapack-Gladstone Financial Corp. | 10,598 | 287 | ||||
Southern Missouri Bancorp Inc. | 7,423 | 285 | ||||
First Community Bankshares Inc. | 9,546 | 284 | ||||
SmartFinancial Inc. | 13,047 | 281 | ||||
TPG RE Finance Trust Inc. | 37,900 | 281 | ||||
Esquire Financial Holdings Inc. | 6,049 | 277 | ||||
HomeTrust Bancshares Inc. | 13,088 | 273 | ||||
NexPoint Diversified Real Estate Trust | 21,800 | 273 | ||||
* | Metropolitan Bank Holding Corp. | 7,788 | 270 | |||
1 | NewtekOne Inc. | 16,800 | 267 | |||
Cambridge Bancorp | 4,871 | 265 | ||||
Macatawa Bank Corp. | 27,543 | 256 | ||||
CNB Financial Corp. | 14,373 | 254 | ||||
Horizon Bancorp Inc. | 24,347 | 253 | ||||
* | EZCORP Inc. Class A | 30,070 | 252 | |||
HarborOne Bancorp Inc. | 29,083 | 252 | ||||
Merchants Bancorp | 9,858 | 252 | ||||
* | Carter Bankshares Inc. | 16,854 | 249 | |||
Flushing Financial Corp. | 20,120 | 247 | ||||
* | Coastal Financial Corp. | 6,441 | 242 | |||
Equity Bancshares Inc. Class A | 10,342 | 236 | ||||
Tiptree Inc. Class A | 15,559 | 234 | ||||
Waterstone Financial Inc. | 16,159 | 234 | ||||
*,1 | Skyward Specialty Insurance Group Inc. | 9,202 | 234 | |||
Bar Harbor Bankshares | 9,406 | 232 | ||||
Republic Bancorp Inc. Class A | 5,332 | 227 | ||||
First of Long Island Corp. | 18,784 | 226 | ||||
Amalgamated Financial Corp. | 13,999 | 225 | ||||
Citizens Financial Services Inc. | 3,008 | 224 | ||||
HCI Group Inc. | 3,610 | 223 | ||||
First Financial Corp. | 6,821 | 221 |
Shares | Market Value• ($000) | |||||
1st Source Corp. | 5,123 | 215 | ||||
Metrocity Bankshares Inc. | 12,006 | 215 | ||||
Arrow Financial Corp. | 10,610 | 214 | ||||
Granite Point Mortgage Trust Inc. | 40,300 | 214 | ||||
Independent Bank Corp. (Michigan) | 12,460 | 211 | ||||
* | Blue Foundry Bancorp | 20,773 | 210 | |||
Bank of Marin Bancorp | 11,775 | 208 | ||||
Oppenheimer Holdings Inc. Class A | 4,996 | 201 | ||||
Regional Management Corp. | 6,593 | 201 | ||||
John Marshall Bancorp Inc. | 10,000 | 201 | ||||
Alerus Financial Corp. | 11,041 | 198 | ||||
Home Bancorp Inc. | 5,803 | 193 | ||||
*,1 | Forge Global Holdings Inc. | 79,468 | 193 | |||
Peoples Financial Services Corp. | 4,308 | 189 | ||||
GCM Grosvenor Inc. Class A | 25,046 | 189 | ||||
Capstar Financial Holdings Inc. | 15,265 | 187 | ||||
FS Bancorp Inc. | 6,138 | 185 | ||||
Hingham Institution For Savings | 862 | 184 | ||||
American National Bankshares Inc. | 6,302 | ��� 183 | ||||
* | Greenlight Capital Re Ltd. Class A | 17,350 | 183 | |||
* | LendingTree Inc. | 8,224 | 182 | |||
* | Hippo Holdings Inc. | 10,907 | 180 | |||
Guaranty Bancshares Inc. | 6,616 | 179 | ||||
Crawford & Co. Class A | 16,065 | 178 | ||||
First Bancorp Inc. | 7,333 | 178 | ||||
West Bancorp Inc. | 9,617 | 177 | ||||
Red River Bancshares Inc. | 3,606 | 177 | ||||
Five Star Bancorp | 7,900 | 177 | ||||
Civista Bancshares Inc. | 10,116 | 176 | ||||
Enterprise Bancorp Inc. | 6,024 | 174 | ||||
Parke Bancorp Inc. | 10,184 | 173 | ||||
Farmers & Merchants Bancorp Inc. | 7,584 | 171 | ||||
Northrim Bancorp Inc. | 4,327 | 170 | ||||
Mid Penn Bancorp Inc. | 7,647 | 169 | ||||
Unity Bancorp Inc. | 7,156 | 169 | ||||
Citizens & Northern Corp. | 8,711 | 168 | ||||
Investors Title Co. | 1,135 | 166 | ||||
Timberland Bancorp Inc. | 6,506 | 166 | ||||
RBB Bancorp | 13,800 | 165 | ||||
ACNB Corp. | 4,849 | 161 | ||||
Financial Institutions Inc. | 10,038 | 158 | ||||
PCB Bancorp | 10,610 | 156 | ||||
Shore Bancshares Inc. | 13,514 | 156 | ||||
Plumas Bancorp | 4,330 | 155 | ||||
MidWestOne Financial Group Inc. | 7,100 | 152 | ||||
BayCom Corp. | 9,050 | 151 | ||||
Greene County Bancorp Inc. | 5,012 | 149 | ||||
AFC Gamma Inc. | 12,000 | 149 | ||||
Greenhill & Co. Inc. | 10,100 | 148 | ||||
Summit Financial Group Inc. | 7,124 | 147 | ||||
Capital Bancorp Inc. | 8,094 | 146 | ||||
Community Financial Corp. | 5,390 | 146 | ||||
* | FVCBankcorp Inc. | 13,437 | 145 | |||
HBT Financial Inc. | 7,843 | 145 | ||||
MainStreet Bancshares Inc. | 6,374 | 144 | ||||
Sierra Bancorp | 8,494 | 144 | ||||
Central Valley Community Bancorp | 9,286 | 143 | ||||
Southern States Bancshares Inc. | 6,798 | 143 | ||||
South Plains Financial Inc. | 6,236 | 140 | ||||
Codorus Valley Bancorp Inc. | 7,091 | 139 | ||||
First Foundation Inc. | 34,444 | 137 | ||||
Middlefield Banc Corp. | 5,094 | 137 | ||||
Sculptor Capital Management Inc. Class A | 15,482 | 137 | ||||
* | Third Coast Bancshares Inc. | 8,500 | 135 | |||
Chicago Atlantic Real Estate Finance Inc. | 8,900 | 135 | ||||
Orange County Bancorp Inc. | 3,619 | 134 | ||||
Fidelity D&D Bancorp Inc. | 2,713 | 132 | ||||
Northeast Community Bancorp Inc. | 8,905 | 132 | ||||
Seven Hills Realty Trust | 12,900 | 132 | ||||
AG Mortgage Investment Trust Inc. | 21,166 | 130 | ||||
Northeast Bank | 3,074 | 128 | ||||
First Business Financial Services Inc. | 4,314 | 127 | ||||
Blue Ridge Bankshares Inc. | 14,200 | 126 |
Shares | Market Value• ($000) | |||||
First Bank | 11,738 | 122 | ||||
National Bankshares Inc. | 4,164 | 122 | ||||
Provident Bancorp Inc. | 14,580 | 121 | ||||
* | loanDepot Inc. Class A | 57,100 | 121 | |||
* | eHealth Inc. | 14,951 | 120 | |||
* | Ocwen Financial Corp. | 4,011 | 120 | |||
* | Guild Holdings Co. Class A | 10,380 | 118 | |||
Ames National Corp. | 6,500 | 117 | ||||
MVB Financial Corp. | 5,521 | 116 | ||||
* | California Bancorp | 7,737 | 116 | |||
* | Ponce Financial Group Inc. | 13,205 | 115 | |||
* | Bridgewater Bancshares Inc. | 11,567 | 114 | |||
Evans Bancorp Inc. | 4,577 | 114 | ||||
* | Southern First Bancshares Inc. | 4,512 | 112 | |||
Primis Financial Corp. | 13,308 | 112 | ||||
Angel Oak Mortgage REIT Inc. | 13,600 | 112 | ||||
Norwood Financial Corp. | 3,727 | 110 | ||||
ChoiceOne Financial Services Inc. | 4,770 | 110 | ||||
* | Malvern Bancorp Inc. | 6,840 | 108 | |||
* | Oportun Financial Corp. | 18,084 | 108 | |||
Penns Woods Bancorp Inc. | 4,312 | 108 | ||||
1 | Sachem Capital Corp. | 30,000 | 105 | |||
Colony Bankcorp Inc. | 11,200 | 105 | ||||
BCB Bancorp Inc. | 8,673 | 102 | ||||
* | Finwise Bancorp | 11,444 | 102 | |||
Franklin Financial Services Corp. | 3,600 | 100 | ||||
Orrstown Financial Services Inc. | 5,232 | 100 | ||||
*,1 | Hagerty Inc. Class A | 10,600 | 99 | |||
Hanover Bancorp Inc. | 5,500 | 99 | ||||
Chemung Financial Corp. | 2,549 | 98 | ||||
Great Ajax Corp. | 15,903 | 97 | ||||
Salisbury Bancorp Inc. | 4,115 | 97 | ||||
Princeton Bancorp Inc. | 3,544 | 97 | ||||
Meridian Corp. | 9,782 | 96 | ||||
Cherry Hill Mortgage Investment Corp. | 19,275 | 93 | ||||
Virginia National Bankshares Corp. | 2,852 | 92 | ||||
Hawthorn Bancshares Inc. | 5,084 | 91 | ||||
C&F Financial Corp. | 1,671 | 90 | ||||
BankFinancial Corp. | 10,939 | 89 | ||||
Silvercrest Asset Management Group Inc. Class A | 4,379 | 89 | ||||
* | ECB Bancorp Inc. | 6,780 | 89 | |||
Summit State Bank | 5,830 | 88 | ||||
* | USCB Financial Holdings Inc. | 8,587 | 88 | |||
ESSA Bancorp Inc. | 5,800 | 87 | ||||
First Financial Northwest Inc. | 7,628 | 87 | ||||
*,1 | United Insurance Holdings Corp. | 19,600 | 87 | |||
Western New England Bancorp Inc. | 14,848 | 87 | ||||
* | SWK Holdings Corp. | 5,198 | 87 | |||
First Northwest Bancorp | 7,546 | 86 | ||||
HMN Financial Inc. | 4,600 | 86 | ||||
First Community Corp. | 4,821 | 84 | ||||
Partners Bancorp | 13,200 | 82 | ||||
* | Kingsway Financial Services Inc. | 9,900 | 81 | |||
* | Pioneer Bancorp Inc. | 8,918 | 80 | |||
First Internet Bancorp | 5,320 | 79 | ||||
* | NI Holdings Inc. | 5,165 | 77 | |||
Associated Capital Group Inc. Class A | 2,140 | 76 | ||||
*,1 | Citizens Inc. Class A | 31,480 | 76 | |||
Old Point Financial Corp. | 4,300 | 75 | ||||
Riverview Bancorp Inc. | 14,806 | 75 | ||||
*,1 | Maiden Holdings Ltd. | 35,700 | 75 | |||
Investar Holding Corp. | 6,106 | 74 | ||||
* | Catalyst Bancorp Inc. | 6,540 | 72 | |||
*,1 | GoHealth Inc. Class A | 3,633 | 72 | |||
CF Bankshares Inc. | 4,700 | 71 | ||||
William Penn Bancorp | 7,000 | 71 | ||||
Ellington Residential Mortgage REIT | 9,773 | 70 | ||||
OP Bancorp | 8,347 | 70 | ||||
HomeStreet Inc. | 11,588 | 69 | ||||
* | Security National Financial Corp. Class A | 7,802 | 69 | |||
Bankwell Financial Group Inc. | 2,772 | 68 | ||||
Eagle Bancorp Montana Inc. | 5,063 | 67 | ||||
* | Sterling Bancorp Inc. | 12,013 | 66 |
Shares | Market Value• ($000) | |||||
* | Consumer Portfolio Services Inc. | 5,489 | 64 | |||
Nexpoint Real Estate Finance Inc. | 4,115 | 64 | ||||
* | 1895 Bancorp of Wisconsin Inc. | 8,460 | 63 | |||
Medallion Financial Corp. | 7,764 | 61 | ||||
Lument Finance Trust Inc. | 30,449 | 58 | ||||
LCNB Corp. | 3,752 | 55 | ||||
First Guaranty Bancshares Inc. | 4,784 | 54 | ||||
* | First Western Financial Inc. | 2,900 | 54 | |||
* | Heritage Global Inc. | 14,800 | 54 | |||
* | Velocity Financial Inc. | 4,566 | 53 | |||
Luther Burbank Corp. | 5,847 | 52 | ||||
*,1 | Arlington Asset Investment Corp. Class A | 10,800 | 50 | |||
Western Asset Mortgage Capital Corp. | 5,630 | 50 | ||||
* | Republic First Bancorp Inc. | 54,003 | 49 | |||
* | ACRES Commercial Realty Corp. | 5,440 | 48 | |||
Westwood Holdings Group Inc. | 3,791 | 47 | ||||
Bank7 Corp. | 1,874 | 46 | ||||
*,1 | Bakkt Holdings Inc. | 36,100 | 44 | |||
Finward Bancorp | 1,917 | 44 | ||||
Provident Financial Holdings Inc. | 3,235 | 42 | ||||
First United Corp. | 2,828 | 40 | ||||
Peoples Bancorp of North Carolina Inc. | 1,927 | 35 | ||||
US Global Investors Inc. Class A | 9,831 | 30 | ||||
First Savings Financial Group Inc. | 2,109 | 28 | ||||
* | Doma Holdings Inc. | 5,696 | 28 | |||
First Capital Inc. | 812 | 25 | ||||
Curo Group Holdings Corp. | 17,313 | 23 | ||||
* | BM Technologies Inc. | 7,778 | 23 | |||
AmeriServ Financial Inc. | 8,751 | 22 | ||||
* | Heritage Insurance Holdings Inc. | 5,700 | 22 | |||
* | Great Elm Group Inc. | 10,698 | 22 | |||
* | Safeguard Scientifics Inc. | 12,586 | 21 | |||
Hennessy Advisors Inc. | 2,219 | 16 | ||||
*,1 | Sunlight Financial Holdings Inc. | 44,155 | 13 | |||
CB Financial Services Inc. | 574 | 12 | ||||
Bayfirst Financial Corp. | 556 | 7 | ||||
* | Nicholas Financial Inc. | 983 | 5 | |||
FNCB Bancorp Inc. | 722 | 4 | ||||
* | FG Financial Group Inc. | 1,083 | 2 | |||
3,076,808 | ||||||
Health Care (7.9%) | ||||||
UnitedHealth Group Inc. | 651,226 | 313,005 | ||||
Johnson & Johnson | 1,817,484 | 300,830 | ||||
Eli Lilly & Co. | 597,590 | 280,258 | ||||
Merck & Co. Inc. | 1,774,645 | 204,776 | ||||
AbbVie Inc. | 1,233,926 | 166,247 | ||||
Pfizer Inc. | 3,947,180 | 144,783 | ||||
Thermo Fisher Scientific Inc. | 269,775 | 140,755 | ||||
Abbott Laboratories | 1,216,434 | 132,616 | ||||
Danaher Corp. | 464,125 | 111,390 | ||||
Bristol-Myers Squibb Co. | 1,468,374 | 93,903 | ||||
* | Intuitive Surgical Inc. | 245,018 | 83,781 | |||
Amgen Inc. | 373,541 | 82,934 | ||||
Medtronic plc | 930,912 | 82,013 | ||||
Elevance Health Inc. | 165,877 | 73,697 | ||||
Stryker Corp. | 238,967 | 72,906 | ||||
Gilead Sciences Inc. | 873,034 | 67,285 | ||||
* | Vertex Pharmaceuticals Inc. | 180,079 | 63,372 | |||
Cigna Group | 207,100 | 58,112 | ||||
* | Boston Scientific Corp. | 1,022,461 | 55,305 | |||
Becton Dickinson & Co. | 198,854 | 52,499 | ||||
* | Regeneron Pharmaceuticals Inc. | 71,679 | 51,504 | |||
Zoetis Inc. Class A | 290,806 | 50,080 | ||||
HCA Healthcare Inc. | 144,305 | 43,794 | ||||
* | Edwards Lifesciences Corp. | 424,259 | 40,020 | |||
Humana Inc. | 87,401 | 39,080 | ||||
* | Dexcom Inc. | 271,191 | 34,851 | |||
* | IQVIA Holdings Inc. | 129,797 | 29,174 | |||
* | IDEXX Laboratories Inc. | 57,868 | 29,063 | |||
* | Biogen Inc. | 101,080 | 28,793 | |||
* | Moderna Inc. | 226,704 | 27,545 | |||
* | Centene Corp. | 383,788 | 25,887 | |||
Agilent Technologies Inc. | 206,806 | 24,868 |
Shares | Market Value• ($000) | |||||
ResMed Inc. | 102,697 | 22,439 | ||||
GE HealthCare Technologies Inc. | 270,439 | 21,970 | ||||
Zimmer Biomet Holdings Inc. | 146,024 | 21,261 | ||||
* | Illumina Inc. | 110,291 | 20,678 | |||
* | Veeva Systems Inc. Class A | 101,814 | 20,132 | |||
West Pharmaceutical Services Inc. | 51,702 | 19,774 | ||||
* | Seagen Inc. | 98,351 | 18,929 | |||
* | Align Technology Inc. | 50,914 | 18,005 | |||
Cardinal Health Inc. | 178,056 | 16,839 | ||||
* | Alnylam Pharmaceuticals Inc. | 87,141 | 16,552 | |||
* | Horizon Therapeutics plc | 159,703 | 16,425 | |||
Baxter International Inc. | 352,248 | 16,048 | ||||
STERIS plc | 69,301 | 15,591 | ||||
Laboratory Corp. of America Holdings | 61,731 | 14,898 | ||||
* | Insulet Corp. | 48,900 | 14,100 | |||
* | Hologic Inc. | 172,357 | 13,956 | |||
Cooper Cos. Inc. | 34,490 | 13,225 | ||||
* | Molina Healthcare Inc. | 40,840 | 12,303 | |||
* | Exact Sciences Corp. | 126,261 | 11,856 | |||
* | BioMarin Pharmaceutical Inc. | 131,244 | 11,376 | |||
Quest Diagnostics Inc. | 77,787 | 10,934 | ||||
Revvity Inc. | 88,075 | 10,462 | ||||
* | Avantor Inc. | 471,241 | 9,679 | |||
Bio-Techne Corp. | 109,757 | 8,959 | ||||
* | Penumbra Inc. | 25,512 | 8,778 | |||
Viatris Inc. | 835,246 | 8,336 | ||||
* | Incyte Corp. | 131,657 | 8,196 | |||
Royalty Pharma plc Class A | 265,850 | 8,172 | ||||
Teleflex Inc. | 32,790 | 7,936 | ||||
* | Charles River Laboratories International Inc. | 35,574 | 7,479 | |||
* | Henry Schein Inc. | 91,134 | 7,391 | |||
* | Shockwave Medical Inc. | 25,667 | 7,326 | |||
* | United Therapeutics Corp. | 32,722 | 7,223 | |||
* | Sarepta Therapeutics Inc. | 62,039 | 7,105 | |||
* | Inspire Medical Systems Inc. | 20,499 | 6,655 | |||
Universal Health Services Inc. Class B | 41,716 | 6,582 | ||||
* | Neurocrine Biosciences Inc. | 68,162 | 6,428 | |||
* | Apellis Pharmaceuticals Inc. | 69,422 | 6,324 | |||
DENTSPLY SIRONA Inc. | 149,119 | 5,968 | ||||
* | Masimo Corp. | 35,178 | 5,789 | |||
* | Tenet Healthcare Corp. | 71,118 | 5,788 | |||
Chemed Corp. | 10,505 | 5,690 | ||||
* | Bio-Rad Laboratories Inc. Class A | 14,701 | 5,573 | |||
* | Jazz Pharmaceuticals plc | 42,577 | 5,278 | |||
* | Repligen Corp. | 37,280 | 5,274 | |||
* | Catalent Inc. | 118,837 | 5,153 | |||
Bruker Corp. | 66,706 | 4,931 | ||||
* | Acadia Healthcare Co. Inc. | 61,411 | 4,891 | |||
* | Karuna Therapeutics Inc. | 22,347 | 4,846 | |||
Encompass Health Corp. | 66,931 | 4,532 | ||||
* | Exelixis Inc. | 228,278 | 4,362 | |||
* | Lantheus Holdings Inc. | 47,813 | 4,012 | |||
* | Envista Holdings Corp. | 116,362 | 3,938 | |||
* | Ionis Pharmaceuticals Inc. | 95,727 | 3,928 | |||
* | Option Care Health Inc. | 119,667 | 3,888 | |||
* | Medpace Holdings Inc. | 16,007 | 3,844 | |||
* | Intra-Cellular Therapies Inc. | 60,697 | 3,843 | |||
* | IVERIC bio Inc. | 96,813 | 3,809 | |||
* | HealthEquity Inc. | 60,126 | 3,796 | |||
Organon & Co. | 180,184 | 3,750 | ||||
* | Natera Inc. | 76,182 | 3,707 | |||
* | agilon health Inc. | 211,328 | 3,664 | |||
* | Alkermes plc | 114,458 | 3,583 | |||
Ensign Group Inc. | 37,386 | 3,569 | ||||
* | DaVita Inc. | 34,893 | 3,506 | |||
* | Elanco Animal Health Inc. | 345,905 | 3,480 | |||
* | 10X Genomics Inc. Class A | 61,905 | 3,457 | |||
* | ImmunoGen Inc. | 179,761 | 3,392 | |||
* | Merit Medical Systems Inc. | 39,963 | 3,343 | |||
* | Halozyme Therapeutics Inc. | 92,464 | 3,335 | |||
* | Globus Medical Inc. Class A | 55,283 | 3,292 | |||
Perrigo Co. plc | 96,209 | 3,266 | ||||
* | Syneos Health Inc. | 73,608 | 3,102 |
Shares | Market Value• ($000) | |||||
* | Novocure Ltd. | 73,502 | 3,050 | |||
* | Neogen Corp. | 138,328 | 3,009 | |||
* | Haemonetics Corp. | 35,319 | 3,007 | |||
* | Vaxcyte Inc. | 59,312 | 2,962 | |||
* | QuidelOrtho Corp. | 35,002 | 2,900 | |||
CONMED Corp. | 20,993 | 2,853 | ||||
* | ICU Medical Inc. | 16,003 | 2,852 | |||
* | Teladoc Health Inc. | 111,142 | 2,814 | |||
* | Guardant Health Inc. | 78,079 | 2,795 | |||
* | Blueprint Medicines Corp. | 41,871 | 2,646 | |||
* | Arrowhead Pharmaceuticals Inc. | 72,044 | 2,569 | |||
* | Doximity Inc. Class A | 75,259 | 2,560 | |||
* | Amicus Therapeutics Inc. | 201,243 | 2,528 | |||
* | R1 RCM Inc. | 131,802 | 2,432 | |||
* | Madrigal Pharmaceuticals Inc. | 10,230 | 2,363 | |||
* | Intellia Therapeutics Inc. | 57,738 | 2,355 | |||
Premier Inc. Class A | 83,691 | 2,315 | ||||
* | TG Therapeutics Inc. | 93,167 | 2,314 | |||
* | Omnicell Inc. | 30,920 | 2,278 | |||
* | Evolent Health Inc. Class A | 74,899 | 2,269 | |||
* | Surgery Partners Inc. | 49,857 | 2,243 | |||
* | Glaukos Corp. | 31,343 | 2,232 | |||
* | Ultragenyx Pharmaceutical Inc. | 47,884 | 2,209 | |||
Select Medical Holdings Corp. | 69,345 | 2,209 | ||||
* | Enovis Corp. | 34,183 | 2,192 | |||
* | iRhythm Technologies Inc. | 20,490 | 2,138 | |||
* | Azenta Inc. | 45,586 | 2,128 | |||
* | Denali Therapeutics Inc. | 72,022 | 2,125 | |||
* | Pacific Biosciences of California Inc. | 159,775 | 2,125 | |||
* | PTC Therapeutics Inc. | 51,936 | 2,112 | |||
Patterson Cos. Inc. | 63,360 | 2,107 | ||||
* | Cytokinetics Inc. | 64,453 | 2,102 | |||
* | Progyny Inc. | 53,092 | 2,089 | |||
* | ACADIA Pharmaceuticals Inc. | 86,965 | 2,083 | |||
* | Prestige Consumer Healthcare Inc. | 34,970 | 2,078 | |||
* | Amedisys Inc. | 22,676 | 2,073 | |||
* | Insmed Inc. | 97,706 | 2,062 | |||
* | Integra LifeSciences Holdings Corp. | 49,440 | 2,033 | |||
* | Reata Pharmaceuticals Inc. Class A | 19,733 | 2,012 | |||
* | Integer Holdings Corp. | 22,655 | 2,007 | |||
* | Privia Health Group Inc. | 73,117 | 1,909 | |||
*,1 | Ginkgo Bioworks Holdings Inc. Class A | 1,011,686 | 1,882 | |||
* | Inari Medical Inc. | 32,342 | 1,880 | |||
*,1 | Axsome Therapeutics Inc. | 26,106 | 1,876 | |||
* | Krystal Biotech Inc. | 15,447 | 1,813 | |||
* | Axonics Inc. | 35,674 | 1,800 | |||
* | REVOLUTION Medicines Inc. | 66,270 | 1,773 | |||
* | TransMedics Group Inc. | 20,931 | 1,758 | |||
* | Vir Biotechnology Inc. | 71,121 | 1,745 | |||
* | STAAR Surgical Co. | 32,970 | 1,733 | |||
* | Sage Therapeutics Inc. | 36,148 | 1,700 | |||
* | Beam Therapeutics Inc. | 51,311 | 1,638 | |||
* | AtriCure Inc. | 32,046 | 1,582 | |||
* | NuVasive Inc. | 38,001 | 1,580 | |||
* | Chinook Therapeutics Inc. | 40,931 | 1,573 | |||
* | Akero Therapeutics Inc. | 33,170 | 1,549 | |||
* | Certara Inc. | 83,831 | 1,527 | |||
* | Amphastar Pharmaceuticals Inc. | 26,226 | 1,507 | |||
* | Revance Therapeutics Inc. | 57,092 | 1,445 | |||
* | Morphic Holding Inc. | 24,600 | 1,410 | |||
* | NeoGenomics Inc. | 87,102 | 1,400 | |||
* | Sotera Health Co. | 72,231 | 1,361 | |||
* | RadNet Inc. | 41,556 | 1,356 | |||
* | Bridgebio Pharma Inc. | 76,322 | 1,313 | |||
* | Veracyte Inc. | 51,398 | 1,309 | |||
* | Mirati Therapeutics Inc. | 35,968 | 1,300 | |||
* | Myriad Genetics Inc. | 56,049 | 1,299 | |||
* | CorVel Corp. | 6,709 | 1,298 | |||
* | Vericel Corp. | 34,444 | 1,294 | |||
* | Corcept Therapeutics Inc. | 57,704 | 1,284 | |||
US Physical Therapy Inc. | 10,460 | 1,270 | ||||
* | Pacira BioSciences Inc. | 31,254 | 1,252 | |||
* | Cerevel Therapeutics Holdings Inc. | 37,600 | 1,195 |
Shares | Market Value• ($000) | |||||
* | DICE Therapeutics Inc. | 24,873 | 1,156 | |||
* | Geron Corp. | 359,553 | 1,154 | |||
* | Celldex Therapeutics Inc. | 33,552 | 1,138 | |||
* | Phreesia Inc. | 36,022 | 1,117 | |||
* | Dynavax Technologies Corp. | 85,461 | 1,104 | |||
* | Supernus Pharmaceuticals Inc. | 36,654 | 1,102 | |||
* | Protagonist Therapeutics Inc. | 39,665 | 1,096 | |||
* | Xencor Inc. | 43,673 | 1,091 | |||
* | Tandem Diabetes Care Inc. | 44,374 | 1,089 | |||
* | Addus HomeCare Corp. | 11,566 | 1,072 | |||
* | Agios Pharmaceuticals Inc. | 37,588 | 1,064 | |||
* | Viking Therapeutics Inc. | 63,875 | 1,035 | |||
* | Ventyx Biosciences Inc. | 31,028 | 1,018 | |||
* | Maravai LifeSciences Holdings Inc. Class A | 81,635 | 1,015 | |||
* | Iovance Biotherapeutics Inc. | 143,847 | 1,013 | |||
* | Syndax Pharmaceuticals Inc. | 48,187 | 1,009 | |||
* | Alphatec Holdings Inc. | 55,467 | 997 | |||
* | UFP Technologies Inc. | 5,136 | 996 | |||
* | Apollo Medical Holdings Inc. | 31,197 | 986 | |||
* | Zentalis Pharmaceuticals Inc. | 34,601 | 976 | |||
* | Ironwood Pharmaceuticals Inc. Class A | 91,420 | 973 | |||
* | Relay Therapeutics Inc. | 77,145 | 969 | |||
LeMaitre Vascular Inc. | 14,392 | 968 | ||||
* | Hims & Hers Health Inc. | 99,700 | 937 | |||
* | Owens & Minor Inc. | 48,573 | 925 | |||
* | SpringWorks Therapeutics Inc. | 35,106 | 920 | |||
* | BioCryst Pharmaceuticals Inc. | 129,109 | 909 | |||
* | PROCEPT BioRobotics Corp. | 25,518 | 902 | |||
* | Catalyst Pharmaceuticals Inc. | 66,400 | 892 | |||
* | Avanos Medical Inc. | 34,214 | 875 | |||
* | Ideaya Biosciences Inc. | 36,478 | 857 | |||
* | Ligand Pharmaceuticals Inc. | 11,752 | 847 | |||
* | Amylyx Pharmaceuticals Inc. | 38,707 | 835 | |||
* | Rocket Pharmaceuticals Inc. | 41,980 | 834 | |||
* | Travere Therapeutics Inc. | 54,050 | 830 | |||
Embecta Corp. | 38,342 | 828 | ||||
* | Arvinas Inc. | 33,294 | 826 | |||
* | Treace Medical Concepts Inc. | 31,640 | 809 | |||
* | Arcellx Inc. | 25,484 | 806 | |||
* | Silk Road Medical Inc. | 24,351 | 791 | |||
* | Twist Bioscience Corp. | 38,555 | 789 | |||
* | Nuvalent Inc. Class A | 18,666 | 787 | |||
* | Pediatrix Medical Group Inc. | 55,346 | 786 | |||
* | Cymabay Therapeutics Inc. | 71,702 | 785 | |||
* | Replimune Group Inc. | 33,343 | 774 | |||
* | Harmony Biosciences Holdings Inc. | 21,970 | 773 | |||
* | Outset Medical Inc. | 34,549 | 756 | |||
* | MannKind Corp. | 181,020 | 737 | |||
* | 89bio Inc. | 38,764 | 735 | |||
Healthcare Services Group Inc. | 48,112 | 718 | ||||
* | Arcus Biosciences Inc. | 34,801 | 707 | |||
* | SI-BONE Inc. | 26,195 | 707 | |||
*,1 | Cassava Sciences Inc. | 28,700 | 704 | |||
* | Immunovant Inc. | 37,100 | 704 | |||
* | Varex Imaging Corp. | 29,662 | 699 | |||
* | Warby Parker Inc. Class A | 59,524 | 696 | |||
* | Kymera Therapeutics Inc. | 29,179 | 671 | |||
* | Rhythm Pharmaceuticals Inc. | 40,461 | 667 | |||
* | Viridian Therapeutics Inc. | 27,741 | 660 | |||
* | Pliant Therapeutics Inc. | 36,322 | 658 | |||
* | Cogent Biosciences Inc. | 55,453 | 657 | |||
* | AdaptHealth Corp. Class A | 53,335 | 649 | |||
* | Adaptive Biotechnologies Corp. | 95,724 | 642 | |||
* | Crinetics Pharmaceuticals Inc. | 34,649 | 624 | |||
* | ANI Pharmaceuticals Inc. | 11,494 | 619 | |||
* | Cytek Biosciences Inc. | 71,918 | 614 | |||
* | Avid Bioservices Inc. | 43,517 | 608 | |||
* | Accolade Inc. | 45,110 | 608 | |||
* | Recursion Pharmaceuticals Inc. Class A | 81,102 | 606 | |||
* | Keros Therapeutics Inc. | 15,069 | 605 | |||
*,1 | Verve Therapeutics Inc. | 32,020 | 600 | |||
* | NextGen Healthcare Inc. | 36,898 | 598 | |||
* | Deciphera Pharmaceuticals Inc. | 42,310 | 596 |
Shares | Market Value• ($000) | |||||
* | Inhibrx Inc. | 22,765 | 591 | |||
* | REGENXBIO Inc. | 28,991 | 580 | |||
* | Point Biopharma Global Inc. | 63,922 | 579 | |||
* | ADMA Biologics Inc. | 156,471 | 577 | |||
National Research Corp. | 13,198 | 574 | ||||
* | DocGo Inc. | 60,100 | 563 | |||
* | Nevro Corp. | 21,922 | 557 | |||
* | BioLife Solutions Inc. | 25,159 | 556 | |||
* | Fulgent Genetics Inc. | 15,018 | 556 | |||
* | Quanterix Corp. | 24,560 | 554 | |||
Atrion Corp. | 977 | 553 | ||||
* | Multiplan Corp. | 257,400 | 543 | |||
National HealthCare Corp. | 8,738 | 540 | ||||
* | Kura Oncology Inc. | 50,715 | 537 | |||
* | ACELYRIN Inc. | 25,429 | 531 | |||
* | OPKO Health Inc. | 244,261 | 530 | |||
* | EQRx Inc. | 283,200 | 527 | |||
* | Collegium Pharmaceutical Inc. | 24,298 | 522 | |||
* | Brookdale Senior Living Inc. | 121,631 | 513 | |||
* | OrthoPediatrics Corp. | 11,689 | 513 | |||
* | Mirum Pharmaceuticals Inc. | 19,537 | 505 | |||
* | Avidity Biosciences Inc. | 45,515 | 505 | |||
* | Arcturus Therapeutics Holdings Inc. | 17,443 | 500 | |||
* | Day One Biopharmaceuticals Inc. | 41,661 | 497 | |||
* | Ardelyx Inc. | 146,000 | 495 | |||
* | Innoviva Inc. | 38,215 | 486 | |||
* | Orthofix Medical Inc. | 26,885 | 486 | |||
* | 4D Molecular Therapeutics Inc. | 26,726 | 483 | |||
*,1 | Novavax Inc. | 64,400 | 478 | |||
HealthStream Inc. | 19,291 | 474 | ||||
* | Aclaris Therapeutics Inc. | 44,964 | 466 | |||
* | MiMedx Group Inc. | 70,200 | 464 | |||
* | Artivion Inc. | 26,789 | 461 | |||
* | Editas Medicine Inc. | 55,877 | 460 | |||
* | Paragon 28 Inc. | 25,752 | 457 | |||
*,1 | LifeStance Health Group Inc. | 49,673 | 454 | |||
* | Enhabit Inc. | 39,395 | 453 | |||
* | Anavex Life Sciences Corp. | 55,577 | 452 | |||
* | RxSight Inc. | 15,417 | 444 | |||
* | Health Catalyst Inc. | 33,373 | 417 | |||
*,1 | Prime Medicine Inc. | 28,442 | 417 | |||
* | RAPT Therapeutics Inc. | 21,985 | 411 | |||
*,1 | Sana Biotechnology Inc. | 69,018 | 411 | |||
* | Community Health Systems Inc. | 92,456 | 407 | |||
* | Marinus Pharmaceuticals Inc. | 37,350 | 406 | |||
* | Tactile Systems Technology Inc. | 16,140 | 402 | |||
* | Biomea Fusion Inc. | 17,900 | 393 | |||
* | Agenus Inc. | 240,917 | 385 | |||
* | Disc Medicine Inc. | 8,600 | 382 | |||
* | Alignment Healthcare Inc. | 64,789 | 373 | |||
* | Agiliti Inc. | 22,416 | 370 | |||
*,1 | Zymeworks Inc. | 42,300 | 365 | |||
*,1 | Phathom Pharmaceuticals Inc. | 25,360 | 363 | |||
*,1 | Sharecare Inc. | 207,400 | 363 | |||
* | Dyne Therapeutics Inc. | 32,045 | 361 | |||
* | American Well Corp. Class A | 170,727 | 359 | |||
* | ModivCare Inc. | 7,812 | 353 | |||
* | 23andMe Holding Co. Class A | 201,100 | 352 | |||
*,1 | Harrow Health Inc. | 18,257 | 348 | |||
* | 2seventy bio Inc. | 34,344 | 348 | |||
*,1 | Cabaletta Bio Inc. | 26,492 | 342 | |||
*,1 | Lyell Immunopharma Inc. | 105,726 | 336 | |||
*,1 | Seres Therapeutics Inc. | 69,975 | 335 | |||
* | Arcutis Biotherapeutics Inc. | 35,006 | 334 | |||
* | PetIQ Inc. Class A | 21,893 | 332 | |||
* | Theravance Biopharma Inc. | 32,101 | 332 | |||
* | Vera Therapeutics Inc. Class A | 20,452 | 328 | |||
* | Voyager Therapeutics Inc. | 28,600 | 327 | |||
*,1 | OmniAb Inc. | 64,445 | 324 | |||
* | Avita Medical Inc. | 18,756 | 319 | |||
*,1 | Scilex Holding Co. | 56,900 | 317 | |||
* | CareDx Inc. | 36,859 | 313 | |||
* | Enanta Pharmaceuticals Inc. | 14,469 | 310 |
Shares | Market Value• ($000) | |||||
* | GoodRx Holdings Inc. Class A | 56,002 | 309 | |||
* | MaxCyte Inc. | 66,640 | 306 | |||
* | Fate Therapeutics Inc. | 63,965 | 304 | |||
*,1 | Enliven Therapeutics Inc. | 14,831 | 303 | |||
* | Kiniksa Pharmaceuticals Ltd. Class A | 21,265 | 299 | |||
* | Nurix Therapeutics Inc. | 29,820 | 298 | |||
* | Aldeyra Therapeutics Inc. | 34,700 | 291 | |||
iRadimed Corp. | 5,991 | 286 | ||||
* | Pulmonx Corp. | 21,458 | 281 | |||
* | Intercept Pharmaceuticals Inc. | 25,300 | 280 | |||
* | Liquidia Corp. | 35,629 | 280 | |||
* | Vanda Pharmaceuticals Inc. | 41,986 | 277 | |||
* | ProKidney Corp. Class A | 24,600 | 275 | |||
* | Tarsus Pharmaceuticals Inc. | 15,160 | 274 | |||
* | Cerus Corp. | 109,208 | 269 | |||
* | Axogen Inc. | 29,257 | 267 | |||
* | Emergent BioSolutions Inc. | 35,612 | 262 | |||
*,1 | Cano Health Inc. | 188,404 | 262 | |||
* | Pennant Group Inc. | 21,097 | 259 | |||
* | AnaptysBio Inc. | 12,700 | 258 | |||
* | Bluebird Bio Inc. | 78,000 | 257 | |||
* | Coherus Biosciences Inc. | 60,235 | 257 | |||
* | Amneal Pharmaceuticals Inc. | 81,700 | 253 | |||
* | MacroGenics Inc. | 46,700 | 250 | |||
* | Anika Therapeutics Inc. | 9,542 | 248 | |||
* | Arbutus Biopharma Corp. | 107,845 | 248 | |||
*,1 | Terns Pharmaceuticals Inc. | 28,313 | 248 | |||
*,1 | Senseonics Holdings Inc. | 324,200 | 247 | |||
* | Surmodics Inc. | 7,842 | 246 | |||
* | Mersana Therapeutics Inc. | 74,304 | 244 | |||
* | Alector Inc. | 40,147 | 241 | |||
* | Castle Biosciences Inc. | 17,567 | 241 | |||
* | Olema Pharmaceuticals Inc. | 26,604 | 240 | |||
* | Allogene Therapeutics Inc. | 47,833 | 238 | |||
* | Edgewise Therapeutics Inc. | 30,691 | 238 | |||
* | Accuray Inc. | 61,258 | 237 | |||
* | PMV Pharmaceuticals Inc. | 37,924 | 237 | |||
* | Ocular Therapeutix Inc. | 45,271 | 234 | |||
* | Savara Inc. | 73,243 | 234 | |||
* | Computer Programs & Systems Inc. | 9,434 | 233 | |||
* | AngioDynamics Inc. | 22,092 | 230 | |||
* | OraSure Technologies Inc. | 45,774 | 229 | |||
* | Sutro Biopharma Inc. | 49,072 | 228 | |||
* | Allakos Inc. | 52,074 | 227 | |||
* | Alpine Immune Sciences Inc. | 22,030 | 226 | |||
*,3 | Scilex Holding Co. (Acquired 1/23/23, Cost $465) | 44,359 | 222 | |||
* | HilleVax Inc. | 12,535 | 215 | |||
* | iTeos Therapeutics Inc. | 16,182 | 214 | |||
* | Tyra Biosciences Inc. | 12,400 | 211 | |||
Phibro Animal Health Corp. Class A | 15,356 | 210 | ||||
*,1 | X4 Pharmaceuticals Inc. | 107,908 | 209 | |||
*,1 | Xeris Biopharma Holdings Inc. | 79,815 | 209 | |||
* | Inogen Inc. | 17,882 | 207 | |||
* | KalVista Pharmaceuticals Inc. | 23,051 | 207 | |||
* | Clover Health Investments Corp. Class A | 230,600 | 207 | |||
*,1 | Icosavax Inc. | 20,890 | 207 | |||
* | Viemed Healthcare Inc. | 20,899 | 204 | |||
*,1 | Immuneering Corp. Class A | 20,162 | 204 | |||
* | SomaLogic Inc. | 85,614 | 198 | |||
*,1 | Omeros Corp. | 35,983 | 196 | |||
*,1 | Summit Therapeutics Inc. | 77,925 | 196 | |||
*,1 | Mineralys Therapeutics Inc. | 11,523 | 196 | |||
Utah Medical Products Inc. | 2,090 | 195 | ||||
*,1 | Lexicon Pharmaceuticals Inc. | 84,532 | 194 | |||
*,1 | Outlook Therapeutics Inc. | 111,564 | 194 | |||
*,1 | ARS Pharmaceuticals Inc. | 29,000 | 194 | |||
* | Monte Rosa Therapeutics Inc. | 28,328 | 194 | |||
* | Assertio Holdings Inc. | 35,500 | 192 | |||
*,1 | P3 Health Partners Inc. | 64,200 | 192 | |||
*,1 | ImmunityBio Inc. | 68,635 | 191 | |||
*,1 | Butterfly Network Inc. | 83,143 | 191 | |||
*,1 | Entrada Therapeutics Inc. | 12,607 | 191 | |||
*,1 | ORIC Pharmaceuticals Inc. | 24,507 | 190 |
Shares | Market Value• ($000) | |||||
*,1 | EyePoint Pharmaceuticals Inc. | 21,612 | 188 | |||
* | Cutera Inc. | 12,390 | 187 | |||
1 | Carisma Therapeutics Inc. | 21,192 | 186 | |||
* | Evolus Inc. | 25,400 | 185 | |||
*,1 | scPharmaceuticals Inc. | 18,200 | 185 | |||
* | Eagle Pharmaceuticals Inc. | 9,445 | 184 | |||
*,1 | Invitae Corp. | 162,468 | 184 | |||
* | Scholar Rock Holding Corp. | 24,294 | 183 | |||
* | Zimvie Inc. | 16,330 | 183 | |||
*,1 | Lineage Cell Therapeutics Inc. | 128,266 | 181 | |||
* | Tenaya Therapeutics Inc. | 30,884 | 181 | |||
* | FibroGen Inc. | 65,782 | 178 | |||
*,1 | Tango Therapeutics Inc. | 53,400 | 177 | |||
* | Y-mAbs Therapeutics Inc. | 25,975 | 176 | |||
* | Atea Pharmaceuticals Inc. | 46,519 | 174 | |||
* | Nuvation Bio Inc. | 96,553 | 174 | |||
* | Kodiak Sciences Inc. | 24,897 | 172 | |||
* | Organogenesis Holdings Inc. Class A | 51,218 | 170 | |||
* | InfuSystem Holdings Inc. | 17,567 | 169 | |||
* | Aura Biosciences Inc. | 13,713 | 169 | |||
*,1 | Perspective Therapeutics Inc. | 251,620 | 168 | |||
* | Astria Therapeutics Inc. | 20,200 | 168 | |||
*,1 | CareMax Inc. | 53,555 | 167 | |||
* | OptimizeRx Corp. | 11,439 | 163 | |||
* | Erasca Inc. | 59,061 | 163 | |||
* | Karyopharm Therapeutics Inc. | 90,538 | 162 | |||
* | Tabula Rasa HealthCare Inc. | 19,595 | 162 | |||
* | Cullinan Oncology Inc. | 14,892 | 160 | |||
* | Stoke Therapeutics Inc. | 14,884 | 158 | |||
* | CorMedix Inc. | 39,265 | 156 | |||
* | Rigel Pharmaceuticals Inc. | 119,340 | 154 | |||
* | Seer Inc. Class A | 36,017 | 154 | |||
* | Aerovate Therapeutics Inc. | 8,963 | 154 | |||
*,1 | Zomedica Corp. | 759,400 | 152 | |||
*,1 | 908 Devices Inc. | 22,158 | 152 | |||
* | Generation Bio Co. | 26,818 | 148 | |||
* | NanoString Technologies Inc. | 35,956 | 146 | |||
* | Sight Sciences Inc. | 17,683 | 146 | |||
* | Actinium Pharmaceuticals Inc. | 19,281 | 143 | |||
* | Quantum-Si Inc. | 80,152 | 143 | |||
* | Harvard Bioscience Inc. | 25,649 | 141 | |||
* | Ovid therapeutics Inc. | 43,087 | 141 | |||
SIGA Technologies Inc. | 27,490 | 139 | ||||
* | Fulcrum Therapeutics Inc. | 42,012 | 139 | |||
* | Tela Bio Inc. | 13,582 | 138 | |||
* | Black Diamond Therapeutics Inc. | 27,000 | 136 | |||
*,1 | Bionano Genomics Inc. | 222,000 | 135 | |||
* | Allovir Inc. | 39,747 | 135 | |||
* | Codexis Inc. | 46,017 | 129 | |||
* | Joint Corp. | 9,539 | 129 | |||
*,1 | Citius Pharmaceuticals Inc. | 106,287 | 128 | |||
* | CytoSorbents Corp. | 35,641 | 128 | |||
*,1 | Sanara Medtech Inc. | 3,200 | 128 | |||
* | Akoya Biosciences Inc. | 17,202 | 127 | |||
* | Altimmune Inc. | 35,370 | 125 | |||
* | Verastem Inc. | 16,780 | 125 | |||
* | Atossa Therapeutics Inc. | 98,096 | 124 | |||
* | Annexon Inc. | 35,304 | 124 | |||
*,1 | Compass Therapeutics Inc. | 38,900 | 124 | |||
* | Caribou Biosciences Inc. | 28,884 | 123 | |||
*,1 | Adverum Biotechnologies Inc. | 76,000 | 121 | |||
* | Ocuphire Pharma Inc. | 27,073 | 118 | |||
*,1 | Ikena Oncology Inc. | 18,053 | 118 | |||
* | Theseus Pharmaceuticals Inc. | 12,548 | 117 | |||
* | NGM Biopharmaceuticals Inc. | 44,858 | 116 | |||
*,1 | Zynex Inc. | 12,104 | 116 | |||
*,1 | Vaxxinity Inc. Class A | 45,915 | 116 | |||
* | Sangamo Therapeutics Inc. | 87,322 | 114 | |||
* | Spectrum Pharmaceuticals Inc. | 118,300 | 114 | |||
* | Semler Scientific Inc. | 4,289 | 113 | |||
*,1 | Merrimack Pharmaceuticals Inc. | 9,104 | 112 | |||
*,1 | Rallybio Corp. | 19,513 | 110 | |||
* | Akebia Therapeutics Inc. | 119,228 | 109 |
Shares | Market Value• ($000) | |||||
* | Apyx Medical Corp. | 21,359 | 107 | |||
* | Precigen Inc. | 93,207 | 107 | |||
* | DiaMedica Therapeutics Inc. | 24,554 | 106 | |||
*,1 | Achieve Life Sciences Inc. | 20,200 | 105 | |||
* | Atara Biotherapeutics Inc. | 64,886 | 104 | |||
* | Standard BioTools Inc. | 54,000 | 104 | |||
*,1 | Asensus Surgical Inc. Class A | 202,501 | 102 | |||
* | Selecta Biosciences Inc. | 90,109 | 101 | |||
* | Janux Therapeutics Inc. | 8,474 | 101 | |||
* | FONAR Corp. | 5,825 | 100 | |||
*,1 | AN2 Therapeutics Inc. | 11,822 | 100 | |||
* | Puma Biotechnology Inc. | 28,100 | 99 | |||
*,1 | Zevra Therapeutics Inc. | 19,400 | 99 | |||
* | CVRx Inc. | 6,424 | 99 | |||
* | ALX Oncology Holdings Inc. | 13,029 | 98 | |||
*,1 | PDS Biotechnology Corp. | 19,304 | 97 | |||
*,1 | Verrica Pharmaceuticals Inc. | 16,816 | 97 | |||
*,1 | GlycoMimetics Inc. | 54,900 | 96 | |||
* | Longboard Pharmaceuticals Inc. | 13,099 | 96 | |||
* | Cara Therapeutics Inc. | 33,414 | 95 | |||
* | Esperion Therapeutics Inc. | 68,175 | 95 | |||
*,1 | Design Therapeutics Inc. | 15,079 | 95 | |||
* | Abeona Therapeutics Inc. | 23,500 | 95 | |||
* | Century Therapeutics Inc. | 29,900 | 94 | |||
* | Assembly Biosciences Inc. | 80,800 | 93 | |||
*,1 | Bioxcel Therapeutics Inc. | 13,911 | 93 | |||
* | Kezar Life Sciences Inc. | 37,867 | 93 | |||
* | Cue Biopharma Inc. | 25,288 | 92 | |||
* | Reneo Pharmaceuticals Inc. | 14,000 | 92 | |||
*,1 | Heron Therapeutics Inc. | 78,614 | 91 | |||
* | Immunome Inc. | 11,471 | 91 | |||
* | Acumen Pharmaceuticals Inc. | 18,900 | 91 | |||
* | ClearPoint Neuro Inc. | 12,373 | 90 | |||
* | Aadi Bioscience Inc. | 13,200 | 90 | |||
* | Nuvectis Pharma Inc. | 5,600 | 89 | |||
* | Durect Corp. | 18,079 | 89 | |||
*,1 | Seelos Therapeutics Inc. | 73,332 | 88 | |||
* | Inozyme Pharma Inc. | 15,730 | 88 | |||
* | C4 Therapeutics Inc. | 31,822 | 88 | |||
*,1 | Innovage Holding Corp. | 11,700 | 88 | |||
* | Nektar Therapeutics Class A | 151,005 | 87 | |||
*,1 | XOMA Corp. | 4,561 | 86 | |||
*,1 | Celcuity Inc. | 7,727 | 85 | |||
* | Gossamer Bio Inc. | 69,585 | 84 | |||
* | KORU Medical Systems Inc. | 24,374 | 84 | |||
* | Sera Prognostics Inc. Class A | 25,500 | 84 | |||
* | Eyenovia Inc. | 35,000 | 83 | |||
* | aTyr Pharma Inc. | 38,420 | 83 | |||
* | G1 Therapeutics Inc. | 32,793 | 82 | |||
* | Ocugen Inc. | 150,100 | 82 | |||
*,1 | Vicarious Surgical Inc. Class A | 44,962 | 82 | |||
* | Paratek Pharmaceuticals Inc. | 36,785 | 81 | |||
* | Electromed Inc. | 7,476 | 80 | |||
* | Acrivon Therapeutics Inc. | 6,200 | 80 | |||
* | CytomX Therapeutics Inc. | 46,219 | 79 | |||
* | Athira Pharma Inc. | 26,677 | 79 | |||
* | Jasper Therapeutics Inc. | 57,934 | 79 | |||
*,1 | Aquestive Therapeutics Inc. | 47,200 | 78 | |||
* | Gritstone bio Inc. | 39,937 | 78 | |||
* | Inovio Pharmaceuticals Inc. | 175,516 | 78 | |||
* | Kinnate Biopharma Inc. | 25,767 | 78 | |||
*,1 | Solid Biosciences Inc. | 14,964 | 78 | |||
*,1 | CEL - SCI Corp. | 31,842 | 77 | |||
* | Shattuck Labs Inc. | 24,751 | 77 | |||
*,1 | Vor BioPharma Inc. | 24,842 | 77 | |||
* | Capricor Therapeutics Inc. | 16,000 | 76 | |||
*,1 | Vigil Neuroscience Inc. | 8,064 | 76 | |||
* | IGM Biosciences Inc. | 8,083 | 75 | |||
* | ChromaDex Corp. | 47,403 | 74 | |||
* | Sonendo Inc. | 54,100 | 74 | |||
* | PepGen Inc. | 8,311 | 74 | |||
* | Talaris Therapeutics Inc. | 24,089 | 73 | |||
* | Humacyte Inc. | 25,479 | 73 |
Shares | Market Value• ($000) | |||||
*,1 | Rani Therapeutics Holdings Inc. Class A | 17,809 | 73 | |||
*,1 | Fortress Biotech Inc. | 130,700 | 72 | |||
*,1 | Foghorn Therapeutics Inc. | 10,206 | 72 | |||
* | Optinose Inc. | 57,600 | 71 | |||
* | Third Harmonic Bio Inc. | 14,820 | 71 | |||
* | Inotiv Inc. | 14,694 | 70 | |||
* | Chimerix Inc. | 57,135 | 69 | |||
*,1 | XBiotech Inc. | 11,679 | 69 | |||
*,1 | Omega Therapeutics Inc. | 12,350 | 69 | |||
* | TScan Therapeutics Inc. | 27,200 | 68 | |||
* | Nautilus Biotechnology Inc. Class A | 17,600 | 68 | |||
*,1 | Beyond Air Inc. | 15,642 | 67 | |||
* | Cidara Therapeutics Inc. | 59,329 | 67 | |||
* | BioAtla Inc. | 22,308 | 67 | |||
*,1 | Bioventus Inc. Class A | 23,179 | 67 | |||
*,1 | Vaxart Inc. | 88,300 | 64 | |||
*,1 | Alaunos Therapeutics Inc. | 122,715 | 63 | |||
* | Adicet Bio Inc. | 25,167 | 61 | |||
* | Decibel Therapeutics Inc. | 15,840 | 61 | |||
*,1 | Absci Corp. | 40,420 | 61 | |||
*,1 | Invivyd Inc. | 58,006 | 61 | |||
* | GeneDx Holdings Corp. Class A | 10,106 | 60 | |||
*,1 | Matinas BioPharma Holdings Inc. | 164,758 | 59 | |||
*,1 | Annovis Bio Inc. | 4,100 | 59 | |||
* | Larimar Therapeutics Inc. | 18,649 | 58 | |||
* | Poseida Therapeutics Inc. Class A | 32,859 | 58 | |||
*,1 | Greenwich Lifesciences Inc. | 6,064 | 58 | |||
*,1 | Societal CDMO Inc. | 52,074 | 57 | |||
* | Talkspace Inc. | 44,538 | 57 | |||
*,1 | Hyperfine Inc. Class A | 26,697 | 57 | |||
* | Curis Inc. | 66,098 | 55 | |||
*,1 | Pulse Biosciences Inc. | 7,474 | 54 | |||
* | Stereotaxis Inc. | 34,516 | 53 | |||
* | Kronos Bio Inc. | 30,839 | 53 | |||
*,1 | Galera Therapeutics Inc. | 16,524 | 52 | |||
* | Precision BioSciences Inc. | 99,100 | 52 | |||
*,1 | Genprex Inc. | 54,200 | 51 | |||
* | Relmada Therapeutics Inc. | 20,489 | 50 | |||
*,1 | Eton Pharmaceuticals Inc. | 13,900 | 49 | |||
* | DermTech Inc. | 19,000 | 49 | |||
*,1 | Aveanna Healthcare Holdings Inc. | 28,788 | 49 | |||
* | Corvus Pharmaceuticals Inc. | 20,935 | 48 | |||
*,1 | SmileDirectClub Inc. Class A | 90,900 | 48 | |||
* | ViewRay Inc. | 134,216 | 47 | |||
*,1 | BrainStorm Cell Therapeutics Inc. | 22,317 | 46 | |||
* | Orgenesis Inc. | 32,261 | 45 | |||
* | Inmune Bio Inc. | 5,000 | 45 | |||
*,1 | SCYNEXIS Inc. | 15,090 | 45 | |||
* | Biote Corp. Class A | 6,610 | 45 | |||
* | Trevi Therapeutics Inc. | 18,542 | 44 | |||
*,1 | Accelerate Diagnostics Inc. | 53,242 | 43 | |||
* | Personalis Inc. | 22,769 | 43 | |||
*,1,2 | Tobira Therapeutics Inc. CVR | 9,469 | 43 | |||
* | Dare Bioscience Inc. | 47,270 | 43 | |||
* | Nkarta Inc. | 19,414 | 43 | |||
* | Neuronetics Inc. | 19,481 | 42 | |||
*,1 | Viracta Therapeutics Inc. | 29,734 | 42 | |||
* | Forian Inc. | 16,600 | 41 | |||
* | Anixa Biosciences Inc. | 12,599 | 40 | |||
* | Praxis Precision Medicines Inc. | 34,713 | 40 | |||
*,1 | Galectin Therapeutics Inc. | 26,902 | 39 | |||
*,1 | MyMD Pharmaceuticals Inc. | 25,990 | 39 | |||
*,1 | Aravive Inc. | 29,946 | 38 | |||
* | Clearside Biomedical Inc. | 33,500 | 38 | |||
* | Geron Corp. Warrants Exp. 12/31/25 | 39,917 | 38 | |||
*,1 | Clene Inc. | 41,494 | 37 | |||
* | Passage Bio Inc. | 38,001 | 36 | |||
* | Cardiff Oncology Inc. | 24,797 | 36 | |||
*,1 | Dyadic International Inc. | 17,910 | 35 | |||
* | Immunic Inc. | 13,600 | 34 | |||
*,2 | PDL BioPharma Inc. | 78,003 | 33 | |||
*,1 | Reviva Pharmaceuticals Holdings Inc. | 5,640 | 33 | |||
* | Enzo Biochem Inc. | 17,620 | 32 |
Shares | Market Value• ($000) | |||||
*,1 | Bright Green Corp. | 30,400 | 31 | |||
* | Bright Health Group Inc. | 2,499 | 31 | |||
*,1 | Hepion Pharmaceuticals Inc. | 2,985 | 31 | |||
* | MEI Pharma Inc. | 4,686 | 31 | |||
* | iCAD Inc. | 18,133 | 30 | |||
* | LENSAR Inc. | 7,146 | 30 | |||
* | BioSig Technologies Inc. | 23,402 | 29 | |||
* | Graphite Bio Inc. | 11,215 | 29 | |||
* | Celularity Inc. Class A | 54,700 | 29 | |||
*,1 | Spero Therapeutics Inc. | 19,238 | 28 | |||
*,1 | Checkpoint Therapeutics Inc. | 10,582 | 26 | |||
* | Exagen Inc. | 8,667 | 25 | |||
* | Co-Diagnostics Inc. | 22,573 | 25 | |||
*,1 | Miromatrix Medical Inc. | 14,100 | 25 | |||
* | Cue Health Inc. | 66,007 | 24 | |||
* | UNITY Biotechnology Inc. | 9,250 | 24 | |||
*,1 | Elicio Therapeutics Inc. | 2,503 | 24 | |||
* | PAVmed Inc. | 56,600 | 23 | |||
*,1 | SELLAS Life Sciences Group Inc. | 14,905 | 23 | |||
*,1 | Delcath Systems Inc. | 3,900 | 23 | |||
* | Instil Bio Inc. | 41,166 | 23 | |||
* | Sensei Biotherapeutics Inc. | 19,290 | 22 | |||
* | Singular Genomics Systems Inc. | 26,684 | 22 | |||
* | Alpha Teknova Inc. | 8,236 | 22 | |||
* | Oncology Institute Inc. | 39,500 | 22 | |||
*,1 | TherapeuticsMD Inc. | 5,268 | 22 | |||
* | Surface Oncology Inc. | 24,474 | 21 | |||
* | Prelude Therapeutics Inc. | 4,679 | 21 | |||
* | Lantern Pharma Inc. | 3,734 | 21 | |||
*,1 | Taysha Gene Therapies Inc. | 29,618 | 20 | |||
*,1 | Biodesix Inc. | 15,913 | 20 | |||
* | Elevation Oncology Inc. | 13,217 | 20 | |||
*,1 | Palatin Technologies Inc. | 9,547 | 20 | |||
*,1 | Harpoon Therapeutics Inc. | 27,100 | 19 | |||
* | IRIDEX Corp. | 8,974 | 19 | |||
*,1 | NightHawk Biosciences Inc. | 28,727 | 19 | |||
* | Magenta Therapeutics Inc. | 24,259 | 18 | |||
* | Synlogic Inc. | 42,408 | 18 | |||
* | Retractable Technologies Inc. | 15,700 | 18 | |||
* | PhenomeX Inc. | 37,687 | 18 | |||
* | Rezolute Inc. | 8,500 | 17 | |||
* | ElectroCore Inc. | 3,168 | 16 | |||
* | ATI Physical Therapy Inc. | 1,718 | 16 | |||
*,1 | Oncocyte Corp. | 63,657 | 15 | |||
* | Science 37 Holdings Inc. | 68,300 | 15 | |||
* | Cumberland Pharmaceuticals Inc. | 9,187 | 14 | |||
*,1 | Eiger BioPharmaceuticals Inc. | 19,995 | 14 | |||
*,1 | Molecular Templates Inc. | 29,759 | 14 | |||
* | Infinity Pharmaceuticals Inc. | 67,183 | 14 | |||
*,2 | Imara Inc. CVR | 11,325 | 14 | |||
Psychemedics Corp. | 2,717 | 12 | ||||
* | Zynerba Pharmaceuticals Inc. | 37,481 | 12 | |||
* | Imunon Inc. | 9,191 | 12 | |||
* | Mallinckrodt plc | 8,900 | 11 | |||
*,1 | Aspira Women's Health Inc. | 3,317 | 11 | |||
* | Oncternal Therapeutics Inc. | 29,166 | 10 | |||
* | Rapid Micro Biosystems Inc. Class A | 10,406 | 10 | |||
*,1 | NRX Pharmaceuticals Inc. | 18,200 | 9 | |||
*,1 | Vistagen Therapeutics Inc. | 5,052 | 9 | |||
* | Strata Skin Sciences Inc. | 8,329 | 8 | |||
*,2 | Strongbridge Biopharma plc CVR | 45,300 | 8 | |||
* | Vapotherm Inc. | 14,711 | 7 | |||
*,1 | Inhibikase Therapeutics Inc. | 1,913 | 7 | |||
*,2 | OncoMed Pharmaceuticals Inc. CVR | 23,234 | 6 | |||
* | Forte Biosciences Inc. | 5,348 | 6 | |||
* | SQZ Biotechnologies Co. | 20,462 | 6 | |||
* | Eliem Therapeutics Inc. | 2,237 | 6 | |||
* | MiNK Therapeutics Inc. | 2,783 | 6 | |||
* | Axcella Health Inc. | 18,254 | 4 | |||
* | Applied Molecular Transport Inc. | 15,508 | 4 | |||
*,2 | Adamas Pharmaceuticals Inc. CVR | 59,600 | 4 | |||
*,1,2 | Oncternal Therapeutics Inc. CVR | 2,749 | 3 | |||
* | Movano Inc. | 3,059 | 3 |
Shares | Market Value• ($000) | |||||
*,1 | Avalo Therapeutics Inc. | 4,279 | 2 | |||
*,2 | Catalyst Biosciences Inc. CVR | 23,975 | 2 | |||
*,2 | Ocera Therapeutics Inc. CVR | 3,700 | 1 | |||
*,2 | Aduro Biotech Inc. CVR | 6,844 | 1 | |||
*,2 | Miragen Therapeutics Inc. CVR | 36,076 | 1 | |||
*,2 | Ambit Biosciences Corp. CVR | 1,900 | — | |||
*,2 | Biosante Pharmaceuticals Inc. CVR | 14,250 | — | |||
*,2 | F-star Therapeutics Inc. CVR | 5,459 | — | |||
* | Athenex Inc. Warrants Exp. 8/15/27 | 13,166 | — | |||
*,2 | OmniAb Inc. 12.5 Earnout | 4,987 | — | |||
*,2 | OmniAb Inc. 15 Earnout | 4,987 | — | |||
*,1,2 | Sesen Bio Inc. CVR | 128,046 | — | |||
3,912,049 | ||||||
Industrials (7.9%) | ||||||
Visa Inc. Class A | 1,131,378 | 268,680 | ||||
Mastercard Inc. Class A | 591,487 | 232,632 | ||||
Accenture plc Class A | 441,684 | 136,295 | ||||
Raytheon Technologies Corp. | 1,022,149 | 100,130 | ||||
Honeywell International Inc. | 465,905 | 96,675 | ||||
United Parcel Service Inc. Class B | 506,831 | 90,849 | ||||
* | Boeing Co. | 420,780 | 88,852 | |||
Caterpillar Inc. | 360,476 | 88,695 | ||||
Union Pacific Corp. | 426,552 | 87,281 | ||||
General Electric Co. | 761,829 | 83,687 | ||||
Lockheed Martin Corp. | 177,049 | 81,510 | ||||
Deere & Co. | 186,709 | 75,653 | ||||
American Express Co. | 390,251 | 67,982 | ||||
Automatic Data Processing Inc. | 288,861 | 63,489 | ||||
Eaton Corp. plc | 278,330 | 55,972 | ||||
* | PayPal Holdings Inc. | 780,190 | 52,062 | |||
* | Fiserv Inc. | 409,788 | 51,695 | |||
CSX Corp. | 1,421,676 | 48,479 | ||||
Illinois Tool Works Inc. | 180,560 | 45,169 | ||||
Northrop Grumman Corp. | 95,686 | 43,614 | ||||
Sherwin-Williams Co. | 162,370 | 43,112 | ||||
FedEx Corp. | 158,230 | 39,225 | ||||
3M Co. | 384,539 | 38,489 | ||||
General Dynamics Corp. | 172,916 | 37,203 | ||||
Norfolk Southern Corp. | 159,465 | 36,160 | ||||
Emerson Electric Co. | 400,016 | 36,157 | ||||
Parker-Hannifin Corp. | 89,591 | 34,944 | ||||
Johnson Controls International plc | 479,478 | 32,672 | ||||
TransDigm Group Inc. | 36,477 | 32,617 | ||||
PACCAR Inc. | 365,338 | 30,561 | ||||
Trane Technologies plc | 159,445 | 30,495 | ||||
Cintas Corp. | 60,407 | 30,027 | ||||
Carrier Global Corp. | 583,477 | 29,005 | ||||
Capital One Financial Corp. | 253,600 | 27,736 | ||||
Rockwell Automation Inc. | 80,144 | 26,403 | ||||
AMETEK Inc. | 160,883 | 26,044 | ||||
L3Harris Technologies Inc. | 132,570 | 25,953 | ||||
Otis Worldwide Corp. | 290,749 | 25,880 | ||||
Old Dominion Freight Line Inc. | 69,156 | 25,570 | ||||
Paychex Inc. | 226,576 | 25,347 | ||||
* | Block Inc. Class A | 380,439 | 25,326 | |||
WW Grainger Inc. | 31,557 | 24,886 | ||||
PPG Industries Inc. | 164,052 | 24,329 | ||||
Cummins Inc. | 98,957 | 24,260 | ||||
Verisk Analytics Inc. Class A | 101,251 | 22,886 | ||||
Fidelity National Information Services Inc. | 415,357 | 22,720 | ||||
Ferguson plc | 143,126 | 22,515 | ||||
United Rentals Inc. | 48,041 | 21,396 | ||||
Vulcan Materials Co. | 92,905 | 20,945 | ||||
* | Keysight Technologies Inc. | 124,339 | 20,821 | |||
DuPont de Nemours Inc. | 288,277 | 20,595 | ||||
* | Mettler-Toledo International Inc. | 15,406 | 20,207 | |||
Equifax Inc. | 85,369 | 20,087 | ||||
Martin Marietta Materials Inc. | 43,386 | 20,031 | ||||
Quanta Services Inc. | 101,435 | 19,927 | ||||
Xylem Inc. | 167,042 | 18,812 | ||||
Ingersoll Rand Inc. | 282,171 | 18,443 | ||||
Fortive Corp. | 246,412 | 18,424 | ||||
Global Payments Inc. | 183,371 | 18,066 |
Shares | Market Value• ($000) | |||||
Dover Corp. | 97,211 | 14,353 | ||||
Westinghouse Air Brake Technologies Corp. | 125,490 | 13,763 | ||||
Howmet Aerospace Inc. | 273,960 | 13,577 | ||||
* | Teledyne Technologies Inc. | 32,723 | 13,453 | |||
* | Fair Isaac Corp. | 16,544 | 13,388 | |||
Expeditors International of Washington Inc. | 106,833 | 12,941 | ||||
Ball Corp. | 219,582 | 12,782 | ||||
Hubbell Inc. Class B | 37,462 | 12,421 | ||||
* | FleetCor Technologies Inc. | 48,786 | 12,249 | |||
* | Builders FirstSource Inc. | 89,576 | 12,182 | |||
IDEX Corp. | 52,758 | 11,357 | ||||
* | Waters Corp. | 41,510 | 11,064 | |||
Snap-on Inc. | 37,301 | 10,750 | ||||
* | Zebra Technologies Corp. Class A | 35,884 | 10,616 | |||
Jacobs Solutions Inc. | 88,615 | 10,535 | ||||
TransUnion | 134,433 | 10,530 | ||||
JB Hunt Transport Services Inc. | 57,544 | 10,417 | ||||
Booz Allen Hamilton Holding Corp. Class A | 92,704 | 10,346 | ||||
Synchrony Financial | 298,578 | 10,128 | ||||
Stanley Black & Decker Inc. | 107,265 | 10,052 | ||||
Graco Inc. | 111,815 | 9,655 | ||||
HEICO Corp. Class A | 68,173 | 9,585 | ||||
* | Axon Enterprise Inc. | 49,092 | 9,579 | |||
Textron Inc. | 140,640 | 9,511 | ||||
Carlisle Cos. Inc. | 35,790 | 9,181 | ||||
* | Trimble Inc. | 172,455 | 9,130 | |||
Masco Corp. | 156,240 | 8,965 | ||||
Nordson Corp. | 36,053 | 8,948 | ||||
Watsco Inc. | 23,434 | 8,939 | ||||
Jack Henry & Associates Inc. | 50,755 | 8,493 | ||||
Packaging Corp. of America | 63,070 | 8,335 | ||||
Owens Corning | 62,969 | 8,217 | ||||
* | BILL Holdings Inc. | 70,255 | 8,209 | |||
AECOM | 96,796 | 8,198 | ||||
RPM International Inc. | 90,349 | 8,107 | ||||
Lincoln Electric Holdings Inc. | 40,214 | 7,988 | ||||
CH Robinson Worldwide Inc. | 81,355 | 7,676 | ||||
Toro Co. | 73,168 | 7,438 | ||||
Pentair plc | 114,251 | 7,381 | ||||
Allegion plc | 61,440 | 7,374 | ||||
Crown Holdings Inc. | 83,845 | 7,284 | ||||
Lennox International Inc. | 22,260 | 7,258 | ||||
Regal Rexnord Corp. | 46,574 | 7,168 | ||||
* | WillScot Mobile Mini Holdings Corp. | 142,720 | 6,821 | |||
Cognex Corp. | 120,920 | 6,774 | ||||
Fortune Brands Innovations Inc. | 89,740 | 6,457 | ||||
* | Generac Holdings Inc. | 43,141 | 6,434 | |||
Huntington Ingalls Industries Inc. | 28,181 | 6,414 | ||||
WESCO International Inc. | 35,687 | 6,390 | ||||
A O Smith Corp. | 87,512 | 6,369 | ||||
* | Saia Inc. | 18,499 | 6,334 | |||
EMCOR Group Inc. | 33,538 | 6,197 | ||||
Tetra Tech Inc. | 37,184 | 6,089 | ||||
Knight-Swift Transportation Holdings Inc. Class A | 108,352 | 6,020 | ||||
nVent Electric plc | 116,145 | 6,001 | ||||
Advanced Drainage Systems Inc. | 52,462 | 5,969 | ||||
AGCO Corp. | 44,640 | 5,867 | ||||
* | TopBuild Corp. | 21,897 | 5,825 | |||
* | Middleby Corp. | 37,975 | 5,614 | |||
* | WEX Inc. | 30,137 | 5,487 | |||
* | Paylocity Holding Corp. | 29,118 | 5,373 | |||
AptarGroup Inc. | 46,261 | 5,360 | ||||
Donaldson Co. Inc. | 85,316 | 5,333 | ||||
Robert Half International Inc. | 70,897 | 5,333 | ||||
ITT Inc. | 57,074 | 5,320 | ||||
* | GXO Logistics Inc. | 83,871 | 5,269 | |||
Westrock Co. | 180,190 | 5,238 | ||||
Graphic Packaging Holding Co. | 216,574 | 5,204 | ||||
* | MasTec Inc. | 44,082 | 5,200 | |||
Berry Global Group Inc. | 79,798 | 5,134 | ||||
Littelfuse Inc. | 17,548 | 5,112 | ||||
* | Axalta Coating Systems Ltd. | 154,038 | 5,054 | |||
* | Trex Co. Inc. | 76,615 | 5,023 |
Shares | Market Value• ($000) | |||||
Woodward Inc. | 42,154 | 5,013 | ||||
MKS Instruments Inc. | 46,319 | 5,007 | ||||
Curtiss-Wright Corp. | 26,807 | 4,923 | ||||
Sensata Technologies Holding plc | 107,073 | 4,817 | ||||
Genpact Ltd. | 128,074 | 4,812 | ||||
Landstar System Inc. | 24,850 | 4,785 | ||||
* | Chart Industries Inc. | 29,515 | 4,716 | |||
Eagle Materials Inc. | 24,821 | 4,627 | ||||
* | XPO Inc. | 77,171 | 4,553 | |||
BWX Technologies Inc. | 63,303 | 4,531 | ||||
* | FTI Consulting Inc. | 23,791 | 4,525 | |||
MSA Safety Inc. | 25,734 | 4,477 | ||||
Brunswick Corp. | 49,345 | 4,275 | ||||
* | Atkore Inc. | 27,092 | 4,225 | |||
Simpson Manufacturing Co. Inc. | 30,491 | 4,223 | ||||
Valmont Industries Inc. | 14,069 | 4,095 | ||||
Comfort Systems USA Inc. | 24,830 | 4,077 | ||||
Sonoco Products Co. | 68,306 | 4,031 | ||||
Oshkosh Corp. | 46,489 | 4,025 | ||||
* | ATI Inc. | 90,687 | 4,011 | |||
Sealed Air Corp. | 100,108 | 4,004 | ||||
Applied Industrial Technologies Inc. | 27,388 | 3,967 | ||||
* | Mohawk Industries Inc. | 37,412 | 3,859 | |||
* | Euronet Worldwide Inc. | 32,540 | 3,819 | |||
Maximus Inc. | 43,078 | 3,641 | ||||
Acuity Brands Inc. | 22,154 | 3,613 | ||||
Allison Transmission Holdings Inc. | 63,626 | 3,592 | ||||
* | API Group Corp. | 130,628 | 3,561 | |||
Vontier Corp. | 110,524 | 3,560 | ||||
Watts Water Technologies Inc. Class A | 19,203 | 3,528 | ||||
Louisiana-Pacific Corp. | 45,475 | 3,410 | ||||
Flowserve Corp. | 91,452 | 3,397 | ||||
* | ExlService Holdings Inc. | 22,324 | 3,372 | |||
Exponent Inc. | 35,473 | 3,310 | ||||
* | Kirby Corp. | 42,214 | 3,248 | |||
Triton International Ltd. | 38,156 | 3,177 | ||||
EnerSys | 29,008 | 3,148 | ||||
GATX Corp. | 24,445 | 3,147 | ||||
* | Summit Materials Inc. Class A | 82,180 | 3,111 | |||
Western Union Co. | 262,445 | 3,078 | ||||
Air Lease Corp. Class A | 73,532 | 3,077 | ||||
MDU Resources Group Inc. | 144,976 | 3,036 | ||||
* | AMN Healthcare Services Inc. | 27,818 | 3,036 | |||
Insperity Inc. | 25,391 | 3,021 | ||||
MSC Industrial Direct Co. Inc. Class A | 31,707 | 3,021 | ||||
Crane Co. | 33,514 | 2,987 | ||||
Badger Meter Inc. | 20,130 | 2,970 | ||||
* | Fluor Corp. | 100,242 | 2,967 | |||
* | Aerojet Rocketdyne Holdings Inc. | 53,553 | 2,938 | |||
AAON Inc. | 30,220 | 2,865 | ||||
* | AZEK Co. Inc. Class A | 94,271 | 2,855 | |||
HEICO Corp. | 15,831 | 2,801 | ||||
ManpowerGroup Inc. | 35,215 | 2,796 | ||||
Franklin Electric Co. Inc. | 27,145 | 2,793 | ||||
* | Beacon Roofing Supply Inc. | 33,647 | 2,792 | |||
Belden Inc. | 28,990 | 2,773 | ||||
John Bean Technologies Corp. | 22,669 | 2,750 | ||||
* | Shift4 Payments Inc. Class A | 40,041 | 2,719 | |||
HB Fuller Co. | 37,965 | 2,715 | ||||
Silgan Holdings Inc. | 57,739 | 2,707 | ||||
Terex Corp. | 44,242 | 2,647 | ||||
Zurn Elkay Water Solutions Corp. | 98,083 | 2,637 | ||||
Esab Corp. | 39,382 | 2,620 | ||||
Ryder System Inc. | 30,779 | 2,610 | ||||
Federal Signal Corp. | 40,696 | 2,606 | ||||
Herc Holdings Inc. | 19,004 | 2,601 | ||||
* | SPX Technologies Inc. | 30,507 | 2,592 | |||
* | ASGN Inc. | 32,481 | 2,457 | |||
Installed Building Products Inc. | 16,905 | 2,369 | ||||
* | O-I Glass Inc. | 109,102 | 2,327 | |||
* | Itron Inc. | 32,086 | 2,313 | |||
Armstrong World Industries Inc. | 31,350 | 2,303 | ||||
* | Alight Inc. Class A | 247,644 | 2,288 |
Shares | Market Value• ($000) | |||||
Otter Tail Corp. | 28,464 | 2,248 | ||||
Hillenbrand Inc. | 43,749 | 2,243 | ||||
Spirit AeroSystems Holdings Inc. Class A | 74,936 | 2,187 | ||||
* | Dycom Industries Inc. | 19,172 | 2,179 | |||
* | TriNet Group Inc. | 22,903 | 2,175 | |||
Moog Inc. Class A | 20,049 | 2,174 | ||||
Encore Wire Corp. | 11,665 | 2,169 | ||||
*,1 | Affirm Holdings Inc. Class A | 141,417 | 2,168 | |||
* | Flywire Corp. | 68,441 | 2,124 | |||
*,1 | Bloom Energy Corp. Class A | 129,751 | 2,121 | |||
*,1 | Joby Aviation Inc. | 203,125 | 2,084 | |||
Albany International Corp. Class A | 22,097 | 2,061 | ||||
Brink's Co. | 29,958 | 2,032 | ||||
* | Core & Main Inc. Class A | 64,685 | 2,027 | |||
* | GMS Inc. | 28,224 | 1,953 | |||
EnPro Industries Inc. | 14,405 | 1,924 | ||||
ABM Industries Inc. | 44,987 | 1,919 | ||||
Forward Air Corp. | 18,014 | 1,911 | ||||
ESCO Technologies Inc. | 18,033 | 1,869 | ||||
* | Verra Mobility Corp. Class A | 94,780 | 1,869 | |||
Crane NXT Co. | 32,840 | 1,854 | ||||
Kadant Inc. | 8,243 | 1,831 | ||||
FTAI Aviation Ltd. | 57,739 | 1,828 | ||||
Matson Inc. | 23,259 | 1,808 | ||||
* | RXO Inc. | 79,671 | 1,806 | |||
Korn Ferry | 36,188 | 1,793 | ||||
Mueller Water Products Inc. Class A | 110,209 | 1,789 | ||||
CSW Industrials Inc. | 10,699 | 1,778 | ||||
* | CBIZ Inc. | 33,320 | 1,775 | |||
* | ACI Worldwide Inc. | 75,807 | 1,756 | |||
* | Resideo Technologies Inc. | 99,235 | 1,753 | |||
* | AeroVironment Inc. | 16,873 | 1,726 | |||
EVERTEC Inc. | 46,787 | 1,723 | ||||
ICF International Inc. | 13,590 | 1,690 | ||||
* | Hub Group Inc. Class A | 20,816 | 1,672 | |||
Werner Enterprises Inc. | 37,783 | 1,669 | ||||
* | Masonite International Corp. | 16,108 | 1,650 | |||
McGrath RentCorp | 17,779 | 1,644 | ||||
* | Marqeta Inc. Class A | 337,593 | 1,644 | |||
* | MYR Group Inc. | 11,643 | 1,611 | |||
Kennametal Inc. | 55,781 | 1,584 | ||||
ArcBest Corp. | 16,011 | 1,582 | ||||
UniFirst Corp. | 10,118 | 1,568 | ||||
*,1 | Enovix Corp. | 86,468 | 1,560 | |||
Helios Technologies Inc. | 23,191 | 1,533 | ||||
* | Remitly Global Inc. | 81,397 | 1,532 | |||
* | Knife River Corp. | 34,544 | 1,503 | |||
ADT Inc. | 243,167 | 1,466 | ||||
Brady Corp. Class A | 30,259 | 1,439 | ||||
Trinity Industries Inc. | 55,208 | 1,419 | ||||
Barnes Group Inc. | 33,274 | 1,404 | ||||
* | Mercury Systems Inc. | 39,638 | 1,371 | |||
Griffon Corp. | 33,987 | 1,370 | ||||
* | AAR Corp. | 23,666 | 1,367 | |||
* | Gibraltar Industries Inc. | 20,934 | 1,317 | |||
* | Kratos Defense & Security Solutions Inc. | 90,524 | 1,298 | |||
Alamo Group Inc. | 7,024 | 1,292 | ||||
* | Gates Industrial Corp. plc | 95,055 | 1,281 | |||
* | OSI Systems Inc. | 10,771 | 1,269 | |||
Greif Inc. Class A | 17,726 | 1,221 | ||||
Granite Construction Inc. | 30,297 | 1,205 | ||||
* | Hillman Solutions Corp. | 133,513 | 1,203 | |||
* | Hayward Holdings Inc. | 93,193 | 1,198 | |||
Standex International Corp. | 8,389 | 1,187 | ||||
* | Modine Manufacturing Co. | 35,900 | 1,185 | |||
Veritiv Corp. | 9,400 | 1,181 | ||||
* | PGT Innovations Inc. | 40,308 | 1,175 | |||
* | Rocket Lab USA Inc. | 192,277 | 1,154 | |||
Bread Financial Holdings Inc. | 36,685 | 1,152 | ||||
Patrick Industries Inc. | 14,336 | 1,147 | ||||
* | NV5 Global Inc. | 10,289 | 1,140 | |||
International Seaways Inc. | 29,765 | 1,138 | ||||
* | Sterling Infrastructure Inc. | 20,243 | 1,130 |
Shares | Market Value• ($000) | |||||
* | Mirion Technologies Inc. Class A | 132,100 | 1,116 | |||
* | Huron Consulting Group Inc. | 13,076 | 1,110 | |||
* | AvidXchange Holdings Inc. | 106,455 | 1,105 | |||
Enerpac Tool Group Corp. Class A | 40,640 | 1,097 | ||||
* | Masterbrand Inc. | 93,075 | 1,082 | |||
Primoris Services Corp. | 34,810 | 1,061 | ||||
* | Energy Recovery Inc. | 37,200 | 1,040 | |||
Tennant Co. | 12,577 | 1,020 | ||||
H&E Equipment Services Inc. | 22,264 | 1,019 | ||||
*,1 | PureCycle Technologies Inc. | 93,329 | 998 | |||
Lindsay Corp. | 8,094 | 966 | ||||
* | JELD-WEN Holding Inc. | 53,779 | 943 | |||
* | Legalzoom.com Inc. | 76,870 | 929 | |||
* | American Woodmark Corp. | 12,141 | 927 | |||
* | Air Transport Services Group Inc. | 48,316 | 912 | |||
Marten Transport Ltd. | 42,381 | 911 | ||||
* | Payoneer Global Inc. | 183,901 | 885 | |||
Kforce Inc. | 14,009 | 878 | ||||
Wabash National Corp. | 33,665 | 863 | ||||
Greenbrier Cos. Inc. | 19,892 | 857 | ||||
* | Aurora Innovation Inc. | 281,900 | 829 | |||
* | Vicor Corp. | 15,232 | 823 | |||
TriMas Corp. | 29,733 | 817 | ||||
* | Montrose Environmental Group Inc. | 19,220 | 810 | |||
* | Construction Partners Inc. Class A | 25,742 | 808 | |||
Astec Industries Inc. | 16,978 | 771 | ||||
Napco Security Technologies Inc. | 22,194 | 769 | ||||
* | ZipRecruiter Inc. Class A | 43,176 | 767 | |||
Schneider National Inc. Class B | 26,252 | 754 | ||||
* | CIRCOR International Inc. | 13,267 | �� 749 | |||
* | CoreCivic Inc. | 79,517 | 748 | |||
*,1 | Symbotic Inc. Class A | 17,400 | 745 | |||
* | Donnelley Financial Solutions Inc. | 16,200 | 738 | |||
AZZ Inc. | 16,959 | 737 | ||||
Apogee Enterprises Inc. | 14,926 | 709 | ||||
* | Cross Country Healthcare Inc. | 24,721 | 694 | |||
Columbus McKinnon Corp. | 17,002 | 691 | ||||
*,1 | Virgin Galactic Holdings Inc. | 172,722 | 670 | |||
*,1 | Nikola Corp. | 478,235 | 660 | |||
* | Proto Labs Inc. | 18,863 | 659 | |||
Chase Corp. | 5,051 | 612 | ||||
* | Leonardo DRS Inc. | 35,300 | 612 | |||
* | Cimpress plc | 10,244 | 609 | |||
Quanex Building Products Corp. | 22,275 | 598 | ||||
* | Thermon Group Holdings Inc. | 22,309 | 593 | |||
Heartland Express Inc. | 35,721 | 586 | ||||
* | International Money Express Inc. | 23,900 | 586 | |||
Deluxe Corp. | 32,129 | 562 | ||||
* | Janus International Group Inc. | 52,218 | 557 | |||
* | Green Dot Corp. Class A | 29,098 | 545 | |||
* | BlueLinx Holdings Inc. | 5,592 | 524 | |||
Myers Industries Inc. | 26,906 | 523 | ||||
* | Triumph Group Inc. | 41,400 | 512 | |||
* | SP Plus Corp. | 13,015 | 509 | |||
* | CryoPort Inc. | 28,888 | 498 | |||
* | First Advantage Corp. | 31,653 | 488 | |||
* | Manitowoc Co. Inc. | 25,878 | 487 | |||
Kaman Corp. | 19,176 | 467 | ||||
Shyft Group Inc. | 21,038 | 464 | ||||
* | Repay Holdings Corp. Class A | 57,838 | 453 | |||
Mesa Laboratories Inc. | 3,518 | 452 | ||||
TTEC Holdings Inc. | 13,047 | 442 | ||||
* | Titan Machinery Inc. | 14,860 | 438 | |||
Barrett Business Services Inc. | 4,977 | 434 | ||||
Kelly Services Inc. Class A | 24,290 | 428 | ||||
* | Titan International Inc. | 37,200 | 427 | |||
* | Ducommun Inc. | 9,785 | 426 | |||
Gorman-Rupp Co. | 14,781 | 426 | ||||
CRA International Inc. | 4,130 | 421 | ||||
* | Conduent Inc. | 122,700 | 417 | |||
Douglas Dynamics Inc. | 13,865 | 414 | ||||
* | Transcat Inc. | 4,840 | 413 | |||
* | Aspen Aerogels Inc. | 51,284 | 405 |
Shares | Market Value• ($000) | |||||
Hyster-Yale Materials Handling Inc. | 7,125 | 398 | ||||
Insteel Industries Inc. | 12,794 | 398 | ||||
* | I3 Verticals Inc. Class A | 17,054 | 390 | |||
VSE Corp. | 7,076 | 387 | ||||
* | Evolv Technologies Holdings Inc. | 64,100 | 385 | |||
Argan Inc. | 9,742 | 384 | ||||
Allied Motion Technologies Inc. | 9,444 | 377 | ||||
1 | Eagle Bulk Shipping Inc. | 7,784 | 374 | |||
* | Cantaloupe Inc. | 47,000 | 374 | |||
Ennis Inc. | 18,244 | 372 | ||||
* | DXP Enterprises Inc. | 10,164 | 370 | |||
Pitney Bowes Inc. | 103,700 | 367 | ||||
* | Vishay Precision Group Inc. | 9,889 | 367 | |||
* | V2X Inc. | 7,394 | 366 | |||
* | Franklin Covey Co. | 8,348 | 365 | |||
* | Great Lakes Dredge & Dock Corp. | 43,592 | 356 | |||
Cass Information Systems Inc. | 9,079 | 352 | ||||
Resources Connection Inc. | 22,291 | 350 | ||||
* | TrueBlue Inc. | 19,732 | 349 | |||
*,1 | Eos Energy Enterprises Inc. | 80,400 | 349 | |||
Powell Industries Inc. | 5,654 | 343 | ||||
* | IES Holdings Inc. | 5,998 | 341 | |||
* | Astronics Corp. | 16,605 | 330 | |||
* | Archer Aviation Inc. Class A | 79,855 | 329 | |||
* | Blue Bird Corp. | 14,611 | 328 | |||
Heidrick & Struggles International Inc. | 11,672 | 309 | ||||
* | Commercial Vehicle Group Inc. | 26,700 | 296 | |||
* | Custom Truck One Source Inc. | 42,875 | 289 | |||
Miller Industries Inc. | 8,081 | 287 | ||||
LSI Industries Inc. | 22,679 | 285 | ||||
*,1 | Desktop Metal Inc. Class A | 159,504 | 282 | |||
FTAI Infrastructure Inc. | 76,000 | 280 | ||||
Cadre Holdings Inc. | 12,800 | 279 | ||||
* | CECO Environmental Corp. | 20,369 | 272 | |||
* | Forrester Research Inc. | 9,338 | 272 | |||
United States Lime & Minerals Inc. | 1,281 | 268 | ||||
*,1 | AerSale Corp. | 18,200 | 268 | |||
National Presto Industries Inc. | 3,650 | 267 | ||||
*,1 | Velo3D Inc. | 122,900 | 265 | |||
Perella Weinberg Partners Class A | 30,221 | 252 | ||||
* | Sterling Check Corp. | 20,294 | 249 | |||
* | TaskUS Inc. Class A | 21,330 | 241 | |||
REV Group Inc. | 18,084 | 240 | ||||
* | Hudson Technologies Inc. | 24,429 | 235 | |||
* | Concrete Pumping Holdings Inc. | 28,538 | 229 | |||
Covenant Logistics Group Inc. Class A | 5,230 | 229 | ||||
* | FARO Technologies Inc. | 14,129 | 229 | |||
* | Radiant Logistics Inc. | 33,408 | 225 | |||
*,1 | Microvast Holdings Inc. | 139,400 | 223 | |||
* | BrightView Holdings Inc. | 30,953 | 222 | |||
* | Tutor Perini Corp. | 30,540 | 218 | |||
* | Babcock & Wilcox Enterprises Inc. | 35,646 | 210 | |||
*,1 | BlackSky Technology Inc. Class A | 91,600 | 203 | |||
* | Luna Innovations Inc. | 22,193 | 202 | |||
* | Atmus Filtration Technologies Inc. | 8,910 | 196 | |||
Pactiv Evergreen Inc. | 25,797 | 195 | ||||
* | Bowman Consulting Group Ltd. Class A | 6,100 | 194 | |||
* | Limbach Holdings Inc. | 7,700 | 190 | |||
* | Atlanticus Holdings Corp. | 4,500 | 189 | |||
* | Proterra Inc. | 156,279 | 188 | |||
* | Daseke Inc. | 25,698 | 183 | |||
* | CS Disco Inc. | 21,829 | 179 | |||
* | Core Molding Technologies Inc. | 7,270 | 165 | |||
Park Aerospace Corp. | 11,793 | 163 | ||||
* | TuSimple Holdings Inc. Class A | 97,786 | 162 | |||
* | Acacia Research Corp. | 38,613 | 161 | |||
* | Distribution Solutions Group Inc. | 3,100 | 161 | |||
Universal Logistics Holdings Inc. | 5,573 | 161 | ||||
* | Advantage Solutions Inc. | 68,200 | 160 | |||
Information Services Group Inc. | 29,685 | 159 | ||||
*,1 | Danimer Scientific Inc. Class A | 65,200 | 155 | |||
* | Ranpak Holdings Corp. Class A | 34,100 | 154 | |||
*,1 | Target Hospitality Corp. | 11,100 | 149 |
Shares | Market Value• ($000) | |||||
* | Performant Financial Corp. | 54,600 | 147 | |||
* | Mistras Group Inc. | 18,400 | 142 | |||
* | Hyliion Holdings Corp. | 83,600 | 140 | |||
* | US Xpress Enterprises Inc. Class A | 22,566 | 139 | |||
Park-Ohio Holdings Corp. | 7,030 | 134 | ||||
* | SoundThinking Inc. | 6,113 | 134 | |||
*,1 | 374Water Inc. | 53,808 | 129 | |||
Kronos Worldwide Inc. | 14,677 | 128 | ||||
* | Overseas Shipholding Group Inc. Class A | 30,700 | 128 | |||
* | Willdan Group Inc. | 6,469 | 124 | |||
Greif Inc. Class B | 1,600 | 124 | ||||
HireQuest Inc. | 4,700 | 122 | ||||
* | Iteris Inc. | 30,071 | 119 | |||
ARC Document Solutions Inc. | 34,251 | 111 | ||||
*,1 | Global Business Travel Group I | 15,200 | 110 | |||
Hurco Cos. Inc. | 5,051 | 109 | ||||
* | Orion Group Holdings Inc. | 38,600 | 108 | |||
* | Mayville Engineering Co. Inc. | 8,494 | 106 | |||
* | Markforged Holding Corp. | 87,900 | 106 | |||
* | RCM Technologies Inc. | 5,700 | 105 | |||
* | Latch Inc. | 74,183 | 103 | |||
* | Terran Orbital Corp. | 67,000 | 101 | |||
* | Innovative Solutions & Support Inc. | 13,684 | 98 | |||
*,1 | Tingo Group Inc. | 80,454 | 97 | |||
* | Odyssey Marine Exploration Inc. Class B | 26,568 | 96 | |||
*,1 | Workhorse Group Inc. | 108,333 | 94 | |||
*,1 | Smith-Midland Corp. | 3,950 | 94 | |||
*,1 | Blade Air Mobility Inc. | 23,700 | 93 | |||
* | HireRight Holdings Corp. | 8,194 | 93 | |||
* | Amprius Technologies Inc. | 12,900 | 93 | |||
* | L B Foster Co. Class A | 6,452 | 92 | |||
* | LS Starrett Co. Class A | 8,800 | 92 | |||
BGSF Inc. | 9,700 | 92 | ||||
* | VirTra Inc. | 12,000 | 91 | |||
* | CPI Card Group Inc. | 3,680 | 86 | |||
* | EVI Industries Inc. | 3,846 | 85 | |||
* | DLH Holdings Corp. | 8,200 | 84 | |||
* | Paymentus Holdings Inc. Class A | 7,993 | 84 | |||
* | Graham Corp. | 6,141 | 82 | |||
* | Gencor Industries Inc. | 5,230 | 81 | |||
* | PAM Transportation Services Inc. | 2,804 | 75 | |||
*,1 | CompoSecure Inc. | 10,764 | 74 | |||
*,1 | INNOVATE Corp. | 41,047 | 72 | |||
* | DHI Group Inc. | 18,604 | 71 | |||
* | Paysign Inc. | 29,000 | 71 | |||
*,1 | Redwire Corp. | 27,300 | 70 | |||
PFSweb Inc. | 15,253 | 69 | ||||
* | Spire Global Inc. | 118,300 | 61 | |||
*,1 | Hyzon Motors Inc. | 64,100 | 61 | |||
* | Twin Disc Inc. | 5,130 | 58 | |||
* | Moneylion Inc. | 4,848 | 58 | |||
* | Byrna Technologies Inc. | 10,800 | 54 | |||
*,1 | Skillsoft Corp. | 42,306 | 52 | |||
*,1 | SKYX Platforms Corp. | 18,548 | 49 | |||
* | Broadwind Inc. | 12,171 | 47 | |||
* | Willis Lease Finance Corp. | 1,168 | 46 | |||
* | Quad/Graphics Inc. | 11,300 | 43 | |||
*,1 | Rekor Systems Inc. | 23,522 | 42 | |||
*,1 | Katapult Holdings Inc. | 46,100 | 42 | |||
*,1 | IZEA Worldwide Inc. | 17,423 | 42 | |||
* | LightPath Technologies Inc. Class A | 30,132 | 41 | |||
* | Ultralife Corp. | 6,533 | 32 | |||
*,1 | Wrap Technologies Inc. | 21,600 | 32 | |||
*,1 | Astra Space Inc. | 88,127 | 32 | |||
Karat Packaging Inc. | 1,644 | 30 | ||||
* | Yellow Corp. | 39,500 | 27 | |||
*,1 | Biotricity Inc. | 42,800 | 27 | |||
* | Orion Energy Systems Inc. | 13,570 | 22 | |||
* | Berkshire Grey Inc. | 15,200 | 21 | |||
* | Sarcos Technology & Robotics Corp. | 65,600 | 21 | |||
*,1 | Hydrofarm Holdings Group Inc. | 24,181 | 19 | |||
*,1 | Coda Octopus Group Inc. | 2,088 | 17 | |||
* | Energous Corp. | 69,135 | 17 |
Shares | Market Value• ($000) | |||||
* | RF Industries Ltd. | 3,910 | 16 | |||
Frequency Electronics Inc. | 2,246 | 15 | ||||
* | DSS Inc. | 38,500 | 14 | |||
*,1 | Air T Inc. | 532 | 13 | |||
* | Usio Inc. | 3,784 | 7 | |||
* | Wireless Telecom Group Inc. | 2,760 | 6 | |||
*,1 | Air Industries Group | 1,613 | 6 | |||
* | FG Group Holdings Inc. | 2,465 | 5 | |||
*,1 | Ryvyl Inc. | 5,654 | 4 | |||
*,2 | Patriot National Inc. | 7,513 | — | |||
3,945,865 | ||||||
Other (0.0%)4 | ||||||
5 | Vanguard Total Bond Market ETF | 39,367 | 2,862 | |||
Real Estate (1.8%) | ||||||
Prologis Inc. | 645,516 | 79,160 | ||||
American Tower Corp. | 325,819 | 63,189 | ||||
Equinix Inc. | 65,411 | 51,278 | ||||
Crown Castle Inc. | 302,898 | 34,512 | ||||
Public Storage | 110,486 | 32,249 | ||||
Welltower Inc. | 347,602 | 28,117 | ||||
Realty Income Corp. | 469,378 | 28,064 | ||||
* | CoStar Group Inc. | 285,681 | 25,426 | |||
Simon Property Group Inc. | 217,115 | 25,072 | ||||
Digital Realty Trust Inc. | 203,362 | 23,157 | ||||
VICI Properties Inc. Class A | 703,618 | 22,115 | ||||
AvalonBay Communities Inc. | 99,059 | 18,749 | ||||
SBA Communications Corp. Class A | 75,543 | 17,508 | ||||
Weyerhaeuser Co. | 511,419 | 17,138 | ||||
* | CBRE Group Inc. Class A | 206,720 | 16,684 | |||
Equity Residential | 250,562 | 16,530 | ||||
Invitation Homes Inc. | 426,135 | 14,659 | ||||
Extra Space Storage Inc. | 94,300 | 14,037 | ||||
Alexandria Real Estate Equities Inc. | 120,666 | 13,694 | ||||
Ventas Inc. | 279,457 | 13,210 | ||||
Mid-America Apartment Communities Inc. | 81,127 | 12,320 | ||||
Iron Mountain Inc. | 203,803 | 11,580 | ||||
Sun Communities Inc. | 86,426 | 11,275 | ||||
Essex Property Trust Inc. | 45,088 | 10,564 | ||||
WP Carey Inc. | 148,999 | 10,066 | ||||
UDR Inc. | 230,070 | 9,884 | ||||
Kimco Realty Corp. | 431,143 | 8,502 | ||||
Gaming & Leisure Properties Inc. | 173,927 | 8,428 | ||||
Host Hotels & Resorts Inc. | 499,668 | 8,409 | ||||
Camden Property Trust | 75,006 | 8,166 | ||||
Life Storage Inc. | 59,490 | 7,910 | ||||
Equity LifeStyle Properties Inc. | 116,945 | 7,822 | ||||
Healthpeak Properties Inc. | 383,671 | 7,712 | ||||
American Homes 4 Rent Class A | 213,676 | 7,575 | ||||
Regency Centers Corp. | 119,186 | 7,362 | ||||
CubeSmart | 156,140 | 6,973 | ||||
Rexford Industrial Realty Inc. | 132,025 | 6,894 | ||||
Lamar Advertising Co. Class A | 61,497 | 6,104 | ||||
Americold Realty Trust Inc. | 188,066 | 6,075 | ||||
Boston Properties Inc. | 98,696 | 5,684 | ||||
Federal Realty Investment Trust | 56,927 | 5,509 | ||||
NNN REIT Inc. | 125,756 | 5,381 | ||||
EastGroup Properties Inc. | 30,667 | 5,324 | ||||
* | Jones Lang LaSalle Inc. | 33,143 | 5,164 | |||
* | Zillow Group Inc. Class C | 101,517 | 5,102 | |||
Omega Healthcare Investors Inc. | 165,013 | 5,064 | ||||
Healthcare Realty Trust Inc. Class A | 264,014 | 4,979 | ||||
First Industrial Realty Trust Inc. | 92,037 | 4,845 | ||||
Brixmor Property Group Inc. | 213,600 | 4,699 | ||||
STAG Industrial Inc. | 126,762 | 4,548 | ||||
Agree Realty Corp. | 64,110 | 4,192 | ||||
Medical Properties Trust Inc. | 424,671 | 3,932 | ||||
Spirit Realty Capital Inc. | 98,597 | 3,883 | ||||
Apartment Income REIT Corp. Class A | 105,043 | 3,791 | ||||
Ryman Hospitality Properties Inc. | 39,325 | 3,654 | ||||
Terreno Realty Corp. | 58,290 | 3,503 | ||||
Kite Realty Group Trust | 153,023 | 3,419 | ||||
Rayonier Inc. | 102,601 | 3,222 |
Shares | Market Value• ($000) | |||||
PotlatchDeltic Corp. | 56,165 | 2,968 | ||||
Independence Realty Trust Inc. | 156,936 | 2,859 | ||||
Phillips Edison & Co. Inc. | 80,421 | 2,741 | ||||
EPR Properties | 52,733 | 2,468 | ||||
Essential Properties Realty Trust Inc. | 104,430 | 2,458 | ||||
Cousins Properties Inc. | 106,472 | 2,428 | ||||
Kilroy Realty Corp. | 80,133 | 2,411 | ||||
Physicians Realty Trust | 165,611 | 2,317 | ||||
Vornado Realty Trust | 120,000 | 2,177 | ||||
Apple Hospitality REIT Inc. | 139,001 | 2,100 | ||||
Broadstone Net Lease Inc. | 130,757 | 2,019 | ||||
LXP Industrial Trust | 199,552 | 1,946 | ||||
National Storage Affiliates Trust | 55,603 | 1,937 | ||||
Sabra Health Care REIT Inc. | 160,537 | 1,889 | ||||
Corporate Office Properties Trust | 78,948 | 1,875 | ||||
Hannon Armstrong Sustainable Infrastructure Capital Inc. | 74,747 | 1,869 | ||||
Park Hotels & Resorts Inc. | 144,585 | 1,854 | ||||
Highwoods Properties Inc. | 73,765 | 1,764 | ||||
Macerich Co. | 153,762 | 1,733 | ||||
* | Howard Hughes Corp. | 21,876 | 1,726 | |||
DigitalBridge Group Inc. | 114,851 | 1,689 | ||||
Outfront Media Inc. | 107,361 | 1,688 | ||||
* | Zillow Group Inc. Class A | 33,785 | 1,662 | |||
Four Corners Property Trust Inc. | 63,265 | 1,607 | ||||
SITE Centers Corp. | 121,115 | 1,601 | ||||
Tanger Factory Outlet Centers Inc. | 72,392 | 1,598 | ||||
National Health Investors Inc. | 30,028 | 1,574 | ||||
Innovative Industrial Properties Inc. | 20,049 | 1,464 | ||||
* | Opendoor Technologies Inc. | 361,700 | 1,454 | |||
Sunstone Hotel Investors Inc. | 143,304 | 1,450 | ||||
Douglas Emmett Inc. | 113,007 | 1,420 | ||||
Equity Commonwealth | 69,691 | 1,412 | ||||
SL Green Realty Corp. | 45,545 | 1,369 | ||||
CareTrust REIT Inc. | 67,100 | 1,333 | ||||
Kennedy-Wilson Holdings Inc. | 81,411 | 1,329 | ||||
St. Joe Co. | 26,976 | 1,304 | ||||
Urban Edge Properties | 80,519 | 1,242 | ||||
JBG SMITH Properties | 78,465 | 1,180 | ||||
Pebblebrook Hotel Trust | 83,700 | 1,167 | ||||
Retail Opportunity Investments Corp. | 85,930 | 1,161 | ||||
InvenTrust Properties Corp. | 48,156 | 1,114 | ||||
DiamondRock Hospitality Co. | 137,295 | 1,100 | ||||
Getty Realty Corp. | 32,126 | 1,086 | ||||
RLJ Lodging Trust | 103,656 | 1,065 | ||||
1 | eXp World Holdings Inc. | 52,290 | 1,060 | |||
Elme Communities | 63,767 | 1,048 | ||||
LTC Properties Inc. | 31,068 | 1,026 | ||||
Alexander & Baldwin Inc. | 53,230 | 989 | ||||
Acadia Realty Trust | 67,407 | 970 | ||||
* | Redfin Corp. | 77,098 | 958 | |||
Service Properties Trust | 109,016 | 947 | ||||
Easterly Government Properties Inc. Class A | 65,162 | 945 | ||||
Xenia Hotels & Resorts Inc. | 76,530 | 942 | ||||
* | Cushman & Wakefield plc | 115,199 | 942 | |||
* | Veris Residential Inc. | 56,742 | 911 | |||
Apartment Investment & Management Co. Class A | 106,401 | 907 | ||||
* | Radius Global Infrastructure Inc. Class A | 54,200 | 808 | |||
NETSTREIT Corp. | 43,048 | 769 | ||||
* | Compass Inc. Class A | 213,651 | 748 | |||
Uniti Group Inc. | 158,935 | 734 | ||||
Global Net Lease Inc. | 70,584 | 726 | ||||
NexPoint Residential Trust Inc. | 15,703 | 714 | ||||
Plymouth Industrial REIT Inc. | 30,451 | 701 | ||||
Empire State Realty Trust Inc. Class A | 90,800 | 680 | ||||
Necessity Retail REIT Inc. Class A | 99,800 | 675 | ||||
American Assets Trust Inc. | 34,997 | 672 | ||||
Centerspace | 10,941 | 671 | ||||
1 | Peakstone Realty Trust | 23,900 | 667 | |||
Community Healthcare Trust Inc. | 19,947 | 659 | ||||
Piedmont Office Realty Trust Inc. Class A | 89,460 | 650 | ||||
RPT Realty | 60,659 | 634 | ||||
UMH Properties Inc. | 39,327 | 628 |
Shares | Market Value• ($000) | |||||
Brandywine Realty Trust | 133,714 | 622 | ||||
Newmark Group Inc. Class A | 97,390 | 606 | ||||
* | GEO Group Inc. | 84,496 | 605 | |||
Paramount Group Inc. | 130,029 | 576 | ||||
Armada Hoffler Properties Inc. | 44,430 | 519 | ||||
Summit Hotel Properties Inc. | 77,848 | 507 | ||||
Urstadt Biddle Properties Inc. Class A | 23,329 | 496 | ||||
Marcus & Millichap Inc. | 15,657 | 493 | ||||
* | Anywhere Real Estate Inc. | 69,700 | 466 | |||
1 | Farmland Partners Inc. | 36,575 | 447 | |||
Gladstone Land Corp. | 27,240 | 443 | ||||
Universal Health Realty Income Trust | 9,107 | 433 | ||||
Hudson Pacific Properties Inc. | 100,418 | 424 | ||||
Global Medical REIT Inc. | 46,224 | 422 | ||||
Diversified Healthcare Trust | 181,625 | 409 | ||||
1 | Ares Commercial Real Estate Corp. | 39,600 | 402 | |||
Chatham Lodging Trust | 38,700 | 362 | ||||
Gladstone Commercial Corp. | 28,553 | 353 | ||||
Whitestone REIT | 35,347 | 343 | ||||
* | Forestar Group Inc. | 14,329 | 323 | |||
Saul Centers Inc. | 8,462 | 312 | ||||
CBL & Associates Properties Inc. | 14,100 | 311 | ||||
RE/MAX Holdings Inc. Class A | 15,637 | 301 | ||||
* | Tejon Ranch Co. | 17,443 | 300 | |||
Alexander's Inc. | 1,565 | 288 | ||||
Orion Office REIT Inc. | 42,982 | 284 | ||||
*,1 | Seritage Growth Properties Class A | 31,500 | 281 | |||
Office Properties Income Trust | 36,326 | 280 | ||||
1 | CTO Realty Growth Inc. | 15,777 | 270 | |||
One Liberty Properties Inc. | 13,037 | 265 | ||||
RMR Group Inc. Class A | 10,425 | 242 | ||||
BRT Apartments Corp. | 10,834 | 214 | ||||
* | FRP Holdings Inc. | 3,428 | 197 | |||
Bridge Investment Group Holdings Inc. Class A | 16,783 | 190 | ||||
Industrial Logistics Properties Trust | 57,267 | 189 | ||||
Postal Realty Trust Inc. Class A | 12,803 | 188 | ||||
1 | Braemar Hotels & Resorts Inc. | 41,700 | 168 | |||
* | Star Holdings | 10,381 | 152 | |||
Hersha Hospitality Trust Class A | 23,600 | 144 | ||||
*,1 | Offerpad Solutions Inc. | 10,420 | 135 | |||
City Office REIT Inc. | 23,669 | 132 | ||||
Alpine Income Property Trust Inc. | 7,700 | 125 | ||||
* | Ashford Hospitality Trust Inc. | 33,216 | 124 | |||
Douglas Elliman Inc. | 53,336 | 118 | ||||
Modiv Inc. Class C | 7,600 | 114 | ||||
* | Maui Land & Pineapple Co. Inc. | 7,400 | 105 | |||
Stratus Properties Inc. | 3,856 | 101 | ||||
Clipper Realty Inc. | 14,042 | 80 | ||||
Franklin Street Properties Corp. | 50,715 | 74 | ||||
*,1 | WeWork Inc. Class A | 233,200 | 60 | |||
Global Self Storage Inc. | 10,820 | 55 | ||||
*,1 | Fathom Holdings Inc. | 5,900 | 42 | |||
* | Bluerock Homes Trust Inc. | 2,589 | 42 | |||
* | Sotherly Hotels Inc. | 10,121 | 19 | |||
* | Rafael Holdings Inc. Class B | 7,114 | 15 | |||
Creative Media & Community Trust Corp. | 2,200 | 11 | ||||
* | Trinity Place Holdings Inc. | 15,000 | 8 | |||
*,1 | American Strategic Investment Co. | 973 | 8 | |||
* | Power REIT | 2,359 | 4 | |||
*,2 | Spirit MTA REIT | 44,200 | — | |||
918,652 | ||||||
Technology (18.1%) | ||||||
Apple Inc. | 10,450,377 | 2,027,060 | ||||
Microsoft Corp. | 5,200,082 | 1,770,836 | ||||
NVIDIA Corp. | 1,643,079 | 695,055 | ||||
* | Alphabet Inc. Class A | 4,156,169 | 497,493 | |||
* | Meta Platforms Inc. Class A | 1,547,070 | 443,978 | |||
* | Alphabet Inc. Class C | 3,490,579 | 422,255 | |||
Broadcom Inc. | 291,513 | 252,867 | ||||
* | Adobe Inc. | 320,702 | 156,820 | |||
* | Salesforce Inc. | 664,288 | 140,337 | |||
* | Advanced Micro Devices Inc. | 1,126,155 | 128,280 | |||
Oracle Corp. | 1,038,026 | 123,619 |
Shares | Market Value• ($000) | |||||
Texas Instruments Inc. | 634,973 | 114,308 | ||||
Intel Corp. | 2,917,125 | 97,549 | ||||
QUALCOMM Inc. | 778,867 | 92,716 | ||||
Applied Materials Inc. | 591,418 | 85,484 | ||||
Intuit Inc. | 186,021 | 85,233 | ||||
International Business Machines Corp. | 635,024 | 84,973 | ||||
* | ServiceNow Inc. | 142,408 | 80,029 | |||
Analog Devices Inc. | 350,534 | 68,288 | ||||
Lam Research Corp. | 93,928 | 60,383 | ||||
* | Palo Alto Networks Inc. | 213,881 | 54,649 | |||
Micron Technology Inc. | 765,342 | 48,301 | ||||
KLA Corp. | 95,903 | 46,515 | ||||
* | Synopsys Inc. | 106,587 | 46,409 | |||
* | Cadence Design Systems Inc. | 190,977 | 44,788 | |||
Marvell Technology Inc. | 599,198 | 35,820 | ||||
Roper Technologies Inc. | 74,311 | 35,729 | ||||
Amphenol Corp. Class A | 416,410 | 35,374 | ||||
* | Fortinet Inc. | 466,331 | 35,250 | |||
Microchip Technology Inc. | 383,313 | 34,341 | ||||
* | Snowflake Inc. Class A | 193,246 | 34,007 | |||
* | Workday Inc. Class A | 142,562 | 32,203 | |||
TE Connectivity Ltd. | 220,387 | 30,889 | ||||
* | Autodesk Inc. | 150,054 | 30,703 | |||
* | ON Semiconductor Corp. | 302,011 | 28,564 | |||
* | VMware Inc. Class A | 164,319 | 23,611 | |||
Cognizant Technology Solutions Corp. Class A | 355,085 | 23,180 | ||||
* | Crowdstrike Holdings Inc. Class A | 148,979 | 21,881 | |||
* | ANSYS Inc. | 60,825 | 20,089 | |||
* | MongoDB Inc. Class A | 46,890 | 19,271 | |||
HP Inc. | 618,294 | 18,988 | ||||
Corning Inc. | 532,117 | 18,645 | ||||
* | Gartner Inc. | 52,601 | 18,427 | |||
* | Palantir Technologies Inc. Class A | 1,197,122 | 18,352 | |||
* | Datadog Inc. Class A | 186,494 | 18,347 | |||
* | Atlassian Corp. Class A | 106,290 | 17,837 | |||
* | HubSpot Inc. | 33,010 | 17,564 | |||
CDW Corp. | 94,635 | 17,366 | ||||
Monolithic Power Systems Inc. | 31,496 | 17,015 | ||||
* | DoorDash Inc. Class A | 202,251 | 15,456 | |||
Hewlett Packard Enterprise Co. | 906,252 | 15,225 | ||||
* | VeriSign Inc. | 61,877 | 13,982 | |||
* | Cloudflare Inc. Class A | 192,413 | 12,578 | |||
Skyworks Solutions Inc. | 111,169 | 12,305 | ||||
* | Splunk Inc. | 115,602 | 12,264 | |||
Teradyne Inc. | 109,150 | 12,152 | ||||
* | Tyler Technologies Inc. | 29,178 | 12,152 | |||
Entegris Inc. | 104,332 | 11,562 | ||||
NetApp Inc. | 149,922 | 11,454 | ||||
Paycom Software Inc. | 35,597 | 11,435 | ||||
* | Pinterest Inc. Class A | 414,848 | 11,342 | |||
* | PTC Inc. | 78,355 | 11,150 | |||
* | Zoom Video Communications Inc. Class A | 155,444 | 10,552 | |||
* | Akamai Technologies Inc. | 109,394 | 9,831 | |||
Jabil Inc. | 88,707 | 9,574 | ||||
* | Lattice Semiconductor Corp. | 97,048 | 9,323 | |||
Dell Technologies Inc. Class C | 170,096 | 9,204 | ||||
* | EPAM Systems Inc. | 40,542 | 9,112 | |||
SS&C Technologies Holdings Inc. | 149,399 | 9,054 | ||||
* | Zscaler Inc. | 61,104 | 8,940 | |||
* | Manhattan Associates Inc. | 43,542 | 8,703 | |||
Bentley Systems Inc. Class B | 157,370 | 8,534 | ||||
Leidos Holdings Inc. | 96,167 | 8,509 | ||||
Seagate Technology Holdings plc | 136,762 | 8,461 | ||||
* | Western Digital Corp. | 222,483 | 8,439 | |||
* | Snap Inc. Class A | 707,130 | 8,372 | |||
* | GoDaddy Inc. Class A | 108,245 | 8,132 | |||
* | Match Group Inc. | 194,221 | 8,128 | |||
* | Dynatrace Inc. | 151,352 | 7,790 | |||
* | Super Micro Computer Inc. | 31,232 | 7,785 | |||
* | Twilio Inc. Class A | 121,589 | 7,735 | |||
* | Pure Storage Inc. Class A | 205,878 | 7,580 | |||
* | Okta Inc. Class A | 108,033 | 7,492 | |||
* | Unity Software Inc. | 172,312 | 7,482 |
Shares | Market Value• ($000) | |||||
* | DocuSign Inc. Class A | 142,064 | 7,258 | |||
* | Qorvo Inc. | 69,559 | 7,097 | |||
Gen Digital Inc. | 377,493 | 7,002 | ||||
* | Ceridian HCM Holding Inc. | 103,102 | 6,905 | |||
KBR Inc. | 95,490 | 6,213 | ||||
* | F5 Inc. | 42,381 | 6,199 | |||
* | ZoomInfo Technologies Inc. Class A | 239,130 | 6,072 | |||
* | Black Knight Inc. | 98,914 | 5,908 | |||
* | Arrow Electronics Inc. | 39,433 | 5,648 | |||
* | CACI International Inc. Class A | 16,026 | 5,462 | |||
* | Toast Inc. Class A | 241,776 | 5,457 | |||
Vertiv Holdings Co. Class A | 214,100 | 5,303 | ||||
National Instruments Corp. | 91,945 | 5,278 | ||||
* | Coherent Corp. | 97,686 | 4,980 | |||
* | SPS Commerce Inc. | 25,667 | 4,930 | |||
* | Rambus Inc. | 76,389 | 4,902 | |||
* | Dropbox Inc. Class A | 181,032 | 4,828 | |||
* | Wolfspeed Inc. | 86,786 | 4,824 | |||
* | Novanta Inc. | 25,175 | 4,635 | |||
* | Nutanix Inc. Class A | 165,146 | 4,632 | |||
Universal Display Corp. | 31,367 | 4,521 | ||||
* | Guidewire Software Inc. | 57,451 | 4,371 | |||
Science Applications International Corp. | 37,852 | 4,258 | ||||
* | Axcelis Technologies Inc. | 23,006 | 4,218 | |||
* | Five9 Inc. | 49,673 | 4,096 | |||
* | DXC Technology Co. | 148,974 | 3,981 | |||
* | Onto Innovation Inc. | 34,171 | 3,980 | |||
* | Confluent Inc. Class A | 111,731 | 3,945 | |||
* | UiPath Inc. Class A | 234,257 | 3,882 | |||
* | Teradata Corp. | 71,716 | 3,830 | |||
Power Integrations Inc. | 40,056 | 3,792 | ||||
* | Procore Technologies Inc. | 54,439 | 3,542 | |||
Dolby Laboratories Inc. Class A | 42,246 | 3,535 | ||||
* | Elastic NV | 54,422 | 3,490 | |||
* | Insight Enterprises Inc. | 23,751 | 3,476 | |||
* | Tenable Holdings Inc. | 79,471 | 3,461 | |||
* | Silicon Laboratories Inc. | 21,555 | 3,400 | |||
* | Aspen Technology Inc. | 20,248 | 3,394 | |||
* | Smartsheet Inc. Class A | 87,916 | 3,364 | |||
* | IAC Inc. | 53,336 | 3,349 | |||
* | Fabrinet | 25,474 | 3,309 | |||
* | Workiva Inc. Class A | 32,535 | 3,308 | |||
Avnet Inc. | 63,505 | 3,204 | ||||
* | AppLovin Corp. Class A | 123,123 | 3,168 | |||
* | Cirrus Logic Inc. | 38,960 | 3,156 | |||
* | Qualys Inc. | 24,338 | 3,144 | |||
TD SYNNEX Corp. | 32,963 | 3,099 | ||||
Advanced Energy Industries Inc. | 26,330 | 2,934 | ||||
* | DoubleVerify Holdings Inc. | 74,702 | 2,907 | |||
*,1 | Gitlab Inc. Class A | 56,685 | 2,897 | |||
* | Altair Engineering Inc. Class A | 37,753 | 2,863 | |||
* | Box Inc. Class A | 94,152 | 2,766 | |||
* | Diodes Inc. | 29,739 | 2,751 | |||
* | IPG Photonics Corp. | 20,041 | 2,722 | |||
* | Samsara Inc. Class A | 98,156 | 2,720 | |||
* | Blackbaud Inc. | 37,939 | 2,700 | |||
Vishay Intertechnology Inc. | 87,369 | 2,569 | ||||
* | New Relic Inc. | 38,666 | 2,530 | |||
Concentrix Corp. | 31,042 | 2,507 | ||||
*,1 | C3.ai Inc. Class A | 67,109 | 2,445 | |||
* | MACOM Technology Solutions Holdings Inc. | 36,590 | 2,398 | |||
* | SentinelOne Inc. Class A | 156,571 | 2,364 | |||
* | Sanmina Corp. | 38,834 | 2,341 | |||
* | NCR Corp. | 92,673 | 2,335 | |||
* | Synaptics Inc. | 27,218 | 2,324 | |||
* | Appfolio Inc. Class A | 12,835 | 2,209 | |||
* | Ambarella Inc. | 26,373 | 2,207 | |||
* | CommVault Systems Inc. | 30,284 | 2,199 | |||
* | Schrodinger Inc. | 43,832 | 2,188 | |||
* | Ziff Davis Inc. | 30,609 | 2,144 | |||
* | Allegro MicroSystems Inc. | 47,057 | 2,124 | |||
* | MicroStrategy Inc. Class A | 6,191 | 2,120 | |||
* | Rogers Corp. | 12,996 | 2,104 |
Shares | Market Value• ($000) | |||||
* | Kyndryl Holdings Inc. | 157,462 | 2,091 | |||
Dun & Bradstreet Holdings Inc. | 180,432 | 2,088 | ||||
* | BlackLine Inc. | 38,408 | 2,067 | |||
* | Envestnet Inc. | 34,518 | 2,049 | |||
Amkor Technology Inc. | 67,109 | 1,996 | ||||
* | Perficient Inc. | 23,696 | 1,975 | |||
* | Varonis Systems Inc. Class B | 73,940 | 1,970 | |||
* | Alteryx Inc. Class A | 42,594 | 1,934 | |||
* | Freshworks Inc. Class A | 108,969 | 1,916 | |||
* | Plexus Corp. | 19,297 | 1,896 | |||
* | RingCentral Inc. Class A | 56,087 | 1,836 | |||
* | Rapid7 Inc. | 40,541 | 1,836 | |||
* | Verint Systems Inc. | 51,340 | 1,800 | |||
* | FormFactor Inc. | 52,204 | 1,786 | |||
Progress Software Corp. | 29,909 | 1,738 | ||||
* | Alarm.com Holdings Inc. | 33,058 | 1,708 | |||
* | Yelp Inc. Class A | 45,490 | 1,656 | |||
* | HashiCorp Inc. Class A | 62,812 | 1,644 | |||
*,1 | DigitalOcean Holdings Inc. | 40,725 | 1,635 | |||
* | MaxLinear Inc. Class A | 50,937 | 1,608 | |||
*,1 | IonQ Inc. | 113,400 | 1,534 | |||
* | Braze Inc. Class A | 34,708 | 1,520 | |||
* | Sprout Social Inc. Class A | 32,714 | 1,510 | |||
* | Cargurus Inc. Class A | 66,027 | 1,494 | |||
* | CCC Intelligent Solutions Holdings Inc. | 133,223 | 1,493 | |||
* | nCino Inc. | 48,740 | 1,468 | |||
* | Impinj Inc. | 16,262 | 1,458 | |||
* | NetScout Systems Inc. | 46,930 | 1,452 | |||
* | Appian Corp. Class A | 29,750 | 1,416 | |||
* | SiTime Corp. | 11,900 | 1,404 | |||
* | JFrog Ltd. | 50,200 | 1,391 | |||
Pegasystems Inc. | 28,205 | 1,390 | ||||
Clear Secure Inc. Class A | 58,769 | 1,362 | ||||
* | Parsons Corp. | 27,803 | 1,338 | |||
* | PagerDuty Inc. | 57,717 | 1,297 | |||
* | Cohu Inc. | 31,017 | 1,289 | |||
* | Magnite Inc. | 93,307 | 1,274 | |||
* | LiveRamp Holdings Inc. | 44,416 | 1,269 | |||
* | Fastly Inc. Class A | 79,756 | 1,258 | |||
* | Asana Inc. Class A | 55,984 | 1,234 | |||
* | Q2 Holdings Inc. | 39,152 | 1,210 | |||
* | Semtech Corp. | 46,692 | 1,189 | |||
CSG Systems International Inc. | 22,296 | 1,176 | ||||
Xerox Holdings Corp. | 77,812 | 1,159 | ||||
* | Bumble Inc. Class A | 66,383 | 1,114 | |||
* | Ultra Clean Holdings Inc. | 28,144 | 1,082 | |||
* | Paycor HCM Inc. | 44,502 | 1,053 | |||
* | PDF Solutions Inc. | 22,859 | 1,031 | |||
* | ePlus Inc. | 18,200 | 1,025 | |||
* | Photronics Inc. | 39,053 | 1,007 | |||
* | TTM Technologies Inc. | 72,319 | 1,005 | |||
* | Agilysys Inc. | 14,631 | 1,004 | |||
* | Zuora Inc. Class A | 91,365 | 1,002 | |||
* | Jamf Holding Corp. | 49,955 | 975 | |||
* | Veradigm Inc. | 75,931 | 957 | |||
* | Credo Technology Group Holding Ltd. | 55,000 | 954 | |||
* | Model N Inc. | 26,774 | 947 | |||
CTS Corp. | 22,107 | 942 | ||||
* | Squarespace Inc. Class A | 29,800 | 940 | |||
* | PROS Holdings Inc. | 30,175 | 929 | |||
* | 3D Systems Corp. | 91,666 | 910 | |||
* | Sprinklr Inc. Class A | 64,421 | 891 | |||
* | SMART Global Holdings Inc. | 30,223 | 877 | |||
* | Veeco Instruments Inc. | 33,309 | 855 | |||
* | Upwork Inc. | 89,743 | 838 | |||
*,1 | Navitas Semiconductor Corp. Class A | 79,200 | 835 | |||
Shutterstock Inc. | 17,076 | 831 | ||||
* | Zeta Global Holdings Corp. Class A | 96,618 | 825 | |||
Adeia Inc. | 73,542 | 810 | ||||
* | Aehr Test Systems | 19,324 | 797 | |||
Methode Electronics Inc. | 23,510 | 788 | ||||
* | Everbridge Inc. | 28,790 | 774 | |||
* | Yext Inc. | 67,569 | 764 |
Shares | Market Value• ($000) | |||||
* | Cerence Inc. | 26,089 | 763 | |||
* | Ichor Holdings Ltd. | 20,253 | 759 | |||
* | E2open Parent Holdings Inc. | 134,789 | 755 | |||
*,1 | indie Semiconductor Inc. Class A | 80,339 | 755 | |||
A10 Networks Inc. | 49,754 | 726 | ||||
* | Intapp Inc. | 17,057 | 715 | |||
* | ForgeRock Inc. Class A | 33,881 | 696 | |||
* | N-able Inc. | 46,354 | 668 | |||
Benchmark Electronics Inc. | 25,359 | 655 | ||||
* | Digital Turbine Inc. | 67,013 | 622 | |||
*,1 | SoundHound AI Inc. Class A | 133,600 | 608 | |||
*,1 | MicroVision Inc. | 128,598 | 589 | |||
* | TechTarget Inc. | 18,851 | 587 | |||
* | Eventbrite Inc. Class A | 60,790 | 581 | |||
*,1 | Xometry Inc. Class A | 27,395 | 580 | |||
* | PAR Technology Corp. | 17,486 | 576 | |||
* | EngageSmart Inc. | 30,172 | 576 | |||
* | ScanSource Inc. | 18,847 | 557 | |||
* | Vertex Inc. Class A | 28,397 | 554 | |||
* | Avid Technology Inc. | 21,262 | 542 | |||
* | Matterport Inc. | 172,084 | 542 | |||
* | AvePoint Inc. | 89,161 | 514 | |||
* | Alpha & Omega Semiconductor Ltd. | 15,358 | 504 | |||
* | Informatica Inc. Class A | 26,860 | 497 | |||
* | nLight Inc. | 32,121 | 495 | |||
* | Thoughtworks Holding Inc. | 65,183 | 492 | |||
* | PubMatic Inc. Class A | 26,866 | 491 | |||
*,1 | SmartRent Inc. Class A | 126,100 | 483 | |||
* | Olo Inc. Class A | 70,610 | 456 | |||
* | Vimeo Inc. | 110,126 | 454 | |||
* | Kimball Electronics Inc. | 16,381 | 453 | |||
* | Alkami Technology Inc. | 27,498 | 451 | |||
Simulations Plus Inc. | 10,335 | 448 | ||||
* | Amplitude Inc. Class A | 40,098 | 441 | |||
*,1 | Planet Labs PBC | 134,700 | 434 | |||
* | ACM Research Inc. Class A | 32,940 | 431 | |||
*,1 | Rumble Inc. | 47,800 | 426 | |||
*,1 | Applied Digital Corp. | 45,400 | 424 | |||
* | BigCommerce Holdings Inc. | 42,020 | 418 | |||
* | CEVA Inc. | 16,301 | 416 | |||
PC Connection Inc. | 8,866 | 400 | ||||
Ebix Inc. | 15,336 | 386 | ||||
NVE Corp. | 3,806 | 371 | ||||
Hackett Group Inc. | 15,802 | 353 | ||||
* | Weave Communications Inc. | 31,472 | 350 | |||
* | Consensus Cloud Solutions Inc. | 11,103 | 344 | |||
* | Couchbase Inc. | 21,711 | 343 | |||
* | Mitek Systems Inc. | 31,555 | 342 | |||
*,1 | Digimarc Corp. | 11,500 | 339 | |||
* | OneSpan Inc. | 22,719 | 337 | |||
* | Grid Dynamics Holdings Inc. | 36,378 | 336 | |||
* | SolarWinds Corp. | 32,181 | 330 | |||
*,1 | Cleanspark Inc. | 76,800 | 329 | |||
* | Domo Inc. Class B | 21,491 | 315 | |||
* | MeridianLink Inc. | 15,154 | 315 | |||
* | Nextdoor Holdings Inc. | 90,500 | 295 | |||
American Software Inc. Class A | 26,372 | 277 | ||||
* | NerdWallet Inc. Class A | 27,858 | 262 | |||
* | Definitive Healthcare Corp. Class A | 23,692 | 261 | |||
*,1 | FiscalNote Holdings Inc. | 70,600 | 257 | |||
* | SEMrush Holdings Inc. Class A | 26,597 | 255 | |||
ON24 Inc. | 31,300 | 254 | ||||
* | LivePerson Inc. | 49,636 | 224 | |||
*,1 | Tucows Inc. Class A | 7,729 | 214 | |||
* | Daktronics Inc. | 33,219 | 213 | |||
* | Expensify Inc. Class A | 26,560 | 212 | |||
* | Bandwidth Inc. Class A | 15,236 | 208 | |||
*,1 | Terawulf Inc. | 119,000 | 208 | |||
* | EverCommerce Inc. | 16,492 | 195 | |||
* | Unisys Corp. | 48,242 | 192 | |||
Immersion Corp. | 25,933 | 184 | ||||
* | Identiv Inc. | 21,679 | 182 | |||
* | Enfusion Inc. Class A | 14,958 | 168 |
Shares | Market Value• ($000) | |||||
* | Asure Software Inc. | 13,700 | 167 | |||
* | inTEST Corp. | 6,257 | 164 | |||
*,1 | Innodata Inc. | 14,173 | 161 | |||
* | Presto Automation Inc. | 29,303 | 153 | |||
*,1 | MediaAlpha Inc. Class A | 14,000 | 144 | |||
* | SkyWater Technology Inc. | 15,297 | 144 | |||
*,1 | Atomera Inc. | 16,254 | 143 | |||
*,1 | eMagin Corp. | 70,432 | 139 | |||
* | Kopin Corp. | 64,443 | 139 | |||
*,1 | Red Violet Inc. | 6,626 | 136 | |||
* | Brightcove Inc. | 33,486 | 134 | |||
* | TrueCar Inc. | 59,207 | 134 | |||
* | Rimini Street Inc. | 27,624 | 132 | |||
* | Blend Labs Inc. Class A | 130,700 | 124 | |||
* | eGain Corp. | 16,436 | 123 | |||
*,1 | Vroom Inc. | 83,000 | 120 | |||
* | QuickLogic Corp. | 12,900 | 119 | |||
Richardson Electronics Ltd. | 7,000 | 115 | ||||
* | Amtech Systems Inc. | 11,877 | 114 | |||
* | CoreCard Corp. | 4,500 | 114 | |||
*,1 | System1 Inc. | 25,300 | 114 | |||
* | Aeva Technologies Inc. | 90,600 | 113 | |||
* | AXT Inc. | 32,600 | 112 | |||
* | Rackspace Technology Inc. | 41,198 | 112 | |||
*,1 | Ouster Inc. | 21,361 | 106 | |||
* | Arteris Inc. | 15,000 | 102 | |||
1 | Park City Group Inc. | 9,689 | 98 | |||
* | Telos Corp. | 38,079 | 97 | |||
*,1 | NextNav Inc. | 33,050 | 97 | |||
* | Nutex Health Inc. | 218,823 | 92 | |||
* | 1stdibs.com Inc. | 23,800 | 89 | |||
* | Innovid Corp. | 80,434 | 88 | |||
* | Rigetti Computing Inc. | 75,200 | 88 | |||
*,1 | Groupon Inc. Class A | 14,600 | 86 | |||
* | EverQuote Inc. Class A | 12,900 | 84 | |||
* | Porch Group Inc. | 60,900 | 84 | |||
* | ZeroFox Holdings Inc. | 84,000 | 84 | |||
*,1 | Veritone Inc. | 20,477 | 80 | |||
* | Everspin Technologies Inc. | 8,413 | 77 | |||
* | Upland Software Inc. | 21,208 | 76 | |||
* | Synchronoss Technologies Inc. | 80,600 | 75 | |||
* | Edgio Inc. | 96,551 | 65 | |||
* | Computer Task Group Inc. | 7,990 | 61 | |||
* | Flux Power Holdings Inc. | 14,200 | 61 | |||
* | SecureWorks Corp. Class A | 8,244 | 60 | |||
* | WM Technology Inc. | 69,888 | 59 | |||
* | Intevac Inc. | 15,339 | 58 | |||
* | Pixelworks Inc. | 32,934 | 57 | |||
* | Embark Technology Inc. | 19,800 | 57 | |||
* | Transphorm Inc. | 16,300 | 55 | |||
* | GSI Technology Inc. | 9,342 | 52 | |||
*,1 | KULR Technology Group Inc. | 79,473 | 51 | |||
*,1 | Skillz Inc. Class A | 5,464 | 50 | |||
* | TransAct Technologies Inc. | 5,458 | 49 | |||
*,1 | Beachbody Co. Inc. | 116,800 | 49 | |||
* | comScore Inc. | 58,400 | 47 | |||
* | Smith Micro Software Inc. | 40,208 | 45 | |||
*,1 | BuzzFeed Inc. Class A | 78,100 | 39 | |||
CSP Inc. | 3,181 | 38 | ||||
* | AstroNova Inc. | 2,465 | 36 | |||
*,1 | Phunware Inc. | 67,200 | 36 | |||
* | Quantum Corp. | 33,700 | 36 | |||
* | Alpine 4 Holdings Inc. | 14,638 | 30 | |||
* | Zedge Inc. Class B | 12,613 | 28 | |||
1 | VirnetX Holding Corp. | 52,143 | 24 | |||
*,1 | Cipher Mining Inc. | 7,848 | 22 | |||
* | CVD Equipment Corp. | 2,737 | 20 | |||
* | Issuer Direct Corp. | 848 | 16 | |||
* | authID Inc. | 17,600 | 16 | |||
* | Data I/O Corp. | 3,396 | 15 | |||
*,1 | Inuvo Inc. | 65,578 | 15 | |||
* | Streamline Health Solutions Inc. | 11,428 | 15 | |||
*,1 | Super League Gaming Inc. | 34,300 | 13 |
Shares | Market Value• ($000) | |||||
* | EMCORE Corp. | 16,186 | 12 | |||
* | Key Tronic Corp. | 2,174 | 12 | |||
*,1 | IronNet Inc. | 49,500 | 10 | |||
*,1 | Vinco Ventures Inc. | 6,745 | 8 | |||
* | BSQUARE Corp. | 4,685 | 6 | |||
* | Kubient Inc. | 6,900 | 4 | |||
* | Transphorm Inc. Rights | 16,300 | — | |||
9,033,602 | ||||||
Telecommunications (1.3%) | ||||||
Cisco Systems Inc. | 2,564,972 | 132,712 | ||||
Comcast Corp. Class A | 2,909,024 | 120,870 | ||||
Verizon Communications Inc. | 2,645,012 | 98,368 | ||||
AT&T Inc. | 5,001,867 | 79,780 | ||||
* | T-Mobile US Inc. | 419,705 | 58,297 | |||
Motorola Solutions Inc. | 117,274 | 34,394 | ||||
* | Arista Networks Inc. | 161,714 | 26,207 | |||
* | Charter Communications Inc. Class A | 68,442 | 25,144 | |||
Juniper Networks Inc. | 225,616 | 7,069 | ||||
* | Liberty Broadband Corp. Class C | 84,886 | 6,800 | |||
* | Roku Inc. Class A | 85,753 | 5,485 | |||
Iridium Communications Inc. | 79,795 | 4,957 | ||||
* | Ciena Corp. | 103,776 | 4,409 | |||
* | Frontier Communications Parent Inc. | 171,636 | 3,199 | |||
* | Lumentum Holdings Inc. | 45,095 | 2,558 | |||
* | Extreme Networks Inc. | 88,148 | 2,296 | |||
Cable One Inc. | 3,194 | 2,099 | ||||
Cogent Communications Holdings Inc. | 30,838 | 2,075 | ||||
* | Viasat Inc. | 49,913 | 2,059 | |||
* | Calix Inc. | 40,069 | 2,000 | |||
* | Viavi Solutions Inc. | 162,673 | 1,843 | |||
InterDigital Inc. | 18,570 | 1,793 | ||||
Lumen Technologies Inc. | 696,189 | 1,573 | ||||
* | Harmonic Inc. | 73,673 | 1,191 | |||
* | DISH Network Corp. Class A | 180,225 | 1,188 | |||
* | Digi International Inc. | 24,409 | 962 | |||
* | Liberty Broadband Corp. Class A | 10,222 | 815 | |||
* | Gogo Inc. | 47,220 | 803 | |||
* | CommScope Holding Co. Inc. | 141,900 | 799 | |||
*,1 | Infinera Corp. | 145,087 | 701 | |||
Shenandoah Telecommunications Co. | 31,810 | 618 | ||||
Telephone & Data Systems Inc. | 74,348 | 612 | ||||
ADTRAN Holdings Inc. | 54,634 | 575 | ||||
* | Globalstar Inc. | 528,607 | 571 | |||
*,1 | Lightwave Logic Inc. | 79,946 | 557 | |||
* | Clearfield Inc. | 9,579 | 454 | |||
* | EchoStar Corp. Class A | 25,819 | 448 | |||
Bel Fuse Inc. Class B | 7,600 | 436 | ||||
*,1 | fuboTV Inc. | 202,554 | 421 | |||
* | Altice USA Inc. Class A | 136,545 | 412 | |||
* | IDT Corp. Class B | 14,997 | 388 | |||
* | Xperi Inc. | 27,800 | 366 | |||
* | 8x8 Inc. | 81,172 | 343 | |||
ATN International Inc. | 8,375 | 307 | ||||
* | WideOpenWest Inc. | 35,637 | 301 | |||
* | Ooma Inc. | 19,530 | 292 | |||
* | NETGEAR Inc. | 18,962 | 269 | |||
* | Anterix Inc. | 8,305 | 263 | |||
*,1 | AST SpaceMobile Inc. Class A | 55,700 | 262 | |||
* | Aviat Networks Inc. | 7,168 | 239 | |||
Comtech Telecommunications Corp. | 22,650 | 207 | ||||
* | Consolidated Communications Holdings Inc. | 54,100 | 207 | |||
* | United States Cellular Corp. | 10,230 | 180 | |||
* | Ribbon Communications Inc. | 63,300 | 177 | |||
* | Cambium Networks Corp. | 11,400 | 174 | |||
* | Akoustis Technologies Inc. | 40,854 | 130 | |||
*,1 | Kaltura Inc. | 61,000 | 129 | |||
* | Powerfleet Inc. | 36,995 | 111 | |||
PCTEL Inc. | 22,900 | 110 | ||||
Spok Holdings Inc. | 7,800 | 104 | ||||
* | SurgePays Inc. | 12,500 | 91 | |||
* | KVH Industries Inc. | 9,132 | 83 | |||
*,1 | Charge Enterprises Inc. | 79,700 | 78 | |||
* | DZS Inc. | 16,287 | 65 |
Shares | Market Value• ($000) | |||||
* | Lantronix Inc. | 14,911 | 63 | |||
* | Airgain Inc. | 8,585 | 46 | |||
* | Inseego Corp. | 68,062 | 44 | |||
* | Casa Systems Inc. | 34,412 | 42 | |||
* | Genasys Inc. | 13,190 | 34 | |||
*,1 | Applied Optoelectronics Inc. | 4,400 | 26 | |||
* | CalAmp Corp. | 21,071 | 22 | |||
Crexendo Inc. | 5,700 | 10 | ||||
Network-1 Technologies Inc. | 2,710 | 6 | ||||
* | Optical Cable Corp. | 447 | 2 | |||
642,721 | ||||||
Utilities (1.8%) | ||||||
NextEra Energy Inc. | 1,414,543 | 104,959 | ||||
Southern Co. | 762,387 | 53,558 | ||||
Waste Management Inc. | 284,603 | 49,356 | ||||
Duke Energy Corp. | 540,791 | 48,531 | ||||
Sempra Energy | 220,131 | 32,049 | ||||
American Electric Power Co. Inc. | 359,782 | 30,294 | ||||
Dominion Energy Inc. | 584,745 | 30,284 | ||||
* | PG&E Corp. | 1,642,378 | 28,380 | |||
Exelon Corp. | 696,366 | 28,370 | ||||
Waste Connections Inc. | 180,038 | 25,733 | ||||
Xcel Energy Inc. | 384,916 | 23,930 | ||||
Republic Services Inc. Class A | 143,989 | 22,055 | ||||
Public Service Enterprise Group Inc. | 350,491 | 21,944 | ||||
Consolidated Edison Inc. | 242,675 | 21,938 | ||||
Constellation Energy Corp. | 228,145 | 20,887 | ||||
�� | WEC Energy Group Inc. | 220,660 | 19,471 | |||
American Water Works Co. Inc. | 135,353 | 19,322 | ||||
Edison International | 268,291 | 18,633 | ||||
Eversource Energy | 243,040 | 17,236 | ||||
Ameren Corp. | 183,651 | 14,999 | ||||
FirstEnergy Corp. | 378,769 | 14,727 | ||||
Entergy Corp. | 147,127 | 14,326 | ||||
DTE Energy Co. | 129,270 | 14,222 | ||||
PPL Corp. | 516,380 | 13,663 | ||||
CenterPoint Energy Inc. | 439,252 | 12,804 | ||||
CMS Energy Corp. | 203,028 | 11,928 | ||||
Atmos Energy Corp. | 101,138 | 11,766 | ||||
AES Corp. | 470,285 | 9,749 | ||||
Evergy Inc. | 161,096 | 9,411 | ||||
Alliant Energy Corp. | 176,233 | 9,249 | ||||
NiSource Inc. | 288,469 | 7,890 | ||||
Vistra Corp. | 262,378 | 6,887 | ||||
Essential Utilities Inc. | 165,100 | 6,589 | ||||
Pinnacle West Capital Corp. | 80,008 | 6,517 | ||||
NRG Energy Inc. | 159,788 | 5,974 | ||||
* | Clean Harbors Inc. | 34,142 | 5,614 | |||
OGE Energy Corp. | 138,624 | 4,978 | ||||
UGI Corp. | 145,941 | 3,936 | ||||
IDACORP Inc. | 35,556 | 3,648 | ||||
* | Casella Waste Systems Inc. Class A | 39,263 | 3,551 | |||
National Fuel Gas Co. | 64,893 | 3,333 | ||||
Portland General Electric Co. | 67,801 | 3,175 | ||||
New Jersey Resources Corp. | 66,959 | 3,160 | ||||
* | Stericycle Inc. | 64,458 | 2,993 | |||
Southwest Gas Holdings Inc. | 46,921 | 2,987 | ||||
ONE Gas Inc. | 38,050 | 2,923 | ||||
Ormat Technologies Inc. | 35,755 | 2,877 | ||||
Black Hills Corp. | 46,432 | 2,798 | ||||
Hawaiian Electric Industries Inc. | 76,397 | 2,766 | ||||
PNM Resources Inc. | 58,713 | 2,648 | ||||
* | Sunrun Inc. | 141,967 | 2,536 | |||
NorthWestern Corp. | 42,685 | 2,423 | ||||
ALLETE Inc. | 40,284 | 2,335 | ||||
American States Water Co. | 26,494 | 2,305 | ||||
Spire Inc. | 33,955 | 2,154 | ||||
Avista Corp. | 53,261 | 2,092 | ||||
MGE Energy Inc. | 26,169 | 2,070 | ||||
California Water Service Group | 39,958 | 2,063 | ||||
Avangrid Inc. | 53,737 | 2,025 | ||||
Clearway Energy Inc. Class C | 52,582 | 1,502 | ||||
Chesapeake Utilities Corp. | 12,278 | 1,461 |
Shares | Market Value• ($000) | |||||
SJW Group | 20,206 | 1,417 | ||||
*,1 | Sunnova Energy International Inc. | 66,764 | 1,222 | |||
Northwest Natural Holding Co. | 25,775 | 1,110 | ||||
Middlesex Water Co. | 12,757 | 1,029 | ||||
Clearway Energy Inc. Class A | 28,232 | 762 | ||||
* | Enviri Corp. | 61,710 | 609 | |||
Unitil Corp. | 11,718 | 594 | ||||
* | Heritage-Crystal Clean Inc. | 11,461 | 433 | |||
York Water Co. | 9,385 | 387 | ||||
*,1 | NuScale Power Corp. | 43,900 | 299 | |||
Artesian Resources Corp. Class A | 6,216 | 293 | ||||
* | Vertex Energy Inc. | 42,599 | 266 | |||
Aris Water Solutions Inc. Class A | 25,234 | 260 | ||||
*,1 | Altus Power Inc. Class A | 47,800 | 258 | |||
Excelerate Energy Inc. Class A | 12,138 | 247 | ||||
Genie Energy Ltd. Class B | 13,020 | 184 | ||||
Global Water Resources Inc. | 11,264 | 143 | ||||
* | Pure Cycle Corp. | 12,111 | 133 | |||
* | Cadiz Inc. | 31,280 | 127 | |||
RGC Resources Inc. | 5,719 | 115 | ||||
*,1 | Aqua Metals Inc. | 95,200 | 111 | |||
* | Quest Resource Holding Corp. | 16,000 | 104 | |||
*,1 | Perma-Fix Environmental Services Inc. | 5,905 | 65 | |||
872,152 | ||||||
Total Common Stocks (Cost $8,137,818) | 30,261,795 | |||||
Coupon | Maturity Date | Face Amount ($000) | ||||
U.S. Government and Agency Obligations (24.8%) | ||||||
U.S. Government Securities (16.9%) | ||||||
United States Treasury Note/Bond | 2.000% | 4/30/24 | 5,345 | 5,196 | ||
United States Treasury Note/Bond | 2.250% | 4/30/24 | 21,021 | 20,479 | ||
United States Treasury Note/Bond | 0.250% | 5/15/24 | 29,650 | 28,348 | ||
United States Treasury Note/Bond | 2.500% | 5/15/24 | 50,162 | 48,900 | ||
United States Treasury Note/Bond | 2.000% | 5/31/24 | 38,427 | 37,244 | ||
United States Treasury Note/Bond | 2.500% | 5/31/24 | 19,060 | 18,563 | ||
United States Treasury Note/Bond | 0.250% | 6/15/24 | 26,083 | 24,832 | ||
United States Treasury Note/Bond | 1.750% | 6/30/24 | 23,576 | 22,736 | ||
United States Treasury Note/Bond | 2.000% | 6/30/24 | 30,635 | 29,625 | ||
United States Treasury Note/Bond | 0.375% | 7/15/24 | 42,593 | 40,450 | ||
United States Treasury Note/Bond | 1.750% | 7/31/24 | 13,537 | 13,018 | ||
United States Treasury Note/Bond | 2.125% | 7/31/24 | 14,710 | 14,207 | ||
United States Treasury Note/Bond | 3.000% | 7/31/24 | 240 | 234 | ||
United States Treasury Note/Bond | 0.375% | 8/15/24 | 53,215 | 50,346 | ||
United States Treasury Note/Bond | 2.375% | 8/15/24 | 32,871 | 31,808 | ||
United States Treasury Note/Bond | 1.250% | 8/31/24 | 18,258 | 17,411 | ||
United States Treasury Note/Bond | 0.375% | 9/15/24 | 54,820 | 51,668 | ||
United States Treasury Note/Bond | 1.500% | 9/30/24 | 22,661 | 21,620 | ||
United States Treasury Note/Bond | 0.625% | 10/15/24 | 92,515 | 87,152 | ||
United States Treasury Note/Bond | 2.250% | 10/31/24 | 35,320 | 33,940 | ||
United States Treasury Note/Bond | 4.375% | 10/31/24 | 21,538 | 21,275 | ||
United States Treasury Note/Bond | 0.750% | 11/15/24 | 37,635 | 35,395 | ||
United States Treasury Note/Bond | 2.250% | 11/15/24 | 46,200 | 44,352 | ||
United States Treasury Note/Bond | 7.500% | 11/15/24 | 675 | 694 | ||
United States Treasury Note/Bond | 1.500% | 11/30/24 | 23,166 | 21,993 | ||
United States Treasury Note/Bond | 2.125% | 11/30/24 | 22,105 | 21,169 | ||
United States Treasury Note/Bond | 1.000% | 12/15/24 | 68,843 | 64,788 | ||
United States Treasury Note/Bond | 1.750% | 12/31/24 | 9,385 | 8,922 | ||
United States Treasury Note/Bond | 2.250% | 12/31/24 | 3,167 | 3,032 | ||
United States Treasury Note/Bond | 4.250% | 12/31/24 | 775 | 764 | ||
United States Treasury Note/Bond | 1.500% | 2/15/25 | 42,545 | 40,158 | ||
United States Treasury Note/Bond | 2.000% | 2/15/25 | 40,361 | 38,406 | ||
United States Treasury Note/Bond | 1.125% | 2/28/25 | 22,270 | 20,875 | ||
United States Treasury Note/Bond | 2.750% | 2/28/25 | 14,545 | 14,011 | ||
United States Treasury Note/Bond | 4.625% | 2/28/25 | 2,545 | 2,526 | ||
United States Treasury Note/Bond | 1.750% | 3/15/25 | 30,450 | 28,799 | ||
United States Treasury Note/Bond | 3.875% | 3/31/25 | 3,530 | 3,461 | ||
United States Treasury Note/Bond | 2.625% | 4/15/25 | 73,052 | 70,061 | ||
United States Treasury Note/Bond | 0.375% | 4/30/25 | 65,185 | 59,970 | ||
United States Treasury Note/Bond | 2.875% | 4/30/25 | 53,483 | 51,494 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.875% | 4/30/25 | 34,271 | 33,607 | ||
United States Treasury Note/Bond | 2.125% | 5/15/25 | 40,319 | 38,278 | ||
United States Treasury Note/Bond | 2.750% | 5/15/25 | 9,885 | 9,494 | ||
United States Treasury Note/Bond | 0.250% | 5/31/25 | 37,490 | 34,303 | ||
United States Treasury Note/Bond | 4.250% | 5/31/25 | 44,955 | 44,393 | ||
United States Treasury Note/Bond | 2.875% | 6/15/25 | 120,615 | 116,017 | ||
United States Treasury Note/Bond | 2.750% | 6/30/25 | 24,044 | 23,063 | ||
United States Treasury Note/Bond | 4.625% | 6/30/25 | 23,443 | 23,337 | ||
United States Treasury Note/Bond | 3.000% | 7/15/25 | 26,313 | 25,359 | ||
United States Treasury Note/Bond | 0.250% | 7/31/25 | 15,782 | 14,357 | ||
United States Treasury Note/Bond | 2.875% | 7/31/25 | 34,960 | 33,594 | ||
United States Treasury Note/Bond | 2.000% | 8/15/25 | 52,747 | 49,747 | ||
United States Treasury Note/Bond | 3.125% | 8/15/25 | 98,023 | 94,669 | ||
United States Treasury Note/Bond | 6.875% | 8/15/25 | 1,943 | 2,019 | ||
United States Treasury Note/Bond | 0.250% | 8/31/25 | 33,812 | 30,674 | ||
United States Treasury Note/Bond | 3.500% | 9/15/25 | 35,560 | 34,593 | ||
United States Treasury Note/Bond | 0.250% | 9/30/25 | 39,495 | 35,768 | ||
United States Treasury Note/Bond | 4.250% | 10/15/25 | 142,290 | 140,689 | ||
United States Treasury Note/Bond | 0.250% | 10/31/25 | 25,440 | 22,960 | ||
United States Treasury Note/Bond | 2.250% | 11/15/25 | 6,372 | 6,020 | ||
United States Treasury Note/Bond | 4.500% | 11/15/25 | 85,950 | 85,507 | ||
United States Treasury Note/Bond | 0.375% | 11/30/25 | 79,350 | 71,613 | ||
United States Treasury Note/Bond | 4.000% | 12/15/25 | 1,425 | 1,403 | ||
United States Treasury Note/Bond | 0.375% | 12/31/25 | 26,597 | 23,975 | ||
United States Treasury Note/Bond | 3.875% | 1/15/26 | 34,457 | 33,816 | ||
United States Treasury Note/Bond | 0.375% | 1/31/26 | 78,780 | 70,717 | ||
United States Treasury Note/Bond | 1.625% | 2/15/26 | 59,937 | 55,535 | ||
United States Treasury Note/Bond | 4.000% | 2/15/26 | 126,868 | 124,925 | ||
United States Treasury Note/Bond | 0.500% | 2/28/26 | 54,345 | 48,817 | ||
United States Treasury Note/Bond | 4.625% | 3/15/26 | 117,990 | 118,137 | ||
United States Treasury Note/Bond | 0.750% | 3/31/26 | 59,340 | 53,629 | ||
United States Treasury Note/Bond | 2.250% | 3/31/26 | 25,535 | 24,027 | ||
United States Treasury Note/Bond | 3.750% | 4/15/26 | 4,640 | 4,542 | ||
United States Treasury Note/Bond | 0.750% | 4/30/26 | 7,546 | 6,796 | ||
United States Treasury Note/Bond | 2.375% | 4/30/26 | 17,065 | 16,094 | ||
United States Treasury Note/Bond | 1.625% | 5/15/26 | 27,216 | 25,120 | ||
United States Treasury Note/Bond | 3.625% | 5/15/26 | 128,106 | 124,983 | ||
United States Treasury Note/Bond | 0.750% | 5/31/26 | 36,415 | 32,705 | ||
United States Treasury Note/Bond | 2.125% | 5/31/26 | 17,795 | 16,644 | ||
United States Treasury Note/Bond | 4.125% | 6/15/26 | 39,965 | 39,559 | ||
United States Treasury Note/Bond | 0.875% | 6/30/26 | 42,111 | 37,939 | ||
United States Treasury Note/Bond | 1.875% | 6/30/26 | 16,182 | 15,019 | ||
United States Treasury Note/Bond | 0.625% | 7/31/26 | 50,979 | 45,419 | ||
United States Treasury Note/Bond | 1.875% | 7/31/26 | 15,760 | 14,590 | ||
United States Treasury Note/Bond | 1.500% | 8/15/26 | 51,245 | 46,841 | ||
United States Treasury Note/Bond | 6.750% | 8/15/26 | 3,095 | 3,288 | ||
United States Treasury Note/Bond | 0.750% | 8/31/26 | 6,113 | 5,452 | ||
United States Treasury Note/Bond | 0.875% | 9/30/26 | 64,685 | 57,873 | ||
United States Treasury Note/Bond | 1.125% | 10/31/26 | 17,773 | 15,985 | ||
United States Treasury Note/Bond | 1.625% | 10/31/26 | 20,445 | 18,694 | ||
United States Treasury Note/Bond | 2.000% | 11/15/26 | 50,899 | 47,082 | ||
United States Treasury Note/Bond | 6.500% | 11/15/26 | 910 | 966 | ||
United States Treasury Note/Bond | 1.250% | 11/30/26 | 9,805 | 8,834 | ||
United States Treasury Note/Bond | 1.625% | 11/30/26 | 25,526 | 23,300 | ||
United States Treasury Note/Bond | 1.250% | 12/31/26 | 41,157 | 37,041 | ||
United States Treasury Note/Bond | 1.750% | 12/31/26 | 22,466 | 20,570 | ||
United States Treasury Note/Bond | 1.500% | 1/31/27 | 41,509 | 37,605 | ||
United States Treasury Note/Bond | 2.250% | 2/15/27 | 26,207 | 24,368 | ||
United States Treasury Note/Bond | 1.125% | 2/28/27 | 11,279 | 10,063 | ||
United States Treasury Note/Bond | 1.875% | 2/28/27 | 808 | 741 | ||
United States Treasury Note/Bond | 0.625% | 3/31/27 | 24,045 | 20,991 | ||
United States Treasury Note/Bond | 2.500% | 3/31/27 | 24,930 | 23,364 | ||
United States Treasury Note/Bond | 0.500% | 4/30/27 | 45,073 | 39,052 | ||
United States Treasury Note/Bond | 2.750% | 4/30/27 | 28,705 | 27,117 | ||
United States Treasury Note/Bond | 2.375% | 5/15/27 | 39,787 | 37,052 | ||
United States Treasury Note/Bond | 0.500% | 5/31/27 | 67,015 | 57,926 | ||
United States Treasury Note/Bond | 2.625% | 5/31/27 | 27,640 | 25,973 | ||
United States Treasury Note/Bond | 0.500% | 6/30/27 | 19,470 | 16,784 | ||
United States Treasury Note/Bond | 3.250% | 6/30/27 | 890 | 856 | ||
United States Treasury Note/Bond | 0.375% | 7/31/27 | 52,975 | 45,310 | ||
United States Treasury Note/Bond | 2.750% | 7/31/27 | 34,254 | 32,295 | ||
United States Treasury Note/Bond | 2.250% | 8/15/27 | 44,310 | 40,959 | ||
United States Treasury Note/Bond | 0.500% | 8/31/27 | 6,844 | 5,871 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.125% | 8/31/27 | 10,554 | 10,094 | ||
United States Treasury Note/Bond | 0.375% | 9/30/27 | 45,460 | 38,684 | ||
United States Treasury Note/Bond | 4.125% | 9/30/27 | 6,700 | 6,662 | ||
United States Treasury Note/Bond | 0.500% | 10/31/27 | 56,885 | 48,548 | ||
United States Treasury Note/Bond | 4.125% | 10/31/27 | 33,084 | 32,908 | ||
United States Treasury Note/Bond | 2.250% | 11/15/27 | 49,833 | 45,893 | ||
United States Treasury Note/Bond | 6.125% | 11/15/27 | 775 | 831 | ||
United States Treasury Note/Bond | 0.625% | 11/30/27 | 69,305 | 59,353 | ||
United States Treasury Note/Bond | 3.875% | 11/30/27 | 825 | 813 | ||
United States Treasury Note/Bond | 0.625% | 12/31/27 | 74,020 | 63,241 | ||
United States Treasury Note/Bond | 3.875% | 12/31/27 | 4,878 | 4,811 | ||
United States Treasury Note/Bond | 0.750% | 1/31/28 | 61,625 | 52,853 | ||
United States Treasury Note/Bond | 3.500% | 1/31/28 | 163 | 158 | ||
United States Treasury Note/Bond | 2.750% | 2/15/28 | 20,868 | 19,613 | ||
United States Treasury Note/Bond | 1.125% | 2/29/28 | 69,625 | 60,672 | ||
United States Treasury Note/Bond | 4.000% | 2/29/28 | 17,220 | 17,096 | ||
United States Treasury Note/Bond | 1.250% | 3/31/28 | 72,966 | 63,845 | ||
United States Treasury Note/Bond | 3.625% | 3/31/28 | 21,668 | 21,167 | ||
United States Treasury Note/Bond | 1.250% | 4/30/28 | 64,511 | 56,356 | ||
United States Treasury Note/Bond | 3.500% | 4/30/28 | 11,841 | 11,506 | ||
United States Treasury Note/Bond | 2.875% | 5/15/28 | 30,665 | 28,935 | ||
United States Treasury Note/Bond | 1.250% | 5/31/28 | 68,185 | 59,491 | ||
United States Treasury Note/Bond | 3.625% | 5/31/28 | 29,800 | 29,153 | ||
United States Treasury Note/Bond | 1.250% | 6/30/28 | 103,749 | 90,326 | ||
United States Treasury Note/Bond | 4.000% | 6/30/28 | 17,950 | 17,852 | ||
United States Treasury Note/Bond | 1.000% | 7/31/28 | 84,064 | 72,098 | ||
United States Treasury Note/Bond | 2.875% | 8/15/28 | 53,510 | 50,416 | ||
United States Treasury Note/Bond | 5.500% | 8/15/28 | 4,895 | 5,180 | ||
United States Treasury Note/Bond | 1.125% | 8/31/28 | 46,850 | 40,372 | ||
United States Treasury Note/Bond | 1.250% | 9/30/28 | 113,870 | 98,586 | ||
United States Treasury Note/Bond | 1.375% | 10/31/28 | 54,550 | 47,467 | ||
United States Treasury Note/Bond | 3.125% | 11/15/28 | 27,149 | 25,864 | ||
United States Treasury Note/Bond | 5.250% | 11/15/28 | 14,810 | 15,548 | ||
United States Treasury Note/Bond | 1.500% | 11/30/28 | 76,835 | 67,207 | ||
United States Treasury Note/Bond | 1.375% | 12/31/28 | 27,340 | 23,717 | ||
United States Treasury Note/Bond | 1.750% | 1/31/29 | 56,105 | 49,609 | ||
United States Treasury Note/Bond | 2.625% | 2/15/29 | 53,000 | 49,100 | ||
United States Treasury Note/Bond | 1.875% | 2/28/29 | 39,895 | 35,475 | ||
United States Treasury Note/Bond | 2.375% | 3/31/29 | 45,010 | 41,100 | ||
United States Treasury Note/Bond | 2.875% | 4/30/29 | 18,210 | 17,078 | ||
United States Treasury Note/Bond | 2.750% | 5/31/29 | 34,370 | 32,002 | ||
United States Treasury Note/Bond | 3.250% | 6/30/29 | 32,740 | 31,323 | ||
United States Treasury Note/Bond | 2.625% | 7/31/29 | 15,150 | 13,997 | ||
United States Treasury Note/Bond | 1.625% | 8/15/29 | 9,267 | 8,083 | ||
United States Treasury Note/Bond | 6.125% | 8/15/29 | 3,462 | 3,837 | ||
United States Treasury Note/Bond | 3.125% | 8/31/29 | 43,880 | 41,686 | ||
United States Treasury Note/Bond | 3.875% | 9/30/29 | 31,540 | 31,234 | ||
United States Treasury Note/Bond | 4.000% | 10/31/29 | 43,225 | 43,117 | ||
United States Treasury Note/Bond | 1.750% | 11/15/29 | 14,500 | 12,715 | ||
United States Treasury Note/Bond | 3.875% | 11/30/29 | 23,001 | 22,800 | ||
United States Treasury Note/Bond | 3.875% | 12/31/29 | 1,276 | 1,265 | ||
United States Treasury Note/Bond | 3.500% | 1/31/30 | 28,360 | 27,527 | ||
United States Treasury Note/Bond | 1.500% | 2/15/30 | 49,629 | 42,518 | ||
United States Treasury Note/Bond | 4.000% | 2/28/30 | 31,267 | 31,252 | ||
United States Treasury Note/Bond | 3.625% | 3/31/30 | 32,760 | 32,054 | ||
United States Treasury Note/Bond | 3.500% | 4/30/30 | 31,267 | 30,363 | ||
United States Treasury Note/Bond | 0.625% | 5/15/30 | 61,827 | 49,539 | ||
United States Treasury Note/Bond | 6.250% | 5/15/30 | 2,570 | 2,909 | ||
United States Treasury Note/Bond | 3.750% | 5/31/30 | 34,745 | 34,267 | ||
United States Treasury Note/Bond | 3.750% | 6/30/30 | 18,900 | 18,652 | ||
United States Treasury Note/Bond | 0.625% | 8/15/30 | 88,711 | 70,678 | ||
United States Treasury Note/Bond | 0.875% | 11/15/30 | 84,936 | 68,745 | ||
United States Treasury Note/Bond | 1.125% | 2/15/31 | 81,068 | 66,678 | ||
United States Treasury Note/Bond | 5.375% | 2/15/31 | 8,005 | 8,735 | ||
United States Treasury Note/Bond | 1.625% | 5/15/31 | 81,688 | 69,435 | ||
United States Treasury Note/Bond | 1.250% | 8/15/31 | 94,807 | 77,816 | ||
United States Treasury Note/Bond | 1.375% | 11/15/31 | 111,466 | 91,890 | ||
United States Treasury Note/Bond | 1.875% | 2/15/32 | 94,466 | 80,916 | ||
United States Treasury Note/Bond | 2.875% | 5/15/32 | 74,169 | 68,769 | ||
United States Treasury Note/Bond | 2.750% | 8/15/32 | 82,840 | 75,954 | ||
United States Treasury Note/Bond | 4.125% | 11/15/32 | 67,604 | 69,093 | ||
United States Treasury Note/Bond | 3.500% | 2/15/33 | 101,836 | 99,227 | ||
United States Treasury Note/Bond | 3.375% | 5/15/33 | 83,616 | 80,650 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 2,734 | 2,948 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 14,986 | 16,964 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 11,517 | 12,255 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 13,544 | 14,579 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 6,398 | 6,132 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 7,883 | 8,244 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 9,884 | 10,631 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 11,686 | 12,369 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 10,000 | 10,895 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 35,285 | 22,869 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 5,139 | 5,428 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 37,305 | 23,992 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 8,449 | 8,378 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 57,480 | 38,458 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 4,317 | 4,486 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 51,471 | 37,381 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 5,967 | 6,584 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 48,760 | 37,545 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 11,000 | 11,571 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 52,196 | 36,668 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 12,000 | 11,587 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 31,715 | 23,211 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 10,928 | 9,623 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 42,662 | 33,223 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 12,579 | 11,056 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 11,950 | 10,271 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 23,570 | 21,029 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 13,006 | 10,716 | ||
United States Treasury Note/Bond | 3.375% | 8/15/42 | 32,648 | 29,623 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 15,070 | 12,390 | ||
United States Treasury Note/Bond | 4.000% | 11/15/42 | 25,473 | 25,314 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 6,046 | 5,267 | ||
United States Treasury Note/Bond | 3.875% | 2/15/43 | 21,427 | 20,898 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 25,464 | 21,278 | ||
United States Treasury Note/Bond | 3.875% | 5/15/43 | 29,131 | 28,430 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 23,297 | 21,855 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 19,000 | 18,145 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 19,823 | 18,566 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 22,600 | 20,368 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 23,700 | 20,504 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 21,616 | 18,289 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 31,348 | 24,260 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 24,914 | 21,029 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 34,617 | 28,559 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 16,493 | 13,906 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 30,604 | 23,546 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 32,775 | 25,186 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 29,394 | 21,462 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 12,440 | 10,244 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 26,775 | 22,537 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 25,582 | 21,533 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 32,138 | 25,841 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 16,850 | 13,554 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 35,038 | 29,530 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 36,347 | 31,355 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 41,009 | 34,595 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 26,886 | 24,306 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 5,000 | 4,228 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 25,488 | 21,067 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 35,650 | 25,902 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 34,864 | 26,039 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 41,881 | 28,701 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 49,701 | 27,941 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 59,370 | 34,490 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 58,713 | 36,457 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 64,930 | 42,996 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 64,773 | 48,145 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 53,285 | 36,317 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 45,676 | 30,146 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 42,632 | 30,808 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 51,652 | 42,807 | ||
United States Treasury Note/Bond | 3.000% | 8/15/52 | 29,543 | 25,121 | ||
United States Treasury Note/Bond | 4.000% | 11/15/52 | 56,245 | 57,783 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
United States Treasury Note/Bond | 3.625% | 2/15/53 | 39,705 | 38,111 | ||
United States Treasury Note/Bond | 3.625% | 5/15/53 | 53,945 | 51,871 | ||
8,406,424 | ||||||
Agency Bonds and Notes (0.3%) | ||||||
6 | AID-Israel | 5.500% | 9/18/33 | 400 | 440 | |
6 | AID-Jordan | 3.000% | 6/30/25 | 400 | 382 | |
Federal Farm Credit Banks | 3.375% | 8/26/24 | 5,000 | 4,887 | ||
Federal Farm Credit Banks | 4.250% | 9/26/24 | 3,950 | 3,897 | ||
Federal Farm Credit Banks | 0.875% | 11/18/24 | 876 | 825 | ||
Federal Farm Credit Banks | 4.500% | 11/18/24 | 3,970 | 3,921 | ||
Federal Farm Credit Banks | 4.250% | 12/20/24 | 1,000 | 985 | ||
Federal Farm Credit Banks | 1.125% | 1/6/25 | 930 | 875 | ||
Federal Farm Credit Banks | 4.500% | 1/10/25 | 1,591 | 1,573 | ||
Federal Farm Credit Banks | 1.750% | 2/14/25 | 1,490 | 1,412 | ||
Federal Farm Credit Banks | 2.510% | 4/1/25 | 1,250 | 1,197 | ||
Federal Farm Credit Banks | 4.250% | 9/30/25 | 1,330 | 1,313 | ||
Federal Farm Credit Banks | 4.000% | 1/13/26 | 1,300 | 1,277 | ||
Federal Farm Credit Banks | 3.875% | 2/2/26 | 500 | 490 | ||
Federal Farm Credit Banks | 4.750% | 3/9/26 | 700 | 701 | ||
Federal Farm Credit Banks | 4.375% | 6/23/26 | 600 | 596 | ||
7 | Federal Home Loan Banks | 3.000% | 7/8/24 | 1,500 | 1,464 | |
Federal Home Loan Banks | 1.500% | 8/15/24 | 1,990 | 1,906 | ||
Federal Home Loan Banks | 5.375% | 8/15/24 | 815 | 815 | ||
Federal Home Loan Banks | 4.875% | 9/13/24 | 1,040 | 1,034 | ||
Federal Home Loan Banks | 4.500% | 10/3/24 | 2,550 | 2,523 | ||
7 | Federal Home Loan Banks | 1.000% | 12/20/24 | 900 | 846 | |
Federal Home Loan Banks | 5.000% | 2/28/25 | 3,675 | 3,664 | ||
Federal Home Loan Banks | 0.500% | 4/14/25 | 3,500 | 3,232 | ||
Federal Home Loan Banks | 4.625% | 6/6/25 | 1,800 | 1,788 | ||
Federal Home Loan Banks | 0.375% | 9/4/25 | 800 | 727 | ||
Federal Home Loan Banks | 4.500% | 12/12/25 | 1,400 | 1,391 | ||
Federal Home Loan Banks | 4.375% | 6/12/26 | 1,225 | 1,216 | ||
Federal Home Loan Banks | 1.250% | 12/21/26 | 6,500 | 5,834 | ||
Federal Home Loan Banks | 4.250% | 12/10/27 | 4,000 | 3,993 | ||
Federal Home Loan Banks | 3.250% | 6/9/28 | 2,700 | 2,574 | ||
Federal Home Loan Banks | 3.250% | 11/16/28 | 1,965 | 1,869 | ||
Federal Home Loan Banks | 5.500% | 7/15/36 | 2,775 | 3,117 | ||
8 | Federal Home Loan Mortgage Corp. | 1.500% | 2/12/25 | 5,000 | 4,720 | |
7,8 | Federal Home Loan Mortgage Corp. | 0.375% | 7/21/25 | 4,500 | 4,106 | |
8 | Federal Home Loan Mortgage Corp. | 0.375% | 9/23/25 | 10,500 | 9,522 | |
7,8 | Federal Home Loan Mortgage Corp. | 6.750% | 9/15/29 | 2,270 | 2,583 | |
8 | Federal Home Loan Mortgage Corp. | 6.250% | 7/15/32 | 6,141 | 7,145 | |
8 | Federal National Mortgage Assn. | 1.750% | 7/2/24 | 2,055 | 1,982 | |
8 | Federal National Mortgage Assn. | 2.625% | 9/6/24 | 660 | 639 | |
8 | Federal National Mortgage Assn. | 1.625% | 10/15/24 | 3,890 | 3,711 | |
8 | Federal National Mortgage Assn. | 1.625% | 1/7/25 | 3,460 | 3,281 | |
8 | Federal National Mortgage Assn. | 0.500% | 6/17/25 | 3,000 | 2,752 | |
8 | Federal National Mortgage Assn. | 0.375% | 8/25/25 | 6,000 | 5,455 | |
8 | Federal National Mortgage Assn. | 0.500% | 11/7/25 | 8,500 | 7,694 | |
8 | Federal National Mortgage Assn. | 2.125% | 4/24/26 | 1,600 | 1,496 | |
8 | Federal National Mortgage Assn. | 1.875% | 9/24/26 | 2,900 | 2,673 | |
8 | Federal National Mortgage Assn. | 0.750% | 10/8/27 | 8,500 | 7,353 | |
8 | Federal National Mortgage Assn. | 6.250% | 5/15/29 | 2,000 | 2,205 | |
8 | Federal National Mortgage Assn. | 7.125% | 1/15/30 | 2,405 | 2,804 | |
8 | Federal National Mortgage Assn. | 7.250% | 5/15/30 | 2,025 | 2,390 | |
8 | Federal National Mortgage Assn. | 0.875% | 8/5/30 | 7,000 | 5,617 | |
8 | Federal National Mortgage Assn. | 6.625% | 11/15/30 | 9,320 | 10,803 | |
8 | Federal National Mortgage Assn. | 5.625% | 7/15/37 | 1,260 | 1,450 | |
7 | Private Export Funding Corp. | 2.450% | 7/15/24 | 525 | 507 | |
7 | Private Export Funding Corp. | 1.750% | 11/15/24 | 280 | 266 | |
7 | Private Export Funding Corp. | 3.250% | 6/15/25 | 175 | 169 | |
7 | Private Export Funding Corp. | 1.400% | 7/15/28 | 800 | 690 | |
Tennessee Valley Authority | 2.875% | 9/15/24 | 954 | 924 | ||
Tennessee Valley Authority | 0.750% | 5/15/25 | 500 | 461 | ||
7 | Tennessee Valley Authority | 6.750% | 11/1/25 | 2,920 | 3,035 | |
7 | Tennessee Valley Authority | 2.875% | 2/1/27 | 1,000 | 941 | |
Tennessee Valley Authority | 3.875% | 3/15/28 | 1,525 | 1,500 | ||
Tennessee Valley Authority | 7.125% | 5/1/30 | 2,000 | 2,325 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Tennessee Valley Authority | 1.500% | 9/15/31 | 1,650 | 1,329 | ||
7 | Tennessee Valley Authority | 4.700% | 7/15/33 | 575 | 585 | |
Tennessee Valley Authority | 4.650% | 6/15/35 | 500 | 503 | ||
Tennessee Valley Authority | 5.880% | 4/1/36 | 785 | 890 | ||
Tennessee Valley Authority | 5.500% | 6/15/38 | 225 | 246 | ||
Tennessee Valley Authority | 5.250% | 9/15/39 | 2,417 | 2,543 | ||
Tennessee Valley Authority | 3.500% | 12/15/42 | 200 | 167 | ||
Tennessee Valley Authority | 4.250% | 9/15/52 | 500 | 455 | ||
Tennessee Valley Authority | 5.375% | 4/1/56 | 1,580 | 1,707 | ||
Tennessee Valley Authority | 4.625% | 9/15/60 | 519 | 505 | ||
Tennessee Valley Authority | 4.250% | 9/15/65 | 700 | 627 | ||
173,520 | ||||||
Conventional Mortgage-Backed Securities (7.6%) | ||||||
7,8 | Freddie Mac Gold Pool | 2.000% | 8/1/28– 12/1/31 | 1,094 | 1,007 | |
7,8 | Freddie Mac Gold Pool | 2.500% | 4/1/27– 2/1/43 | 19,968 | 18,568 | |
7,8 | Freddie Mac Gold Pool | 3.000% | 10/1/24– 4/1/47 | 68,745 | 62,581 | |
7,8 | Freddie Mac Gold Pool | 3.500% | 9/1/25– 11/1/48 | 71,865 | 67,088 | |
7,8 | Freddie Mac Gold Pool | 4.000% | 3/1/24– 11/1/48 | 38,481 | 36,797 | |
7,8 | Freddie Mac Gold Pool | 4.500% | 8/1/23– 1/1/49 | 17,803 | 17,490 | |
7,8 | Freddie Mac Gold Pool | 5.000% | 8/1/23– 1/1/49 | 6,024 | 6,040 | |
7,8 | Freddie Mac Gold Pool | 5.500% | 12/1/23– 6/1/41 | 5,291 | 5,381 | |
7,8 | Freddie Mac Gold Pool | 6.000% | 2/1/26– 5/1/40 | 2,863 | 2,948 | |
7,8 | Freddie Mac Gold Pool | 7.000% | 9/1/23– 12/1/38 | 218 | 225 | |
7,8 | Freddie Mac Gold Pool | 7.500% | 2/1/24– 1/1/32 | 15 | 16 | |
7,8 | Freddie Mac Gold Pool | 8.000% | 8/1/24– 1/1/31 | 16 | 16 | |
7,8 | Freddie Mac Gold Pool | 8.500% | 11/1/24– 5/1/30 | 1 | 1 | |
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 | 3,706 | 3,336 | |
7 | Ginnie Mae I Pool | 3.500% | 11/15/25– 9/15/49 | 3,986 | 3,770 | |
7 | Ginnie Mae I Pool | 4.000% | 10/15/24– 6/15/46 | 5,731 | 5,419 | |
7 | Ginnie Mae I Pool | 4.500% | 10/15/24– 2/15/49 | 5,237 | 5,185 | |
7 | Ginnie Mae I Pool | 5.000% | 5/15/34– 4/15/41 | 3,309 | 3,335 | |
7 | Ginnie Mae I Pool | 6.000% | 6/15/32 | 56 | 57 | |
7 | Ginnie Mae I Pool | 6.500% | 11/15/23– 8/15/39 | 445 | 447 | |
7 | Ginnie Mae I Pool | 7.000% | 8/15/23– 8/15/32 | 176 | 178 | |
7 | Ginnie Mae I Pool | 7.500% | 10/15/23– 3/15/32 | 39 | 39 | |
7 | Ginnie Mae I Pool | 8.000% | 8/15/24– 3/15/32 | 32 | 33 | |
7 | Ginnie Mae I Pool | 8.500% | 7/15/24– 6/15/30 | 4 | 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 | 4,449 | 3,568 | |
7,9 | Ginnie Mae II Pool | 2.000% | 8/20/50– 7/15/53 | 164,317 | 138,250 | |
7,9 | Ginnie Mae II Pool | 2.500% | 6/20/27– 7/15/53 | 167,542 | 145,488 | |
7,9 | Ginnie Mae II Pool | 3.000% | 2/20/27– 7/15/53 | 164,725 | 148,417 | |
7,9 | Ginnie Mae II Pool | 3.500% | 9/20/25– 7/15/53 | 127,043 | 118,923 | |
7,9 | Ginnie Mae II Pool | 4.000% | 9/20/25– 7/15/53 | 84,542 | 81,075 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,9 | Ginnie Mae II Pool | 4.500% | 11/20/35– 7/15/53 | 73,815 | 71,839 | |
7,9 | Ginnie Mae II Pool | 5.000% | 5/20/39– 7/15/53 | 59,131 | 58,393 | |
7,9 | Ginnie Mae II Pool | 5.500% | 10/20/52– 7/15/53 | 40,398 | 40,256 | |
7,9 | Ginnie Mae II Pool | 6.000% | 12/20/52– 7/15/53 | 21,765 | 21,905 | |
7,9 | Ginnie Mae II Pool | 6.500% | 12/20/35– 7/15/53 | 8,996 | 9,169 | |
7 | Ginnie Mae II Pool | 7.000% | 4/20/38– 2/20/53 | 621 | 636 | |
7,8 | UMBS Pool | 1.500% | 7/1/35– 9/1/51 | 220,427 | 178,629 | |
7,8,9 | UMBS Pool | 2.000% | 11/1/23– 7/25/53 | 896,023 | 744,025 | |
7,8,9 | UMBS Pool | 2.500% | 1/1/27– 7/25/53 | 631,333 | 543,054 | |
7,8,9 | UMBS Pool | 3.000% | 1/1/26– 7/25/53 | 378,769 | 339,574 | |
7,8,9 | UMBS Pool | 3.500% | 9/1/25– 7/25/53 | 231,607 | 214,375 | |
7,8,9 | UMBS Pool | 4.000% | 2/1/24– 7/25/53 | 201,985 | 191,923 | |
7,8,9 | UMBS Pool | 4.500% | 7/1/23– 7/25/53 | 156,317 | 151,814 | |
7,8,9 | UMBS Pool | 5.000% | 8/1/23– 7/25/53 | 144,938 | 142,759 | |
7,8,9 | UMBS Pool | 5.500% | 7/1/25– 7/25/53 | 105,975 | 106,016 | |
7,8,9 | UMBS Pool | 6.000% | 4/1/24– 7/25/53 | 54,317 | 55,107 | |
7,8,9 | UMBS Pool | 6.500% | 11/1/52– 7/25/53 | 20,780 | 21,305 | |
7,8 | UMBS Pool | 7.000% | 9/1/23– 11/1/37 | 654 | 700 | |
7,8 | UMBS Pool | 7.500% | 9/1/23– 12/1/32 | 48 | 51 | |
7,8 | UMBS Pool | 8.000% | 9/1/24– 10/1/30 | 4 | 4 | |
7,8 | UMBS Pool | 8.500% | 10/1/24– 7/1/30 | 8 | 8 | |
7,8 | UMBS Pool | 9.000% | 9/1/24– 6/1/26 | 2 | 2 | |
3,767,229 | ||||||
Nonconventional Mortgage-Backed Securities (0.0%) | ||||||
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.290% | 3.838% | 12/1/41 | 20 | 20 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.310% | 3.560% | 9/1/37 | 50 | 50 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.433% | 4.045% | 7/1/36 | 7 | 7 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.477% | 3.851% | 3/1/43 | 85 | 85 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.530% | 3.780% | 12/1/43 | 47 | 47 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.552% | 5.418% | 10/1/37 | 14 | 14 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.556% | 3.806% | 9/1/43 | 10 | 10 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.560% | 3.151% | 7/1/43 | 93 | 97 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.592% | 4.620% | 6/1/43 | 29 | 30 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.599% | 3.849% | 8/1/35 | 33 | 33 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.623% | 3.998% | 2/1/36 | 6 | 6 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.627% | 4.127% | 3/1/38 | 3 | 3 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.635% | 3.885% | 11/1/36 | 13 | 13 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.640% | 3.890% | 1/1/42 | 33 | 34 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.660% | 3.910% | 9/1/40 | 3 | 3 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.669% | 4.271% | 10/1/42 | 30 | 30 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.681% | 5.349% | 6/1/42 | 63 | 62 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.682% | 4.057% | 1/1/37 | 7 | 7 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.686% | 3.936% | 12/1/33 | 11 | 10 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 3.940% | 10/1/39– 9/1/42 | 60 | 61 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.690% | 5.161% | 5/1/40 | 6 | 6 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.692% | 4.076% | 8/1/39 | 38 | 38 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.695% | 3.945% | 7/1/39 | 6 | 6 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.698% | 3.948% | 8/1/40 | 4 | 4 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 3.950% | 12/1/40 | 21 | 20 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.700% | 4.075% | 7/1/37 | 3 | 3 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.701% | 3.951% | 10/1/42 | 29 | 30 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.705% | 3.955% | 11/1/39 | 4 | 4 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.726% | 5.476% | 6/1/41 | 7 | 8 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.734% | 4.580% | 5/1/42 | 30 | 30 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.737% | 3.987% | 9/1/34 | 5 | 6 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.747% | 4.921% | 7/1/41 | 47 | 49 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.750% | 4.000% | 10/1/40 | 7 | 7 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.751% | 4.236% | 9/1/43 | 48 | 49 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.773% | 4.433% | 5/1/42 | 13 | 13 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.780% | 4.280% | 2/1/41 | 18 | 18 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.781% | 4.408% | 7/1/42 | 36 | 36 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.794% | 4.337% | 3/1/42 | 31 | 32 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 4.147% | 11/1/39 | 10 | 10 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.795% | 4.446% | 3/1/42 | 37 | 38 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.797% | 4.098% | 8/1/42 | 74 | 76 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.798% | 4.666% | 2/1/42 | 102 | 102 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.805% | 4.055% | 11/1/41 | 30 | 30 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.807% | 4.198% | 3/1/41 | 17 | 17 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.810% | 4.060% | 11/1/33– 12/1/40 | 23 | 24 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.063% | 11/1/41 | 15 | 16 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.813% | 4.073% | 1/1/42 | 17 | 17 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 4.065% | 11/1/40– 12/1/41 | 46 | 47 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 4.233% | 2/1/41 | 12 | 12 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.815% | 5.449% | 5/1/41 | 22 | 22 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.825% | 4.575% | 3/1/41 | 17 | 18 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.826% | 5.104% | 2/1/42 | 24 | 24 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 4.308% | 4/1/41 | 27 | 27 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.830% | 6.080% | 6/1/41 | 25 | 26 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 4.117% | 1/1/40 | 18 | 18 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.835% | 5.210% | 5/1/40 | 4 | 4 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.836% | 4.143% | 2/1/41 | 10 | 10 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.839% | 4.089% | 12/1/39 | 13 | 13 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.840% | 4.090% | 8/1/39 | 13 | 13 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.862% | 4.635% | 9/1/40 | 10 | 11 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.880% | 4.370% | 11/1/34 | 17 | 17 | |
7,8,10 | Fannie Mae Pool, 12M USD LIBOR + 1.914% | 5.289% | 4/1/37 | 22 | 23 | |
7,8,10 | Fannie Mae Pool, 1YR CMT + 2.155% | 4.280% | 12/1/37 | 35 | 35 | |
7,8,10 | Fannie Mae Pool, 1YR CMT + 2.313% | 4.438% | 1/1/35 | 8 | 8 | |
7,8,10 | Fannie Mae Pool, 6M USD LIBOR + 1.037% | 5.580% | 4/1/37 | 10 | 10 | |
7,8,10 | Fannie Mae Pool, 6M USD LIBOR + 1.840% | 4.090% | 8/1/37 | 16 | 16 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.275% | 4.650% | 9/1/37 | 3 | 3 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.625% | 3.875% | 1/1/38 | 3 | 3 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 3.890% | 12/1/36– 11/1/43 | 55 | 56 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.640% | 5.390% | 5/1/42 | 4 | 4 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.660% | 3.910% | 10/1/37 | 6 | 6 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.665% | 3.915% | 12/1/34 | 5 | 5 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.695% | 4.074% | 2/1/37 | 14 | 14 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.727% | 4.001% | 1/1/35 | 1 | 1 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.743% | 3.993% | 12/1/36 | 11 | 11 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.745% | 3.995% | 12/1/40 | 21 | 20 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 4.000% | 12/1/41 | 28 | 28 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.750% | 5.125% | 5/1/38 | 2 | 2 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.800% | 4.050% | 12/1/35 | 11 | 11 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 4.127% | 3/1/42 | 13 | 13 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.846% | 4.141% | 2/1/42 | 9 | 9 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.855% | 4.105% | 5/1/37 | 8 | 8 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.130% | 6/1/40– 12/1/40 | 19 | 19 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.216% | 1/1/41 | 23 | 24 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.380% | 3/1/41 | 2 | 2 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 4.953% | 6/1/41 | 5 | 6 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 5.255% | 5/1/40 | 1 | 1 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.880% | 5.357% | 5/1/40 | 3 | 3 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.881% | 5.593% | 6/1/40 | 2 | 2 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.885% | 4.308% | 2/1/42 | 10 | 10 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.891% | 4.141% | 9/1/40 | 18 | 18 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.900% | 4.150% | 6/1/40– 11/1/40 | 12 | 13 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 4.206% | 1/1/41 | 5 | 5 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 4.389% | 2/1/41 | 6 | 6 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 1.910% | 4.410% | 2/1/41 | 6 | 6 | |
7,8,10 | Freddie Mac Non Gold Pool, 12M USD LIBOR + 2.085% | 4.585% | 3/1/38 | 4 | 4 | |
7,8,10 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.375% | 11/1/34 | 16 | 16 | |
7,8,10 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 4.487% | 2/1/36 | 11 | 11 | |
7,8,10 | Freddie Mac Non Gold Pool, 1YR CMT + 2.250% | 5.375% | 5/1/36 | 4 | 3 | |
7,8,10 | Freddie Mac Non Gold Pool, 1YR CMT + 2.413% | 4.535% | 10/1/36 | 15 | 15 | |
7,8,10 | Freddie Mac Non Gold Pool, 6M USD LIBOR + 1.665% | 6.001% | 1/1/37 | 30 | 30 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.625% | 7/20/41– 8/20/41 | 122 | 116 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.750% | 10/20/38– 12/20/43 | 295 | 288 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 2.875% | 4/20/41– 6/20/43 | 170 | 168 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.625% | 7/20/38– 3/20/43 | 270 | 260 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 1.500% | 3.750% | 12/20/39– 12/20/40 | 31 | 30 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 3.375% | 5/20/41 | 4 | 4 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.000% | 5/20/41 | 9 | 9 | |
7,10 | Ginnie Mae II Pool, 1YR CMT + 2.000% | 4.250% | 11/20/40 | 5 | 5 | |
2,933 | ||||||
Total U.S. Government and Agency Obligations (Cost $13,825,547) | 12,350,106 | |||||
Asset-Backed/Commercial Mortgage-Backed Securities (1.0%) | ||||||
7 | Ally Auto Receivables Trust Series 2019-4 | 1.920% | 1/15/25 | 60 | 60 | |
7 | Ally Auto Receivables Trust Series 2022-1 | 3.310% | 11/15/26 | 575 | 560 | |
7 | Ally Auto Receivables Trust Series 2022-1 | 3.450% | 6/15/27 | 50 | 47 | |
7 | Ally Auto Receivables Trust Series 2022-2 | 4.760% | 5/17/27 | 650 | 642 | |
7 | Ally Auto Receivables Trust Series 2022-2 | 4.870% | 4/17/28 | 200 | 197 | |
7 | American Express Credit Account Master Trust Series 2021-1 | 0.900% | 11/15/26 | 2,025 | 1,902 | |
7 | American Express Credit Account Master Trust Series 2022-2 | 3.390% | 5/15/27 | 3,575 | 3,451 | |
7 | American Express Credit Account Master Trust Series 2022-3 | 3.750% | 8/15/27 | 1,950 | 1,890 | |
7 | American Express Credit Account Master Trust Series 2023-1 | 4.870% | 5/15/28 | 1,250 | 1,243 | |
7 | American Express Credit Account Master Trust Series 2023-2 | 4.800% | 5/15/30 | 375 | 371 | |
7 | AmeriCredit Automobile Receivables Trust Series 2020-3 | 0.760% | 12/18/25 | 100 | 98 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.680% | 10/19/26 | 150 | 145 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-1 | 0.890% | 10/19/26 | 100 | 93 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-2 | 0.340% | 12/18/26 | 46 | 44 | |
7 | AmeriCredit Automobile Receivables Trust Series 2021-3 | 0.760% | 8/18/26 | 92 | 89 | |
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 | 90 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | AmeriCredit Automobile Receivables Trust Series 2023-1 | 5.620% | 11/18/27 | 225 | 224 | |
7 | AmeriCredit Automobile Receivables Trust Series 2023-1 | 5.800% | 12/18/28 | 100 | 100 | |
7 | BA Credit Card Trust Series 2020-A1 | 0.340% | 5/15/26 | 1,000 | 977 | |
7 | BA Credit Card Trust Series 2021-A1 | 0.440% | 9/15/26 | 250 | 240 | |
7 | BA Credit Card Trust Series 2022-A1 | 3.530% | 11/15/27 | 550 | 531 | |
7 | BA Credit Card Trust Series 2023-A1 | 4.790% | 5/15/28 | 925 | 918 | |
7 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.429% | 9/15/48 | 87 | 85 | |
7 | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | 3.705% | 9/15/48 | 300 | 283 | |
7 | BANK Series 2017-BNK4 | 3.625% | 5/15/50 | 800 | 735 | |
7 | BANK Series 2017-BNK5 | 3.390% | 6/15/60 | 700 | 642 | |
7 | BANK Series 2017-BNK5 | 3.624% | 6/15/60 | 350 | 314 | |
7 | BANK Series 2017-BNK6 | 3.254% | 7/15/60 | 175 | 161 | |
7 | BANK Series 2017-BNK6 | 3.518% | 7/15/60 | 980 | 903 | |
7 | BANK Series 2017-BNK6 | 3.741% | 7/15/60 | 780 | 683 | |
7 | BANK Series 2017-BNK7 | 3.175% | 9/15/60 | 480 | 438 | |
7 | BANK Series 2017-BNK7 | 3.435% | 9/15/60 | 275 | 252 | |
7 | BANK Series 2017-BNK7 | 3.748% | 9/15/60 | 300 | 266 | |
7 | BANK Series 2017-BNK8 | 3.488% | 11/15/50 | 600 | 534 | |
7 | BANK Series 2017-BNK8 | 3.731% | 11/15/50 | 100 | 87 | |
7 | BANK Series 2017-BNK8 | 4.232% | 11/15/50 | 250 | 176 | |
7 | BANK Series 2017-BNK9 | 3.279% | 11/15/54 | 277 | 259 | |
7 | BANK Series 2017-BNK9 | 3.538% | 11/15/54 | 600 | 550 | |
7 | BANK Series 2018-BNK10 | 3.641% | 2/15/61 | 115 | 109 | |
7 | BANK Series 2018-BNK10 | 3.688% | 2/15/61 | 400 | 369 | |
7 | BANK Series 2018-BNK10 | 3.898% | 2/15/61 | 150 | 134 | |
7 | BANK Series 2018-BNK11 | 4.046% | 3/15/61 | 400 | 374 | |
7 | BANK Series 2018-BNK12 | 4.255% | 5/15/61 | 500 | 471 | |
7 | BANK Series 2018-BNK12 | 4.477% | 5/15/61 | 150 | 136 | |
7 | BANK Series 2018-BNK13 | 3.953% | 8/15/61 | 165 | 153 | |
7 | BANK Series 2018-BNK13 | 4.217% | 8/15/61 | 825 | 775 | |
7 | BANK Series 2018-BNK14 | 3.966% | 9/15/60 | 100 | 94 | |
7 | BANK Series 2018-BNK14 | 4.128% | 9/15/60 | 152 | 151 | |
7 | BANK Series 2018-BNK14 | 4.231% | 9/15/60 | 250 | 235 | |
7 | BANK Series 2018-BNK14 | 4.481% | 9/15/60 | 175 | 158 | |
7 | BANK Series 2018-BNK15 | 4.407% | 11/15/61 | 470 | 446 | |
7 | BANK Series 2019-BNK16 | 4.005% | 2/15/52 | 275 | 255 | |
7 | BANK Series 2019-BNK17 | 3.714% | 4/15/52 | 360 | 328 | |
7 | BANK Series 2019-BNK17 | 3.976% | 4/15/52 | 75 | 66 | |
7 | BANK Series 2019-BNK18 | 3.584% | 5/15/62 | 640 | 556 | |
7 | BANK Series 2019-BNK18 | 3.826% | 5/15/62 | 200 | 166 | |
7 | BANK Series 2019-BNK19 | 3.183% | 8/15/61 | 550 | 464 | |
7 | BANK Series 2019-BNK19 | 4.164% | 8/15/61 | 140 | 94 | |
7 | BANK Series 2019-BNK20 | 3.011% | 9/15/62 | 725 | 613 | |
7 | BANK Series 2019-BNK21 | 2.851% | 10/17/52 | 595 | 503 | |
7 | BANK Series 2019-BNK21 | 3.093% | 10/17/52 | 300 | 234 | |
7 | BANK Series 2019-BNK22 | 2.978% | 11/15/62 | 315 | 271 | |
7 | BANK Series 2019-BNK23 | 2.920% | 12/15/52 | 735 | 634 | |
7 | BANK Series 2019-BNK23 | 3.203% | 12/15/52 | 275 | 216 | |
7 | BANK Series 2019-BNK24 | 2.960% | 11/15/62 | 575 | 497 | |
7 | BANK Series 2019-BNK24 | 3.283% | 11/15/62 | 275 | 221 | |
7 | BANK Series 2020-BNK25 | 2.649% | 1/15/63 | 375 | 313 | |
7 | BANK Series 2020-BNK25 | 2.841% | 1/15/63 | 265 | 200 | |
7 | BANK Series 2020-BNK26 | 2.403% | 3/15/63 | 675 | 559 | |
7 | BANK Series 2020-BNK26 | 2.687% | 3/15/63 | 215 | 160 | |
7 | BANK Series 2020-BNK27 | 2.144% | 4/15/63 | 600 | 486 | |
7 | BANK Series 2020-BNK27 | 2.551% | 4/15/63 | 175 | 137 | |
7 | BANK Series 2020-BNK28 | 1.844% | 3/15/63 | 180 | 143 | |
7 | BANK Series 2020-BNK29 | 1.997% | 11/15/53 | 250 | 193 | |
7 | BANK Series 2020-BNK30 | 1.925% | 12/15/53 | 300 | 231 | |
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 | 95 | |
7 | BANK Series 2021-BNK32 | 2.643% | 4/15/54 | 350 | 291 | |
7 | BANK Series 2021-BNK33 | 2.556% | 5/15/64 | 175 | 144 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | BANK Series 2021-BNK34 | 2.438% | 6/15/63 | 675 | 538 | |
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 | 492 | |
7 | BANK Series 2022-BNK43 | 4.399% | 8/15/55 | 800 | 750 | |
7 | BANK Series 2022-BNK43 | 4.830% | 8/15/55 | 175 | 162 | |
7,9 | BANK Series 2023-5YR2 | 6.656% | 6/15/28 | 500 | 515 | |
7,9 | BANK Series 2023-5YR2 | 7.379% | 6/15/28 | 175 | 180 | |
7 | BANK Series 2023-BNK45 | 5.203% | 2/15/56 | 250 | 248 | |
7 | BANK Series 2023-BNK45 | 5.651% | 2/15/56 | 150 | 147 | |
7 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.574% | 2/15/50 | 1,080 | 1,002 | |
7 | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | 3.748% | 2/15/50 | 420 | 379 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C3 | 3.583% | 5/15/52 | 225 | 204 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C4 | 2.919% | 8/15/52 | 1,150 | 1,000 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C4 | 3.171% | 8/15/52 | 100 | 81 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.063% | 11/15/52 | 625 | 547 | |
7 | Barclays Commercial Mortgage Trust Series 2019-C5 | 3.366% | 11/15/52 | 375 | 321 | |
7 | Barclays Dryrock Issuance Trust Series 2022-1 | 3.070% | 2/15/28 | 450 | 431 | |
7 | Barclays Dryrock Issuance Trust Series 2023-1 | 4.720% | 2/15/29 | 1,300 | 1,286 | |
7 | BBCMS Mortgage Trust Series 2017-C1 | 3.674% | 2/15/50 | 1,175 | 1,085 | |
7 | BBCMS Mortgage Trust Series 2017-C1 | 3.898% | 2/15/50 | 325 | 283 | |
7 | BBCMS Mortgage Trust Series 2018-C2 | 4.314% | 12/15/51 | 500 | 470 | |
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 | 117 | |
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 | 422 | |
7 | BBCMS Mortgage Trust Series 2020-C8 | 2.398% | 10/15/53 | 110 | 87 | |
7 | BBCMS Mortgage Trust Series 2021-C9 | 2.299% | 2/15/54 | 650 | 528 | |
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 | 78 | |
7 | BBCMS Mortgage Trust Series 2021-C12 | 2.689% | 11/15/54 | 375 | 308 | |
7 | BBCMS Mortgage Trust Series 2022-C14 | 2.946% | 2/15/55 | 950 | 797 | |
7 | BBCMS Mortgage Trust Series 2023-C19 | 5.451% | 4/15/56 | 250 | 253 | |
7 | BBCMS Mortgage Trust Series 2023-C19 | 6.070% | 4/15/56 | 75 | 76 | |
7,9 | BBCMS Mortgage Trust Series 2023-C20 | 1.000% | 7/15/56 | 175 | 180 | |
7,9 | BBCMS Mortgage Trust Series 2023-C20 | 1.000% | 7/15/56 | 75 | 77 | |
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 | 411 | |
7 | Benchmark Mortgage Trust Series 2018-B1 | 3.878% | 1/15/51 | 200 | 174 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 3.662% | 2/15/51 | 105 | 94 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 3.882% | 2/15/51 | 2,280 | 2,079 | |
7 | Benchmark Mortgage Trust Series 2018-B2 | 4.084% | 2/15/51 | 625 | 505 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Benchmark Mortgage Trust Series 2018-B3 | 3.848% | 4/10/51 | 94 | 91 | |
7 | Benchmark Mortgage Trust Series 2018-B3 | 4.025% | 4/10/51 | 1,000 | 923 | |
7 | Benchmark Mortgage Trust Series 2018-B4 | 4.121% | 7/15/51 | 250 | 232 | |
7 | Benchmark Mortgage Trust Series 2018-B4 | 4.311% | 7/15/51 | 500 | 444 | |
7 | Benchmark Mortgage Trust Series 2018-B5 | 4.208% | 7/15/51 | 1,175 | 1,093 | |
7 | Benchmark Mortgage Trust Series 2018-B6 | 4.261% | 10/10/51 | 450 | 413 | |
7 | Benchmark Mortgage Trust Series 2018-B6 | 4.441% | 10/10/51 | 125 | 109 | |
7 | Benchmark Mortgage Trust Series 2018-B7 | 4.510% | 5/15/53 | 25 | 23 | |
7 | Benchmark Mortgage Trust Series 2018-B8 | 4.232% | 1/15/52 | 435 | 398 | |
7 | Benchmark Mortgage Trust Series 2018-B8 | 4.532% | 1/15/52 | 200 | 175 | |
7 | Benchmark Mortgage Trust Series 2019-B9 | 3.751% | 3/15/52 | 100 | 91 | |
7 | Benchmark Mortgage Trust Series 2019-B9 | 4.016% | 3/15/52 | 261 | 236 | |
7 | Benchmark Mortgage Trust Series 2019-B10 | 3.717% | 3/15/62 | 300 | 270 | |
7 | Benchmark Mortgage Trust Series 2019-B10 | 3.979% | 3/15/62 | 125 | 104 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.281% | 5/15/52 | 200 | 178 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.542% | 5/15/52 | 1,450 | 1,260 | |
7 | Benchmark Mortgage Trust Series 2019-B11 | 3.784% | 5/15/52 | 310 | 236 | |
7 | Benchmark Mortgage Trust Series 2019-B13 | 2.952% | 8/15/57 | 300 | 258 | |
7 | Benchmark Mortgage Trust Series 2019-B14 | 3.049% | 12/15/62 | 225 | 194 | |
7 | Benchmark Mortgage Trust Series 2019-B15 | 2.928% | 12/15/72 | 265 | 221 | |
7 | Benchmark Mortgage Trust Series 2020-B16 | 2.732% | 2/15/53 | 375 | 317 | |
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 | 158 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.289% | 3/15/53 | 850 | 681 | |
7 | Benchmark Mortgage Trust Series 2020-B17 | 2.583% | 3/15/53 | 105 | 78 | |
7 | Benchmark Mortgage Trust Series 2020-B19 | 1.850% | 9/15/53 | 212 | 164 | |
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 | 330 | |
7 | Benchmark Mortgage Trust Series 2020-B20 | 2.375% | 10/15/53 | 35 | 26 | |
7 | Benchmark Mortgage Trust Series 2020-B21 | 1.978% | 12/17/53 | 525 | 414 | |
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 | 313 | |
7 | Benchmark Mortgage Trust Series 2020-IG1 | 2.687% | 9/15/43 | 575 | 466 | |
7 | Benchmark Mortgage Trust Series 2020-IG1 | 2.909% | 9/15/43 | 175 | 130 | |
7 | Benchmark Mortgage Trust Series 2021-B23 | 2.070% | 2/15/54 | 1,875 | 1,441 | |
7 | Benchmark Mortgage Trust Series 2021-B23 | 2.274% | 2/15/54 | 275 | 206 | |
7 | Benchmark Mortgage Trust Series 2021-B24 | 2.584% | 3/15/54 | 500 | 399 | |
7 | Benchmark Mortgage Trust Series 2021-B24 | 2.780% | 3/15/54 | 100 | 79 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Benchmark Mortgage Trust Series 2021-B25 | 2.577% | 4/15/54 | 550 | 437 | |
7 | Benchmark Mortgage Trust Series 2021-B25 | 2.847% | 4/15/54 | 250 | 197 | |
7 | Benchmark Mortgage Trust Series 2021-B26 | 2.613% | 6/15/54 | 575 | 460 | |
7 | Benchmark Mortgage Trust Series 2021-B28 | 2.224% | 8/15/54 | 350 | 277 | |
7 | Benchmark Mortgage Trust Series 2021-B29 | 2.284% | 9/15/54 | 75 | 65 | |
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 | 59 | |
7 | Benchmark Mortgage Trust Series 2021-B30 | 2.576% | 11/15/54 | 925 | 750 | |
7 | Benchmark Mortgage Trust Series 2021-B31 | 2.669% | 12/15/54 | 500 | 409 | |
7 | Benchmark Mortgage Trust Series 2022-B32 | 3.002% | 1/15/55 | 1,425 | 1,156 | |
7 | Benchmark Mortgage Trust Series 2022-B32 | 3.528% | 1/15/55 | 300 | 241 | |
7 | Benchmark Mortgage Trust Series 2022-B33 | 3.458% | 3/15/55 | 300 | 262 | |
7 | Benchmark Mortgage Trust Series 2022-B34 | 3.786% | 4/15/55 | 250 | 216 | |
7 | Benchmark Mortgage Trust Series 2022-B36 | 4.470% | 7/15/55 | 375 | 351 | |
7 | Benchmark Mortgage Trust Series 2022-B36 | 4.951% | 7/15/55 | 100 | 91 | |
7,9 | Benchmark Mortgage Trust Series 2023-B39 | 5.754% | 7/15/55 | 825 | 846 | |
7,9 | Benchmark Mortgage Trust Series 2023-B39 | 6.250% | 7/15/55 | 250 | 256 | |
7 | Benchmark Mortgage Trust Series 2023-V2 | 5.812% | 5/15/55 | 325 | 326 | |
7 | Benchmark Mortgage Trust Series 2023-V2 | 6.537% | 5/15/55 | 175 | 177 | |
7 | BMO Mortgage Trust Series 2022-C1 | 3.374% | 2/15/55 | 275 | 238 | |
7 | BMO Mortgage Trust Series 2022-C2 | 4.974% | 7/15/54 | 300 | 292 | |
7 | BMO Mortgage Trust Series 2022-C3 | 5.313% | 9/15/54 | 900 | 898 | |
7 | BMO Mortgage Trust Series 2022-C3 | 5.504% | 9/15/54 | 125 | 121 | |
7 | BMO Mortgage Trust Series 2023-C4 | 5.117% | 2/15/56 | 275 | 272 | |
7 | BMO Mortgage Trust Series 2023-C4 | 5.541% | 2/15/56 | 50 | 49 | |
7 | BMO Mortgage Trust Series 2023-C5 | 5.765% | 6/15/56 | 200 | 207 | |
7 | BMO Mortgage Trust Series 2023-C5 | 6.162% | 6/15/56 | 75 | 77 | |
7 | BMW Vehicle Lease Trust Series 2021-1 | 0.370% | 7/25/24 | 37 | 37 | |
7 | BMW Vehicle Lease Trust Series 2021-2 | 0.330% | 12/26/24 | 516 | 510 | |
7 | BMW Vehicle Lease Trust Series 2021-2 | 0.430% | 1/27/25 | 800 | 778 | |
7 | BMW Vehicle Lease Trust Series 2022-1 | 1.230% | 5/27/25 | 100 | 96 | |
7 | BMW Vehicle Lease Trust Series 2023-1 | 5.160% | 11/25/25 | 175 | 174 | |
7 | BMW Vehicle Lease Trust Series 2023-1 | 5.070% | 6/25/26 | 100 | 99 | |
7 | BMW Vehicle Owner Trust Series 2020-A | 0.480% | 10/25/24 | 5 | 5 | |
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 | 170 | |
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 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Cantor Commercial Real Estate Lending Series 2019-CF2 | 2.874% | 11/15/52 | 550 | 457 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.006% | 1/15/53 | 560 | 480 | |
7 | Cantor Commercial Real Estate Lending Series 2019-CF3 | 3.298% | 1/15/53 | 240 | 185 | |
7 | Capital One Multi-Asset Execution Trust Series 2019-A3 | 2.060% | 8/15/28 | 1,300 | 1,187 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A1 | 0.550% | 7/15/26 | 850 | 806 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A2 | 1.390% | 7/15/30 | 2,175 | 1,828 | |
7 | Capital One Multi-Asset Execution Trust Series 2021-A3 | 1.040% | 11/15/26 | 1,875 | 1,765 | |
7 | Capital One Multi-Asset Execution Trust Series 2022-A1 | 2.800% | 3/15/27 | 2,000 | 1,915 | |
7 | Capital One Multi-Asset Execution Trust Series 2022-A2 | 3.490% | 5/15/27 | 1,900 | 1,837 | |
7 | Capital One Multi-Asset Execution Trust Series 2023-A1 | 4.420% | 5/15/28 | 1,325 | 1,301 | |
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 | 382 | |
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 | |
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 | 338 | |
7 | Capital One Prime Auto Receivables Trust Series 2022-2 | 3.690% | 12/15/27 | 100 | 95 | |
7 | Capital One Prime Auto Receivables Trust Series 2023-1 | 4.870% | 2/15/28 | 175 | 173 | |
7 | Capital One Prime Auto Receivables Trust Series 2023-1 | 4.760% | 8/15/28 | 100 | 99 | |
7 | CarMax Auto Owner Trust Series 2019-4 | 2.130% | 7/15/25 | 100 | 99 | |
7 | CarMax Auto Owner Trust Series 2020-1 | 1.890% | 12/16/24 | 41 | 41 | |
7 | CarMax Auto Owner Trust Series 2020-1 | 2.030% | 6/16/25 | 55 | 54 | |
7 | CarMax Auto Owner Trust Series 2020-3 | 0.620% | 3/17/25 | 15 | 15 | |
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 | 743 | 727 | |
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 | 123 | 119 | |
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 | 314 | 303 | |
7 | CarMax Auto Owner Trust Series 2021-2 | 0.810% | 12/15/26 | 100 | 92 | |
7 | CarMax Auto Owner Trust Series 2021-4 | 0.560% | 9/15/26 | 474 | 452 | |
7 | CarMax Auto Owner Trust Series 2021-4 | 0.820% | 4/15/27 | 100 | 90 | |
7 | CarMax Auto Owner Trust Series 2022-1 | 1.470% | 12/15/26 | 475 | 455 | |
7 | CarMax Auto Owner Trust Series 2022-1 | 1.700% | 8/16/27 | 175 | 161 | |
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 | CarMax Auto Owner Trust Series 2023-1 | 4.750% | 10/15/27 | 425 | 419 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | CarMax Auto Owner Trust Series 2023-1 | 4.650% | 1/16/29 | 150 | 147 | |
7 | CarMax Auto Owner Trust Series 2023-2 | 5.050% | 1/18/28 | 325 | 323 | |
7 | CarMax Auto Owner Trust Series 2023-2 | 5.010% | 11/15/28 | 100 | 99 | |
7 | Carvana Auto Receivables Trust Series 2021-P2 | 0.490% | 3/10/26 | 57 | 56 | |
7 | Carvana Auto Receivables Trust Series 2021-P3 | 0.700% | 11/10/26 | 290 | 277 | |
7 | Carvana Auto Receivables Trust Series 2021-P3 | 1.030% | 6/10/27 | 75 | 66 | |
7 | CD Mortgage Trust Series 2016-CD1 | 2.724% | 8/10/49 | 625 | 561 | |
7 | CD Mortgage Trust Series 2016-CD2 | 3.526% | 11/10/49 | 600 | 547 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.453% | 2/10/50 | 46 | 44 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.631% | 2/10/50 | 503 | 450 | |
7 | CD Mortgage Trust Series 2017-CD3 | 3.833% | 2/10/50 | 131 | 114 | |
7 | CD Mortgage Trust Series 2017-CD4 | 3.514% | 5/10/50 | 500 | 456 | |
7 | CD Mortgage Trust Series 2017-CD4 | 3.746% | 5/10/50 | 300 | 257 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.332% | 11/13/50 | 221 | 210 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.456% | 11/13/50 | 475 | 429 | |
7 | CD Mortgage Trust Series 2017-CD6 | 3.709% | 11/13/50 | 275 | 239 | |
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 | 533 | |
7 | CD Mortgage Trust Series 2019-CD8 | 2.657% | 8/15/57 | 200 | 172 | |
7 | CD Mortgage Trust Series 2019-CD8 | 2.912% | 8/15/57 | 775 | 657 | |
7 | CenterPoint Energy Transition Bond Co. IV LLC Series 2012-1 | 3.028% | 10/15/25 | 282 | 276 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C3 | 3.865% | 1/10/48 | 425 | 401 | |
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 | 363 | |
7 | CFCRE Commercial Mortgage Trust Series 2016-C6 | 3.217% | 11/10/49 | 1,350 | 1,251 | |
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 | 728 | |
7 | CGMS Commercial Mortgage Trust Series 2017-B1 | 3.711% | 8/15/50 | 200 | 178 | |
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 | 428 | |
7 | Citibank Credit Card Issuance Trust Series 2018-A7 | 3.960% | 10/13/30 | 1,000 | 952 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.371% | 9/10/46 | 17 | 17 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC15 | 4.649% | 9/10/46 | 350 | 344 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 3.675% | 11/10/46 | 3 | 3 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.131% | 11/10/46 | 275 | 274 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 4.544% | 11/10/46 | 100 | 99 | |
7 | Citigroup Commercial Mortgage Trust Series 2013-GC17 | 5.095% | 11/10/46 | 100 | 93 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC19 | 3.552% | 3/11/47 | 9 | 9 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
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 | 123 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 3.855% | 5/10/47 | 200 | 196 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC21 | 4.328% | 5/10/47 | 150 | 132 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC23 | 3.622% | 7/10/47 | 300 | 290 | |
7 | Citigroup Commercial Mortgage Trust Series 2014-GC25 | 3.635% | 10/10/47 | 650 | 624 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.137% | 2/10/48 | 800 | 762 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC27 | 3.571% | 2/10/48 | 325 | 307 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.192% | 4/10/48 | 650 | 612 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC29 | 3.758% | 4/10/48 | 318 | 294 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC31 | 3.762% | 6/10/48 | 350 | 332 | |
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 | 401 | |
7 | Citigroup Commercial Mortgage Trust Series 2015-GC35 | 3.549% | 11/10/48 | 200 | 191 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.003% | 5/10/49 | 123 | 118 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-C1 | 3.209% | 5/10/49 | 425 | 394 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.349% | 2/10/49 | 175 | 164 | |
7 | Citigroup Commercial Mortgage Trust Series 2016-GC36 | 3.616% | 2/10/49 | 2,100 | 1,960 | |
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 | 92 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.471% | 10/12/50 | 1,100 | 989 | |
7 | Citigroup Commercial Mortgage Trust Series 2017-C4 | 3.764% | 10/12/50 | 150 | 131 | |
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 | 78 | 77 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-B2 | 4.009% | 3/10/51 | 1,200 | 1,098 | |
7 | Citigroup Commercial Mortgage Trust Series 2018-C5 | 3.963% | 6/10/51 | 136 | 127 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-C7 | 3.102% | 12/15/72 | 675 | 585 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-GC41 | 2.869% | 8/10/56 | 975 | 836 | |
7 | Citigroup Commercial Mortgage Trust Series 2019-GC43 | 3.038% | 11/10/52 | 1,125 | 949 | |
7 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.717% | 2/15/53 | 450 | 378 | |
7 | Citigroup Commercial Mortgage Trust Series 2020-GC46 | 2.918% | 2/15/53 | 190 | 149 | |
7 | Citigroup Commercial Mortgage Trust Series 2022-GC48 | 4.742% | 5/15/54 | 475 | 450 | |
7 | CNH Equipment Trust Series 2021-C | 0.810% | 12/15/26 | 275 | 261 | |
7 | CNH Equipment Trust Series 2022-A | 2.940% | 7/15/27 | 175 | 167 | |
7 | CNH Equipment Trust Series 2022-A | 3.030% | 3/15/29 | 100 | 94 | |
7 | CNH Equipment Trust Series 2022-B | 3.890% | 8/16/27 | 100 | 97 | |
7 | CNH Equipment Trust Series 2022-B | 3.910% | 3/15/28 | 50 | 48 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | CNH Equipment Trust Series 2023-A | 4.810% | 8/15/28 | 225 | 222 | |
7 | CNH Equipment Trust Series 2023-A | 4.770% | 10/15/30 | 50 | 49 | |
7 | COMM Mortgage Trust Series 2012-CR4 | 2.853% | 10/15/45 | 12 | 11 | |
7 | COMM Mortgage Trust Series 2013-CR11 | 4.715% | 8/10/50 | 200 | 199 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 4.300% | 10/10/46 | 75 | 68 | |
7 | COMM Mortgage Trust Series 2013-CR12 | 4.762% | 10/10/46 | 50 | 34 | |
7 | COMM Mortgage Trust Series 2013-CR13 | 4.194% | 11/10/46 | 450 | 445 | |
7 | COMM Mortgage Trust Series 2013-CR13 | 4.449% | 11/10/46 | 150 | 147 | |
7 | COMM Mortgage Trust Series 2013-LC13 | 4.205% | 8/10/46 | 55 | 55 | |
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 | 271 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.526% | 2/10/47 | 325 | 305 | |
7 | COMM Mortgage Trust Series 2014-CR14 | 4.729% | 2/10/47 | 175 | 149 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 3.595% | 2/10/47 | 18 | 18 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.074% | 2/10/47 | 209 | 206 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.763% | 2/10/47 | 105 | 87 | |
7 | COMM Mortgage Trust Series 2014-CR15 | 4.813% | 2/10/47 | 175 | 135 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 3.598% | 5/10/47 | 12 | 12 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 3.977% | 5/10/47 | 275 | 269 | |
7 | COMM Mortgage Trust Series 2014-CR17 | 4.377% | 5/10/47 | 100 | 90 | |
7 | COMM Mortgage Trust Series 2014-CR18 | 3.828% | 7/15/47 | 125 | 122 | |
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 | 631 | |
7 | COMM Mortgage Trust Series 2014-CR19 | 4.080% | 8/10/47 | 150 | 142 | |
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 | 3,525 | 3,391 | |
7 | COMM Mortgage Trust Series 2014-LC15 | 4.006% | 4/10/47 | 325 | 320 | |
7 | COMM Mortgage Trust Series 2014-LC17 | 3.917% | 10/10/47 | 240 | 232 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 3.472% | 3/10/47 | 9 | 9 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 3.961% | 3/10/47 | 202 | 199 | |
7 | COMM Mortgage Trust Series 2014-UBS2 | 4.199% | 3/10/47 | 57 | 56 | |
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 | 340 | |
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 | 146 | |
7 | COMM Mortgage Trust Series 2014-UBS5 | 3.838% | 9/10/47 | 500 | 481 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 3.387% | 12/10/47 | 118 | 116 | |
7 | COMM Mortgage Trust Series 2014-UBS6 | 3.644% | 12/10/47 | 800 | 767 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | COMM Mortgage Trust Series 2014-UBS6 | 4.048% | 12/10/47 | 225 | 213 | |
7 | COMM Mortgage Trust Series 2015-CR22 | 3.309% | 3/10/48 | 575 | 546 | |
7 | COMM Mortgage Trust Series 2015-CR22 | 3.603% | 3/10/48 | 500 | 469 | |
7 | COMM Mortgage Trust Series 2015-CR23 | 3.257% | 5/10/48 | 86 | 83 | |
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 | 166 | |
7 | COMM Mortgage Trust Series 2015-CR24 | 3.432% | 8/10/48 | 308 | 294 | |
7 | COMM Mortgage Trust Series 2015-CR25 | 3.759% | 8/10/48 | 425 | 404 | |
7 | COMM Mortgage Trust Series 2015-CR26 | 3.630% | 10/10/48 | 850 | 800 | |
7 | COMM Mortgage Trust Series 2015-CR27 | 3.404% | 10/10/48 | 189 | 182 | |
7 | COMM Mortgage Trust Series 2015-CR27 | 3.612% | 10/10/48 | 400 | 377 | |
7 | COMM Mortgage Trust Series 2015-DC1 | 3.350% | 2/10/48 | 325 | 309 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.040% | 2/10/48 | 22 | 21 | |
7 | COMM Mortgage Trust Series 2015-LC19 | 3.183% | 2/10/48 | 425 | 405 | |
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 | 189 | |
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 | 1,133 | |
7 | COMM Mortgage Trust Series 2016-DC2 | 3.550% | 2/10/49 | 250 | 243 | |
7 | COMM Mortgage Trust Series 2017-COR2 | 3.510% | 9/10/50 | 125 | 114 | |
7 | COMM Mortgage Trust Series 2018-COR3 | 4.228% | 5/10/51 | 500 | 474 | |
7 | COMM Mortgage Trust Series 2019-GC44 | 2.950% | 8/15/57 | 450 | 386 | |
7 | COMM Mortgage Trust Series 2019-GC44 | 3.263% | 8/15/57 | 150 | 125 | |
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 | 160 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.504% | 6/15/57 | 550 | 519 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C2 | 3.849% | 6/15/57 | 225 | 212 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.448% | 8/15/48 | 114 | 111 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 3.718% | 8/15/48 | 925 | 886 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C3 | 4.250% | 8/15/48 | 200 | 179 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.617% | 11/15/48 | 90 | 88 | |
7 | CSAIL Commercial Mortgage Trust Series 2015-C4 | 3.808% | 11/15/48 | 500 | 470 | |
7 | CSAIL Commercial Mortgage Trust Series 2016-C7 | 3.502% | 11/15/49 | 800 | 727 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-C8 | 3.392% | 6/15/50 | 800 | 732 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-CX9 | 3.446% | 9/15/50 | 250 | 228 | |
7 | CSAIL Commercial Mortgage Trust Series 2017-CX10 | 3.458% | 11/15/50 | 575 | 514 | |
7 | CSAIL Commercial Mortgage Trust Series 2018-CX11 | 4.033% | 4/15/51 | 1,200 | 1,106 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | CSAIL Commercial Mortgage Trust Series 2018-CX12 | 4.224% | 8/15/51 | 250 | 233 | |
7 | CSAIL Commercial Mortgage Trust Series 2019-C15 | 4.053% | 3/15/52 | 2,475 | 2,266 | |
7 | CSAIL Commercial Mortgage Trust Series 2019-C16 | 3.329% | 6/15/52 | 1,125 | 989 | |
7 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 2.805% | 3/15/54 | 1,075 | 886 | |
7 | CSAIL Commercial Mortgage Trust Series 2021-C20 | 3.076% | 3/15/54 | 175 | 139 | |
7 | Daimler Trucks Retail Trust Series 2022-1 | 5.230% | 2/17/26 | 250 | 248 | |
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 | 369 | |
7 | DBJPM Mortgage Trust Series 2016-C1 | 3.276% | 5/10/49 | 300 | 278 | |
7 | DBJPM Mortgage Trust Series 2016-C3 | 2.890% | 8/10/49 | 325 | 296 | |
7 | DBJPM Mortgage Trust Series 2017-C6 | 3.328% | 6/10/50 | 600 | 549 | |
7 | DBJPM Mortgage Trust Series 2017-C6 | 3.561% | 6/10/50 | 150 | 129 | |
7 | DBJPM Mortgage Trust Series 2020-C9 | 1.926% | 8/15/53 | 200 | 159 | |
7 | Discover Card Execution Note Trust Series 2021-A1 | 0.580% | 9/15/26 | 850 | 800 | |
7 | Discover Card Execution Note Trust Series 2021-A2 | 1.030% | 9/15/28 | 725 | 637 | |
7 | Discover Card Execution Note Trust Series 2022-A1 | 1.960% | 2/15/27 | 1,000 | 945 | |
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 | 1,932 | |
7 | Discover Card Execution Note Trust Series 2022-A4 | 5.030% | 10/15/27 | 1,075 | 1,070 | |
7 | Discover Card Execution Note Trust Series 2023-A1 | 4.310% | 3/15/28 | 1,375 | 1,344 | |
7 | Discover Card Execution Note Trust Series 2023-A2 | 4.930% | 6/15/28 | 1,325 | 1,320 | |
7 | Drive Auto Receivables Trust Series 2021-1 | 1.020% | 6/15/27 | 54 | 54 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 0.580% | 12/15/25 | 23 | 23 | |
7 | Drive Auto Receivables Trust Series 2021-2 | 0.870% | 10/15/27 | 250 | 244 | |
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 | 63 | 63 | |
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 | 22 | 22 | |
7 | Exeter Automobile Receivables Trust Series 2021-1A | 0.740% | 1/15/26 | 128 | 127 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 0.690% | 1/15/26 | 52 | 51 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 0.960% | 10/15/26 | 175 | 168 | |
7 | Exeter Automobile Receivables Trust Series 2021-3A | 1.550% | 6/15/27 | 175 | 160 | |
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 | |
7 | Exeter Automobile Receivables Trust Series 2022-2A | 3.650% | 10/15/26 | 100 | 99 | |
7 | Exeter Automobile Receivables Trust Series 2022-2A | 3.850% | 7/17/28 | 200 | 193 | |
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 | 148 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
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 | 99 | |
7 | Exeter Automobile Receivables Trust Series 2022-4A | 4.920% | 12/15/28 | 125 | 122 | |
7 | Exeter Automobile Receivables Trust Series 2022-5A | 6.510% | 12/15/27 | 100 | 99 | |
7 | Exeter Automobile Receivables Trust Series 2022-5A | 7.400% | 2/15/29 | 100 | 101 | |
7 | Exeter Automobile Receivables Trust Series 2023-1A | 5.720% | 4/15/27 | 75 | 74 | |
7 | Exeter Automobile Receivables Trust Series 2023-1A | 5.820% | 2/15/28 | 100 | 99 | |
7 | Exeter Automobile Receivables Trust Series 2023-1A | 6.690% | 6/15/29 | 25 | 25 | |
7,8 | Fannie Mae-Aces Series 2014-M1 | 3.004% | 7/25/23 | 46 | 46 | |
7,8 | Fannie Mae-Aces Series 2014-M3 | 3.501% | 1/25/24 | 57 | 56 | |
7,8 | Fannie Mae-Aces Series 2014-M4 | 3.346% | 3/25/24 | 171 | 168 | |
7,8 | Fannie Mae-Aces Series 2014-M7 | 3.321% | 6/25/24 | 450 | 439 | |
7,8 | Fannie Mae-Aces Series 2014-M8 | 3.056% | 6/25/24 | 231 | 225 | |
7,8 | Fannie Mae-Aces Series 2014-M9 | 3.103% | 7/25/24 | 395 | 384 | |
7,8 | Fannie Mae-Aces Series 2014-M13 | 3.021% | 8/25/24 | 224 | 217 | |
7,8 | Fannie Mae-Aces Series 2015-M1 | 2.532% | 9/25/24 | 713 | 686 | |
7,8 | Fannie Mae-Aces Series 2015-M2 | 2.620% | 12/25/24 | 508 | 488 | |
7,8 | Fannie Mae-Aces Series 2015-M3 | 2.723% | 10/25/24 | 265 | 255 | |
7,8 | Fannie Mae-Aces Series 2015-M7 | 2.590% | 12/25/24 | 475 | 455 | |
7,8 | Fannie Mae-Aces Series 2015-M8 | 2.900% | 1/25/25 | 700 | 675 | |
7,8 | Fannie Mae-Aces Series 2015-M10 | 3.092% | 4/25/27 | 234 | 220 | |
7,8 | Fannie Mae-Aces Series 2015-M12 | 2.896% | 5/25/25 | 547 | 522 | |
7,8 | Fannie Mae-Aces Series 2015-M15 | 2.923% | 10/25/25 | 504 | 479 | |
7,8 | Fannie Mae-Aces Series 2016-M3 | 2.702% | 2/25/26 | 243 | 229 | |
7,8 | Fannie Mae-Aces Series 2016-M4 | 2.576% | 3/25/26 | 272 | 255 | |
7,8 | Fannie Mae-Aces Series 2016-M5 | 2.469% | 4/25/26 | 752 | 706 | |
7,8 | Fannie Mae-Aces Series 2016-M6 | 2.488% | 5/25/26 | 520 | 485 | |
7,8 | Fannie Mae-Aces Series 2016-M7 | 2.157% | 10/25/23 | 7 | 7 | |
7,8 | Fannie Mae-Aces Series 2016-M7 | 2.499% | 9/25/26 | 165 | 155 | |
7,8 | Fannie Mae-Aces Series 2016-M9 | 2.292% | 6/25/26 | 1,270 | 1,180 | |
7,8 | Fannie Mae-Aces Series 2016-M11 | 2.369% | 7/25/26 | 854 | 793 | |
7,8 | Fannie Mae-Aces Series 2016-M12 | 2.528% | 9/25/26 | 884 | 822 | |
7,8 | Fannie Mae-Aces Series 2016-M13 | 2.594% | 9/25/26 | 192 | 179 | |
7,8 | Fannie Mae-Aces Series 2017-M1 | 2.496% | 10/25/26 | 907 | 840 | |
7,8 | Fannie Mae-Aces Series 2017-M2 | 2.899% | 2/25/27 | 776 | 725 | |
7,8 | Fannie Mae-Aces Series 2017-M3 | 2.554% | 12/25/26 | 1,121 | 1,041 | |
7,8 | Fannie Mae-Aces Series 2017-M4 | 2.638% | 12/25/26 | 847 | 785 | |
7,8 | Fannie Mae-Aces Series 2017-M5 | 3.172% | 4/25/29 | 212 | 197 | |
7,8 | Fannie Mae-Aces Series 2017-M7 | 2.961% | 2/25/27 | 572 | 539 | |
7,8 | Fannie Mae-Aces Series 2017-M8 | 3.061% | 5/25/27 | 1,299 | 1,227 | |
7,8 | Fannie Mae-Aces Series 2017-M10 | 2.625% | 7/25/24 | 355 | 346 | |
7,8 | Fannie Mae-Aces Series 2017-M11 | 2.980% | 8/25/29 | 499 | 459 | |
7,8 | Fannie Mae-Aces Series 2017-M12 | 3.165% | 6/25/27 | 823 | 778 | |
7,8 | Fannie Mae-Aces Series 2017-M14 | 2.958% | 11/25/27 | 326 | 305 | |
7,8 | Fannie Mae-Aces Series 2017-M15 | 3.205% | 11/25/27 | 982 | 920 | |
7,8 | Fannie Mae-Aces Series 2018-M1 | 3.086% | 12/25/27 | 404 | 380 | |
7,8 | Fannie Mae-Aces Series 2018-M2 | 3.002% | 1/25/28 | 1,350 | 1,255 | |
7,8 | Fannie Mae-Aces Series 2018-M3 | 3.171% | 2/25/30 | 284 | 262 | |
7,8 | Fannie Mae-Aces Series 2018-M4 | 3.166% | 3/25/28 | 550 | 514 | |
7,8 | Fannie Mae-Aces Series 2018-M7 | 3.130% | 3/25/28 | 367 | 344 | |
7,8 | Fannie Mae-Aces Series 2018-M10 | 3.469% | 7/25/28 | 200 | 188 | |
7,8 | Fannie Mae-Aces Series 2018-M12 | 3.758% | 8/25/30 | 850 | 799 | |
7,8 | Fannie Mae-Aces Series 2018-M13 | 3.866% | 9/25/30 | 653 | 621 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | Fannie Mae-Aces Series 2018-M14 | 3.701% | 8/25/28 | 669 | 641 | |
7,8 | Fannie Mae-Aces Series 2019-M1 | 3.665% | 9/25/28 | 660 | 630 | |
7,8 | Fannie Mae-Aces Series 2019-M2 | 3.745% | 11/25/28 | 796 | 762 | |
7,8 | Fannie Mae-Aces Series 2019-M4 | 3.610% | 2/25/31 | 866 | 808 | |
7,8 | Fannie Mae-Aces Series 2019-M5 | 3.273% | 2/25/29 | 759 | 715 | |
7,8 | Fannie Mae-Aces Series 2019-M7 | 3.143% | 4/25/29 | 808 | 749 | |
7,8 | Fannie Mae-Aces Series 2019-M9 | 2.937% | 6/25/29 | 1,558 | 1,428 | |
7,8 | Fannie Mae-Aces Series 2019-M12 | 2.885% | 6/25/29 | 2,680 | 2,461 | |
7,8 | Fannie Mae-Aces Series 2019-M18 | 2.469% | 8/25/29 | 966 | 857 | |
7,8 | Fannie Mae-Aces Series 2019-M18 | 2.577% | 9/25/31 | 2,100 | 1,824 | |
7,8 | Fannie Mae-Aces Series 2019-M21 | 2.350% | 2/25/31 | 123 | 109 | |
7,8 | Fannie Mae-Aces Series 2019-M22 | 2.522% | 8/25/29 | 1,320 | 1,172 | |
7,8 | Fannie Mae-Aces Series 2019-M25 | 2.330% | 11/25/29 | 200 | 175 | |
7,8 | Fannie Mae-Aces Series 2020-M1 | 2.444% | 10/25/29 | 815 | 717 | |
7,8 | Fannie Mae-Aces Series 2020-M5 | 2.210% | 1/25/30 | 465 | 406 | |
7,8 | Fannie Mae-Aces Series 2020-M14 | 1.784% | 5/25/30 | 295 | 249 | |
7,8 | Fannie Mae-Aces Series 2020-M29 | 1.492% | 5/25/30 | 350 | 286 | |
7,8 | Fannie Mae-Aces Series 2020-M42 | 1.270% | 7/25/30 | 1,150 | 917 | |
7,8 | Fannie Mae-Aces Series 2020-M46 | 1.323% | 5/25/30 | 900 | 733 | |
7,8 | Fannie Mae-Aces Series 2020-M52 | 1.361% | 10/25/30 | 975 | 777 | |
7,8 | Fannie Mae-Aces Series 2021-M1 | 1.436% | 11/25/30 | 725 | 577 | |
7,8 | Fannie Mae-Aces Series 2021-M1G | 1.517% | 11/25/30 | 225 | 182 | |
7,8 | Fannie Mae-Aces Series 2021-M3G | 1.287% | 1/25/31 | 1,050 | 834 | |
7,8 | Fannie Mae-Aces Series 2021-M4 | 1.513% | 2/25/31 | 4,275 | 3,463 | |
7,8 | Fannie Mae-Aces Series 2021-M11 | 1.507% | 3/25/31 | 1,900 | 1,503 | |
7,8 | Fannie Mae-Aces Series 2021-M13 | 1.656% | 4/25/31 | 215 | 175 | |
7,8 | Fannie Mae-Aces Series 2021-M13 | 1.680% | 3/25/33 | 200 | 157 | |
7,8 | Fannie Mae-Aces Series 2021-M19 | 1.797% | 10/25/31 | 1,250 | 1,022 | |
7,8 | Fannie Mae-Aces Series 2022-M1 | 1.725% | 10/25/31 | 1,500 | 1,199 | |
7,8 | Fannie Mae-Aces Series 2022-M1G | 1.583% | 9/25/31 | 325 | 261 | |
7,8 | Fannie Mae-Aces Series 2022-M3 | 1.764% | 11/25/31 | 450 | 359 | |
7,8 | Fannie Mae-Aces Series 2022-M4 | 2.290% | 5/25/30 | 750 | 652 | |
7,8 | Fannie Mae-Aces Series 2022-M8 | 2.001% | 12/25/31 | 725 | 596 | |
7,8 | Fannie Mae-Aces Series 2022-M10 | 2.003% | 1/25/32 | 1,100 | 904 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K036 | 3.527% | 10/25/23 | 1,177 | 1,169 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K037 | 3.490% | 1/25/24 | 46 | 46 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K038 | 3.389% | 3/25/24 | 1,258 | 1,240 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 2.683% | 12/25/23 | 8 | 8 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K039 | 3.303% | 7/25/24 | 850 | 832 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 2.768% | 4/25/24 | 51 | 50 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K040 | 3.241% | 9/25/24 | 1,025 | 998 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K041 | 3.171% | 10/25/24 | 1,000 | 971 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.267% | 6/25/24 | 32 | 31 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K042 | 2.670% | 12/25/24 | 2,375 | 2,286 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 2.532% | 10/25/23 | 13 | 13 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K043 | 3.062% | 12/25/24 | 600 | 580 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K045 | 3.023% | 1/25/25 | 609 | 588 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K046 | 3.205% | 3/25/25 | 650 | 628 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 2.827% | 12/25/24 | 30 | 30 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K047 | 3.329% | 5/25/25 | 525 | 507 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K048 | 3.284% | 6/25/25 | 1,025 | 989 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K049 | 3.010% | 7/25/25 | 450 | 431 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K050 | 3.334% | 8/25/25 | 750 | 722 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K052 | 3.151% | 11/25/25 | 450 | 431 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K053 | 2.995% | 12/25/25 | 275 | 262 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K054 | 2.745% | 1/25/26 | 700 | 663 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K055 | 2.673% | 3/25/26 | 1,000 | 943 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K056 | 2.525% | 5/25/26 | 575 | 539 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K057 | 2.570% | 7/25/26 | 1,025 | 961 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K058 | 2.653% | 8/25/26 | 500 | 469 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K059 | 3.120% | 9/25/26 | 800 | 760 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K060 | 3.300% | 10/25/26 | 1,000 | 954 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K061 | 3.347% | 11/25/26 | 2,000 | 1,911 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K062 | 3.413% | 12/25/26 | 2,400 | 2,295 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K063 | 3.430% | 1/25/27 | 1,775 | 1,698 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K064 | 3.224% | 3/25/27 | 1,300 | 1,234 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K065 | 3.243% | 4/25/27 | 915 | 868 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K066 | 3.117% | 6/25/27 | 600 | 566 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K067 | 3.194% | 7/25/27 | 875 | 827 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K068 | 3.244% | 8/25/27 | 500 | 473 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K069 | 3.187% | 9/25/27 | 875 | 826 | |
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 | 909 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K072 | 3.444% | 12/25/27 | 450 | 429 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K073 | 3.350% | 1/25/28 | 500 | 474 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K074 | 3.600% | 1/25/28 | 1,000 | 958 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K075 | 3.650% | 2/25/28 | 675 | 648 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K076 | 3.900% | 4/25/28 | 2,575 | 2,500 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K078 | 3.854% | 6/25/28 | 500 | 484 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K079 | 3.926% | 6/25/28 | 1,000 | 971 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.736% | 4/25/28 | 250 | 242 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K080 | 3.926% | 7/25/28 | 800 | 777 | |
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 | 3,341 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K084 | 3.780% | 10/25/28 | 2,400 | 2,309 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K085 | 4.060% | 10/25/28 | 1,025 | 999 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K087 | 3.591% | 10/25/27 | 81 | 78 | |
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 | 452 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K090 | 3.422% | 2/25/29 | 900 | 849 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K091 | 3.505% | 3/25/29 | 300 | 284 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K092 | 3.298% | 4/25/29 | 975 | 913 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K093 | 2.982% | 5/25/29 | 1,650 | 1,520 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K094 | 2.903% | 6/25/29 | 1,150 | 1,053 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K095 | 2.785% | 6/25/29 | 1,150 | 1,046 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K096 | 2.519% | 7/25/29 | 1,000 | 894 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K098 | 2.425% | 8/25/29 | 1,850 | 1,641 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K099 | 2.595% | 9/25/29 | 850 | 761 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K101 | 2.524% | 10/25/29 | 1,500 | 1,334 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K102 | 2.537% | 10/25/29 | 1,400 | 1,246 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K103 | 2.651% | 11/25/29 | 1,100 | 984 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K104 | 2.253% | 1/25/30 | 1,835 | 1,600 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K105 | 1.872% | 1/25/30 | 990 | 841 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K108 | 1.517% | 3/25/30 | 600 | 497 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K109 | 1.558% | 4/25/30 | 1,000 | 828 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K110 | 1.477% | 4/25/30 | 225 | 185 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K111 | 1.350% | 5/25/30 | 550 | 448 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K113 | 1.341% | 6/25/30 | 500 | 406 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K114 | 1.366% | 6/25/30 | 700 | 568 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K116 | 1.378% | 7/25/30 | 1,250 | 1,014 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K117 | 1.406% | 8/25/30 | 1,200 | 973 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K118 | 1.493% | 9/25/30 | 1,600 | 1,304 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K120 | 1.500% | 10/25/30 | 1,100 | 894 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 0.995% | 8/25/30 | 117 | 98 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K121 | 1.547% | 10/25/30 | 700 | 571 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 0.863% | 5/25/30 | 47 | 41 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K122 | 1.521% | 11/25/30 | 700 | 569 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K123 | 1.621% | 12/25/30 | 2,150 | 1,758 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K124 | 1.658% | 12/25/30 | 1,225 | 1,003 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K125 | 1.846% | 1/25/31 | 875 | 726 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K126 | 2.074% | 1/25/31 | 1,075 | 908 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K127 | 2.108% | 1/25/31 | 600 | 507 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K128 | 2.020% | 3/25/31 | 1,115 | 937 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.342% | 9/25/30 | 222 | 187 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K129 | 1.914% | 5/25/31 | 1,800 | 1,496 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K130 | 1.723% | 6/25/31 | 700 | 572 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K131 | 1.853% | 7/25/31 | 5,750 | 4,738 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K132 | 2.023% | 8/25/31 | 500 | 416 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K133 | 2.096% | 9/25/31 | 900 | 752 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 1.714% | 7/25/31 | 98 | 84 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K134 | 2.243% | 10/25/31 | 850 | 718 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K135 | 2.154% | 10/25/31 | 550 | 461 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K138 | 2.476% | 1/25/32 | 725 | 622 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K140 | 2.250% | 1/25/32 | 550 | 463 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.350% | 3/25/32 | 2,050 | 1,735 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K143 | 2.711% | 4/25/55 | 99 | 90 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K148 | 3.500% | 7/25/32 | 500 | 463 | |
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 | 1,488 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K153 | 3.117% | 10/25/31 | 900 | 811 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.424% | 4/25/32 | 250 | 234 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K154 | 3.459% | 11/25/32 | 400 | 369 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 11/25/32 | 400 | 379 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K155 | 3.750% | 4/25/33 | 850 | 802 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K156 | 4.430% | 4/25/60 | 400 | 398 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 5/25/33 | 275 | 266 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 4.200% | 5/25/33 | 850 | 832 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K157 | 3.990% | 8/25/33 | 375 | 359 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K158 | 3.900% | 12/25/30 | 300 | 288 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K159 | 3.950% | 11/25/30 | 300 | 290 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K723 | 2.454% | 8/25/23 | 245 | 244 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K724 | 3.062% | 11/25/23 | 824 | 817 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K725 | 3.002% | 1/25/24 | 1,161 | 1,145 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K726 | 2.905% | 4/25/24 | 547 | 536 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K727 | 2.946% | 7/25/24 | 1,283 | 1,252 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K728 | 3.064% | 8/25/24 | 1,135 | 1,106 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K729 | 3.136% | 10/25/24 | 2,000 | 1,943 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K730 | 3.590% | 1/25/25 | 1,149 | 1,119 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K731 | 3.600% | 2/25/25 | 910 | 884 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K732 | 3.700% | 5/25/25 | 976 | 949 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K734 | 3.208% | 2/25/26 | 1,565 | 1,498 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K735 | 2.862% | 5/25/26 | 1,974 | 1,868 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K737 | 2.525% | 10/25/26 | 1,700 | 1,584 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K739 | 1.336% | 9/25/27 | 1,850 | 1,626 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K741 | 1.603% | 12/25/27 | 1,725 | 1,517 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K742 | 1.760% | 3/25/28 | 850 | 750 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K743 | 1.770% | 5/25/28 | 550 | 483 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K744 | 1.712% | 7/25/28 | 418 | 366 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K745 | 1.657% | 8/25/28 | 1,100 | 954 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K746 | 2.031% | 9/25/28 | 725 | 640 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K747 | 2.050% | 11/25/28 | 650 | 572 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K749 | 2.120% | 4/25/29 | 125 | 109 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K751 | 4.412% | 3/25/30 | 650 | 644 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.718% | 1/25/31 | 300 | 285 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1510 | 3.794% | 1/25/34 | 2,135 | 2,017 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.470% | 3/25/31 | 375 | 351 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1511 | 3.542% | 3/25/34 | 950 | 876 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1513 | 2.797% | 8/25/34 | 2,295 | 1,928 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1514 | 2.859% | 10/25/34 | 950 | 810 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1515 | 1.940% | 2/25/35 | 625 | 482 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1516 | 1.721% | 5/25/35 | 875 | 628 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1517 | 1.716% | 7/25/35 | 1,250 | 929 | |
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 | 819 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.007% | 7/25/35 | 247 | 206 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1520 | 2.438% | 2/25/36 | 875 | 683 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1521 | 2.184% | 8/25/36 | 700 | 525 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series K-1522 | 2.361% | 10/25/36 | 675 | 522 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series KC02 | 3.370% | 7/25/25 | 726 | 699 | |
7,8 | FHLMC Multifamily Structured Pass-Through Certificates Series KW01 | 2.853% | 1/25/26 | 800 | 762 | |
7 | Ford Credit Auto Lease Trust Series 2021-B | 0.370% | 10/15/24 | 272 | 271 | |
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 Lease Trust Series 2023-A | 4.940% | 3/15/26 | 300 | 297 | |
7 | Ford Credit Auto Lease Trust Series 2023-A | 4.830% | 5/15/26 | 75 | 74 | |
7 | Ford Credit Auto Owner Trust Series 2020-A | 1.040% | 8/15/24 | 1 | 1 | |
7 | Ford Credit Auto Owner Trust Series 2020-B | 0.560% | 10/15/24 | 27 | 27 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Ford Credit Auto Owner Trust Series 2020-B | 0.790% | 11/15/25 | 125 | 122 | |
7 | Ford Credit Auto Owner Trust Series 2020-C | 0.410% | 7/15/25 | 113 | 111 | |
7 | Ford Credit Auto Owner Trust Series 2020-C | 0.510% | 8/15/26 | 125 | 117 | |
7 | Ford Credit Auto Owner Trust Series 2021-A | 0.300% | 8/15/25 | 313 | 304 | |
7 | Ford Credit Auto Owner Trust Series 2021-A | 0.490% | 9/15/26 | 235 | 219 | |
7 | Ford Credit Auto Owner Trust Series 2022-A | 1.290% | 6/15/26 | 225 | 216 | |
7 | Ford Credit Auto Owner Trust Series 2022-A | 1.560% | 5/15/27 | 50 | 46 | |
7 | Ford Credit Auto Owner Trust Series 2022-B | 3.740% | 9/15/26 | 300 | 293 | |
7 | Ford Credit Auto Owner Trust Series 2022-B | 3.930% | 8/15/27 | 100 | 97 | |
7 | Ford Credit Auto Owner Trust Series 2022-C | 4.480% | 12/15/26 | 475 | 467 | |
7 | Ford Credit Auto Owner Trust Series 2022-C | 4.590% | 12/15/27 | 325 | 320 | |
7 | Ford Credit Auto Owner Trust Series 2023-A | 4.650% | 2/15/28 | 175 | 173 | |
7 | Ford Credit Auto Owner Trust Series 2023-A | 4.560% | 12/15/28 | 75 | 74 | |
7 | Ford Credit Auto Owner Trust Series 2023-B | 5.230% | 5/15/28 | 250 | 249 | |
7 | Ford Credit Auto Owner Trust Series 2023-B | 5.060% | 2/15/29 | 50 | 50 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2018-4 | 4.060% | 11/15/30 | 700 | 662 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2019-2 | 3.060% | 4/15/26 | 775 | 758 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2019-4 | 2.440% | 9/15/26 | 765 | 735 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2020-1 | 0.700% | 9/15/25 | 1,065 | 1,055 | |
7 | Ford Credit Floorplan Master Owner Trust A Series 2020-2 | 1.060% | 9/15/27 | 675 | 612 | |
7 | GM Financial Automobile Leasing Trust Series 2021-1 | 0.540% | 2/20/25 | 42 | 42 | |
7 | GM Financial Automobile Leasing Trust Series 2021-2 | 0.410% | 5/20/25 | 75 | 74 | |
7 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.390% | 10/21/24 | 345 | 340 | |
7 | GM Financial Automobile Leasing Trust Series 2021-3 | 0.500% | 7/21/25 | 100 | 97 | |
7 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.900% | 3/20/25 | 825 | 809 | |
7 | GM Financial Automobile Leasing Trust Series 2022-1 | 1.960% | 2/20/26 | 200 | 193 | |
7 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.420% | 6/20/25 | 375 | 368 | |
7 | GM Financial Automobile Leasing Trust Series 2022-2 | 3.540% | 5/20/26 | 125 | 122 | |
7 | GM Financial Automobile Leasing Trust Series 2022-2 | 4.020% | 5/20/26 | 50 | 48 | |
7 | GM Financial Automobile Leasing Trust Series 2022-3 | 4.010% | 9/22/25 | 375 | 369 | |
7 | GM Financial Automobile Leasing Trust Series 2022-3 | 4.110% | 8/20/26 | 150 | 147 | |
7 | GM Financial Automobile Leasing Trust Series 2023-1 | 5.160% | 4/20/26 | 150 | 149 | |
7 | GM Financial Automobile Leasing Trust Series 2023-1 | 5.160% | 1/20/27 | 175 | 173 | |
7 | GM Financial Automobile Leasing Trust Series 2023-1 | 5.510% | 1/20/27 | 75 | 74 | |
7 | GM Financial Automobile Leasing Trust Series 2023-2 | 5.050% | 7/20/26 | 200 | 198 | |
7 | GM Financial Automobile Leasing Trust Series 2023-2 | 5.090% | 5/20/27 | 25 | 25 | |
7 | GM Financial Automobile Leasing Trust Series 2023-2 | 5.540% | 5/20/27 | 75 | 74 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-1 | 1.900% | 3/17/25 | 103 | 102 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-3 | 0.450% | 4/16/25 | 30 | 29 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.380% | 8/18/25 | 154 | 151 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2020-4 | 0.500% | 2/17/26 | 65 | 62 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.350% | 10/16/25 | 151 | 147 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-1 | 0.540% | 5/17/27 | 1,390 | 1,297 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-2 | 0.510% | 4/16/26 | 156 | 151 | |
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 | 355 | 341 | |
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 | 263 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2021-4 | 0.990% | 10/18/27 | 100 | 90 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-1 | 1.260% | 11/16/26 | 200 | 191 | |
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 | 266 | |
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 | 146 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-3 | 3.710% | 12/16/27 | 100 | 95 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.820% | 8/16/27 | 575 | 568 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2022-4 | 4.880% | 8/16/28 | 100 | 99 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | 4.660% | 2/16/28 | 200 | 197 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | 4.590% | 7/17/28 | 50 | 49 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | 4.470% | 2/16/28 | 300 | 295 | |
7 | GM Financial Consumer Automobile Receivables Trust Series 2023-2 | 4.430% | 10/16/28 | 275 | 269 | |
7 | GS Mortgage Securities Trust Series 2013-GC14 | 4.243% | 8/10/46 | 722 | 708 | |
7 | GS Mortgage Securities Trust Series 2013-GC16 | 3.813% | 11/10/46 | 4 | 4 | |
7 | GS Mortgage Securities Trust Series 2013-GC16 | 4.271% | 11/10/46 | 353 | 352 | |
7 | GS Mortgage Securities Trust Series 2014-GC18 | 4.074% | 1/10/47 | 1,025 | 1,011 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | GS Mortgage Securities Trust Series 2014-GC18 | 4.383% | 1/10/47 | 275 | 269 | |
7 | GS Mortgage Securities Trust Series 2014-GC22 | 3.862% | 6/10/47 | 150 | 145 | |
7 | GS Mortgage Securities Trust Series 2014-GC24 | 3.931% | 9/10/47 | 475 | 458 | |
7 | GS Mortgage Securities Trust Series 2014-GC24 | 4.636% | 9/10/47 | 125 | 107 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.365% | 11/10/47 | 63 | 62 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.629% | 11/10/47 | 800 | 765 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 3.964% | 11/10/47 | 125 | 116 | |
7 | GS Mortgage Securities Trust Series 2014-GC26 | 4.215% | 11/10/47 | 125 | 105 | |
7 | GS Mortgage Securities Trust Series 2015-GC28 | 3.396% | 2/10/48 | 500 | 480 | |
7 | GS Mortgage Securities Trust Series 2015-GC30 | 3.382% | 5/10/50 | 450 | 425 | |
7 | GS Mortgage Securities Trust Series 2015-GC32 | 3.513% | 7/10/48 | 173 | 167 | |
7 | GS Mortgage Securities Trust Series 2015-GC32 | 3.764% | 7/10/48 | 175 | 166 | |
7 | GS Mortgage Securities Trust Series 2015-GC34 | 3.278% | 10/10/48 | 183 | 177 | |
7 | GS Mortgage Securities Trust Series 2015-GC34 | 3.506% | 10/10/48 | 400 | 375 | |
7 | GS Mortgage Securities Trust Series 2016-GS2 | 3.050% | 5/10/49 | 300 | 277 | |
7 | GS Mortgage Securities Trust Series 2016-GS3 | 2.850% | 10/10/49 | 775 | 702 | |
7 | GS Mortgage Securities Trust Series 2016-GS4 | 3.442% | 11/10/49 | 275 | 252 | |
7 | GS Mortgage Securities Trust Series 2016-GS4 | 3.645% | 11/10/49 | 200 | 182 | |
7 | GS Mortgage Securities Trust Series 2017-GS5 | 3.674% | 3/10/50 | 625 | 566 | |
7 | GS Mortgage Securities Trust Series 2017-GS5 | 3.826% | 3/10/50 | 250 | 211 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 3.433% | 5/10/50 | 700 | 634 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 3.638% | 5/10/50 | 100 | 86 | |
7 | GS Mortgage Securities Trust Series 2017-GS6 | 4.322% | 5/10/50 | 30 | 22 | |
7 | GS Mortgage Securities Trust Series 2017-GS7 | 3.430% | 8/10/50 | 983 | 855 | |
7 | GS Mortgage Securities Trust Series 2017-GS7 | 3.663% | 8/10/50 | 262 | 222 | |
7 | GS Mortgage Securities Trust Series 2017-GS8 | 3.205% | 11/10/50 | 200 | 179 | |
7 | GS Mortgage Securities Trust Series 2019-GC39 | 3.567% | 5/10/52 | 400 | 355 | |
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 | 480 | |
7 | GS Mortgage Securities Trust Series 2019-GC42 | 3.001% | 9/10/52 | 1,125 | 971 | |
7 | GS Mortgage Securities Trust Series 2019-GC42 | 3.212% | 9/10/52 | 275 | 218 | |
7 | GS Mortgage Securities Trust Series 2019-GSA1 | 3.048% | 11/10/52 | 500 | 428 | |
7 | GS Mortgage Securities Trust Series 2020-GC45 | 2.911% | 2/13/53 | 525 | 449 | |
7 | GS Mortgage Securities Trust Series 2020-GC45 | 3.173% | 2/13/53 | 150 | 124 | |
7 | GS Mortgage Securities Trust Series 2020-GC47 | 2.377% | 5/12/53 | 250 | 203 | |
7 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.012% | 12/12/53 | 475 | 371 | |
7 | GS Mortgage Securities Trust Series 2020-GSA2 | 2.224% | 12/12/53 | 75 | 56 | |
7 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.560% | 11/16/26 | 463 | 448 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Harley-Davidson Motorcycle Trust Series 2021-B | 0.820% | 5/15/29 | 125 | 116 | |
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 | 72 | |
7 | Harley-Davidson Motorcycle Trust Series 2023-A | 5.050% | 12/15/27 | 275 | 273 | |
7 | Harley-Davidson Motorcycle Trust Series 2023-A | 4.970% | 6/17/30 | 275 | 274 | |
7 | Honda Auto Receivables Owner Trust Series 2020-1 | 1.630% | 10/21/26 | 70 | 70 | |
7 | Honda Auto Receivables Owner Trust Series 2020-3 | 0.460% | 4/19/27 | 75 | 73 | |
7 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.270% | 4/21/25 | 172 | 168 | |
7 | Honda Auto Receivables Owner Trust Series 2021-1 | 0.420% | 1/21/28 | 185 | 175 | |
7 | Honda Auto Receivables Owner Trust Series 2021-2 | 0.330% | 8/15/25 | 340 | 331 | |
7 | Honda Auto Receivables Owner Trust Series 2021-3 | 0.410% | 11/18/25 | 250 | 241 | |
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 | 385 | |
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 | 191 | |
7 | Honda Auto Receivables Owner Trust Series 2022-1 | 2.040% | 12/15/28 | 75 | 70 | |
7 | Honda Auto Receivables Owner Trust Series 2022-2 | 3.730% | 7/20/26 | 200 | 195 | |
7 | Honda Auto Receivables Owner Trust Series 2022-2 | 3.760% | 12/18/28 | 75 | 72 | |
7 | Honda Auto Receivables Owner Trust Series 2023-1 | 5.040% | 4/21/27 | 175 | 174 | |
7 | Honda Auto Receivables Owner Trust Series 2023-1 | 4.970% | 6/21/29 | 75 | 75 | |
7 | Honda Auto Receivables Owner Trust Series 2023-2 | 4.930% | 11/15/27 | 175 | 174 | |
7 | Honda Auto Receivables Owner Trust Series 2023-2 | 4.910% | 9/17/29 | 50 | 50 | |
7 | Hyundai Auto Receivables Trust Series 2019-B | 2.000% | 4/15/25 | 16 | 16 | |
7 | Hyundai Auto Receivables Trust Series 2020-A | 1.410% | 11/15/24 | 7 | 7 | |
7 | Hyundai Auto Receivables Trust Series 2020-B | 0.480% | 12/16/24 | 13 | 13 | |
7 | Hyundai Auto Receivables Trust Series 2020-B | 0.620% | 12/15/25 | 75 | 73 | |
7 | Hyundai Auto Receivables Trust Series 2020-C | 0.380% | 5/15/25 | 70 | 69 | |
7 | Hyundai Auto Receivables Trust Series 2020-C | 0.490% | 11/16/26 | 50 | 47 | |
7 | Hyundai Auto Receivables Trust Series 2021-A | 0.380% | 9/15/25 | 89 | 87 | |
7 | Hyundai Auto Receivables Trust Series 2021-A | 0.620% | 5/17/27 | 75 | 70 | |
7 | Hyundai Auto Receivables Trust Series 2021-C | 0.740% | 5/15/26 | 225 | 216 | |
7 | Hyundai Auto Receivables Trust Series 2021-C | 1.030% | 12/15/27 | 100 | 91 | |
7 | Hyundai Auto Receivables Trust Series 2023-A | 4.580% | 4/15/27 | 350 | 345 | |
7 | Hyundai Auto Receivables Trust Series 2023-A | 4.480% | 7/17/28 | 100 | 98 | |
7 | John Deere Owner Trust Series 2021-B | 0.520% | 3/16/26 | 346 | 331 | |
7 | John Deere Owner Trust Series 2022-C | 5.090% | 6/15/27 | 750 | 743 | |
7 | John Deere Owner Trust Series 2022-C | 5.200% | 9/17/29 | 175 | 175 | |
7 | John Deere Owner Trust Series 2023-A | 5.010% | 11/15/27 | 225 | 223 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | John Deere Owner Trust Series 2023-A | 5.010% | 12/17/29 | 75 | 75 | |
7 | John Deere Owner Trust Series 2023-B | 5.180% | 3/15/28 | 250 | 249 | |
7 | John Deere Owner Trust Series 2023-B | 5.110% | 5/15/30 | 75 | 75 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.674% | 12/15/46 | 3 | 3 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 3.881% | 12/15/46 | 3 | 3 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-C16 | 4.166% | 12/15/46 | 300 | 298 | |
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 | 5.117% | 12/15/46 | 150 | 149 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2013-LC11 | 3.499% | 4/15/46 | 175 | 153 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2014-C20 | 3.805% | 7/15/47 | 250 | 243 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2015-JP1 | 3.914% | 1/15/49 | 325 | 306 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP3 | 2.870% | 8/15/49 | 975 | 879 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.648% | 12/15/49 | 400 | 371 | |
7 | JP Morgan Chase Commercial Mortgage Securities Trust Series 2016-JP4 | 3.870% | 12/15/49 | 325 | 286 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C14 | 4.409% | 8/15/46 | 35 | 34 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 3.659% | 11/15/45 | 1 | 1 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C15 | 4.131% | 11/15/45 | 117 | 116 | |
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 | 15 | 15 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.199% | 1/15/47 | 625 | 618 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 4.458% | 1/15/47 | 125 | 121 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2013-C17 | 5.048% | 1/15/47 | 188 | 168 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.079% | 2/15/47 | 774 | 761 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.439% | 2/15/47 | 93 | 91 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C18 | 4.893% | 2/15/47 | 113 | 103 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 3.997% | 4/15/47 | 171 | 167 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C19 | 4.243% | 4/15/47 | 175 | 170 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C21 | 3.428% | 8/15/47 | 19 | 19 | |
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 | 71 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 3.801% | 9/15/47 | 650 | 623 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C22 | 4.110% | 9/15/47 | 175 | 159 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 3.934% | 9/15/47 | 319 | 308 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C23 | 4.202% | 9/15/47 | 188 | 180 | |
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 | 286 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 3.672% | 11/15/47 | 750 | 719 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C25 | 4.065% | 11/15/47 | 200 | 184 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.494% | 1/15/48 | 360 | 343 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.800% | 1/15/48 | 200 | 188 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2014-C26 | 3.951% | 1/15/48 | 200 | 164 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C27 | 3.017% | 2/15/48 | 131 | 128 | |
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 | 471 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C28 | 3.532% | 10/15/48 | 100 | 94 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.304% | 5/15/48 | 73 | 72 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C29 | 3.611% | 5/15/48 | 350 | 331 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.559% | 7/15/48 | 140 | 137 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 3.822% | 7/15/48 | 425 | 398 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C30 | 4.226% | 7/15/48 | 200 | 178 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.540% | 8/15/48 | 88 | 85 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C31 | 3.801% | 8/15/48 | 385 | 366 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.358% | 11/15/48 | 173 | 167 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | 3.598% | 11/15/48 | 425 | 397 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2015-C33 | 3.770% | 12/15/48 | 300 | 284 | |
7 | JPMBB Commercial Mortgage Securities Trust Series 2016-C1 | 3.316% | 3/17/49 | 157 | 151 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | 3.723% | 3/15/50 | 1,250 | 1,150 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.490% | 7/15/50 | 250 | 226 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | 3.744% | 7/15/50 | 400 | 345 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR4 | 4.029% | 3/10/52 | 1,400 | 1,268 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.386% | 6/13/52 | 850 | 744 | |
7 | JPMCC Commercial Mortgage Securities Trust Series 2019-COR5 | 3.669% | 6/13/52 | 75 | 62 | |
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 | 133 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2016-C4 | 3.141% | 12/15/49 | 100 | 89 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.694% | 3/15/50 | 2,000 | 1,844 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C5 | 3.858% | 3/15/50 | 425 | 374 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.409% | 10/15/50 | 275 | 250 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | 3.713% | 10/15/50 | 175 | 155 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.211% | 6/15/51 | 1,000 | 944 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | 4.421% | 6/15/51 | 125 | 112 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2019-COR6 | 3.057% | 11/13/52 | 1,250 | 1,023 | |
7 | JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 | 2.180% | 5/13/53 | 250 | 199 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-A | 0.320% | 10/15/26 | 74 | 74 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.400% | 11/15/24 | 151 | 149 | |
7 | Mercedes-Benz Auto Lease Trust Series 2021-B | 0.510% | 3/15/27 | 100 | 97 | |
7 | Mercedes-Benz Auto Lease Trust Series 2023-A | 4.740% | 1/15/27 | 400 | 394 | |
7 | Mercedes-Benz Auto Lease Trust Series 2023-A | 4.710% | 2/15/29 | 200 | 197 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2020-1 | 0.770% | 10/15/26 | 30 | 29 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.460% | 6/15/26 | 279 | 269 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2021-1 | 0.730% | 12/15/27 | 50 | 45 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2023-1 | 4.510% | 11/15/27 | 325 | 320 | |
7 | Mercedes-Benz Auto Receivables Trust Series 2023-1 | 4.310% | 4/16/29 | 50 | 49 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C11 | 4.284% | 8/15/46 | 240 | 239 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.039% | 11/15/46 | 300 | 297 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C13 | 4.898% | 11/15/46 | 150 | 148 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 4.064% | 2/15/47 | 275 | 271 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C14 | 5.037% | 2/15/47 | 150 | 147 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.477% | 6/15/47 | 10 | 10 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 3.892% | 6/15/47 | 325 | 318 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C16 | 4.439% | 6/15/47 | 125 | 110 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 3.923% | 10/15/47 | 100 | 96 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C18 | 4.575% | 10/15/47 | 125 | 116 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19 | 3.326% | 12/15/47 | 57 | 55 | |
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 | 48 | 47 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C20 | 3.249% | 2/15/48 | 725 | 686 | |
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 | 126 | 122 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.306% | 4/15/48 | 325 | 307 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C22 | 3.883% | 4/15/48 | 200 | 186 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.398% | 7/15/50 | 52 | 51 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C23 | 3.719% | 7/15/50 | 450 | 428 | |
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 | 181 | 175 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C25 | 3.635% | 10/15/48 | 350 | 330 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.323% | 10/15/48 | 121 | 117 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C26 | 3.531% | 10/15/48 | 800 | 752 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.557% | 12/15/47 | 86 | 83 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2015-C27 | 3.753% | 12/15/47 | 250 | 236 | |
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 | 115 | 111 |
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 | 742 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C30 | 2.860% | 9/15/49 | 800 | 724 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C31 | 3.102% | 11/15/49 | 950 | 862 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.720% | 12/15/49 | 800 | 742 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2016-C32 | 3.994% | 12/15/49 | 325 | 298 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C33 | 3.599% | 5/15/50 | 1,000 | 921 | |
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 | 365 | |
7 | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | 3.536% | 11/15/52 | 575 | 519 | |
7 | Morgan Stanley Capital I Series 2017-HR2 | 3.587% | 12/15/50 | 225 | 205 | |
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 | 367 | |
7 | Morgan Stanley Capital I Trust Series 2016-BNK2 | 3.282% | 11/15/49 | 317 | 275 | |
7 | Morgan Stanley Capital I Trust Series 2016-UB11 | 2.782% | 8/15/49 | 800 | 735 | |
7 | Morgan Stanley Capital I Trust Series 2016-UB12 | 3.596% | 12/15/49 | 825 | 761 | |
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 | 503 | |
7 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.417% | 6/15/52 | 1,050 | 932 | |
7 | Morgan Stanley Capital I Trust Series 2019-H6 | 3.700% | 6/15/52 | 125 | 108 | |
7 | Morgan Stanley Capital I Trust Series 2019-H7 | 3.261% | 7/15/52 | 200 | 175 | |
7 | Morgan Stanley Capital I Trust Series 2019-L2 | 3.806% | 3/15/52 | 250 | 231 | |
7 | Morgan Stanley Capital I Trust Series 2019-L2 | 4.071% | 3/15/52 | 625 | 578 | |
7 | Morgan Stanley Capital I Trust Series 2019-L3 | 3.127% | 11/15/52 | 775 | 670 | |
7 | Morgan Stanley Capital I Trust Series 2020-HR8 | 2.041% | 7/15/53 | 300 | 240 | |
7 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.698% | 2/15/53 | 750 | 628 | |
7 | Morgan Stanley Capital I Trust Series 2020-L4 | 2.880% | 2/15/53 | 115 | 91 | |
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 | 3.921% | 4/15/55 | 750 | 663 | |
7 | MSWF Commercial Mortgage Trust Series 2023-1 | 5.752% | 5/15/56 | 325 | 333 | |
7 | MSWF Commercial Mortgage Trust Series 2023-1 | 6.199% | 5/15/56 | 200 | 202 | |
7 | Nissan Auto Lease Trust Series 2021-A | 0.520% | 8/15/24 | 176 | 175 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Nissan Auto Lease Trust Series 2021-A | 0.650% | 7/15/26 | 100 | 98 | |
7 | Nissan Auto Lease Trust Series 2022-A | 3.870% | 7/15/27 | 100 | 98 | |
7 | Nissan Auto Lease Trust Series 2023-A | 4.910% | 1/15/26 | 225 | 223 | |
7 | Nissan Auto Lease Trust Series 2023-A | 4.800% | 7/15/27 | 75 | 74 | |
7 | Nissan Auto Lease Trust Series 2023-B | 5.690% | 7/15/26 | 150 | 150 | |
7 | Nissan Auto Lease Trust Series 2023-B | 5.610% | 11/15/27 | 50 | 50 | |
7 | Nissan Auto Receivables Owner Trust Series 2019-C | 1.950% | 5/15/26 | 114 | 113 | |
7 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.550% | 7/15/24 | 1 | 1 | |
7 | Nissan Auto Receivables Owner Trust Series 2020-B | 0.710% | 2/16/27 | 50 | 49 | |
7 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.330% | 10/15/25 | 358 | 348 | |
7 | Nissan Auto Receivables Owner Trust Series 2021-A | 0.570% | 9/15/27 | 225 | 206 | |
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 | 139 | |
7 | Nissan Auto Receivables Owner Trust Series 2022-B | 4.460% | 5/17/27 | 300 | 295 | |
7 | Nissan Auto Receivables Owner Trust Series 2022-B | 4.450% | 11/15/29 | 100 | 98 | |
7 | Nissan Auto Receivables Owner Trust Series 2023-A | 4.910% | 11/15/27 | 525 | 520 | |
7 | Nissan Auto Receivables Owner Trust Series 2023-A | 4.850% | 6/17/30 | 50 | 49 | |
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 | 208 | |
7 | Santander Drive Auto Receivables Trust Series 2021-1 | 0.750% | 2/17/26 | 58 | 58 | |
7 | Santander Drive Auto Receivables Trust Series 2021-2 | 1.350% | 7/15/27 | 275 | 260 | |
7 | Santander Drive Auto Receivables Trust Series 2021-3 | 0.950% | 9/15/27 | 173 | 170 | |
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 | 261 | 258 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.260% | 2/16/27 | 225 | 217 | |
7 | Santander Drive Auto Receivables Trust Series 2021-4 | 1.670% | 10/15/27 | 100 | 92 | |
7 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.360% | 8/17/26 | 300 | 294 | |
7 | Santander Drive Auto Receivables Trust Series 2022-1 | 2.560% | 4/17/28 | 150 | 142 | |
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 | 189 | |
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 | 97 | |
7 | Santander Drive Auto Receivables Trust Series 2023-1 | 4.880% | 4/15/27 | 700 | 691 | |
7 | Santander Drive Auto Receivables Trust Series 2023-1 | 4.980% | 2/15/28 | 100 | 98 | |
7 | Santander Drive Auto Receivables Trust Series 2023-1 | 5.090% | 5/15/30 | 100 | 98 | |
7 | Santander Drive Auto Receivables Trust Series 2023-2 | 5.210% | 7/15/27 | 100 | 99 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Santander Drive Auto Receivables Trust Series 2023-2 | 5.240% | 5/15/28 | 75 | 74 | |
7 | Santander Drive Auto Receivables Trust Series 2023-2 | 5.470% | 12/16/30 | 75 | 74 | |
7 | Synchrony Card Funding LLC Series 2022-A1 | 3.370% | 4/15/28 | 925 | 892 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-A | 1.680% | 5/15/25 | 172 | 170 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-B | 1.360% | 8/15/24 | 3 | 3 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-C | 0.440% | 10/15/24 | 20 | 20 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.350% | 1/15/25 | 60 | 59 | |
7 | Toyota Auto Receivables Owner Trust Series 2020-D | 0.470% | 1/15/26 | 50 | 48 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.260% | 5/15/25 | 101 | 99 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-A | 0.390% | 6/15/26 | 100 | 94 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.260% | 11/17/25 | 1,002 | 971 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-B | 0.530% | 10/15/26 | 175 | 162 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.430% | 1/15/26 | 480 | 462 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-C | 0.720% | 1/15/27 | 125 | 114 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-D | 0.710% | 4/15/26 | 250 | 240 | |
7 | Toyota Auto Receivables Owner Trust Series 2021-D | 1.020% | 3/15/27 | 100 | 91 | |
7 | Toyota Auto Receivables Owner Trust Series 2022-B | 2.930% | 9/15/26 | 350 | 338 | |
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 | 72 | |
7 | Toyota Auto Receivables Owner Trust Series 2023-A | 4.630% | 9/15/27 | 225 | 222 | |
7 | Toyota Auto Receivables Owner Trust Series 2023-A | 4.420% | 8/15/28 | 100 | 98 | |
7 | Toyota Auto Receivables Owner Trust Series 2023-B | 4.710% | 2/15/28 | 250 | 247 | |
7 | Toyota Auto Receivables Owner Trust Series 2023-B | 4.660% | 9/15/28 | 100 | 99 | |
7 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.460% | 6/15/50 | 800 | 729 | |
7 | UBS Commercial Mortgage Trust Series 2017-C1 | 3.724% | 6/15/50 | 350 | 315 | |
7 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.487% | 8/15/50 | 600 | 541 | |
7 | UBS Commercial Mortgage Trust Series 2017-C2 | 3.740% | 8/15/50 | 150 | 129 | |
7 | UBS Commercial Mortgage Trust Series 2017-C3 | 3.426% | 8/15/50 | 725 | 660 | |
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 | 399 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.563% | 10/15/50 | 600 | 553 | |
7 | UBS Commercial Mortgage Trust Series 2017-C4 | 3.836% | 10/15/50 | 262 | 234 | |
7 | UBS Commercial Mortgage Trust Series 2017-C5 | 3.474% | 11/15/50 | 400 | 356 | |
7 | UBS Commercial Mortgage Trust Series 2017-C7 | 3.679% | 12/15/50 | 600 | 536 | |
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 | 480 | 439 | |
7 | UBS Commercial Mortgage Trust Series 2018-C8 | 3.983% | 2/15/51 | 200 | 181 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
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 | 1,113 | |
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 | 138 | |
7 | UBS Commercial Mortgage Trust Series 2018-C12 | 4.296% | 8/15/51 | 475 | 439 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.208% | 10/15/51 | 90 | 89 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.334% | 10/15/51 | 600 | 560 | |
7 | UBS Commercial Mortgage Trust Series 2018-C13 | 4.585% | 10/15/51 | 100 | 91 | |
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 | 356 | |
7 | UBS Commercial Mortgage Trust Series 2019-C16 | 3.887% | 4/15/52 | 125 | 109 | |
7 | UBS Commercial Mortgage Trust Series 2019-C17 | 2.921% | 10/15/52 | 450 | 386 | |
7 | UBS Commercial Mortgage Trust Series 2019-C18 | 3.035% | 12/15/52 | 275 | 237 | |
7 | Verizon Master Trust Series 2021-1 | 0.500% | 5/20/27 | 2,500 | 2,387 | |
7 | Verizon Master Trust Series 2021-2 | 0.990% | 4/20/28 | 1,550 | 1,459 | |
7 | Verizon Master Trust Series 2022-2 | 1.530% | 7/20/28 | 625 | 587 | |
7 | Verizon Master Trust Series 2022-4 | 3.400% | 11/20/28 | 900 | 867 | |
7 | Verizon Master Trust Series 2022-6 | 3.670% | 1/22/29 | 525 | 509 | |
7 | Verizon Master Trust Series 2023-1 | 4.490% | 1/22/29 | 875 | 859 | |
7 | Verizon Master Trust Series 2023-2 | 4.890% | 4/13/28 | 350 | 347 | |
7 | Verizon Master Trust Series 2023-4 | 5.160% | 6/20/29 | 740 | 738 | |
7 | Verizon Owner Trust Series 2020-C | 0.410% | 4/21/25 | 250 | 247 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2020-1 | 0.980% | 11/20/24 | 10 | 10 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.020% | 6/22/26 | 547 | 527 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2021-1 | 1.260% | 10/20/28 | 100 | 92 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | 5.020% | 6/20/28 | 200 | 199 | |
7 | Volkswagen Auto Loan Enhanced Trust Series 2023-1 | 5.010% | 1/22/30 | 50 | 50 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | 3.477% | 8/15/50 | 17 | 16 | |
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 | 382 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2014-LC18 | 3.808% | 12/15/47 | 200 | 188 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 2.991% | 2/15/48 | 122 | 119 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.166% | 2/15/48 | 200 | 190 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C26 | 3.580% | 2/15/48 | 175 | 165 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C27 | 3.190% | 2/15/48 | 575 | 551 | |
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 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.400% | 6/15/48 | 90 | 88 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C29 | 3.637% | 6/15/48 | 625 | 593 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-C30 | 3.664% | 9/15/58 | 225 | 213 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC20 | 2.978% | 4/15/50 | 36 | 35 | |
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 | 182 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | 3.571% | 9/15/58 | 74 | 72 | |
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 | 214 | |
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 | 23 | 23 | |
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 | 165 | 159 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-P2 | 3.809% | 12/15/48 | 200 | 189 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2015-SG1 | 3.789% | 9/15/48 | 747 | 709 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 | 2.652% | 8/15/49 | 525 | 470 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.324% | 1/15/59 | 108 | 105 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C32 | 3.560% | 1/15/59 | 475 | 447 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C33 | 3.426% | 3/15/59 | 315 | 294 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C34 | 3.096% | 6/15/49 | 325 | 299 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C36 | 2.807% | 11/15/59 | 144 | 133 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-C37 | 3.794% | 12/15/49 | 325 | 304 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.825% | 10/15/49 | 205 | 195 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2016-LC24 | 2.942% | 10/15/49 | 614 | 561 | |
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 | 195 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.453% | 7/15/50 | 854 | 782 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C38 | 3.665% | 7/15/50 | 242 | 212 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.418% | 9/15/50 | 725 | 660 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | 3.702% | 9/15/50 | 400 | 347 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.317% | 10/15/50 | 400 | 367 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | 3.581% | 10/15/50 | 600 | 550 | |
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 | 910 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-RB1 | 3.635% | 3/15/50 | 1,200 | 1,082 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | 3.631% | 1/15/60 | 1,200 | 1,112 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.012% | 3/15/51 | 1,200 | 1,114 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | 4.152% | 3/15/51 | 200 | 178 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C44 | 4.212% | 5/15/51 | 775 | 725 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | 4.184% | 6/15/51 | 1,000 | 936 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | 4.152% | 8/15/51 | 475 | 445 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | 4.442% | 9/15/61 | 1,075 | 1,017 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | 4.302% | 1/15/52 | 500 | 469 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C49 | 4.023% | 3/15/52 | 975 | 901 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C50 | 3.729% | 5/15/52 | 700 | 633 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C51 | 3.311% | 6/15/52 | 780 | 680 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 2.892% | 8/15/52 | 200 | 172 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C52 | 3.143% | 8/15/52 | 350 | 278 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C53 | 3.040% | 10/15/52 | 750 | 648 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2019-C54 | 3.146% | 12/15/52 | 450 | 391 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C55 | 2.725% | 2/15/53 | 975 | 820 | |
7 | Wells Fargo Commercial Mortgage Trust Series 2020-C56 | 2.448% | 6/15/53 | 135 | 111 | |
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 | 326 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C14 | 3.488% | 6/15/46 | 71 | 67 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C15 | 4.358% | 8/15/46 | 160 | 150 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.415% | 9/15/46 | 135 | 134 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C16 | 4.668% | 9/15/46 | 290 | 282 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 3.558% | 12/15/46 | 2 | 2 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.023% | 12/15/46 | 100 | 99 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.255% | 12/15/46 | 100 | 99 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C17 | 4.788% | 12/15/46 | 100 | 98 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.162% | 12/15/46 | 1,436 | 1,417 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.387% | 12/15/46 | 50 | 49 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-C18 | 4.996% | 12/15/46 | 75 | 73 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 4.079% | 3/15/46 | 150 | 150 | |
7 | WFRBS Commercial Mortgage Trust Series 2013-UBS1 | 5.195% | 3/15/46 | 50 | 49 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 3.618% | 3/15/47 | 6 | 6 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.101% | 3/15/47 | 175 | 172 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C19 | 4.723% | 3/15/47 | 50 | 46 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C20 | 3.638% | 5/15/47 | 15 | 15 | |
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 | 207 | 202 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C21 | 3.678% | 8/15/47 | 425 | 411 | |
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 | 90 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-C23 | 3.636% | 10/15/57 | 58 | 57 | |
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 | 18 | 18 | |
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.045% | 3/15/47 | 725 | 717 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | WFRBS Commercial Mortgage Trust Series 2014-LC14 | 4.351% | 3/15/47 | 300 | 294 | |
7 | World Omni Auto Receivables Trust Series 2019-C | 1.960% | 12/16/24 | 8 | 8 | |
7 | World Omni Auto Receivables Trust Series 2020-B | 0.630% | 5/15/25 | 38 | 37 | |
7 | World Omni Auto Receivables Trust Series 2020-B | 0.820% | 1/15/26 | 50 | 48 | |
7 | World Omni Auto Receivables Trust Series 2020-C | 0.480% | 11/17/25 | 76 | 74 | |
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 | 109 | 106 | |
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 | 257 | 247 | |
7 | World Omni Auto Receivables Trust Series 2021-C | 0.440% | 8/17/26 | 298 | 286 | |
7 | World Omni Auto Receivables Trust Series 2021-C | 0.640% | 9/15/27 | 150 | 137 | |
7 | World Omni Auto Receivables Trust Series 2021-D | 0.810% | 10/15/26 | 375 | 360 | |
7 | World Omni Auto Receivables Trust Series 2021-D | 1.100% | 11/15/27 | 250 | 228 | |
7 | World Omni Auto Receivables Trust Series 2022-A | 1.660% | 5/17/27 | 375 | 358 | |
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 | 120 | |
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 | 95 | |
7 | World Omni Auto Receivables Trust Series 2023-A | 4.830% | 5/15/28 | 400 | 395 | |
7 | World Omni Auto Receivables Trust Series 2023-A | 4.660% | 5/15/29 | 100 | 98 | |
7 | World Omni Auto Receivables Trust Series 2023-B | 4.660% | 5/15/28 | 275 | 272 | |
7 | World Omni Auto Receivables Trust Series 2023-B | 4.680% | 5/15/29 | 275 | 269 | |
7 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.420% | 8/15/24 | 129 | 128 | |
7 | World Omni Automobile Lease Securitization Trust Series 2021-A | 0.500% | 11/16/26 | 75 | 73 | |
7 | World Omni Automobile Lease Securitization Trust Series 2023-A | 5.070% | 9/15/26 | 225 | 223 | |
7 | World Omni Automobile Lease Securitization Trust Series 2023-A | 5.040% | 7/17/28 | 50 | 50 | |
7 | World Omni Select Auto Trust Series 2021-A | 0.530% | 3/15/27 | 108 | 105 | |
7 | World Omni Select Auto Trust Series 2023-A | 5.650% | 7/17/28 | 350 | 351 | |
7 | World Omni Select Auto Trust Series 2023-A | 6.000% | 1/16/29 | 175 | 174 | |
Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $549,570) | 496,000 | |||||
Corporate Bonds (10.1%) | ||||||
Communications (0.9%) | ||||||
Activision Blizzard Inc. | 3.400% | 9/15/26 | 1,047 | 998 | ||
Activision Blizzard Inc. | 1.350% | 9/15/30 | 1,000 | 800 | ||
Activision Blizzard Inc. | 4.500% | 6/15/47 | 325 | 299 | ||
Activision Blizzard Inc. | 2.500% | 9/15/50 | 1,400 | 899 | ||
Alphabet Inc. | 0.450% | 8/15/25 | 800 | 732 | ||
Alphabet Inc. | 1.998% | 8/15/26 | 1,600 | 1,481 | ||
Alphabet Inc. | 0.800% | 8/15/27 | 900 | 779 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alphabet Inc. | 1.100% | 8/15/30 | 1,000 | 809 | ||
Alphabet Inc. | 1.900% | 8/15/40 | 1,000 | 688 | ||
Alphabet Inc. | 2.050% | 8/15/50 | 2,000 | 1,249 | ||
Alphabet Inc. | 2.250% | 8/15/60 | 1,600 | 972 | ||
America Movil SAB de CV | 3.625% | 4/22/29 | 700 | 641 | ||
America Movil SAB de CV | 2.875% | 5/7/30 | 700 | 609 | ||
America Movil SAB de CV | 4.700% | 7/21/32 | 1,000 | 964 | ||
America Movil SAB de CV | 6.375% | 3/1/35 | 800 | 876 | ||
America Movil SAB de CV | 6.125% | 11/15/37 | 300 | 320 | ||
America Movil SAB de CV | 6.125% | 3/30/40 | 1,500 | 1,597 | ||
America Movil SAB de CV | 4.375% | 7/16/42 | 950 | 835 | ||
America Movil SAB de CV | 4.375% | 4/22/49 | 1,000 | 871 | ||
AT&T Inc. | 3.875% | 1/15/26 | 2,000 | 1,933 | ||
AT&T Inc. | 5.539% | 2/20/26 | 1,250 | 1,250 | ||
AT&T Inc. | 1.700% | 3/25/26 | 3,000 | 2,733 | ||
AT&T Inc. | 3.800% | 2/15/27 | 1,820 | 1,739 | ||
AT&T Inc. | 1.650% | 2/1/28 | 2,750 | 2,366 | ||
7 | AT&T Inc. | 4.100% | 2/15/28 | 952 | 912 | |
AT&T Inc. | 4.350% | 3/1/29 | 2,700 | 2,593 | ||
7 | AT&T Inc. | 4.300% | 2/15/30 | 2,249 | 2,135 | |
AT&T Inc. | 2.750% | 6/1/31 | 2,600 | 2,194 | ||
AT&T Inc. | 2.250% | 2/1/32 | 2,000 | 1,590 | ||
AT&T Inc. | 2.550% | 12/1/33 | 3,118 | 2,440 | ||
AT&T Inc. | 4.500% | 5/15/35 | 2,230 | 2,049 | ||
AT&T Inc. | 4.900% | 8/15/37 | 1,405 | 1,318 | ||
AT&T Inc. | 4.850% | 3/1/39 | 1,000 | 921 | ||
AT&T Inc. | 3.500% | 6/1/41 | 3,650 | 2,804 | ||
AT&T Inc. | 4.300% | 12/15/42 | 1,523 | 1,293 | ||
AT&T Inc. | 4.350% | 6/15/45 | 1,137 | 953 | ||
AT&T Inc. | 4.750% | 5/15/46 | 1,909 | 1,686 | ||
7 | AT&T Inc. | 5.150% | 11/15/46 | 742 | 691 | |
AT&T Inc. | 4.500% | 3/9/48 | 1,900 | 1,608 | ||
AT&T Inc. | 4.550% | 3/9/49 | 1,424 | 1,208 | ||
AT&T Inc. | 3.650% | 6/1/51 | 3,385 | 2,484 | ||
AT&T Inc. | 3.500% | 9/15/53 | 7,406 | 5,243 | ||
AT&T Inc. | 3.550% | 9/15/55 | 7,751 | 5,426 | ||
AT&T Inc. | 3.800% | 12/1/57 | 5,253 | 3,800 | ||
AT&T Inc. | 3.650% | 9/15/59 | 4,249 | 2,956 | ||
AT&T Inc. | 3.850% | 6/1/60 | 1,155 | 838 | ||
Baidu Inc. | 3.075% | 4/7/25 | 200 | 191 | ||
Baidu Inc. | 1.720% | 4/9/26 | 500 | 452 | ||
Baidu Inc. | 3.625% | 7/6/27 | 325 | 305 | ||
Baidu Inc. | 4.375% | 3/29/28 | 400 | 383 | ||
Baidu Inc. | 4.875% | 11/14/28 | 750 | 733 | ||
Baidu Inc. | 3.425% | 4/7/30 | 700 | 628 | ||
Baidu Inc. | 2.375% | 8/23/31 | 650 | 528 | ||
Bell Telephone Co. of Canada or Bell Canada | 5.100% | 5/11/33 | 4,300 | 4,250 | ||
7 | Bell Telephone Co. of Canada or Bell Canada | 3.650% | 3/17/51 | 500 | 380 | |
7 | Bell Telephone Co. of Canada or Bell Canada | 3.200% | 2/15/52 | 400 | 276 | |
Booking Holdings Inc. | 3.650% | 3/15/25 | 400 | 388 | ||
Booking Holdings Inc. | 3.600% | 6/1/26 | 755 | 728 | ||
Booking Holdings Inc. | 3.550% | 3/15/28 | 650 | 611 | ||
British Telecommunications plc | 5.125% | 12/4/28 | 250 | 245 | ||
British Telecommunications plc | 9.625% | 12/15/30 | 2,300 | 2,822 | ||
Charter Communications Operating LLC | 4.908% | 7/23/25 | 3,500 | 3,432 | ||
Charter Communications Operating LLC | 3.750% | 2/15/28 | 1,380 | 1,267 | ||
Charter Communications Operating LLC | 4.200% | 3/15/28 | 1,000 | 938 | ||
Charter Communications Operating LLC | 2.250% | 1/15/29 | 1,000 | 833 | ||
Charter Communications Operating LLC | 5.050% | 3/30/29 | 1,300 | 1,240 | ||
Charter Communications Operating LLC | 2.800% | 4/1/31 | 1,415 | 1,140 | ||
Charter Communications Operating LLC | 2.300% | 2/1/32 | 800 | 605 | ||
Charter Communications Operating LLC | 4.400% | 4/1/33 | 900 | 790 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charter Communications Operating LLC | 6.384% | 10/23/35 | 1,964 | 1,917 | ||
Charter Communications Operating LLC | 5.375% | 4/1/38 | 800 | 681 | ||
Charter Communications Operating LLC | 3.500% | 6/1/41 | 250 | 169 | ||
Charter Communications Operating LLC | 3.500% | 3/1/42 | 250 | 167 | ||
Charter Communications Operating LLC | 6.484% | 10/23/45 | 2,760 | 2,599 | ||
Charter Communications Operating LLC | 5.375% | 5/1/47 | 2,350 | 1,942 | ||
Charter Communications Operating LLC | 5.750% | 4/1/48 | 1,550 | 1,326 | ||
Charter Communications Operating LLC | 5.125% | 7/1/49 | 750 | 588 | ||
Charter Communications Operating LLC | 4.800% | 3/1/50 | 2,000 | 1,505 | ||
Charter Communications Operating LLC | 3.700% | 4/1/51 | 1,845 | 1,171 | ||
Charter Communications Operating LLC | 3.900% | 6/1/52 | 2,150 | 1,401 | ||
Charter Communications Operating LLC | 5.250% | 4/1/53 | 1,000 | 807 | ||
Charter Communications Operating LLC | 6.834% | 10/23/55 | 425 | 401 | ||
Charter Communications Operating LLC | 3.850% | 4/1/61 | 1,300 | 790 | ||
Charter Communications Operating LLC | 4.400% | 12/1/61 | 1,300 | 874 | ||
Charter Communications Operating LLC | 3.950% | 6/30/62 | 1,250 | 770 | ||
Charter Communications Operating LLC | 5.500% | 4/1/63 | 900 | 722 | ||
Comcast Corp. | 3.375% | 8/15/25 | 955 | 922 | ||
Comcast Corp. | 3.950% | 10/15/25 | 3,089 | 3,010 | ||
Comcast Corp. | 3.150% | 3/1/26 | 2,000 | 1,917 | ||
Comcast Corp. | 2.350% | 1/15/27 | 1,930 | 1,774 | ||
Comcast Corp. | 3.300% | 2/1/27 | 1,375 | 1,305 | ||
Comcast Corp. | 3.300% | 4/1/27 | 1,250 | 1,182 | ||
Comcast Corp. | 3.150% | 2/15/28 | 1,381 | 1,289 | ||
Comcast Corp. | 4.150% | 10/15/28 | 4,000 | 3,876 | ||
Comcast Corp. | 4.550% | 1/15/29 | 816 | 802 | ||
Comcast Corp. | 2.650% | 2/1/30 | 1,050 | 919 | ||
Comcast Corp. | 3.400% | 4/1/30 | 1,375 | 1,264 | ||
Comcast Corp. | 4.250% | 10/15/30 | 1,200 | 1,156 | ||
Comcast Corp. | 1.950% | 1/15/31 | 1,300 | 1,063 | ||
Comcast Corp. | 1.500% | 2/15/31 | 3,400 | 2,706 | ||
Comcast Corp. | 4.250% | 1/15/33 | 1,275 | 1,212 | ||
Comcast Corp. | 7.050% | 3/15/33 | 1,025 | 1,182 | ||
Comcast Corp. | 4.800% | 5/15/33 | 803 | 795 | ||
Comcast Corp. | 4.400% | 8/15/35 | 1,000 | 942 | ||
Comcast Corp. | 6.500% | 11/15/35 | 71 | 80 | ||
Comcast Corp. | 3.200% | 7/15/36 | 700 | 575 | ||
Comcast Corp. | 6.450% | 3/15/37 | 1,350 | 1,485 | ||
Comcast Corp. | 3.900% | 3/1/38 | 1,225 | 1,064 | ||
Comcast Corp. | 4.600% | 10/15/38 | 2,300 | 2,144 | ||
Comcast Corp. | 3.250% | 11/1/39 | 575 | 456 | ||
Comcast Corp. | 3.750% | 4/1/40 | 1,350 | 1,137 | ||
Comcast Corp. | 4.650% | 7/15/42 | 565 | 521 | ||
Comcast Corp. | 4.600% | 8/15/45 | 1,291 | 1,173 | ||
Comcast Corp. | 3.400% | 7/15/46 | 3,200 | 2,428 | ||
Comcast Corp. | 4.000% | 8/15/47 | 1,700 | 1,418 | ||
Comcast Corp. | 3.969% | 11/1/47 | 1,871 | 1,554 | ||
Comcast Corp. | 4.000% | 3/1/48 | 922 | 769 | ||
Comcast Corp. | 3.999% | 11/1/49 | 1,803 | 1,497 | ||
Comcast Corp. | 3.450% | 2/1/50 | 1,400 | 1,069 | ||
Comcast Corp. | 2.800% | 1/15/51 | 1,575 | 1,042 | ||
Comcast Corp. | 2.887% | 11/1/51 | 3,731 | 2,502 | ||
Comcast Corp. | 4.049% | 11/1/52 | 1,317 | 1,095 | ||
Comcast Corp. | 5.350% | 5/15/53 | 1,305 | 1,327 | ||
Comcast Corp. | 2.937% | 11/1/56 | 4,888 | 3,184 | ||
Comcast Corp. | 4.950% | 10/15/58 | 1,150 | 1,106 | ||
Comcast Corp. | 2.650% | 8/15/62 | 1,000 | 595 | ||
Comcast Corp. | 2.987% | 11/1/63 | 2,184 | 1,384 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Comcast Corp. | 5.500% | 5/15/64 | 1,142 | 1,157 | ||
Deutsche Telekom International Finance BV | 8.750% | 6/15/30 | 3,450 | 4,133 | ||
Discovery Communications LLC | 3.900% | 11/15/24 | 534 | 518 | ||
Discovery Communications LLC | 3.450% | 3/15/25 | 1,350 | 1,292 | ||
Discovery Communications LLC | 3.950% | 6/15/25 | 576 | 554 | ||
Discovery Communications LLC | 4.900% | 3/11/26 | 550 | 539 | ||
Discovery Communications LLC | 3.950% | 3/20/28 | 1,609 | 1,498 | ||
Discovery Communications LLC | 4.125% | 5/15/29 | 500 | 458 | ||
Discovery Communications LLC | 3.625% | 5/15/30 | 930 | 815 | ||
Discovery Communications LLC | 5.000% | 9/20/37 | 530 | 453 | ||
Discovery Communications LLC | 6.350% | 6/1/40 | 1,155 | 1,128 | ||
Discovery Communications LLC | 4.875% | 4/1/43 | 700 | 565 | ||
Discovery Communications LLC | 5.200% | 9/20/47 | 1,130 | 931 | ||
Discovery Communications LLC | 5.300% | 5/15/49 | 689 | 572 | ||
Discovery Communications LLC | 4.650% | 5/15/50 | 900 | 684 | ||
Electronic Arts Inc. | 4.800% | 3/1/26 | 275 | 272 | ||
Electronic Arts Inc. | 1.850% | 2/15/31 | 500 | 404 | ||
Electronic Arts Inc. | 2.950% | 2/15/51 | 800 | 542 | ||
Expedia Group Inc. | 5.000% | 2/15/26 | 1,600 | 1,579 | ||
Expedia Group Inc. | 4.625% | 8/1/27 | 900 | 873 | ||
Expedia Group Inc. | 3.800% | 2/15/28 | 1,500 | 1,404 | ||
Expedia Group Inc. | 3.250% | 2/15/30 | 1,025 | 892 | ||
Expedia Group Inc. | 2.950% | 3/15/31 | 270 | 228 | ||
FactSet Research Systems Inc. | 3.450% | 3/1/32 | 500 | 427 | ||
Fox Corp. | 3.050% | 4/7/25 | 240 | 230 | ||
Fox Corp. | 4.709% | 1/25/29 | 1,000 | 972 | ||
Fox Corp. | 3.500% | 4/8/30 | 560 | 504 | ||
Fox Corp. | 5.476% | 1/25/39 | 950 | 888 | ||
Fox Corp. | 5.576% | 1/25/49 | 1,500 | 1,403 | ||
Grupo Televisa SAB | 4.625% | 1/30/26 | 550 | 533 | ||
Grupo Televisa SAB | 8.500% | 3/11/32 | 50 | 59 | ||
Grupo Televisa SAB | 6.625% | 1/15/40 | 500 | 519 | ||
Grupo Televisa SAB | 5.000% | 5/13/45 | 1,240 | 1,069 | ||
Grupo Televisa SAB | 6.125% | 1/31/46 | 350 | 347 | ||
Grupo Televisa SAB | 5.250% | 5/24/49 | 600 | 539 | ||
Interpublic Group of Cos. Inc. | 4.200% | 4/15/24 | 176 | 173 | ||
Interpublic Group of Cos. Inc. | 4.750% | 3/30/30 | 400 | 388 | ||
Interpublic Group of Cos. Inc. | 3.375% | 3/1/41 | 500 | 365 | ||
Interpublic Group of Cos. Inc. | 5.400% | 10/1/48 | 850 | 795 | ||
Koninklijke KPN NV | 8.375% | 10/1/30 | 500 | 577 | ||
Meta Platforms Inc. | 3.500% | 8/15/27 | 1,000 | 949 | ||
Meta Platforms Inc. | 4.600% | 5/15/28 | 1,225 | 1,212 | ||
Meta Platforms Inc. | 4.800% | 5/15/30 | 816 | 815 | ||
Meta Platforms Inc. | 3.850% | 8/15/32 | 2,400 | 2,229 | ||
Meta Platforms Inc. | 4.950% | 5/15/33 | 1,500 | 1,498 | ||
Meta Platforms Inc. | 4.450% | 8/15/52 | 2,000 | 1,742 | ||
Meta Platforms Inc. | 5.600% | 5/15/53 | 2,039 | 2,094 | ||
Meta Platforms Inc. | 4.650% | 8/15/62 | 1,000 | 878 | ||
Meta Platforms Inc. | 5.750% | 5/15/63 | 1,427 | 1,475 | ||
NBCUniversal Media LLC | 4.450% | 1/15/43 | 1,450 | 1,301 | ||
Netflix Inc. | 4.375% | 11/15/26 | 1,339 | 1,309 | ||
Netflix Inc. | 4.875% | 4/15/28 | 1,937 | 1,916 | ||
Netflix Inc. | 5.875% | 11/15/28 | 1,026 | 1,064 | ||
Netflix Inc. | 6.375% | 5/15/29 | 322 | 341 | ||
11 | Netflix Inc. | 4.875% | 6/15/30 | 875 | 862 | |
Omnicom Group Inc. | 3.650% | 11/1/24 | 650 | 632 | ||
Omnicom Group Inc. | 3.600% | 4/15/26 | 1,150 | 1,105 | ||
Omnicom Group Inc. | 2.450% | 4/30/30 | 620 | 520 | ||
Omnicom Group Inc. | 4.200% | 6/1/30 | 400 | 375 | ||
Omnicom Group Inc. | 2.600% | 8/1/31 | 750 | 622 | ||
Orange SA | 9.000% | 3/1/31 | 2,260 | 2,777 | ||
Orange SA | 5.375% | 1/13/42 | 700 | 696 | ||
Orange SA | 5.500% | 2/6/44 | 600 | 608 | ||
Paramount Global | 4.750% | 5/15/25 | 440 | 430 | ||
Paramount Global | 4.000% | 1/15/26 | 500 | 476 | ||
Paramount Global | 2.900% | 1/15/27 | 1,133 | 1,019 | ||
Paramount Global | 3.375% | 2/15/28 | 1,425 | 1,267 | ||
Paramount Global | 3.700% | 6/1/28 | 400 | 356 | ||
Paramount Global | 4.950% | 1/15/31 | 800 | 723 | ||
Paramount Global | 4.200% | 5/19/32 | 1,000 | 838 | ||
Paramount Global | 6.875% | 4/30/36 | 1,100 | 1,070 | ||
Paramount Global | 5.900% | 10/15/40 | 300 | 260 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Paramount Global | 4.850% | 7/1/42 | 375 | 279 | ||
Paramount Global | 4.375% | 3/15/43 | 987 | 698 | ||
Paramount Global | 5.850% | 9/1/43 | 975 | 832 | ||
Paramount Global | 5.250% | 4/1/44 | 500 | 380 | ||
Paramount Global | 4.900% | 8/15/44 | 500 | 370 | ||
Paramount Global | 4.600% | 1/15/45 | 600 | 427 | ||
Paramount Global | 4.950% | 5/19/50 | 850 | 637 | ||
11 | Rogers Communications Inc. | 2.950% | 3/15/25 | 900 | 856 | |
Rogers Communications Inc. | 3.625% | 12/15/25 | 475 | 449 | ||
11 | Rogers Communications Inc. | 3.200% | 3/15/27 | 800 | 744 | |
11 | Rogers Communications Inc. | 3.800% | 3/15/32 | 1,900 | 1,661 | |
11 | Rogers Communications Inc. | 4.500% | 3/15/42 | 700 | 581 | |
Rogers Communications Inc. | 4.500% | 3/15/43 | 540 | 448 | ||
Rogers Communications Inc. | 5.000% | 3/15/44 | 500 | 443 | ||
Rogers Communications Inc. | 4.350% | 5/1/49 | 1,100 | 874 | ||
11 | Rogers Communications Inc. | 4.550% | 3/15/52 | 1,800 | 1,455 | |
Sprint Capital Corp. | 6.875% | 11/15/28 | 1,109 | 1,176 | ||
Sprint Capital Corp. | 8.750% | 3/15/32 | 2,198 | 2,657 | ||
Sprint LLC | 7.625% | 2/15/25 | 1,060 | 1,082 | ||
Take-Two Interactive Software Inc. | 3.550% | 4/14/25 | 500 | 482 | ||
Take-Two Interactive Software Inc. | 5.000% | 3/28/26 | 590 | 584 | ||
Take-Two Interactive Software Inc. | 3.700% | 4/14/27 | 500 | 474 | ||
Take-Two Interactive Software Inc. | 4.950% | 3/28/28 | 580 | 574 | ||
Take-Two Interactive Software Inc. | 4.000% | 4/14/32 | 500 | 458 | ||
Telefonica Emisiones SA | 4.103% | 3/8/27 | 1,675 | 1,607 | ||
Telefonica Emisiones SA | 7.045% | 6/20/36 | 335 | 366 | ||
Telefonica Emisiones SA | 4.665% | 3/6/38 | 1,600 | 1,357 | ||
Telefonica Emisiones SA | 5.213% | 3/8/47 | 2,500 | 2,176 | ||
Telefonica Emisiones SA | 4.895% | 3/6/48 | 1,200 | 1,004 | ||
Telefonica Emisiones SA | 5.520% | 3/1/49 | 1,000 | 902 | ||
Telefonica Europe BV | 8.250% | 9/15/30 | 1,580 | 1,825 | ||
TELUS Corp. | 2.800% | 2/16/27 | 500 | 462 | ||
TELUS Corp. | 3.400% | 5/13/32 | 350 | 300 | ||
TELUS Corp. | 4.300% | 6/15/49 | 500 | 407 | ||
Tencent Music Entertainment Group | 2.000% | 9/3/30 | 400 | 315 | ||
Thomson Reuters Corp. | 3.350% | 5/15/26 | 400 | 380 | ||
Thomson Reuters Corp. | 5.500% | 8/15/35 | 350 | 346 | ||
Thomson Reuters Corp. | 5.850% | 4/15/40 | 400 | 397 | ||
Time Warner Cable Enterprises LLC | 8.375% | 7/15/33 | 1,150 | 1,267 | ||
Time Warner Cable LLC | 7.300% | 7/1/38 | 1,585 | 1,616 | ||
Time Warner Cable LLC | 6.750% | 6/15/39 | 1,850 | 1,777 | ||
Time Warner Cable LLC | 5.875% | 11/15/40 | 1,150 | 1,017 | ||
Time Warner Cable LLC | 5.500% | 9/1/41 | 975 | 815 | ||
Time Warner Cable LLC | 4.500% | 9/15/42 | 1,230 | 918 | ||
T-Mobile USA Inc. | 3.500% | 4/15/25 | 2,150 | 2,069 | ||
T-Mobile USA Inc. | 1.500% | 2/15/26 | 1,300 | 1,175 | ||
T-Mobile USA Inc. | 2.250% | 2/15/26 | 482 | 444 | ||
T-Mobile USA Inc. | 2.625% | 4/15/26 | 502 | 465 | ||
T-Mobile USA Inc. | 3.750% | 4/15/27 | 4,500 | 4,263 | ||
T-Mobile USA Inc. | 5.375% | 4/15/27 | 335 | 333 | ||
T-Mobile USA Inc. | 4.750% | 2/1/28 | 1,020 | 991 | ||
T-Mobile USA Inc. | 2.050% | 2/15/28 | 2,000 | 1,737 | ||
T-Mobile USA Inc. | 4.950% | 3/15/28 | 314 | 309 | ||
T-Mobile USA Inc. | 4.800% | 7/15/28 | 1,000 | 982 | ||
T-Mobile USA Inc. | 2.625% | 2/15/29 | 670 | 582 | ||
T-Mobile USA Inc. | 2.400% | 3/15/29 | 275 | 236 | ||
T-Mobile USA Inc. | 3.375% | 4/15/29 | 1,135 | 1,021 | ||
T-Mobile USA Inc. | 3.875% | 4/15/30 | 6,175 | 5,692 | ||
T-Mobile USA Inc. | 2.550% | 2/15/31 | 2,100 | 1,745 | ||
T-Mobile USA Inc. | 2.875% | 2/15/31 | 893 | 757 | ||
T-Mobile USA Inc. | 3.500% | 4/15/31 | 1,865 | 1,645 | ||
T-Mobile USA Inc. | 2.250% | 11/15/31 | 900 | 720 | ||
T-Mobile USA Inc. | 2.700% | 3/15/32 | 925 | 766 | ||
T-Mobile USA Inc. | 5.200% | 1/15/33 | 660 | 656 | ||
T-Mobile USA Inc. | 5.050% | 7/15/33 | 2,120 | 2,082 | ||
T-Mobile USA Inc. | 4.375% | 4/15/40 | 2,500 | 2,213 | ||
T-Mobile USA Inc. | 3.000% | 2/15/41 | 2,500 | 1,825 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
T-Mobile USA Inc. | 4.500% | 4/15/50 | 2,690 | 2,311 | ||
T-Mobile USA Inc. | 3.300% | 2/15/51 | 3,100 | 2,177 | ||
T-Mobile USA Inc. | 3.400% | 10/15/52 | 2,100 | 1,499 | ||
T-Mobile USA Inc. | 5.650% | 1/15/53 | 964 | 979 | ||
T-Mobile USA Inc. | 5.750% | 1/15/54 | 1,019 | 1,049 | ||
T-Mobile USA Inc. | 3.600% | 11/15/60 | 1,800 | 1,264 | ||
T-Mobile USA Inc. | 5.800% | 9/15/62 | 335 | 340 | ||
7 | TWDC Enterprises 18 Corp. | 3.150% | 9/17/25 | 600 | 576 | |
TWDC Enterprises 18 Corp. | 3.000% | 2/13/26 | 1,000 | 955 | ||
7 | TWDC Enterprises 18 Corp. | 1.850% | 7/30/26 | 1,415 | 1,292 | |
7 | TWDC Enterprises 18 Corp. | 7.000% | 3/1/32 | 50 | 57 | |
TWDC Enterprises 18 Corp. | 4.375% | 8/16/41 | 325 | 296 | ||
7 | TWDC Enterprises 18 Corp. | 4.125% | 12/1/41 | 485 | 426 | |
7 | TWDC Enterprises 18 Corp. | 3.700% | 12/1/42 | 400 | 330 | |
7 | TWDC Enterprises 18 Corp. | 3.000% | 7/30/46 | 400 | 287 | |
VeriSign Inc. | 2.700% | 6/15/31 | 700 | 583 | ||
Verizon Communications Inc. | 3.376% | 2/15/25 | 1,100 | 1,063 | ||
Verizon Communications Inc. | 0.850% | 11/20/25 | 1,525 | 1,376 | ||
Verizon Communications Inc. | 1.450% | 3/20/26 | 1,600 | 1,451 | ||
Verizon Communications Inc. | 2.625% | 8/15/26 | 1,537 | 1,429 | ||
Verizon Communications Inc. | 4.125% | 3/16/27 | 2,750 | 2,672 | ||
Verizon Communications Inc. | 3.000% | 3/22/27 | 1,100 | 1,028 | ||
Verizon Communications Inc. | 2.100% | 3/22/28 | 2,700 | 2,372 | ||
Verizon Communications Inc. | 4.329% | 9/21/28 | 3,607 | 3,476 | ||
Verizon Communications Inc. | 4.016% | 12/3/29 | 3,214 | 2,998 | ||
Verizon Communications Inc. | 3.150% | 3/22/30 | 1,290 | 1,147 | ||
Verizon Communications Inc. | 1.500% | 9/18/30 | 500 | 394 | ||
Verizon Communications Inc. | 1.680% | 10/30/30 | 4,176 | 3,302 | ||
Verizon Communications Inc. | 2.550% | 3/21/31 | 3,600 | 3,007 | ||
Verizon Communications Inc. | 2.355% | 3/15/32 | 3,950 | 3,177 | ||
Verizon Communications Inc. | 5.050% | 5/9/33 | 816 | 807 | ||
Verizon Communications Inc. | 4.500% | 8/10/33 | 1,775 | 1,674 | ||
Verizon Communications Inc. | 4.400% | 11/1/34 | 2,200 | 2,029 | ||
Verizon Communications Inc. | 4.272% | 1/15/36 | 1,754 | 1,584 | ||
Verizon Communications Inc. | 5.250% | 3/16/37 | 862 | 855 | ||
Verizon Communications Inc. | 4.812% | 3/15/39 | 1,675 | 1,567 | ||
Verizon Communications Inc. | 2.650% | 11/20/40 | 2,775 | 1,929 | ||
Verizon Communications Inc. | 3.400% | 3/22/41 | 3,400 | 2,623 | ||
Verizon Communications Inc. | 2.850% | 9/3/41 | 905 | 644 | ||
Verizon Communications Inc. | 4.750% | 11/1/41 | 500 | 460 | ||
Verizon Communications Inc. | 4.125% | 8/15/46 | 1,380 | 1,137 | ||
Verizon Communications Inc. | 4.862% | 8/21/46 | 1,830 | 1,677 | ||
Verizon Communications Inc. | 4.522% | 9/15/48 | 1,000 | 883 | ||
Verizon Communications Inc. | 4.000% | 3/22/50 | 1,200 | 975 | ||
Verizon Communications Inc. | 2.875% | 11/20/50 | 2,600 | 1,693 | ||
Verizon Communications Inc. | 3.550% | 3/22/51 | 3,750 | 2,800 | ||
Verizon Communications Inc. | 2.987% | 10/30/56 | 4,339 | 2,757 | ||
Verizon Communications Inc. | 3.000% | 11/20/60 | 1,500 | 939 | ||
Verizon Communications Inc. | 3.700% | 3/22/61 | 3,240 | 2,357 | ||
Vodafone Group plc | 4.125% | 5/30/25 | 2,619 | 2,556 | ||
Vodafone Group plc | 4.375% | 5/30/28 | 479 | 469 | ||
Vodafone Group plc | 7.875% | 2/15/30 | 625 | 716 | ||
Vodafone Group plc | 6.250% | 11/30/32 | 425 | 450 | ||
Vodafone Group plc | 6.150% | 2/27/37 | 1,200 | 1,257 | ||
Vodafone Group plc | 4.375% | 2/19/43 | 1,125 | 944 | ||
Vodafone Group plc | 4.875% | 6/19/49 | 1,250 | 1,108 | ||
Vodafone Group plc | 4.250% | 9/17/50 | 1,400 | 1,124 | ||
Vodafone Group plc | 5.625% | 2/10/53 | 549 | 539 | ||
Vodafone Group plc | 5.125% | 6/19/59 | 600 | 533 | ||
Walt Disney Co. | 1.750% | 8/30/24 | 2,175 | 2,084 | ||
Walt Disney Co. | 3.700% | 9/15/24 | 1,000 | 979 | ||
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 | 1,296 | ||
Walt Disney Co. | 3.375% | 11/15/26 | 281 | 267 | ||
Walt Disney Co. | 3.700% | 3/23/27 | 400 | 387 | ||
Walt Disney Co. | 2.200% | 1/13/28 | 850 | 769 | ||
Walt Disney Co. | 2.000% | 9/1/29 | 1,400 | 1,192 | ||
Walt Disney Co. | 3.800% | 3/22/30 | 1,085 | 1,026 | ||
Walt Disney Co. | 2.650% | 1/13/31 | 3,000 | 2,611 | ||
Walt Disney Co. | 6.550% | 3/15/33 | 392 | 437 | ||
Walt Disney Co. | 6.200% | 12/15/34 | 775 | 854 | ||
Walt Disney Co. | 6.400% | 12/15/35 | 1,728 | 1,943 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Walt Disney Co. | 6.150% | 3/1/37 | 800 | 863 | ||
Walt Disney Co. | 4.625% | 3/23/40 | 475 | 456 | ||
Walt Disney Co. | 3.500% | 5/13/40 | 2,700 | 2,227 | ||
Walt Disney Co. | 5.400% | 10/1/43 | 600 | 612 | ||
Walt Disney Co. | 4.750% | 9/15/44 | 690 | 654 | ||
Walt Disney Co. | 4.950% | 10/15/45 | 100 | 97 | ||
Walt Disney Co. | 2.750% | 9/1/49 | 2,000 | 1,354 | ||
Walt Disney Co. | 4.700% | 3/23/50 | 1,155 | 1,104 | ||
Walt Disney Co. | 3.600% | 1/13/51 | 2,000 | 1,592 | ||
Walt Disney Co. | 3.800% | 5/13/60 | 1,100 | 884 | ||
Warnermedia Holdings Inc. | 3.638% | 3/15/25 | 1,600 | 1,544 | ||
Warnermedia Holdings Inc. | 3.788% | 3/15/25 | 500 | 483 | ||
Warnermedia Holdings Inc. | 3.755% | 3/15/27 | 3,600 | 3,359 | ||
Warnermedia Holdings Inc. | 4.054% | 3/15/29 | 1,300 | 1,188 | ||
Warnermedia Holdings Inc. | 4.279% | 3/15/32 | 4,200 | 3,721 | ||
Warnermedia Holdings Inc. | 5.050% | 3/15/42 | 4,000 | 3,356 | ||
Warnermedia Holdings Inc. | 5.141% | 3/15/52 | 6,665 | 5,435 | ||
Warnermedia Holdings Inc. | 5.391% | 3/15/62 | 2,800 | 2,276 | ||
Weibo Corp. | 3.500% | 7/5/24 | 825 | 801 | ||
Weibo Corp. | 3.375% | 7/8/30 | 650 | 519 | ||
WPP Finance 2010 | 3.750% | 9/19/24 | 1,025 | 994 | ||
438,283 | ||||||
Consumer Discretionary (0.6%) | ||||||
Advance Auto Parts Inc. | 5.900% | 3/9/26 | 250 | 247 | ||
Advance Auto Parts Inc. | 3.900% | 4/15/30 | 700 | 601 | ||
Alibaba Group Holding Ltd. | 3.600% | 11/28/24 | 2,225 | 2,154 | ||
Alibaba Group Holding Ltd. | 3.400% | 12/6/27 | 2,335 | 2,169 | ||
Alibaba Group Holding Ltd. | 2.125% | 2/9/31 | 1,454 | 1,182 | ||
Alibaba Group Holding Ltd. | 4.500% | 11/28/34 | 600 | 552 | ||
Alibaba Group Holding Ltd. | 4.000% | 12/6/37 | 535 | 447 | ||
Alibaba Group Holding Ltd. | 2.700% | 2/9/41 | 850 | 570 | ||
Alibaba Group Holding Ltd. | 4.200% | 12/6/47 | 1,500 | 1,179 | ||
Alibaba Group Holding Ltd. | 3.150% | 2/9/51 | 1,325 | 857 | ||
Alibaba Group Holding Ltd. | 4.400% | 12/6/57 | 700 | 551 | ||
Alibaba Group Holding Ltd. | 3.250% | 2/9/61 | 900 | 555 | ||
Amazon.com Inc. | 4.700% | 11/29/24 | 500 | 497 | ||
Amazon.com Inc. | 3.000% | 4/13/25 | 1,000 | 965 | ||
Amazon.com Inc. | 0.800% | 6/3/25 | 1,000 | 925 | ||
Amazon.com Inc. | 4.600% | 12/1/25 | 500 | 496 | ||
Amazon.com Inc. | 5.200% | 12/3/25 | 875 | 878 | ||
Amazon.com Inc. | 1.000% | 5/12/26 | 2,500 | 2,248 | ||
Amazon.com Inc. | 3.300% | 4/13/27 | 2,250 | 2,145 | ||
Amazon.com Inc. | 1.200% | 6/3/27 | 2,200 | 1,931 | ||
Amazon.com Inc. | 3.150% | 8/22/27 | 1,550 | 1,459 | ||
Amazon.com Inc. | 4.550% | 12/1/27 | 2,000 | 1,987 | ||
Amazon.com Inc. | 1.650% | 5/12/28 | 2,125 | 1,857 | ||
Amazon.com Inc. | 3.450% | 4/13/29 | 1,750 | 1,648 | ||
Amazon.com Inc. | 2.100% | 5/12/31 | 4,000 | 3,362 | ||
Amazon.com Inc. | 3.600% | 4/13/32 | 1,750 | 1,631 | ||
Amazon.com Inc. | 4.700% | 12/1/32 | 2,500 | 2,519 | ||
Amazon.com Inc. | 4.800% | 12/5/34 | 975 | 996 | ||
Amazon.com Inc. | 3.875% | 8/22/37 | 2,890 | 2,639 | ||
Amazon.com Inc. | 2.875% | 5/12/41 | 2,150 | 1,659 | ||
Amazon.com Inc. | 4.950% | 12/5/44 | 1,025 | 1,037 | ||
Amazon.com Inc. | 4.050% | 8/22/47 | 3,400 | 3,047 | ||
Amazon.com Inc. | 2.500% | 6/3/50 | 1,798 | 1,194 | ||
Amazon.com Inc. | 3.100% | 5/12/51 | 3,025 | 2,254 | ||
Amazon.com Inc. | 3.950% | 4/13/52 | 1,750 | 1,522 | ||
Amazon.com Inc. | 4.250% | 8/22/57 | 1,085 | 979 | ||
Amazon.com Inc. | 2.700% | 6/3/60 | 1,795 | 1,153 | ||
Amazon.com Inc. | 3.250% | 5/12/61 | 1,500 | 1,086 | ||
Amazon.com Inc. | 4.100% | 4/13/62 | 500 | 432 | ||
7 | American Honda Finance Corp. | 0.550% | 7/12/24 | 500 | 475 | |
7 | American Honda Finance Corp. | 2.150% | 9/10/24 | 475 | 456 | |
7 | American Honda Finance Corp. | 4.600% | 4/17/25 | 500 | 494 | |
7 | American Honda Finance Corp. | 1.200% | 7/8/25 | 500 | 460 | |
7 | American Honda Finance Corp. | 1.000% | 9/10/25 | 600 | 547 | |
7 | American Honda Finance Corp. | 2.300% | 9/9/26 | 250 | 230 | |
7 | American Honda Finance Corp. | 2.350% | 1/8/27 | 375 | 344 | |
7 | American Honda Finance Corp. | 2.000% | 3/24/28 | 1,300 | 1,141 | |
7 | American Honda Finance Corp. | 2.250% | 1/12/29 | 250 | 217 | |
American Honda Finance Corp. | 4.600% | 4/17/30 | 500 | 489 | ||
7 | American University | 3.672% | 4/1/49 | 400 | 319 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Aptiv plc | 2.396% | 2/18/25 | 500 | 475 | ||
Aptiv plc | 4.350% | 3/15/29 | 150 | 144 | ||
Aptiv plc | 3.250% | 3/1/32 | 700 | 599 | ||
Aptiv plc | 4.400% | 10/1/46 | 225 | 175 | ||
Aptiv plc | 3.100% | 12/1/51 | 1,300 | 816 | ||
Aptiv plc | 4.150% | 5/1/52 | 900 | 686 | ||
AutoNation Inc. | 3.500% | 11/15/24 | 762 | 735 | ||
AutoNation Inc. | 4.500% | 10/1/25 | 500 | 482 | ||
AutoNation Inc. | 3.800% | 11/15/27 | 250 | 229 | ||
AutoNation Inc. | 1.950% | 8/1/28 | 1,000 | 817 | ||
AutoNation Inc. | 3.850% | 3/1/32 | 750 | 637 | ||
AutoZone Inc. | 3.250% | 4/15/25 | 748 | 716 | ||
AutoZone Inc. | 3.625% | 4/15/25 | 23 | 22 | ||
AutoZone Inc. | 3.125% | 4/21/26 | 300 | 284 | ||
AutoZone Inc. | 3.750% | 6/1/27 | 700 | 667 | ||
AutoZone Inc. | 4.500% | 2/1/28 | 420 | 410 | ||
AutoZone Inc. | 3.750% | 4/18/29 | 550 | 508 | ||
AutoZone Inc. | 4.000% | 4/15/30 | 1,400 | 1,301 | ||
AutoZone Inc. | 1.650% | 1/15/31 | 1,158 | 904 | ||
AutoZone Inc. | 4.750% | 8/1/32 | 500 | 483 | ||
AutoZone Inc. | 4.750% | 2/1/33 | 500 | 479 | ||
Best Buy Co. Inc. | 4.450% | 10/1/28 | 850 | 823 | ||
BorgWarner Inc. | 3.375% | 3/15/25 | 250 | 240 | ||
BorgWarner Inc. | 2.650% | 7/1/27 | 900 | 820 | ||
BorgWarner Inc. | 4.375% | 3/15/45 | 500 | 401 | ||
7 | Brown University | 2.924% | 9/1/50 | 500 | 364 | |
Brunswick Corp. | 0.850% | 8/18/24 | 500 | 472 | ||
Brunswick Corp. | 2.400% | 8/18/31 | 500 | 384 | ||
Brunswick Corp. | 4.400% | 9/15/32 | 500 | 436 | ||
Brunswick Corp. | 5.100% | 4/1/52 | 500 | 374 | ||
7 | California Endowment | 2.498% | 4/1/51 | 150 | 97 | |
California Institute of Technology | 4.700% | 11/1/11 | 325 | 284 | ||
California Institute of Technology | 3.650% | 9/1/19 | 450 | 307 | ||
7 | Case Western Reserve University | 5.405% | 6/1/22 | 200 | 194 | |
Choice Hotels International Inc. | 3.700% | 12/1/29 | 500 | 432 | ||
Claremont Mckenna College | 3.775% | 1/1/22 | 275 | 190 | ||
Darden Restaurants Inc. | 3.850% | 5/1/27 | 750 | 715 | ||
Darden Restaurants Inc. | 4.550% | 2/15/48 | 550 | 462 | ||
Dick's Sporting Goods Inc. | 3.150% | 1/15/32 | 600 | 492 | ||
Dick's Sporting Goods Inc. | 4.100% | 1/15/52 | 100 | 69 | ||
DR Horton Inc. | 2.500% | 10/15/24 | 700 | 670 | ||
DR Horton Inc. | 2.600% | 10/15/25 | 1,485 | 1,391 | ||
7 | Duke University | 2.682% | 10/1/44 | 300 | 223 | |
7 | Duke University | 2.757% | 10/1/50 | 340 | 240 | |
7 | Duke University | 2.832% | 10/1/55 | 550 | 384 | |
eBay Inc. | 1.900% | 3/11/25 | 1,115 | 1,049 | ||
eBay Inc. | 5.900% | 11/22/25 | 500 | 506 | ||
eBay Inc. | 1.400% | 5/10/26 | 675 | 610 | ||
eBay Inc. | 3.600% | 6/5/27 | 500 | 473 | ||
eBay Inc. | 2.700% | 3/11/30 | 865 | 743 | ||
eBay Inc. | 2.600% | 5/10/31 | 675 | 564 | ||
eBay Inc. | 6.300% | 11/22/32 | 500 | 525 | ||
eBay Inc. | 4.000% | 7/15/42 | 600 | 479 | ||
eBay Inc. | 3.650% | 5/10/51 | 925 | 678 | ||
7 | Emory University | 2.143% | 9/1/30 | 600 | 503 | |
7 | Emory University | 2.969% | 9/1/50 | 150 | 108 | |
7 | Ford Foundation | 2.415% | 6/1/50 | 250 | 165 | |
7 | Ford Foundation | 2.815% | 6/1/70 | 750 | 469 | |
Fortune Brands Innovations Inc. | 4.000% | 6/15/25 | 455 | 440 | ||
Fortune Brands Innovations Inc. | 3.250% | 9/15/29 | 400 | 350 | ||
Fortune Brands Innovations Inc. | 4.000% | 3/25/32 | 500 | 445 | ||
Fortune Brands Innovations Inc. | 5.875% | 6/1/33 | 500 | 501 | ||
Fortune Brands Innovations Inc. | 4.500% | 3/25/52 | 500 | 391 | ||
General Motors Co. | 4.000% | 4/1/25 | 425 | 413 | ||
General Motors Co. | 6.125% | 10/1/25 | 3,300 | 3,322 | ||
General Motors Co. | 4.200% | 10/1/27 | 400 | 379 | ||
General Motors Co. | 6.800% | 10/1/27 | 1,050 | 1,091 | ||
General Motors Co. | 5.000% | 10/1/28 | 650 | 632 | ||
General Motors Co. | 5.400% | 10/15/29 | 500 | 487 | ||
General Motors Co. | 5.600% | 10/15/32 | 875 | 848 | ||
General Motors Co. | 5.000% | 4/1/35 | 1,030 | 934 | ||
General Motors Co. | 6.600% | 4/1/36 | 600 | 617 | ||
General Motors Co. | 5.150% | 4/1/38 | 825 | 736 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
General Motors Co. | 6.250% | 10/2/43 | 1,235 | 1,210 | ||
General Motors Co. | 5.200% | 4/1/45 | 1,120 | 955 | ||
General Motors Co. | 6.750% | 4/1/46 | 700 | 707 | ||
General Motors Co. | 5.400% | 4/1/48 | 675 | 582 | ||
General Motors Co. | 5.950% | 4/1/49 | 900 | 840 | ||
General Motors Financial Co. Inc. | 1.200% | 10/15/24 | 480 | 451 | ||
General Motors Financial Co. Inc. | 3.500% | 11/7/24 | 1,700 | 1,644 | ||
General Motors Financial Co. Inc. | 4.000% | 1/15/25 | 650 | 630 | ||
General Motors Financial Co. Inc. | 2.900% | 2/26/25 | 814 | 773 | ||
General Motors Financial Co. Inc. | 3.800% | 4/7/25 | 750 | 723 | ||
General Motors Financial Co. Inc. | 4.350% | 4/9/25 | 1,675 | 1,632 | ||
General Motors Financial Co. Inc. | 2.750% | 6/20/25 | 500 | 471 | ||
General Motors Financial Co. Inc. | 5.250% | 3/1/26 | 1,175 | 1,157 | ||
General Motors Financial Co. Inc. | 5.400% | 4/6/26 | 850 | 840 | ||
General Motors Financial Co. Inc. | 1.500% | 6/10/26 | 900 | 796 | ||
General Motors Financial Co. Inc. | 4.000% | 10/6/26 | 525 | 498 | ||
General Motors Financial Co. Inc. | 4.350% | 1/17/27 | 910 | 873 | ||
General Motors Financial Co. Inc. | 5.000% | 4/9/27 | 1,000 | 974 | ||
General Motors Financial Co. Inc. | 2.700% | 8/20/27 | 1,500 | 1,328 | ||
General Motors Financial Co. Inc. | 3.850% | 1/5/28 | 300 | 277 | ||
General Motors Financial Co. Inc. | 2.400% | 4/10/28 | 875 | 755 | ||
General Motors Financial Co. Inc. | 2.400% | 10/15/28 | 365 | 310 | ||
General Motors Financial Co. Inc. | 5.650% | 1/17/29 | 775 | 765 | ||
General Motors Financial Co. Inc. | 4.300% | 4/6/29 | 2,000 | 1,837 | ||
General Motors Financial Co. Inc. | 3.600% | 6/21/30 | 1,625 | 1,407 | ||
General Motors Financial Co. Inc. | 2.350% | 1/8/31 | 500 | 392 | ||
General Motors Financial Co. Inc. | 2.700% | 6/10/31 | 900 | 718 | ||
General Motors Financial Co. Inc. | 6.400% | 1/9/33 | 500 | 508 | ||
Genuine Parts Co. | 1.875% | 11/1/30 | 600 | 469 | ||
7 | George Washington University | 4.300% | 9/15/44 | 550 | 493 | |
7 | George Washington University | 4.126% | 9/15/48 | 800 | 690 | |
7 | Georgetown University | 4.315% | 4/1/49 | 378 | 332 | |
7 | Georgetown University | 2.943% | 4/1/50 | 405 | 277 | |
Georgetown University | 5.115% | 4/1/53 | 225 | 225 | ||
7 | Georgetown University | 5.215% | 10/1/18 | 243 | 223 | |
Harley-Davidson Inc. | 4.625% | 7/28/45 | 500 | 379 | ||
Hasbro Inc. | 3.550% | 11/19/26 | 1,000 | 929 | ||
Hasbro Inc. | 3.900% | 11/19/29 | 725 | 657 | ||
Hasbro Inc. | 6.350% | 3/15/40 | 400 | 409 | ||
Hasbro Inc. | 5.100% | 5/15/44 | 350 | 309 | ||
Home Depot Inc. | 2.700% | 4/15/25 | 750 | 720 | ||
Home Depot Inc. | 3.000% | 4/1/26 | 1,000 | 957 | ||
Home Depot Inc. | 2.500% | 4/15/27 | 3,156 | 2,930 | ||
Home Depot Inc. | 0.900% | 3/15/28 | 850 | 717 | ||
Home Depot Inc. | 3.900% | 12/6/28 | 700 | 677 | ||
Home Depot Inc. | 2.950% | 6/15/29 | 2,400 | 2,186 | ||
Home Depot Inc. | 2.700% | 4/15/30 | 3,215 | 2,857 | ||
Home Depot Inc. | 1.375% | 3/15/31 | 1,000 | 790 | ||
Home Depot Inc. | 1.875% | 9/15/31 | 700 | 569 | ||
Home Depot Inc. | 3.250% | 4/15/32 | 925 | 831 | ||
Home Depot Inc. | 4.500% | 9/15/32 | 875 | 864 | ||
Home Depot Inc. | 5.875% | 12/16/36 | 2,995 | 3,263 | ||
Home Depot Inc. | 3.300% | 4/15/40 | 2,415 | 1,961 | ||
Home Depot Inc. | 5.950% | 4/1/41 | 833 | 916 | ||
Home Depot Inc. | 4.200% | 4/1/43 | 975 | 871 | ||
Home Depot Inc. | 4.400% | 3/15/45 | 500 | 456 | ||
Home Depot Inc. | 4.250% | 4/1/46 | 1,820 | 1,614 | ||
Home Depot Inc. | 3.900% | 6/15/47 | 900 | 765 | ||
Home Depot Inc. | 4.500% | 12/6/48 | 875 | 811 | ||
Home Depot Inc. | 3.125% | 12/15/49 | 1,042 | 763 | ||
Home Depot Inc. | 3.350% | 4/15/50 | 1,000 | 763 | ||
Home Depot Inc. | 2.375% | 3/15/51 | 1,000 | 621 | ||
Home Depot Inc. | 2.750% | 9/15/51 | 2,000 | 1,349 | ||
Home Depot Inc. | 3.625% | 4/15/52 | 1,250 | 996 | ||
Home Depot Inc. | 4.950% | 9/15/52 | 1,000 | 993 | ||
Honda Motor Co. Ltd. | 2.534% | 3/10/27 | 775 | 714 | ||
Honda Motor Co. Ltd. | 2.967% | 3/10/32 | 1,525 | 1,353 | ||
Hyatt Hotels Corp. | 1.800% | 10/1/24 | 500 | 477 | ||
Hyatt Hotels Corp. | 5.375% | 4/23/25 | 500 | 495 | ||
Hyatt Hotels Corp. | 4.850% | 3/15/26 | 350 | 343 | ||
9 | Hyatt Hotels Corp. | 5.750% | 1/30/27 | 300 | 299 | |
Hyatt Hotels Corp. | 4.375% | 9/15/28 | 850 | 803 | ||
Hyatt Hotels Corp. | 5.750% | 4/23/30 | 400 | 401 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
JD.com Inc. | 3.875% | 4/29/26 | 400 | 382 | ||
JD.com Inc. | 3.375% | 1/14/30 | 300 | 269 | ||
JD.com Inc. | 4.125% | 1/14/50 | 400 | 312 | ||
7 | Johns Hopkins University | 4.705% | 7/1/32 | 375 | 374 | |
7 | Johns Hopkins University | 4.083% | 7/1/53 | 490 | 435 | |
Lear Corp. | 3.800% | 9/15/27 | 204 | 190 | ||
Lear Corp. | 4.250% | 5/15/29 | 400 | 375 | ||
Lear Corp. | 3.500% | 5/30/30 | 350 | 308 | ||
Lear Corp. | 2.600% | 1/15/32 | 500 | 389 | ||
Lear Corp. | 5.250% | 5/15/49 | 250 | 219 | ||
Lear Corp. | 3.550% | 1/15/52 | 500 | 335 | ||
Leggett & Platt Inc. | 3.800% | 11/15/24 | 550 | 533 | ||
Leggett & Platt Inc. | 3.500% | 11/15/27 | 700 | 646 | ||
Leggett & Platt Inc. | 3.500% | 11/15/51 | 500 | 362 | ||
Leland Stanford Junior University | 1.289% | 6/1/27 | 100 | 88 | ||
Leland Stanford Junior University | 3.647% | 5/1/48 | 1,075 | 919 | ||
Leland Stanford Junior University | 2.413% | 6/1/50 | 355 | 235 | ||
Lennar Corp. | 4.750% | 5/30/25 | 1,000 | 978 | ||
Lennar Corp. | 5.250% | 6/1/26 | 1,500 | 1,486 | ||
Lennar Corp. | 4.750% | 11/29/27 | 700 | 681 | ||
Lowe's Cos. Inc. | 3.125% | 9/15/24 | 400 | 388 | ||
Lowe's Cos. Inc. | 4.000% | 4/15/25 | 1,000 | 973 | ||
Lowe's Cos. Inc. | 4.400% | 9/8/25 | 300 | 294 | ||
Lowe's Cos. Inc. | 3.375% | 9/15/25 | 975 | 935 | ||
Lowe's Cos. Inc. | 4.800% | 4/1/26 | 650 | 644 | ||
Lowe's Cos. Inc. | 2.500% | 4/15/26 | 1,700 | 1,591 | ||
Lowe's Cos. Inc. | 3.100% | 5/3/27 | 642 | 600 | ||
Lowe's Cos. Inc. | 1.300% | 4/15/28 | 500 | 423 | ||
Lowe's Cos. Inc. | 1.700% | 9/15/28 | 925 | 787 | ||
Lowe's Cos. Inc. | 3.650% | 4/5/29 | 1,350 | 1,250 | ||
Lowe's Cos. Inc. | 4.500% | 4/15/30 | 1,375 | 1,337 | ||
Lowe's Cos. Inc. | 1.700% | 10/15/30 | 1,000 | 802 | ||
Lowe's Cos. Inc. | 2.625% | 4/1/31 | 800 | 675 | ||
Lowe's Cos. Inc. | 3.750% | 4/1/32 | 1,250 | 1,130 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/33 | 1,000 | 989 | ||
Lowe's Cos. Inc. | 5.150% | 7/1/33 | 650 | 649 | ||
Lowe's Cos. Inc. | 5.000% | 4/15/40 | 525 | 492 | ||
Lowe's Cos. Inc. | 2.800% | 9/15/41 | 925 | 654 | ||
Lowe's Cos. Inc. | 4.250% | 9/15/44 | 63 | 49 | ||
Lowe's Cos. Inc. | 3.700% | 4/15/46 | 1,030 | 786 | ||
Lowe's Cos. Inc. | 4.050% | 5/3/47 | 1,650 | 1,326 | ||
Lowe's Cos. Inc. | 4.550% | 4/5/49 | 500 | 427 | ||
Lowe's Cos. Inc. | 5.125% | 4/15/50 | 500 | 469 | ||
Lowe's Cos. Inc. | 3.000% | 10/15/50 | 1,000 | 655 | ||
Lowe's Cos. Inc. | 3.500% | 4/1/51 | 550 | 392 | ||
Lowe's Cos. Inc. | 4.250% | 4/1/52 | 1,450 | 1,183 | ||
Lowe's Cos. Inc. | 5.625% | 4/15/53 | 1,500 | 1,498 | ||
Lowe's Cos. Inc. | 5.750% | 7/1/53 | 650 | 661 | ||
Lowe's Cos. Inc. | 4.450% | 4/1/62 | 1,020 | 822 | ||
Lowe's Cos. Inc. | 5.800% | 9/15/62 | 500 | 496 | ||
Lowe's Cos. Inc. | 5.850% | 4/1/63 | 650 | 648 | ||
Magna International Inc. | 4.150% | 10/1/25 | 300 | 291 | ||
Magna International Inc. | 2.450% | 6/15/30 | 500 | 424 | ||
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 | 1,699 | |
7 | Marriott International Inc. | 4.650% | 12/1/28 | 2,000 | 1,938 | |
7 | Marriott International Inc. | 4.625% | 6/15/30 | 1,300 | 1,245 | |
7 | Marriott International Inc. | 2.850% | 4/15/31 | 1,200 | 1,009 | |
7 | Marriott International Inc. | 3.500% | 10/15/32 | 850 | 734 | |
Masco Corp. | 3.500% | 11/15/27 | 100 | 94 | ||
Masco Corp. | 1.500% | 2/15/28 | 500 | 426 | ||
Masco Corp. | 7.750% | 8/1/29 | 94 | 102 | ||
Masco Corp. | 2.000% | 10/1/30 | 500 | 395 | ||
Masco Corp. | 2.000% | 2/15/31 | 500 | 395 | ||
Masco Corp. | 4.500% | 5/15/47 | 725 | 586 | ||
Masco Corp. | 3.125% | 2/15/51 | 500 | 315 | ||
7 | Massachusetts Institute of Technology | 2.989% | 7/1/50 | 370 | 276 | |
Massachusetts Institute of Technology | 3.067% | 4/1/52 | 500 | 376 | ||
Massachusetts Institute of Technology | 5.600% | 7/1/11 | 860 | 970 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Massachusetts Institute of Technology | 4.678% | 7/1/14 | 700 | 655 | ||
Massachusetts Institute of Technology | 3.885% | 7/1/16 | 200 | 153 | ||
7 | McDonald's Corp. | 3.375% | 5/26/25 | 459 | 445 | |
7 | McDonald's Corp. | 3.300% | 7/1/25 | 818 | 789 | |
7 | McDonald's Corp. | 3.700% | 1/30/26 | 1,125 | 1,088 | |
7 | McDonald's Corp. | 3.500% | 3/1/27 | 200 | 191 | |
7 | McDonald's Corp. | 3.500% | 7/1/27 | 2,750 | 2,617 | |
7 | McDonald's Corp. | 3.800% | 4/1/28 | 500 | 479 | |
7 | McDonald's Corp. | 2.625% | 9/1/29 | 600 | 532 | |
7 | McDonald's Corp. | 2.125% | 3/1/30 | 600 | 511 | |
7 | McDonald's Corp. | 3.600% | 7/1/30 | 2,175 | 2,024 | |
7 | McDonald's Corp. | 4.700% | 12/9/35 | 675 | 655 | |
7 | McDonald's Corp. | 6.300% | 3/1/38 | 100 | 110 | |
7 | McDonald's Corp. | 5.700% | 2/1/39 | 375 | 388 | |
7 | McDonald's Corp. | 3.700% | 2/15/42 | 725 | 590 | |
7 | McDonald's Corp. | 3.625% | 5/1/43 | 400 | 320 | |
7 | McDonald's Corp. | 4.600% | 5/26/45 | 925 | 843 | |
7 | McDonald's Corp. | 4.875% | 12/9/45 | 1,225 | 1,171 | |
7 | McDonald's Corp. | 4.450% | 3/1/47 | 750 | 674 | |
7 | McDonald's Corp. | 4.450% | 9/1/48 | 900 | 809 | |
7 | McDonald's Corp. | 3.625% | 9/1/49 | 2,000 | 1,578 | |
7 | McDonald's Corp. | 4.200% | 4/1/50 | 1,000 | 865 | |
7 | McDonald's Corp. | 5.150% | 9/9/52 | 500 | 498 | |
MDC Holdings Inc. | 2.500% | 1/15/31 | 300 | 236 | ||
MDC Holdings Inc. | 6.000% | 1/15/43 | 400 | 360 | ||
Mercedes-Benz Finance North America LLC | 8.500% | 1/18/31 | 605 | 752 | ||
Mohawk Industries Inc. | 3.625% | 5/15/30 | 375 | 339 | ||
NIKE Inc. | 2.400% | 3/27/25 | 650 | 621 | ||
NIKE Inc. | 2.375% | 11/1/26 | 1,000 | 929 | ||
NIKE Inc. | 2.750% | 3/27/27 | 650 | 611 | ||
NIKE Inc. | 2.850% | 3/27/30 | 1,575 | 1,424 | ||
NIKE Inc. | 3.250% | 3/27/40 | 1,050 | 863 | ||
NIKE Inc. | 3.625% | 5/1/43 | 525 | 442 | ||
NIKE Inc. | 3.875% | 11/1/45 | 500 | 437 | ||
NIKE Inc. | 3.375% | 3/27/50 | 1,625 | 1,316 | ||
7 | Northwestern University | 4.643% | 12/1/44 | 350 | 340 | |
7 | Northwestern University | 2.640% | 12/1/50 | 245 | 170 | |
7 | Northwestern University | 3.662% | 12/1/57 | 200 | 165 | |
NVR Inc. | 3.000% | 5/15/30 | 1,250 | 1,083 | ||
O'Reilly Automotive Inc. | 3.550% | 3/15/26 | 500 | 479 | ||
O'Reilly Automotive Inc. | 3.600% | 9/1/27 | 1,300 | 1,231 | ||
O'Reilly Automotive Inc. | 4.200% | 4/1/30 | 350 | 330 | ||
O'Reilly Automotive Inc. | 1.750% | 3/15/31 | 500 | 394 | ||
Owens Corning | 4.200% | 12/1/24 | 250 | 245 | ||
Owens Corning | 3.400% | 8/15/26 | 500 | 473 | ||
Owens Corning | 3.950% | 8/15/29 | 375 | 349 | ||
Owens Corning | 3.875% | 6/1/30 | 100 | 92 | ||
Owens Corning | 7.000% | 12/1/36 | 18 | 20 | ||
Owens Corning | 4.300% | 7/15/47 | 1,150 | 944 | ||
Owens Corning | 4.400% | 1/30/48 | 525 | 435 | ||
President & Fellows of Harvard College | 4.875% | 10/15/40 | 250 | 253 | ||
President & Fellows of Harvard College | 3.150% | 7/15/46 | 400 | 308 | ||
President & Fellows of Harvard College | 2.517% | 10/15/50 | 725 | 489 | ||
President & Fellows of Harvard College | 3.745% | 11/15/52 | 500 | 428 | ||
PulteGroup Inc. | 5.500% | 3/1/26 | 700 | 696 | ||
PulteGroup Inc. | 5.000% | 1/15/27 | 975 | 961 | ||
PulteGroup Inc. | 6.375% | 5/15/33 | 1,000 | 1,039 | ||
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 | 618 | ||
7 | Rockefeller Foundation | 2.492% | 10/1/50 | 1,000 | 650 | |
Ross Stores Inc. | 4.600% | 4/15/25 | 575 | 564 | ||
Ross Stores Inc. | 1.875% | 4/15/31 | 400 | 315 | ||
Snap-on Inc. | 3.250% | 3/1/27 | 225 | 212 | ||
Snap-on Inc. | 4.100% | 3/1/48 | 275 | 242 | ||
Snap-on Inc. | 3.100% | 5/1/50 | 400 | 297 | ||
Stanley Black & Decker Inc. | 3.400% | 3/1/26 | 375 | 356 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Stanley Black & Decker Inc. | 4.250% | 11/15/28 | 375 | 357 | ||
Stanley Black & Decker Inc. | 2.300% | 3/15/30 | 1,500 | 1,240 | ||
Stanley Black & Decker Inc. | 5.200% | 9/1/40 | 300 | 280 | ||
Stanley Black & Decker Inc. | 4.850% | 11/15/48 | 400 | 345 | ||
7 | Stanley Black & Decker Inc. | 4.000% | 3/15/60 | 200 | 153 | |
Starbucks Corp. | 2.450% | 6/15/26 | 665 | 620 | ||
Starbucks Corp. | 3.500% | 3/1/28 | 500 | 470 | ||
Starbucks Corp. | 4.000% | 11/15/28 | 250 | 240 | ||
Starbucks Corp. | 3.550% | 8/15/29 | 700 | 654 | ||
Starbucks Corp. | 2.250% | 3/12/30 | 600 | 508 | ||
Starbucks Corp. | 2.550% | 11/15/30 | 2,000 | 1,706 | ||
Starbucks Corp. | 3.000% | 2/14/32 | 1,000 | 868 | ||
Starbucks Corp. | 4.300% | 6/15/45 | 200 | 174 | ||
Starbucks Corp. | 4.500% | 11/15/48 | 1,685 | 1,507 | ||
Starbucks Corp. | 3.350% | 3/12/50 | 700 | 514 | ||
Starbucks Corp. | 3.500% | 11/15/50 | 1,000 | 760 | ||
Tapestry Inc. | 4.125% | 7/15/27 | 109 | 102 | ||
Tapestry Inc. | 3.050% | 3/15/32 | 500 | 399 | ||
Thomas Jefferson University | 3.847% | 11/1/57 | 500 | 365 | ||
TJX Cos. Inc. | 2.250% | 9/15/26 | 750 | 692 | ||
TJX Cos. Inc. | 1.150% | 5/15/28 | 500 | 426 | ||
TJX Cos. Inc. | 4.500% | 4/15/50 | 500 | 470 | ||
Toll Brothers Finance Corp. | 4.350% | 2/15/28 | 750 | 704 | ||
Toyota Motor Corp. | 2.358% | 7/2/24 | 300 | 291 | ||
Toyota Motor Corp. | 1.339% | 3/25/26 | 1,000 | 907 | ||
Toyota Motor Corp. | 2.760% | 7/2/29 | 400 | 361 | ||
Toyota Motor Credit Corp. | 0.625% | 9/13/24 | 700 | 661 | ||
7 | Toyota Motor Credit Corp. | 4.400% | 9/20/24 | 875 | 864 | |
7 | Toyota Motor Credit Corp. | 1.450% | 1/13/25 | 700 | 660 | |
7 | Toyota Motor Credit Corp. | 1.800% | 2/13/25 | 925 | 876 | |
7 | Toyota Motor Credit Corp. | 3.400% | 4/14/25 | 100 | 97 | |
Toyota Motor Credit Corp. | 3.950% | 6/30/25 | 500 | 489 | ||
7 | Toyota Motor Credit Corp. | 0.800% | 10/16/25 | 1,000 | 906 | |
Toyota Motor Credit Corp. | 4.450% | 5/18/26 | 719 | 708 | ||
7 | Toyota Motor Credit Corp. | 1.125% | 6/18/26 | 1,500 | 1,341 | |
7 | Toyota Motor Credit Corp. | 3.200% | 1/11/27 | 850 | 802 | |
7 | Toyota Motor Credit Corp. | 1.900% | 1/13/27 | 300 | 271 | |
7 | Toyota Motor Credit Corp. | 3.050% | 3/22/27 | 1,000 | 937 | |
7 | Toyota Motor Credit Corp. | 1.150% | 8/13/27 | 1,350 | 1,167 | |
7 | Toyota Motor Credit Corp. | 4.550% | 9/20/27 | 875 | 863 | |
Toyota Motor Credit Corp. | 5.450% | 11/10/27 | 700 | 715 | ||
7 | Toyota Motor Credit Corp. | 3.050% | 1/11/28 | 850 | 788 | |
Toyota Motor Credit Corp. | 4.625% | 1/12/28 | 650 | 645 | ||
7 | Toyota Motor Credit Corp. | 1.900% | 4/6/28 | 650 | 571 | |
Toyota Motor Credit Corp. | 3.650% | 1/8/29 | 1,450 | 1,364 | ||
7 | Toyota Motor Credit Corp. | 4.450% | 6/29/29 | 750 | 738 | |
7 | Toyota Motor Credit Corp. | 2.150% | 2/13/30 | 625 | 536 | |
7 | Toyota Motor Credit Corp. | 3.375% | 4/1/30 | 1,400 | 1,289 | |
Toyota Motor Credit Corp. | 4.550% | 5/17/30 | 404 | 394 | ||
Toyota Motor Credit Corp. | 1.900% | 9/12/31 | 1,000 | 807 | ||
7 | Toyota Motor Credit Corp. | 2.400% | 1/13/32 | 160 | 134 | |
Tractor Supply Co. | 1.750% | 11/1/30 | 400 | 317 | ||
Tractor Supply Co. | 5.250% | 5/15/33 | 500 | 496 | ||
7 | Trustees of Boston College | 3.129% | 7/1/52 | 300 | 221 | |
7 | Trustees of Boston University | 4.061% | 10/1/48 | 220 | 192 | |
Trustees of Princeton University | 5.700% | 3/1/39 | 620 | 684 | ||
7 | Trustees of Princeton University | 2.516% | 7/1/50 | 565 | 388 | |
Trustees of Princeton University | 4.201% | 3/1/52 | 300 | 278 | ||
7 | Trustees of the University of Pennsylvania | 2.396% | 10/1/50 | 325 | 211 | |
Trustees of the University of Pennsylvania | 4.674% | 9/1/12 | 450 | 402 | ||
7 | University of Chicago | 2.547% | 4/1/50 | 800 | 547 | |
University of Chicago | 3.000% | 10/1/52 | 175 | 126 | ||
7 | University of Chicago | 4.003% | 10/1/53 | 390 | 343 | |
7 | University of Miami | 4.063% | 4/1/52 | 500 | 426 | |
7 | University of Notre Dame du Lac | 3.438% | 2/15/45 | 890 | 725 | |
7 | University of Notre Dame du Lac | 3.394% | 2/15/48 | 325 | 265 | |
7 | University of Southern California | 3.028% | 10/1/39 | 525 | 422 | |
7 | University of Southern California | 3.841% | 10/1/47 | 500 | 431 | |
7 | University of Southern California | 2.945% | 10/1/51 | 325 | 231 | |
University of Southern California | 5.250% | 10/1/11 | 275 | 276 | ||
7 | University of Southern California | 3.226% | 10/1/20 | 300 | 187 | |
VF Corp. | 2.400% | 4/23/25 | 600 | 563 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
VF Corp. | 2.800% | 4/23/27 | 700 | 632 | ||
VF Corp. | 2.950% | 4/23/30 | 594 | 489 | ||
7 | Washington University | 3.524% | 4/15/54 | 500 | 402 | |
Washington University | 4.349% | 4/15/22 | 350 | 291 | ||
Whirlpool Corp. | 4.750% | 2/26/29 | 600 | 585 | ||
Whirlpool Corp. | 5.500% | 3/1/33 | 250 | 250 | ||
Whirlpool Corp. | 4.500% | 6/1/46 | 888 | 720 | ||
Whirlpool Corp. | 4.600% | 5/15/50 | 200 | 166 | ||
7 | William Marsh Rice University | 3.574% | 5/15/45 | 715 | 600 | |
7 | Yale University | 0.873% | 4/15/25 | 325 | 301 | |
7 | Yale University | 1.482% | 4/15/30 | 325 | 269 | |
7 | Yale University | 2.402% | 4/15/50 | 500 | 330 | |
296,934 | ||||||
Consumer Staples (0.7%) | ||||||
Ahold Finance USA LLC | 6.875% | 5/1/29 | 425 | 454 | ||
Altria Group Inc. | 2.350% | 5/6/25 | 525 | 494 | ||
Altria Group Inc. | 4.400% | 2/14/26 | 1,200 | 1,175 | ||
Altria Group Inc. | 2.625% | 9/16/26 | 350 | 324 | ||
Altria Group Inc. | 4.800% | 2/14/29 | 1,525 | 1,483 | ||
Altria Group Inc. | 3.400% | 5/6/30 | 775 | 683 | ||
Altria Group Inc. | 2.450% | 2/4/32 | 1,000 | 782 | ||
Altria Group Inc. | 5.800% | 2/14/39 | 1,175 | 1,148 | ||
Altria Group Inc. | 3.400% | 2/4/41 | 1,100 | 769 | ||
Altria Group Inc. | 4.250% | 8/9/42 | 710 | 555 | ||
Altria Group Inc. | 4.500% | 5/2/43 | 675 | 538 | ||
Altria Group Inc. | 5.375% | 1/31/44 | 2,075 | 1,951 | ||
Altria Group Inc. | 3.875% | 9/16/46 | 400 | 281 | ||
Altria Group Inc. | 5.950% | 2/14/49 | 1,245 | 1,177 | ||
Altria Group Inc. | 4.450% | 5/6/50 | 1,010 | 745 | ||
Altria Group Inc. | 3.700% | 2/4/51 | 1,000 | 671 | ||
Altria Group Inc. | 6.200% | 2/14/59 | 416 | 406 | ||
7 | Anheuser-Busch Cos. LLC | 3.650% | 2/1/26 | 4,177 | 4,046 | |
7 | Anheuser-Busch Cos. LLC | 4.700% | 2/1/36 | 5,820 | 5,667 | |
7 | Anheuser-Busch Cos. LLC | 4.900% | 2/1/46 | 10,182 | 9,725 | |
Anheuser-Busch InBev Finance Inc. | 4.700% | 2/1/36 | 850 | 824 | ||
Anheuser-Busch InBev Finance Inc. | 4.625% | 2/1/44 | 675 | 620 | ||
Anheuser-Busch InBev Finance Inc. | 4.900% | 2/1/46 | 2,275 | 2,166 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.000% | 4/13/28 | 3,929 | 3,802 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 1/23/29 | 2,580 | 2,570 | ||
Anheuser-Busch InBev Worldwide Inc. | 3.500% | 6/1/30 | 3,700 | 3,444 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.375% | 4/15/38 | 1,225 | 1,137 | ||
Anheuser-Busch InBev Worldwide Inc. | 8.200% | 1/15/39 | 735 | 960 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.450% | 1/23/39 | 2,030 | 2,103 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.350% | 6/1/40 | 1,000 | 919 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.950% | 1/15/42 | 1,660 | 1,619 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 4/15/48 | 2,722 | 2,527 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.439% | 10/6/48 | 787 | 710 | ||
Anheuser-Busch InBev Worldwide Inc. | 5.550% | 1/23/49 | 1,600 | 1,685 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.500% | 6/1/50 | 725 | 670 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.750% | 4/15/58 | 600 | 556 | ||
Anheuser-Busch InBev Worldwide Inc. | 4.600% | 6/1/60 | 1,012 | 918 | ||
Archer-Daniels-Midland Co. | 2.500% | 8/11/26 | 899 | 843 | ||
Archer-Daniels-Midland Co. | 3.250% | 3/27/30 | 675 | 619 | ||
Archer-Daniels-Midland Co. | 2.900% | 3/1/32 | 353 | 307 | ||
Archer-Daniels-Midland Co. | 5.935% | 10/1/32 | 280 | 302 | ||
Archer-Daniels-Midland Co. | 4.500% | 8/15/33 | 230 | 225 | ||
Archer-Daniels-Midland Co. | 3.750% | 9/15/47 | 300 | 248 | ||
Archer-Daniels-Midland Co. | 4.500% | 3/15/49 | 525 | 486 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Archer-Daniels-Midland Co. | 2.700% | 9/15/51 | 500 | 336 | ||
Avery Dennison Corp. | 4.875% | 12/6/28 | 300 | 295 | ||
Avery Dennison Corp. | 2.650% | 4/30/30 | 750 | 631 | ||
Avery Dennison Corp. | 5.750% | 3/15/33 | 500 | 510 | ||
BAT Capital Corp. | 3.222% | 8/15/24 | 1,350 | 1,310 | ||
BAT Capital Corp. | 4.700% | 4/2/27 | 2,750 | 2,664 | ||
BAT Capital Corp. | 3.557% | 8/15/27 | 3,525 | 3,245 | ||
BAT Capital Corp. | 2.259% | 3/25/28 | 1,425 | 1,222 | ||
BAT Capital Corp. | 3.462% | 9/6/29 | 200 | 174 | ||
BAT Capital Corp. | 2.726% | 3/25/31 | 1,750 | 1,393 | ||
BAT Capital Corp. | 4.742% | 3/16/32 | 1,000 | 911 | ||
BAT Capital Corp. | 7.750% | 10/19/32 | 500 | 550 | ||
BAT Capital Corp. | 4.390% | 8/15/37 | 775 | 619 | ||
BAT Capital Corp. | 3.734% | 9/25/40 | 1,000 | 713 | ||
BAT Capital Corp. | 4.540% | 8/15/47 | 1,138 | 840 | ||
BAT Capital Corp. | 5.282% | 4/2/50 | 1,725 | 1,431 | ||
BAT Capital Corp. | 3.984% | 9/25/50 | 925 | 624 | ||
BAT Capital Corp. | 5.650% | 3/16/52 | 1,000 | 869 | ||
BAT International Finance plc | 1.668% | 3/25/26 | 750 | 674 | ||
Brown-Forman Corp. | 3.500% | 4/15/25 | 350 | 339 | ||
Brown-Forman Corp. | 4.750% | 4/15/33 | 500 | 502 | ||
Brown-Forman Corp. | 4.500% | 7/15/45 | 395 | 367 | ||
Bunge Ltd. Finance Corp. | 3.250% | 8/15/26 | 1,293 | 1,219 | ||
Bunge Ltd. Finance Corp. | 3.750% | 9/25/27 | 500 | 473 | ||
Bunge Ltd. Finance Corp. | 2.750% | 5/14/31 | 1,000 | 840 | ||
Campbell Soup Co. | 3.950% | 3/15/25 | 300 | 292 | ||
Campbell Soup Co. | 3.300% | 3/19/25 | 700 | 672 | ||
Campbell Soup Co. | 4.150% | 3/15/28 | 625 | 599 | ||
Campbell Soup Co. | 2.375% | 4/24/30 | 400 | 337 | ||
Campbell Soup Co. | 4.800% | 3/15/48 | 550 | 498 | ||
Campbell Soup Co. | 3.125% | 4/24/50 | 525 | 363 | ||
Church & Dwight Co. Inc. | 3.150% | 8/1/27 | 350 | 330 | ||
Church & Dwight Co. Inc. | 3.950% | 8/1/47 | 325 | 269 | ||
Church & Dwight Co. Inc. | 5.000% | 6/15/52 | 500 | 495 | ||
Clorox Co. | 3.100% | 10/1/27 | 650 | 602 | ||
Clorox Co. | 3.900% | 5/15/28 | 400 | 381 | ||
Clorox Co. | 1.800% | 5/15/30 | 1,100 | 901 | ||
Coca-Cola Co. | 1.750% | 9/6/24 | 775 | 749 | ||
Coca-Cola Co. | 3.375% | 3/25/27 | 1,250 | 1,206 | ||
Coca-Cola Co. | 2.900% | 5/25/27 | 2,088 | 1,976 | ||
Coca-Cola Co. | 1.450% | 6/1/27 | 100 | 89 | ||
Coca-Cola Co. | 1.500% | 3/5/28 | 500 | 440 | ||
Coca-Cola Co. | 1.000% | 3/15/28 | 821 | 706 | ||
Coca-Cola Co. | 2.125% | 9/6/29 | 500 | 439 | ||
Coca-Cola Co. | 3.450% | 3/25/30 | 900 | 850 | ||
Coca-Cola Co. | 1.650% | 6/1/30 | 2,125 | 1,771 | ||
Coca-Cola Co. | 1.375% | 3/15/31 | 1,250 | 1,002 | ||
Coca-Cola Co. | 2.250% | 1/5/32 | 1,000 | 852 | ||
Coca-Cola Co. | 4.125% | 3/25/40 | 350 | 325 | ||
Coca-Cola Co. | 2.500% | 6/1/40 | 1,300 | 978 | ||
Coca-Cola Co. | 4.200% | 3/25/50 | 525 | 497 | ||
Coca-Cola Co. | 2.600% | 6/1/50 | 1,150 | 806 | ||
Coca-Cola Co. | 3.000% | 3/5/51 | 1,000 | 762 | ||
Coca-Cola Co. | 2.500% | 3/15/51 | 2,225 | 1,520 | ||
Coca-Cola Co. | 2.750% | 6/1/60 | 600 | 414 | ||
Coca-Cola Consolidated Inc. | 3.800% | 11/25/25 | 350 | 338 | ||
Coca-Cola Femsa SAB de CV | 2.750% | 1/22/30 | 600 | 530 | ||
Coca-Cola Femsa SAB de CV | 1.850% | 9/1/32 | 500 | 391 | ||
Coca-Cola Femsa SAB de CV | 5.250% | 11/26/43 | 650 | 650 | ||
Colgate-Palmolive Co. | 3.100% | 8/15/27 | 1,000 | 952 | ||
Colgate-Palmolive Co. | 4.600% | 3/1/28 | 500 | 503 | ||
Colgate-Palmolive Co. | 3.250% | 8/15/32 | 500 | 459 | ||
Colgate-Palmolive Co. | 4.600% | 3/1/33 | 500 | 509 | ||
7 | Colgate-Palmolive Co. | 4.000% | 8/15/45 | 550 | 499 | |
Conagra Brands Inc. | 4.600% | 11/1/25 | 1,038 | 1,015 | ||
Conagra Brands Inc. | 7.000% | 10/1/28 | 100 | 107 | ||
Conagra Brands Inc. | 8.250% | 9/15/30 | 250 | 289 | ||
Conagra Brands Inc. | 5.300% | 11/1/38 | 500 | 480 | ||
Constellation Brands Inc. | 4.750% | 11/15/24 | 375 | 370 | ||
Constellation Brands Inc. | 4.400% | 11/15/25 | 400 | 392 | ||
Constellation Brands Inc. | 4.750% | 12/1/25 | 500 | 492 | ||
Constellation Brands Inc. | 5.000% | 2/2/26 | 225 | 224 | ||
Constellation Brands Inc. | 3.700% | 12/6/26 | 2,919 | 2,781 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Constellation Brands Inc. | 3.500% | 5/9/27 | 450 | 427 | ||
Constellation Brands Inc. | 3.600% | 2/15/28 | 1,700 | 1,597 | ||
Constellation Brands Inc. | 4.650% | 11/15/28 | 250 | 246 | ||
Constellation Brands Inc. | 3.150% | 8/1/29 | 625 | 564 | ||
Constellation Brands Inc. | 2.875% | 5/1/30 | 1,275 | 1,107 | ||
Constellation Brands Inc. | 2.250% | 8/1/31 | 700 | 573 | ||
Constellation Brands Inc. | 4.500% | 5/9/47 | 408 | 352 | ||
Constellation Brands Inc. | 4.100% | 2/15/48 | 275 | 223 | ||
Constellation Brands Inc. | 5.250% | 11/15/48 | 1,075 | 1,032 | ||
Constellation Brands Inc. | 3.750% | 5/1/50 | 275 | 216 | ||
Costco Wholesale Corp. | 3.000% | 5/18/27 | 800 | 760 | ||
Costco Wholesale Corp. | 1.375% | 6/20/27 | 3,220 | 2,845 | ||
Costco Wholesale Corp. | 1.600% | 4/20/30 | 1,000 | 833 | ||
Costco Wholesale Corp. | 1.750% | 4/20/32 | 5,550 | 4,485 | ||
Delhaize America LLC | 9.000% | 4/15/31 | 475 | 571 | ||
Diageo Capital plc | 2.125% | 10/24/24 | 1,100 | 1,052 | ||
Diageo Capital plc | 1.375% | 9/29/25 | 550 | 506 | ||
Diageo Capital plc | 5.300% | 10/24/27 | 1,000 | 1,017 | ||
Diageo Capital plc | 2.375% | 10/24/29 | 800 | 694 | ||
Diageo Capital plc | 2.000% | 4/29/30 | 1,000 | 843 | ||
Diageo Capital plc | 2.125% | 4/29/32 | 675 | 549 | ||
Diageo Capital plc | 5.875% | 9/30/36 | 250 | 268 | ||
Diageo Capital plc | 3.875% | 4/29/43 | 400 | 340 | ||
Diageo Investment Corp. | 7.450% | 4/15/35 | 325 | 393 | ||
Dollar General Corp. | 4.250% | 9/20/24 | 500 | 491 | ||
Dollar General Corp. | 4.150% | 11/1/25 | 500 | 485 | ||
Dollar General Corp. | 3.875% | 4/15/27 | 550 | 525 | ||
Dollar General Corp. | 4.125% | 5/1/28 | 400 | 381 | ||
Dollar General Corp. | 5.200% | 7/5/28 | 600 | 594 | ||
Dollar General Corp. | 5.000% | 11/1/32 | 700 | 681 | ||
Dollar General Corp. | 5.450% | 7/5/33 | 800 | 793 | ||
Dollar General Corp. | 4.125% | 4/3/50 | 860 | 674 | ||
Dollar Tree Inc. | 4.000% | 5/15/25 | 1,450 | 1,405 | ||
Dollar Tree Inc. | 3.375% | 12/1/51 | 500 | 337 | ||
Estee Lauder Cos. Inc. | 3.150% | 3/15/27 | 2,062 | 1,961 | ||
Estee Lauder Cos. Inc. | 4.375% | 5/15/28 | 500 | 493 | ||
Estee Lauder Cos. Inc. | 2.375% | 12/1/29 | 525 | 454 | ||
Estee Lauder Cos. Inc. | 2.600% | 4/15/30 | 600 | 525 | ||
Estee Lauder Cos. Inc. | 1.950% | 3/15/31 | 500 | 411 | ||
Estee Lauder Cos. Inc. | 4.650% | 5/15/33 | 500 | 492 | ||
Estee Lauder Cos. Inc. | 6.000% | 5/15/37 | 150 | 164 | ||
Estee Lauder Cos. Inc. | 4.375% | 6/15/45 | 375 | 332 | ||
Estee Lauder Cos. Inc. | 3.125% | 12/1/49 | 450 | 329 | ||
Estee Lauder Cos. Inc. | 5.150% | 5/15/53 | 500 | 508 | ||
Flowers Foods Inc. | 3.500% | 10/1/26 | 350 | 329 | ||
Flowers Foods Inc. | 2.400% | 3/15/31 | 1,000 | 818 | ||
Fomento Economico Mexicano SAB de CV | 4.375% | 5/10/43 | 151 | 132 | ||
Fomento Economico Mexicano SAB de CV | 3.500% | 1/16/50 | 1,600 | 1,221 | ||
General Mills Inc. | 4.200% | 4/17/28 | 1,100 | 1,069 | ||
General Mills Inc. | 2.875% | 4/15/30 | 550 | 489 | ||
General Mills Inc. | 2.250% | 10/14/31 | 750 | 615 | ||
General Mills Inc. | 4.950% | 3/29/33 | 850 | 843 | ||
General Mills Inc. | 3.000% | 2/1/51 | 598 | 423 | ||
Haleon US Capital LLC | 3.375% | 3/24/27 | 2,500 | 2,340 | ||
Haleon US Capital LLC | 3.375% | 3/24/29 | 500 | 454 | ||
Haleon US Capital LLC | 3.625% | 3/24/32 | 3,000 | 2,690 | ||
Hershey Co. | 2.050% | 11/15/24 | 246 | 236 | ||
Hershey Co. | 0.900% | 6/1/25 | 175 | 161 | ||
Hershey Co. | 3.200% | 8/21/25 | 455 | 438 | ||
Hershey Co. | 4.250% | 5/4/28 | 500 | 495 | ||
Hershey Co. | 4.500% | 5/4/33 | 500 | 497 | ||
Hershey Co. | 3.125% | 11/15/49 | 275 | 203 | ||
Hormel Foods Corp. | 1.700% | 6/3/28 | 500 | 434 | ||
Hormel Foods Corp. | 1.800% | 6/11/30 | 775 | 647 | ||
Hormel Foods Corp. | 3.050% | 6/3/51 | 750 | 534 | ||
Ingredion Inc. | 3.200% | 10/1/26 | 400 | 373 | ||
Ingredion Inc. | 2.900% | 6/1/30 | 600 | 518 | ||
J M Smucker Co. | 3.500% | 3/15/25 | 700 | 677 | ||
J M Smucker Co. | 3.375% | 12/15/27 | 300 | 281 | ||
J M Smucker Co. | 2.375% | 3/15/30 | 350 | 298 | ||
J M Smucker Co. | 2.125% | 3/15/32 | 500 | 400 | ||
J M Smucker Co. | 4.250% | 3/15/35 | 400 | 364 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
J M Smucker Co. | 2.750% | 9/15/41 | 250 | 175 | ||
J M Smucker Co. | 4.375% | 3/15/45 | 100 | 86 | ||
11 | JBS USA LUX SA | 5.125% | 2/1/28 | 500 | 480 | |
11 | JBS USA LUX SA | 5.750% | 4/1/33 | 1,000 | 942 | |
11 | JBS USA LUX SA | 4.375% | 2/2/52 | 2,600 | 1,830 | |
11 | JBS USA LUX SA | 6.500% | 12/1/52 | 1,650 | 1,561 | |
Kellogg Co. | 3.250% | 4/1/26 | 950 | 905 | ||
Kellogg Co. | 3.400% | 11/15/27 | 950 | 890 | ||
Kellogg Co. | 4.300% | 5/15/28 | 425 | 411 | ||
Kellogg Co. | 2.100% | 6/1/30 | 500 | 414 | ||
7 | Kellogg Co. | 7.450% | 4/1/31 | 500 | 569 | |
11 | Kenvue Inc. | 5.050% | 3/22/28 | 250 | 252 | |
11 | Kenvue Inc. | 5.000% | 3/22/30 | 850 | 858 | |
11 | Kenvue Inc. | 4.900% | 3/22/33 | 1,500 | 1,517 | |
11 | Kenvue Inc. | 5.100% | 3/22/43 | 520 | 528 | |
11 | Kenvue Inc. | 5.050% | 3/22/53 | 850 | 867 | |
11 | Kenvue Inc. | 5.200% | 3/22/63 | 650 | 665 | |
Keurig Dr Pepper Inc. | 4.417% | 5/25/25 | 209 | 205 | ||
Keurig Dr Pepper Inc. | 3.400% | 11/15/25 | 250 | 239 | ||
Keurig Dr Pepper Inc. | 2.550% | 9/15/26 | 325 | 299 | ||
Keurig Dr Pepper Inc. | 3.430% | 6/15/27 | 375 | 354 | ||
Keurig Dr Pepper Inc. | 3.950% | 4/15/29 | 1,000 | 943 | ||
Keurig Dr Pepper Inc. | 3.200% | 5/1/30 | 612 | 549 | ||
Keurig Dr Pepper Inc. | 2.250% | 3/15/31 | 500 | 412 | ||
Keurig Dr Pepper Inc. | 4.050% | 4/15/32 | 1,000 | 929 | ||
Keurig Dr Pepper Inc. | 4.500% | 11/15/45 | 1,000 | 876 | ||
Keurig Dr Pepper Inc. | 4.420% | 12/15/46 | 325 | 278 | ||
Keurig Dr Pepper Inc. | 3.800% | 5/1/50 | 575 | 454 | ||
Keurig Dr Pepper Inc. | 3.350% | 3/15/51 | 500 | 357 | ||
Keurig Dr Pepper Inc. | 4.500% | 4/15/52 | 1,500 | 1,322 | ||
Kimberly-Clark Corp. | 3.050% | 8/15/25 | 100 | 96 | ||
Kimberly-Clark Corp. | 2.750% | 2/15/26 | 350 | 332 | ||
Kimberly-Clark Corp. | 1.050% | 9/15/27 | 600 | 518 | ||
Kimberly-Clark Corp. | 3.950% | 11/1/28 | 100 | 97 | ||
Kimberly-Clark Corp. | 3.200% | 4/25/29 | 575 | 534 | ||
Kimberly-Clark Corp. | 3.100% | 3/26/30 | 560 | 511 | ||
Kimberly-Clark Corp. | 2.000% | 11/2/31 | 500 | 413 | ||
Kimberly-Clark Corp. | 5.300% | 3/1/41 | 700 | 725 | ||
Kimberly-Clark Corp. | 3.200% | 7/30/46 | 325 | 244 | ||
Kimberly-Clark Corp. | 3.900% | 5/4/47 | 550 | 470 | ||
Kimberly-Clark Corp. | 2.875% | 2/7/50 | 415 | 299 | ||
Koninklijke Ahold Delhaize NV | 5.700% | 10/1/40 | 153 | 154 | ||
Kraft Heinz Foods Co. | 3.000% | 6/1/26 | 1,850 | 1,745 | ||
Kraft Heinz Foods Co. | 3.875% | 5/15/27 | 1,200 | 1,152 | ||
Kraft Heinz Foods Co. | 3.750% | 4/1/30 | 750 | 696 | ||
Kraft Heinz Foods Co. | 4.250% | 3/1/31 | 1,000 | 952 | ||
Kraft Heinz Foods Co. | 6.875% | 1/26/39 | 400 | 450 | ||
Kraft Heinz Foods Co. | 6.500% | 2/9/40 | 750 | 809 | ||
Kraft Heinz Foods Co. | 5.200% | 7/15/45 | 2,300 | 2,182 | ||
Kraft Heinz Foods Co. | 4.375% | 6/1/46 | 4,425 | 3,770 | ||
Kraft Heinz Foods Co. | 4.875% | 10/1/49 | 1,450 | 1,323 | ||
Kraft Heinz Foods Co. | 5.500% | 6/1/50 | 1,000 | 993 | ||
Kroger Co. | 3.500% | 2/1/26 | 500 | 480 | ||
Kroger Co. | 2.650% | 10/15/26 | 500 | 464 | ||
Kroger Co. | 4.500% | 1/15/29 | 500 | 489 | ||
7 | Kroger Co. | 7.700% | 6/1/29 | 200 | 224 | |
Kroger Co. | 8.000% | 9/15/29 | 750 | 850 | ||
Kroger Co. | 2.200% | 5/1/30 | 1,250 | 1,035 | ||
Kroger Co. | 1.700% | 1/15/31 | 700 | 549 | ||
Kroger Co. | 6.900% | 4/15/38 | 300 | 333 | ||
Kroger Co. | 5.400% | 7/15/40 | 250 | 241 | ||
Kroger Co. | 5.000% | 4/15/42 | 650 | 593 | ||
Kroger Co. | 5.150% | 8/1/43 | 350 | 323 | ||
Kroger Co. | 4.450% | 2/1/47 | 679 | 593 | ||
Kroger Co. | 4.650% | 1/15/48 | 925 | 814 | ||
Kroger Co. | 3.950% | 1/15/50 | 700 | 560 | ||
McCormick & Co. Inc. | 3.150% | 8/15/24 | 600 | 582 | ||
McCormick & Co. Inc. | 3.400% | 8/15/27 | 700 | 655 | ||
McCormick & Co. Inc. | 2.500% | 4/15/30 | 2,300 | 1,946 | ||
McCormick & Co. Inc. | 1.850% | 2/15/31 | 500 | 396 | ||
McCormick & Co. Inc. | 4.200% | 8/15/47 | 75 | 62 | ||
Mead Johnson Nutrition Co. | 4.125% | 11/15/25 | 1,235 | 1,205 | ||
Mead Johnson Nutrition Co. | 5.900% | 11/1/39 | 640 | 674 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mead Johnson Nutrition Co. | 4.600% | 6/1/44 | 750 | 673 | ||
Molson Coors Beverage Co. | 3.000% | 7/15/26 | 1,650 | 1,542 | ||
Molson Coors Beverage Co. | 5.000% | 5/1/42 | 1,150 | 1,070 | ||
Molson Coors Beverage Co. | 4.200% | 7/15/46 | 1,235 | 1,018 | ||
Mondelez International Inc. | 1.500% | 5/4/25 | 400 | 373 | ||
Mondelez International Inc. | 2.625% | 3/17/27 | 700 | 646 | ||
Mondelez International Inc. | 2.750% | 4/13/30 | 896 | 785 | ||
Mondelez International Inc. | 1.500% | 2/4/31 | 1,250 | 983 | ||
Mondelez International Inc. | 3.000% | 3/17/32 | 250 | 217 | ||
Mondelez International Inc. | 1.875% | 10/15/32 | 500 | 389 | ||
Mondelez International Inc. | 2.625% | 9/4/50 | 1,000 | 647 | ||
PepsiCo Inc. | 2.250% | 3/19/25 | 1,045 | 997 | ||
PepsiCo Inc. | 2.750% | 4/30/25 | 975 | 933 | ||
PepsiCo Inc. | 3.500% | 7/17/25 | 1,425 | 1,386 | ||
PepsiCo Inc. | 2.850% | 2/24/26 | 575 | 549 | ||
PepsiCo Inc. | 2.625% | 3/19/27 | 375 | 350 | ||
PepsiCo Inc. | 3.000% | 10/15/27 | 1,225 | 1,153 | ||
PepsiCo Inc. | 4.450% | 5/15/28 | 625 | 625 | ||
PepsiCo Inc. | 2.750% | 3/19/30 | 1,225 | 1,103 | ||
PepsiCo Inc. | 1.625% | 5/1/30 | 1,725 | 1,436 | ||
PepsiCo Inc. | 1.400% | 2/25/31 | 750 | 604 | ||
PepsiCo Inc. | 3.500% | 3/19/40 | 1,325 | 1,119 | ||
PepsiCo Inc. | 2.625% | 10/21/41 | 1,000 | 756 | ||
PepsiCo Inc. | 4.000% | 3/5/42 | 541 | 487 | ||
PepsiCo Inc. | 3.600% | 8/13/42 | 725 | 616 | ||
PepsiCo Inc. | 4.250% | 10/22/44 | 475 | 432 | ||
PepsiCo Inc. | 4.450% | 4/14/46 | 1,650 | 1,591 | ||
PepsiCo Inc. | 3.450% | 10/6/46 | 1,675 | 1,383 | ||
PepsiCo Inc. | 3.375% | 7/29/49 | 850 | 692 | ||
PepsiCo Inc. | 2.875% | 10/15/49 | 875 | 659 | ||
PepsiCo Inc. | 3.625% | 3/19/50 | 785 | 668 | ||
PepsiCo Inc. | 3.875% | 3/19/60 | 300 | 260 | ||
Philip Morris International Inc. | 5.125% | 11/15/24 | 500 | 498 | ||
Philip Morris International Inc. | 1.500% | 5/1/25 | 950 | 889 | ||
Philip Morris International Inc. | 3.375% | 8/11/25 | 475 | 458 | ||
Philip Morris International Inc. | 5.000% | 11/17/25 | 875 | 871 | ||
Philip Morris International Inc. | 4.875% | 2/13/26 | 500 | 496 | ||
Philip Morris International Inc. | 2.750% | 2/25/26 | 505 | 475 | ||
Philip Morris International Inc. | 0.875% | 5/1/26 | 500 | 446 | ||
Philip Morris International Inc. | 3.125% | 8/17/27 | 425 | 397 | ||
Philip Morris International Inc. | 5.125% | 11/17/27 | 1,375 | 1,379 | ||
Philip Morris International Inc. | 4.875% | 2/15/28 | 1,000 | 986 | ||
Philip Morris International Inc. | 3.125% | 3/2/28 | 400 | 368 | ||
Philip Morris International Inc. | 3.375% | 8/15/29 | 600 | 542 | ||
Philip Morris International Inc. | 5.625% | 11/17/29 | 1,125 | 1,146 | ||
Philip Morris International Inc. | 5.125% | 2/15/30 | 500 | 495 | ||
Philip Morris International Inc. | 2.100% | 5/1/30 | 1,575 | 1,304 | ||
Philip Morris International Inc. | 1.750% | 11/1/30 | 500 | 396 | ||
Philip Morris International Inc. | 5.750% | 11/17/32 | 1,960 | 2,009 | ||
Philip Morris International Inc. | 5.375% | 2/15/33 | 1,000 | 998 | ||
Philip Morris International Inc. | 6.375% | 5/16/38 | 575 | 629 | ||
Philip Morris International Inc. | 4.375% | 11/15/41 | 1,175 | 1,004 | ||
Philip Morris International Inc. | 4.500% | 3/20/42 | 550 | 474 | ||
Philip Morris International Inc. | 3.875% | 8/21/42 | 75 | 59 | ||
Philip Morris International Inc. | 4.125% | 3/4/43 | 875 | 715 | ||
Philip Morris International Inc. | 4.875% | 11/15/43 | 530 | 475 | ||
Philip Morris International Inc. | 4.250% | 11/10/44 | 2,000 | 1,664 | ||
Pilgrim's Pride Corp. | 3.500% | 3/1/32 | 1,000 | 796 | ||
Procter & Gamble Co. | 0.550% | 10/29/25 | 800 | 726 | ||
Procter & Gamble Co. | 2.450% | 11/3/26 | 800 | 749 | ||
Procter & Gamble Co. | 2.800% | 3/25/27 | 4,000 | 3,769 | ||
Procter & Gamble Co. | 3.000% | 3/25/30 | 2,055 | 1,903 | ||
Procter & Gamble Co. | 1.200% | 10/29/30 | 625 | 505 | ||
Procter & Gamble Co. | 5.550% | 3/5/37 | 625 | 697 | ||
Procter & Gamble Co. | 3.550% | 3/25/40 | 1,294 | 1,144 | ||
Procter & Gamble Co. | 3.500% | 10/25/47 | 413 | 349 | ||
Reynolds American Inc. | 4.450% | 6/12/25 | 4,231 | 4,113 | ||
Reynolds American Inc. | 5.700% | 8/15/35 | 1,075 | 1,012 | ||
Reynolds American Inc. | 7.250% | 6/15/37 | 325 | 341 | ||
7 | Reynolds American Inc. | 8.125% | 5/1/40 | 400 | 442 | |
7 | Reynolds American Inc. | 7.000% | 8/4/41 | 150 | 148 | |
Reynolds American Inc. | 6.150% | 9/15/43 | 400 | 385 | ||
Reynolds American Inc. | 5.850% | 8/15/45 | 1,985 | 1,768 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sysco Corp. | 3.750% | 10/1/25 | 1,086 | 1,050 | ||
Sysco Corp. | 3.300% | 7/15/26 | 975 | 922 | ||
Sysco Corp. | 3.250% | 7/15/27 | 925 | 864 | ||
Sysco Corp. | 5.950% | 4/1/30 | 564 | 590 | ||
Sysco Corp. | 2.450% | 12/14/31 | 500 | 409 | ||
Sysco Corp. | 6.600% | 4/1/40 | 735 | 794 | ||
Sysco Corp. | 4.850% | 10/1/45 | 125 | 111 | ||
Sysco Corp. | 4.500% | 4/1/46 | 408 | 347 | ||
Sysco Corp. | 4.450% | 3/15/48 | 408 | 348 | ||
Sysco Corp. | 3.300% | 2/15/50 | 425 | 304 | ||
Sysco Corp. | 6.600% | 4/1/50 | 950 | 1,083 | ||
Sysco Corp. | 3.150% | 12/14/51 | 600 | 415 | ||
Target Corp. | 3.500% | 7/1/24 | 877 | 861 | ||
Target Corp. | 2.250% | 4/15/25 | 500 | 477 | ||
Target Corp. | 2.500% | 4/15/26 | 1,075 | 1,017 | ||
Target Corp. | 1.950% | 1/15/27 | 600 | 549 | ||
Target Corp. | 3.375% | 4/15/29 | 850 | 797 | ||
Target Corp. | 2.650% | 9/15/30 | 1,750 | 1,528 | ||
Target Corp. | 4.500% | 9/15/32 | 500 | 488 | ||
Target Corp. | 4.400% | 1/15/33 | 1,500 | 1,458 | ||
Target Corp. | 6.500% | 10/15/37 | 450 | 510 | ||
Target Corp. | 7.000% | 1/15/38 | 300 | 361 | ||
Target Corp. | 4.000% | 7/1/42 | 500 | 449 | ||
Target Corp. | 3.625% | 4/15/46 | 500 | 406 | ||
Target Corp. | 2.950% | 1/15/52 | 700 | 489 | ||
Target Corp. | 4.800% | 1/15/53 | 650 | 622 | ||
Tyson Foods Inc. | 3.950% | 8/15/24 | 4,525 | 4,441 | ||
Tyson Foods Inc. | 4.000% | 3/1/26 | 580 | 560 | ||
Tyson Foods Inc. | 3.550% | 6/2/27 | 1,125 | 1,058 | ||
Tyson Foods Inc. | 4.350% | 3/1/29 | 1,145 | 1,091 | ||
Tyson Foods Inc. | 5.150% | 8/15/44 | 550 | 500 | ||
Tyson Foods Inc. | 5.100% | 9/28/48 | 1,700 | 1,547 | ||
Unilever Capital Corp. | 0.626% | 8/12/24 | 500 | 473 | ||
Unilever Capital Corp. | 3.375% | 3/22/25 | 250 | 242 | ||
Unilever Capital Corp. | 3.100% | 7/30/25 | 550 | 529 | ||
Unilever Capital Corp. | 2.000% | 7/28/26 | 550 | 508 | ||
Unilever Capital Corp. | 2.125% | 9/6/29 | 1,575 | 1,363 | ||
Unilever Capital Corp. | 1.375% | 9/14/30 | 500 | 401 | ||
Unilever Capital Corp. | 1.750% | 8/12/31 | 500 | 404 | ||
Unilever Capital Corp. | 5.900% | 11/15/32 | 800 | 875 | ||
7 | Unilever Capital Corp. | 2.625% | 8/12/51 | 500 | 343 | |
Walgreens Boots Alliance Inc. | 3.800% | 11/18/24 | 1,525 | 1,486 | ||
Walgreens Boots Alliance Inc. | 3.450% | 6/1/26 | 1,475 | 1,385 | ||
Walgreens Boots Alliance Inc. | 3.200% | 4/15/30 | 1,200 | 1,020 | ||
Walgreens Boots Alliance Inc. | 4.800% | 11/18/44 | 1,205 | 999 | ||
Walmart Inc. | 2.850% | 7/8/24 | 1,150 | 1,122 | ||
Walmart Inc. | 2.650% | 12/15/24 | 875 | 843 | ||
Walmart Inc. | 3.550% | 6/26/25 | 1,275 | 1,242 | ||
Walmart Inc. | 3.900% | 9/9/25 | 900 | 882 | ||
Walmart Inc. | 4.000% | 4/15/26 | 240 | 236 | ||
Walmart Inc. | 3.050% | 7/8/26 | 1,700 | 1,628 | ||
Walmart Inc. | 1.050% | 9/17/26 | 462 | 413 | ||
Walmart Inc. | 3.900% | 4/15/28 | 600 | 586 | ||
Walmart Inc. | 1.500% | 9/22/28 | 675 | 586 | ||
Walmart Inc. | 3.250% | 7/8/29 | 1,633 | 1,532 | ||
Walmart Inc. | 2.375% | 9/24/29 | 175 | 155 | ||
Walmart Inc. | 4.000% | 4/15/30 | 250 | 243 | ||
Walmart Inc. | 1.800% | 9/22/31 | 462 | 384 | ||
Walmart Inc. | 4.150% | 9/9/32 | 1,000 | 986 | ||
Walmart Inc. | 4.100% | 4/15/33 | 1,000 | 971 | ||
Walmart Inc. | 5.250% | 9/1/35 | 820 | 875 | ||
Walmart Inc. | 6.200% | 4/15/38 | 570 | 657 | ||
Walmart Inc. | 3.950% | 6/28/38 | 2,175 | 2,007 | ||
Walmart Inc. | 5.625% | 4/1/40 | 312 | 340 | ||
Walmart Inc. | 5.000% | 10/25/40 | 235 | 240 | ||
Walmart Inc. | 4.000% | 4/11/43 | 1,920 | 1,717 | ||
Walmart Inc. | 3.625% | 12/15/47 | 1,300 | 1,097 | ||
Walmart Inc. | 4.050% | 6/29/48 | 1,256 | 1,161 | ||
Walmart Inc. | 2.950% | 9/24/49 | 720 | 538 | ||
Walmart Inc. | 2.650% | 9/22/51 | 700 | 498 | ||
Walmart Inc. | 4.500% | 9/9/52 | 800 | 781 | ||
Walmart Inc. | 4.500% | 4/15/53 | 1,000 | 975 | ||
344,725 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Energy (0.7%) | ||||||
Apache Corp. | 4.375% | 10/15/28 | 72 | 66 | ||
Apache Corp. | 4.250% | 1/15/30 | 204 | 182 | ||
Apache Corp. | 6.000% | 1/15/37 | 355 | 319 | ||
Apache Corp. | 5.100% | 9/1/40 | 912 | 743 | ||
Apache Corp. | 5.250% | 2/1/42 | 192 | 151 | ||
Apache Corp. | 4.750% | 4/15/43 | 346 | 255 | ||
Apache Corp. | 5.350% | 7/1/49 | 313 | 244 | ||
Baker Hughes Holdings LLC | 2.061% | 12/15/26 | 500 | 451 | ||
Baker Hughes Holdings LLC | 3.337% | 12/15/27 | 1,050 | 973 | ||
Baker Hughes Holdings LLC | 3.138% | 11/7/29 | 450 | 402 | ||
Baker Hughes Holdings LLC | 5.125% | 9/15/40 | 1,020 | 990 | ||
Baker Hughes Holdings LLC | 4.080% | 12/15/47 | 1,269 | 1,029 | ||
Boardwalk Pipelines LP | 4.950% | 12/15/24 | 945 | 929 | ||
Boardwalk Pipelines LP | 5.950% | 6/1/26 | 425 | 428 | ||
Boardwalk Pipelines LP | 4.800% | 5/3/29 | 100 | 96 | ||
Boardwalk Pipelines LP | 3.600% | 9/1/32 | 500 | 425 | ||
BP Capital Markets America Inc. | 3.796% | 9/21/25 | 1,614 | 1,573 | ||
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 | 2,666 | |
7 | BP Capital Markets America Inc. | 3.017% | 1/16/27 | 1,800 | 1,694 | |
BP Capital Markets America Inc. | 3.937% | 9/21/28 | 1,800 | 1,725 | ||
BP Capital Markets America Inc. | 3.633% | 4/6/30 | 2,600 | 2,425 | ||
BP Capital Markets America Inc. | 1.749% | 8/10/30 | 900 | 737 | ||
BP Capital Markets America Inc. | 2.721% | 1/12/32 | 900 | 765 | ||
BP Capital Markets America Inc. | 4.812% | 2/13/33 | 1,900 | 1,874 | ||
BP Capital Markets America Inc. | 4.893% | 9/11/33 | 998 | 988 | ||
BP Capital Markets America Inc. | 3.060% | 6/17/41 | 1,000 | 759 | ||
BP Capital Markets America Inc. | 3.000% | 2/24/50 | 2,200 | 1,536 | ||
BP Capital Markets America Inc. | 2.772% | 11/10/50 | 1,450 | 963 | ||
BP Capital Markets America Inc. | 2.939% | 6/4/51 | 1,900 | 1,301 | ||
BP Capital Markets America Inc. | 3.001% | 3/17/52 | 1,200 | 830 | ||
BP Capital Markets America Inc. | 3.379% | 2/8/61 | 1,900 | 1,353 | ||
BP Capital Markets plc | 3.279% | 9/19/27 | 2,135 | 2,013 | ||
BP Capital Markets plc | 3.723% | 11/28/28 | 685 | 648 | ||
Burlington Resources LLC | 7.400% | 12/1/31 | 600 | 694 | ||
Canadian Natural Resources Ltd. | 3.900% | 2/1/25 | 500 | 484 | ||
Canadian Natural Resources Ltd. | 2.050% | 7/15/25 | 400 | 373 | ||
Canadian Natural Resources Ltd. | 3.850% | 6/1/27 | 2,000 | 1,889 | ||
Canadian Natural Resources Ltd. | 2.950% | 7/15/30 | 500 | 430 | ||
Canadian Natural Resources Ltd. | 7.200% | 1/15/32 | 475 | 517 | ||
Canadian Natural Resources Ltd. | 6.450% | 6/30/33 | 400 | 413 | ||
Canadian Natural Resources Ltd. | 5.850% | 2/1/35 | 700 | 681 | ||
Canadian Natural Resources Ltd. | 6.500% | 2/15/37 | 350 | 356 | ||
Canadian Natural Resources Ltd. | 6.250% | 3/15/38 | 1,000 | 1,019 | ||
Canadian Natural Resources Ltd. | 6.750% | 2/1/39 | 325 | 339 | ||
7 | Canadian Natural Resources Ltd. | 4.950% | 6/1/47 | 90 | 81 | |
Cenovus Energy Inc. | 4.250% | 4/15/27 | 350 | 335 | ||
Cenovus Energy Inc. | 2.650% | 1/15/32 | 450 | 363 | ||
Cenovus Energy Inc. | 5.250% | 6/15/37 | 750 | 692 | ||
Cenovus Energy Inc. | 6.800% | 9/15/37 | 300 | 312 | ||
Cenovus Energy Inc. | 6.750% | 11/15/39 | 678 | 714 | ||
Cenovus Energy Inc. | 5.400% | 6/15/47 | 575 | 521 | ||
Cenovus Energy Inc. | 3.750% | 2/15/52 | 700 | 497 | ||
Cheniere Corpus Christi Holdings LLC | 5.875% | 3/31/25 | 1,750 | 1,743 | ||
Cheniere Corpus Christi Holdings LLC | 5.125% | 6/30/27 | 1,050 | 1,033 | ||
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 | 473 | ||
Cheniere Energy Inc. | 4.625% | 10/15/28 | 1,193 | 1,116 | ||
Cheniere Energy Partners LP | 4.500% | 10/1/29 | 1,300 | 1,194 | ||
Cheniere Energy Partners LP | 4.000% | 3/1/31 | 1,629 | 1,435 | ||
Cheniere Energy Partners LP | 3.250% | 1/31/32 | 1,500 | 1,238 | ||
11 | Cheniere Energy Partners LP | 5.950% | 6/30/33 | 417 | 419 | |
Chevron Corp. | 1.554% | 5/11/25 | 3,150 | 2,954 | ||
Chevron Corp. | 3.326% | 11/17/25 | 200 | 193 | ||
Chevron Corp. | 1.995% | 5/11/27 | 500 | 454 | ||
Chevron Corp. | 2.236% | 5/11/30 | 2,200 | 1,918 | ||
Chevron Corp. | 3.078% | 5/11/50 | 900 | 671 | ||
Chevron USA Inc. | 0.687% | 8/12/25 | 500 | 457 | ||
Chevron USA Inc. | 1.018% | 8/12/27 | 500 | 435 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Chevron USA Inc. | 3.850% | 1/15/28 | 450 | 439 | ||
Chevron USA Inc. | 3.250% | 10/15/29 | 1,000 | 926 | ||
Chevron USA Inc. | 5.250% | 11/15/43 | 450 | 458 | ||
Chevron USA Inc. | 2.343% | 8/12/50 | 500 | 320 | ||
CNOOC Finance 2013 Ltd. | 4.250% | 5/9/43 | 970 | 862 | ||
CNOOC Finance 2013 Ltd. | 3.300% | 9/30/49 | 600 | 439 | ||
CNOOC Finance 2014 ULC | 4.875% | 4/30/44 | 200 | 192 | ||
CNOOC Finance 2015 USA LLC | 4.375% | 5/2/28 | 1,125 | 1,105 | ||
CNOOC Petroleum North America ULC | 7.875% | 3/15/32 | 800 | 958 | ||
CNOOC Petroleum North America ULC | 5.875% | 3/10/35 | 500 | 529 | ||
CNOOC Petroleum North America ULC | 6.400% | 5/15/37 | 1,075 | 1,192 | ||
CNOOC Petroleum North America ULC | 7.500% | 7/30/39 | 400 | 493 | ||
Columbia Pipeline Group Inc. | 4.500% | 6/1/25 | 1,045 | 1,022 | ||
Columbia Pipeline Group Inc. | 5.800% | 6/1/45 | 672 | 664 | ||
ConocoPhillips | 4.300% | 8/15/28 | 475 | 463 | ||
ConocoPhillips | 2.400% | 2/15/31 | 500 | 413 | ||
ConocoPhillips | 5.900% | 10/15/32 | 400 | 430 | ||
ConocoPhillips | 5.900% | 5/15/38 | 1,255 | 1,333 | ||
ConocoPhillips | 6.500% | 2/1/39 | 975 | 1,124 | ||
ConocoPhillips | 4.875% | 10/1/47 | 777 | 737 | ||
ConocoPhillips Co. | 2.400% | 3/7/25 | 55 | 52 | ||
ConocoPhillips Co. | 6.950% | 4/15/29 | 656 | 722 | ||
ConocoPhillips Co. | 3.758% | 3/15/42 | 719 | 605 | ||
ConocoPhillips Co. | 4.300% | 11/15/44 | 750 | 662 | ||
ConocoPhillips Co. | 3.800% | 3/15/52 | 500 | 406 | ||
ConocoPhillips Co. | 5.300% | 5/15/53 | 445 | 453 | ||
ConocoPhillips Co. | 4.025% | 3/15/62 | 1,675 | 1,366 | ||
Continental Resources Inc. | 4.375% | 1/15/28 | 600 | 563 | ||
Continental Resources Inc. | 4.900% | 6/1/44 | 250 | 194 | ||
Coterra Energy Inc. | 3.900% | 5/15/27 | 700 | 661 | ||
Coterra Energy Inc. | 4.375% | 3/15/29 | 600 | 560 | ||
DCP Midstream Operating LP | 5.375% | 7/15/25 | 254 | 252 | ||
DCP Midstream Operating LP | 5.625% | 7/15/27 | 195 | 195 | ||
DCP Midstream Operating LP | 5.125% | 5/15/29 | 465 | 455 | ||
DCP Midstream Operating LP | 3.250% | 2/15/32 | 263 | 223 | ||
DCP Midstream Operating LP | 5.600% | 4/1/44 | 400 | 379 | ||
Devon Energy Corp. | 5.250% | 9/15/24 | 600 | 595 | ||
Devon Energy Corp. | 5.850% | 12/15/25 | 300 | 302 | ||
Devon Energy Corp. | 5.250% | 10/15/27 | 360 | 355 | ||
Devon Energy Corp. | 5.875% | 6/15/28 | 260 | 259 | ||
Devon Energy Corp. | 4.500% | 1/15/30 | 518 | 488 | ||
Devon Energy Corp. | 7.875% | 9/30/31 | 590 | 667 | ||
Devon Energy Corp. | 7.950% | 4/15/32 | 245 | 282 | ||
Devon Energy Corp. | 5.600% | 7/15/41 | 1,310 | 1,233 | ||
Devon Energy Corp. | 4.750% | 5/15/42 | 250 | 211 | ||
Devon Energy Corp. | 5.000% | 6/15/45 | 700 | 607 | ||
Diamondback Energy Inc. | 3.250% | 12/1/26 | 700 | 658 | ||
Diamondback Energy Inc. | 3.500% | 12/1/29 | 1,100 | 991 | ||
Diamondback Energy Inc. | 3.125% | 3/24/31 | 875 | 749 | ||
Diamondback Energy Inc. | 6.250% | 3/15/33 | 750 | 777 | ||
Diamondback Energy Inc. | 4.400% | 3/24/51 | 500 | 397 | ||
Diamondback Energy Inc. | 4.250% | 3/15/52 | 700 | 539 | ||
Diamondback Energy Inc. | 6.250% | 3/15/53 | 550 | 558 | ||
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 | 872 | ||
7 | Eastern Gas Transmission & Storage Inc. | 4.800% | 11/1/43 | 325 | 284 | |
7 | Eastern Gas Transmission & Storage Inc. | 4.600% | 12/15/44 | 400 | 336 | |
7 | Enbridge Energy Partners LP | 7.500% | 4/15/38 | 300 | 338 | |
Enbridge Energy Partners LP | 5.500% | 9/15/40 | 575 | 543 | ||
Enbridge Energy Partners LP | 7.375% | 10/15/45 | 800 | 920 | ||
Enbridge Inc. | 2.500% | 1/15/25 | 715 | 681 | ||
Enbridge Inc. | 2.500% | 2/14/25 | 250 | 238 | ||
Enbridge Inc. | 1.600% | 10/4/26 | 500 | 446 | ||
Enbridge Inc. | 4.250% | 12/1/26 | 550 | 531 | ||
Enbridge Inc. | 3.125% | 11/15/29 | 825 | 729 | ||
Enbridge Inc. | 5.700% | 3/8/33 | 1,200 | 1,217 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Enbridge Inc. | 2.500% | 8/1/33 | 900 | 706 | ||
Enbridge Inc. | 4.500% | 6/10/44 | 925 | 770 | ||
Enbridge Inc. | 5.500% | 12/1/46 | 300 | 286 | ||
Enbridge Inc. | 4.000% | 11/15/49 | 325 | 252 | ||
Enbridge Inc. | 3.400% | 8/1/51 | 1,000 | 699 | ||
Energy Transfer LP | 4.050% | 3/15/25 | 2,091 | 2,034 | ||
Energy Transfer LP | 2.900% | 5/15/25 | 375 | 356 | ||
Energy Transfer LP | 5.950% | 12/1/25 | 1,878 | 1,881 | ||
Energy Transfer LP | 4.750% | 1/15/26 | 300 | 293 | ||
Energy Transfer LP | 4.400% | 3/15/27 | 800 | 766 | ||
7 | Energy Transfer LP | 5.500% | 6/1/27 | 1,000 | 996 | |
Energy Transfer LP | 5.550% | 2/15/28 | 300 | 300 | ||
Energy Transfer LP | 4.950% | 5/15/28 | 800 | 775 | ||
Energy Transfer LP | 5.250% | 4/15/29 | 1,300 | 1,269 | ||
Energy Transfer LP | 4.150% | 9/15/29 | 550 | 507 | ||
Energy Transfer LP | 3.750% | 5/15/30 | 1,775 | 1,605 | ||
Energy Transfer LP | 5.750% | 2/15/33 | 400 | 403 | ||
Energy Transfer LP | 4.900% | 3/15/35 | 250 | 230 | ||
Energy Transfer LP | 6.625% | 10/15/36 | 350 | 359 | ||
7 | Energy Transfer LP | 5.800% | 6/15/38 | 1,080 | 1,030 | |
Energy Transfer LP | 7.500% | 7/1/38 | 800 | 876 | ||
Energy Transfer LP | 6.050% | 6/1/41 | 875 | 844 | ||
Energy Transfer LP | 6.500% | 2/1/42 | 300 | 303 | ||
Energy Transfer LP | 5.150% | 2/1/43 | 425 | 362 | ||
Energy Transfer LP | 5.300% | 4/1/44 | 950 | 819 | ||
Energy Transfer LP | 5.000% | 5/15/44 | 450 | 379 | ||
Energy Transfer LP | 5.150% | 3/15/45 | 150 | 129 | ||
Energy Transfer LP | 5.350% | 5/15/45 | 725 | 633 | ||
Energy Transfer LP | 6.125% | 12/15/45 | 1,050 | 1,000 | ||
Energy Transfer LP | 5.300% | 4/15/47 | 1,705 | 1,486 | ||
Energy Transfer LP | 5.400% | 10/1/47 | 365 | 323 | ||
Energy Transfer LP | 6.000% | 6/15/48 | 1,350 | 1,282 | ||
Energy Transfer LP | 6.250% | 4/15/49 | 1,200 | 1,172 | ||
Energy Transfer LP | 5.000% | 5/15/50 | 1,900 | 1,605 | ||
Enterprise Products Operating LLC | 3.750% | 2/15/25 | 825 | 803 | ||
Enterprise Products Operating LLC | 5.050% | 1/10/26 | 300 | 300 | ||
Enterprise Products Operating LLC | 3.700% | 2/15/26 | 400 | 386 | ||
Enterprise Products Operating LLC | 3.125% | 7/31/29 | 1,550 | 1,391 | ||
Enterprise Products Operating LLC | 2.800% | 1/31/30 | 1,226 | 1,075 | ||
7 | Enterprise Products Operating LLC | 6.875% | 3/1/33 | 1,375 | 1,549 | |
Enterprise Products Operating LLC | 7.550% | 4/15/38 | 300 | 346 | ||
Enterprise Products Operating LLC | 5.950% | 2/1/41 | 470 | 491 | ||
Enterprise Products Operating LLC | 4.850% | 8/15/42 | 850 | 782 | ||
Enterprise Products Operating LLC | 4.450% | 2/15/43 | 1,000 | 881 | ||
Enterprise Products Operating LLC | 4.850% | 3/15/44 | 1,780 | 1,641 | ||
Enterprise Products Operating LLC | 5.100% | 2/15/45 | 982 | 937 | ||
Enterprise Products Operating LLC | 4.900% | 5/15/46 | 500 | 461 | ||
Enterprise Products Operating LLC | 4.250% | 2/15/48 | 1,550 | 1,314 | ||
Enterprise Products Operating LLC | 4.800% | 2/1/49 | 1,000 | 916 | ||
Enterprise Products Operating LLC | 4.200% | 1/31/50 | 1,100 | 922 | ||
Enterprise Products Operating LLC | 3.700% | 1/31/51 | 1,000 | 767 | ||
Enterprise Products Operating LLC | 3.200% | 2/15/52 | 500 | 352 | ||
Enterprise Products Operating LLC | 3.300% | 2/15/53 | 950 | 680 | ||
Enterprise Products Operating LLC | 4.950% | 10/15/54 | 300 | 273 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Enterprise Products Operating LLC | 3.950% | 1/31/60 | 1,100 | 848 | ||
7 | Enterprise Products Operating LLC | 5.250% | 8/16/77 | 400 | 350 | |
7 | Enterprise Products Operating LLC | 5.375% | 2/15/78 | 1,225 | 1,014 | |
EOG Resources Inc. | 4.150% | 1/15/26 | 600 | 588 | ||
EOG Resources Inc. | 4.950% | 4/15/50 | 700 | 691 | ||
EQT Corp. | 6.125% | 2/1/25 | 332 | 330 | ||
EQT Corp. | 3.900% | 10/1/27 | 900 | 835 | ||
EQT Corp. | 5.700% | 4/1/28 | 550 | 545 | ||
EQT Corp. | 7.000% | 2/1/30 | 1,000 | 1,047 | ||
Exxon Mobil Corp. | 2.992% | 3/19/25 | 5,775 | 5,566 | ||
Exxon Mobil Corp. | 3.043% | 3/1/26 | 1,350 | 1,291 | ||
Exxon Mobil Corp. | 2.275% | 8/16/26 | 400 | 371 | ||
Exxon Mobil Corp. | 3.294% | 3/19/27 | 1,100 | 1,056 | ||
Exxon Mobil Corp. | 2.440% | 8/16/29 | 1,000 | 890 | ||
Exxon Mobil Corp. | 3.482% | 3/19/30 | 1,425 | 1,337 | ||
Exxon Mobil Corp. | 2.610% | 10/15/30 | 1,875 | 1,647 | ||
Exxon Mobil Corp. | 2.995% | 8/16/39 | 1,065 | 844 | ||
Exxon Mobil Corp. | 4.227% | 3/19/40 | 1,850 | 1,704 | ||
Exxon Mobil Corp. | 3.567% | 3/6/45 | 750 | 611 | ||
Exxon Mobil Corp. | 4.114% | 3/1/46 | 1,000 | 880 | ||
Exxon Mobil Corp. | 3.095% | 8/16/49 | 1,269 | 932 | ||
Exxon Mobil Corp. | 4.327% | 3/19/50 | 2,300 | 2,089 | ||
Exxon Mobil Corp. | 3.452% | 4/15/51 | 2,600 | 2,029 | ||
Halliburton Co. | 3.800% | 11/15/25 | 354 | 342 | ||
Halliburton Co. | 4.850% | 11/15/35 | 1,000 | 942 | ||
Halliburton Co. | 6.700% | 9/15/38 | 1,070 | 1,174 | ||
Halliburton Co. | 4.500% | 11/15/41 | 675 | 574 | ||
Halliburton Co. | 4.750% | 8/1/43 | 725 | 635 | ||
Halliburton Co. | 5.000% | 11/15/45 | 1,709 | 1,547 | ||
Helmerich & Payne Inc. | 2.900% | 9/29/31 | 565 | 456 | ||
Hess Corp. | 3.500% | 7/15/24 | 245 | 239 | ||
Hess Corp. | 4.300% | 4/1/27 | 1,000 | 961 | ||
Hess Corp. | 7.300% | 8/15/31 | 485 | 532 | ||
Hess Corp. | 7.125% | 3/15/33 | 415 | 454 | ||
Hess Corp. | 5.600% | 2/15/41 | 1,100 | 1,052 | ||
Hess Corp. | 5.800% | 4/1/47 | 500 | 486 | ||
HF Sinclair Corp. | 5.875% | 4/1/26 | 860 | 863 | ||
HF Sinclair Corp. | 4.500% | 10/1/30 | 400 | 355 | ||
Kinder Morgan Energy Partners LP | 4.250% | 9/1/24 | 850 | 833 | ||
Kinder Morgan Energy Partners LP | 7.300% | 8/15/33 | 175 | 191 | ||
Kinder Morgan Energy Partners LP | 5.800% | 3/15/35 | 300 | 296 | ||
Kinder Morgan Energy Partners LP | 6.500% | 2/1/37 | 400 | 411 | ||
7 | Kinder Morgan Energy Partners LP | 6.950% | 1/15/38 | 335 | 360 | |
Kinder Morgan Energy Partners LP | 6.500% | 9/1/39 | 1,625 | 1,660 | ||
Kinder Morgan Energy Partners LP | 6.550% | 9/15/40 | 1,290 | 1,308 | ||
Kinder Morgan Energy Partners LP | 7.500% | 11/15/40 | 300 | 334 | ||
Kinder Morgan Energy Partners LP | 4.700% | 11/1/42 | 1,822 | 1,513 | ||
Kinder Morgan Energy Partners LP | 5.000% | 3/1/43 | 500 | 431 | ||
Kinder Morgan Energy Partners LP | 5.500% | 3/1/44 | 500 | 456 | ||
Kinder Morgan Inc. | 4.300% | 6/1/25 | 817 | 797 | ||
Kinder Morgan Inc. | 1.750% | 11/15/26 | 500 | 443 | ||
Kinder Morgan Inc. | 4.300% | 3/1/28 | 1,080 | 1,034 | ||
Kinder Morgan Inc. | 2.000% | 2/15/31 | 500 | 397 | ||
7 | Kinder Morgan Inc. | 7.800% | 8/1/31 | 330 | 373 | |
7 | Kinder Morgan Inc. | 7.750% | 1/15/32 | 1,025 | 1,157 | |
Kinder Morgan Inc. | 4.800% | 2/1/33 | 500 | 473 | ||
Kinder Morgan Inc. | 5.200% | 6/1/33 | 1,300 | 1,259 | ||
Kinder Morgan Inc. | 5.300% | 12/1/34 | 1,325 | 1,280 | ||
Kinder Morgan Inc. | 5.550% | 6/1/45 | 1,375 | 1,268 | ||
Kinder Morgan Inc. | 5.050% | 2/15/46 | 200 | 171 | ||
Kinder Morgan Inc. | 3.250% | 8/1/50 | 500 | 322 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Kinder Morgan Inc. | 3.600% | 2/15/51 | 1,325 | 916 | ||
Magellan Midstream Partners LP | 5.000% | 3/1/26 | 450 | 446 | ||
Magellan Midstream Partners LP | 3.250% | 6/1/30 | 500 | 441 | ||
Magellan Midstream Partners LP | 5.150% | 10/15/43 | 350 | 297 | ||
Magellan Midstream Partners LP | 4.250% | 9/15/46 | 300 | 222 | ||
Magellan Midstream Partners LP | 4.200% | 10/3/47 | 725 | 539 | ||
Magellan Midstream Partners LP | 4.850% | 2/1/49 | 200 | 163 | ||
Magellan Midstream Partners LP | 3.950% | 3/1/50 | 625 | 447 | ||
Marathon Oil Corp. | 4.400% | 7/15/27 | 1,350 | 1,289 | ||
Marathon Oil Corp. | 6.800% | 3/15/32 | 530 | 548 | ||
Marathon Oil Corp. | 6.600% | 10/1/37 | 650 | 648 | ||
Marathon Oil Corp. | 5.200% | 6/1/45 | 200 | 169 | ||
Marathon Petroleum Corp. | 4.700% | 5/1/25 | 800 | 785 | ||
Marathon Petroleum Corp. | 5.125% | 12/15/26 | 1,035 | 1,026 | ||
Marathon Petroleum Corp. | 3.800% | 4/1/28 | 1,150 | 1,072 | ||
Marathon Petroleum Corp. | 6.500% | 3/1/41 | 1,075 | 1,106 | ||
Marathon Petroleum Corp. | 4.750% | 9/15/44 | 200 | 167 | ||
Marathon Petroleum Corp. | 4.500% | 4/1/48 | 900 | 712 | ||
Marathon Petroleum Corp. | 5.000% | 9/15/54 | 325 | 268 | ||
MPLX LP | 4.875% | 12/1/24 | 838 | 826 | ||
MPLX LP | 4.875% | 6/1/25 | 3,085 | 3,033 | ||
MPLX LP | 1.750% | 3/1/26 | 600 | 545 | ||
MPLX LP | 4.250% | 12/1/27 | 1,010 | 961 | ||
MPLX LP | 4.000% | 3/15/28 | 950 | 895 | ||
MPLX LP | 4.800% | 2/15/29 | 500 | 483 | ||
MPLX LP | 2.650% | 8/15/30 | 2,000 | 1,675 | ||
MPLX LP | 4.950% | 9/1/32 | 571 | 545 | ||
MPLX LP | 5.000% | 3/1/33 | 1,000 | 959 | ||
MPLX LP | 4.500% | 4/15/38 | 1,575 | 1,357 | ||
MPLX LP | 5.200% | 3/1/47 | 1,950 | 1,713 | ||
MPLX LP | 5.200% | 12/1/47 | 500 | 438 | ||
MPLX LP | 4.700% | 4/15/48 | 800 | 659 | ||
MPLX LP | 5.500% | 2/15/49 | 1,775 | 1,617 | ||
MPLX LP | 5.650% | 3/1/53 | 500 | 467 | ||
NOV Inc. | 3.600% | 12/1/29 | 500 | 446 | ||
NOV Inc. | 3.950% | 12/1/42 | 800 | 589 | ||
Occidental Petroleum Corp. | 5.875% | 9/1/25 | 492 | 490 | ||
Occidental Petroleum Corp. | 5.500% | 12/1/25 | 375 | 372 | ||
Occidental Petroleum Corp. | 5.550% | 3/15/26 | 691 | 682 | ||
Occidental Petroleum Corp. | 8.500% | 7/15/27 | 397 | 429 | ||
Occidental Petroleum Corp. | 6.375% | 9/1/28 | 448 | 457 | ||
Occidental Petroleum Corp. | 8.875% | 7/15/30 | 811 | 932 | ||
Occidental Petroleum Corp. | 6.625% | 9/1/30 | 1,176 | 1,222 | ||
Occidental Petroleum Corp. | 6.125% | 1/1/31 | 926 | 940 | ||
Occidental Petroleum Corp. | 7.500% | 5/1/31 | 704 | 769 | ||
Occidental Petroleum Corp. | 7.875% | 9/15/31 | 392 | 437 | ||
Occidental Petroleum Corp. | 6.450% | 9/15/36 | 1,388 | 1,429 | ||
Occidental Petroleum Corp. | 7.950% | 6/15/39 | 198 | 225 | ||
Occidental Petroleum Corp. | 6.200% | 3/15/40 | 588 | 582 | ||
Occidental Petroleum Corp. | 6.600% | 3/15/46 | 905 | 934 | ||
Occidental Petroleum Corp. | 4.400% | 4/15/46 | 344 | 270 | ||
Occidental Petroleum Corp. | 4.200% | 3/15/48 | 244 | 182 | ||
ONEOK Inc. | 2.750% | 9/1/24 | 200 | 193 | ||
ONEOK Inc. | 4.000% | 7/13/27 | 1,150 | 1,078 | ||
ONEOK Inc. | 4.550% | 7/15/28 | 800 | 759 | ||
ONEOK Inc. | 3.400% | 9/1/29 | 1,810 | 1,582 | ||
ONEOK Inc. | 3.100% | 3/15/30 | 1,000 | 859 | ||
ONEOK Inc. | 6.350% | 1/15/31 | 1,000 | 1,029 | ||
ONEOK Inc. | 4.950% | 7/13/47 | 775 | 639 | ||
ONEOK Inc. | 5.200% | 7/15/48 | 650 | 556 | ||
ONEOK Inc. | 4.450% | 9/1/49 | 800 | 608 | ||
ONEOK Inc. | 4.500% | 3/15/50 | 400 | 305 | ||
ONEOK Partners LP | 4.900% | 3/15/25 | 450 | 443 | ||
ONEOK Partners LP | 6.650% | 10/1/36 | 360 | 370 | ||
ONEOK Partners LP | 6.850% | 10/15/37 | 300 | 309 | ||
ONEOK Partners LP | 6.125% | 2/1/41 | 1,340 | 1,296 | ||
Ovintiv Exploration Inc. | 5.375% | 1/1/26 | 100 | 99 | ||
Ovintiv Inc. | 5.650% | 5/15/28 | 560 | 550 | ||
Ovintiv Inc. | 7.375% | 11/1/31 | 450 | 482 | ||
Ovintiv Inc. | 6.250% | 7/15/33 | 400 | 395 | ||
Ovintiv Inc. | 6.500% | 8/15/34 | 700 | 703 | ||
Ovintiv Inc. | 6.625% | 8/15/37 | 1,000 | 987 | ||
Ovintiv Inc. | 7.100% | 7/15/53 | 400 | 411 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Phillips 66 | 3.850% | 4/9/25 | 600 | 584 | ||
Phillips 66 | 1.300% | 2/15/26 | 500 | 452 | ||
Phillips 66 | 3.900% | 3/15/28 | 600 | 570 | ||
Phillips 66 | 2.150% | 12/15/30 | 800 | 653 | ||
Phillips 66 | 4.650% | 11/15/34 | 1,000 | 945 | ||
Phillips 66 | 4.875% | 11/15/44 | 1,750 | 1,613 | ||
Phillips 66 | 3.300% | 3/15/52 | 900 | 619 | ||
Phillips 66 Co. | 2.450% | 12/15/24 | 250 | 238 | ||
Phillips 66 Co. | 3.605% | 2/15/25 | 600 | 579 | ||
Phillips 66 Co. | 3.550% | 10/1/26 | 425 | 399 | ||
Phillips 66 Co. | 4.950% | 12/1/27 | 200 | 198 | ||
Phillips 66 Co. | 3.750% | 3/1/28 | 400 | 375 | ||
Phillips 66 Co. | 3.150% | 12/15/29 | 250 | 218 | ||
Phillips 66 Co. | 5.300% | 6/30/33 | 350 | 349 | ||
Phillips 66 Co. | 4.680% | 2/15/45 | 1,080 | 922 | ||
Pioneer Natural Resources Co. | 1.125% | 1/15/26 | 500 | 451 | ||
Pioneer Natural Resources Co. | 1.900% | 8/15/30 | 1,025 | 832 | ||
Pioneer Natural Resources Co. | 2.150% | 1/15/31 | 975 | 798 | ||
Plains All American Pipeline LP | 3.600% | 11/1/24 | 2,155 | 2,086 | ||
Plains All American Pipeline LP | 4.650% | 10/15/25 | 600 | 585 | ||
Plains All American Pipeline LP | 4.500% | 12/15/26 | 350 | 339 | ||
Plains All American Pipeline LP | 3.550% | 12/15/29 | 1,200 | 1,057 | ||
Plains All American Pipeline LP | 3.800% | 9/15/30 | 525 | 466 | ||
Plains All American Pipeline LP | 6.650% | 1/15/37 | 500 | 506 | ||
Plains All American Pipeline LP | 5.150% | 6/1/42 | 500 | 416 | ||
Plains All American Pipeline LP | 4.700% | 6/15/44 | 500 | 391 | ||
Plains All American Pipeline LP | 4.900% | 2/15/45 | 650 | 526 | ||
Sabine Pass Liquefaction LLC | 5.625% | 3/1/25 | 3,225 | 3,214 | ||
Sabine Pass Liquefaction LLC | 5.875% | 6/30/26 | 1,200 | 1,210 | ||
Sabine Pass Liquefaction LLC | 5.000% | 3/15/27 | 1,600 | 1,575 | ||
Sabine Pass Liquefaction LLC | 4.200% | 3/15/28 | 1,000 | 948 | ||
Sabine Pass Liquefaction LLC | 4.500% | 5/15/30 | 2,500 | 2,378 | ||
11 | Sabine Pass Liquefaction LLC | 5.900% | 9/15/37 | 500 | 504 | |
Schlumberger Finance Canada Ltd. | 1.400% | 9/17/25 | 600 | 552 | ||
Schlumberger Investment SA | 4.500% | 5/15/28 | 400 | 394 | ||
Schlumberger Investment SA | 2.650% | 6/26/30 | 1,300 | 1,138 | ||
Schlumberger Investment SA | 4.850% | 5/15/33 | 200 | 197 | ||
Shell International Finance BV | 2.000% | 11/7/24 | 925 | 886 | ||
Shell International Finance BV | 3.250% | 5/11/25 | 2,625 | 2,538 | ||
Shell International Finance BV | 2.875% | 5/10/26 | 1,300 | 1,239 | ||
Shell International Finance BV | 2.500% | 9/12/26 | 505 | 471 | ||
Shell International Finance BV | 3.875% | 11/13/28 | 1,300 | 1,258 | ||
Shell International Finance BV | 2.375% | 11/7/29 | 1,450 | 1,271 | ||
Shell International Finance BV | 2.750% | 4/6/30 | 1,405 | 1,257 | ||
Shell International Finance BV | 4.125% | 5/11/35 | 2,125 | 1,977 | ||
Shell International Finance BV | 6.375% | 12/15/38 | 1,320 | 1,479 | ||
Shell International Finance BV | 5.500% | 3/25/40 | 700 | 733 | ||
Shell International Finance BV | 2.875% | 11/26/41 | 500 | 373 | ||
Shell International Finance BV | 3.625% | 8/21/42 | 525 | 435 | ||
Shell International Finance BV | 4.550% | 8/12/43 | 1,100 | 1,019 | ||
Shell International Finance BV | 4.375% | 5/11/45 | 2,900 | 2,613 | ||
Shell International Finance BV | 4.000% | 5/10/46 | 2,000 | 1,703 | ||
Shell International Finance BV | 3.125% | 11/7/49 | 1,400 | 1,020 | ||
Shell International Finance BV | 3.250% | 4/6/50 | 1,735 | 1,296 | ||
Shell International Finance BV | 3.000% | 11/26/51 | 950 | 673 | ||
Spectra Energy Partners LP | 3.500% | 3/15/25 | 1,666 | 1,604 | ||
Spectra Energy Partners LP | 3.375% | 10/15/26 | 950 | 893 | ||
Spectra Energy Partners LP | 5.950% | 9/25/43 | 400 | 393 | ||
Spectra Energy Partners LP | 4.500% | 3/15/45 | 220 | 181 | ||
Suncor Energy Inc. | 7.150% | 2/1/32 | 500 | 540 | ||
Suncor Energy Inc. | 6.800% | 5/15/38 | 700 | 745 | ||
Suncor Energy Inc. | 6.500% | 6/15/38 | 1,690 | 1,758 | ||
Suncor Energy Inc. | 4.000% | 11/15/47 | 700 | 542 | ||
Suncor Energy Inc. | 3.750% | 3/4/51 | 700 | 513 | ||
Targa Resources Corp. | 4.200% | 2/1/33 | 950 | 842 | ||
Targa Resources Corp. | 6.125% | 3/15/33 | 431 | 441 | ||
Targa Resources Corp. | 4.950% | 4/15/52 | 1,200 | 992 | ||
Targa Resources Corp. | 6.250% | 7/1/52 | 250 | 246 | ||
Targa Resources Corp. | 6.500% | 2/15/53 | 500 | 512 | ||
Targa Resources Partners LP | 6.500% | 7/15/27 | 300 | 300 | ||
Targa Resources Partners LP | 5.000% | 1/15/28 | 600 | 575 | ||
Targa Resources Partners LP | 6.875% | 1/15/29 | 600 | 612 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Targa Resources Partners LP | 5.500% | 3/1/30 | 900 | 866 | ||
Targa Resources Partners LP | 4.875% | 2/1/31 | 900 | 832 | ||
Targa Resources Partners LP | 4.000% | 1/15/32 | 940 | 815 | ||
TC PipeLines LP | 3.900% | 5/25/27 | 200 | 190 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 3/15/27 | 260 | 272 | ||
Tennessee Gas Pipeline Co. LLC | 7.000% | 10/15/28 | 500 | 527 | ||
TotalEnergies Capital International SA | 2.434% | 1/10/25 | 700 | 671 | ||
TotalEnergies Capital International SA | 3.455% | 2/19/29 | 425 | 397 | ||
TotalEnergies Capital International SA | 3.127% | 5/29/50 | 2,300 | 1,670 | ||
TotalEnergies Capital International SA | 3.386% | 6/29/60 | 500 | 367 | ||
TransCanada PipeLines Ltd. | 1.000% | 10/12/24 | 800 | 752 | ||
TransCanada PipeLines Ltd. | 4.250% | 5/15/28 | 1,700 | 1,622 | ||
TransCanada PipeLines Ltd. | 4.100% | 4/15/30 | 1,900 | 1,767 | ||
TransCanada PipeLines Ltd. | 2.500% | 10/12/31 | 700 | 566 | ||
TransCanada PipeLines Ltd. | 4.625% | 3/1/34 | 1,000 | 918 | ||
TransCanada PipeLines Ltd. | 5.850% | 3/15/36 | 625 | 624 | ||
TransCanada PipeLines Ltd. | 6.200% | 10/15/37 | 850 | 884 | ||
TransCanada PipeLines Ltd. | 4.750% | 5/15/38 | 500 | 447 | ||
TransCanada PipeLines Ltd. | 7.250% | 8/15/38 | 600 | 669 | ||
TransCanada PipeLines Ltd. | 6.100% | 6/1/40 | 830 | 849 | ||
TransCanada PipeLines Ltd. | 5.000% | 10/16/43 | 850 | 759 | ||
TransCanada PipeLines Ltd. | 4.875% | 5/15/48 | 1,600 | 1,434 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.000% | 3/15/28 | 300 | 282 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.250% | 5/15/30 | 700 | 622 | ||
Transcontinental Gas Pipe Line Co. LLC | 4.600% | 3/15/48 | 400 | 340 | ||
Transcontinental Gas Pipe Line Co. LLC | 3.950% | 5/15/50 | 500 | 388 | ||
Valero Energy Corp. | 2.150% | 9/15/27 | 517 | 458 | ||
Valero Energy Corp. | 4.350% | 6/1/28 | 315 | 301 | ||
Valero Energy Corp. | 2.800% | 12/1/31 | 400 | 329 | ||
Valero Energy Corp. | 7.500% | 4/15/32 | 850 | 960 | ||
Valero Energy Corp. | 6.625% | 6/15/37 | 1,355 | 1,455 | ||
Valero Energy Corp. | 3.650% | 12/1/51 | 875 | 613 | ||
Valero Energy Corp. | 4.000% | 6/1/52 | 500 | 377 | ||
Valero Energy Partners LP | 4.500% | 3/15/28 | 400 | 385 | ||
Western Midstream Operating LP | 3.350% | 2/1/25 | 500 | 478 | ||
Western Midstream Operating LP | 4.750% | 8/15/28 | 229 | 218 | ||
Western Midstream Operating LP | 4.300% | 2/1/30 | 956 | 861 | ||
Western Midstream Operating LP | 6.150% | 4/1/33 | 609 | 613 | ||
Western Midstream Operating LP | 5.450% | 4/1/44 | 390 | 331 | ||
Western Midstream Operating LP | 5.300% | 3/1/48 | 790 | 661 | ||
Western Midstream Operating LP | 5.500% | 2/1/50 | 1,100 | 913 | ||
Williams Cos. Inc. | 3.900% | 1/15/25 | 1,775 | 1,725 | ||
Williams Cos. Inc. | 4.000% | 9/15/25 | 1,125 | 1,087 | ||
Williams Cos. Inc. | 5.400% | 3/2/26 | 200 | 200 | ||
Williams Cos. Inc. | 3.750% | 6/15/27 | 1,325 | 1,251 | ||
Williams Cos. Inc. | 3.500% | 11/15/30 | 1,100 | 986 | ||
Williams Cos. Inc. | 2.600% | 3/15/31 | 1,000 | 829 | ||
Williams Cos. Inc. | 4.650% | 8/15/32 | 487 | 461 | ||
Williams Cos. Inc. | 5.650% | 3/15/33 | 400 | 405 | ||
Williams Cos. Inc. | 6.300% | 4/15/40 | 990 | 1,040 | ||
Williams Cos. Inc. | 5.800% | 11/15/43 | 925 | 898 | ||
Williams Cos. Inc. | 5.400% | 3/4/44 | 800 | 739 | ||
Williams Cos. Inc. | 5.750% | 6/24/44 | 600 | 585 | ||
Williams Cos. Inc. | 4.900% | 1/15/45 | 725 | 634 | ||
Williams Cos. Inc. | 5.100% | 9/15/45 | 900 | 811 | ||
Williams Cos. Inc. | 4.850% | 3/1/48 | 675 | 587 | ||
Williams Cos. Inc. | 3.500% | 10/15/51 | 400 | 277 | ||
Williams Cos. Inc. | 5.300% | 8/15/52 | 400 | 370 | ||
353,438 | ||||||
Financials (2.9%) | ||||||
ACE Capital Trust II | 9.700% | 4/1/30 | 75 | 90 | ||
7 | Aegon NV | 5.500% | 4/11/48 | 585 | 557 | |
AerCap Ireland Capital DAC | 1.650% | 10/29/24 | 3,500 | 3,288 | ||
AerCap Ireland Capital DAC | 6.500% | 7/15/25 | 3,763 | 3,785 | ||
AerCap Ireland Capital DAC | 4.450% | 10/1/25 | 500 | 481 | ||
AerCap Ireland Capital DAC | 1.750% | 1/30/26 | 500 | 449 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
AerCap Ireland Capital DAC | 4.450% | 4/3/26 | 3,000 | 2,868 | ||
AerCap Ireland Capital DAC | 2.450% | 10/29/26 | 3,500 | 3,129 | ||
AerCap Ireland Capital DAC | 3.650% | 7/21/27 | 875 | 803 | ||
AerCap Ireland Capital DAC | 4.625% | 10/15/27 | 500 | 476 | ||
AerCap Ireland Capital DAC | 3.875% | 1/23/28 | 1,000 | 920 | ||
AerCap Ireland Capital DAC | 5.750% | 6/6/28 | 600 | 595 | ||
AerCap Ireland Capital DAC | 3.000% | 10/29/28 | 4,000 | 3,469 | ||
AerCap Ireland Capital DAC | 3.300% | 1/30/32 | 4,000 | 3,270 | ||
AerCap Ireland Capital DAC | 3.850% | 10/29/41 | 3,000 | 2,283 | ||
Affiliated Managers Group Inc. | 3.500% | 8/1/25 | 725 | 686 | ||
Affiliated Managers Group Inc. | 3.300% | 6/15/30 | 500 | 422 | ||
Aflac Inc. | 2.875% | 10/15/26 | 884 | 819 | ||
Aflac Inc. | 3.600% | 4/1/30 | 1,000 | 920 | ||
Aflac Inc. | 4.000% | 10/15/46 | 150 | 120 | ||
Aflac Inc. | 4.750% | 1/15/49 | 1,080 | 1,008 | ||
Air Lease Corp. | 0.800% | 8/18/24 | 500 | 471 | ||
Air Lease Corp. | 4.250% | 9/15/24 | 475 | 464 | ||
7 | Air Lease Corp. | 2.300% | 2/1/25 | 1,175 | 1,106 | |
Air Lease Corp. | 3.250% | 3/1/25 | 600 | 573 | ||
Air Lease Corp. | 3.375% | 7/1/25 | 750 | 709 | ||
Air Lease Corp. | 1.875% | 8/15/26 | 750 | 667 | ||
Air Lease Corp. | 2.200% | 1/15/27 | 600 | 531 | ||
Air Lease Corp. | 3.625% | 4/1/27 | 200 | 185 | ||
Air Lease Corp. | 3.625% | 12/1/27 | 1,000 | 914 | ||
Air Lease Corp. | 2.100% | 9/1/28 | 500 | 416 | ||
Air Lease Corp. | 4.625% | 10/1/28 | 300 | 282 | ||
Air Lease Corp. | 3.250% | 10/1/29 | 595 | 516 | ||
7 | Air Lease Corp. | 3.000% | 2/1/30 | 625 | 523 | |
Air Lease Corp. | 3.125% | 12/1/30 | 1,250 | 1,042 | ||
7 | Air Lease Corp. | 2.875% | 1/15/32 | 600 | 483 | |
Aircastle Ltd. | 4.250% | 6/15/26 | 500 | 471 | ||
Alleghany Corp. | 4.900% | 9/15/44 | 300 | 279 | ||
Alleghany Corp. | 3.250% | 8/15/51 | 1,250 | 895 | ||
Allied World Assurance Co. Holdings Ltd. | 4.350% | 10/29/25 | 350 | 334 | ||
Allstate Corp. | 3.280% | 12/15/26 | 400 | 377 | ||
Allstate Corp. | 1.450% | 12/15/30 | 500 | 388 | ||
Allstate Corp. | 5.250% | 3/30/33 | 400 | 399 | ||
Allstate Corp. | 5.550% | 5/9/35 | 105 | 107 | ||
Allstate Corp. | 4.500% | 6/15/43 | 725 | 623 | ||
Allstate Corp. | 4.200% | 12/15/46 | 600 | 491 | ||
Allstate Corp. | 3.850% | 8/10/49 | 400 | 311 | ||
7 | Allstate Corp. | 6.500% | 5/15/57 | 650 | 633 | |
Ally Financial Inc. | 5.125% | 9/30/24 | 550 | 540 | ||
Ally Financial Inc. | 5.800% | 5/1/25 | 600 | 590 | ||
Ally Financial Inc. | 4.750% | 6/9/27 | 500 | 465 | ||
Ally Financial Inc. | 7.100% | 11/15/27 | 500 | 504 | ||
Ally Financial Inc. | 6.992% | 6/13/29 | 600 | 593 | ||
7 | Ally Financial Inc. | 8.000% | 11/1/31 | 2,308 | 2,394 | |
American Equity Investment Life Holding Co. | 5.000% | 6/15/27 | 300 | 289 | ||
American Express Co. | 2.500% | 7/30/24 | 1,065 | 1,030 | ||
American Express Co. | 3.000% | 10/30/24 | 1,200 | 1,161 | ||
American Express Co. | 3.625% | 12/5/24 | 1,404 | 1,364 | ||
American Express Co. | 4.200% | 11/6/25 | 1,212 | 1,181 | ||
American Express Co. | 4.900% | 2/13/26 | 1,100 | 1,089 | ||
American Express Co. | 4.990% | 5/1/26 | 825 | 816 | ||
American Express Co. | 2.550% | 3/4/27 | 5,316 | 4,844 | ||
American Express Co. | 3.300% | 5/3/27 | 1,960 | 1,831 | ||
American Express Co. | 4.420% | 8/3/33 | 1,500 | 1,414 | ||
American Express Co. | 5.043% | 5/1/34 | 892 | 872 | ||
American Express Co. | 4.050% | 12/3/42 | 621 | 540 | ||
American Financial Group Inc. | 5.250% | 4/2/30 | 356 | 348 | ||
American Financial Group Inc. | 4.500% | 6/15/47 | 500 | 408 | ||
American International Group Inc. | 2.500% | 6/30/25 | 1,203 | 1,134 | ||
American International Group Inc. | 3.900% | 4/1/26 | 500 | 481 | ||
American International Group Inc. | 4.200% | 4/1/28 | 450 | 433 | ||
American International Group Inc. | 4.250% | 3/15/29 | 300 | 282 | ||
American International Group Inc. | 3.400% | 6/30/30 | 1,115 | 988 | ||
American International Group Inc. | 3.875% | 1/15/35 | 400 | 345 | ||
American International Group Inc. | 4.700% | 7/10/35 | 195 | 174 | ||
American International Group Inc. | 6.250% | 5/1/36 | 600 | 624 | ||
American International Group Inc. | 4.500% | 7/16/44 | 988 | 852 | ||
American International Group Inc. | 4.800% | 7/10/45 | 200 | 179 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
American International Group Inc. | 4.750% | 4/1/48 | 545 | 489 | ||
7 | American International Group Inc. | 5.750% | 4/1/48 | 525 | 509 | |
American International Group Inc. | 4.375% | 6/30/50 | 500 | 423 | ||
Ameriprise Financial Inc. | 3.700% | 10/15/24 | 350 | 341 | ||
Ameriprise Financial Inc. | 3.000% | 4/2/25 | 3,459 | 3,296 | ||
Ameriprise Financial Inc. | 4.500% | 5/13/32 | 500 | 479 | ||
Ameriprise Financial Inc. | 5.150% | 5/15/33 | 650 | 646 | ||
7 | Aon Corp. | 8.205% | 1/1/27 | 150 | 152 | |
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 | 1,404 | ||
Aon Corp. | 2.050% | 8/23/31 | 750 | 598 | ||
Aon Corp. | 5.350% | 2/28/33 | 500 | 504 | ||
Aon Corp. | 6.250% | 9/30/40 | 150 | 158 | ||
Aon Corp. | 2.900% | 8/23/51 | 1,000 | 655 | ||
Aon Corp. | 3.900% | 2/28/52 | 500 | 393 | ||
Aon Global Ltd. | 3.875% | 12/15/25 | 300 | 289 | ||
Aon Global Ltd. | 4.600% | 6/14/44 | 625 | 545 | ||
Aon Global Ltd. | 4.750% | 5/15/45 | 695 | 620 | ||
Arch Capital Finance LLC | 4.011% | 12/15/26 | 799 | 761 | ||
Arch Capital Finance LLC | 5.031% | 12/15/46 | 100 | 89 | ||
Arch Capital Group Ltd. | 7.350% | 5/1/34 | 500 | 567 | ||
Arch Capital Group Ltd. | 3.635% | 6/30/50 | 975 | 718 | ||
Arch Capital Group US Inc. | 5.144% | 11/1/43 | 275 | 250 | ||
Ares Capital Corp. | 4.250% | 3/1/25 | 480 | 458 | ||
Ares Capital Corp. | 3.250% | 7/15/25 | 967 | 895 | ||
Ares Capital Corp. | 3.875% | 1/15/26 | 1,000 | 928 | ||
Ares Capital Corp. | 2.150% | 7/15/26 | 1,320 | 1,146 | ||
Ares Capital Corp. | 2.875% | 6/15/27 | 319 | 277 | ||
Ares Capital Corp. | 3.200% | 11/15/31 | 500 | 382 | ||
Arthur J Gallagher & Co. | 2.400% | 11/9/31 | 500 | 399 | ||
Arthur J Gallagher & Co. | 5.500% | 3/2/33 | 500 | 502 | ||
Arthur J Gallagher & Co. | 3.500% | 5/20/51 | 500 | 358 | ||
Arthur J Gallagher & Co. | 3.050% | 3/9/52 | 500 | 319 | ||
Arthur J Gallagher & Co. | 5.750% | 3/2/53 | 500 | 503 | ||
Assurant Inc. | 4.900% | 3/27/28 | 400 | 383 | ||
Assurant Inc. | 6.750% | 2/15/34 | 92 | 95 | ||
Assured Guaranty US Holdings Inc. | 5.000% | 7/1/24 | 262 | 258 | ||
Assured Guaranty US Holdings Inc. | 3.150% | 6/15/31 | 500 | 423 | ||
Assured Guaranty US Holdings Inc. | 3.600% | 9/15/51 | 500 | 343 | ||
Athene Holding Ltd. | 4.125% | 1/12/28 | 835 | 761 | ||
Athene Holding Ltd. | 3.500% | 1/15/31 | 4,500 | 3,707 | ||
Athene Holding Ltd. | 3.450% | 5/15/52 | 500 | 308 | ||
9 | Australia & New Zealand Banking Group Ltd. | 5.375% | 7/3/25 | 800 | 799 | |
7 | Australia & New Zealand Banking Group Ltd. | 3.700% | 11/16/25 | 250 | 241 | |
Australia & New Zealand Banking Group Ltd. | 5.088% | 12/8/25 | 875 | 871 | ||
AXA SA | 8.600% | 12/15/30 | 540 | 651 | ||
7 | AXIS Specialty Finance LLC | 4.900% | 1/15/40 | 250 | 199 | |
AXIS Specialty Finance plc | 4.000% | 12/6/27 | 1,500 | 1,409 | ||
Bain Capital Specialty Finance Inc. | 2.550% | 10/13/26 | 500 | 428 | ||
Banco Santander SA | 5.147% | 8/18/25 | 900 | 885 | ||
Banco Santander SA | 5.179% | 11/19/25 | 1,300 | 1,263 | ||
Banco Santander SA | ���1.849% | 3/25/26 | 1,000 | 895 | ||
Banco Santander SA | 4.250% | 4/11/27 | 2,000 | 1,892 | ||
Banco Santander SA | 5.294% | 8/18/27 | 900 | 883 | ||
Banco Santander SA | 3.800% | 2/23/28 | 200 | 184 | ||
Banco Santander SA | 4.379% | 4/12/28 | 1,200 | 1,131 | ||
Banco Santander SA | 3.306% | 6/27/29 | 500 | 445 | ||
Banco Santander SA | 3.490% | 5/28/30 | 1,000 | 871 | ||
Banco Santander SA | 2.749% | 12/3/30 | 600 | 469 | ||
Banco Santander SA | 2.958% | 3/25/31 | 1,000 | 826 | ||
7 | Bank of America Corp. | 4.200% | 8/26/24 | 3,025 | 2,969 | |
7 | Bank of America Corp. | 4.000% | 1/22/25 | 4,240 | 4,125 | |
7 | Bank of America Corp. | 3.950% | 4/21/25 | 3,036 | 2,941 | |
7 | Bank of America Corp. | 0.981% | 9/25/25 | 500 | 470 | |
7 | Bank of America Corp. | 3.093% | 10/1/25 | 2,500 | 2,406 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Bank of America Corp. | 2.456% | 10/22/25 | 2,175 | 2,077 | |
7 | Bank of America Corp. | 1.530% | 12/6/25 | 5,250 | 4,914 | |
7 | Bank of America Corp. | 3.366% | 1/23/26 | 1,300 | 1,248 | |
7 | Bank of America Corp. | 4.450% | 3/3/26 | 7,252 | 7,055 | |
7 | Bank of America Corp. | 3.384% | 4/2/26 | 2,790 | 2,676 | |
7 | Bank of America Corp. | 3.500% | 4/19/26 | 830 | 797 | |
7 | Bank of America Corp. | 1.319% | 6/19/26 | 11,450 | 10,491 | |
7 | Bank of America Corp. | 4.250% | 10/22/26 | 1,500 | 1,448 | |
7 | Bank of America Corp. | 1.197% | 10/24/26 | 2,000 | 1,800 | |
7 | Bank of America Corp. | 1.658% | 3/11/27 | 3,500 | 3,151 | |
7 | Bank of America Corp. | 3.559% | 4/23/27 | 2,275 | 2,158 | |
Bank of America Corp. | 1.734% | 7/22/27 | 2,500 | 2,231 | ||
7 | Bank of America Corp. | 3.248% | 10/21/27 | 2,225 | 2,073 | |
7 | Bank of America Corp. | 3.824% | 1/20/28 | 450 | 426 | |
7 | Bank of America Corp. | 3.705% | 4/24/28 | 1,400 | 1,314 | |
7 | Bank of America Corp. | 3.593% | 7/21/28 | 3,008 | 2,802 | |
Bank of America Corp. | 6.204% | 11/10/28 | 1,725 | 1,774 | ||
7 | Bank of America Corp. | 3.419% | 12/20/28 | 6,357 | 5,844 | |
7 | Bank of America Corp. | 3.970% | 3/5/29 | 1,425 | 1,336 | |
Bank of America Corp. | 5.202% | 4/25/29 | 2,050 | 2,028 | ||
7 | Bank of America Corp. | 2.087% | 6/14/29 | 6,000 | 5,126 | |
7 | Bank of America Corp. | 4.271% | 7/23/29 | 6,175 | 5,857 | |
7 | Bank of America Corp. | 3.974% | 2/7/30 | 500 | 463 | |
7 | Bank of America Corp. | 3.194% | 7/23/30 | 2,000 | 1,765 | |
7 | Bank of America Corp. | 2.884% | 10/22/30 | 4,175 | 3,596 | |
7 | Bank of America Corp. | 2.496% | 2/13/31 | 175 | 146 | |
7 | Bank of America Corp. | 2.592% | 4/29/31 | 6,000 | 5,042 | |
7 | Bank of America Corp. | 1.922% | 10/24/31 | 3,000 | 2,376 | |
7 | Bank of America Corp. | 2.651% | 3/11/32 | 1,500 | 1,242 | |
Bank of America Corp. | 2.687% | 4/22/32 | 4,575 | 3,790 | ||
Bank of America Corp. | 2.299% | 7/21/32 | 7,500 | 5,996 | ||
Bank of America Corp. | 2.572% | 10/20/32 | 1,000 | 814 | ||
7 | Bank of America Corp. | 5.015% | 7/22/33 | 4,000 | 3,905 | |
Bank of America Corp. | 5.288% | 4/25/34 | 2,050 | 2,031 | ||
Bank of America Corp. | 2.482% | 9/21/36 | 1,500 | 1,146 | ||
Bank of America Corp. | 6.110% | 1/29/37 | 810 | 854 | ||
Bank of America Corp. | 3.846% | 3/8/37 | 2,725 | 2,327 | ||
7 | Bank of America Corp. | 4.244% | 4/24/38 | 1,100 | 966 | |
Bank of America Corp. | 7.750% | 5/14/38 | 1,700 | 2,025 | ||
7 | Bank of America Corp. | 4.078% | 4/23/40 | 1,425 | 1,222 | |
7 | Bank of America Corp. | 2.676% | 6/19/41 | 4,895 | 3,438 | |
7 | Bank of America Corp. | 5.875% | 2/7/42 | 1,020 | 1,087 | |
Bank of America Corp. | 3.311% | 4/22/42 | 3,945 | 3,007 | ||
7 | Bank of America Corp. | 5.000% | 1/21/44 | 1,595 | 1,536 | |
7 | Bank of America Corp. | 4.875% | 4/1/44 | 550 | 524 | |
7 | Bank of America Corp. | 4.750% | 4/21/45 | 350 | 319 | |
7 | Bank of America Corp. | 4.443% | 1/20/48 | 2,675 | 2,362 | |
7 | Bank of America Corp. | 3.946% | 1/23/49 | 1,175 | 950 | |
7 | Bank of America Corp. | 4.330% | 3/15/50 | 700 | 602 | |
7 | Bank of America Corp. | 4.083% | 3/20/51 | 5,500 | 4,551 | |
7 | Bank of America Corp. | 2.831% | 10/24/51 | 2,000 | 1,311 | |
7 | Bank of America Corp. | 3.483% | 3/13/52 | 1,000 | 743 | |
Bank of America Corp. | 2.972% | 7/21/52 | 1,500 | 1,018 | ||
7 | Bank of America NA | 6.000% | 10/15/36 | 600 | 641 | |
7 | Bank of Montreal | 0.625% | 7/9/24 | 675 | 641 | |
7 | Bank of Montreal | 4.250% | 9/14/24 | 500 | 490 | |
7 | Bank of Montreal | 1.500% | 1/10/25 | 925 | 869 | |
7 | Bank of Montreal | 1.850% | 5/1/25 | 820 | 766 | |
7 | Bank of Montreal | 3.700% | 6/7/25 | 900 | 870 | |
Bank of Montreal | 5.300% | 6/5/26 | 600 | 599 | ||
7 | Bank of Montreal | 0.949% | 1/22/27 | 1,000 | 892 | |
7 | Bank of Montreal | 2.650% | 3/8/27 | 700 | 641 | |
7 | Bank of Montreal | 4.700% | 9/14/27 | 500 | 489 | |
Bank of Montreal | 5.203% | 2/1/28 | 650 | 650 | ||
7 | Bank of Montreal | 3.803% | 12/15/32 | 1,600 | 1,411 | |
7 | Bank of New York Mellon Corp. | 3.250% | 9/11/24 | 600 | 583 | |
7 | Bank of New York Mellon Corp. | 3.950% | 11/18/25 | 742 | 715 | |
7 | Bank of New York Mellon Corp. | 5.224% | 11/21/25 | 875 | 870 | |
7 | Bank of New York Mellon Corp. | 2.800% | 5/4/26 | 3,561 | 3,342 | |
7 | Bank of New York Mellon Corp. | 5.148% | 5/22/26 | 350 | 349 | |
Bank of New York Mellon Corp. | 4.414% | 7/24/26 | 800 | 783 | ||
7 | Bank of New York Mellon Corp. | 2.450% | 8/17/26 | 969 | 893 | |
7 | Bank of New York Mellon Corp. | 2.050% | 1/26/27 | 340 | 306 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bank of New York Mellon Corp. | 4.947% | 4/26/27 | 825 | 814 | ||
7 | Bank of New York Mellon Corp. | 3.250% | 5/16/27 | 1,500 | 1,404 | |
7 | Bank of New York Mellon Corp. | 3.400% | 1/29/28 | 600 | 561 | |
7 | Bank of New York Mellon Corp. | 3.442% | 2/7/28 | 1,200 | 1,130 | |
7 | Bank of New York Mellon Corp. | 5.802% | 10/25/28 | 650 | 662 | |
7 | Bank of New York Mellon Corp. | 3.000% | 10/30/28 | 1,000 | 897 | |
Bank of New York Mellon Corp. | 4.543% | 2/1/29 | 650 | 633 | ||
7 | Bank of New York Mellon Corp. | 3.300% | 8/23/29 | 500 | 449 | |
Bank of New York Mellon Corp. | 2.500% | 1/26/32 | 280 | 230 | ||
7 | Bank of New York Mellon Corp. | 4.289% | 6/13/33 | 5,000 | 4,730 | |
7 | Bank of New York Mellon Corp. | 5.834% | 10/25/33 | 650 | 678 | |
Bank of New York Mellon Corp. | 4.706% | 2/1/34 | 350 | 336 | ||
7 | Bank of New York Mellon Corp. | 4.967% | 4/26/34 | 825 | 805 | |
Bank of Nova Scotia | 0.650% | 7/31/24 | 550 | 521 | ||
Bank of Nova Scotia | 5.250% | 12/6/24 | 875 | 868 | ||
Bank of Nova Scotia | 1.450% | 1/10/25 | 500 | 469 | ||
Bank of Nova Scotia | 2.200% | 2/3/25 | 3,575 | 3,381 | ||
7 | Bank of Nova Scotia | 3.450% | 4/11/25 | 925 | 891 | |
Bank of Nova Scotia | 1.300% | 6/11/25 | 3,000 | 2,760 | ||
Bank of Nova Scotia | 5.450% | 6/12/25 | 800 | 796 | ||
Bank of Nova Scotia | 4.500% | 12/16/25 | 1,250 | 1,206 | ||
Bank of Nova Scotia | 2.700% | 8/3/26 | 725 | 671 | ||
Bank of Nova Scotia | 1.300% | 9/15/26 | 1,000 | 880 | ||
Bank of Nova Scotia | 1.950% | 2/2/27 | 500 | 446 | ||
Bank of Nova Scotia | 5.250% | 6/12/28 | 800 | 795 | ||
Bank of Nova Scotia | 2.450% | 2/2/32 | 500 | 408 | ||
Bank of Nova Scotia | 4.588% | 5/4/37 | 925 | 794 | ||
BankUnited Inc. | 4.875% | 11/17/25 | 219 | 203 | ||
Barclays plc | 3.650% | 3/16/25 | 3,000 | 2,876 | ||
Barclays plc | 4.375% | 1/12/26 | 1,200 | 1,152 | ||
7 | Barclays plc | 2.852% | 5/7/26 | 2,025 | 1,898 | |
Barclays plc | 5.200% | 5/12/26 | 1,260 | 1,216 | ||
Barclays plc | 5.304% | 8/9/26 | 1,850 | 1,812 | ||
Barclays plc | 7.325% | 11/2/26 | 1,500 | 1,535 | ||
Barclays plc | 5.829% | 5/9/27 | 1,625 | 1,604 | ||
Barclays plc | 4.337% | 1/10/28 | 1,000 | 942 | ||
Barclays plc | 4.836% | 5/9/28 | 4,750 | 4,381 | ||
Barclays plc | 5.501% | 8/9/28 | 1,225 | 1,196 | ||
Barclays plc | 7.385% | 11/2/28 | 1,500 | 1,567 | ||
7 | Barclays plc | 4.972% | 5/16/29 | 1,000 | 946 | |
7 | Barclays plc | 5.088% | 6/20/30 | 2,975 | 2,705 | |
Barclays plc | 2.645% | 6/24/31 | 1,000 | 802 | ||
Barclays plc | 2.667% | 3/10/32 | 1,750 | 1,376 | ||
Barclays plc | 5.746% | 8/9/33 | 845 | 816 | ||
Barclays plc | 7.437% | 11/2/33 | 4,500 | 4,869 | ||
Barclays plc | 6.224% | 5/9/34 | 514 | 512 | ||
Barclays plc | 3.564% | 9/23/35 | 700 | 553 | ||
Barclays plc | 5.250% | 8/17/45 | 500 | 464 | ||
Barclays plc | 4.950% | 1/10/47 | 1,300 | 1,148 | ||
Berkshire Hathaway Finance Corp. | 1.850% | 3/12/30 | 1,500 | 1,275 | ||
Berkshire Hathaway Finance Corp. | 2.875% | 3/15/32 | 220 | 194 | ||
Berkshire Hathaway Finance Corp. | 5.750% | 1/15/40 | 130 | 144 | ||
Berkshire Hathaway Finance Corp. | 4.400% | 5/15/42 | 600 | 571 | ||
Berkshire Hathaway Finance Corp. | 4.300% | 5/15/43 | 550 | 503 | ||
Berkshire Hathaway Finance Corp. | 4.200% | 8/15/48 | 2,000 | 1,802 | ||
Berkshire Hathaway Finance Corp. | 4.250% | 1/15/49 | 1,565 | 1,425 | ||
Berkshire Hathaway Finance Corp. | 2.850% | 10/15/50 | 2,430 | 1,693 | ||
Berkshire Hathaway Finance Corp. | 2.500% | 1/15/51 | 500 | 328 | ||
Berkshire Hathaway Inc. | 3.125% | 3/15/26 | 3,231 | 3,113 | ||
Berkshire Hathaway Inc. | 4.500% | 2/11/43 | 825 | 795 | ||
BGC Partners Inc. | 3.750% | 10/1/24 | 425 | 401 | ||
11 | BGC Partners Inc. | 8.000% | 5/25/28 | 500 | 483 | |
BlackRock Inc. | 3.200% | 3/15/27 | 550 | 521 | ||
BlackRock Inc. | 3.250% | 4/30/29 | 1,000 | 929 | ||
BlackRock Inc. | 2.400% | 4/30/30 | 1,250 | 1,083 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
BlackRock Inc. | 1.900% | 1/28/31 | 915 | 751 | ||
BlackRock Inc. | 2.100% | 2/25/32 | 950 | 767 | ||
BlackRock Inc. | 4.750% | 5/25/33 | 825 | 811 | ||
Blackstone Private Credit Fund | 7.050% | 9/29/25 | 500 | 499 | ||
Blackstone Private Credit Fund | 2.625% | 12/15/26 | 1,442 | 1,232 | ||
Blackstone Private Credit Fund | 3.250% | 3/15/27 | 725 | 626 | ||
Blackstone Secured Lending Fund | 3.625% | 1/15/26 | 500 | 460 | ||
Blackstone Secured Lending Fund | 2.750% | 9/16/26 | 500 | 437 | ||
Blackstone Secured Lending Fund | 2.850% | 9/30/28 | 750 | 615 | ||
7 | BNP Paribas SA | 4.250% | 10/15/24 | 500 | 487 | |
11 | BNP Paribas SA | 3.052% | 1/13/31 | 1,175 | 1,002 | |
7 | BPCE SA | 3.375% | 12/2/26 | 250 | 233 | |
Brighthouse Financial Inc. | 5.625% | 5/15/30 | 500 | 483 | ||
Brighthouse Financial Inc. | 4.700% | 6/22/47 | 487 | 371 | ||
Brookfield Corp. | 4.000% | 1/15/25 | 658 | 639 | ||
Brookfield Finance Inc. | 4.250% | 6/2/26 | 150 | 144 | ||
Brookfield Finance Inc. | 3.900% | 1/25/28 | 1,000 | 927 | ||
Brookfield Finance Inc. | 4.850% | 3/29/29 | 600 | 577 | ||
Brookfield Finance Inc. | 4.350% | 4/15/30 | 320 | 296 | ||
Brookfield Finance Inc. | 2.724% | 4/15/31 | 1,200 | 982 | ||
Brookfield Finance Inc. | 4.700% | 9/20/47 | 750 | 631 | ||
Brookfield Finance Inc. | 3.500% | 3/30/51 | 250 | 166 | ||
Brookfield Finance Inc. | 3.625% | 2/15/52 | 500 | 339 | ||
Brookfield Finance LLC | 3.450% | 4/15/50 | 1,200 | 796 | ||
Brown & Brown Inc. | 4.200% | 9/15/24 | 400 | 391 | ||
Brown & Brown Inc. | 4.500% | 3/15/29 | 275 | 260 | ||
Brown & Brown Inc. | 2.375% | 3/15/31 | 1,000 | 807 | ||
Brown & Brown Inc. | 4.200% | 3/17/32 | 500 | 449 | ||
Brown & Brown Inc. | 4.950% | 3/17/52 | 575 | 494 | ||
Canadian Imperial Bank of Commerce | 1.000% | 10/18/24 | 750 | 706 | ||
Canadian Imperial Bank of Commerce | 2.250% | 1/28/25 | 190 | 180 | ||
Canadian Imperial Bank of Commerce | 3.300% | 4/7/25 | 700 | 673 | ||
Canadian Imperial Bank of Commerce | 5.144% | 4/28/25 | 500 | 496 | ||
Canadian Imperial Bank of Commerce | 3.945% | 8/4/25 | 5,000 | 4,836 | ||
Canadian Imperial Bank of Commerce | 0.950% | 10/23/25 | 500 | 454 | ||
Canadian Imperial Bank of Commerce | 1.250% | 6/22/26 | 1,050 | 932 | ||
Canadian Imperial Bank of Commerce | 3.450% | 4/7/27 | 700 | 657 | ||
Canadian Imperial Bank of Commerce | 5.001% | 4/28/28 | 500 | 492 | ||
Canadian Imperial Bank of Commerce | 3.600% | 4/7/32 | 950 | 852 | ||
Capital One Financial Corp. | 3.300% | 10/30/24 | 4,050 | 3,891 | ||
Capital One Financial Corp. | 4.250% | 4/30/25 | 502 | 486 | ||
Capital One Financial Corp. | 4.200% | 10/29/25 | 500 | 479 | ||
Capital One Financial Corp. | 2.636% | 3/3/26 | 1,162 | 1,085 | ||
Capital One Financial Corp. | 3.750% | 7/28/26 | 250 | 233 | ||
Capital One Financial Corp. | 3.750% | 3/9/27 | 1,075 | 1,001 | ||
Capital One Financial Corp. | 3.650% | 5/11/27 | 1,750 | 1,626 | ||
Capital One Financial Corp. | 1.878% | 11/2/27 | 1,790 | 1,539 | ||
Capital One Financial Corp. | 3.800% | 1/31/28 | 2,000 | 1,842 | ||
Capital One Financial Corp. | 5.468% | 2/1/29 | 693 | 665 | ||
Capital One Financial Corp. | 3.273% | 3/1/30 | 1,350 | 1,149 | ||
Capital One Financial Corp. | 5.817% | 2/1/34 | 2,297 | 2,194 | ||
7 | Capital One NA | 2.280% | 1/28/26 | 750 | 699 | |
Cboe Global Markets Inc. | 3.650% | 1/12/27 | 1,290 | 1,226 | ||
Cboe Global Markets Inc. | 1.625% | 12/15/30 | 500 | 394 | ||
Charles Schwab Corp. | 4.200% | 3/24/25 | 1,000 | 975 | ||
Charles Schwab Corp. | 3.625% | 4/1/25 | 669 | 644 | ||
Charles Schwab Corp. | 3.850% | 5/21/25 | 100 | 96 | ||
Charles Schwab Corp. | 0.900% | 3/11/26 | 1,000 | 884 | ||
Charles Schwab Corp. | 1.150% | 5/13/26 | 3,000 | 2,655 | ||
Charles Schwab Corp. | 3.200% | 3/2/27 | 1,100 | 1,017 | ||
Charles Schwab Corp. | 2.450% | 3/3/27 | 1,330 | 1,194 | ||
Charles Schwab Corp. | 3.300% | 4/1/27 | 2,237 | 2,068 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Charles Schwab Corp. | 3.200% | 1/25/28 | 400 | 364 | ||
Charles Schwab Corp. | 4.000% | 2/1/29 | 440 | 413 | ||
Charles Schwab Corp. | 3.250% | 5/22/29 | 475 | 420 | ||
Charles Schwab Corp. | 2.750% | 10/1/29 | 300 | 255 | ||
Charles Schwab Corp. | 2.300% | 5/13/31 | 1,000 | 797 | ||
Charles Schwab Corp. | 1.950% | 12/1/31 | 1,550 | 1,177 | ||
Charles Schwab Corp. | 2.900% | 3/3/32 | 725 | 599 | ||
Chubb Corp. | 6.000% | 5/11/37 | 375 | 403 | ||
7 | Chubb Corp. | 6.500% | 5/15/38 | 1,322 | 1,484 | |
Chubb INA Holdings Inc. | 3.150% | 3/15/25 | 1,164 | 1,126 | ||
Chubb INA Holdings Inc. | 3.350% | 5/3/26 | 2,200 | 2,115 | ||
Chubb INA Holdings Inc. | 1.375% | 9/15/30 | 2,500 | 1,985 | ||
Chubb INA Holdings Inc. | 6.700% | 5/15/36 | 180 | 202 | ||
Chubb INA Holdings Inc. | 4.150% | 3/13/43 | 225 | 194 | ||
Chubb INA Holdings Inc. | 4.350% | 11/3/45 | 800 | 724 | ||
Chubb INA Holdings Inc. | 2.850% | 12/15/51 | 500 | 349 | ||
Chubb INA Holdings Inc. | 3.050% | 12/15/61 | 1,000 | 673 | ||
CI Financial Corp. | 3.200% | 12/17/30 | 2,000 | 1,500 | ||
7 | Cincinnati Financial Corp. | 6.920% | 5/15/28 | 300 | 321 | |
Cincinnati Financial Corp. | 6.125% | 11/1/34 | 275 | 289 | ||
Citigroup Inc. | 4.000% | 8/5/24 | 725 | 712 | ||
Citigroup Inc. | 3.875% | 3/26/25 | 3,544 | 3,424 | ||
Citigroup Inc. | 3.300% | 4/27/25 | 275 | 265 | ||
Citigroup Inc. | 4.400% | 6/10/25 | 1,600 | 1,555 | ||
Citigroup Inc. | 5.500% | 9/13/25 | 1,000 | 994 | ||
Citigroup Inc. | 1.281% | 11/3/25 | 1,500 | 1,405 | ||
Citigroup Inc. | 3.700% | 1/12/26 | 400 | 384 | ||
Citigroup Inc. | 2.014% | 1/25/26 | 1,500 | 1,411 | ||
Citigroup Inc. | 4.600% | 3/9/26 | 975 | 944 | ||
7 | Citigroup Inc. | 3.106% | 4/8/26 | 5,750 | 5,490 | |
Citigroup Inc. | 3.400% | 5/1/26 | 750 | 713 | ||
Citigroup Inc. | 5.610% | 9/29/26 | 3,100 | 3,099 | ||
Citigroup Inc. | 3.200% | 10/21/26 | 3,000 | 2,809 | ||
Citigroup Inc. | 4.300% | 11/20/26 | 775 | 742 | ||
Citigroup Inc. | 4.450% | 9/29/27 | 3,825 | 3,653 | ||
7 | Citigroup Inc. | 3.887% | 1/10/28 | 7,499 | 7,103 | |
Citigroup Inc. | 6.625% | 1/15/28 | 800 | 845 | ||
7 | Citigroup Inc. | 3.070% | 2/24/28 | 2,200 | 2,025 | |
Citigroup Inc. | 4.658% | 5/24/28 | 1,000 | 976 | ||
7 | Citigroup Inc. | 3.668% | 7/24/28 | 2,675 | 2,504 | |
Citigroup Inc. | 4.125% | 7/25/28 | 425 | 400 | ||
7 | Citigroup Inc. | 3.520% | 10/27/28 | 2,760 | 2,565 | |
7 | Citigroup Inc. | 3.980% | 3/20/30 | 2,000 | 1,852 | |
7 | Citigroup Inc. | 2.976% | 11/5/30 | 1,175 | 1,020 | |
7 | Citigroup Inc. | 2.666% | 1/29/31 | 175 | 148 | |
7 | Citigroup Inc. | 4.412% | 3/31/31 | 8,750 | 8,232 | |
7 | Citigroup Inc. | 2.572% | 6/3/31 | 2,500 | 2,085 | |
Citigroup Inc. | 6.625% | 6/15/32 | 750 | 793 | ||
Citigroup Inc. | 2.520% | 11/3/32 | 2,000 | 1,612 | ||
Citigroup Inc. | 3.057% | 1/25/33 | 750 | 626 | ||
Citigroup Inc. | 5.875% | 2/22/33 | 200 | 203 | ||
Citigroup Inc. | 3.785% | 3/17/33 | 2,600 | 2,296 | ||
Citigroup Inc. | 4.910% | 5/24/33 | 1,000 | 967 | ||
Citigroup Inc. | 6.000% | 10/31/33 | 525 | 540 | ||
Citigroup Inc. | 6.270% | 11/17/33 | 5,000 | 5,306 | ||
Citigroup Inc. | 6.174% | 5/25/34 | 1,000 | 1,007 | ||
Citigroup Inc. | 6.125% | 8/25/36 | 1,699 | 1,733 | ||
7 | Citigroup Inc. | 3.878% | 1/24/39 | 1,100 | 921 | |
Citigroup Inc. | 8.125% | 7/15/39 | 1,099 | 1,406 | ||
7 | Citigroup Inc. | 5.316% | 3/26/41 | 4,950 | 4,846 | |
Citigroup Inc. | 5.875% | 1/30/42 | 800 | 840 | ||
Citigroup Inc. | 6.675% | 9/13/43 | 500 | 539 | ||
Citigroup Inc. | 5.300% | 5/6/44 | 750 | 694 | ||
Citigroup Inc. | 4.650% | 7/30/45 | 1,200 | 1,064 | ||
Citigroup Inc. | 4.750% | 5/18/46 | 825 | 707 | ||
Citigroup Inc. | 4.650% | 7/23/48 | 1,480 | 1,341 | ||
Citizens Bank NA | 6.064% | 10/24/25 | 650 | 617 | ||
7 | Citizens Bank NA | 3.750% | 2/18/26 | 500 | 457 | |
Citizens Bank NA | 4.575% | 8/9/28 | 575 | 522 | ||
Citizens Financial Group Inc. | 2.850% | 7/27/26 | 2,231 | 1,979 | ||
Citizens Financial Group Inc. | 2.500% | 2/6/30 | 450 | 354 | ||
Citizens Financial Group Inc. | 4.300% | 2/11/31 | 825 | 696 | ||
Citizens Financial Group Inc. | 2.638% | 9/30/32 | 180 | 127 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
CME Group Inc. | 3.000% | 3/15/25 | 133 | 128 | ||
CME Group Inc. | 3.750% | 6/15/28 | 300 | 287 | ||
CME Group Inc. | 2.650% | 3/15/32 | 1,000 | 850 | ||
CME Group Inc. | 5.300% | 9/15/43 | 720 | 748 | ||
CME Group Inc. | 4.150% | 6/15/48 | 500 | 454 | ||
CNA Financial Corp. | 3.450% | 8/15/27 | 400 | 372 | ||
CNA Financial Corp. | 3.900% | 5/1/29 | 800 | 735 | ||
CNO Financial Group Inc. | 5.250% | 5/30/25 | 500 | 492 | ||
7 | Comerica Bank | 4.000% | 7/27/25 | 578 | 530 | |
Comerica Inc. | 4.000% | 2/1/29 | 415 | 348 | ||
Commonwealth Bank of Australia | 5.316% | 3/13/26 | 900 | 902 | ||
Cooperatieve Rabobank UA | 3.875% | 8/22/24 | 650 | 638 | ||
Cooperatieve Rabobank UA | 1.375% | 1/10/25 | 700 | 658 | ||
7 | Cooperatieve Rabobank UA | 3.375% | 5/21/25 | 1,815 | 1,749 | |
Cooperatieve Rabobank UA | 4.375% | 8/4/25 | 802 | 774 | ||
7 | Cooperatieve Rabobank UA | 3.750% | 7/21/26 | 1,800 | 1,682 | |
Cooperatieve Rabobank UA | 5.750% | 12/1/43 | 750 | 753 | ||
Cooperatieve Rabobank UA | 5.250% | 8/4/45 | 3,250 | 3,024 | ||
Corebridge Financial Inc. | 3.500% | 4/4/25 | 500 | 476 | ||
Corebridge Financial Inc. | 3.650% | 4/5/27 | 1,000 | 930 | ||
Corebridge Financial Inc. | 3.850% | 4/5/29 | 1,000 | 903 | ||
Corebridge Financial Inc. | 3.900% | 4/5/32 | 500 | 435 | ||
Corebridge Financial Inc. | 4.350% | 4/5/42 | 500 | 403 | ||
Corebridge Financial Inc. | 4.400% | 4/5/52 | 2,000 | 1,539 | ||
Credit Suisse AG | 4.750% | 8/9/24 | 1,000 | 978 | ||
7 | Credit Suisse AG | 3.625% | 9/9/24 | 2,325 | 2,243 | |
Credit Suisse AG | 7.950% | 1/9/25 | 607 | 619 | ||
7 | Credit Suisse AG | 3.700% | 2/21/25 | 1,500 | 1,435 | |
Credit Suisse AG | 5.000% | 7/9/27 | 1,000 | 964 | ||
Credit Suisse AG | 7.500% | 2/15/28 | 3,088 | 3,281 | ||
Credit Suisse USA Inc. | 7.125% | 7/15/32 | 465 | 512 | ||
Deutsche Bank AG | 4.500% | 4/1/25 | 778 | 741 | ||
7 | Deutsche Bank AG | 3.961% | 11/26/25 | 1,500 | 1,430 | |
7 | Deutsche Bank AG | 4.100% | 1/13/26 | 400 | 373 | |
Deutsche Bank AG | 1.686% | 3/19/26 | 1,500 | 1,353 | ||
Deutsche Bank AG | 6.119% | 7/14/26 | 1,000 | 992 | ||
Deutsche Bank AG | 2.129% | 11/24/26 | 1,600 | 1,421 | ||
Deutsche Bank AG | 2.311% | 11/16/27 | 500 | 430 | ||
Deutsche Bank AG | 2.552% | 1/7/28 | 1,005 | 872 | ||
Deutsche Bank AG | 6.720% | 1/18/29 | 1,555 | 1,561 | ||
Deutsche Bank AG | 5.882% | 7/8/31 | 200 | 175 | ||
7 | Deutsche Bank AG | 3.547% | 9/18/31 | 500 | 415 | |
Deutsche Bank AG | 3.729% | 1/14/32 | 530 | 400 | ||
Deutsche Bank AG | 3.035% | 5/28/32 | 1,005 | 793 | ||
Deutsche Bank AG | 4.875% | 12/1/32 | 570 | 481 | ||
Deutsche Bank AG | 3.742% | 1/7/33 | 1,043 | 764 | ||
Deutsche Bank AG | 7.079% | 2/10/34 | 850 | 782 | ||
Discover Bank | 2.450% | 9/12/24 | 600 | 568 | ||
7 | Discover Bank | 4.250% | 3/13/26 | 2,043 | 1,933 | |
7 | Discover Bank | 3.450% | 7/27/26 | 1,455 | 1,338 | |
7 | Discover Bank | 4.650% | 9/13/28 | 500 | 464 | |
7 | Discover Bank | 2.700% | 2/6/30 | 400 | 322 | |
Discover Financial Services | 3.950% | 11/6/24 | 350 | 337 | ||
Discover Financial Services | 3.750% | 3/4/25 | 953 | 911 | ||
Discover Financial Services | 4.500% | 1/30/26 | 3,183 | 3,042 | ||
Discover Financial Services | 6.700% | 11/29/32 | 250 | 258 | ||
Eaton Vance Corp. | 3.500% | 4/6/27 | 511 | 476 | ||
ECMC Group Student Loan Trust | 5.700% | 4/1/28 | 550 | 2 | ||
Enstar Group Ltd. | 4.950% | 6/1/29 | 680 | 634 | ||
Equitable Holdings Inc. | 7.000% | 4/1/28 | 600 | 627 | ||
Equitable Holdings Inc. | 4.350% | 4/20/28 | 3,460 | 3,241 | ||
Equitable Holdings Inc. | 5.594% | 1/11/33 | 500 | 491 | ||
Equitable Holdings Inc. | 5.000% | 4/20/48 | 1,200 | 1,033 | ||
Everest Reinsurance Holdings Inc. | 4.868% | 6/1/44 | 300 | 268 | ||
Everest Reinsurance Holdings Inc. | 3.500% | 10/15/50 | 500 | 355 | ||
Everest Reinsurance Holdings Inc. | 3.125% | 10/15/52 | 1,250 | 827 | ||
Fairfax Financial Holdings Ltd. | 4.850% | 4/17/28 | 400 | 385 | ||
Fairfax Financial Holdings Ltd. | 4.625% | 4/29/30 | 600 | 561 | ||
Fairfax Financial Holdings Ltd. | 3.375% | 3/3/31 | 1,000 | 843 | ||
Fairfax Financial Holdings Ltd. | 5.625% | 8/16/32 | 650 | 630 | ||
Fidelity National Financial Inc. | 3.400% | 6/15/30 | 500 | 437 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Fidelity National Financial Inc. | 2.450% | 3/15/31 | 750 | 588 | ||
Fidelity National Financial Inc. | 3.200% | 9/17/51 | 500 | 292 | ||
Fifth Third Bancorp | 2.375% | 1/28/25 | 1,823 | 1,711 | ||
Fifth Third Bancorp | 2.550% | 5/5/27 | 1,500 | 1,328 | ||
Fifth Third Bancorp | 1.707% | 11/1/27 | 500 | 427 | ||
Fifth Third Bancorp | 3.950% | 3/14/28 | 300 | 276 | ||
Fifth Third Bancorp | 4.055% | 4/25/28 | 500 | 459 | ||
Fifth Third Bancorp | 4.772% | 7/28/30 | 400 | 374 | ||
Fifth Third Bancorp | 4.337% | 4/25/33 | 500 | 442 | ||
Fifth Third Bancorp | 8.250% | 3/1/38 | 710 | 814 | ||
7 | Fifth Third Bank NA | 3.950% | 7/28/25 | 625 | 596 | |
7 | Fifth Third Bank NA | 3.850% | 3/15/26 | 1,500 | 1,384 | |
7 | Fifth Third Bank NA | 2.250% | 2/1/27 | 1,165 | 1,023 | |
First American Financial Corp. | 4.600% | 11/15/24 | 220 | 215 | ||
First American Financial Corp. | 2.400% | 8/15/31 | 600 | 457 | ||
First-Citizens Bank & Trust Co. | 6.125% | 3/9/28 | 350 | 344 | ||
Franklin Resources Inc. | 2.850% | 3/30/25 | 250 | 238 | ||
Franklin Resources Inc. | 1.600% | 10/30/30 | 500 | 394 | ||
Franklin Resources Inc. | 2.950% | 8/12/51 | 500 | 318 | ||
FS KKR Capital Corp. | 4.625% | 7/15/24 | 100 | 97 | ||
FS KKR Capital Corp. | 4.125% | 2/1/25 | 1,000 | 950 | ||
FS KKR Capital Corp. | 3.400% | 1/15/26 | 1,580 | 1,436 | ||
GATX Corp. | 3.250% | 3/30/25 | 375 | 357 | ||
GATX Corp. | 3.850% | 3/30/27 | 910 | 855 | ||
GATX Corp. | 3.500% | 3/15/28 | 200 | 182 | ||
GATX Corp. | 4.550% | 11/7/28 | 600 | 574 | ||
GATX Corp. | 4.700% | 4/1/29 | 275 | 263 | ||
GATX Corp. | 4.000% | 6/30/30 | 460 | 420 | ||
GATX Corp. | 1.900% | 6/1/31 | 500 | 384 | ||
GATX Corp. | 3.500% | 6/1/32 | 500 | 428 | ||
GATX Corp. | 5.450% | 9/15/33 | 500 | 492 | ||
GATX Corp. | 5.200% | 3/15/44 | 150 | 134 | ||
GATX Corp. | 4.500% | 3/30/45 | 150 | 119 | ||
GATX Corp. | 3.100% | 6/1/51 | 500 | 317 | ||
GE Capital Funding LLC | 3.450% | 5/15/25 | 2,320 | 2,215 | ||
GE Capital Funding LLC | 4.550% | 5/15/32 | 376 | 364 | ||
Globe Life Inc. | 4.550% | 9/15/28 | 385 | 372 | ||
Globe Life Inc. | 2.150% | 8/15/30 | 500 | 394 | ||
Goldman Sachs BDC Inc. | 2.875% | 1/15/26 | 500 | 459 | ||
Goldman Sachs Capital I | 6.345% | 2/15/34 | 975 | 980 | ||
Goldman Sachs Group Inc. | 3.500% | 1/23/25 | 4,929 | 4,759 | ||
Goldman Sachs Group Inc. | 3.500% | 4/1/25 | 1,000 | 960 | ||
Goldman Sachs Group Inc. | 3.750% | 5/22/25 | 1,000 | 966 | ||
Goldman Sachs Group Inc. | 3.750% | 2/25/26 | 2,450 | 2,352 | ||
7 | Goldman Sachs Group Inc. | 1.093% | 12/9/26 | 2,000 | 1,786 | |
Goldman Sachs Group Inc. | 5.950% | 1/15/27 | 1,030 | 1,043 | ||
Goldman Sachs Group Inc. | 3.850% | 1/26/27 | 1,100 | 1,047 | ||
Goldman Sachs Group Inc. | 1.431% | 3/9/27 | 2,000 | 1,788 | ||
Goldman Sachs Group Inc. | 1.948% | 10/21/27 | 7,000 | 6,222 | ||
Goldman Sachs Group Inc. | 2.640% | 2/24/28 | 3,491 | 3,172 | ||
Goldman Sachs Group Inc. | 3.615% | 3/15/28 | 2,360 | 2,215 | ||
7 | Goldman Sachs Group Inc. | 3.691% | 6/5/28 | 6,050 | 5,686 | |
7 | Goldman Sachs Group Inc. | 3.814% | 4/23/29 | 1,200 | 1,115 | |
7 | Goldman Sachs Group Inc. | 4.223% | 5/1/29 | 2,150 | 2,031 | |
Goldman Sachs Group Inc. | 3.800% | 3/15/30 | 6,425 | 5,941 | ||
Goldman Sachs Group Inc. | 1.992% | 1/27/32 | 2,200 | 1,731 | ||
Goldman Sachs Group Inc. | 2.615% | 4/22/32 | 3,000 | 2,459 | ||
Goldman Sachs Group Inc. | 2.383% | 7/21/32 | 3,000 | 2,400 | ||
Goldman Sachs Group Inc. | 2.650% | 10/21/32 | 3,400 | 2,770 | ||
Goldman Sachs Group Inc. | 3.102% | 2/24/33 | 3,705 | 3,130 | ||
Goldman Sachs Group Inc. | 6.450% | 5/1/36 | 2,975 | 3,101 | ||
Goldman Sachs Group Inc. | 6.750% | 10/1/37 | 2,000 | 2,150 | ||
7 | Goldman Sachs Group Inc. | 4.017% | 10/31/38 | 2,230 | 1,888 | |
7 | Goldman Sachs Group Inc. | 4.411% | 4/23/39 | 2,500 | 2,186 | |
Goldman Sachs Group Inc. | 6.250% | 2/1/41 | 2,090 | 2,245 | ||
Goldman Sachs Group Inc. | 3.210% | 4/22/42 | 3,120 | 2,305 | ||
Goldman Sachs Group Inc. | 3.436% | 2/24/43 | 1,865 | 1,417 | ||
7 | Goldman Sachs Group Inc. | 4.800% | 7/8/44 | 1,710 | 1,570 | |
Goldman Sachs Group Inc. | 5.150% | 5/22/45 | 2,075 | 1,933 | ||
Goldman Sachs Group Inc. | 4.750% | 10/21/45 | 525 | 479 | ||
Golub Capital BDC Inc. | 2.500% | 8/24/26 | 684 | 593 | ||
Hanover Insurance Group Inc. | 4.500% | 4/15/26 | 270 | 261 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Hartford Financial Services Group Inc. | 2.800% | 8/19/29 | 500 | 432 | ||
Hartford Financial Services Group Inc. | 6.100% | 10/1/41 | 600 | 590 | ||
Hartford Financial Services Group Inc. | 4.300% | 4/15/43 | 500 | 408 | ||
Hartford Financial Services Group Inc. | 3.600% | 8/19/49 | 500 | 377 | ||
Hartford Financial Services Group Inc. | 2.900% | 9/15/51 | 700 | 458 | ||
7 | HSBC Bank USA NA | 7.000% | 1/15/39 | 650 | 700 | |
7 | HSBC Holdings plc | 2.633% | 11/7/25 | 200 | 190 | |
HSBC Holdings plc | 4.180% | 12/9/25 | 2,650 | 2,573 | ||
HSBC Holdings plc | 4.300% | 3/8/26 | 3,570 | 3,453 | ||
HSBC Holdings plc | 2.999% | 3/10/26 | 1,575 | 1,495 | ||
7 | HSBC Holdings plc | 1.645% | 4/18/26 | 3,000 | 2,770 | |
HSBC Holdings plc | 3.900% | 5/25/26 | 1,950 | 1,860 | ||
7 | HSBC Holdings plc | 2.099% | 6/4/26 | 7,135 | 6,607 | |
7 | HSBC Holdings plc | 4.292% | 9/12/26 | 3,100 | 2,981 | |
HSBC Holdings plc | 7.336% | 11/3/26 | 250 | 257 | ||
HSBC Holdings plc | 4.375% | 11/23/26 | 3,000 | 2,836 | ||
HSBC Holdings plc | 1.589% | 5/24/27 | 1,000 | 883 | ||
HSBC Holdings plc | 2.251% | 11/22/27 | 3,575 | 3,172 | ||
7 | HSBC Holdings plc | 4.041% | 3/13/28 | 2,000 | 1,879 | |
HSBC Holdings plc | 4.755% | 6/9/28 | 3,020 | 2,902 | ||
HSBC Holdings plc | 5.210% | 8/11/28 | 2,950 | 2,885 | ||
7 | HSBC Holdings plc | 2.013% | 9/22/28 | 8,000 | 6,853 | |
HSBC Holdings plc | 7.390% | 11/3/28 | 250 | 264 | ||
HSBC Holdings plc | 6.161% | 3/9/29 | 708 | 715 | ||
7 | HSBC Holdings plc | 4.583% | 6/19/29 | 800 | 753 | |
HSBC Holdings plc | 2.206% | 8/17/29 | 1,000 | 837 | ||
HSBC Holdings plc | 4.950% | 3/31/30 | 2,230 | 2,196 | ||
7 | HSBC Holdings plc | 2.848% | 6/4/31 | 2,000 | 1,664 | |
7 | HSBC Holdings plc | 2.357% | 8/18/31 | 4,000 | 3,199 | |
7 | HSBC Holdings plc | 7.625% | 5/17/32 | 400 | 421 | |
HSBC Holdings plc | 2.871% | 11/22/32 | 3,000 | 2,424 | ||
7 | HSBC Holdings plc | 7.350% | 11/27/32 | 400 | 409 | |
HSBC Holdings plc | 4.762% | 3/29/33 | 1,375 | 1,242 | ||
HSBC Holdings plc | 5.402% | 8/11/33 | 1,045 | 1,020 | ||
HSBC Holdings plc | 8.113% | 11/3/33 | 1,250 | 1,386 | ||
HSBC Holdings plc | 6.254% | 3/9/34 | 1,700 | 1,742 | ||
HSBC Holdings plc | 6.547% | 6/20/34 | 800 | 797 | ||
7 | HSBC Holdings plc | 6.500% | 5/2/36 | 2,485 | 2,470 | |
7 | HSBC Holdings plc | 6.500% | 9/15/37 | 660 | 657 | |
7 | HSBC Holdings plc | 6.800% | 6/1/38 | 1,450 | 1,462 | |
HSBC Holdings plc | 6.100% | 1/14/42 | 1,200 | 1,272 | ||
HSBC Holdings plc | 6.332% | 3/9/44 | 1,700 | 1,761 | ||
HSBC Holdings plc | 5.250% | 3/14/44 | 1,700 | 1,531 | ||
HSBC USA Inc. | 5.625% | 3/17/25 | 1,020 | 1,017 | ||
Huntington Bancshares Inc. | 2.625% | 8/6/24 | 250 | 239 | ||
Huntington Bancshares Inc. | 4.000% | 5/15/25 | 400 | 383 | ||
Huntington Bancshares Inc. | 4.443% | 8/4/28 | 525 | 488 | ||
Huntington Bancshares Inc. | 2.550% | 2/4/30 | 1,125 | 902 | ||
Huntington Bancshares Inc. | 5.023% | 5/17/33 | 500 | 457 | ||
Huntington National Bank | 5.699% | 11/18/25 | 1,000 | 971 | ||
7 | Huntington National Bank | 4.270% | 11/25/26 | 450 | 410 | |
Huntington National Bank | 4.552% | 5/17/28 | 500 | 468 | ||
Industrial & Commercial Bank of China Ltd. | 3.538% | 11/8/27 | 450 | 428 | ||
ING Groep NV | 3.869% | 3/28/26 | 700 | 672 | ||
ING Groep NV | 3.950% | 3/29/27 | 1,300 | 1,233 | ||
ING Groep NV | 4.017% | 3/28/28 | 700 | 657 | ||
ING Groep NV | 4.550% | 10/2/28 | 1,000 | 962 | ||
ING Groep NV | 4.050% | 4/9/29 | 610 | 569 | ||
Intercontinental Exchange Inc. | 3.650% | 5/23/25 | 690 | 676 | ||
Intercontinental Exchange Inc. | 3.750% | 12/1/25 | 1,100 | 1,068 | ||
Intercontinental Exchange Inc. | 3.100% | 9/15/27 | 200 | 187 | ||
Intercontinental Exchange Inc. | 4.000% | 9/15/27 | 500 | 487 | ||
Intercontinental Exchange Inc. | 3.750% | 9/21/28 | 500 | 476 | ||
Intercontinental Exchange Inc. | 4.350% | 6/15/29 | 300 | 294 | ||
Intercontinental Exchange Inc. | 2.100% | 6/15/30 | 2,240 | 1,874 | ||
Intercontinental Exchange Inc. | 1.850% | 9/15/32 | 1,000 | 770 | ||
Intercontinental Exchange Inc. | 4.600% | 3/15/33 | 300 | 291 | ||
Intercontinental Exchange Inc. | 2.650% | 9/15/40 | 1,500 | 1,067 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Intercontinental Exchange Inc. | 4.250% | 9/21/48 | 600 | 522 | ||
Intercontinental Exchange Inc. | 3.000% | 6/15/50 | 1,035 | 718 | ||
Intercontinental Exchange Inc. | 4.950% | 6/15/52 | 825 | 787 | ||
Intercontinental Exchange Inc. | 3.000% | 9/15/60 | 1,700 | 1,111 | ||
Intercontinental Exchange Inc. | 5.200% | 6/15/62 | 300 | 298 | ||
Invesco Finance plc | 3.750% | 1/15/26 | 800 | 772 | ||
Invesco Finance plc | 5.375% | 11/30/43 | 900 | 877 | ||
Jackson Financial Inc. | 3.125% | 11/23/31 | 500 | 385 | ||
Jackson Financial Inc. | 4.000% | 11/23/51 | 500 | 342 | ||
Janus Henderson US Holdings Inc. | 4.875% | 8/1/25 | 250 | 245 | ||
Jefferies Financial Group Inc. | 4.850% | 1/15/27 | 600 | 588 | ||
Jefferies Financial Group Inc. | 4.150% | 1/23/30 | 1,100 | 991 | ||
Jefferies Financial Group Inc. | 2.750% | 10/15/32 | 500 | 385 | ||
Jefferies Financial Group Inc. | 6.250% | 1/15/36 | 320 | 327 | ||
Jefferies Financial Group Inc. | 6.500% | 1/20/43 | 350 | 355 | ||
JPMorgan Chase & Co. | 3.875% | 9/10/24 | 2,200 | 2,148 | ||
JPMorgan Chase & Co. | 3.125% | 1/23/25 | 3,312 | 3,204 | ||
JPMorgan Chase & Co. | 3.900% | 7/15/25 | 2,194 | 2,139 | ||
JPMorgan Chase & Co. | 0.768% | 8/9/25 | 1,250 | 1,177 | ||
7 | JPMorgan Chase & Co. | 2.301% | 10/15/25 | 3,000 | 2,860 | |
JPMorgan Chase & Co. | 1.561% | 12/10/25 | 4,875 | 4,565 | ||
JPMorgan Chase & Co. | 5.546% | 12/15/25 | 2,150 | 2,142 | ||
JPMorgan Chase & Co. | 3.300% | 4/1/26 | 2,550 | 2,430 | ||
JPMorgan Chase & Co. | 4.080% | 4/26/26 | 1,500 | 1,458 | ||
JPMorgan Chase & Co. | 3.200% | 6/15/26 | 1,125 | 1,072 | ||
JPMorgan Chase & Co. | 2.950% | 10/1/26 | 5,652 | 5,305 | ||
JPMorgan Chase & Co. | 7.625% | 10/15/26 | 3,000 | 3,205 | ||
JPMorgan Chase & Co. | 1.045% | 11/19/26 | 4,000 | 3,584 | ||
JPMorgan Chase & Co. | 4.125% | 12/15/26 | 1,650 | 1,589 | ||
7 | JPMorgan Chase & Co. | 3.960% | 1/29/27 | 2,729 | 2,627 | |
JPMorgan Chase & Co. | 1.040% | 2/4/27 | 4,500 | 4,010 | ||
JPMorgan Chase & Co. | 1.578% | 4/22/27 | 1,000 | 898 | ||
JPMorgan Chase & Co. | 1.470% | 9/22/27 | 2,000 | 1,766 | ||
JPMorgan Chase & Co. | 3.625% | 12/1/27 | 1,000 | 939 | ||
7 | JPMorgan Chase & Co. | 3.782% | 2/1/28 | 3,521 | 3,356 | |
JPMorgan Chase & Co. | 4.323% | 4/26/28 | 1,500 | 1,448 | ||
7 | JPMorgan Chase & Co. | 3.540% | 5/1/28 | 775 | 725 | |
7 | JPMorgan Chase & Co. | 2.182% | 6/1/28 | 4,950 | 4,405 | |
JPMorgan Chase & Co. | 4.851% | 7/25/28 | 1,000 | 986 | ||
7 | JPMorgan Chase & Co. | 3.509% | 1/23/29 | 2,900 | 2,686 | |
7 | JPMorgan Chase & Co. | 4.005% | 4/23/29 | 1,700 | 1,603 | |
JPMorgan Chase & Co. | 2.069% | 6/1/29 | 2,000 | 1,717 | ||
7 | JPMorgan Chase & Co. | 3.702% | 5/6/30 | 1,600 | 1,469 | |
JPMorgan Chase & Co. | 4.565% | 6/14/30 | 1,350 | 1,298 | ||
7 | JPMorgan Chase & Co. | 2.739% | 10/15/30 | 2,000 | 1,724 | |
7 | JPMorgan Chase & Co. | 4.493% | 3/24/31 | 5,675 | 5,451 | |
7 | JPMorgan Chase & Co. | 2.956% | 5/13/31 | 3,500 | 2,995 | |
JPMorgan Chase & Co. | 1.764% | 11/19/31 | 1,000 | 792 | ||
JPMorgan Chase & Co. | 1.953% | 2/4/32 | 1,785 | 1,423 | ||
JPMorgan Chase & Co. | 2.580% | 4/22/32 | 4,000 | 3,321 | ||
JPMorgan Chase & Co. | 2.545% | 11/8/32 | 2,725 | 2,230 | ||
JPMorgan Chase & Co. | 2.963% | 1/25/33 | 3,385 | 2,853 | ||
JPMorgan Chase & Co. | 4.586% | 4/26/33 | 2,000 | 1,907 | ||
JPMorgan Chase & Co. | 4.912% | 7/25/33 | 800 | 782 | ||
JPMorgan Chase & Co. | 6.400% | 5/15/38 | 2,000 | 2,232 | ||
7 | JPMorgan Chase & Co. | 3.882% | 7/24/38 | 3,225 | 2,783 | |
JPMorgan Chase & Co. | 5.500% | 10/15/40 | 1,375 | 1,418 | ||
7 | JPMorgan Chase & Co. | 3.109% | 4/22/41 | 8,000 | 6,053 | |
JPMorgan Chase & Co. | 5.400% | 1/6/42 | 1,200 | 1,217 | ||
JPMorgan Chase & Co. | 3.157% | 4/22/42 | 2,955 | 2,230 | ||
JPMorgan Chase & Co. | 5.625% | 8/16/43 | 1,000 | 1,024 | ||
JPMorgan Chase & Co. | 4.950% | 6/1/45 | 4,550 | 4,236 | ||
7 | JPMorgan Chase & Co. | 4.260% | 2/22/48 | 775 | 671 | |
7 | JPMorgan Chase & Co. | 3.964% | 11/15/48 | 3,500 | 2,863 | |
7 | JPMorgan Chase & Co. | 3.109% | 4/22/51 | 3,275 | 2,291 | |
JPMorgan Chase & Co. | 3.328% | 4/22/52 | 3,300 | 2,405 | ||
Kemper Corp. | 4.350% | 2/15/25 | 167 | 161 | ||
Kemper Corp. | 3.800% | 2/23/32 | 500 | 414 | ||
7 | KeyBank NA | 3.300% | 6/1/25 | 500 | 458 | |
7 | KeyBank NA | 4.150% | 8/8/25 | 525 | 484 | |
KeyBank NA | 4.700% | 1/26/26 | 650 | 607 | ||
7 | KeyBank NA | 5.850% | 11/15/27 | 650 | 612 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | KeyBank NA | 4.390% | 12/14/27 | 300 | 263 | |
7 | KeyBank NA | 6.950% | 2/1/28 | 250 | 234 | |
7 | KeyBank NA | 4.900% | 8/8/32 | 525 | 414 | |
KeyBank NA | 5.000% | 1/26/33 | 650 | 561 | ||
7 | KeyCorp | 4.150% | 10/29/25 | 850 | 788 | |
7 | KeyCorp | 2.250% | 4/6/27 | 750 | 623 | |
7 | KeyCorp | 4.100% | 4/30/28 | 1,400 | 1,213 | |
7 | KeyCorp | 2.550% | 10/1/29 | 600 | 453 | |
Lazard Group LLC | 3.750% | 2/13/25 | 100 | 96 | ||
Lazard Group LLC | 3.625% | 3/1/27 | 1,350 | 1,256 | ||
Lazard Group LLC | 4.500% | 9/19/28 | 425 | 402 | ||
Legg Mason Inc. | 4.750% | 3/15/26 | 425 | 419 | ||
Legg Mason Inc. | 5.625% | 1/15/44 | 450 | 441 | ||
Lincoln National Corp. | 3.350% | 3/9/25 | 212 | 203 | ||
Lincoln National Corp. | 3.625% | 12/12/26 | 250 | 232 | ||
Lincoln National Corp. | 3.800% | 3/1/28 | 850 | 768 | ||
Lincoln National Corp. | 6.300% | 10/9/37 | 1,025 | 1,010 | ||
Lincoln National Corp. | 4.375% | 6/15/50 | 500 | 350 | ||
Lloyds Banking Group plc | 4.500% | 11/4/24 | 500 | 485 | ||
Lloyds Banking Group plc | 4.450% | 5/8/25 | 500 | 485 | ||
7 | Lloyds Banking Group plc | 3.870% | 7/9/25 | 4,000 | 3,896 | |
Lloyds Banking Group plc | 4.582% | 12/10/25 | 2,050 | 1,959 | ||
7 | Lloyds Banking Group plc | 2.438% | 2/5/26 | 750 | 706 | |
Lloyds Banking Group plc | 3.511% | 3/18/26 | 700 | 666 | ||
Lloyds Banking Group plc | 4.650% | 3/24/26 | 1,000 | 955 | ||
Lloyds Banking Group plc | 4.716% | 8/11/26 | 875 | 851 | ||
Lloyds Banking Group plc | 3.750% | 1/11/27 | 1,329 | 1,245 | ||
Lloyds Banking Group plc | 3.750% | 3/18/28 | 700 | 647 | ||
Lloyds Banking Group plc | 4.375% | 3/22/28 | 3,025 | 2,871 | ||
7 | Lloyds Banking Group plc | 3.574% | 11/7/28 | 2,250 | 2,040 | |
Lloyds Banking Group plc | 5.871% | 3/6/29 | 850 | 844 | ||
Lloyds Banking Group plc | 7.953% | 11/15/33 | 2,075 | 2,248 | ||
Lloyds Banking Group plc | 3.369% | 12/14/46 | 520 | 343 | ||
Lloyds Banking Group plc | 4.344% | 1/9/48 | 850 | 639 | ||
Loews Corp. | 3.750% | 4/1/26 | 695 | 674 | ||
Loews Corp. | 3.200% | 5/15/30 | 500 | 445 | ||
Loews Corp. | 6.000% | 2/1/35 | 250 | 260 | ||
Loews Corp. | 4.125% | 5/15/43 | 275 | 227 | ||
M&T Bank Corp. | 4.000% | 7/15/24 | 275 | 267 | ||
M&T Bank Corp. | 4.553% | 8/16/28 | 500 | 467 | ||
M&T Bank Corp. | 5.053% | 1/27/34 | 580 | 529 | ||
Main Street Capital Corp. | 3.000% | 7/14/26 | 458 | 403 | ||
7 | Manufacturers & Traders Trust Co. | 2.900% | 2/6/25 | 1,425 | 1,345 | |
Manufacturers & Traders Trust Co. | 5.400% | 11/21/25 | 500 | 486 | ||
Manufacturers & Traders Trust Co. | 4.650% | 1/27/26 | 1,145 | 1,093 | ||
7 | Manufacturers & Traders Trust Co. | 3.400% | 8/17/27 | 250 | 215 | |
Manufacturers & Traders Trust Co. | 4.700% | 1/27/28 | 823 | 776 | ||
Manulife Financial Corp. | 4.150% | 3/4/26 | 575 | 557 | ||
Manulife Financial Corp. | 2.484% | 5/19/27 | 1,130 | 1,036 | ||
7 | Manulife Financial Corp. | 4.061% | 2/24/32 | 760 | 711 | |
Manulife Financial Corp. | 5.375% | 3/4/46 | 850 | 840 | ||
Markel Group Inc. | 3.500% | 11/1/27 | 200 | 186 | ||
Markel Group Inc. | 3.350% | 9/17/29 | 250 | 224 | ||
Markel Group Inc. | 5.000% | 4/5/46 | 1,100 | 964 | ||
Markel Group Inc. | 4.300% | 11/1/47 | 200 | 162 | ||
Markel Group Inc. | 5.000% | 5/20/49 | 200 | 180 | ||
Markel Group Inc. | 3.450% | 5/7/52 | 500 | 352 | ||
Marsh & McLennan Cos. Inc. | 4.050% | 10/15/23 | 350 | 347 | ||
Marsh & McLennan Cos. Inc. | 3.500% | 3/10/25 | 425 | 412 | ||
Marsh & McLennan Cos. Inc. | 3.750% | 3/14/26 | 375 | 364 | ||
Marsh & McLennan Cos. Inc. | 4.375% | 3/15/29 | 575 | 559 | ||
Marsh & McLennan Cos. Inc. | 2.250% | 11/15/30 | 665 | 553 | ||
Marsh & McLennan Cos. Inc. | 2.375% | 12/15/31 | 250 | 205 | ||
Marsh & McLennan Cos. Inc. | 5.875% | 8/1/33 | 1,050 | 1,115 | ||
Marsh & McLennan Cos. Inc. | 4.750% | 3/15/39 | 400 | 377 | ||
Marsh & McLennan Cos. Inc. | 4.350% | 1/30/47 | 200 | 171 | ||
Marsh & McLennan Cos. Inc. | 4.900% | 3/15/49 | 1,600 | 1,506 | ||
Marsh & McLennan Cos. Inc. | 2.900% | 12/15/51 | 200 | 134 | ||
Marsh & McLennan Cos. Inc. | 6.250% | 11/1/52 | 500 | 564 | ||
Marsh & McLennan Cos. Inc. | 5.450% | 3/15/53 | 265 | 271 | ||
Mastercard Inc. | 2.000% | 3/3/25 | 719 | 684 | ||
Mastercard Inc. | 2.950% | 11/21/26 | 510 | 482 | ||
Mastercard Inc. | 3.300% | 3/26/27 | 2,550 | 2,436 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mastercard Inc. | 3.500% | 2/26/28 | 450 | 430 | ||
Mastercard Inc. | 4.875% | 3/9/28 | 500 | 506 | ||
Mastercard Inc. | 2.950% | 6/1/29 | 500 | 455 | ||
Mastercard Inc. | 3.350% | 3/26/30 | 2,000 | 1,865 | ||
Mastercard Inc. | 1.900% | 3/15/31 | 500 | 416 | ||
Mastercard Inc. | 2.000% | 11/18/31 | 700 | 579 | ||
Mastercard Inc. | 3.800% | 11/21/46 | 350 | 297 | ||
Mastercard Inc. | 3.950% | 2/26/48 | 550 | 488 | ||
Mastercard Inc. | 3.650% | 6/1/49 | 835 | 697 | ||
Mastercard Inc. | 3.850% | 3/26/50 | 1,400 | 1,208 | ||
Mastercard Inc. | 2.950% | 3/15/51 | 500 | 365 | ||
Mercury General Corp. | 4.400% | 3/15/27 | 315 | 298 | ||
MetLife Inc. | 3.000% | 3/1/25 | 500 | 483 | ||
MetLife Inc. | 3.600% | 11/13/25 | 561 | 540 | ||
MetLife Inc. | 4.550% | 3/23/30 | 1,500 | 1,468 | ||
MetLife Inc. | 6.500% | 12/15/32 | 250 | 276 | ||
MetLife Inc. | 6.375% | 6/15/34 | 505 | 553 | ||
MetLife Inc. | 5.700% | 6/15/35 | 425 | 437 | ||
7 | MetLife Inc. | 6.400% | 12/15/36 | 1,505 | 1,504 | |
MetLife Inc. | 5.875% | 2/6/41 | 645 | 660 | ||
MetLife Inc. | 4.125% | 8/13/42 | 525 | 441 | ||
MetLife Inc. | 4.875% | 11/13/43 | 1,396 | 1,292 | ||
MetLife Inc. | 4.721% | 12/15/44 | 150 | 133 | ||
MetLife Inc. | 4.050% | 3/1/45 | 1,000 | 837 | ||
MetLife Inc. | 5.000% | 7/15/52 | 1,600 | 1,509 | ||
MetLife Inc. | 5.250% | 1/15/54 | 630 | 613 | ||
Mitsubishi UFJ Financial Group Inc. | 2.801% | 7/18/24 | 800 | 775 | ||
7 | Mitsubishi UFJ Financial Group Inc. | 0.848% | 9/15/24 | 1,000 | 989 | |
Mitsubishi UFJ Financial Group Inc. | 2.193% | 2/25/25 | 3,720 | 3,508 | ||
Mitsubishi UFJ Financial Group Inc. | 3.777% | 3/2/25 | 2,000 | 1,938 | ||
Mitsubishi UFJ Financial Group Inc. | 1.412% | 7/17/25 | 500 | 458 | ||
Mitsubishi UFJ Financial Group Inc. | 4.788% | 7/18/25 | 625 | 616 | ||
Mitsubishi UFJ Financial Group Inc. | 0.953% | 7/19/25 | 4,500 | 4,252 | ||
Mitsubishi UFJ Financial Group Inc. | 5.063% | 9/12/25 | 1,000 | 988 | ||
Mitsubishi UFJ Financial Group Inc. | 5.719% | 2/20/26 | 500 | 498 | ||
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. | 5.541% | 4/17/26 | 255 | 254 | ||
Mitsubishi UFJ Financial Group Inc. | 2.757% | 9/13/26 | 700 | 643 | ||
Mitsubishi UFJ Financial Group Inc. | 3.677% | 2/22/27 | 3,300 | 3,174 | ||
Mitsubishi UFJ Financial Group Inc. | 1.538% | 7/20/27 | 500 | 441 | ||
Mitsubishi UFJ Financial Group Inc. | 3.287% | 7/25/27 | 1,000 | 926 | ||
Mitsubishi UFJ Financial Group Inc. | 3.961% | 3/2/28 | 2,625 | 2,496 | ||
Mitsubishi UFJ Financial Group Inc. | 4.080% | 4/19/28 | 675 | 640 | ||
Mitsubishi UFJ Financial Group Inc. | 5.017% | 7/20/28 | 625 | 612 | ||
Mitsubishi UFJ Financial Group Inc. | 4.050% | 9/11/28 | 2,500 | 2,370 | ||
Mitsubishi UFJ Financial Group Inc. | 5.354% | 9/13/28 | 1,000 | 993 | ||
Mitsubishi UFJ Financial Group Inc. | 3.741% | 3/7/29 | 1,290 | 1,195 | ||
Mitsubishi UFJ Financial Group Inc. | 3.195% | 7/18/29 | 825 | 729 | ||
Mitsubishi UFJ Financial Group Inc. | 2.559% | 2/25/30 | 1,175 | 996 | ||
Mitsubishi UFJ Financial Group Inc. | 2.048% | 7/17/30 | 1,000 | 810 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Mitsubishi UFJ Financial Group Inc. | 2.309% | 7/20/32 | 2,500 | 1,988 | ||
Mitsubishi UFJ Financial Group Inc. | 4.315% | 4/19/33 | 300 | 278 | ||
Mitsubishi UFJ Financial Group Inc. | 5.133% | 7/20/33 | 625 | 612 | ||
Mitsubishi UFJ Financial Group Inc. | 5.406% | 4/19/34 | 4,102 | 4,068 | ||
Mitsubishi UFJ Financial Group Inc. | 4.286% | 7/26/38 | 200 | 179 | ||
Mitsubishi UFJ Financial Group Inc. | 3.751% | 7/18/39 | 2,600 | 2,203 | ||
7 | Mizuho Financial Group Inc. | 0.849% | 9/8/24 | 1,000 | 989 | |
7 | Mizuho Financial Group Inc. | 2.839% | 7/16/25 | 1,625 | 1,565 | |
7 | Mizuho Financial Group Inc. | 2.555% | 9/13/25 | 400 | 382 | |
Mizuho Financial Group Inc. | 3.663% | 2/28/27 | 250 | 235 | ||
Mizuho Financial Group Inc. | 1.234% | 5/22/27 | 2,000 | 1,756 | ||
Mizuho Financial Group Inc. | 1.554% | 7/9/27 | 675 | 595 | ||
Mizuho Financial Group Inc. | 4.018% | 3/5/28 | 400 | 376 | ||
9 | Mizuho Financial Group Inc. | 5.778% | 7/6/29 | 1,025 | 1,028 | |
7 | Mizuho Financial Group Inc. | 4.254% | 9/11/29 | 1,000 | 936 | |
7 | Mizuho Financial Group Inc. | 3.153% | 7/16/30 | 2,400 | 2,074 | |
7 | Mizuho Financial Group Inc. | 2.591% | 5/25/31 | 1,000 | 827 | |
Mizuho Financial Group Inc. | 2.172% | 5/22/32 | 1,500 | 1,170 | ||
9 | Mizuho Financial Group Inc. | 5.748% | 7/6/34 | 1,025 | 1,028 | |
7 | Morgan Stanley | 2.720% | 7/22/25 | 1,948 | 1,878 | |
7 | Morgan Stanley | 4.000% | 7/23/25 | 4,164 | 4,043 | |
7 | Morgan Stanley | 1.164% | 10/21/25 | 2,500 | 2,337 | |
Morgan Stanley | 5.000% | 11/24/25 | 1,100 | 1,082 | ||
7 | Morgan Stanley | 3.875% | 1/27/26 | 1,800 | 1,737 | |
7 | Morgan Stanley | 2.630% | 2/18/26 | 625 | 593 | |
7 | Morgan Stanley | 2.188% | 4/28/26 | 750 | 704 | |
7 | Morgan Stanley | 3.125% | 7/27/26 | 3,150 | 2,952 | |
7 | Morgan Stanley | 6.250% | 8/9/26 | 1,294 | 1,321 | |
7 | Morgan Stanley | 4.350% | 9/8/26 | 6,479 | 6,258 | |
Morgan Stanley | 6.138% | 10/16/26 | 1,000 | 1,011 | ||
Morgan Stanley | 0.985% | 12/10/26 | 3,600 | 3,212 | ||
Morgan Stanley | 3.625% | 1/20/27 | 2,135 | 2,028 | ||
Morgan Stanley | 3.950% | 4/23/27 | 745 | 706 | ||
Morgan Stanley | 1.593% | 5/4/27 | 5,398 | 4,832 | ||
7 | Morgan Stanley | 1.512% | 7/20/27 | 1,500 | 1,329 | |
Morgan Stanley | 2.475% | 1/21/28 | 500 | 451 | ||
Morgan Stanley | 4.210% | 4/20/28 | 1,375 | 1,321 | ||
7 | Morgan Stanley | 3.591% | 7/22/28 | 3,040 | 2,809 | |
Morgan Stanley | 6.296% | 10/18/28 | 1,000 | 1,029 | ||
7 | Morgan Stanley | 3.772% | 1/24/29 | 2,850 | 2,662 | |
Morgan Stanley | 5.123% | 2/1/29 | 1,700 | 1,678 | ||
Morgan Stanley | 5.164% | 4/20/29 | 2,050 | 2,027 | ||
7 | Morgan Stanley | 4.431% | 1/23/30 | 300 | 286 | |
7 | Morgan Stanley | 2.699% | 1/22/31 | 775 | 660 | |
7 | Morgan Stanley | 3.622% | 4/1/31 | 8,000 | 7,214 | |
7 | Morgan Stanley | 1.794% | 2/13/32 | 2,000 | 1,552 | |
Morgan Stanley | 7.250% | 4/1/32 | 705 | 800 | ||
7 | Morgan Stanley | 1.928% | 4/28/32 | 2,200 | 1,717 | |
7 | Morgan Stanley | 2.239% | 7/21/32 | 3,500 | 2,782 | |
7 | Morgan Stanley | 2.511% | 10/20/32 | 2,000 | 1,614 | |
Morgan Stanley | 2.943% | 1/21/33 | 500 | 416 | ||
Morgan Stanley | 6.342% | 10/18/33 | 2,500 | 2,660 | ||
Morgan Stanley | 5.250% | 4/21/34 | 2,050 | 2,023 | ||
Morgan Stanley | 2.484% | 9/16/36 | 2,700 | 2,044 | ||
Morgan Stanley | 5.948% | 1/19/38 | 840 | 829 | ||
7 | Morgan Stanley | 3.971% | 7/22/38 | 2,100 | 1,781 | |
Morgan Stanley | 3.217% | 4/22/42 | 1,375 | 1,044 | ||
Morgan Stanley | 6.375% | 7/24/42 | 2,400 | 2,676 | ||
Morgan Stanley | 4.300% | 1/27/45 | 2,850 | 2,493 | ||
Morgan Stanley | 4.375% | 1/22/47 | 1,950 | 1,742 | ||
7 | Morgan Stanley | 5.597% | 3/24/51 | 2,700 | 2,811 | |
7 | Morgan Stanley | 2.802% | 1/25/52 | 2,780 | 1,826 | |
Morgan Stanley Bank NA | 4.754% | 4/21/26 | 1,365 | 1,344 | ||
Morgan Stanley Domestic Holdings Inc. | 3.800% | 8/24/27 | 325 | 307 | ||
Morgan Stanley Domestic Holdings Inc. | 4.500% | 6/20/28 | 330 | 318 | ||
Nasdaq Inc. | 5.650% | 6/28/25 | 1,000 | 1,003 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Nasdaq Inc. | 3.850% | 6/30/26 | 675 | 650 | ||
Nasdaq Inc. | 5.350% | 6/28/28 | 1,000 | 1,003 | ||
Nasdaq Inc. | 1.650% | 1/15/31 | 500 | 388 | ||
Nasdaq Inc. | 5.550% | 2/15/34 | 1,000 | 1,004 | ||
Nasdaq Inc. | 2.500% | 12/21/40 | 1,000 | 671 | ||
Nasdaq Inc. | 3.250% | 4/28/50 | 165 | 112 | ||
Nasdaq Inc. | 3.950% | 3/7/52 | 500 | 384 | ||
Nasdaq Inc. | 5.950% | 8/15/53 | 1,000 | 1,023 | ||
Nasdaq Inc. | 6.100% | 6/28/63 | 1,000 | 1,023 | ||
National Australia Bank Ltd. | 5.132% | 11/22/24 | 875 | 871 | ||
National Australia Bank Ltd. | 5.200% | 5/13/25 | 1,500 | 1,497 | ||
National Australia Bank Ltd. | 3.375% | 1/14/26 | 150 | 143 | ||
7 | National Australia Bank Ltd. | 2.500% | 7/12/26 | 1,788 | 1,653 | |
National Australia Bank Ltd. | 4.944% | 1/12/28 | 850 | 847 | ||
National Australia Bank Ltd. | 4.900% | 6/13/28 | 1,500 | 1,486 | ||
7 | Nationwide Financial Services Inc. | 6.750% | 5/15/37 | 50 | 48 | |
NatWest Group plc | 4.800% | 4/5/26 | 225 | 218 | ||
NatWest Group plc | 7.472% | 11/10/26 | 875 | 896 | ||
NatWest Group plc | 5.847% | 3/2/27 | 650 | 643 | ||
7 | NatWest Group plc | 3.073% | 5/22/28 | 2,450 | 2,205 | |
NatWest Group plc | 5.516% | 9/30/28 | 900 | 883 | ||
7 | NatWest Group plc | 4.892% | 5/18/29 | 2,000 | 1,902 | |
NatWest Group plc | 5.808% | 9/13/29 | 800 | 789 | ||
7 | NatWest Group plc | 3.754% | 11/1/29 | 700 | 657 | |
7 | NatWest Group plc | 5.076% | 1/27/30 | 3,140 | 2,999 | |
7 | NatWest Group plc | 4.445% | 5/8/30 | 175 | 161 | |
NatWest Group plc | 6.016% | 3/2/34 | 650 | 654 | ||
7 | NatWest Group plc | 3.032% | 11/28/35 | 1,200 | 917 | |
Nomura Holdings Inc. | 2.648% | 1/16/25 | 2,700 | 2,552 | ||
Nomura Holdings Inc. | 1.851% | 7/16/25 | 2,600 | 2,379 | ||
Nomura Holdings Inc. | 2.329% | 1/22/27 | 1,000 | 885 | ||
Nomura Holdings Inc. | 2.172% | 7/14/28 | 2,800 | 2,363 | ||
Nomura Holdings Inc. | 3.103% | 1/16/30 | 1,610 | 1,375 | ||
Nomura Holdings Inc. | 2.679% | 7/16/30 | 750 | 614 | ||
Nomura Holdings Inc. | 2.608% | 7/14/31 | 825 | 655 | ||
Northern Trust Corp. | 3.950% | 10/30/25 | 600 | 578 | ||
Northern Trust Corp. | 4.000% | 5/10/27 | 925 | 894 | ||
Northern Trust Corp. | 3.650% | 8/3/28 | 325 | 308 | ||
Northern Trust Corp. | 3.150% | 5/3/29 | 500 | 455 | ||
7 | Northern Trust Corp. | 3.375% | 5/8/32 | 275 | 245 | |
Oaktree Specialty Lending Corp. | 3.500% | 2/25/25 | 100 | 95 | ||
Oaktree Specialty Lending Corp. | 2.700% | 1/15/27 | 500 | 431 | ||
Old Republic International Corp. | 4.875% | 10/1/24 | 465 | 458 | ||
Old Republic International Corp. | 3.875% | 8/26/26 | 425 | 401 | ||
Old Republic International Corp. | 3.850% | 6/11/51 | 500 | 360 | ||
ORIX Corp. | 3.250% | 12/4/24 | 600 | 576 | ||
ORIX Corp. | 3.700% | 7/18/27 | 650 | 613 | ||
ORIX Corp. | 2.250% | 3/9/31 | 1,000 | 823 | ||
Owl Rock Capital Corp. | 4.000% | 3/30/25 | 100 | 94 | ||
Owl Rock Capital Corp. | 3.750% | 7/22/25 | 1,300 | 1,203 | ||
Owl Rock Capital Corp. | 3.400% | 7/15/26 | 1,137 | 1,008 | ||
Owl Rock Capital Corp. | 2.625% | 1/15/27 | 500 | 424 | ||
7 | Owl Rock Core Income Corp. | 5.500% | 3/21/25 | 500 | 482 | |
11 | Owl Rock Core Income Corp. | 7.950% | 6/13/28 | 500 | 501 | |
Owl Rock Technology Finance Corp. | 2.500% | 1/15/27 | 500 | 414 | ||
PartnerRe Finance B LLC | 3.700% | 7/2/29 | 390 | 358 | ||
PartnerRe Finance B LLC | 4.500% | 10/1/50 | 500 | 421 | ||
7 | PNC Bank NA | 3.300% | 10/30/24 | 887 | 856 | |
7 | PNC Bank NA | 2.950% | 2/23/25 | 1,089 | 1,036 | |
7 | PNC Bank NA | 3.250% | 6/1/25 | 825 | 787 | |
7 | PNC Bank NA | 4.200% | 11/1/25 | 825 | 784 | |
7 | PNC Bank NA | 3.100% | 10/25/27 | 250 | 229 | |
7 | PNC Bank NA | 3.250% | 1/22/28 | 600 | 551 | |
7 | PNC Bank NA | 4.050% | 7/26/28 | 1,000 | 923 | |
7 | PNC Bank NA | 2.700% | 10/22/29 | 300 | 251 | |
PNC Financial Services Group Inc. | 5.671% | 10/28/25 | 650 | 645 | ||
PNC Financial Services Group Inc. | 5.812% | 6/12/26 | 800 | 796 | ||
PNC Financial Services Group Inc. | 2.600% | 7/23/26 | 831 | 767 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
PNC Financial Services Group Inc. | 4.758% | 1/26/27 | 850 | 831 | ||
PNC Financial Services Group Inc. | 3.150% | 5/19/27 | 4,021 | 3,730 | ||
PNC Financial Services Group Inc. | 3.450% | 4/23/29 | 2,880 | 2,601 | ||
PNC Financial Services Group Inc. | 5.582% | 6/12/29 | 800 | 796 | ||
PNC Financial Services Group Inc. | 2.550% | 1/22/30 | 1,350 | 1,140 | ||
PNC Financial Services Group Inc. | 2.307% | 4/23/32 | 1,250 | 1,014 | ||
PNC Financial Services Group Inc. | 4.626% | 6/6/33 | 675 | 620 | ||
PNC Financial Services Group Inc. | 6.037% | 10/28/33 | 1,225 | 1,256 | ||
PNC Financial Services Group Inc. | 5.068% | 1/24/34 | 850 | 815 | ||
Primerica Inc. | 2.800% | 11/19/31 | 500 | 414 | ||
Principal Financial Group Inc. | 3.400% | 5/15/25 | 696 | 666 | ||
Principal Financial Group Inc. | 3.100% | 11/15/26 | 300 | 277 | ||
Principal Financial Group Inc. | 3.700% | 5/15/29 | 500 | 459 | ||
Principal Financial Group Inc. | 2.125% | 6/15/30 | 100 | 81 | ||
Principal Financial Group Inc. | 5.375% | 3/15/33 | 500 | 497 | ||
Principal Financial Group Inc. | 4.625% | 9/15/42 | 500 | 427 | ||
Principal Financial Group Inc. | 4.350% | 5/15/43 | 340 | 276 | ||
Principal Financial Group Inc. | 4.300% | 11/15/46 | 265 | 212 | ||
Principal Financial Group Inc. | 5.500% | 3/15/53 | 500 | 475 | ||
Progressive Corp. | 2.450% | 1/15/27 | 1,602 | 1,471 | ||
Progressive Corp. | 6.625% | 3/1/29 | 150 | 162 | ||
Progressive Corp. | 4.950% | 6/15/33 | 450 | 447 | ||
Progressive Corp. | 3.700% | 1/26/45 | 250 | 197 | ||
Progressive Corp. | 4.125% | 4/15/47 | 385 | 333 | ||
Progressive Corp. | 4.200% | 3/15/48 | 465 | 397 | ||
Progressive Corp. | 3.950% | 3/26/50 | 1,520 | 1,258 | ||
Progressive Corp. | 3.700% | 3/15/52 | 500 | 394 | ||
Prospect Capital Corp. | 3.364% | 11/15/26 | 625 | 526 | ||
7 | Prudential Financial Inc. | 5.750% | 7/15/33 | 345 | 362 | |
7 | Prudential Financial Inc. | 5.700% | 12/14/36 | 805 | 837 | |
7 | Prudential Financial Inc. | 6.625% | 12/1/37 | 300 | 332 | |
7 | Prudential Financial Inc. | 6.625% | 6/21/40 | 250 | 275 | |
7 | Prudential Financial Inc. | 5.100% | 8/15/43 | 225 | 203 | |
7 | Prudential Financial Inc. | 4.600% | 5/15/44 | 1,600 | 1,411 | |
7 | Prudential Financial Inc. | 5.375% | 5/15/45 | 650 | 635 | |
Prudential Financial Inc. | 3.905% | 12/7/47 | 1,882 | 1,503 | ||
7 | Prudential Financial Inc. | 5.700% | 9/15/48 | 1,150 | 1,105 | |
Prudential Financial Inc. | 3.935% | 12/7/49 | 1,415 | 1,127 | ||
7 | Prudential Financial Inc. | 4.350% | 2/25/50 | 935 | 795 | |
7 | Prudential Financial Inc. | 3.700% | 10/1/50 | 700 | 588 | |
Prudential Financial Inc. | 5.125% | 3/1/52 | 750 | 675 | ||
Prudential Funding Asia plc | 3.125% | 4/14/30 | 740 | 655 | ||
Prudential Funding Asia plc | 3.625% | 3/24/32 | 500 | ��445 | ||
Raymond James Financial Inc. | 4.650% | 4/1/30 | 250 | 244 | ||
Raymond James Financial Inc. | 4.950% | 7/15/46 | 875 | 789 | ||
Raymond James Financial Inc. | 3.750% | 4/1/51 | 500 | 378 | ||
7 | Regions Bank | 6.450% | 6/26/37 | 500 | 493 | |
Regions Financial Corp. | 1.800% | 8/12/28 | 500 | 407 | ||
Regions Financial Corp. | 7.375% | 12/10/37 | 500 | 540 | ||
Reinsurance Group of America Inc. | 3.950% | 9/15/26 | 328 | 310 | ||
Reinsurance Group of America Inc. | 3.900% | 5/15/29 | 300 | 273 | ||
Reinsurance Group of America Inc. | 6.000% | 9/15/33 | 400 | 403 | ||
RenaissanceRe Finance Inc. | 3.700% | 4/1/25 | 159 | 153 | ||
RenaissanceRe Finance Inc. | 3.450% | 7/1/27 | 225 | 209 | ||
RenaissanceRe Holdings Ltd. | 3.600% | 4/15/29 | 200 | 178 | ||
RenaissanceRe Holdings Ltd. | 5.750% | 6/5/33 | 421 | 412 | ||
7 | Royal Bank of Canada | 2.550% | 7/16/24 | 975 | 944 | |
Royal Bank of Canada | 0.650% | 7/29/24 | 1,000 | 947 | ||
7 | Royal Bank of Canada | 0.750% | 10/7/24 | 500 | 469 | |
7 | Royal Bank of Canada | 5.660% | 10/25/24 | 875 | 875 | |
7 | Royal Bank of Canada | 2.250% | 11/1/24 | 1,750 | 1,671 | |
7 | Royal Bank of Canada | 1.600% | 1/21/25 | 350 | 329 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Royal Bank of Canada | 3.375% | 4/14/25 | 925 | 891 | ||
7 | Royal Bank of Canada | 4.950% | 4/25/25 | 825 | 815 | |
7 | Royal Bank of Canada | 1.150% | 6/10/25 | 2,050 | 1,891 | |
7 | Royal Bank of Canada | 4.875% | 1/12/26 | 850 | 840 | |
7 | Royal Bank of Canada | 0.875% | 1/20/26 | 1,400 | 1,253 | |
7 | Royal Bank of Canada | 4.650% | 1/27/26 | 1,865 | 1,816 | |
Royal Bank of Canada | 1.200% | 4/27/26 | 1,675 | 1,494 | ||
7 | Royal Bank of Canada | 1.150% | 7/14/26 | 600 | 531 | |
7 | Royal Bank of Canada | 1.400% | 11/2/26 | 500 | 441 | |
7 | Royal Bank of Canada | 2.050% | 1/21/27 | 350 | 314 | |
Royal Bank of Canada | 3.625% | 5/4/27 | 925 | 875 | ||
7 | Royal Bank of Canada | 4.240% | 8/3/27 | 675 | 652 | |
7 | Royal Bank of Canada | 6.000% | 11/1/27 | 875 | 898 | |
7 | Royal Bank of Canada | 4.900% | 1/12/28 | 850 | 838 | |
7 | Royal Bank of Canada | 2.300% | 11/3/31 | 3,650 | 2,962 | |
Royal Bank of Canada | 3.875% | 5/4/32 | 925 | 848 | ||
7 | Royal Bank of Canada | 5.000% | 2/1/33 | 1,785 | 1,750 | |
7 | Royal Bank of Canada | 5.000% | 5/2/33 | 825 | 805 | |
Santander Holdings USA Inc. | 4.500% | 7/17/25 | 867 | 842 | ||
Santander Holdings USA Inc. | 3.244% | 10/5/26 | 4,867 | 4,384 | ||
Santander Holdings USA Inc. | 2.490% | 1/6/28 | 925 | 800 | ||
Santander Holdings USA Inc. | 6.499% | 3/9/29 | 650 | 644 | ||
7 | Santander UK Group Holdings plc | 1.532% | 8/21/26 | 3,000 | 2,671 | |
7 | Santander UK Group Holdings plc | 3.823% | 11/3/28 | 500 | 450 | |
Santander UK Group Holdings plc | 6.534% | 1/10/29 | 1,100 | 1,108 | ||
Santander UK Group Holdings plc | 2.896% | 3/15/32 | 500 | 405 | ||
Selective Insurance Group Inc. | 5.375% | 3/1/49 | 240 | 221 | ||
Sixth Street Specialty Lending Inc. | 3.875% | 11/1/24 | 225 | 217 | ||
11 | Societe Generale SA | 3.000% | 1/22/30 | 1,000 | 836 | |
11 | Standard Chartered plc | 4.644% | 4/1/31 | 1,000 | 930 | |
State Street Corp. | 3.550% | 8/18/25 | 635 | 614 | ||
7 | State Street Corp. | 2.354% | 11/1/25 | 550 | 525 | |
State Street Corp. | 5.104% | 5/18/26 | 1,000 | 993 | ||
State Street Corp. | 2.650% | 5/19/26 | 4,500 | 4,217 | ||
State Street Corp. | 5.751% | 11/4/26 | 500 | 503 | ||
State Street Corp. | 5.820% | 11/4/28 | 500 | 513 | ||
7 | State Street Corp. | 4.141% | 12/3/29 | 800 | 760 | |
State Street Corp. | 2.400% | 1/24/30 | 625 | 539 | ||
State Street Corp. | 2.200% | 3/3/31 | 500 | 406 | ||
State Street Corp. | 4.821% | 1/26/34 | 610 | 592 | ||
State Street Corp. | 5.159% | 5/18/34 | 1,000 | 994 | ||
7 | State Street Corp. | 3.031% | 11/1/34 | 550 | 468 | |
Stewart Information Services Corp. | 3.600% | 11/15/31 | 500 | 381 | ||
Stifel Financial Corp. | 4.250% | 7/18/24 | 400 | 391 | ||
Stifel Financial Corp. | 4.000% | 5/15/30 | 100 | 86 | ||
7 | Sumitomo Mitsui Banking Corp. | 3.400% | 7/11/24 | 2,925 | 2,853 | |
Sumitomo Mitsui Financial Group Inc. | 2.696% | 7/16/24 | 2,500 | 2,419 | ||
Sumitomo Mitsui Financial Group Inc. | 2.448% | 9/27/24 | 1,500 | 1,438 | ||
Sumitomo Mitsui Financial Group Inc. | 2.348% | 1/15/25 | 1,805 | 1,711 | ||
Sumitomo Mitsui Financial Group Inc. | 1.474% | 7/8/25 | 1,250 | 1,149 | ||
Sumitomo Mitsui Financial Group Inc. | 0.948% | 1/12/26 | 829 | 740 | ||
Sumitomo Mitsui Financial Group Inc. | 2.632% | 7/14/26 | 1,200 | 1,104 | ||
Sumitomo Mitsui Financial Group Inc. | 1.402% | 9/17/26 | 1,000 | 879 | ||
Sumitomo Mitsui Financial Group Inc. | 3.010% | 10/19/26 | 650 | 602 | ||
Sumitomo Mitsui Financial Group Inc. | 3.446% | 1/11/27 | 1,000 | 938 | ||
Sumitomo Mitsui Financial Group Inc. | 2.174% | 1/14/27 | 525 | 469 | ||
Sumitomo Mitsui Financial Group Inc. | 3.364% | 7/12/27 | 2,600 | 2,430 | ||
Sumitomo Mitsui Financial Group Inc. | 5.520% | 1/13/28 | 500 | 502 | ||
Sumitomo Mitsui Financial Group Inc. | 3.544% | 1/17/28 | 1,700 | 1,569 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sumitomo Mitsui Financial Group Inc. | 3.944% | 7/19/28 | 650 | 607 | ||
Sumitomo Mitsui Financial Group Inc. | 1.902% | 9/17/28 | 3,000 | 2,523 | ||
Sumitomo Mitsui Financial Group Inc. | 4.306% | 10/16/28 | 250 | 237 | ||
Sumitomo Mitsui Financial Group Inc. | 3.040% | 7/16/29 | 1,000 | 874 | ||
Sumitomo Mitsui Financial Group Inc. | 3.202% | 9/17/29 | 1,100 | 963 | ||
Sumitomo Mitsui Financial Group Inc. | 2.724% | 9/27/29 | 400 | 342 | ||
Sumitomo Mitsui Financial Group Inc. | 2.750% | 1/15/30 | 1,175 | 1,012 | ||
Sumitomo Mitsui Financial Group Inc. | 2.130% | 7/8/30 | 1,300 | 1,057 | ||
Sumitomo Mitsui Financial Group Inc. | 1.710% | 1/12/31 | 750 | 583 | ||
Sumitomo Mitsui Financial Group Inc. | 2.222% | 9/17/31 | 1,000 | 798 | ||
Sumitomo Mitsui Financial Group Inc. | 5.766% | 1/13/33 | 1,380 | 1,419 | ||
Sumitomo Mitsui Financial Group Inc. | 2.296% | 1/12/41 | 600 | 400 | ||
Synchrony Financial | 4.250% | 8/15/24 | 700 | 674 | ||
Synchrony Financial | 4.500% | 7/23/25 | 1,298 | 1,227 | ||
Synchrony Financial | 3.700% | 8/4/26 | 500 | 447 | ||
Synchrony Financial | 3.950% | 12/1/27 | 1,125 | 980 | ||
Synovus Bank | 5.625% | 2/15/28 | 500 | 451 | ||
Toronto-Dominion Bank | 1.250% | 12/13/24 | 3,100 | 2,915 | ||
7 | Toronto-Dominion Bank | 1.450% | 1/10/25 | 500 | 471 | |
Toronto-Dominion Bank | 3.766% | 6/6/25 | 2,050 | 1,989 | ||
7 | Toronto-Dominion Bank | 1.150% | 6/12/25 | 1,550 | 1,428 | |
7 | Toronto-Dominion Bank | 0.750% | 1/6/26 | 900 | 804 | |
Toronto-Dominion Bank | 5.103% | 1/9/26 | 850 | 847 | ||
7 | Toronto-Dominion Bank | 1.250% | 9/10/26 | 600 | 530 | |
7 | Toronto-Dominion Bank | 1.950% | 1/12/27 | 500 | 450 | |
7 | Toronto-Dominion Bank | 2.800% | 3/10/27 | 250 | 229 | |
Toronto-Dominion Bank | 4.108% | 6/8/27 | 2,050 | 1,962 | ||
Toronto-Dominion Bank | 5.156% | 1/10/28 | 1,085 | 1,077 | ||
7 | Toronto-Dominion Bank | 2.000% | 9/10/31 | 600 | 476 | |
7 | Toronto-Dominion Bank | 3.625% | 9/15/31 | 500 | 461 | |
7 | Toronto-Dominion Bank | 2.450% | 1/12/32 | 500 | 409 | |
7 | Toronto-Dominion Bank | 3.200% | 3/10/32 | 2,250 | 1,945 | |
Toronto-Dominion Bank | 4.456% | 6/8/32 | 2,050 | 1,948 | ||
Transatlantic Holdings Inc. | 8.000% | 11/30/39 | 625 | 777 | ||
Travelers Cos. Inc. | 6.750% | 6/20/36 | 475 | 540 | ||
7 | Travelers Cos. Inc. | 6.250% | 6/15/37 | 1,060 | 1,174 | |
Travelers Cos. Inc. | 5.350% | 11/1/40 | 530 | 543 | ||
Travelers Cos. Inc. | 4.600% | 8/1/43 | 500 | 454 | ||
Travelers Cos. Inc. | 4.300% | 8/25/45 | 250 | 217 | ||
Travelers Cos. Inc. | 4.000% | 5/30/47 | 1,050 | 883 | ||
Travelers Cos. Inc. | 4.050% | 3/7/48 | 250 | 210 | ||
Travelers Cos. Inc. | 2.550% | 4/27/50 | 500 | 322 | ||
Trinity Acquisition plc | 4.400% | 3/15/26 | 450 | 434 | ||
7 | Truist Bank | 2.150% | 12/6/24 | 2,300 | 2,170 | |
7 | Truist Bank | 3.625% | 9/16/25 | 2,600 | 2,428 | |
7 | Truist Bank | 3.300% | 5/15/26 | 1,216 | 1,115 | |
7 | Truist Bank | 3.800% | 10/30/26 | 400 | 365 | |
7 | Truist Financial Corp. | 2.500% | 8/1/24 | 100 | 96 | |
7 | Truist Financial Corp. | 2.850% | 10/26/24 | 791 | 759 | |
Truist Financial Corp. | 4.000% | 5/1/25 | 35 | 34 | ||
7 | Truist Financial Corp. | 3.700% | 6/5/25 | 1,902 | 1,824 | |
7 | Truist Financial Corp. | 1.200% | 8/5/25 | 500 | 453 | |
7 | Truist Financial Corp. | 1.267% | 3/2/27 | 2,000 | 1,765 | |
7 | Truist Financial Corp. | 6.047% | 6/8/27 | 1,200 | 1,201 | |
7 | Truist Financial Corp. | 1.125% | 8/3/27 | 2,750 | 2,319 | |
7 | Truist Financial Corp. | 3.875% | 3/19/29 | 600 | 537 | |
7 | Truist Financial Corp. | 1.887% | 6/7/29 | 675 | 561 | |
7 | Truist Financial Corp. | 1.950% | 6/5/30 | 300 | 239 | |
7 | Truist Financial Corp. | 4.916% | 7/28/33 | 800 | 731 | |
7 | Truist Financial Corp. | 5.122% | 1/26/34 | 1,625 | 1,539 | |
7 | Truist Financial Corp. | 5.867% | 6/8/34 | 800 | 801 | |
UBS Group AG | 3.750% | 3/26/25 | 1,500 | 1,436 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UBS Group AG | 4.550% | 4/17/26 | 1,690 | 1,624 | ||
11 | UBS Group AG | 4.194% | 4/1/31 | 1,000 | 888 | |
UBS Group AG | 4.875% | 5/15/45 | 1,680 | 1,452 | ||
Unum Group | 4.000% | 6/15/29 | 210 | 193 | ||
Unum Group | 5.750% | 8/15/42 | 400 | 377 | ||
Unum Group | 4.500% | 12/15/49 | 500 | 383 | ||
Unum Group | 4.125% | 6/15/51 | 500 | 368 | ||
US Bancorp | 2.400% | 7/30/24 | 1,025 | 989 | ||
7 | US Bancorp | 3.950% | 11/17/25 | 150 | 144 | |
7 | US Bancorp | 3.100% | 4/27/26 | 2,257 | 2,107 | |
7 | US Bancorp | 2.375% | 7/22/26 | 125 | 114 | |
US Bancorp | 5.727% | 10/21/26 | 1,525 | 1,530 | ||
7 | US Bancorp | 3.150% | 4/27/27 | 3,314 | 3,069 | |
7 | US Bancorp | 3.900% | 4/26/28 | 525 | 495 | |
7 | US Bancorp | 4.548% | 7/22/28 | 1,510 | 1,446 | |
US Bancorp | 5.775% | 6/12/29 | 1,225 | 1,225 | ||
7 | US Bancorp | 3.000% | 7/30/29 | 1,775 | 1,504 | |
7 | US Bancorp | 2.677% | 1/27/33 | 500 | 401 | |
7 | US Bancorp | 4.967% | 7/22/33 | 1,130 | 1,025 | |
US Bancorp | 5.850% | 10/21/33 | 1,525 | 1,532 | ||
US Bancorp | 4.839% | 2/1/34 | 1,920 | 1,798 | ||
US Bancorp | 5.836% | 6/12/34 | 1,225 | 1,233 | ||
7 | US Bank NA | 2.050% | 1/21/25 | 1,250 | 1,179 | |
7 | US Bank NA | 2.800% | 1/27/25 | 1,749 | 1,669 | |
Visa Inc. | 3.150% | 12/14/25 | 4,000 | 3,834 | ||
Visa Inc. | 1.900% | 4/15/27 | 1,200 | 1,094 | ||
Visa Inc. | 0.750% | 8/15/27 | 500 | 434 | ||
Visa Inc. | 2.750% | 9/15/27 | 896 | 832 | ||
Visa Inc. | 2.050% | 4/15/30 | 975 | 836 | ||
Visa Inc. | 1.100% | 2/15/31 | 800 | 632 | ||
Visa Inc. | 4.150% | 12/14/35 | 1,250 | 1,190 | ||
Visa Inc. | 2.700% | 4/15/40 | 1,450 | 1,113 | ||
Visa Inc. | 4.300% | 12/14/45 | 2,230 | 2,070 | ||
Visa Inc. | 3.650% | 9/15/47 | 655 | 555 | ||
Visa Inc. | 2.000% | 8/15/50 | 1,500 | 921 | ||
Voya Financial Inc. | 3.650% | 6/15/26 | 750 | 705 | ||
Voya Financial Inc. | 5.700% | 7/15/43 | 650 | 623 | ||
Voya Financial Inc. | 4.800% | 6/15/46 | 125 | 103 | ||
W R Berkley Corp. | 4.750% | 8/1/44 | 290 | 254 | ||
W R Berkley Corp. | 3.550% | 3/30/52 | 1,000 | 711 | ||
W R Berkley Corp. | 3.150% | 9/30/61 | 500 | 309 | ||
Wachovia Corp. | 6.605% | 10/1/25 | 1,000 | 1,018 | ||
Wachovia Corp. | 7.500% | 4/15/35 | 150 | �� 170 | ||
Wachovia Corp. | 5.500% | 8/1/35 | 325 | 318 | ||
Wachovia Corp. | 6.550% | 10/15/35 | 100 | 106 | ||
Webster Financial Corp. | 4.100% | 3/25/29 | 245 | 212 | ||
7 | Wells Fargo & Co. | 3.550% | 9/29/25 | 1,149 | 1,102 | |
7 | Wells Fargo & Co. | 2.406% | 10/30/25 | 3,400 | 3,239 | |
7 | Wells Fargo & Co. | 2.164% | 2/11/26 | 5,000 | 4,710 | |
Wells Fargo & Co. | 3.000% | 4/22/26 | 4,025 | 3,789 | ||
7 | Wells Fargo & Co. | 3.908% | 4/25/26 | 1,850 | 1,788 | |
7 | Wells Fargo & Co. | 2.188% | 4/30/26 | 3,000 | 2,812 | |
7 | Wells Fargo & Co. | 4.100% | 6/3/26 | 7,151 | 6,863 | |
7 | Wells Fargo & Co. | 4.540% | 8/15/26 | 1,300 | 1,271 | |
Wells Fargo & Co. | 3.000% | 10/23/26 | 2,275 | 2,114 | ||
7 | Wells Fargo & Co. | 4.300% | 7/22/27 | 1,500 | 1,440 | |
7 | Wells Fargo & Co. | 3.584% | 5/22/28 | 1,048 | 977 | |
7 | Wells Fargo & Co. | 2.393% | 6/2/28 | 1,500 | 1,338 | |
7 | Wells Fargo & Co. | 4.808% | 7/25/28 | 4,205 | 4,112 | |
7 | Wells Fargo & Co. | 4.150% | 1/24/29 | 200 | 190 | |
7 | Wells Fargo & Co. | 2.879% | 10/30/30 | 8,000 | 6,915 | |
7 | Wells Fargo & Co. | 4.478% | 4/4/31 | 5,210 | 4,956 | |
7 | Wells Fargo & Co. | 4.897% | 7/25/33 | 5,800 | 5,560 | |
Wells Fargo & Co. | 5.389% | 4/24/34 | 2,450 | 2,435 | ||
7 | Wells Fargo & Co. | 5.950% | 12/15/36 | 225 | 222 | |
7 | Wells Fargo & Co. | 3.068% | 4/30/41 | 6,000 | 4,402 | |
Wells Fargo & Co. | 5.606% | 1/15/44 | 1,900 | 1,823 | ||
7 | Wells Fargo & Co. | 4.650% | 11/4/44 | 2,175 | 1,854 | |
Wells Fargo & Co. | 3.900% | 5/1/45 | 650 | 522 | ||
7 | Wells Fargo & Co. | 4.900% | 11/17/45 | 2,300 | 2,024 | |
7 | Wells Fargo & Co. | 4.400% | 6/14/46 | 1,375 | 1,120 | |
7 | Wells Fargo & Co. | 4.750% | 12/7/46 | 2,175 | 1,850 | |
7 | Wells Fargo & Co. | 5.013% | 4/4/51 | 4,500 | 4,178 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Wells Fargo & Co. | 4.611% | 4/25/53 | 1,850 | 1,623 | |
Wells Fargo Bank NA | 5.950% | 8/26/36 | 550 | 553 | ||
7 | Wells Fargo Bank NA | 5.850% | 2/1/37 | 425 | 431 | |
7 | Wells Fargo Bank NA | 6.600% | 1/15/38 | 605 | 657 | |
Western Union Co. | 2.850% | 1/10/25 | 400 | 381 | ||
Western Union Co. | 1.350% | 3/15/26 | 500 | 443 | ||
Western Union Co. | 2.750% | 3/15/31 | 500 | 396 | ||
Western Union Co. | 6.200% | 11/17/36 | 410 | 412 | ||
Westpac Banking Corp. | 1.019% | 11/18/24 | 900 | 847 | ||
Westpac Banking Corp. | 2.350% | 2/19/25 | 1,575 | 1,500 | ||
Westpac Banking Corp. | 2.850% | 5/13/26 | 450 | 424 | ||
Westpac Banking Corp. | 2.700% | 8/19/26 | 5,650 | 5,248 | ||
Westpac Banking Corp. | 3.350% | 3/8/27 | 800 | 755 | ||
Westpac Banking Corp. | 1.953% | 11/20/28 | 900 | 772 | ||
Westpac Banking Corp. | 2.650% | 1/16/30 | 1,620 | 1,430 | ||
7 | Westpac Banking Corp. | 2.894% | 2/4/30 | 3,007 | 2,811 | |
Westpac Banking Corp. | 5.405% | 8/10/33 | 875 | 828 | ||
Westpac Banking Corp. | 4.110% | 7/24/34 | 1,750 | 1,527 | ||
Westpac Banking Corp. | 2.668% | 11/15/35 | 1,250 | 958 | ||
Westpac Banking Corp. | 3.020% | 11/18/36 | 2,000 | 1,531 | ||
Westpac Banking Corp. | 2.963% | 11/16/40 | 1,000 | 670 | ||
Willis North America Inc. | 4.500% | 9/15/28 | 1,500 | 1,430 | ||
Willis North America Inc. | 2.950% | 9/15/29 | 660 | 569 | ||
Willis North America Inc. | 5.350% | 5/15/33 | 300 | 293 | ||
Willis North America Inc. | 5.050% | 9/15/48 | 200 | 172 | ||
Willis North America Inc. | 3.875% | 9/15/49 | 625 | 455 | ||
XL Group Ltd. | 5.250% | 12/15/43 | 100 | 98 | ||
Zions Bancorp NA | 3.250% | 10/29/29 | 250 | 184 | ||
1,475,984 | ||||||
Health Care (1.1%) | ||||||
Abbott Laboratories | 2.950% | 3/15/25 | 1,760 | 1,704 | ||
Abbott Laboratories | 3.875% | 9/15/25 | 1,539 | 1,504 | ||
Abbott Laboratories | 3.750% | 11/30/26 | 502 | 490 | ||
Abbott Laboratories | 1.150% | 1/30/28 | 1,850 | 1,601 | ||
Abbott Laboratories | 1.400% | 6/30/30 | 400 | 329 | ||
Abbott Laboratories | 4.750% | 11/30/36 | 700 | 702 | ||
Abbott Laboratories | 6.150% | 11/30/37 | 425 | 475 | ||
Abbott Laboratories | 6.000% | 4/1/39 | 250 | 279 | ||
Abbott Laboratories | 5.300% | 5/27/40 | 310 | 324 | ||
Abbott Laboratories | 4.750% | 4/15/43 | 500 | 491 | ||
Abbott Laboratories | 4.900% | 11/30/46 | 1,865 | 1,880 | ||
AbbVie Inc. | 2.600% | 11/21/24 | 2,225 | 2,135 | ||
AbbVie Inc. | 3.600% | 5/14/25 | 2,868 | 2,773 | ||
AbbVie Inc. | 3.200% | 5/14/26 | 2,321 | 2,200 | ||
AbbVie Inc. | 2.950% | 11/21/26 | 4,390 | 4,102 | ||
AbbVie Inc. | 4.250% | 11/14/28 | 1,750 | 1,698 | ||
AbbVie Inc. | 3.200% | 11/21/29 | 3,150 | 2,847 | ||
AbbVie Inc. | 4.550% | 3/15/35 | 1,350 | 1,285 | ||
AbbVie Inc. | 4.500% | 5/14/35 | 2,030 | 1,927 | ||
AbbVie Inc. | 4.300% | 5/14/36 | 1,675 | 1,540 | ||
AbbVie Inc. | 4.050% | 11/21/39 | 3,850 | 3,351 | ||
AbbVie Inc. | 4.625% | 10/1/42 | 430 | 388 | ||
AbbVie Inc. | 4.400% | 11/6/42 | 2,119 | 1,897 | ||
AbbVie Inc. | 4.850% | 6/15/44 | 945 | 880 | ||
AbbVie Inc. | 4.750% | 3/15/45 | 525 | 481 | ||
AbbVie Inc. | 4.700% | 5/14/45 | 2,257 | 2,058 | ||
AbbVie Inc. | 4.450% | 5/14/46 | 2,100 | 1,850 | ||
AbbVie Inc. | 4.875% | 11/14/48 | 400 | 377 | ||
AbbVie Inc. | 4.250% | 11/21/49 | 4,965 | 4,278 | ||
Adventist Health System | 2.952% | 3/1/29 | 350 | 305 | ||
Adventist Health System | 5.430% | 3/1/32 | 500 | 496 | ||
Adventist Health System | 3.630% | 3/1/49 | 375 | 276 | ||
Advocate Health & Hospitals Corp. | 3.829% | 8/15/28 | 225 | 215 | ||
7 | Advocate Health & Hospitals Corp. | 2.211% | 6/15/30 | 100 | 84 | |
Advocate Health & Hospitals Corp. | 4.272% | 8/15/48 | 375 | 330 | ||
Advocate Health & Hospitals Corp. | 3.387% | 10/15/49 | 250 | 188 | ||
7 | Advocate Health & Hospitals Corp. | 3.008% | 6/15/50 | 300 | 207 | |
Aetna Inc. | 3.500% | 11/15/24 | 995 | 965 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Aetna Inc. | 6.625% | 6/15/36 | 1,100 | 1,211 | ||
Aetna Inc. | 6.750% | 12/15/37 | 350 | 387 | ||
Aetna Inc. | 4.500% | 5/15/42 | 375 | 322 | ||
Aetna Inc. | 4.125% | 11/15/42 | 325 | 268 | ||
Aetna Inc. | 3.875% | 8/15/47 | 1,000 | 780 | ||
Agilent Technologies Inc. | 3.050% | 9/22/26 | 450 | 417 | ||
Agilent Technologies Inc. | 2.750% | 9/15/29 | 293 | 256 | ||
Agilent Technologies Inc. | 2.100% | 6/4/30 | 325 | 267 | ||
Agilent Technologies Inc. | 2.300% | 3/12/31 | 500 | 409 | ||
AHS Hospital Corp. | 5.024% | 7/1/45 | 325 | 314 | ||
7 | AHS Hospital Corp. | 2.780% | 7/1/51 | 500 | 328 | |
7 | Allina Health System | 3.887% | 4/15/49 | 325 | 261 | |
AmerisourceBergen Corp. | 3.250% | 3/1/25 | 325 | 312 | ||
AmerisourceBergen Corp. | 3.450% | 12/15/27 | 700 | 655 | ||
AmerisourceBergen Corp. | 2.800% | 5/15/30 | 975 | 846 | ||
AmerisourceBergen Corp. | 2.700% | 3/15/31 | 2,000 | 1,705 | ||
AmerisourceBergen Corp. | 4.300% | 12/15/47 | 816 | 696 | ||
Amgen Inc. | 1.900% | 2/21/25 | 840 | 792 | ||
Amgen Inc. | 5.250% | 3/2/25 | 1,695 | 1,687 | ||
Amgen Inc. | 5.507% | 3/2/26 | 1,000 | 998 | ||
Amgen Inc. | 2.600% | 8/19/26 | 1,845 | 1,708 | ||
Amgen Inc. | 2.200% | 2/21/27 | 1,725 | 1,567 | ||
Amgen Inc. | 3.200% | 11/2/27 | 1,000 | 935 | ||
Amgen Inc. | 5.150% | 3/2/28 | 3,475 | 3,470 | ||
Amgen Inc. | 1.650% | 8/15/28 | 1,000 | 855 | ||
Amgen Inc. | 4.050% | 8/18/29 | 650 | 615 | ||
Amgen Inc. | 2.450% | 2/21/30 | 1,675 | 1,434 | ||
Amgen Inc. | 5.250% | 3/2/30 | 1,300 | 1,303 | ||
Amgen Inc. | 2.300% | 2/25/31 | 2,100 | 1,745 | ||
Amgen Inc. | 2.000% | 1/15/32 | 1,250 | 994 | ||
Amgen Inc. | 3.350% | 2/22/32 | 1,000 | 881 | ||
Amgen Inc. | 5.250% | 3/2/33 | 4,915 | 4,920 | ||
Amgen Inc. | 3.150% | 2/21/40 | 2,800 | 2,142 | ||
Amgen Inc. | 2.800% | 8/15/41 | 1,000 | 708 | ||
Amgen Inc. | 4.950% | 10/1/41 | 500 | 465 | ||
Amgen Inc. | 5.150% | 11/15/41 | 451 | 436 | ||
Amgen Inc. | 5.600% | 3/2/43 | 1,670 | 1,674 | ||
Amgen Inc. | 4.400% | 5/1/45 | 2,350 | 2,035 | ||
Amgen Inc. | 4.563% | 6/15/48 | 656 | 582 | ||
Amgen Inc. | 3.375% | 2/21/50 | 1,875 | 1,375 | ||
Amgen Inc. | 4.663% | 6/15/51 | 2,439 | 2,185 | ||
Amgen Inc. | 3.000% | 1/15/52 | 2,500 | 1,669 | ||
Amgen Inc. | 4.200% | 2/22/52 | 1,500 | 1,243 | ||
Amgen Inc. | 5.650% | 3/2/53 | 2,000 | 2,028 | ||
Amgen Inc. | 2.770% | 9/1/53 | 2,126 | 1,327 | ||
Amgen Inc. | 4.400% | 2/22/62 | 700 | 576 | ||
Amgen Inc. | 5.750% | 3/2/63 | 2,250 | 2,287 | ||
7 | Ascension Health | 2.532% | 11/15/29 | 1,056 | 908 | |
7 | Ascension Health | 3.106% | 11/15/39 | 300 | 234 | |
Ascension Health | 3.945% | 11/15/46 | 650 | 546 | ||
7 | Ascension Health | 4.847% | 11/15/53 | 610 | 599 | |
AstraZeneca Finance LLC | 1.200% | 5/28/26 | 500 | 451 | ||
AstraZeneca Finance LLC | 4.875% | 3/3/28 | 650 | 650 | ||
AstraZeneca Finance LLC | 1.750% | 5/28/28 | 1,100 | 953 | ||
AstraZeneca Finance LLC | 4.900% | 3/3/30 | 650 | 651 | ||
AstraZeneca Finance LLC | 2.250% | 5/28/31 | 500 | 422 | ||
AstraZeneca Finance LLC | 4.875% | 3/3/33 | 650 | 659 | ||
AstraZeneca plc | 3.375% | 11/16/25 | 2,574 | 2,474 | ||
AstraZeneca plc | 0.700% | 4/8/26 | 1,000 | 894 | ||
AstraZeneca plc | 3.125% | 6/12/27 | 500 | 470 | ||
AstraZeneca plc | 1.375% | 8/6/30 | 1,020 | 820 | ||
AstraZeneca plc | 6.450% | 9/15/37 | 2,105 | 2,417 | ||
AstraZeneca plc | 4.000% | 9/18/42 | 670 | 597 | ||
AstraZeneca plc | 4.375% | 11/16/45 | 1,475 | 1,368 | ||
AstraZeneca plc | 4.375% | 8/17/48 | 550 | 515 | ||
AstraZeneca plc | 2.125% | 8/6/50 | 500 | 312 | ||
AstraZeneca plc | 3.000% | 5/28/51 | 250 | 186 | ||
Banner Health | 2.338% | 1/1/30 | 375 | 321 | ||
Banner Health | 1.897% | 1/1/31 | 500 | 404 | ||
Banner Health | 2.907% | 1/1/42 | 500 | 365 | ||
7 | Banner Health | 3.181% | 1/1/50 | 225 | 161 | |
Banner Health | 2.913% | 1/1/51 | 500 | 337 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Baptist Health South Florida Obligated Group | 3.115% | 11/15/71 | 500 | 300 | |
7 | Baptist Healthcare System Obligated Group | 3.540% | 8/15/50 | 500 | 370 | |
Baxalta Inc. | 4.000% | 6/23/25 | 1,411 | 1,369 | ||
Baxalta Inc. | 5.250% | 6/23/45 | 415 | 408 | ||
Baxter International Inc. | 1.322% | 11/29/24 | 950 | 891 | ||
Baxter International Inc. | 2.600% | 8/15/26 | 400 | 368 | ||
Baxter International Inc. | 1.915% | 2/1/27 | 1,125 | 1,000 | ||
Baxter International Inc. | 2.272% | 12/1/28 | 1,175 | 1,008 | ||
Baxter International Inc. | 3.950% | 4/1/30 | 555 | 512 | ||
Baxter International Inc. | 1.730% | 4/1/31 | 600 | 465 | ||
Baxter International Inc. | 2.539% | 2/1/32 | 1,275 | 1,033 | ||
Baxter International Inc. | 3.500% | 8/15/46 | 375 | 261 | ||
Baxter International Inc. | 3.132% | 12/1/51 | 950 | 629 | ||
7 | Baylor Scott & White Holdings | 1.777% | 11/15/30 | 500 | 399 | |
Baylor Scott & White Holdings | 4.185% | 11/15/45 | 400 | 344 | ||
7 | Baylor Scott & White Holdings | 2.839% | 11/15/50 | 1,500 | 1,014 | |
Becton Dickinson & Co. | 3.734% | 12/15/24 | 495 | 481 | ||
Becton Dickinson & Co. | 3.700% | 6/6/27 | 1,430 | 1,359 | ||
Becton Dickinson & Co. | 4.693% | 2/13/28 | 750 | 740 | ||
Becton Dickinson & Co. | 2.823% | 5/20/30 | 1,000 | 874 | ||
Becton Dickinson & Co. | 1.957% | 2/11/31 | 1,000 | 810 | ||
Becton Dickinson & Co. | 4.685% | 12/15/44 | 675 | 614 | ||
Becton Dickinson & Co. | 4.669% | 6/6/47 | 1,225 | 1,123 | ||
7 | Beth Israel Lahey Health Inc. | 3.080% | 7/1/51 | 500 | 322 | |
Biogen Inc. | 4.050% | 9/15/25 | 1,450 | 1,404 | ||
Biogen Inc. | 2.250% | 5/1/30 | 1,425 | 1,191 | ||
Biogen Inc. | 3.150% | 5/1/50 | 645 | 441 | ||
Biogen Inc. | 3.250% | 2/15/51 | 589 | 412 | ||
Bio-Rad Laboratories Inc. | 3.300% | 3/15/27 | 250 | 233 | ||
Bio-Rad Laboratories Inc. | 3.700% | 3/15/32 | 500 | 440 | ||
7 | Bon Secours Mercy Health Inc. | 4.302% | 7/1/28 | 175 | 167 | |
7 | Bon Secours Mercy Health Inc. | 3.464% | 6/1/30 | 308 | 276 | |
7 | Bon Secours Mercy Health Inc. | 2.095% | 6/1/31 | 250 | 199 | |
7 | Bon Secours Mercy Health Inc. | 3.205% | 6/1/50 | 250 | 174 | |
Boston Scientific Corp. | 1.900% | 6/1/25 | 250 | 234 | ||
Boston Scientific Corp. | 2.650% | 6/1/30 | 700 | 610 | ||
Boston Scientific Corp. | 6.500% | 11/15/35 | 225 | 250 | ||
Boston Scientific Corp. | 4.550% | 3/1/39 | 559 | 519 | ||
Boston Scientific Corp. | 7.375% | 1/15/40 | 225 | 270 | ||
Boston Scientific Corp. | 4.700% | 3/1/49 | 1,064 | 1,000 | ||
Bristol-Myers Squibb Co. | 2.900% | 7/26/24 | 2,700 | 2,629 | ||
Bristol-Myers Squibb Co. | 0.750% | 11/13/25 | 500 | 454 | ||
Bristol-Myers Squibb Co. | 3.200% | 6/15/26 | 1,303 | 1,247 | ||
Bristol-Myers Squibb Co. | 3.450% | 11/15/27 | 495 | 474 | ||
Bristol-Myers Squibb Co. | 3.900% | 2/20/28 | 1,250 | 1,214 | ||
Bristol-Myers Squibb Co. | 3.400% | 7/26/29 | 1,050 | 974 | ||
Bristol-Myers Squibb Co. | 1.450% | 11/13/30 | 500 | 402 | ||
Bristol-Myers Squibb Co. | 2.950% | 3/15/32 | 1,000 | 883 | ||
Bristol-Myers Squibb Co. | 4.125% | 6/15/39 | 1,330 | 1,213 | ||
Bristol-Myers Squibb Co. | 3.250% | 8/1/42 | 390 | 304 | ||
Bristol-Myers Squibb Co. | 4.350% | 11/15/47 | 1,750 | 1,587 | ||
Bristol-Myers Squibb Co. | 4.550% | 2/20/48 | 2,116 | 1,973 | ||
Bristol-Myers Squibb Co. | 4.250% | 10/26/49 | 3,355 | 2,978 | ||
Bristol-Myers Squibb Co. | 2.550% | 11/13/50 | 1,150 | 749 | ||
Bristol-Myers Squibb Co. | 3.700% | 3/15/52 | 3,149 | 2,555 | ||
Bristol-Myers Squibb Co. | 3.900% | 3/15/62 | 1,500 | 1,206 | ||
Cardinal Health Inc. | 3.750% | 9/15/25 | 225 | 217 | ||
Cardinal Health Inc. | 4.600% | 3/15/43 | 400 | 334 | ||
Cardinal Health Inc. | 4.500% | 11/15/44 | 250 | 204 | ||
Cardinal Health Inc. | 4.368% | 6/15/47 | 500 | 412 | ||
7 | Catholic Health Services of Long Island Obligated Group | 3.368% | 7/1/50 | 500 | 339 | |
Centene Corp. | 4.250% | 12/15/27 | 2,262 | 2,117 | ||
Centene Corp. | 2.450% | 7/15/28 | 1,767 | 1,515 | ||
Centene Corp. | 4.625% | 12/15/29 | 2,946 | 2,714 | ||
Centene Corp. | 3.375% | 2/15/30 | 535 | 460 | ||
Centene Corp. | 3.000% | 10/15/30 | 1,954 | 1,629 | ||
Centene Corp. | 2.500% | 3/1/31 | 1,869 | 1,490 | ||
Centene Corp. | 2.625% | 8/1/31 | 1,210 | 964 | ||
Children's Health System of Texas | 2.511% | 8/15/50 | 500 | 309 | ||
7 | Children's Hospital | 2.928% | 7/15/50 | 500 | 327 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Children's Hospital Corp. | 4.115% | 1/1/47 | 200 | 173 | |
7 | Children's Hospital Corp. | 2.585% | 2/1/50 | 200 | 128 | |
Children's Hospital Medical Center | 4.268% | 5/15/44 | 150 | 133 | ||
7 | Children's Hospital of Philadelphia | 2.704% | 7/1/50 | 500 | 326 | |
7 | CHRISTUS Health | 4.341% | 7/1/28 | 425 | 406 | |
7 | Cigna Group | 3.250% | 4/15/25 | 3,576 | 3,429 | |
7 | Cigna Group | 4.500% | 2/25/26 | 1,655 | 1,621 | |
7 | Cigna Group | 3.400% | 3/1/27 | 2,850 | 2,685 | |
Cigna Group | 4.375% | 10/15/28 | 1,775 | 1,717 | ||
Cigna Group | 2.400% | 3/15/30 | 1,515 | 1,287 | ||
Cigna Group | 4.800% | 8/15/38 | 1,570 | 1,482 | ||
Cigna Group | 3.200% | 3/15/40 | 1,250 | 961 | ||
7 | Cigna Group | 6.125% | 11/15/41 | 334 | 357 | |
7 | Cigna Group | 4.800% | 7/15/46 | 4,550 | 4,175 | |
7 | Cigna Group | 3.875% | 10/15/47 | 25 | 20 | |
Cigna Group | 3.400% | 3/15/50 | 1,725 | 1,260 | ||
Cigna Group | 3.400% | 3/15/51 | 1,000 | 730 | ||
7 | City of Hope | 5.623% | 11/15/43 | 250 | 247 | |
7 | City of Hope | 4.378% | 8/15/48 | 500 | 419 | |
Cleveland Clinic Foundation | 4.858% | 1/1/14 | 325 | 293 | ||
CommonSpirit Health | 2.760% | 10/1/24 | 500 | 481 | ||
CommonSpirit Health | 1.547% | 10/1/25 | 500 | 454 | ||
CommonSpirit Health | 3.347% | 10/1/29 | 725 | 638 | ||
CommonSpirit Health | 2.782% | 10/1/30 | 500 | 421 | ||
7 | CommonSpirit Health | 4.350% | 11/1/42 | 790 | 677 | |
CommonSpirit Health | 3.817% | 10/1/49 | 225 | 172 | ||
CommonSpirit Health | 4.187% | 10/1/49 | 780 | 638 | ||
CommonSpirit Health | 3.910% | 10/1/50 | 330 | 255 | ||
7 | Community Health Network Inc. | 3.099% | 5/1/50 | 2,000 | 1,298 | |
7 | Corewell Health Obligated Group | 3.487% | 7/15/49 | 275 | 203 | |
7 | Cottage Health Obligated Group | 3.304% | 11/1/49 | 425 | 315 | |
CVS Health Corp. | 3.375% | 8/12/24 | 360 | 351 | ||
CVS Health Corp. | 3.875% | 7/20/25 | 2,425 | 2,358 | ||
CVS Health Corp. | 2.875% | 6/1/26 | 3,547 | 3,337 | ||
CVS Health Corp. | 3.000% | 8/15/26 | 1,300 | 1,219 | ||
CVS Health Corp. | 3.625% | 4/1/27 | 475 | 451 | ||
CVS Health Corp. | 1.300% | 8/21/27 | 1,000 | 862 | ||
CVS Health Corp. | 4.300% | 3/25/28 | 4,084 | 3,938 | ||
CVS Health Corp. | 5.000% | 1/30/29 | 1,000 | 990 | ||
CVS Health Corp. | 3.250% | 8/15/29 | 675 | 606 | ||
CVS Health Corp. | 5.125% | 2/21/30 | 1,000 | 994 | ||
CVS Health Corp. | 3.750% | 4/1/30 | 1,563 | 1,434 | ||
CVS Health Corp. | 1.750% | 8/21/30 | 2,000 | 1,597 | ||
CVS Health Corp. | 5.250% | 1/30/31 | 600 | 598 | ||
CVS Health Corp. | 1.875% | 2/28/31 | 1,000 | 794 | ||
CVS Health Corp. | 5.250% | 2/21/33 | 1,800 | 1,793 | ||
CVS Health Corp. | 5.300% | 6/1/33 | 1,125 | 1,123 | ||
CVS Health Corp. | 4.875% | 7/20/35 | 525 | 499 | ||
CVS Health Corp. | 4.780% | 3/25/38 | 4,300 | 3,964 | ||
CVS Health Corp. | 6.125% | 9/15/39 | 375 | 390 | ||
CVS Health Corp. | 4.125% | 4/1/40 | 1,175 | 989 | ||
CVS Health Corp. | 2.700% | 8/21/40 | 1,500 | 1,046 | ||
CVS Health Corp. | 5.300% | 12/5/43 | 650 | 622 | ||
CVS Health Corp. | 5.125% | 7/20/45 | 3,775 | 3,488 | ||
CVS Health Corp. | 5.050% | 3/25/48 | 4,929 | 4,546 | ||
CVS Health Corp. | 4.250% | 4/1/50 | 700 | 579 | ||
CVS Health Corp. | 5.625% | 2/21/53 | 1,250 | 1,242 | ||
CVS Health Corp. | 5.875% | 6/1/53 | 536 | 551 | ||
CVS Health Corp. | 6.000% | 6/1/63 | 670 | 689 | ||
Danaher Corp. | 3.350% | 9/15/25 | 1,102 | 1,061 | ||
Danaher Corp. | 2.600% | 10/1/50 | 550 | 370 | ||
Danaher Corp. | 2.800% | 12/10/51 | 500 | 345 | ||
7 | Dartmouth-Hitchcock Health | 4.178% | 8/1/48 | 300 | 237 | |
DENTSPLY SIRONA Inc. | 3.250% | 6/1/30 | 575 | 499 | ||
DH Europe Finance II Sarl | 2.200% | 11/15/24 | 1,450 | 1,388 | ||
DH Europe Finance II Sarl | 3.250% | 11/15/39 | 725 | 591 | ||
DH Europe Finance II Sarl | 3.400% | 11/15/49 | 1,200 | 940 | ||
Dignity Health | 3.812% | 11/1/24 | 100 | 97 | ||
Dignity Health | 4.500% | 11/1/42 | 550 | 481 | ||
Dignity Health | 5.267% | 11/1/64 | 225 | 209 | ||
7 | Duke University Health System Inc. | 3.920% | 6/1/47 | 450 | 376 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Edwards Lifesciences Corp. | 4.300% | 6/15/28 | 475 | 459 | ||
Elevance Health Inc. | 3.500% | 8/15/24 | 975 | 950 | ||
Elevance Health Inc. | 2.375% | 1/15/25 | 1,409 | 1,340 | ||
Elevance Health Inc. | 5.350% | 10/15/25 | 500 | 499 | ||
Elevance Health Inc. | 4.900% | 2/8/26 | 500 | 492 | ||
Elevance Health Inc. | 2.875% | 9/15/29 | 425 | 375 | ||
Elevance Health Inc. | 2.250% | 5/15/30 | 2,500 | 2,095 | ||
Elevance Health Inc. | 2.550% | 3/15/31 | 1,280 | 1,077 | ||
Elevance Health Inc. | 4.100% | 5/15/32 | 700 | 653 | ||
Elevance Health Inc. | 5.500% | 10/15/32 | 500 | 514 | ||
Elevance Health Inc. | 4.750% | 2/15/33 | 650 | 632 | ||
Elevance Health Inc. | 5.850% | 1/15/36 | 300 | 307 | ||
Elevance Health Inc. | 6.375% | 6/15/37 | 300 | 324 | ||
Elevance Health Inc. | 4.625% | 5/15/42 | 1,275 | 1,149 | ||
Elevance Health Inc. | 4.650% | 1/15/43 | 1,750 | 1,598 | ||
Elevance Health Inc. | 5.100% | 1/15/44 | 1,200 | 1,136 | ||
Elevance Health Inc. | 4.650% | 8/15/44 | 75 | 67 | ||
Elevance Health Inc. | 4.375% | 12/1/47 | 918 | 801 | ||
Elevance Health Inc. | 4.550% | 3/1/48 | 120 | 106 | ||
Elevance Health Inc. | 3.700% | 9/15/49 | 700 | 542 | ||
Elevance Health Inc. | 3.125% | 5/15/50 | 1,270 | 891 | ||
Elevance Health Inc. | 3.600% | 3/15/51 | 1,500 | 1,148 | ||
Elevance Health Inc. | 4.550% | 5/15/52 | 700 | 624 | ||
Elevance Health Inc. | 6.100% | 10/15/52 | 500 | 548 | ||
Elevance Health Inc. | 5.125% | 2/15/53 | 650 | 629 | ||
Eli Lilly & Co. | 2.750% | 6/1/25 | 380 | 365 | ||
Eli Lilly & Co. | 3.375% | 3/15/29 | 335 | 315 | ||
Eli Lilly & Co. | 3.950% | 3/15/49 | 1,335 | 1,189 | ||
Eli Lilly & Co. | 4.875% | 2/27/53 | 1,000 | 1,027 | ||
Eli Lilly & Co. | 2.500% | 9/15/60 | 500 | 315 | ||
Eli Lilly & Co. | 4.950% | 2/27/63 | 1,000 | 1,020 | ||
7 | Franciscan Missionaries of Our Lady Health System Inc. | 3.914% | 7/1/49 | 500 | 373 | |
GE HealthCare Technologies Inc. | 5.550% | 11/15/24 | 500 | 498 | ||
GE HealthCare Technologies Inc. | 5.600% | 11/15/25 | 500 | 501 | ||
GE HealthCare Technologies Inc. | 5.650% | 11/15/27 | 500 | 506 | ||
GE HealthCare Technologies Inc. | 5.857% | 3/15/30 | 750 | 770 | ||
GE HealthCare Technologies Inc. | 5.905% | 11/22/32 | 1,500 | 1,568 | ||
GE HealthCare Technologies Inc. | 6.377% | 11/22/52 | 1,329 | 1,478 | ||
Gilead Sciences Inc. | 0.750% | 9/29/23 | 562 | 556 | ||
Gilead Sciences Inc. | 3.500% | 2/1/25 | 345 | 335 | ||
Gilead Sciences Inc. | 3.650% | 3/1/26 | 4,305 | 4,144 | ||
Gilead Sciences Inc. | 2.950% | 3/1/27 | 175 | 164 | ||
Gilead Sciences Inc. | 1.200% | 10/1/27 | 900 | 777 | ||
Gilead Sciences Inc. | 4.600% | 9/1/35 | 700 | 676 | ||
Gilead Sciences Inc. | 4.000% | 9/1/36 | 1,250 | 1,128 | ||
Gilead Sciences Inc. | 2.600% | 10/1/40 | 1,000 | 724 | ||
Gilead Sciences Inc. | 5.650% | 12/1/41 | 800 | 841 | ||
Gilead Sciences Inc. | 4.800% | 4/1/44 | 1,325 | 1,266 | ||
Gilead Sciences Inc. | 4.500% | 2/1/45 | 1,400 | 1,276 | ||
Gilead Sciences Inc. | 4.750% | 3/1/46 | 2,675 | 2,520 | ||
Gilead Sciences Inc. | 2.800% | 10/1/50 | 2,325 | 1,575 | ||
GlaxoSmithKline Capital Inc. | 3.625% | 5/15/25 | 1,874 | 1,822 | ||
GlaxoSmithKline Capital Inc. | 3.875% | 5/15/28 | 2,150 | 2,069 | ||
GlaxoSmithKline Capital Inc. | 5.375% | 4/15/34 | 180 | 190 | ||
GlaxoSmithKline Capital Inc. | 6.375% | 5/15/38 | 2,245 | 2,561 | ||
7 | Hackensack Meridian Health Inc. | 2.675% | 9/1/41 | 500 | 353 | |
Hackensack Meridian Health Inc. | 4.211% | 7/1/48 | 500 | 435 | ||
7 | Hackensack Meridian Health Inc. | 2.875% | 9/1/50 | 500 | 338 | |
Hackensack Meridian Health Inc. | 4.500% | 7/1/57 | 225 | 199 | ||
7 | Hartford HealthCare Corp. | 3.447% | 7/1/54 | 300 | 214 | |
HCA Inc. | 5.375% | 2/1/25 | 1,750 | 1,735 | ||
HCA Inc. | 5.250% | 4/15/25 | 1,350 | 1,333 | ||
HCA Inc. | 5.875% | 2/15/26 | 500 | 500 | ||
HCA Inc. | 5.250% | 6/15/26 | 1,150 | 1,138 | ||
HCA Inc. | 4.500% | 2/15/27 | 1,535 | 1,482 | ||
HCA Inc. | 5.200% | 6/1/28 | 816 | 811 | ||
HCA Inc. | 5.625% | 9/1/28 | 1,225 | 1,228 | ||
HCA Inc. | 4.125% | 6/15/29 | 2,420 | 2,241 | ||
HCA Inc. | 3.500% | 9/1/30 | 2,500 | 2,190 | ||
HCA Inc. | 2.375% | 7/15/31 | ��� 1,750 | 1,400 | ||
11 | HCA Inc. | 3.625% | 3/15/32 | 1,500 | 1,302 | |
HCA Inc. | 5.500% | 6/1/33 | 1,019 | 1,017 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
HCA Inc. | 5.125% | 6/15/39 | 825 | 765 | ||
11 | HCA Inc. | 4.375% | 3/15/42 | 500 | 411 | |
HCA Inc. | 5.500% | 6/15/47 | 1,000 | 939 | ||
HCA Inc. | 5.250% | 6/15/49 | 1,945 | 1,759 | ||
HCA Inc. | 3.500% | 7/15/51 | 1,000 | 689 | ||
11 | HCA Inc. | 4.625% | 3/15/52 | 2,000 | 1,642 | |
HCA Inc. | 5.900% | 6/1/53 | 816 | 809 | ||
Humana Inc. | 3.850% | 10/1/24 | 861 | 842 | ||
Humana Inc. | 4.500% | 4/1/25 | 750 | 737 | ||
Humana Inc. | 1.350% | 2/3/27 | 500 | 435 | ||
Humana Inc. | 3.950% | 3/15/27 | 950 | 909 | ||
Humana Inc. | 5.750% | 3/1/28 | 750 | 764 | ||
Humana Inc. | 3.125% | 8/15/29 | 400 | 353 | ||
Humana Inc. | 4.875% | 4/1/30 | 480 | 470 | ||
Humana Inc. | 2.150% | 2/3/32 | 500 | 395 | ||
Humana Inc. | 5.875% | 3/1/33 | 750 | 778 | ||
Humana Inc. | 4.625% | 12/1/42 | 375 | 331 | ||
Humana Inc. | 4.950% | 10/1/44 | 620 | 567 | ||
Humana Inc. | 3.950% | 8/15/49 | 470 | 379 | ||
Humana Inc. | 5.500% | 3/15/53 | 600 | 597 | ||
IHC Health Services Inc. | 4.131% | 5/15/48 | 300 | 281 | ||
Illumina Inc. | 5.800% | 12/12/25 | 500 | 501 | ||
Illumina Inc. | 5.750% | 12/13/27 | 500 | 503 | ||
Illumina Inc. | 2.550% | 3/23/31 | 500 | 414 | ||
Indiana University Health Inc. Obligated Group | 3.970% | 11/1/48 | 500 | 423 | ||
7 | Indiana University Health Inc. Obligated Group | 2.852% | 11/1/51 | 500 | 335 | |
Inova Health System Foundation | 4.068% | 5/15/52 | 500 | 426 | ||
7 | Integris Baptist Medical Center Inc. | 3.875% | 8/15/50 | 750 | 569 | |
7 | Iowa Health System | 3.665% | 2/15/50 | 400 | 306 | |
Johns Hopkins Health System Corp. | 3.837% | 5/15/46 | 575 | 473 | ||
Johnson & Johnson | 2.625% | 1/15/25 | 1,506 | 1,457 | ||
Johnson & Johnson | 2.450% | 3/1/26 | 1,600 | 1,511 | ||
Johnson & Johnson | 0.950% | 9/1/27 | 1,225 | 1,070 | ||
Johnson & Johnson | 2.900% | 1/15/28 | 1,100 | 1,036 | ||
Johnson & Johnson | 1.300% | 9/1/30 | 1,050 | 862 | ||
Johnson & Johnson | 4.950% | 5/15/33 | 550 | 580 | ||
Johnson & Johnson | 4.375% | 12/5/33 | 900 | 907 | ||
Johnson & Johnson | 3.550% | 3/1/36 | 1,325 | 1,193 | ||
Johnson & Johnson | 3.625% | 3/3/37 | 2,150 | 1,935 | ||
Johnson & Johnson | 5.950% | 8/15/37 | 745 | 843 | ||
Johnson & Johnson | 5.850% | 7/15/38 | 325 | 363 | ||
Johnson & Johnson | 2.100% | 9/1/40 | 925 | 652 | ||
Johnson & Johnson | 4.500% | 9/1/40 | 419 | 415 | ||
Johnson & Johnson | 4.850% | 5/15/41 | 225 | 226 | ||
Johnson & Johnson | 4.500% | 12/5/43 | 550 | 545 | ||
Johnson & Johnson | 3.700% | 3/1/46 | 1,750 | 1,541 | ||
Johnson & Johnson | 3.750% | 3/3/47 | 500 | 441 | ||
Johnson & Johnson | 3.500% | 1/15/48 | 250 | 213 | ||
Johnson & Johnson | 2.250% | 9/1/50 | 925 | 612 | ||
Johnson & Johnson | 2.450% | 9/1/60 | 1,525 | 981 | ||
Kaiser Foundation Hospitals | 3.150% | 5/1/27 | 1,031 | 969 | ||
7 | Kaiser Foundation Hospitals | 2.810% | 6/1/41 | 500 | 367 | |
Kaiser Foundation Hospitals | 4.875% | 4/1/42 | 925 | 896 | ||
Kaiser Foundation Hospitals | 4.150% | 5/1/47 | 675 | 593 | ||
7 | Kaiser Foundation Hospitals | 3.266% | 11/1/49 | 375 | 279 | |
7 | Kaiser Foundation Hospitals | 3.002% | 6/1/51 | 1,500 | 1,052 | |
Koninklijke Philips NV | 6.875% | 3/11/38 | 300 | 333 | ||
Koninklijke Philips NV | 5.000% | 3/15/42 | 785 | 718 | ||
Laboratory Corp. of America Holdings | 3.250% | 9/1/24 | 500 | 484 | ||
Laboratory Corp. of America Holdings | 2.300% | 12/1/24 | 425 | 404 | ||
Laboratory Corp. of America Holdings | 3.600% | 2/1/25 | 1,421 | 1,375 | ||
Laboratory Corp. of America Holdings | 1.550% | 6/1/26 | 500 | 446 | ||
Laboratory Corp. of America Holdings | 3.600% | 9/1/27 | 450 | 427 | ||
Laboratory Corp. of America Holdings | 2.950% | 12/1/29 | 525 | 461 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Laboratory Corp. of America Holdings | 2.700% | 6/1/31 | 500 | 424 | ||
Laboratory Corp. of America Holdings | 4.700% | 2/1/45 | 800 | 694 | ||
7 | Mass General Brigham Inc. | 3.765% | 7/1/48 | 150 | 121 | |
7 | Mass General Brigham Inc. | 3.192% | 7/1/49 | 400 | 291 | |
7 | Mass General Brigham Inc. | 4.117% | 7/1/55 | 275 | 229 | |
7 | Mass General Brigham Inc. | 3.342% | 7/1/60 | 725 | 507 | |
7 | Mayo Clinic | 3.774% | 11/15/43 | 250 | 211 | |
7 | Mayo Clinic | 4.000% | 11/15/47 | 150 | 128 | |
7 | Mayo Clinic | 4.128% | 11/15/52 | 125 | 108 | |
7 | Mayo Clinic | 3.196% | 11/15/61 | 750 | 509 | |
McKesson Corp. | 0.900% | 12/3/25 | 750 | 673 | ||
McKesson Corp. | 5.250% | 2/15/26 | 400 | 399 | ||
McKesson Corp. | 4.900% | 7/15/28 | 102 | 102 | ||
McKesson Corp. | 5.100% | 7/15/33 | 500 | 502 | ||
7 | MedStar Health Inc. | 3.626% | 8/15/49 | 250 | 186 | |
Medtronic Inc. | 4.375% | 3/15/35 | 2,358 | 2,264 | ||
Medtronic Inc. | 4.625% | 3/15/45 | 754 | 733 | ||
Memorial Health Services | 3.447% | 11/1/49 | 500 | 371 | ||
Memorial Sloan-Kettering Cancer Center | 5.000% | 7/1/42 | 100 | 97 | ||
7 | Memorial Sloan-Kettering Cancer Center | 2.955% | 1/1/50 | 250 | 174 | |
Memorial Sloan-Kettering Cancer Center | 4.125% | 7/1/52 | 450 | 382 | ||
7 | Memorial Sloan-Kettering Cancer Center | 4.200% | 7/1/55 | 150 | 128 | |
Merck & Co. Inc. | 2.750% | 2/10/25 | 2,250 | 2,168 | ||
Merck & Co. Inc. | 0.750% | 2/24/26 | 2,743 | 2,478 | ||
Merck & Co. Inc. | 1.700% | 6/10/27 | 1,450 | 1,299 | ||
Merck & Co. Inc. | 4.050% | 5/17/28 | 550 | 540 | ||
Merck & Co. Inc. | 3.400% | 3/7/29 | 1,500 | 1,406 | ||
Merck & Co. Inc. | 4.300% | 5/17/30 | 612 | 599 | ||
Merck & Co. Inc. | 1.450% | 6/24/30 | 770 | 628 | ||
Merck & Co. Inc. | 2.150% | 12/10/31 | 2,350 | 1,948 | ||
Merck & Co. Inc. | 4.500% | 5/17/33 | 1,223 | 1,214 | ||
Merck & Co. Inc. | 6.500% | 12/1/33 | 525 | 603 | ||
Merck & Co. Inc. | 3.900% | 3/7/39 | 600 | 539 | ||
Merck & Co. Inc. | 2.350% | 6/24/40 | 775 | 555 | ||
Merck & Co. Inc. | 3.600% | 9/15/42 | 425 | 354 | ||
Merck & Co. Inc. | 4.150% | 5/18/43 | 980 | 893 | ||
Merck & Co. Inc. | 4.900% | 5/17/44 | 612 | 613 | ||
Merck & Co. Inc. | 3.700% | 2/10/45 | 2,295 | 1,949 | ||
Merck & Co. Inc. | 4.000% | 3/7/49 | 600 | 530 | ||
Merck & Co. Inc. | 2.450% | 6/24/50 | 750 | 491 | ||
Merck & Co. Inc. | 2.750% | 12/10/51 | 3,675 | 2,536 | ||
Merck & Co. Inc. | 5.000% | 5/17/53 | 1,223 | 1,238 | ||
Merck & Co. Inc. | 2.900% | 12/10/61 | 1,200 | 797 | ||
Merck & Co. Inc. | 5.150% | 5/17/63 | 816 | 833 | ||
7 | Methodist Hospital | 2.705% | 12/1/50 | 500 | 325 | |
7 | Montefiore Obligated Group | 5.246% | 11/1/48 | 600 | 451 | |
7 | Mount Sinai Hospitals Group Inc. | 3.981% | 7/1/48 | 200 | 159 | |
7 | Mount Sinai Hospitals Group Inc. | 3.737% | 7/1/49 | 450 | 347 | |
7 | Mount Sinai Hospitals Group Inc. | 3.391% | 7/1/50 | 500 | 342 | |
MultiCare Health System | 2.803% | 8/15/50 | 500 | 303 | ||
Mylan Inc. | 4.550% | 4/15/28 | 575 | 543 | ||
Mylan Inc. | 5.400% | 11/29/43 | 400 | 335 | ||
Mylan Inc. | 5.200% | 4/15/48 | 625 | 486 | ||
New York & Presbyterian Hospital | 4.024% | 8/1/45 | 480 | 406 | ||
New York & Presbyterian Hospital | 4.063% | 8/1/56 | 425 | 358 | ||
New York & Presbyterian Hospital | 2.606% | 8/1/60 | 500 | 294 | ||
7 | New York & Presbyterian Hospital | 3.954% | 8/1/19 | 400 | 289 | |
Northwell Healthcare Inc. | 3.979% | 11/1/46 | 525 | 408 | ||
Northwell Healthcare Inc. | 4.260% | 11/1/47 | 850 | 699 | ||
Northwell Healthcare Inc. | 3.809% | 11/1/49 | 375 | 282 | ||
Novant Health Inc. | 2.637% | 11/1/36 | 500 | 377 | ||
Novant Health Inc. | 3.168% | 11/1/51 | 500 | 359 | ||
Novant Health Inc. | 3.318% | 11/1/61 | 1,000 | 692 | ||
Novartis Capital Corp. | 3.400% | 5/6/24 | 1,959 | 1,925 | ||
Novartis Capital Corp. | 1.750% | 2/14/25 | 255 | 242 | ||
Novartis Capital Corp. | 3.000% | 11/20/25 | 1,400 | 1,340 | ||
Novartis Capital Corp. | 2.000% | 2/14/27 | 2,340 | 2,145 | ||
Novartis Capital Corp. | 3.100% | 5/17/27 | 800 | 762 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Novartis Capital Corp. | 2.200% | 8/14/30 | 2,175 | 1,883 | ||
Novartis Capital Corp. | 3.700% | 9/21/42 | 525 | 450 | ||
Novartis Capital Corp. | 4.400% | 5/6/44 | 1,050 | 1,007 | ||
Novartis Capital Corp. | 4.000% | 11/20/45 | 1,200 | 1,084 | ||
Novartis Capital Corp. | 2.750% | 8/14/50 | 850 | 618 | ||
7 | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery | 2.667% | 10/1/50 | 245 | 154 | |
7 | NYU Langone Hospitals | 5.750% | 7/1/43 | 375 | 390 | |
NYU Langone Hospitals | 4.784% | 7/1/44 | 325 | 302 | ||
7 | NYU Langone Hospitals | 4.368% | 7/1/47 | 425 | 373 | |
7 | NYU Langone Hospitals | 3.380% | 7/1/55 | 525 | 370 | |
7 | Ochsner LSU Health System of North Louisiana | 2.510% | 5/15/31 | 500 | 374 | |
OhioHealth Corp. | 2.297% | 11/15/31 | 500 | 406 | ||
OhioHealth Corp. | 2.834% | 11/15/41 | 500 | 362 | ||
7 | OhioHealth Corp. | 3.042% | 11/15/50 | 300 | 216 | |
Orlando Health Obligated Group | 4.089% | 10/1/48 | 225 | 186 | ||
Orlando Health Obligated Group | 3.327% | 10/1/50 | 500 | 365 | ||
7 | PeaceHealth Obligated Group | 4.787% | 11/15/48 | 300 | 267 | |
7 | PeaceHealth Obligated Group | 3.218% | 11/15/50 | 500 | 337 | |
Pfizer Inc. | 0.800% | 5/28/25 | 300 | 277 | ||
Pfizer Inc. | 2.750% | 6/3/26 | 2,556 | 2,416 | ||
Pfizer Inc. | 3.000% | 12/15/26 | 1,295 | 1,224 | ||
Pfizer Inc. | 3.600% | 9/15/28 | 600 | 576 | ||
Pfizer Inc. | 3.450% | 3/15/29 | 750 | 706 | ||
Pfizer Inc. | 2.625% | 4/1/30 | 1,175 | 1,044 | ||
Pfizer Inc. | 1.700% | 5/28/30 | 1,750 | 1,454 | ||
Pfizer Inc. | 1.750% | 8/18/31 | 1,250 | 1,016 | ||
Pfizer Inc. | 4.000% | 12/15/36 | 1,000 | 934 | ||
Pfizer Inc. | 4.100% | 9/15/38 | 600 | 546 | ||
Pfizer Inc. | 3.900% | 3/15/39 | 550 | 492 | ||
Pfizer Inc. | 7.200% | 3/15/39 | 1,015 | 1,263 | ||
Pfizer Inc. | 2.550% | 5/28/40 | 750 | 551 | ||
Pfizer Inc. | 4.300% | 6/15/43 | 780 | 721 | ||
Pfizer Inc. | 4.400% | 5/15/44 | 725 | 688 | ||
Pfizer Inc. | 4.125% | 12/15/46 | 1,575 | 1,416 | ||
Pfizer Inc. | 4.200% | 9/15/48 | 500 | 460 | ||
Pfizer Inc. | 4.000% | 3/15/49 | 850 | 760 | ||
Pfizer Inc. | 2.700% | 5/28/50 | 1,275 | 898 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.650% | 5/19/25 | 2,447 | 2,425 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.450% | 5/19/26 | 2,447 | 2,417 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.450% | 5/19/28 | 3,262 | 3,208 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.650% | 5/19/30 | 2,450 | 2,421 | ||
Pfizer Investment Enterprises Pte. Ltd. | 4.750% | 5/19/33 | 4,078 | 4,064 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.110% | 5/19/43 | 2,450 | 2,451 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.300% | 5/19/53 | 4,893 | 5,095 | ||
Pfizer Investment Enterprises Pte. Ltd. | 5.340% | 5/19/63 | 3,262 | 3,301 | ||
Pharmacia LLC | 6.600% | 12/1/28 | 912 | 983 | ||
7 | Piedmont Healthcare Inc. | 2.044% | 1/1/32 | 500 | 393 | |
Piedmont Healthcare Inc. | 2.864% | 1/1/52 | 500 | 324 | ||
Presbyterian Healthcare Services | 4.875% | 8/1/52 | 500 | 490 | ||
7 | Providence St. Joseph Health Obligated Group | 2.746% | 10/1/26 | 457 | 416 | |
7 | Providence St. Joseph Health Obligated Group | 2.532% | 10/1/29 | 500 | 421 | |
Providence St. Joseph Health Obligated Group | 5.403% | 10/1/33 | 500 | 497 | ||
7 | Providence St. Joseph Health Obligated Group | 3.744% | 10/1/47 | 325 | 242 | |
7 | Providence St. Joseph Health Obligated Group | 3.930% | 10/1/48 | 400 | 315 | |
Quest Diagnostics Inc. | 3.500% | 3/30/25 | 250 | 241 | ||
Quest Diagnostics Inc. | 3.450% | 6/1/26 | 1,141 | 1,089 | ||
Quest Diagnostics Inc. | 4.200% | 6/30/29 | 350 | 338 | ||
Quest Diagnostics Inc. | 2.950% | 6/30/30 | 800 | 704 | ||
Quest Diagnostics Inc. | 2.800% | 6/30/31 | 425 | 366 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Quest Diagnostics Inc. | 5.750% | 1/30/40 | 61 | 60 | ||
Quest Diagnostics Inc. | 4.700% | 3/30/45 | 200 | 176 | ||
Regeneron Pharmaceuticals Inc. | 1.750% | 9/15/30 | 1,000 | 797 | ||
Regeneron Pharmaceuticals Inc. | 2.800% | 9/15/50 | 900 | 580 | ||
Revvity Inc. | 0.850% | 9/15/24 | 500 | 471 | ||
Revvity Inc. | 1.900% | 9/15/28 | 500 | 423 | ||
Revvity Inc. | 3.300% | 9/15/29 | 500 | 447 | ||
Revvity Inc. | 2.550% | 3/15/31 | 500 | 411 | ||
Revvity Inc. | 2.250% | 9/15/31 | 500 | 402 | ||
Revvity Inc. | 3.625% | 3/15/51 | 350 | 253 | ||
Royalty Pharma plc | 1.200% | 9/2/25 | 1,000 | 903 | ||
Royalty Pharma plc | 1.750% | 9/2/27 | 1,400 | 1,205 | ||
Royalty Pharma plc | 2.200% | 9/2/30 | 900 | 724 | ||
Royalty Pharma plc | 3.300% | 9/2/40 | 1,000 | 712 | ||
Royalty Pharma plc | 3.550% | 9/2/50 | 800 | 540 | ||
Royalty Pharma plc | 3.350% | 9/2/51 | 500 | 323 | ||
7 | Rush Obligated Group | 3.922% | 11/15/29 | 245 | 225 | |
RWJ Barnabas Health Inc. | 3.949% | 7/1/46 | 350 | 288 | ||
RWJ Barnabas Health Inc. | 3.477% | 7/1/49 | 100 | 76 | ||
Sanofi | 3.625% | 6/19/28 | 1,000 | 964 | ||
7 | Seattle Children's Hospital | 2.719% | 10/1/50 | 500 | 333 | |
7 | Sharp HealthCare | 2.680% | 8/1/50 | 500 | 322 | |
Shire Acquisitions Investments Ireland DAC | 3.200% | 9/23/26 | 2,685 | 2,520 | ||
Smith & Nephew plc | 2.032% | 10/14/30 | 820 | 664 | ||
7 | SSM Health Care Corp. | 3.823% | 6/1/27 | 375 | 350 | |
SSM Health Care Corp. | 4.894% | 6/1/28 | 1,000 | 982 | ||
7 | Stanford Health Care | 3.795% | 11/15/48 | 450 | 370 | |
STERIS Irish FinCo Unltd. Co. | 3.750% | 3/15/51 | 600 | 450 | ||
Stryker Corp. | 1.150% | 6/15/25 | 400 | 369 | ||
Stryker Corp. | 3.375% | 11/1/25 | 500 | 479 | ||
Stryker Corp. | 3.500% | 3/15/26 | 890 | 853 | ||
Stryker Corp. | 3.650% | 3/7/28 | 450 | 428 | ||
Stryker Corp. | 4.100% | 4/1/43 | 325 | 277 | ||
Stryker Corp. | 4.375% | 5/15/44 | 775 | 680 | ||
7 | Sutter Health | 1.321% | 8/15/25 | 500 | 455 | |
7 | Sutter Health | 3.695% | 8/15/28 | 300 | 279 | |
7 | Sutter Health | 2.294% | 8/15/30 | 500 | 413 | |
Sutter Health | 5.164% | 8/15/33 | 300 | 299 | ||
7 | Sutter Health | 3.161% | 8/15/40 | 500 | 377 | |
7 | Sutter Health | 4.091% | 8/15/48 | 375 | 308 | |
7 | Sutter Health | 3.361% | 8/15/50 | 475 | 341 | |
Sutter Health | 5.547% | 8/15/53 | 300 | 310 | ||
Takeda Pharmaceutical Co. Ltd. | 5.000% | 11/26/28 | 1,060 | 1,054 | ||
Takeda Pharmaceutical Co. Ltd. | 2.050% | 3/31/30 | 2,225 | 1,850 | ||
Takeda Pharmaceutical Co. Ltd. | 3.025% | 7/9/40 | 1,700 | 1,283 | ||
Takeda Pharmaceutical Co. Ltd. | 3.175% | 7/9/50 | 1,790 | 1,259 | ||
Takeda Pharmaceutical Co. Ltd. | 3.375% | 7/9/60 | 900 | 615 | ||
Texas Health Resources | 2.328% | 11/15/50 | 500 | 296 | ||
7 | Texas Health Resources | 4.330% | 11/15/55 | 100 | 87 | |
Thermo Fisher Scientific Inc. | 1.215% | 10/18/24 | 900 | 851 | ||
Thermo Fisher Scientific Inc. | 4.800% | 11/21/27 | 295 | 296 | ||
Thermo Fisher Scientific Inc. | 1.750% | 10/15/28 | 500 | 431 | ||
Thermo Fisher Scientific Inc. | 2.600% | 10/1/29 | 890 | 786 | ||
Thermo Fisher Scientific Inc. | 2.000% | 10/15/31 | 2,000 | 1,629 | ||
Thermo Fisher Scientific Inc. | 4.950% | 11/21/32 | 250 | 255 | ||
Thermo Fisher Scientific Inc. | 2.800% | 10/15/41 | 1,000 | 744 | ||
Thermo Fisher Scientific Inc. | 5.300% | 2/1/44 | 350 | 356 | ||
Thermo Fisher Scientific Inc. | 4.100% | 8/15/47 | 400 | 358 | ||
7 | Trinity Health Corp. | 2.632% | 12/1/40 | 500 | 354 | |
Trinity Health Corp. | 4.125% | 12/1/45 | 450 | 388 | ||
UnitedHealth Group Inc. | 2.375% | 8/15/24 | 550 | 532 | ||
UnitedHealth Group Inc. | 5.000% | 10/15/24 | 650 | 648 | ||
UnitedHealth Group Inc. | 3.750% | 7/15/25 | 2,750 | 2,677 | ||
UnitedHealth Group Inc. | 5.150% | 10/15/25 | 650 | 652 | ||
UnitedHealth Group Inc. | 3.700% | 12/15/25 | 200 | 193 | ||
UnitedHealth Group Inc. | 1.250% | 1/15/26 | 781 | 714 | ||
UnitedHealth Group Inc. | 3.100% | 3/15/26 | 750 | 717 | ||
UnitedHealth Group Inc. | 1.150% | 5/15/26 | 500 | 452 | ||
UnitedHealth Group Inc. | 3.450% | 1/15/27 | 1,645 | 1,578 | ||
UnitedHealth Group Inc. | 3.700% | 5/15/27 | 550 | 530 | ||
UnitedHealth Group Inc. | 5.250% | 2/15/28 | 1,725 | 1,759 | ||
UnitedHealth Group Inc. | 3.850% | 6/15/28 | 2,100 | 2,014 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
UnitedHealth Group Inc. | 3.875% | 12/15/28 | 500 | 480 | ||
UnitedHealth Group Inc. | 4.250% | 1/15/29 | 830 | 806 | ||
UnitedHealth Group Inc. | 2.875% | 8/15/29 | 475 | 427 | ||
UnitedHealth Group Inc. | 5.300% | 2/15/30 | 875 | 896 | ||
UnitedHealth Group Inc. | 2.000% | 5/15/30 | 2,935 | 2,472 | ||
UnitedHealth Group Inc. | 2.300% | 5/15/31 | 2,900 | 2,452 | ||
UnitedHealth Group Inc. | 5.350% | 2/15/33 | 1,725 | 1,792 | ||
UnitedHealth Group Inc. | 4.500% | 4/15/33 | 1,500 | 1,462 | ||
UnitedHealth Group Inc. | 6.500% | 6/15/37 | 200 | 223 | ||
UnitedHealth Group Inc. | 6.625% | 11/15/37 | 325 | 371 | ||
UnitedHealth Group Inc. | 6.875% | 2/15/38 | 1,355 | 1,616 | ||
UnitedHealth Group Inc. | 3.500% | 8/15/39 | 1,510 | 1,266 | ||
UnitedHealth Group Inc. | 2.750% | 5/15/40 | 2,245 | 1,667 | ||
UnitedHealth Group Inc. | 5.950% | 2/15/41 | 240 | 260 | ||
UnitedHealth Group Inc. | 3.050% | 5/15/41 | 1,400 | 1,079 | ||
UnitedHealth Group Inc. | 4.375% | 3/15/42 | 325 | 296 | ||
UnitedHealth Group Inc. | 3.950% | 10/15/42 | 800 | 687 | ||
UnitedHealth Group Inc. | 4.250% | 3/15/43 | 75 | 68 | ||
UnitedHealth Group Inc. | 4.750% | 7/15/45 | 1,315 | 1,257 | ||
UnitedHealth Group Inc. | 4.200% | 1/15/47 | 775 | 683 | ||
UnitedHealth Group Inc. | 4.250% | 4/15/47 | 950 | 832 | ||
UnitedHealth Group Inc. | 4.250% | 6/15/48 | 1,200 | 1,058 | ||
UnitedHealth Group Inc. | 4.450% | 12/15/48 | 1,100 | 1,003 | ||
UnitedHealth Group Inc. | 3.700% | 8/15/49 | 680 | 547 | ||
UnitedHealth Group Inc. | 2.900% | 5/15/50 | 520 | 364 | ||
UnitedHealth Group Inc. | 3.250% | 5/15/51 | 1,900 | 1,414 | ||
UnitedHealth Group Inc. | 5.875% | 2/15/53 | 875 | 971 | ||
UnitedHealth Group Inc. | 5.050% | 4/15/53 | 1,892 | 1,878 | ||
UnitedHealth Group Inc. | 3.875% | 8/15/59 | 2,250 | 1,836 | ||
UnitedHealth Group Inc. | 3.125% | 5/15/60 | 2,640 | 1,840 | ||
UnitedHealth Group Inc. | 6.050% | 2/15/63 | 875 | 989 | ||
UnitedHealth Group Inc. | 5.200% | 4/15/63 | 1,500 | 1,496 | ||
Universal Health Services Inc. | 2.650% | 10/15/30 | 700 | 571 | ||
7 | UPMC | 3.600% | 4/3/25 | 400 | 385 | |
UPMC | 5.035% | 5/15/33 | 400 | 391 | ||
Utah Acquisition Sub Inc. | 3.950% | 6/15/26 | 1,100 | 1,045 | ||
Utah Acquisition Sub Inc. | 5.250% | 6/15/46 | 2,250 | 1,777 | ||
Viatris Inc. | 1.650% | 6/22/25 | 600 | 552 | ||
Viatris Inc. | 2.300% | 6/22/27 | 1,350 | 1,180 | ||
Viatris Inc. | 3.850% | 6/22/40 | 425 | 294 | ||
Viatris Inc. | 4.000% | 6/22/50 | 925 | 612 | ||
7 | WakeMed | 3.286% | 10/1/52 | 500 | 349 | |
7 | Willis-Knighton Medical Center | 4.813% | 9/1/48 | 200 | 179 | |
7 | Willis-Knighton Medical Center | 3.065% | 3/1/51 | 500 | 317 | |
Wyeth LLC | 6.500% | 2/1/34 | 500 | 561 | ||
Wyeth LLC | 6.000% | 2/15/36 | 410 | 446 | ||
Wyeth LLC | 5.950% | 4/1/37 | 1,605 | 1,753 | ||
7 | Yale-New Haven Health Services Corp. | 2.496% | 7/1/50 | 500 | 302 | |
Zeneca Wilmington Inc. | 7.000% | 11/15/23 | 600 | 603 | ||
Zimmer Biomet Holdings Inc. | 1.450% | 11/22/24 | 700 | 660 | ||
Zimmer Biomet Holdings Inc. | 3.050% | 1/15/26 | 1,000 | 944 | ||
Zimmer Biomet Holdings Inc. | 2.600% | 11/24/31 | 700 | 581 | ||
Zimmer Biomet Holdings Inc. | 5.750% | 11/30/39 | 200 | 199 | ||
Zimmer Biomet Holdings Inc. | 4.450% | 8/15/45 | 280 | 236 | ||
Zoetis Inc. | 4.500% | 11/13/25 | 350 | 344 | ||
Zoetis Inc. | 3.000% | 9/12/27 | 800 | 745 | ||
Zoetis Inc. | 3.900% | 8/20/28 | 400 | 384 | ||
Zoetis Inc. | 2.000% | 5/15/30 | 575 | 480 | ||
Zoetis Inc. | 5.600% | 11/16/32 | 1,000 | 1,045 | ||
Zoetis Inc. | 4.700% | 2/1/43 | 900 | 837 | ||
Zoetis Inc. | 3.950% | 9/12/47 | 400 | 332 | ||
Zoetis Inc. | 4.450% | 8/20/48 | 325 | 289 | ||
Zoetis Inc. | 3.000% | 5/15/50 | 250 | 175 | ||
574,891 | ||||||
Industrials (0.7%) | ||||||
3M Co. | 2.000% | 2/14/25 | 600 | 566 | ||
3M Co. | 2.650% | 4/15/25 | 319 | 304 | ||
7 | 3M Co. | 2.250% | 9/19/26 | 100 | 92 | |
3M Co. | 2.875% | 10/15/27 | 1,639 | 1,500 | ||
7 | 3M Co. | 3.375% | 3/1/29 | 650 | 596 | |
3M Co. | 2.375% | 8/26/29 | 1,555 | 1,335 | ||
3M Co. | 3.050% | 4/15/30 | 600 | 541 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | 3M Co. | 3.125% | 9/19/46 | 1,125 | 791 | |
7 | 3M Co. | 3.625% | 10/15/47 | 450 | 347 | |
7 | 3M Co. | 4.000% | 9/14/48 | 182 | 159 | |
3M Co. | 3.250% | 8/26/49 | 375 | 272 | ||
3M Co. | 3.700% | 4/15/50 | 1,200 | 950 | ||
Acuity Brands Lighting Inc. | 2.150% | 12/15/30 | 705 | 566 | ||
Allegion plc | 3.500% | 10/1/29 | 325 | 288 | ||
Allegion US Holding Co. Inc. | 3.200% | 10/1/24 | 128 | 123 | ||
Allegion US Holding Co. Inc. | 3.550% | 10/1/27 | 350 | 324 | ||
7 | American Airlines Pass-Through Trust Class A Series 2021-1 | 2.875% | 7/11/34 | 730 | 607 | |
7 | American Airlines Pass-Through Trust Class AA Series 2015-2 | 3.600% | 9/22/27 | 190 | 177 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-1 | 3.575% | 1/15/28 | 311 | 287 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-2 | 3.200% | 6/15/28 | 697 | 626 | |
7 | American Airlines Pass-Through Trust Class AA Series 2016-3 | 3.000% | 10/15/28 | 157 | 140 | |
7 | American Airlines Pass-Through Trust Class AA Series 2017-1 | 3.650% | 2/15/29 | 355 | 326 | |
7 | American Airlines Pass-Through Trust Class AA Series 2017-2 | 3.350% | 10/15/29 | 292 | 261 | |
7 | American Airlines Pass-Through Trust Class AA Series 2019-1 | 3.150% | 2/15/32 | 184 | 160 | |
Amphenol Corp. | 2.050% | 3/1/25 | 170 | 161 | ||
Amphenol Corp. | 4.750% | 3/30/26 | 500 | 494 | ||
Amphenol Corp. | 4.350% | 6/1/29 | 300 | 290 | ||
Amphenol Corp. | 2.800% | 2/15/30 | 750 | 658 | ||
Amphenol Corp. | 2.200% | 9/15/31 | 400 | 327 | ||
7 | BNSF Funding Trust I | 6.613% | 12/15/55 | 325 | 315 | |
Boeing Co. | 2.850% | 10/30/24 | 450 | 433 | ||
Boeing Co. | 4.875% | 5/1/25 | 3,980 | 3,923 | ||
Boeing Co. | 2.750% | 2/1/26 | 500 | 466 | ||
Boeing Co. | 2.196% | 2/4/26 | 5,000 | 4,591 | ||
Boeing Co. | 3.100% | 5/1/26 | 400 | 376 | ||
Boeing Co. | 2.250% | 6/15/26 | 325 | 295 | ||
Boeing Co. | 2.700% | 2/1/27 | 1,715 | 1,568 | ||
Boeing Co. | 2.800% | 3/1/27 | 1,846 | 1,684 | ||
Boeing Co. | 5.040% | 5/1/27 | 1,760 | 1,740 | ||
Boeing Co. | 3.250% | 2/1/28 | 1,350 | 1,240 | ||
Boeing Co. | 3.250% | 3/1/28 | 275 | 251 | ||
Boeing Co. | 3.450% | 11/1/28 | 1,000 | 908 | ||
Boeing Co. | 3.200% | 3/1/29 | 900 | 807 | ||
Boeing Co. | 2.950% | 2/1/30 | 500 | 435 | ||
Boeing Co. | 5.150% | 5/1/30 | 1,165 | 1,154 | ||
Boeing Co. | 3.625% | 2/1/31 | 1,143 | 1,030 | ||
Boeing Co. | 6.125% | 2/15/33 | 325 | 339 | ||
Boeing Co. | 3.600% | 5/1/34 | 1,375 | 1,171 | ||
Boeing Co. | 3.250% | 2/1/35 | 600 | 486 | ||
Boeing Co. | 6.625% | 2/15/38 | 100 | 107 | ||
Boeing Co. | 3.500% | 3/1/39 | 200 | 152 | ||
Boeing Co. | 6.875% | 3/15/39 | 285 | 313 | ||
Boeing Co. | 5.875% | 2/15/40 | 545 | 545 | ||
Boeing Co. | 5.705% | 5/1/40 | 2,449 | 2,442 | ||
Boeing Co. | 3.375% | 6/15/46 | 450 | 315 | ||
Boeing Co. | 3.650% | 3/1/47 | 475 | 339 | ||
Boeing Co. | 3.850% | 11/1/48 | 200 | 148 | ||
Boeing Co. | 3.900% | 5/1/49 | 650 | 498 | ||
Boeing Co. | 3.750% | 2/1/50 | 1,100 | 826 | ||
Boeing Co. | 5.805% | 5/1/50 | 3,836 | 3,815 | ||
Boeing Co. | 3.825% | 3/1/59 | 225 | 161 | ||
Boeing Co. | 3.950% | 8/1/59 | 360 | 266 | ||
Boeing Co. | 5.930% | 5/1/60 | 2,917 | 2,888 | ||
Burlington Northern Santa Fe LLC | 3.400% | 9/1/24 | 400 | 390 | ||
Burlington Northern Santa Fe LLC | 3.000% | 4/1/25 | 250 | 241 | ||
Burlington Northern Santa Fe LLC | 3.650% | 9/1/25 | 275 | 267 | ||
Burlington Northern Santa Fe LLC | 7.000% | 12/15/25 | 700 | 728 | ||
Burlington Northern Santa Fe LLC | 3.250% | 6/15/27 | 875 | 834 | ||
Burlington Northern Santa Fe LLC | 6.200% | 8/15/36 | 125 | 137 | ||
Burlington Northern Santa Fe LLC | 6.150% | 5/1/37 | 775 | 856 | ||
Burlington Northern Santa Fe LLC | 5.750% | 5/1/40 | 625 | 661 | ||
Burlington Northern Santa Fe LLC | 5.050% | 3/1/41 | 675 | 665 | ||
Burlington Northern Santa Fe LLC | 5.400% | 6/1/41 | 1,225 | 1,253 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Burlington Northern Santa Fe LLC | 4.950% | 9/15/41 | 200 | 195 | ||
Burlington Northern Santa Fe LLC | 4.400% | 3/15/42 | 575 | 522 | ||
Burlington Northern Santa Fe LLC | 4.375% | 9/1/42 | 500 | 452 | ||
Burlington Northern Santa Fe LLC | 4.450% | 3/15/43 | 850 | 772 | ||
Burlington Northern Santa Fe LLC | 5.150% | 9/1/43 | 500 | 496 | ||
Burlington Northern Santa Fe LLC | 4.900% | 4/1/44 | 1,100 | 1,067 | ||
Burlington Northern Santa Fe LLC | 4.550% | 9/1/44 | 1,600 | 1,471 | ||
Burlington Northern Santa Fe LLC | 4.150% | 4/1/45 | 500 | 435 | ||
Burlington Northern Santa Fe LLC | 4.700% | 9/1/45 | 600 | 558 | ||
Burlington Northern Santa Fe LLC | 3.900% | 8/1/46 | 550 | 454 | ||
Burlington Northern Santa Fe LLC | 4.125% | 6/15/47 | 225 | 195 | ||
Burlington Northern Santa Fe LLC | 4.050% | 6/15/48 | 634 | 543 | ||
Burlington Northern Santa Fe LLC | 4.150% | 12/15/48 | 575 | 501 | ||
Burlington Northern Santa Fe LLC | 3.050% | 2/15/51 | 745 | 529 | ||
Burlington Northern Santa Fe LLC | 3.300% | 9/15/51 | 800 | 597 | ||
Burlington Northern Santa Fe LLC | 2.875% | 6/15/52 | 575 | 394 | ||
Burlington Northern Santa Fe LLC | 5.200% | 4/15/54 | 1,325 | 1,352 | ||
Canadian National Railway Co. | 2.950% | 11/21/24 | 288 | 278 | ||
Canadian National Railway Co. | 2.750% | 3/1/26 | 375 | 353 | ||
Canadian National Railway Co. | 3.850% | 8/5/32 | 500 | 466 | ||
Canadian National Railway Co. | 6.250% | 8/1/34 | 350 | 386 | ||
Canadian National Railway Co. | 6.200% | 6/1/36 | 350 | 385 | ||
Canadian National Railway Co. | 6.375% | 11/15/37 | 350 | 390 | ||
Canadian National Railway Co. | 3.200% | 8/2/46 | 650 | 483 | ||
Canadian National Railway Co. | 2.450% | 5/1/50 | 1,700 | 1,086 | ||
Canadian National Railway Co. | 4.400% | 8/5/52 | 500 | 459 | ||
Canadian Pacific Railway Co. | 1.350% | 12/2/24 | 1,000 | 940 | ||
Canadian Pacific Railway Co. | 2.900% | 2/1/25 | 100 | 96 | ||
Canadian Pacific Railway Co. | 1.750% | 12/2/26 | 750 | 674 | ||
Canadian Pacific Railway Co. | 2.875% | 11/15/29 | 550 | 487 | ||
Canadian Pacific Railway Co. | 2.050% | 3/5/30 | �� 400 | 336 | ||
Canadian Pacific Railway Co. | 7.125% | 10/15/31 | 275 | 311 | ||
Canadian Pacific Railway Co. | 2.450% | 12/2/31 | 930 | 817 | ||
Canadian Pacific Railway Co. | 5.950% | 5/15/37 | 775 | 815 | ||
Canadian Pacific Railway Co. | 3.000% | 12/2/41 | 2,000 | 1,642 | ||
Canadian Pacific Railway Co. | 4.300% | 5/15/43 | 500 | 439 | ||
Canadian Pacific Railway Co. | 4.800% | 8/1/45 | 275 | 257 | ||
Canadian Pacific Railway Co. | 4.950% | 8/15/45 | 500 | 468 | ||
Canadian Pacific Railway Co. | 3.500% | 5/1/50 | 1,600 | 1,234 | ||
Canadian Pacific Railway Co. | 3.100% | 12/2/51 | 1,469 | 1,043 | ||
Canadian Pacific Railway Co. | 6.125% | 9/15/15 | 830 | 861 | ||
Carrier Global Corp. | 2.242% | 2/15/25 | 1,600 | 1,514 | ||
Carrier Global Corp. | 2.493% | 2/15/27 | 1,475 | 1,345 | ||
Carrier Global Corp. | 2.722% | 2/15/30 | 2,625 | 2,262 | ||
Carrier Global Corp. | 2.700% | 2/15/31 | 390 | 330 | ||
Carrier Global Corp. | 3.377% | 4/5/40 | 1,224 | 939 | ||
Carrier Global Corp. | 3.577% | 4/5/50 | 1,900 | 1,404 | ||
7 | Caterpillar Financial Services Corp. | 0.600% | 9/13/24 | 500 | 472 | |
7 | Caterpillar Financial Services Corp. | 3.250% | 12/1/24 | 1,572 | 1,526 | |
7 | Caterpillar Financial Services Corp. | 4.900% | 1/17/25 | 525 | 523 | |
7 | Caterpillar Financial Services Corp. | 1.450% | 5/15/25 | 375 | 350 | |
7 | Caterpillar Financial Services Corp. | 3.650% | 8/12/25 | 575 | 558 | |
7 | Caterpillar Financial Services Corp. | 0.800% | 11/13/25 | 825 | 748 | |
7 | Caterpillar Financial Services Corp. | 4.350% | 5/15/26 | 825 | 812 | |
Caterpillar Financial Services Corp. | 2.400% | 8/9/26 | 200 | 186 | ||
7 | Caterpillar Financial Services Corp. | 1.150% | 9/14/26 | 500 | 445 | |
7 | Caterpillar Financial Services Corp. | 1.700% | 1/8/27 | 500 | 453 | |
7 | Caterpillar Financial Services Corp. | 3.600% | 8/12/27 | 575 | 553 | |
7 | Caterpillar Financial Services Corp. | 1.100% | 9/14/27 | 1,500 | 1,298 | |
Caterpillar Inc. | 2.600% | 4/9/30 | 3,135 | 2,784 | ||
Caterpillar Inc. | 6.050% | 8/15/36 | 720 | 791 | ||
Caterpillar Inc. | 5.200% | 5/27/41 | 475 | 495 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Caterpillar Inc. | 3.803% | 8/15/42 | 1,504 | 1,318 | ||
Caterpillar Inc. | 4.300% | 5/15/44 | 375 | 351 | ||
Caterpillar Inc. | 3.250% | 9/19/49 | 871 | 685 | ||
Caterpillar Inc. | 3.250% | 4/9/50 | 700 | 551 | ||
CH Robinson Worldwide Inc. | 4.200% | 4/15/28 | 125 | 120 | ||
CNH Industrial Capital LLC | 5.450% | 10/14/25 | 500 | 497 | ||
CNH Industrial Capital LLC | 1.875% | 1/15/26 | 260 | 237 | ||
CNH Industrial Capital LLC | 1.450% | 7/15/26 | 400 | 354 | ||
CNH Industrial Capital LLC | 4.550% | 4/10/28 | 500 | 484 | ||
7 | CNH Industrial NV | 3.850% | 11/15/27 | 375 | 352 | |
7 | Continental Airlines Pass-Through Trust Class A Series 2012-2 | 4.000% | 10/29/24 | 343 | 332 | |
CSX Corp. | 3.400% | 8/1/24 | 400 | 391 | ||
CSX Corp. | 3.350% | 11/1/25 | 400 | 383 | ||
CSX Corp. | 2.600% | 11/1/26 | 200 | 185 | ||
CSX Corp. | 3.250% | 6/1/27 | 650 | 613 | ||
CSX Corp. | 3.800% | 3/1/28 | 1,275 | 1,218 | ||
CSX Corp. | 4.250% | 3/15/29 | 900 | 872 | ||
CSX Corp. | 2.400% | 2/15/30 | 2,525 | 2,178 | ||
CSX Corp. | 4.100% | 11/15/32 | 348 | 329 | ||
CSX Corp. | 6.150% | 5/1/37 | 1,000 | 1,075 | ||
CSX Corp. | 6.220% | 4/30/40 | 599 | 648 | ||
CSX Corp. | 5.500% | 4/15/41 | 725 | 735 | ||
CSX Corp. | 4.750% | 5/30/42 | 460 | 424 | ||
CSX Corp. | 4.400% | 3/1/43 | 93 | 81 | ||
CSX Corp. | 4.100% | 3/15/44 | 800 | 687 | ||
CSX Corp. | 3.800% | 11/1/46 | 400 | 324 | ||
CSX Corp. | 4.300% | 3/1/48 | 1,000 | 870 | ||
CSX Corp. | 4.500% | 3/15/49 | 900 | 805 | ||
CSX Corp. | 3.800% | 4/15/50 | 605 | 481 | ||
CSX Corp. | 2.500% | 5/15/51 | 500 | 317 | ||
CSX Corp. | 4.500% | 11/15/52 | 838 | 757 | ||
CSX Corp. | 4.250% | 11/1/66 | 500 | 415 | ||
CSX Corp. | 4.650% | 3/1/68 | 275 | 247 | ||
Cummins Inc. | 0.750% | 9/1/25 | 821 | 748 | ||
Cummins Inc. | 1.500% | 9/1/30 | 500 | 405 | ||
Cummins Inc. | 2.600% | 9/1/50 | 600 | 387 | ||
Deere & Co. | 2.750% | 4/15/25 | 400 | 384 | ||
Deere & Co. | 5.375% | 10/16/29 | 455 | 470 | ||
Deere & Co. | 3.100% | 4/15/30 | 770 | 704 | ||
Deere & Co. | 7.125% | 3/3/31 | 400 | 463 | ||
Deere & Co. | 3.900% | 6/9/42 | 1,000 | 906 | ||
Deere & Co. | 2.875% | 9/7/49 | 200 | 151 | ||
Deere & Co. | 3.750% | 4/15/50 | 650 | 576 | ||
11 | Delta Air Lines Inc. | 4.750% | 10/20/28 | 500 | 485 | |
7 | Delta Air Lines Pass-Through Trust Class AA Series 2020-1 | 2.000% | 6/10/28 | 328 | 291 | |
Dover Corp. | 2.950% | 11/4/29 | 575 | 505 | ||
Dover Corp. | 5.375% | 3/1/41 | 280 | 275 | ||
Eaton Corp. | 3.103% | 9/15/27 | 665 | 624 | ||
Eaton Corp. | 4.000% | 11/2/32 | 717 | 675 | ||
Eaton Corp. | 4.150% | 3/15/33 | 1,095 | 1,040 | ||
Eaton Corp. | 4.150% | 11/2/42 | 75 | 67 | ||
Eaton Corp. | 3.915% | 9/15/47 | 550 | 468 | ||
Eaton Corp. | 4.700% | 8/23/52 | 657 | 630 | ||
Emerson Electric Co. | 3.150% | 6/1/25 | 450 | 432 | ||
Emerson Electric Co. | 0.875% | 10/15/26 | 2,000 | 1,763 | ||
Emerson Electric Co. | 1.800% | 10/15/27 | 500 | 443 | ||
Emerson Electric Co. | 2.000% | 12/21/28 | 1,000 | 866 | ||
Emerson Electric Co. | 1.950% | 10/15/30 | 375 | 311 | ||
Emerson Electric Co. | 2.200% | 12/21/31 | 900 | 745 | ||
Emerson Electric Co. | 5.250% | 11/15/39 | 135 | 137 | ||
Emerson Electric Co. | 2.750% | 10/15/50 | 450 | 300 | ||
Emerson Electric Co. | 2.800% | 12/21/51 | 900 | 613 | ||
FedEx Corp. | 3.250% | 4/1/26 | 500 | 478 | ||
FedEx Corp. | 3.400% | 2/15/28 | 1,000 | 931 | ||
FedEx Corp. | 3.100% | 8/5/29 | 825 | 743 | ||
FedEx Corp. | 4.250% | 5/15/30 | 639 | 611 | ||
FedEx Corp. | 2.400% | 5/15/31 | 450 | 373 | ||
FedEx Corp. | 3.900% | 2/1/35 | 200 | 176 | ||
FedEx Corp. | 3.250% | 5/15/41 | 450 | 336 | ||
FedEx Corp. | 3.875% | 8/1/42 | 200 | 161 | ||
FedEx Corp. | 4.100% | 4/15/43 | 300 | 245 | ||
FedEx Corp. | 5.100% | 1/15/44 | 600 | 558 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
FedEx Corp. | 4.100% | 2/1/45 | 300 | 242 | ||
FedEx Corp. | 4.750% | 11/15/45 | 1,075 | 959 | ||
FedEx Corp. | 4.550% | 4/1/46 | 1,020 | 877 | ||
FedEx Corp. | 4.400% | 1/15/47 | 800 | 677 | ||
FedEx Corp. | 4.050% | 2/15/48 | 700 | 559 | ||
FedEx Corp. | 4.950% | 10/17/48 | 750 | 687 | ||
FedEx Corp. | 5.250% | 5/15/50 | 1,150 | 1,105 | ||
7 | FedEx Corp. Pass-Through Trust Class AA Series 2020-1 | 1.875% | 2/20/34 | 714 | 584 | |
Flowserve Corp. | 3.500% | 10/1/30 | 500 | 428 | ||
Fortive Corp. | 3.150% | 6/15/26 | 585 | 554 | ||
Fortive Corp. | 4.300% | 6/15/46 | 425 | 338 | ||
General Dynamics Corp. | 3.250% | 4/1/25 | 525 | 508 | ||
General Dynamics Corp. | 3.500% | 5/15/25 | 750 | 729 | ||
General Dynamics Corp. | 2.125% | 8/15/26 | 250 | 230 | ||
General Dynamics Corp. | 3.500% | 4/1/27 | 350 | 334 | ||
General Dynamics Corp. | 2.625% | 11/15/27 | 500 | 458 | ||
General Dynamics Corp. | 3.750% | 5/15/28 | 705 | 676 | ||
General Dynamics Corp. | 3.625% | 4/1/30 | 755 | 711 | ||
General Dynamics Corp. | 2.250% | 6/1/31 | 500 | 421 | ||
General Dynamics Corp. | 4.250% | 4/1/40 | 570 | 525 | ||
General Dynamics Corp. | 3.600% | 11/15/42 | 625 | 521 | ||
7 | General Electric Co. | 5.875% | 1/14/38 | 1,762 | 1,895 | |
Hexcel Corp. | 4.200% | 2/15/27 | 189 | 179 | ||
Honeywell International Inc. | 2.300% | 8/15/24 | 800 | 773 | ||
Honeywell International Inc. | 4.850% | 11/1/24 | 500 | 497 | ||
Honeywell International Inc. | 1.350% | 6/1/25 | 3,730 | 3,484 | ||
Honeywell International Inc. | 2.500% | 11/1/26 | 1,150 | 1,074 | ||
Honeywell International Inc. | 1.100% | 3/1/27 | 800 | 706 | ||
Honeywell International Inc. | 4.950% | 2/15/28 | 500 | 507 | ||
Honeywell International Inc. | 4.250% | 1/15/29 | 600 | 584 | ||
Honeywell International Inc. | 2.700% | 8/15/29 | 350 | 312 | ||
Honeywell International Inc. | 1.950% | 6/1/30 | 1,125 | 946 | ||
Honeywell International Inc. | 1.750% | 9/1/31 | 1,150 | 923 | ||
Honeywell International Inc. | 5.000% | 2/15/33 | 1,300 | 1,325 | ||
Honeywell International Inc. | 4.500% | 1/15/34 | 600 | 587 | ||
Honeywell International Inc. | 5.700% | 3/15/36 | 300 | 319 | ||
Honeywell International Inc. | 5.700% | 3/15/37 | 305 | 326 | ||
Honeywell International Inc. | 5.375% | 3/1/41 | 855 | 885 | ||
Huntington Ingalls Industries Inc. | 3.844% | 5/1/25 | 146 | 140 | ||
Huntington Ingalls Industries Inc. | 3.483% | 12/1/27 | 500 | 459 | ||
Huntington Ingalls Industries Inc. | 2.043% | 8/16/28 | 490 | 412 | ||
Huntington Ingalls Industries Inc. | 4.200% | 5/1/30 | 800 | 741 | ||
IDEX Corp. | 3.000% | 5/1/30 | 300 | 264 | ||
Illinois Tool Works Inc. | 2.650% | 11/15/26 | 1,100 | 1,030 | ||
Illinois Tool Works Inc. | 3.900% | 9/1/42 | 800 | 706 | ||
Jacobs Engineering Group Inc. | 5.900% | 3/1/33 | 500 | 491 | ||
JB Hunt Transport Services Inc. | 3.875% | 3/1/26 | 650 | 628 | ||
7 | JetBlue Pass-Through Trust Class A Series 2020-1 | 4.000% | 11/15/32 | 585 | 533 | |
7 | JetBlue Pass-Through Trust Class AA Series 2019-1 | 2.750% | 5/15/32 | 421 | 355 | |
7 | John Deere Capital Corp. | 0.625% | 9/10/24 | 925 | 874 | |
7 | John Deere Capital Corp. | 2.050% | 1/9/25 | 575 | 548 | |
7 | John Deere Capital Corp. | 1.250% | 1/10/25 | 1,000 | 943 | |
7 | John Deere Capital Corp. | 3.450% | 3/13/25 | 1,225 | 1,190 | |
7 | John Deere Capital Corp. | 3.400% | 6/6/25 | 500 | 484 | |
7 | John Deere Capital Corp. | 4.950% | 6/6/25 | 500 | 499 | |
7 | John Deere Capital Corp. | 4.050% | 9/8/25 | 500 | 489 | |
7 | John Deere Capital Corp. | 3.400% | 9/11/25 | 325 | 313 | |
7 | John Deere Capital Corp. | 4.800% | 1/9/26 | 850 | 847 | |
7 | John Deere Capital Corp. | 0.700% | 1/15/26 | 500 | 450 | |
7 | John Deere Capital Corp. | 4.750% | 6/8/26 | 500 | 499 | |
7 | John Deere Capital Corp. | 2.650% | 6/10/26 | 300 | 283 | |
7 | John Deere Capital Corp. | 1.050% | 6/17/26 | 500 | 449 | |
7 | John Deere Capital Corp. | 2.250% | 9/14/26 | 1,647 | 1,517 | |
7 | John Deere Capital Corp. | 1.700% | 1/11/27 | 2,000 | 1,808 | |
7 | John Deere Capital Corp. | 2.350% | 3/8/27 | 500 | 458 | |
7 | John Deere Capital Corp. | 2.800% | 9/8/27 | 250 | 231 | |
7 | John Deere Capital Corp. | 4.150% | 9/15/27 | 875 | 854 | |
7 | John Deere Capital Corp. | 3.050% | 1/6/28 | 600 | 563 | |
7 | John Deere Capital Corp. | 4.750% | 1/20/28 | 850 | 849 | |
7 | John Deere Capital Corp. | 4.900% | 3/3/28 | 500 | 503 | |
7 | John Deere Capital Corp. | 1.500% | 3/6/28 | 500 | 431 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | John Deere Capital Corp. | 3.450% | 3/7/29 | 623 | 583 | |
7 | John Deere Capital Corp. | 2.800% | 7/18/29 | 490 | 440 | |
7 | John Deere Capital Corp. | 2.450% | 1/9/30 | 1,000 | 878 | |
7 | John Deere Capital Corp. | 4.700% | 6/10/30 | 500 | 497 | |
John Deere Capital Corp. | 1.450% | 1/15/31 | 500 | 399 | ||
7 | John Deere Capital Corp. | 4.350% | 9/15/32 | 500 | 490 | |
7 | Johnson Controls International plc | 3.625% | 7/2/24 | 442 | 433 | |
7 | Johnson Controls International plc | 3.900% | 2/14/26 | 219 | 210 | |
Johnson Controls International plc | 1.750% | 9/15/30 | 500 | 404 | ||
Johnson Controls International plc | 2.000% | 9/16/31 | 500 | 400 | ||
Johnson Controls International plc | 4.900% | 12/1/32 | 339 | 336 | ||
7 | Johnson Controls International plc | 6.000% | 1/15/36 | 210 | 218 | |
7 | Johnson Controls International plc | 4.625% | 7/2/44 | 800 | 716 | |
7 | Johnson Controls International plc | 5.125% | 9/14/45 | 80 | 76 | |
Johnson Controls International plc | 4.500% | 2/15/47 | 400 | 349 | ||
7 | Johnson Controls International plc | 4.950% | 7/2/64 | 286 | 255 | |
Kennametal Inc. | 4.625% | 6/15/28 | 1,000 | 952 | ||
Keysight Technologies Inc. | 4.550% | 10/30/24 | 734 | 722 | ||
Keysight Technologies Inc. | 4.600% | 4/6/27 | 375 | 370 | ||
Keysight Technologies Inc. | 3.000% | 10/30/29 | 425 | 373 | ||
Kirby Corp. | 4.200% | 3/1/28 | 408 | 382 | ||
L3Harris Technologies Inc. | 3.832% | 4/27/25 | 550 | 533 | ||
L3Harris Technologies Inc. | 3.850% | 12/15/26 | 831 | 792 | ||
7 | L3Harris Technologies Inc. | 4.400% | 6/15/28 | 600 | 579 | |
L3Harris Technologies Inc. | 2.900% | 12/15/29 | 750 | 649 | ||
L3Harris Technologies Inc. | 1.800% | 1/15/31 | 600 | 476 | ||
L3Harris Technologies Inc. | 4.854% | 4/27/35 | 100 | 96 | ||
L3Harris Technologies Inc. | 5.054% | 4/27/45 | 475 | 438 | ||
Lennox International Inc. | 3.000% | 11/15/23 | 100 | 99 | ||
Lennox International Inc. | 1.350% | 8/1/25 | 500 | 456 | ||
Lennox International Inc. | 1.700% | 8/1/27 | 500 | 435 | ||
Lockheed Martin Corp. | 4.950% | 10/15/25 | 432 | 431 | ||
Lockheed Martin Corp. | 3.550% | 1/15/26 | 600 | 582 | ||
Lockheed Martin Corp. | 5.100% | 11/15/27 | 612 | 623 | ||
Lockheed Martin Corp. | 4.450% | 5/15/28 | 500 | 493 | ||
Lockheed Martin Corp. | 3.900% | 6/15/32 | 175 | 165 | ||
Lockheed Martin Corp. | 5.250% | 1/15/33 | 1,225 | 1,270 | ||
Lockheed Martin Corp. | 4.750% | 2/15/34 | 700 | 698 | ||
Lockheed Martin Corp. | 3.600% | 3/1/35 | 485 | 434 | ||
Lockheed Martin Corp. | 4.500% | 5/15/36 | 565 | 545 | ||
7 | Lockheed Martin Corp. | 6.150% | 9/1/36 | 452 | 501 | |
Lockheed Martin Corp. | 5.720% | 6/1/40 | 316 | 340 | ||
Lockheed Martin Corp. | 4.070% | 12/15/42 | 1,131 | 1,007 | ||
Lockheed Martin Corp. | 3.800% | 3/1/45 | 750 | 632 | ||
Lockheed Martin Corp. | 4.700% | 5/15/46 | 1,050 | 1,013 | ||
Lockheed Martin Corp. | 2.800% | 6/15/50 | 700 | 496 | ||
Lockheed Martin Corp. | 4.090% | 9/15/52 | 622 | 547 | ||
Lockheed Martin Corp. | 5.700% | 11/15/54 | 1,625 | 1,805 | ||
Lockheed Martin Corp. | 5.200% | 2/15/55 | 550 | 568 | ||
Lockheed Martin Corp. | 4.300% | 6/15/62 | 300 | 266 | ||
Lockheed Martin Corp. | 5.900% | 11/15/63 | 1,485 | 1,690 | ||
11 | Mileage Plus Holdings LLC | 6.500% | 6/20/27 | 1,600 | 1,604 | |
Norfolk Southern Corp. | 3.650% | 8/1/25 | 415 | 399 | ||
Norfolk Southern Corp. | 7.800% | 5/15/27 | 100 | 110 | ||
Norfolk Southern Corp. | 3.150% | 6/1/27 | 125 | 117 | ||
Norfolk Southern Corp. | 3.800% | 8/1/28 | 750 | 710 | ||
Norfolk Southern Corp. | 2.550% | 11/1/29 | 338 | 292 | ||
Norfolk Southern Corp. | 3.000% | 3/15/32 | 550 | 473 | ||
Norfolk Southern Corp. | 4.837% | 10/1/41 | 565 | 522 | ||
Norfolk Southern Corp. | 3.950% | 10/1/42 | 425 | 348 | ||
Norfolk Southern Corp. | 4.450% | 6/15/45 | 975 | 849 | ||
Norfolk Southern Corp. | 4.650% | 1/15/46 | 300 | 269 | ||
Norfolk Southern Corp. | 3.942% | 11/1/47 | 850 | 688 | ||
Norfolk Southern Corp. | 4.150% | 2/28/48 | 50 | 42 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Norfolk Southern Corp. | 4.100% | 5/15/49 | 615 | 516 | ||
Norfolk Southern Corp. | 3.400% | 11/1/49 | 330 | 243 | ||
Norfolk Southern Corp. | 3.050% | 5/15/50 | 1,600 | 1,109 | ||
Norfolk Southern Corp. | 4.050% | 8/15/52 | 634 | 523 | ||
Norfolk Southern Corp. | 4.550% | 6/1/53 | 500 | 451 | ||
Norfolk Southern Corp. | 3.155% | 5/15/55 | 756 | 518 | ||
Norfolk Southern Corp. | 4.100% | 5/15/21 | 500 | 354 | ||
Northrop Grumman Corp. | 2.930% | 1/15/25 | 1,000 | 961 | ||
Northrop Grumman Corp. | 3.200% | 2/1/27 | 675 | 638 | ||
Northrop Grumman Corp. | 3.250% | 1/15/28 | 3,400 | 3,180 | ||
Northrop Grumman Corp. | 4.400% | 5/1/30 | 1,540 | 1,502 | ||
Northrop Grumman Corp. | 4.700% | 3/15/33 | 750 | 736 | ||
Northrop Grumman Corp. | 5.050% | 11/15/40 | 245 | 238 | ||
Northrop Grumman Corp. | 4.750% | 6/1/43 | 776 | 726 | ||
Northrop Grumman Corp. | 4.030% | 10/15/47 | 1,918 | 1,645 | ||
Northrop Grumman Corp. | 5.250% | 5/1/50 | 795 | 810 | ||
Northrop Grumman Corp. | 4.950% | 3/15/53 | 750 | 732 | ||
nVent Finance Sarl | 4.550% | 4/15/28 | 300 | 281 | ||
nVent Finance Sarl | 5.650% | 5/15/33 | 500 | 493 | ||
Oshkosh Corp. | 4.600% | 5/15/28 | 400 | 386 | ||
Oshkosh Corp. | 3.100% | 3/1/30 | 80 | 70 | ||
Otis Worldwide Corp. | 2.056% | 4/5/25 | 1,575 | 1,485 | ||
Otis Worldwide Corp. | 2.293% | 4/5/27 | 600 | 545 | ||
Otis Worldwide Corp. | 2.565% | 2/15/30 | 1,400 | 1,207 | ||
Otis Worldwide Corp. | 3.112% | 2/15/40 | 611 | 472 | ||
Otis Worldwide Corp. | 3.362% | 2/15/50 | 550 | 403 | ||
7 | PACCAR Financial Corp. | 2.150% | 8/15/24 | 250 | 241 | |
7 | PACCAR Financial Corp. | 0.900% | 11/8/24 | 500 | 470 | |
7 | PACCAR Financial Corp. | 1.800% | 2/6/25 | 750 | 709 | |
7 | PACCAR Financial Corp. | 4.450% | 3/30/26 | 500 | 496 | |
7 | Parker-Hannifin Corp. | 3.300% | 11/21/24 | 217 | 210 | |
Parker-Hannifin Corp. | 3.250% | 3/1/27 | 1,879 | 1,767 | ||
Parker-Hannifin Corp. | 4.250% | 9/15/27 | 1,043 | 1,012 | ||
Parker-Hannifin Corp. | 3.250% | 6/14/29 | 1,000 | 910 | ||
7 | Parker-Hannifin Corp. | 4.200% | 11/21/34 | 200 | 183 | |
7 | Parker-Hannifin Corp. | 6.250% | 5/15/38 | 575 | 617 | |
Parker-Hannifin Corp. | 4.100% | 3/1/47 | 500 | 425 | ||
Parker-Hannifin Corp. | 4.000% | 6/14/49 | 950 | 790 | ||
Pentair Finance Sarl | 5.900% | 7/15/32 | 500 | 506 | ||
Precision Castparts Corp. | 3.250% | 6/15/25 | 675 | 652 | ||
Precision Castparts Corp. | 3.900% | 1/15/43 | 375 | 320 | ||
Precision Castparts Corp. | 4.375% | 6/15/45 | 275 | 246 | ||
Raytheon Technologies Corp. | 3.950% | 8/16/25 | 1,680 | 1,646 | ||
Raytheon Technologies Corp. | 5.000% | 2/27/26 | 300 | 300 | ||
Raytheon Technologies Corp. | 3.500% | 3/15/27 | 2,885 | 2,744 | ||
Raytheon Technologies Corp. | 3.125% | 5/4/27 | 975 | 913 | ||
Raytheon Technologies Corp. | 7.200% | 8/15/27 | 75 | 81 | ||
Raytheon Technologies Corp. | 4.125% | 11/16/28 | 3,445 | 3,318 | ||
Raytheon Technologies Corp. | 2.250% | 7/1/30 | 500 | 422 | ||
Raytheon Technologies Corp. | 1.900% | 9/1/31 | 925 | 739 | ||
Raytheon Technologies Corp. | 2.375% | 3/15/32 | 200 | 164 | ||
Raytheon Technologies Corp. | 5.150% | 2/27/33 | 850 | 861 | ||
Raytheon Technologies Corp. | 5.400% | 5/1/35 | 500 | 510 | ||
Raytheon Technologies Corp. | 6.050% | 6/1/36 | 585 | 628 | ||
Raytheon Technologies Corp. | 6.125% | 7/15/38 | 463 | 499 | ||
Raytheon Technologies Corp. | 4.450% | 11/16/38 | 1,000 | 922 | ||
Raytheon Technologies Corp. | 4.875% | 10/15/40 | 225 | 215 | ||
Raytheon Technologies Corp. | 4.700% | 12/15/41 | 925 | 859 | ||
Raytheon Technologies Corp. | 4.500% | 6/1/42 | 2,857 | 2,632 | ||
Raytheon Technologies Corp. | 4.800% | 12/15/43 | 285 | 265 | ||
Raytheon Technologies Corp. | 4.150% | 5/15/45 | 694 | 592 | ||
Raytheon Technologies Corp. | 3.750% | 11/1/46 | 900 | 726 | ||
Raytheon Technologies Corp. | 4.350% | 4/15/47 | 780 | 693 | ||
Raytheon Technologies Corp. | 4.050% | 5/4/47 | 511 | 434 | ||
Raytheon Technologies Corp. | 4.625% | 11/16/48 | 1,500 | 1,399 | ||
Raytheon Technologies Corp. | 3.125% | 7/1/50 | 863 | 626 | ||
Raytheon Technologies Corp. | 2.820% | 9/1/51 | 925 | 621 | ||
Raytheon Technologies Corp. | 3.030% | 3/15/52 | 950 | 668 | ||
Raytheon Technologies Corp. | 5.375% | 2/27/53 | 850 | 883 | ||
11 | Regal Rexnord Corp. | 6.050% | 2/15/26 | 800 | 802 | |
11 | Regal Rexnord Corp. | 6.050% | 4/15/28 | 1,050 | 1,043 | |
11 | Regal Rexnord Corp. | 6.300% | 2/15/30 | 950 | 947 | |
11 | Regal Rexnord Corp. | 6.400% | 4/15/33 | 1,060 | 1,058 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic Services Inc. | 2.500% | 8/15/24 | 60 | 58 | ||
Republic Services Inc. | 3.200% | 3/15/25 | 500 | 481 | ||
Republic Services Inc. | 0.875% | 11/15/25 | 500 | 450 | ||
Republic Services Inc. | 2.900% | 7/1/26 | 2,322 | 2,187 | ||
Republic Services Inc. | 4.875% | 4/1/29 | 500 | 499 | ||
Republic Services Inc. | 2.300% | 3/1/30 | 725 | 620 | ||
Republic Services Inc. | 1.450% | 2/15/31 | 500 | 393 | ||
Republic Services Inc. | 1.750% | 2/15/32 | 625 | 490 | ||
Republic Services Inc. | 5.000% | 4/1/34 | 500 | 498 | ||
Republic Services Inc. | 6.200% | 3/1/40 | 475 | 517 | ||
Republic Services Inc. | 5.700% | 5/15/41 | 300 | 313 | ||
Republic Services Inc. | 3.050% | 3/1/50 | 650 | 465 | ||
Rockwell Automation Inc. | 3.500% | 3/1/29 | 350 | 329 | ||
Rockwell Automation Inc. | 1.750% | 8/15/31 | 500 | 403 | ||
Rockwell Automation Inc. | 4.200% | 3/1/49 | 575 | 514 | ||
Rockwell Automation Inc. | 2.800% | 8/15/61 | 500 | 327 | ||
7 | Ryder System Inc. | 2.500% | 9/1/24 | 250 | 240 | |
7 | Ryder System Inc. | 4.625% | 6/1/25 | 231 | 226 | |
7 | Ryder System Inc. | 1.750% | 9/1/26 | 500 | 445 | |
7 | Ryder System Inc. | 2.900% | 12/1/26 | 325 | 297 | |
7 | Ryder System Inc. | 2.850% | 3/1/27 | 200 | 183 | |
7 | Ryder System Inc. | 5.650% | 3/1/28 | 500 | 501 | |
7 | Ryder System Inc. | 5.250% | 6/1/28 | 500 | 494 | |
Southwest Airlines Co. | 5.250% | 5/4/25 | 750 | 743 | ||
Southwest Airlines Co. | 3.000% | 11/15/26 | 400 | 368 | ||
Southwest Airlines Co. | 5.125% | 6/15/27 | 1,925 | 1,911 | ||
Southwest Airlines Co. | 3.450% | 11/16/27 | 540 | 498 | ||
Southwest Airlines Co. | 2.625% | 2/10/30 | 400 | 341 | ||
7 | Spirit Airlines Pass-Through Trust Class A Series 2015-1 | 4.100% | 4/1/28 | 191 | 175 | |
Teledyne Technologies Inc. | 2.250% | 4/1/28 | 500 | 436 | ||
Teledyne Technologies Inc. | 2.750% | 4/1/31 | 900 | 752 | ||
Textron Inc. | 4.000% | 3/15/26 | 300 | 290 | ||
Textron Inc. | 3.650% | 3/15/27 | 2,044 | 1,917 | ||
Textron Inc. | 3.375% | 3/1/28 | 325 | 296 | ||
Textron Inc. | 3.900% | 9/17/29 | 250 | 230 | ||
Timken Co. | 3.875% | 9/1/24 | 200 | 195 | ||
Timken Co. | 4.500% | 12/15/28 | 400 | 381 | ||
Trane Technologies Financing Ltd. | 5.250% | 3/3/33 | 600 | 607 | ||
Trane Technologies Global Holding Co. Ltd. | 3.750% | 8/21/28 | 1,200 | 1,137 | ||
Trane Technologies Luxembourg Finance SA | 3.550% | 11/1/24 | 1,350 | 1,310 | ||
Trane Technologies Luxembourg Finance SA | 3.500% | 3/21/26 | 325 | 310 | ||
Trane Technologies Luxembourg Finance SA | 3.800% | 3/21/29 | 975 | 919 | ||
Trane Technologies Luxembourg Finance SA | 4.650% | 11/1/44 | 150 | 134 | ||
Trane Technologies Luxembourg Finance SA | 4.500% | 3/21/49 | 350 | 310 | ||
Trimble Inc. | 4.750% | 12/1/24 | 600 | 589 | ||
Trimble Inc. | 4.900% | 6/15/28 | 400 | 391 | ||
Triton Container International Ltd. | 3.250% | 3/15/32 | 500 | 393 | ||
Tyco Electronics Group SA | 3.450% | 8/1/24 | 1,000 | 975 | ||
Tyco Electronics Group SA | 4.500% | 2/13/26 | 500 | 493 | ||
Tyco Electronics Group SA | 3.125% | 8/15/27 | 450 | 421 | ||
Tyco Electronics Group SA | 2.500% | 2/4/32 | 500 | 420 | ||
Tyco Electronics Group SA | 7.125% | 10/1/37 | 550 | 637 | ||
Union Pacific Corp. | 3.250% | 1/15/25 | 400 | 388 | ||
Union Pacific Corp. | 3.750% | 7/15/25 | 930 | 903 | ||
Union Pacific Corp. | 3.250% | 8/15/25 | 900 | 866 | ||
Union Pacific Corp. | 2.750% | 3/1/26 | 648 | 613 | ||
Union Pacific Corp. | 2.150% | 2/5/27 | 707 | 646 | ||
Union Pacific Corp. | 3.000% | 4/15/27 | 240 | 226 | ||
Union Pacific Corp. | 2.400% | 2/5/30 | 825 | 718 | ||
Union Pacific Corp. | 2.375% | 5/20/31 | 500 | 423 | ||
Union Pacific Corp. | 2.800% | 2/14/32 | 500 | 431 | ||
Union Pacific Corp. | 3.375% | 2/1/35 | 900 | 770 | ||
Union Pacific Corp. | 2.891% | 4/6/36 | 1,800 | 1,435 | ||
Union Pacific Corp. | 3.600% | 9/15/37 | 428 | 365 | ||
Union Pacific Corp. | 3.200% | 5/20/41 | 1,500 | 1,178 | ||
Union Pacific Corp. | 4.050% | 3/1/46 | 500 | 417 | ||
Union Pacific Corp. | 3.350% | 8/15/46 | 550 | 409 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Union Pacific Corp. | 3.250% | 2/5/50 | 850 | 635 | ||
Union Pacific Corp. | 3.799% | 10/1/51 | 1,082 | 887 | ||
Union Pacific Corp. | 2.950% | 3/10/52 | 500 | 347 | ||
Union Pacific Corp. | 4.950% | 9/9/52 | 521 | 518 | ||
Union Pacific Corp. | 3.500% | 2/14/53 | 500 | 387 | ||
Union Pacific Corp. | 3.950% | 8/15/59 | 425 | 345 | ||
Union Pacific Corp. | 3.839% | 3/20/60 | 1,106 | 879 | ||
Union Pacific Corp. | 2.973% | 9/16/62 | 2,025 | 1,322 | ||
Union Pacific Corp. | 4.100% | 9/15/67 | 350 | 290 | ||
Union Pacific Corp. | 3.750% | 2/5/70 | 1,400 | 1,059 | ||
Union Pacific Corp. | 3.799% | 4/6/71 | 1,700 | 1,303 | ||
Union Pacific Corp. | 3.850% | 2/14/72 | 500 | 386 | ||
7 | United Airlines Pass-Through Trust Class A Series 2013-1 | 4.300% | 8/15/25 | 405 | 390 | |
7 | United Airlines Pass-Through Trust Class A Series 2014-1 | 4.000% | 4/11/26 | 421 | 397 | |
7 | United Airlines Pass-Through Trust Class A Series 2016-1 | 3.450% | 7/7/28 | 284 | 246 | |
7 | United Airlines Pass-Through Trust Class A Series 2020-1 | 5.875% | 10/15/27 | 2,196 | 2,180 | |
7 | United Airlines Pass-Through Trust Class A Series 2023-1 | 5.800% | 1/15/36 | 1,075 | 1,095 | |
7 | United Airlines Pass-Through Trust Class AA Series 2015-1 | 3.450% | 12/1/27 | 182 | 166 | |
7 | United Airlines Pass-Through Trust Class AA Series 2016-1 | 3.100% | 7/7/28 | 390 | 352 | |
7 | United Airlines Pass-Through Trust Class AA Series 2019-1 | 4.150% | 8/25/31 | 375 | 343 | |
7 | United Airlines Pass-Through Trust Class AA Series 2019-2 | 2.700% | 5/1/32 | 408 | 345 | |
7 | United Airlines Pass-Through Trust Class B Series 2020-1 | 4.875% | 1/15/26 | 891 | 854 | |
United Parcel Service Inc. | 2.800% | 11/15/24 | 950 | 918 | ||
United Parcel Service Inc. | 3.900% | 4/1/25 | 1,200 | 1,175 | ||
United Parcel Service Inc. | 2.400% | 11/15/26 | 609 | 568 | ||
United Parcel Service Inc. | 2.500% | 9/1/29 | 400 | 354 | ||
United Parcel Service Inc. | 4.450% | 4/1/30 | 1,000 | 996 | ||
United Parcel Service Inc. | 4.875% | 3/3/33 | 650 | 657 | ||
United Parcel Service Inc. | 6.200% | 1/15/38 | 505 | 565 | ||
United Parcel Service Inc. | 5.200% | 4/1/40 | 465 | 476 | ||
United Parcel Service Inc. | 4.875% | 11/15/40 | 350 | 345 | ||
United Parcel Service Inc. | 3.625% | 10/1/42 | 300 | 249 | ||
United Parcel Service Inc. | 3.400% | 11/15/46 | 390 | 303 | ||
United Parcel Service Inc. | 4.250% | 3/15/49 | 800 | 720 | ||
United Parcel Service Inc. | 3.400% | 9/1/49 | 200 | 158 | ||
United Parcel Service Inc. | 5.300% | 4/1/50 | 2,870 | 3,015 | ||
United Parcel Service Inc. | 5.050% | 3/3/53 | 650 | 661 | ||
Valmont Industries Inc. | 5.000% | 10/1/44 | 475 | 417 | ||
Valmont Industries Inc. | 5.250% | 10/1/54 | 300 | 267 | ||
Vontier Corp. | 1.800% | 4/1/26 | 500 | 445 | ||
Vontier Corp. | 2.400% | 4/1/28 | 500 | 417 | ||
Vontier Corp. | 2.950% | 4/1/31 | 500 | 400 | ||
Waste Connections Inc. | 4.250% | 12/1/28 | 2,091 | 2,012 | ||
Waste Connections Inc. | 3.500% | 5/1/29 | 950 | 875 | ||
Waste Connections Inc. | 2.600% | 2/1/30 | 500 | 433 | ||
Waste Connections Inc. | 2.200% | 1/15/32 | 700 | 566 | ||
Waste Connections Inc. | 4.200% | 1/15/33 | 639 | 601 | ||
Waste Connections Inc. | 3.050% | 4/1/50 | 300 | 208 | ||
Waste Connections Inc. | 2.950% | 1/15/52 | 700 | 480 | ||
Waste Management Inc. | 0.750% | 11/15/25 | 500 | 451 | ||
Waste Management Inc. | 3.150% | 11/15/27 | 1,600 | 1,502 | ||
Waste Management Inc. | 1.150% | 3/15/28 | 500 | 426 | ||
Waste Management Inc. | 1.500% | 3/15/31 | 1,400 | 1,114 | ||
Waste Management Inc. | 4.625% | 2/15/33 | 250 | 245 | ||
Waste Management Inc. | 2.950% | 6/1/41 | 500 | 371 | ||
Waste Management Inc. | 2.500% | 11/15/50 | 500 | 320 | ||
Westinghouse Air Brake Technologies Corp. | 3.200% | 6/15/25 | 1,070 | 1,016 | ||
Westinghouse Air Brake Technologies Corp. | 3.450% | 11/15/26 | 725 | 679 | ||
Westinghouse Air Brake Technologies Corp. | 4.950% | 9/15/28 | 750 | 726 | ||
WW Grainger Inc. | 1.850% | 2/15/25 | 475 | 451 | ||
WW Grainger Inc. | 4.600% | 6/15/45 | 425 | 402 | ||
WW Grainger Inc. | 3.750% | 5/15/46 | 325 | 263 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
WW Grainger Inc. | 4.200% | 5/15/47 | 350 | 306 | ||
Xylem Inc. | 3.250% | 11/1/26 | 300 | 282 | ||
Xylem Inc. | 1.950% | 1/30/28 | 250 | 219 | ||
Xylem Inc. | 2.250% | 1/30/31 | 400 | 332 | ||
Xylem Inc. | 4.375% | 11/1/46 | 475 | 402 | ||
361,796 | ||||||
Materials (0.3%) | ||||||
Air Products and Chemicals Inc. | 3.350% | 7/31/24 | 1,200 | 1,169 | ||
Air Products and Chemicals Inc. | 1.850% | 5/15/27 | 150 | 135 | ||
Air Products and Chemicals Inc. | 2.050% | 5/15/30 | 700 | 595 | ||
Air Products and Chemicals Inc. | 4.800% | 3/3/33 | 400 | 403 | ||
Air Products and Chemicals Inc. | 2.700% | 5/15/40 | 600 | 448 | ||
Air Products and Chemicals Inc. | 2.800% | 5/15/50 | 1,000 | 715 | ||
Albemarle Corp. | 4.650% | 6/1/27 | 500 | 487 | ||
Albemarle Corp. | 5.050% | 6/1/32 | 500 | 484 | ||
Albemarle Corp. | 5.450% | 12/1/44 | 325 | 308 | ||
Albemarle Corp. | 5.650% | 6/1/52 | 500 | 477 | ||
Amcor Finance USA Inc. | 4.500% | 5/15/28 | 500 | 476 | ||
Amcor Finance USA Inc. | 5.625% | 5/26/33 | 242 | 239 | ||
Amcor Flexibles North America Inc. | 4.000% | 5/17/25 | 432 | 418 | ||
7 | Amcor Flexibles North America Inc. | 3.100% | 9/15/26 | 300 | 271 | |
Amcor Flexibles North America Inc. | 2.630% | 6/19/30 | 500 | 416 | ||
Amcor Flexibles North America Inc. | 2.690% | 5/25/31 | 500 | 410 | ||
AngloGold Ashanti Holdings plc | 3.375% | 11/1/28 | 750 | 656 | ||
AngloGold Ashanti Holdings plc | 3.750% | 10/1/30 | 700 | 597 | ||
ArcelorMittal SA | 4.550% | 3/11/26 | 400 | 390 | ||
ArcelorMittal SA | 6.550% | 11/29/27 | 1,035 | 1,064 | ||
ArcelorMittal SA | 4.250% | 7/16/29 | 400 | 379 | ||
ArcelorMittal SA | 6.800% | 11/29/32 | 700 | 719 | ||
ArcelorMittal SA | 7.000% | 10/15/39 | 809 | 847 | ||
ArcelorMittal SA | 6.750% | 3/1/41 | 480 | 487 | ||
Barrick Gold Corp. | 6.450% | 10/15/35 | 375 | 396 | ||
Barrick North America Finance LLC | 5.700% | 5/30/41 | 770 | 778 | ||
Barrick North America Finance LLC | 5.750% | 5/1/43 | 850 | 874 | ||
Barrick PD Australia Finance Pty Ltd. | 5.950% | 10/15/39 | 675 | 704 | ||
Berry Global Inc. | 1.570% | 1/15/26 | 1,400 | 1,264 | ||
Berry Global Inc. | 1.650% | 1/15/27 | 1,000 | 865 | ||
11 | Berry Global Inc. | 5.500% | 4/15/28 | 500 | 493 | |
BHP Billiton Finance USA Ltd. | 4.875% | 2/27/26 | 850 | 846 | ||
BHP Billiton Finance USA Ltd. | 6.420% | 3/1/26 | 150 | 154 | ||
BHP Billiton Finance USA Ltd. | 4.750% | 2/28/28 | 850 | 844 | ||
BHP Billiton Finance USA Ltd. | 4.900% | 2/28/33 | 850 | 846 | ||
BHP Billiton Finance USA Ltd. | 4.125% | 2/24/42 | 850 | 766 | ||
BHP Billiton Finance USA Ltd. | 5.000% | 9/30/43 | 2,350 | 2,329 | ||
Cabot Corp. | 4.000% | 7/1/29 | 240 | 223 | ||
Carlisle Cos. Inc. | 3.500% | 12/1/24 | 150 | 145 | ||
Carlisle Cos. Inc. | 3.750% | 12/1/27 | 650 | 617 | ||
Carlisle Cos. Inc. | 2.750% | 3/1/30 | 675 | 576 | ||
Celanese US Holdings LLC | 5.900% | 7/5/24 | 1,410 | 1,407 | ||
Celanese US Holdings LLC | 6.050% | 3/15/25 | 1,500 | 1,494 | ||
Celanese US Holdings LLC | 1.400% | 8/5/26 | 500 | 433 | ||
Celanese US Holdings LLC | 6.165% | 7/15/27 | 1,800 | 1,796 | ||
Celanese US Holdings LLC | 6.330% | 7/15/29 | 600 | 597 | ||
Celanese US Holdings LLC | 6.379% | 7/15/32 | 760 | 765 | ||
Celulosa Arauco y Constitucion SA | 3.875% | 11/2/27 | 300 | 276 | ||
Celulosa Arauco y Constitucion SA | 5.500% | 11/2/47 | 350 | 293 | ||
CF Industries Inc. | 5.150% | 3/15/34 | 700 | 671 | ||
CF Industries Inc. | 4.950% | 6/1/43 | 775 | 671 | ||
CF Industries Inc. | 5.375% | 3/15/44 | 700 | 640 | ||
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 | 620 | ||
Dow Chemical Co. | 6.300% | 3/15/33 | 400 | 430 | ||
Dow Chemical Co. | 4.250% | 10/1/34 | 386 | 351 | ||
Dow Chemical Co. | 9.400% | 5/15/39 | 556 | 748 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dow Chemical Co. | 5.250% | 11/15/41 | 375 | 362 | ||
Dow Chemical Co. | 4.375% | 11/15/42 | 1,300 | 1,100 | ||
Dow Chemical Co. | 4.625% | 10/1/44 | 400 | 347 | ||
Dow Chemical Co. | 5.550% | 11/30/48 | 1,075 | 1,046 | ||
Dow Chemical Co. | 4.800% | 5/15/49 | 925 | 813 | ||
Dow Chemical Co. | 3.600% | 11/15/50 | 750 | 558 | ||
Dow Chemical Co. | 6.900% | 5/15/53 | 700 | 793 | ||
DuPont de Nemours Inc. | 4.493% | 11/15/25 | 1,500 | 1,469 | ||
DuPont de Nemours Inc. | 5.319% | 11/15/38 | 1,625 | 1,609 | ||
DuPont de Nemours Inc. | 5.419% | 11/15/48 | 1,600 | 1,581 | ||
Eastman Chemical Co. | 3.800% | 3/15/25 | 1,073 | 1,045 | ||
Eastman Chemical Co. | 4.500% | 12/1/28 | 125 | 119 | ||
Eastman Chemical Co. | 5.750% | 3/8/33 | 400 | 400 | ||
Eastman Chemical Co. | 4.800% | 9/1/42 | 490 | 426 | ||
Eastman Chemical Co. | 4.650% | 10/15/44 | 850 | 716 | ||
Ecolab Inc. | 2.700% | 11/1/26 | 600 | 564 | ||
Ecolab Inc. | 1.650% | 2/1/27 | 200 | 180 | ||
Ecolab Inc. | 3.250% | 12/1/27 | 1,400 | 1,317 | ||
Ecolab Inc. | 5.250% | 1/15/28 | 300 | 305 | ||
Ecolab Inc. | 4.800% | 3/24/30 | 700 | 702 | ||
Ecolab Inc. | 1.300% | 1/30/31 | 500 | 394 | ||
Ecolab Inc. | 2.125% | 2/1/32 | 300 | 247 | ||
Ecolab Inc. | 2.700% | 12/15/51 | 1,400 | 928 | ||
Ecolab Inc. | 2.750% | 8/18/55 | 978 | 628 | ||
EIDP Inc. | 1.700% | 7/15/25 | 700 | 651 | ||
EIDP Inc. | 4.500% | 5/15/26 | 500 | 491 | ||
EIDP Inc. | 2.300% | 7/15/30 | 400 | 335 | ||
EIDP Inc. | 4.800% | 5/15/33 | 500 | 489 | ||
Fibria Overseas Finance Ltd. | 4.000% | 1/14/25 | 250 | 243 | ||
Fibria Overseas Finance Ltd. | 5.500% | 1/17/27 | 1,173 | 1,174 | ||
FMC Corp. | 5.150% | 5/18/26 | 300 | 295 | ||
FMC Corp. | 3.200% | 10/1/26 | 300 | 279 | ||
FMC Corp. | 3.450% | 10/1/29 | 400 | 350 | ||
FMC Corp. | 5.650% | 5/18/33 | 500 | 489 | ||
FMC Corp. | 4.500% | 10/1/49 | 400 | 309 | ||
FMC Corp. | 6.375% | 5/18/53 | 500 | 508 | ||
Freeport-McMoRan Inc. | 4.550% | 11/14/24 | 100 | 98 | ||
Freeport-McMoRan Inc. | 5.000% | 9/1/27 | 500 | 489 | ||
Freeport-McMoRan Inc. | 4.125% | 3/1/28 | 645 | 606 | ||
Freeport-McMoRan Inc. | 4.375% | 8/1/28 | 600 | 566 | ||
Freeport-McMoRan Inc. | 5.250% | 9/1/29 | 500 | 491 | ||
Freeport-McMoRan Inc. | 4.250% | 3/1/30 | 500 | 461 | ||
Freeport-McMoRan Inc. | 4.625% | 8/1/30 | 700 | 661 | ||
Freeport-McMoRan Inc. | 5.400% | 11/14/34 | 700 | 676 | ||
Freeport-McMoRan Inc. | 5.450% | 3/15/43 | 1,450 | 1,352 | ||
Georgia-Pacific LLC | 8.875% | 5/15/31 | 700 | 862 | ||
Huntsman International LLC | 4.500% | 5/1/29 | 250 | 229 | ||
Huntsman International LLC | 2.950% | 6/15/31 | 300 | 240 | ||
International Flavors & Fragrances Inc. | 4.450% | 9/26/28 | 415 | 390 | ||
International Flavors & Fragrances Inc. | 4.375% | 6/1/47 | 550 | 422 | ||
International Flavors & Fragrances Inc. | 5.000% | 9/26/48 | 500 | 424 | ||
International Paper Co. | 5.000% | 9/15/35 | 150 | 144 | ||
International Paper Co. | 6.000% | 11/15/41 | 300 | 308 | ||
International Paper Co. | 4.800% | 6/15/44 | 600 | 530 | ||
International Paper Co. | 4.350% | 8/15/48 | 450 | 379 | ||
Kinross Gold Corp. | 4.500% | 7/15/27 | 100 | 96 | ||
9,11 | Kinross Gold Corp. | 6.250% | 7/15/33 | 500 | 494 | |
Linde Inc. | 4.800% | 12/5/24 | 600 | 597 | ||
Linde Inc. | 2.650% | 2/5/25 | 500 | 479 | ||
Linde Inc. | 4.700% | 12/5/25 | 500 | 496 | ||
Linde Inc. | 1.100% | 8/10/30 | 500 | 398 | ||
Linde Inc. | 3.550% | 11/7/42 | 300 | 243 | ||
Linde Inc. | 2.000% | 8/10/50 | 700 | 401 | ||
LYB International Finance BV | 5.250% | 7/15/43 | 700 | 637 | ||
LYB International Finance BV | 4.875% | 3/15/44 | 900 | 790 | ||
LYB International Finance III LLC | 1.250% | 10/1/25 | 1,962 | 1,775 | ||
LYB International Finance III LLC | 2.250% | 10/1/30 | 400 | 328 | ||
LYB International Finance III LLC | 5.625% | 5/15/33 | 156 | 156 | ||
LYB International Finance III LLC | 3.375% | 10/1/40 | 600 | 443 | ||
LYB International Finance III LLC | 4.200% | 10/15/49 | 560 | 429 | ||
LYB International Finance III LLC | 4.200% | 5/1/50 | 850 | 649 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
LYB International Finance III LLC | 3.625% | 4/1/51 | 800 | 555 | ||
LYB International Finance III LLC | 3.800% | 10/1/60 | 400 | 270 | ||
LyondellBasell Industries NV | 4.625% | 2/26/55 | 910 | 742 | ||
Martin Marietta Materials Inc. | 4.250% | 7/2/24 | 1,150 | 1,136 | ||
Martin Marietta Materials Inc. | 3.450% | 6/1/27 | 500 | 471 | ||
7 | Martin Marietta Materials Inc. | 2.500% | 3/15/30 | 375 | 317 | |
Martin Marietta Materials Inc. | 2.400% | 7/15/31 | 506 | 413 | ||
Martin Marietta Materials Inc. | 4.250% | 12/15/47 | 600 | 499 | ||
Martin Marietta Materials Inc. | 3.200% | 7/15/51 | 743 | 518 | ||
Mosaic Co. | 4.050% | 11/15/27 | 600 | 572 | ||
Mosaic Co. | 5.450% | 11/15/33 | 100 | 97 | ||
Mosaic Co. | 4.875% | 11/15/41 | 400 | 342 | ||
Mosaic Co. | 5.625% | 11/15/43 | 425 | 399 | ||
NewMarket Corp. | 2.700% | 3/18/31 | 500 | 409 | ||
Newmont Corp. | 2.800% | 10/1/29 | 550 | 474 | ||
Newmont Corp. | 2.250% | 10/1/30 | 1,100 | 903 | ||
Newmont Corp. | 2.600% | 7/15/32 | 1,000 | 816 | ||
7 | Newmont Corp. | 5.875% | 4/1/35 | 725 | 742 | |
Newmont Corp. | 6.250% | 10/1/39 | 1,500 | 1,585 | ||
Newmont Corp. | 5.450% | 6/9/44 | 500 | 491 | ||
Nucor Corp. | 3.950% | 5/23/25 | 200 | 194 | ||
Nucor Corp. | 2.000% | 6/1/25 | 1,014 | 948 | ||
Nucor Corp. | 4.300% | 5/23/27 | 250 | 243 | ||
Nucor Corp. | 2.700% | 6/1/30 | 300 | 260 | ||
Nucor Corp. | 3.125% | 4/1/32 | 500 | 433 | ||
Nucor Corp. | 6.400% | 12/1/37 | 400 | 439 | ||
Nucor Corp. | 2.979% | 12/15/55 | 1,400 | 896 | ||
Nutrien Ltd. | 5.900% | 11/7/24 | 300 | 300 | ||
Nutrien Ltd. | 3.000% | 4/1/25 | 250 | 238 | ||
Nutrien Ltd. | 5.950% | 11/7/25 | 300 | 302 | ||
Nutrien Ltd. | 4.000% | 12/15/26 | 500 | 480 | ||
Nutrien Ltd. | 4.900% | 3/27/28 | 300 | 295 | ||
Nutrien Ltd. | 2.950% | 5/13/30 | 525 | 457 | ||
Nutrien Ltd. | 4.125% | 3/15/35 | 1,250 | 1,097 | ||
Nutrien Ltd. | 5.875% | 12/1/36 | 300 | 304 | ||
Nutrien Ltd. | 5.625% | 12/1/40 | 385 | 373 | ||
Nutrien Ltd. | 4.900% | 6/1/43 | 225 | 201 | ||
Nutrien Ltd. | 5.250% | 1/15/45 | 286 | 265 | ||
Nutrien Ltd. | 5.000% | 4/1/49 | 1,199 | 1,081 | ||
Nutrien Ltd. | 5.800% | 3/27/53 | 434 | 436 | ||
Packaging Corp. of America | 3.650% | 9/15/24 | 500 | 488 | ||
Packaging Corp. of America | 3.400% | 12/15/27 | 400 | 373 | ||
Packaging Corp. of America | 3.000% | 12/15/29 | 950 | 829 | ||
Packaging Corp. of America | 4.050% | 12/15/49 | 200 | 159 | ||
Packaging Corp. of America | 3.050% | 10/1/51 | 100 | 66 | ||
PPG Industries Inc. | 2.400% | 8/15/24 | 300 | 288 | ||
PPG Industries Inc. | 1.200% | 3/15/26 | 500 | 448 | ||
PPG Industries Inc. | 2.550% | 6/15/30 | 600 | 513 | ||
Reliance Steel & Aluminum Co. | 1.300% | 8/15/25 | 675 | 617 | ||
Reliance Steel & Aluminum Co. | 2.150% | 8/15/30 | 800 | 653 | ||
Rio Tinto Alcan Inc. | 6.125% | 12/15/33 | 725 | 783 | ||
Rio Tinto Alcan Inc. | 5.750% | 6/1/35 | 450 | 465 | ||
Rio Tinto Finance USA Ltd. | 7.125% | 7/15/28 | 225 | 248 | ||
Rio Tinto Finance USA Ltd. | 5.200% | 11/2/40 | 565 | 570 | ||
Rio Tinto Finance USA Ltd. | 2.750% | 11/2/51 | 1,400 | 957 | ||
Rio Tinto Finance USA plc | 5.000% | 3/9/33 | 300 | 303 | ||
Rio Tinto Finance USA plc | 4.750% | 3/22/42 | 1,100 | 1,048 | ||
Rio Tinto Finance USA plc | 4.125% | 8/21/42 | 619 | 544 | ||
Rio Tinto Finance USA plc | 5.125% | 3/9/53 | 500 | 504 | ||
Rohm & Haas Co. | 7.850% | 7/15/29 | 150 | 167 | ||
RPM International Inc. | 3.750% | 3/15/27 | 150 | 141 | ||
RPM International Inc. | 4.550% | 3/1/29 | 275 | 258 | ||
RPM International Inc. | 2.950% | 1/15/32 | 500 | 399 | ||
RPM International Inc. | 5.250% | 6/1/45 | 75 | 67 | ||
RPM International Inc. | 4.250% | 1/15/48 | 450 | 346 | ||
Sherwin-Williams Co. | 4.050% | 8/8/24 | 200 | 197 | ||
Sherwin-Williams Co. | 3.450% | 8/1/25 | 900 | 864 | ||
Sherwin-Williams Co. | 4.250% | 8/8/25 | 200 | 196 | ||
Sherwin-Williams Co. | 3.950% | 1/15/26 | 600 | 581 | ||
Sherwin-Williams Co. | 3.450% | 6/1/27 | 300 | 283 | ||
Sherwin-Williams Co. | 2.950% | 8/15/29 | 700 | 619 | ||
Sherwin-Williams Co. | 2.300% | 5/15/30 | 500 | 420 | ||
Sherwin-Williams Co. | 2.200% | 3/15/32 | 500 | 404 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sherwin-Williams Co. | 4.000% | 12/15/42 | 220 | 178 | ||
Sherwin-Williams Co. | 4.550% | 8/1/45 | 270 | 231 | ||
Sherwin-Williams Co. | 4.500% | 6/1/47 | 1,100 | 964 | ||
Sherwin-Williams Co. | 3.800% | 8/15/49 | 504 | 390 | ||
Sherwin-Williams Co. | 3.300% | 5/15/50 | 400 | 284 | ||
Sherwin-Williams Co. | 2.900% | 3/15/52 | 500 | 322 | ||
Sonoco Products Co. | 2.250% | 2/1/27 | 500 | 446 | ||
Sonoco Products Co. | 3.125% | 5/1/30 | 700 | 611 | ||
Southern Copper Corp. | 3.875% | 4/23/25 | 650 | 631 | ||
Southern Copper Corp. | 7.500% | 7/27/35 | 850 | 987 | ||
Southern Copper Corp. | 6.750% | 4/16/40 | 750 | 827 | ||
Southern Copper Corp. | 5.250% | 11/8/42 | 1,100 | 1,052 | ||
Southern Copper Corp. | 5.875% | 4/23/45 | 1,280 | 1,314 | ||
Steel Dynamics Inc. | 2.800% | 12/15/24 | 725 | 692 | ||
Steel Dynamics Inc. | 2.400% | 6/15/25 | 300 | 281 | ||
Steel Dynamics Inc. | 1.650% | 10/15/27 | 1,300 | 1,110 | ||
Steel Dynamics Inc. | 3.250% | 1/15/31 | 1,300 | 1,129 | ||
Suzano Austria GmbH | 6.000% | 1/15/29 | 1,050 | 1,045 | ||
Suzano Austria GmbH | 5.000% | 1/15/30 | 1,200 | 1,125 | ||
Suzano Austria GmbH | 3.750% | 1/15/31 | 1,020 | 871 | ||
7 | Suzano Austria GmbH | 3.125% | 1/15/32 | 850 | 681 | |
Teck Resources Ltd. | 3.900% | 7/15/30 | 1,000 | 910 | ||
Teck Resources Ltd. | 6.000% | 8/15/40 | 143 | 140 | ||
Vale Overseas Ltd. | 3.750% | 7/8/30 | 1,100 | 970 | ||
Vale Overseas Ltd. | 6.125% | 6/12/33 | 1,000 | 1,002 | ||
Vale Overseas Ltd. | 8.250% | 1/17/34 | 375 | 437 | ||
Vale Overseas Ltd. | 6.875% | 11/21/36 | 1,480 | 1,553 | ||
Vale Overseas Ltd. | 6.875% | 11/10/39 | 1,310 | 1,374 | ||
Vale SA | 5.625% | 9/11/42 | 238 | 229 | ||
Vulcan Materials Co. | 4.500% | 4/1/25 | 250 | 245 | ||
Vulcan Materials Co. | 3.500% | 6/1/30 | 575 | 520 | ||
Vulcan Materials Co. | 4.500% | 6/15/47 | 1,050 | 913 | ||
Westlake Corp. | 3.375% | 6/15/30 | 400 | 348 | ||
Westlake Corp. | 2.875% | 8/15/41 | 350 | 233 | ||
Westlake Corp. | 5.000% | 8/15/46 | 575 | 499 | ||
Westlake Corp. | 4.375% | 11/15/47 | 435 | 344 | ||
Westlake Corp. | 3.125% | 8/15/51 | 500 | 313 | ||
Westlake Corp. | 3.375% | 8/15/61 | 400 | 244 | ||
WestRock MWV LLC | 8.200% | 1/15/30 | 475 | 545 | ||
WestRock MWV LLC | 7.950% | 2/15/31 | 275 | 313 | ||
WRKCo Inc. | 3.000% | 9/15/24 | 525 | 506 | ||
WRKCo Inc. | 4.650% | 3/15/26 | 600 | 583 | ||
WRKCo Inc. | 3.375% | 9/15/27 | 1,325 | 1,217 | ||
WRKCo Inc. | 4.000% | 3/15/28 | 800 | 745 | ||
WRKCo Inc. | 3.900% | 6/1/28 | 607 | 566 | ||
WRKCo Inc. | 4.900% | 3/15/29 | 1,325 | 1,282 | ||
WRKCo Inc. | 4.200% | 6/1/32 | 700 | 637 | ||
WRKCo Inc. | 3.000% | 6/15/33 | 1,000 | 815 | ||
146,062 | ||||||
Real Estate (0.4%) | ||||||
Agree LP | 2.000% | 6/15/28 | 500 | 416 | ||
Agree LP | 4.800% | 10/1/32 | 500 | 465 | ||
Agree LP | 2.600% | 6/15/33 | 500 | 385 | ||
Alexandria Real Estate Equities Inc. | 3.950% | 1/15/28 | 350 | 327 | ||
Alexandria Real Estate Equities Inc. | 4.500% | 7/30/29 | 200 | 189 | ||
Alexandria Real Estate Equities Inc. | 2.750% | 12/15/29 | 1,529 | 1,301 | ||
Alexandria Real Estate Equities Inc. | 4.700% | 7/1/30 | 500 | 475 | ||
Alexandria Real Estate Equities Inc. | 4.900% | 12/15/30 | 388 | 376 | ||
Alexandria Real Estate Equities Inc. | 3.375% | 8/15/31 | 600 | 515 | ||
Alexandria Real Estate Equities Inc. | 1.875% | 2/1/33 | 3,000 | 2,195 | ||
Alexandria Real Estate Equities Inc. | 2.950% | 3/15/34 | 715 | 565 | ||
Alexandria Real Estate Equities Inc. | 4.750% | 4/15/35 | 500 | 463 | ||
Alexandria Real Estate Equities Inc. | 4.850% | 4/15/49 | 200 | 168 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Alexandria Real Estate Equities Inc. | 4.000% | 2/1/50 | 565 | 422 | ||
Alexandria Real Estate Equities Inc. | 3.000% | 5/18/51 | 500 | 308 | ||
Alexandria Real Estate Equities Inc. | 3.550% | 3/15/52 | 215 | 147 | ||
American Assets Trust LP | 3.375% | 2/1/31 | 500 | 392 | ||
American Homes 4 Rent LP | 4.900% | 2/15/29 | 325 | 312 | ||
American Homes 4 Rent LP | 2.375% | 7/15/31 | 675 | 537 | ||
American Homes 4 Rent LP | 3.375% | 7/15/51 | 500 | 327 | ||
American Tower Corp. | 2.950% | 1/15/25 | 885 | 846 | ||
American Tower Corp. | 1.600% | 4/15/26 | 500 | 448 | ||
American Tower Corp. | 1.450% | 9/15/26 | 550 | 484 | ||
American Tower Corp. | 3.375% | 10/15/26 | 1,069 | 999 | ||
American Tower Corp. | 2.750% | 1/15/27 | 2,709 | 2,466 | ||
American Tower Corp. | 3.125% | 1/15/27 | 975 | 899 | ||
American Tower Corp. | 3.650% | 3/15/27 | 600 | 562 | ||
American Tower Corp. | 3.550% | 7/15/27 | 1,100 | 1,021 | ||
American Tower Corp. | 3.600% | 1/15/28 | 500 | 462 | ||
American Tower Corp. | 1.500% | 1/31/28 | 1,000 | 840 | ||
American Tower Corp. | 3.800% | 8/15/29 | 1,475 | 1,348 | ||
American Tower Corp. | 2.900% | 1/15/30 | 1,490 | 1,287 | ||
American Tower Corp. | 2.100% | 6/15/30 | 560 | 454 | ||
American Tower Corp. | 1.875% | 10/15/30 | 700 | 554 | ||
American Tower Corp. | 2.700% | 4/15/31 | 500 | 416 | ||
American Tower Corp. | 2.300% | 9/15/31 | 550 | 438 | ||
American Tower Corp. | 4.050% | 3/15/32 | 600 | 546 | ||
American Tower Corp. | 5.550% | 7/15/33 | 525 | 529 | ||
American Tower Corp. | 3.700% | 10/15/49 | 500 | 359 | ||
American Tower Corp. | 3.100% | 6/15/50 | 560 | 367 | ||
American Tower Corp. | 2.950% | 1/15/51 | 1,000 | 633 | ||
7 | AvalonBay Communities Inc. | 3.500% | 11/15/24 | 1,050 | 1,019 | |
7 | AvalonBay Communities Inc. | 3.450% | 6/1/25 | 425 | 409 | |
7 | AvalonBay Communities Inc. | 2.950% | 5/11/26 | 250 | 235 | |
7 | AvalonBay Communities Inc. | 2.900% | 10/15/26 | 50 | 46 | |
7 | AvalonBay Communities Inc. | 3.200% | 1/15/28 | 350 | 323 | |
7 | AvalonBay Communities Inc. | 2.300% | 3/1/30 | 500 | 419 | |
7 | AvalonBay Communities Inc. | 2.450% | 1/15/31 | 855 | 717 | |
AvalonBay Communities Inc. | 2.050% | 1/15/32 | 1,500 | 1,204 | ||
7 | AvalonBay Communities Inc. | 3.900% | 10/15/46 | 255 | 198 | |
Boston Properties LP | 3.200% | 1/15/25 | 550 | 522 | ||
Boston Properties LP | 2.750% | 10/1/26 | 475 | 421 | ||
Boston Properties LP | 6.750% | 12/1/27 | 2,025 | 2,047 | ||
Boston Properties LP | 2.900% | 3/15/30 | 1,000 | 808 | ||
Boston Properties LP | 3.250% | 1/30/31 | 600 | 488 | ||
Boston Properties LP | 2.550% | 4/1/32 | 500 | 377 | ||
Boston Properties LP | 6.500% | 1/15/34 | 298 | 300 | ||
Brandywine Operating Partnership LP | 3.950% | 11/15/27 | 1,150 | 912 | ||
Brixmor Operating Partnership LP | 3.850% | 2/1/25 | 475 | 455 | ||
Brixmor Operating Partnership LP | 4.125% | 6/15/26 | 400 | 374 | ||
Brixmor Operating Partnership LP | 3.900% | 3/15/27 | 300 | 276 | ||
Brixmor Operating Partnership LP | 2.250% | 4/1/28 | 1,500 | 1,264 | ||
Brixmor Operating Partnership LP | 4.125% | 5/15/29 | 588 | 525 | ||
Brixmor Operating Partnership LP | 4.050% | 7/1/30 | 1,400 | 1,264 | ||
Camden Property Trust | 4.100% | 10/15/28 | 250 | 237 | ||
Camden Property Trust | 3.150% | 7/1/29 | 100 | 89 | ||
Camden Property Trust | 3.350% | 11/1/49 | 800 | 582 | ||
CBRE Services Inc. | 4.875% | 3/1/26 | 625 | 607 | ||
CBRE Services Inc. | 2.500% | 4/1/31 | 500 | 401 | ||
CBRE Services Inc. | 5.950% | 8/15/34 | 600 | 594 | ||
Corporate Office Properties LP | 2.900% | 12/1/33 | 1,975 | 1,375 | ||
Crown Castle Inc. | 3.200% | 9/1/24 | 525 | 509 | ||
Crown Castle Inc. | 1.350% | 7/15/25 | 522 | 478 | ||
Crown Castle Inc. | 4.450% | 2/15/26 | 1,405 | 1,370 | ||
Crown Castle Inc. | 3.700% | 6/15/26 | 1,175 | 1,117 | ||
Crown Castle Inc. | 1.050% | 7/15/26 | 500 | 439 | ||
Crown Castle Inc. | 4.000% | 3/1/27 | 300 | 286 | ||
Crown Castle Inc. | 2.900% | 3/15/27 | 700 | 641 | ||
Crown Castle Inc. | 3.650% | 9/1/27 | 1,190 | 1,112 | ||
Crown Castle Inc. | 3.800% | 2/15/28 | 525 | 490 | ||
Crown Castle Inc. | 4.800% | 9/1/28 | 600 | 583 | ||
Crown Castle Inc. | 3.100% | 11/15/29 | 400 | 349 | ||
Crown Castle Inc. | 3.300% | 7/1/30 | 1,300 | 1,151 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Crown Castle Inc. | 2.250% | 1/15/31 | 1,250 | 1,020 | ||
Crown Castle Inc. | 2.100% | 4/1/31 | 500 | 400 | ||
Crown Castle Inc. | 2.500% | 7/15/31 | 600 | 493 | ||
Crown Castle Inc. | 5.100% | 5/1/33 | 600 | 590 | ||
Crown Castle Inc. | 2.900% | 4/1/41 | 1,300 | 911 | ||
Crown Castle Inc. | 4.750% | 5/15/47 | 300 | 257 | ||
Crown Castle Inc. | 5.200% | 2/15/49 | 430 | 398 | ||
Crown Castle Inc. | 4.150% | 7/1/50 | 700 | 555 | ||
Crown Castle Inc. | 3.250% | 1/15/51 | 1,200 | 821 | ||
CubeSmart LP | 4.000% | 11/15/25 | 160 | 152 | ||
CubeSmart LP | 3.125% | 9/1/26 | 425 | 391 | ||
CubeSmart LP | 2.250% | 12/15/28 | 500 | 422 | ||
CubeSmart LP | 4.375% | 2/15/29 | 150 | 141 | ||
CubeSmart LP | 3.000% | 2/15/30 | 500 | 428 | ||
CubeSmart LP | 2.000% | 2/15/31 | 300 | 234 | ||
CubeSmart LP | 2.500% | 2/15/32 | 500 | 397 | ||
Digital Realty Trust LP | 5.550% | 1/15/28 | 500 | 494 | ||
Digital Realty Trust LP | 4.450% | 7/15/28 | 1,350 | 1,268 | ||
Digital Realty Trust LP | 3.600% | 7/1/29 | 700 | 623 | ||
EPR Properties | 4.500% | 6/1/27 | 564 | 507 | ||
EPR Properties | 3.750% | 8/15/29 | 686 | 560 | ||
EPR Properties | 3.600% | 11/15/31 | 545 | 426 | ||
Equinix Inc. | 2.625% | 11/18/24 | 2,900 | 2,773 | ||
Equinix Inc. | 1.250% | 7/15/25 | 500 | 457 | ||
Equinix Inc. | 1.000% | 9/15/25 | 500 | 452 | ||
Equinix Inc. | 1.450% | 5/15/26 | 420 | 376 | ||
Equinix Inc. | 2.900% | 11/18/26 | 1,250 | 1,147 | ||
Equinix Inc. | 1.800% | 7/15/27 | 1,150 | 996 | ||
Equinix Inc. | 1.550% | 3/15/28 | 116 | 97 | ||
Equinix Inc. | 2.000% | 5/15/28 | 250 | 213 | ||
Equinix Inc. | 3.200% | 11/18/29 | 2,000 | 1,760 | ||
Equinix Inc. | 2.150% | 7/15/30 | 825 | 668 | ||
Equinix Inc. | 3.000% | 7/15/50 | 400 | 260 | ||
Equinix Inc. | 2.950% | 9/15/51 | 400 | 254 | ||
Equinix Inc. | 3.400% | 2/15/52 | 725 | 509 | ||
ERP Operating LP | 3.375% | 6/1/25 | 350 | 336 | ||
ERP Operating LP | 2.850% | 11/1/26 | 1,300 | 1,203 | ||
ERP Operating LP | 3.500% | 3/1/28 | 500 | 464 | ||
ERP Operating LP | 4.150% | 12/1/28 | 300 | 285 | ||
ERP Operating LP | 3.000% | 7/1/29 | 250 | 220 | ||
ERP Operating LP | 2.500% | 2/15/30 | 300 | 256 | ||
ERP Operating LP | 1.850% | 8/1/31 | 600 | 473 | ||
ERP Operating LP | 4.500% | 7/1/44 | 550 | 481 | ||
ERP Operating LP | 4.500% | 6/1/45 | 350 | 293 | ||
Essex Portfolio LP | 3.875% | 5/1/24 | 275 | 270 | ||
Essex Portfolio LP | 3.500% | 4/1/25 | 200 | 192 | ||
Essex Portfolio LP | 3.375% | 4/15/26 | 963 | 912 | ||
Essex Portfolio LP | 4.000% | 3/1/29 | 280 | 259 | ||
Essex Portfolio LP | 3.000% | 1/15/30 | 405 | 347 | ||
Essex Portfolio LP | 1.650% | 1/15/31 | 877 | 666 | ||
Essex Portfolio LP | 2.650% | 3/15/32 | 455 | 366 | ||
Essex Portfolio LP | 4.500% | 3/15/48 | 1,000 | 818 | ||
Extra Space Storage LP | 5.700% | 4/1/28 | 300 | 300 | ||
Extra Space Storage LP | 3.900% | 4/1/29 | 500 | 456 | ||
Extra Space Storage LP | 5.500% | 7/1/30 | 500 | 496 | ||
Extra Space Storage LP | 2.550% | 6/1/31 | 500 | 405 | ||
Extra Space Storage LP | 2.350% | 3/15/32 | 500 | 391 | ||
Federal Realty OP LP | 3.250% | 7/15/27 | 225 | 204 | ||
Federal Realty OP LP | 5.375% | 5/1/28 | 400 | 393 | ||
Federal Realty OP LP | 3.200% | 6/15/29 | 75 | 65 | ||
Federal Realty OP LP | 4.500% | 12/1/44 | 825 | 647 | ||
GLP Capital LP | 5.250% | 6/1/25 | 625 | 612 | ||
GLP Capital LP | 5.375% | 4/15/26 | 1,100 | 1,077 | ||
GLP Capital LP | 5.750% | 6/1/28 | 100 | 98 | ||
GLP Capital LP | 5.300% | 1/15/29 | 575 | 548 | ||
GLP Capital LP | 4.000% | 1/15/30 | 570 | 494 | ||
GLP Capital LP | 4.000% | 1/15/31 | 800 | 692 | ||
Healthcare Realty Holdings LP | 3.500% | 8/1/26 | 877 | 808 | ||
Healthcare Realty Holdings LP | 3.750% | 7/1/27 | 400 | 369 | ||
Healthcare Realty Holdings LP | 3.625% | 1/15/28 | 300 | 267 | ||
Healthcare Realty Holdings LP | 3.100% | 2/15/30 | 395 | 336 | ||
Healthcare Realty Holdings LP | 2.000% | 3/15/31 | 500 | 384 | ||
Healthpeak OP LLC | 3.400% | 2/1/25 | 213 | 205 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Healthpeak OP LLC | 3.250% | 7/15/26 | 150 | 140 | ||
Healthpeak OP LLC | 3.500% | 7/15/29 | 500 | 448 | ||
Healthpeak OP LLC | 3.000% | 1/15/30 | 2,000 | 1,738 | ||
Healthpeak OP LLC | 2.875% | 1/15/31 | 100 | ��� 84 | ||
Healthpeak OP LLC | 5.250% | 12/15/32 | 500 | 488 | ||
Healthpeak OP LLC | 6.750% | 2/1/41 | 175 | 185 | ||
Highwoods Realty LP | 4.125% | 3/15/28 | 850 | 745 | ||
Highwoods Realty LP | 3.050% | 2/15/30 | 500 | 388 | ||
7 | Host Hotels & Resorts LP | 4.000% | 6/15/25 | 728 | 700 | |
7 | Host Hotels & Resorts LP | 3.375% | 12/15/29 | 400 | 342 | |
7 | Host Hotels & Resorts LP | 3.500% | 9/15/30 | 713 | 605 | |
7 | Host Hotels & Resorts LP | 2.900% | 12/15/31 | 394 | 311 | |
Hudson Pacific Properties LP | 3.950% | 11/1/27 | 250 | 183 | ||
Hudson Pacific Properties LP | 5.950% | 2/15/28 | 500 | 400 | ||
Hudson Pacific Properties LP | 4.650% | 4/1/29 | 200 | 142 | ||
Hudson Pacific Properties LP | 3.250% | 1/15/30 | 240 | 152 | ||
Invitation Homes Operating Partnership LP | 2.300% | 11/15/28 | 675 | 575 | ||
�� | Invitation Homes Operating Partnership LP | 2.700% | 1/15/34 | 675 | 513 | |
Kilroy Realty LP | 3.450% | 12/15/24 | 850 | 807 | ||
Kilroy Realty LP | 4.750% | 12/15/28 | 350 | 310 | ||
Kilroy Realty LP | 2.500% | 11/15/32 | 500 | 350 | ||
Kilroy Realty LP | 2.650% | 11/15/33 | 1,500 | 1,023 | ||
Kimco Realty OP LLC | 4.450% | 1/15/24 | 75 | 74 | ||
Kimco Realty OP LLC | 3.300% | 2/1/25 | 500 | 478 | ||
Kimco Realty OP LLC | 2.800% | 10/1/26 | 1,294 | 1,182 | ||
Kimco Realty OP LLC | 2.700% | 10/1/30 | 250 | 206 | ||
Kimco Realty OP LLC | 2.250% | 12/1/31 | 500 | 389 | ||
Kimco Realty OP LLC | 3.200% | 4/1/32 | 500 | 415 | ||
Kimco Realty OP LLC | 4.600% | 2/1/33 | 575 | 532 | ||
Kimco Realty OP LLC | 4.250% | 4/1/45 | 425 | 323 | ||
Kimco Realty OP LLC | 4.450% | 9/1/47 | 250 | 202 | ||
Kite Realty Group LP | 4.000% | 10/1/26 | 725 | 658 | ||
Life Storage LP | 3.500% | 7/1/26 | 475 | 447 | ||
Life Storage LP | 3.875% | 12/15/27 | 100 | 93 | ||
Life Storage LP | 4.000% | 6/15/29 | 125 | 113 | ||
Life Storage LP | 2.200% | 10/15/30 | 500 | 399 | ||
Life Storage LP | 2.400% | 10/15/31 | 950 | 753 | ||
LXP Industrial Trust | 2.700% | 9/15/30 | 500 | 399 | ||
Mid-America Apartments LP | 3.600% | 6/1/27 | 1,431 | 1,354 | ||
Mid-America Apartments LP | 2.750% | 3/15/30 | 295 | 257 | ||
Mid-America Apartments LP | 1.700% | 2/15/31 | 900 | 712 | ||
Mid-America Apartments LP | 2.875% | 9/15/51 | 500 | 324 | ||
National Health Investors Inc. | 3.000% | 2/1/31 | 1,000 | 768 | ||
NNN REIT Inc. | 4.000% | 11/15/25 | 450 | 428 | ||
NNN REIT Inc. | 3.600% | 12/15/26 | 449 | 418 | ||
NNN REIT Inc. | 3.500% | 10/15/27 | 550 | 505 | ||
NNN REIT Inc. | 4.300% | 10/15/28 | 300 | 280 | ||
NNN REIT Inc. | 2.500% | 4/15/30 | 325 | 270 | ||
NNN REIT Inc. | 4.800% | 10/15/48 | 250 | 207 | ||
NNN REIT Inc. | 3.100% | 4/15/50 | 500 | 307 | ||
NNN REIT Inc. | 3.500% | 4/15/51 | 500 | 338 | ||
NNN REIT Inc. | 3.000% | 4/15/52 | 500 | 302 | ||
Omega Healthcare Investors Inc. | 4.500% | 1/15/25 | 281 | 270 | ||
Omega Healthcare Investors Inc. | 5.250% | 1/15/26 | 475 | 457 | ||
Omega Healthcare Investors Inc. | 4.750% | 1/15/28 | 300 | 274 | ||
Omega Healthcare Investors Inc. | 3.625% | 10/1/29 | 2,000 | 1,642 | ||
Omega Healthcare Investors Inc. | 3.375% | 2/1/31 | 750 | 595 | ||
Phillips Edison Grocery Center Operating Partnership I LP | 2.625% | 11/15/31 | 500 | 372 | ||
Physicians Realty LP | 4.300% | 3/15/27 | 744 | 701 | ||
Physicians Realty LP | 3.950% | 1/15/28 | 300 | 274 | ||
Physicians Realty LP | 2.625% | 11/1/31 | 437 | 340 | ||
Piedmont Operating Partnership LP | 4.450% | 3/15/24 | 275 | 269 | ||
Piedmont Operating Partnership LP | 3.150% | 8/15/30 | 250 | 183 | ||
Piedmont Operating Partnership LP | 2.750% | 4/1/32 | 262 | 177 | ||
Prologis LP | 3.250% | 6/30/26 | 1,075 | 1,019 | ||
Prologis LP | 3.250% | 10/1/26 | 583 | 552 | ||
Prologis LP | 2.125% | 4/15/27 | 1,211 | 1,092 | ||
Prologis LP | 3.375% | 12/15/27 | 250 | 233 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Prologis LP | 4.875% | 6/15/28 | 500 | 496 | ||
Prologis LP | 3.875% | 9/15/28 | 300 | 284 | ||
Prologis LP | 4.000% | 9/15/28 | 500 | 480 | ||
Prologis LP | 4.375% | 2/1/29 | 50 | 48 | ||
Prologis LP | 2.875% | 11/15/29 | 250 | 219 | ||
Prologis LP | 2.250% | 4/15/30 | 400 | 340 | ||
Prologis LP | 1.750% | 7/1/30 | 750 | 603 | ||
Prologis LP | 1.250% | 10/15/30 | 1,214 | 942 | ||
Prologis LP | 1.625% | 3/15/31 | 1,000 | 790 | ||
Prologis LP | 2.250% | 1/15/32 | 400 | 323 | ||
Prologis LP | 4.750% | 6/15/33 | 200 | 195 | ||
Prologis LP | 4.375% | 9/15/48 | 300 | 257 | ||
Prologis LP | 3.050% | 3/1/50 | 175 | 121 | ||
Prologis LP | 3.000% | 4/15/50 | 510 | 347 | ||
Prologis LP | 2.125% | 10/15/50 | 500 | 281 | ||
Prologis LP | 5.250% | 6/15/53 | 700 | 687 | ||
Public Storage | 1.500% | 11/9/26 | 575 | 515 | ||
Public Storage | 3.094% | 9/15/27 | 300 | 280 | ||
Public Storage | 1.850% | 5/1/28 | 600 | 521 | ||
Public Storage | 1.950% | 11/9/28 | 575 | 494 | ||
Public Storage | 3.385% | 5/1/29 | 420 | 388 | ||
Public Storage | 2.300% | 5/1/31 | 1,000 | 834 | ||
Public Storage | 2.250% | 11/9/31 | 375 | 308 | ||
Realty Income Corp. | 3.875% | 7/15/24 | 250 | 245 | ||
Realty Income Corp. | 3.875% | 4/15/25 | 200 | 194 | ||
Realty Income Corp. | 4.625% | 11/1/25 | 738 | 726 | ||
Realty Income Corp. | 4.875% | 6/1/26 | 350 | 346 | ||
Realty Income Corp. | 4.125% | 10/15/26 | 775 | 743 | ||
Realty Income Corp. | 3.000% | 1/15/27 | 525 | 485 | ||
Realty Income Corp. | 3.950% | 8/15/27 | 475 | 452 | ||
Realty Income Corp. | 3.400% | 1/15/28 | 1,000 | 922 | ||
Realty Income Corp. | 3.650% | 1/15/28 | 1,290 | 1,204 | ||
Realty Income Corp. | 2.200% | 6/15/28 | 500 | 432 | ||
Realty Income Corp. | 3.250% | 6/15/29 | 575 | 514 | ||
Realty Income Corp. | 3.100% | 12/15/29 | 500 | 438 | ||
Realty Income Corp. | 3.250% | 1/15/31 | 831 | 727 | ||
Realty Income Corp. | 2.850% | 12/15/32 | 500 | 408 | ||
Realty Income Corp. | 1.800% | 3/15/33 | 500 | 364 | ||
Realty Income Corp. | 4.650% | 3/15/47 | 820 | 734 | ||
Regency Centers LP | 3.600% | 2/1/27 | 340 | 320 | ||
Regency Centers LP | 4.125% | 3/15/28 | 250 | 234 | ||
Regency Centers LP | 2.950% | 9/15/29 | 400 | 343 | ||
Regency Centers LP | 4.400% | 2/1/47 | 400 | 322 | ||
Rexford Industrial Realty LP | 5.000% | 6/15/28 | 300 | 292 | ||
Rexford Industrial Realty LP | 2.150% | 9/1/31 | 650 | 507 | ||
Sabra Health Care LP | 5.125% | 8/15/26 | 1,332 | 1,258 | ||
Safehold GL Holdings LLC | 2.850% | 1/15/32 | 650 | 499 | ||
Simon Property Group LP | 2.000% | 9/13/24 | 595 | 567 | ||
Simon Property Group LP | 3.500% | 9/1/25 | 700 | 671 | ||
Simon Property Group LP | 3.300% | 1/15/26 | 195 | 186 | ||
Simon Property Group LP | 3.250% | 11/30/26 | 300 | 281 | ||
Simon Property Group LP | 1.375% | 1/15/27 | 500 | 438 | ||
Simon Property Group LP | 3.375% | 6/15/27 | 820 | 762 | ||
Simon Property Group LP | 3.375% | 12/1/27 | 1,000 | 926 | ||
Simon Property Group LP | 1.750% | 2/1/28 | 500 | 429 | ||
Simon Property Group LP | 2.450% | 9/13/29 | 1,595 | 1,346 | ||
Simon Property Group LP | 2.650% | 7/15/30 | 500 | 426 | ||
Simon Property Group LP | 2.200% | 2/1/31 | 600 | 482 | ||
Simon Property Group LP | 2.250% | 1/15/32 | 500 | 391 | ||
Simon Property Group LP | 2.650% | 2/1/32 | 700 | 569 | ||
Simon Property Group LP | 6.750% | 2/1/40 | 500 | 544 | ||
Simon Property Group LP | 4.750% | 3/15/42 | 350 | 306 | ||
Simon Property Group LP | 4.250% | 11/30/46 | 425 | 336 | ||
Simon Property Group LP | 3.250% | 9/13/49 | 900 | 604 | ||
Simon Property Group LP | 3.800% | 7/15/50 | 1,500 | 1,110 | ||
SITE Centers Corp. | 3.625% | 2/1/25 | 463 | 436 | ||
SITE Centers Corp. | 4.250% | 2/1/26 | 250 | 235 | ||
SITE Centers Corp. | 4.700% | 6/1/27 | 1,000 | 921 | ||
Spirit Realty LP | 3.200% | 1/15/27 | 315 | 284 | ||
Spirit Realty LP | 2.100% | 3/15/28 | 1,200 | 1,009 | ||
Spirit Realty LP | 4.000% | 7/15/29 | 245 | 217 | ||
Spirit Realty LP | 3.400% | 1/15/30 | 520 | 443 | ||
STORE Capital Corp. | 4.500% | 3/15/28 | 225 | 197 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
STORE Capital Corp. | 4.625% | 3/15/29 | 300 | 253 | ||
Sun Communities Operating LP | 2.300% | 11/1/28 | 725 | 610 | ||
Sun Communities Operating LP | 2.700% | 7/15/31 | 500 | 395 | ||
Sun Communities Operating LP | 4.200% | 4/15/32 | 500 | 437 | ||
Sun Communities Operating LP | 5.700% | 1/15/33 | 500 | 489 | ||
Tanger Properties LP | 3.125% | 9/1/26 | 723 | 641 | ||
Tanger Properties LP | 3.875% | 7/15/27 | 250 | 225 | ||
7 | UDR Inc. | 2.950% | 9/1/26 | 600 | 549 | |
7 | UDR Inc. | 3.500% | 7/1/27 | 150 | 140 | |
7 | UDR Inc. | 3.500% | 1/15/28 | 50 | 46 | |
7 | UDR Inc. | 3.200% | 1/15/30 | 240 | 212 | |
7 | UDR Inc. | 2.100% | 8/1/32 | 1,175 | 894 | |
7 | UDR Inc. | 1.900% | 3/15/33 | 1,000 | 739 | |
UDR Inc. | 3.100% | 11/1/34 | 265 | 212 | ||
Ventas Realty LP | 2.650% | 1/15/25 | 456 | 429 | ||
Ventas Realty LP | 3.500% | 2/1/25 | 59 | 57 | ||
Ventas Realty LP | 3.850% | 4/1/27 | 275 | 257 | ||
Ventas Realty LP | 3.000% | 1/15/30 | 325 | 278 | ||
Ventas Realty LP | 5.700% | 9/30/43 | 325 | 304 | ||
Ventas Realty LP | 4.875% | 4/15/49 | 650 | 554 | ||
VICI Properties LP | 4.750% | 2/15/28 | 900 | 853 | ||
VICI Properties LP | 4.950% | 2/15/30 | 900 | 844 | ||
VICI Properties LP | 5.125% | 5/15/32 | 900 | 841 | ||
VICI Properties LP | 5.625% | 5/15/52 | 700 | 633 | ||
Vornado Realty LP | 3.500% | 1/15/25 | 425 | 400 | ||
Vornado Realty LP | 3.400% | 6/1/31 | 500 | 361 | ||
Welltower OP LLC | 3.625% | 3/15/24 | 225 | 221 | ||
Welltower OP LLC | 4.000% | 6/1/25 | 1,264 | 1,222 | ||
Welltower OP LLC | 4.250% | 4/1/26 | 856 | 828 | ||
Welltower OP LLC | 2.700% | 2/15/27 | 662 | 601 | ||
Welltower OP LLC | 4.250% | 4/15/28 | 750 | 707 | ||
Welltower OP LLC | 4.125% | 3/15/29 | 500 | 464 | ||
Welltower OP LLC | 3.100% | 1/15/30 | 1,250 | 1,088 | ||
Welltower OP LLC | 2.750% | 1/15/31 | 500 | 412 | ||
Welltower OP LLC | 2.800% | 6/1/31 | 700 | 580 | ||
Welltower OP LLC | 2.750% | 1/15/32 | 525 | 424 | ||
Welltower OP LLC | 3.850% | 6/15/32 | 500 | 442 | ||
Welltower OP LLC | 6.500% | 3/15/41 | 200 | 206 | ||
Welltower OP LLC | 4.950% | 9/1/48 | 400 | 357 | ||
Weyerhaeuser Co. | 4.750% | 5/15/26 | 253 | 249 | ||
Weyerhaeuser Co. | 4.000% | 11/15/29 | 750 | 693 | ||
Weyerhaeuser Co. | 4.000% | 4/15/30 | 800 | 736 | ||
Weyerhaeuser Co. | 7.375% | 3/15/32 | 219 | 244 | ||
Weyerhaeuser Co. | 3.375% | 3/9/33 | 200 | 172 | ||
Weyerhaeuser Co. | 4.000% | 3/9/52 | 500 | 399 | ||
WP Carey Inc. | 4.000% | 2/1/25 | 200 | 194 | ||
WP Carey Inc. | 4.250% | 10/1/26 | 300 | 288 | ||
WP Carey Inc. | 3.850% | 7/15/29 | 200 | 181 | ||
WP Carey Inc. | 2.250% | 4/1/33 | 1,000 | 753 | ||
183,698 | ||||||
Technology (0.9%) | ||||||
Adobe Inc. | 1.900% | 2/1/25 | 100 | 95 | ||
Adobe Inc. | 3.250% | 2/1/25 | 800 | 777 | ||
Adobe Inc. | 2.150% | 2/1/27 | 500 | 460 | ||
Adobe Inc. | 2.300% | 2/1/30 | 1,060 | 930 | ||
Amdocs Ltd. | 2.538% | 6/15/30 | 600 | 502 | ||
Analog Devices Inc. | 2.950% | 4/1/25 | 300 | 288 | ||
Analog Devices Inc. | 3.500% | 12/5/26 | 500 | 482 | ||
11 | Analog Devices Inc. | 3.450% | 6/15/27 | 250 | 237 | |
Analog Devices Inc. | 1.700% | 10/1/28 | 800 | 687 | ||
Analog Devices Inc. | 2.100% | 10/1/31 | 900 | 745 | ||
Analog Devices Inc. | 2.800% | 10/1/41 | 1,050 | 780 | ||
Analog Devices Inc. | 2.950% | 10/1/51 | 950 | 672 | ||
Apple Inc. | 1.800% | 9/11/24 | 500 | 481 | ||
Apple Inc. | 2.750% | 1/13/25 | 1,200 | 1,157 | ||
Apple Inc. | 1.125% | 5/11/25 | 6,450 | 6,010 | ||
Apple Inc. | 0.550% | 8/20/25 | 1,000 | 913 | ||
Apple Inc. | 0.700% | 2/8/26 | 2,200 | 1,984 | ||
Apple Inc. | 3.250% | 2/23/26 | 3,805 | 3,665 | ||
Apple Inc. | 2.450% | 8/4/26 | 500 | 468 | ||
Apple Inc. | 2.050% | 9/11/26 | 3,000 | 2,764 | ||
Apple Inc. | 3.350% | 2/9/27 | 200 | 192 | ||
Apple Inc. | 3.200% | 5/11/27 | 2,700 | 2,578 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Apple Inc. | 2.900% | 9/12/27 | 2,331 | 2,189 | ||
Apple Inc. | 3.000% | 11/13/27 | 1,025 | 966 | ||
Apple Inc. | 1.200% | 2/8/28 | 2,200 | 1,905 | ||
Apple Inc. | 4.000% | 5/10/28 | 1,525 | 1,499 | ||
Apple Inc. | 1.400% | 8/5/28 | 2,000 | 1,727 | ||
Apple Inc. | 2.200% | 9/11/29 | 1,475 | 1,295 | ||
Apple Inc. | 4.150% | 5/10/30 | 408 | 402 | ||
Apple Inc. | 1.650% | 5/11/30 | 2,000 | 1,684 | ||
Apple Inc. | 1.250% | 8/20/30 | 1,000 | 812 | ||
Apple Inc. | 1.650% | 2/8/31 | 2,500 | 2,072 | ||
Apple Inc. | 1.700% | 8/5/31 | 900 | 741 | ||
Apple Inc. | 4.300% | 5/10/33 | 816 | 812 | ||
Apple Inc. | 4.500% | 2/23/36 | 825 | 840 | ||
Apple Inc. | 2.375% | 2/8/41 | 1,300 | 959 | ||
Apple Inc. | 3.850% | 5/4/43 | 2,825 | 2,518 | ||
Apple Inc. | 4.450% | 5/6/44 | 625 | 609 | ||
Apple Inc. | 3.450% | 2/9/45 | 1,594 | 1,341 | ||
Apple Inc. | 4.375% | 5/13/45 | 1,775 | 1,684 | ||
Apple Inc. | 4.650% | 2/23/46 | 3,720 | 3,664 | ||
Apple Inc. | 3.850% | 8/4/46 | 1,750 | 1,538 | ||
Apple Inc. | 3.750% | 9/12/47 | 842 | 727 | ||
Apple Inc. | 3.750% | 11/13/47 | 1,000 | 865 | ||
Apple Inc. | 2.950% | 9/11/49 | 1,600 | 1,191 | ||
Apple Inc. | 2.650% | 5/11/50 | 1,855 | 1,292 | ||
Apple Inc. | 2.400% | 8/20/50 | 1,732 | 1,156 | ||
Apple Inc. | 2.650% | 2/8/51 | 2,700 | 1,864 | ||
Apple Inc. | 2.700% | 8/5/51 | 1,600 | 1,114 | ||
Apple Inc. | 3.950% | 8/8/52 | 1,500 | 1,321 | ||
Apple Inc. | 4.850% | 5/10/53 | 1,019 | 1,044 | ||
Apple Inc. | 2.550% | 8/20/60 | 1,100 | 725 | ||
Apple Inc. | 2.800% | 2/8/61 | 2,000 | 1,351 | ||
Apple Inc. | 2.850% | 8/5/61 | 1,300 | 885 | ||
Applied Materials Inc. | 3.900% | 10/1/25 | 456 | 446 | ||
Applied Materials Inc. | 3.300% | 4/1/27 | 1,065 | 1,017 | ||
Applied Materials Inc. | 1.750% | 6/1/30 | 350 | 292 | ||
Applied Materials Inc. | 5.100% | 10/1/35 | 400 | 406 | ||
Applied Materials Inc. | 5.850% | 6/15/41 | 250 | 274 | ||
Applied Materials Inc. | 4.350% | 4/1/47 | 1,225 | 1,147 | ||
Applied Materials Inc. | 2.750% | 6/1/50 | 550 | 389 | ||
Arrow Electronics Inc. | 3.250% | 9/8/24 | 509 | 491 | ||
Arrow Electronics Inc. | 4.000% | 4/1/25 | 300 | 290 | ||
Arrow Electronics Inc. | 3.875% | 1/12/28 | 400 | 370 | ||
Arrow Electronics Inc. | 2.950% | 2/15/32 | 400 | 330 | ||
Autodesk Inc. | 4.375% | 6/15/25 | 250 | 245 | ||
Autodesk Inc. | 3.500% | 6/15/27 | 375 | 355 | ||
Autodesk Inc. | 2.850% | 1/15/30 | 360 | 315 | ||
Autodesk Inc. | 2.400% | 12/15/31 | 900 | 738 | ||
Automatic Data Processing Inc. | 3.375% | 9/15/25 | 825 | 797 | ||
Automatic Data Processing Inc. | 1.700% | 5/15/28 | 1,000 | 878 | ||
Automatic Data Processing Inc. | 1.250% | 9/1/30 | 1,100 | 892 | ||
Avnet Inc. | 4.625% | 4/15/26 | 450 | 436 | ||
Avnet Inc. | 6.250% | 3/15/28 | 419 | 424 | ||
Avnet Inc. | 3.000% | 5/15/31 | 200 | 160 | ||
Block Financial LLC | 5.250% | 10/1/25 | 350 | 344 | ||
Block Financial LLC | 2.500% | 7/15/28 | 400 | 341 | ||
Block Financial LLC | 3.875% | 8/15/30 | 600 | 529 | ||
Broadcom Corp. | 3.875% | 1/15/27 | 3,150 | 3,004 | ||
Broadcom Corp. | 3.500% | 1/15/28 | 800 | 739 | ||
Broadcom Inc. | 2.250% | 11/15/23 | 700 | 690 | ||
Broadcom Inc. | 3.150% | 11/15/25 | 1,233 | 1,172 | ||
Broadcom Inc. | 3.459% | 9/15/26 | 588 | 556 | ||
11 | Broadcom Inc. | 1.950% | 2/15/28 | 600 | 519 | |
Broadcom Inc. | 4.110% | 9/15/28 | 1,865 | 1,765 | ||
11 | Broadcom Inc. | 4.000% | 4/15/29 | 500 | 462 | |
Broadcom Inc. | 4.750% | 4/15/29 | 1,500 | 1,452 | ||
Broadcom Inc. | 5.000% | 4/15/30 | 550 | 539 | ||
Broadcom Inc. | 4.150% | 11/15/30 | 2,000 | 1,838 | ||
11 | Broadcom Inc. | 2.450% | 2/15/31 | 2,200 | 1,787 | |
Broadcom Inc. | 4.300% | 11/15/32 | 1,500 | 1,374 | ||
11 | Broadcom Inc. | 2.600% | 2/15/33 | 1,500 | 1,169 | |
11 | Broadcom Inc. | 3.419% | 4/15/33 | 1,892 | 1,584 | |
11 | Broadcom Inc. | 3.469% | 4/15/34 | 2,902 | 2,379 | |
11 | Broadcom Inc. | 3.137% | 11/15/35 | 1,360 | 1,042 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
11 | Broadcom Inc. | 3.187% | 11/15/36 | 2,800 | 2,116 | |
11 | Broadcom Inc. | 4.926% | 5/15/37 | 2,850 | 2,573 | |
11 | Broadcom Inc. | 3.500% | 2/15/41 | 2,100 | 1,572 | |
11 | Broadcom Inc. | 3.750% | 2/15/51 | 1,500 | 1,107 | |
Broadridge Financial Solutions Inc. | 3.400% | 6/27/26 | 320 | 302 | ||
Broadridge Financial Solutions Inc. | 2.900% | 12/1/29 | 375 | 321 | ||
Broadridge Financial Solutions Inc. | 2.600% | 5/1/31 | 900 | 738 | ||
Cadence Design Systems Inc. | 4.375% | 10/15/24 | 279 | 274 | ||
CDW LLC | 4.125% | 5/1/25 | 300 | 290 | ||
CDW LLC | 4.250% | 4/1/28 | 347 | 319 | ||
CDW LLC | 3.250% | 2/15/29 | 487 | 420 | ||
CGI Inc. | 1.450% | 9/14/26 | 625 | 552 | ||
CGI Inc. | 2.300% | 9/14/31 | 400 | 312 | ||
Cintas Corp. No. 2 | 3.700% | 4/1/27 | 1,373 | 1,323 | ||
Cisco Systems Inc. | 2.950% | 2/28/26 | 1,550 | 1,488 | ||
Cisco Systems Inc. | 2.500% | 9/20/26 | 1,350 | 1,265 | ||
Cisco Systems Inc. | 5.900% | 2/15/39 | 1,400 | 1,549 | ||
Cisco Systems Inc. | 5.500% | 1/15/40 | 1,275 | 1,354 | ||
Corning Inc. | 4.700% | 3/15/37 | 750 | 695 | ||
Corning Inc. | 5.750% | 8/15/40 | 665 | 675 | ||
Corning Inc. | 4.750% | 3/15/42 | 300 | 275 | ||
Corning Inc. | 4.375% | 11/15/57 | 775 | 630 | ||
Corning Inc. | 5.850% | 11/15/68 | 400 | 383 | ||
Corning Inc. | 5.450% | 11/15/79 | 700 | 636 | ||
Dell Inc. | 7.100% | 4/15/28 | 70 | 75 | ||
Dell Inc. | 6.500% | 4/15/38 | 400 | 414 | ||
Dell International LLC | 4.000% | 7/15/24 | 1,625 | 1,598 | ||
Dell International LLC | 5.850% | 7/15/25 | 700 | 703 | ||
Dell International LLC | 6.020% | 6/15/26 | 4,500 | 4,565 | ||
Dell International LLC | 4.900% | 10/1/26 | 1,000 | 993 | ||
Dell International LLC | 6.100% | 7/15/27 | 800 | 824 | ||
Dell International LLC | 5.250% | 2/1/28 | 885 | 883 | ||
Dell International LLC | 5.300% | 10/1/29 | 1,650 | 1,637 | ||
Dell International LLC | 6.200% | 7/15/30 | 675 | 702 | ||
Dell International LLC | 5.750% | 2/1/33 | 900 | 909 | ||
Dell International LLC | 8.100% | 7/15/36 | 972 | 1,129 | ||
11 | Dell International LLC | 3.375% | 12/15/41 | 500 | 353 | |
Dell International LLC | 8.350% | 7/15/46 | 571 | 699 | ||
11 | Dell International LLC | 3.450% | 12/15/51 | 1,200 | 801 | |
DXC Technology Co. | 1.800% | 9/15/26 | 700 | 608 | ||
DXC Technology Co. | 2.375% | 9/15/28 | 2,600 | 2,169 | ||
Equifax Inc. | 2.600% | 12/1/24 | 200 | 191 | ||
Equifax Inc. | 2.600% | 12/15/25 | 375 | 349 | ||
Equifax Inc. | 5.100% | 6/1/28 | 1,500 | 1,480 | ||
Equifax Inc. | 3.100% | 5/15/30 | 445 | 385 | ||
Equifax Inc. | 2.350% | 9/15/31 | 900 | 719 | ||
Fidelity National Information Services Inc. | 1.150% | 3/1/26 | 900 | 803 | ||
Fidelity National Information Services Inc. | 1.650% | 3/1/28 | 700 | 592 | ||
Fidelity National Information Services Inc. | 3.750% | 5/21/29 | 250 | 228 | ||
Fidelity National Information Services Inc. | 2.250% | 3/1/31 | 700 | 560 | ||
Fidelity National Information Services Inc. | 3.100% | 3/1/41 | 700 | 482 | ||
Fiserv Inc. | 2.750% | 7/1/24 | 1,400 | 1,359 | ||
Fiserv Inc. | 3.850% | 6/1/25 | 767 | 744 | ||
Fiserv Inc. | 3.200% | 7/1/26 | 2,100 | 1,970 | ||
Fiserv Inc. | 2.250% | 6/1/27 | 1,550 | 1,393 | ||
Fiserv Inc. | 4.200% | 10/1/28 | 800 | 767 | ||
Fiserv Inc. | 3.500% | 7/1/29 | 2,505 | 2,292 | ||
Fiserv Inc. | 2.650% | 6/1/30 | 1,900 | 1,619 | ||
Fiserv Inc. | 4.400% | 7/1/49 | 1,650 | 1,388 | ||
Flex Ltd. | 4.750% | 6/15/25 | 25 | 24 | ||
Flex Ltd. | 4.875% | 6/15/29 | 514 | 492 | ||
Fortinet Inc. | 1.000% | 3/15/26 | 500 | 446 | ||
Fortinet Inc. | 2.200% | 3/15/31 | 500 | 405 | ||
Global Payments Inc. | 1.500% | 11/15/24 | 500 | 470 | ||
Global Payments Inc. | 2.650% | 2/15/25 | 1,425 | 1,352 | ||
Global Payments Inc. | 1.200% | 3/1/26 | 1,000 | 889 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Global Payments Inc. | 4.800% | 4/1/26 | 600 | 587 | ||
Global Payments Inc. | 2.150% | 1/15/27 | 700 | 622 | ||
Global Payments Inc. | 4.950% | 8/15/27 | 250 | 244 | ||
Global Payments Inc. | 4.450% | 6/1/28 | 300 | 282 | ||
Global Payments Inc. | 3.200% | 8/15/29 | 1,600 | 1,391 | ||
Global Payments Inc. | 2.900% | 5/15/30 | 500 | 424 | ||
Global Payments Inc. | 2.900% | 11/15/31 | 800 | 652 | ||
Global Payments Inc. | 5.400% | 8/15/32 | 650 | 633 | ||
Global Payments Inc. | 4.150% | 8/15/49 | 800 | 598 | ||
Global Payments Inc. | 5.950% | 8/15/52 | 930 | 891 | ||
GXO Logistics Inc. | 2.650% | 7/15/31 | 500 | 390 | ||
Harman International Industries Inc. | 4.150% | 5/15/25 | 351 | 340 | ||
Hewlett Packard Enterprise Co. | 5.900% | 10/1/24 | 250 | 250 | ||
Hewlett Packard Enterprise Co. | 4.900% | 10/15/25 | 1,600 | 1,578 | ||
Hewlett Packard Enterprise Co. | 1.750% | 4/1/26 | 440 | 401 | ||
Hewlett Packard Enterprise Co. | 5.250% | 7/1/28 | 1,000 | 990 | ||
Hewlett Packard Enterprise Co. | 6.200% | 10/15/35 | 950 | 995 | ||
Hewlett Packard Enterprise Co. | 6.350% | 10/15/45 | 1,350 | 1,406 | ||
HP Inc. | 2.200% | 6/17/25 | 1,925 | 1,810 | ||
HP Inc. | 1.450% | 6/17/26 | 900 | 808 | ||
HP Inc. | 3.000% | 6/17/27 | 900 | 830 | ||
HP Inc. | 4.750% | 1/15/28 | 675 | 659 | ||
HP Inc. | 4.000% | 4/15/29 | 800 | 747 | ||
HP Inc. | 3.400% | 6/17/30 | 800 | 702 | ||
HP Inc. | 2.650% | 6/17/31 | 900 | 725 | ||
HP Inc. | 4.200% | 4/15/32 | 800 | 717 | ||
HP Inc. | 5.500% | 1/15/33 | 500 | 491 | ||
HP Inc. | 6.000% | 9/15/41 | 1,110 | 1,121 | ||
Hubbell Inc. | 3.350% | 3/1/26 | 300 | 286 | ||
Hubbell Inc. | 3.150% | 8/15/27 | 275 | 254 | ||
Hubbell Inc. | 3.500% | 2/15/28 | 400 | 375 | ||
Intel Corp. | 3.400% | 3/25/25 | 1,050 | 1,018 | ||
Intel Corp. | 3.700% | 7/29/25 | 1,655 | 1,608 | ||
Intel Corp. | 2.600% | 5/19/26 | 690 | 649 | ||
Intel Corp. | 3.750% | 3/25/27 | 1,750 | 1,683 | ||
Intel Corp. | 3.750% | 8/5/27 | 400 | 383 | ||
Intel Corp. | 4.875% | 2/10/28 | 1,500 | 1,495 | ||
Intel Corp. | 1.600% | 8/12/28 | 900 | 775 | ||
Intel Corp. | 2.450% | 11/15/29 | 1,400 | 1,214 | ||
Intel Corp. | 5.125% | 2/10/30 | 1,000 | 1,006 | ||
Intel Corp. | 3.900% | 3/25/30 | 1,240 | 1,169 | ||
Intel Corp. | 2.000% | 8/12/31 | 1,000 | 815 | ||
Intel Corp. | 4.150% | 8/5/32 | 875 | 834 | ||
Intel Corp. | 4.000% | 12/15/32 | 1,125 | 1,057 | ||
Intel Corp. | 5.200% | 2/10/33 | 1,850 | 1,867 | ||
Intel Corp. | 4.600% | 3/25/40 | 1,000 | 934 | ||
Intel Corp. | 2.800% | 8/12/41 | 700 | 499 | ||
Intel Corp. | 4.800% | 10/1/41 | 1,065 | 992 | ||
Intel Corp. | 4.100% | 5/19/46 | 1,350 | 1,136 | ||
Intel Corp. | 4.100% | 5/11/47 | 800 | 674 | ||
Intel Corp. | 3.734% | 12/8/47 | 2,200 | 1,711 | ||
Intel Corp. | 3.250% | 11/15/49 | 600 | 422 | ||
Intel Corp. | 4.750% | 3/25/50 | 2,185 | 1,976 | ||
Intel Corp. | 3.050% | 8/12/51 | 1,000 | 670 | ||
Intel Corp. | 4.900% | 8/5/52 | 1,100 | 1,014 | ||
Intel Corp. | 5.700% | 2/10/53 | 3,084 | 3,142 | ||
Intel Corp. | 3.100% | 2/15/60 | 700 | 448 | ||
Intel Corp. | 3.200% | 8/12/61 | 700 | 455 | ||
Intel Corp. | 5.050% | 8/5/62 | 1,520 | 1,401 | ||
Intel Corp. | 5.900% | 2/10/63 | 985 | 1,016 | ||
International Business Machines Corp. | 4.500% | 2/6/26 | 850 | 838 | ||
International Business Machines Corp. | 3.450% | 2/19/26 | 900 | 862 | ||
International Business Machines Corp. | 3.300% | 5/15/26 | 2,365 | 2,254 | ||
International Business Machines Corp. | 1.700% | 5/15/27 | 3,300 | 2,926 | ||
International Business Machines Corp. | 4.500% | 2/6/28 | 1,000 | 981 | ||
International Business Machines Corp. | 3.500% | 5/15/29 | 2,975 | 2,748 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
International Business Machines Corp. | 1.950% | 5/15/30 | 2,000 | 1,658 | ||
International Business Machines Corp. | 4.750% | 2/6/33 | 1,000 | 981 | ||
International Business Machines Corp. | 4.150% | 5/15/39 | 1,350 | 1,184 | ||
International Business Machines Corp. | 5.600% | 11/30/39 | 414 | 425 | ||
International Business Machines Corp. | 2.850% | 5/15/40 | 970 | 711 | ||
International Business Machines Corp. | 4.000% | 6/20/42 | 730 | 617 | ||
International Business Machines Corp. | 4.250% | 5/15/49 | 2,800 | 2,386 | ||
International Business Machines Corp. | 2.950% | 5/15/50 | 545 | 365 | ||
International Business Machines Corp. | 3.430% | 2/9/52 | 425 | 309 | ||
International Business Machines Corp. | 4.900% | 7/27/52 | 714 | 666 | ||
International Business Machines Corp. | 5.100% | 2/6/53 | 1,750 | 1,684 | ||
Intuit Inc. | 0.950% | 7/15/25 | 250 | 229 | ||
Intuit Inc. | 1.350% | 7/15/27 | 400 | 351 | ||
Intuit Inc. | 1.650% | 7/15/30 | 700 | 569 | ||
Jabil Inc. | 3.950% | 1/12/28 | 400 | 374 | ||
Jabil Inc. | 3.600% | 1/15/30 | 500 | 448 | ||
Jabil Inc. | 3.000% | 1/15/31 | 450 | 382 | ||
Juniper Networks Inc. | 1.200% | 12/10/25 | 500 | 447 | ||
Juniper Networks Inc. | 3.750% | 8/15/29 | 500 | 451 | ||
Juniper Networks Inc. | 2.000% | 12/10/30 | 500 | 388 | ||
Juniper Networks Inc. | 5.950% | 3/15/41 | 150 | 146 | ||
KLA Corp. | 4.650% | 11/1/24 | 240 | 237 | ||
KLA Corp. | 4.100% | 3/15/29 | 300 | 289 | ||
KLA Corp. | 4.650% | 7/15/32 | 900 | 897 | ||
KLA Corp. | 5.000% | 3/15/49 | 800 | 775 | ||
KLA Corp. | 3.300% | 3/1/50 | 700 | 527 | ||
KLA Corp. | 4.950% | 7/15/52 | 1,000 | 984 | ||
KLA Corp. | 5.250% | 7/15/62 | 750 | 760 | ||
Kyndryl Holdings Inc. | 2.050% | 10/15/26 | 300 | 261 | ||
Kyndryl Holdings Inc. | 2.700% | 10/15/28 | 100 | 81 | ||
Kyndryl Holdings Inc. | 3.150% | 10/15/31 | 600 | 450 | ||
Kyndryl Holdings Inc. | 4.100% | 10/15/41 | 400 | 268 | ||
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 | 579 | ||
Lam Research Corp. | 1.900% | 6/15/30 | 785 | 653 | ||
Lam Research Corp. | 4.875% | 3/15/49 | 500 | 485 | ||
Lam Research Corp. | 2.875% | 6/15/50 | 500 | 349 | ||
Lam Research Corp. | 3.125% | 6/15/60 | 400 | 271 | ||
Legrand France SA | 8.500% | 2/15/25 | 300 | 314 | ||
Leidos Inc. | 3.625% | 5/15/25 | 355 | 340 | ||
Leidos Inc. | 4.375% | 5/15/30 | 1,200 | 1,106 | ||
Leidos Inc. | 2.300% | 2/15/31 | 800 | 631 | ||
Marvell Technology Inc. | 2.450% | 4/15/28 | 400 | 349 | ||
7 | Marvell Technology Inc. | 4.875% | 6/22/28 | 300 | 291 | |
Marvell Technology Inc. | 2.950% | 4/15/31 | 300 | 251 | ||
Microchip Technology Inc. | 4.250% | 9/1/25 | 1,000 | 969 | ||
Micron Technology Inc. | 4.975% | 2/6/26 | 275 | 271 | ||
Micron Technology Inc. | 4.185% | 2/15/27 | 750 | 719 | ||
Micron Technology Inc. | 5.375% | 4/15/28 | 800 | 793 | ||
Micron Technology Inc. | 5.327% | 2/6/29 | 575 | 567 | ||
Micron Technology Inc. | 6.750% | 11/1/29 | 415 | 431 | ||
Micron Technology Inc. | 4.663% | 2/15/30 | 300 | 283 | ||
Micron Technology Inc. | 2.703% | 4/15/32 | 700 | 553 | ||
Micron Technology Inc. | 5.875% | 2/9/33 | 709 | 707 | ||
Micron Technology Inc. | 5.875% | 9/15/33 | 700 | 694 | ||
Micron Technology Inc. | 3.366% | 11/1/41 | 500 | 349 | ||
Micron Technology Inc. | 3.477% | 11/1/51 | 500 | 333 | ||
Microsoft Corp. | 3.125% | 11/3/25 | 2,270 | 2,185 | ||
Microsoft Corp. | 2.400% | 8/8/26 | 3,700 | 3,472 | ||
Microsoft Corp. | 3.300% | 2/6/27 | 3,800 | 3,655 | ||
Microsoft Corp. | 3.500% | 2/12/35 | 1,325 | 1,240 | ||
Microsoft Corp. | 3.450% | 8/8/36 | 1,750 | 1,596 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Microsoft Corp. | 4.100% | 2/6/37 | 1,075 | 1,044 | ||
Microsoft Corp. | 3.700% | 8/8/46 | 3,824 | 3,346 | ||
Microsoft Corp. | 2.525% | 6/1/50 | 5,065 | 3,504 | ||
Microsoft Corp. | 2.921% | 3/17/52 | 6,076 | 4,516 | ||
Microsoft Corp. | 2.675% | 6/1/60 | 3,407 | 2,282 | ||
Microsoft Corp. | 3.041% | 3/17/62 | 3,471 | 2,534 | ||
Moody's Corp. | 3.250% | 1/15/28 | 300 | 280 | ||
Moody's Corp. | 2.000% | 8/19/31 | 600 | 483 | ||
Moody's Corp. | 2.750% | 8/19/41 | 600 | 421 | ||
Moody's Corp. | 5.250% | 7/15/44 | 600 | 587 | ||
Moody's Corp. | 4.875% | 12/17/48 | 300 | 281 | ||
Moody's Corp. | 3.250% | 5/20/50 | 250 | 177 | ||
Moody's Corp. | 3.750% | 2/25/52 | 500 | 395 | ||
Moody's Corp. | 3.100% | 11/29/61 | 250 | 164 | ||
Motorola Solutions Inc. | 4.000% | 9/1/24 | 32 | 31 | ||
Motorola Solutions Inc. | 4.600% | 2/23/28 | 700 | 679 | ||
Motorola Solutions Inc. | 4.600% | 5/23/29 | 500 | 484 | ||
Motorola Solutions Inc. | 2.300% | 11/15/30 | 1,000 | 809 | ||
Motorola Solutions Inc. | 2.750% | 5/24/31 | 500 | 410 | ||
Motorola Solutions Inc. | 5.500% | 9/1/44 | 300 | 285 | ||
NetApp Inc. | 3.300% | 9/29/24 | 300 | 290 | ||
NetApp Inc. | 1.875% | 6/22/25 | 500 | 465 | ||
NetApp Inc. | 2.375% | 6/22/27 | 400 | 363 | ||
NetApp Inc. | 2.700% | 6/22/30 | 600 | 505 | ||
Nokia OYJ | 6.625% | 5/15/39 | 425 | 408 | ||
NVIDIA Corp. | 3.200% | 9/16/26 | 1,764 | 1,699 | ||
NVIDIA Corp. | 1.550% | 6/15/28 | 1,000 | 873 | ||
NVIDIA Corp. | 2.850% | 4/1/30 | 1,150 | 1,043 | ||
NVIDIA Corp. | 2.000% | 6/15/31 | 1,000 | 838 | ||
NVIDIA Corp. | 3.500% | 4/1/40 | 800 | 685 | ||
NVIDIA Corp. | 3.500% | 4/1/50 | 1,965 | 1,596 | ||
NVIDIA Corp. | 3.700% | 4/1/60 | 350 | 288 | ||
NXP BV | 5.350% | 3/1/26 | 787 | 782 | ||
NXP BV | 3.875% | 6/18/26 | 300 | 288 | ||
NXP BV | 3.150% | 5/1/27 | 930 | 856 | ||
NXP BV | 5.550% | 12/1/28 | 375 | 378 | ||
NXP BV | 4.300% | 6/18/29 | 750 | 706 | ||
NXP BV | 3.400% | 5/1/30 | 1,100 | 974 | ||
NXP BV | 2.500% | 5/11/31 | 900 | 734 | ||
NXP BV | 2.650% | 2/15/32 | 1,917 | 1,550 | ||
NXP BV | 3.250% | 5/11/41 | 900 | 654 | ||
NXP BV | 3.125% | 2/15/42 | 400 | 280 | ||
NXP BV | 3.250% | 11/30/51 | 400 | 268 | ||
Oracle Corp. | 2.950% | 11/15/24 | 2,860 | 2,762 | ||
Oracle Corp. | 2.500% | 4/1/25 | 4,156 | 3,945 | ||
Oracle Corp. | 2.950% | 5/15/25 | 3,125 | 2,982 | ||
Oracle Corp. | 1.650% | 3/25/26 | 2,325 | 2,111 | ||
Oracle Corp. | 2.650% | 7/15/26 | 2,500 | 2,315 | ||
Oracle Corp. | 2.800% | 4/1/27 | 1,950 | 1,794 | ||
Oracle Corp. | 2.300% | 3/25/28 | 1,700 | 1,500 | ||
Oracle Corp. | 4.500% | 5/6/28 | 209 | 203 | ||
Oracle Corp. | 6.150% | 11/9/29 | 1,075 | 1,120 | ||
Oracle Corp. | 2.950% | 4/1/30 | 2,950 | 2,575 | ||
Oracle Corp. | 4.650% | 5/6/30 | 600 | 580 | ||
Oracle Corp. | 2.875% | 3/25/31 | 3,000 | 2,557 | ||
Oracle Corp. | 6.250% | 11/9/32 | 1,075 | 1,141 | ||
Oracle Corp. | 4.900% | 2/6/33 | 1,300 | 1,262 | ||
Oracle Corp. | 4.300% | 7/8/34 | 1,350 | 1,226 | ||
Oracle Corp. | 3.900% | 5/15/35 | 1,375 | 1,185 | ||
Oracle Corp. | 3.850% | 7/15/36 | 1,180 | 987 | ||
Oracle Corp. | 3.800% | 11/15/37 | 1,484 | 1,213 | ||
Oracle Corp. | 6.125% | 7/8/39 | 600 | 618 | ||
Oracle Corp. | 3.600% | 4/1/40 | 3,325 | 2,573 | ||
Oracle Corp. | 5.375% | 7/15/40 | 2,060 | 1,966 | ||
Oracle Corp. | 3.650% | 3/25/41 | 2,050 | 1,579 | ||
Oracle Corp. | 4.500% | 7/8/44 | 985 | 824 | ||
Oracle Corp. | 4.125% | 5/15/45 | 825 | 648 | ||
Oracle Corp. | 4.000% | 7/15/46 | 3,340 | 2,567 | ||
Oracle Corp. | 4.000% | 11/15/47 | 2,475 | 1,907 | ||
Oracle Corp. | 3.600% | 4/1/50 | 4,200 | 2,999 | ||
Oracle Corp. | 3.950% | 3/25/51 | 3,025 | 2,284 | ||
Oracle Corp. | 6.900% | 11/9/52 | 1,075 | 1,205 | ||
Oracle Corp. | 5.550% | 2/6/53 | 1,900 | 1,841 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Oracle Corp. | 4.375% | 5/15/55 | 1,150 | 924 | ||
Oracle Corp. | 3.850% | 4/1/60 | 3,000 | 2,104 | ||
Oracle Corp. | 4.100% | 3/25/61 | 1,300 | 957 | ||
PayPal Holdings Inc. | 2.400% | 10/1/24 | 400 | 385 | ||
PayPal Holdings Inc. | 1.650% | 6/1/25 | 450 | 421 | ||
PayPal Holdings Inc. | 2.650% | 10/1/26 | 900 | 837 | ||
PayPal Holdings Inc. | 2.850% | 10/1/29 | 1,000 | 888 | ||
PayPal Holdings Inc. | 2.300% | 6/1/30 | 900 | 763 | ||
PayPal Holdings Inc. | 3.250% | 6/1/50 | 1,000 | 724 | ||
PayPal Holdings Inc. | 5.050% | 6/1/52 | 900 | 881 | ||
PayPal Holdings Inc. | 5.250% | 6/1/62 | 500 | 487 | ||
11 | Qorvo Inc. | 1.750% | 12/15/24 | 450 | 419 | |
Qorvo Inc. | 4.375% | 10/15/29 | 800 | 723 | ||
QUALCOMM Inc. | 3.450% | 5/20/25 | 1,165 | 1,130 | ||
QUALCOMM Inc. | 3.250% | 5/20/27 | 1,150 | 1,090 | ||
QUALCOMM Inc. | 1.300% | 5/20/28 | 964 | 822 | ||
QUALCOMM Inc. | 2.150% | 5/20/30 | 1,400 | 1,203 | ||
QUALCOMM Inc. | 1.650% | 5/20/32 | 1,931 | 1,522 | ||
QUALCOMM Inc. | 4.250% | 5/20/32 | 300 | 292 | ||
QUALCOMM Inc. | 5.400% | 5/20/33 | 650 | 684 | ||
QUALCOMM Inc. | 4.650% | 5/20/35 | 800 | 800 | ||
QUALCOMM Inc. | 4.800% | 5/20/45 | 1,000 | 967 | ||
QUALCOMM Inc. | 4.300% | 5/20/47 | 1,475 | 1,336 | ||
QUALCOMM Inc. | 3.250% | 5/20/50 | 500 | 376 | ||
QUALCOMM Inc. | 4.500% | 5/20/52 | 400 | 364 | ||
QUALCOMM Inc. | 6.000% | 5/20/53 | 650 | 727 | ||
Quanta Services Inc. | 0.950% | 10/1/24 | 2,000 | 1,880 | ||
Quanta Services Inc. | 2.900% | 10/1/30 | 800 | 680 | ||
RELX Capital Inc. | 4.000% | 3/18/29 | 800 | 765 | ||
RELX Capital Inc. | 3.000% | 5/22/30 | 500 | 446 | ||
RELX Capital Inc. | 4.750% | 5/20/32 | 500 | 491 | ||
Roper Technologies Inc. | 2.350% | 9/15/24 | 500 | 480 | ||
Roper Technologies Inc. | 1.000% | 9/15/25 | 500 | 455 | ||
Roper Technologies Inc. | 3.850% | 12/15/25 | 250 | 240 | ||
Roper Technologies Inc. | 3.800% | 12/15/26 | 600 | 574 | ||
Roper Technologies Inc. | 1.400% | 9/15/27 | 500 | 431 | ||
Roper Technologies Inc. | 4.200% | 9/15/28 | 650 | 625 | ||
Roper Technologies Inc. | 2.950% | 9/15/29 | 475 | 420 | ||
Roper Technologies Inc. | 2.000% | 6/30/30 | 525 | 430 | ||
Roper Technologies Inc. | 1.750% | 2/15/31 | 1,000 | 794 | ||
S&P Global Inc. | 2.950% | 1/22/27 | 400 | 376 | ||
S&P Global Inc. | 2.450% | 3/1/27 | 1,000 | 923 | ||
S&P Global Inc. | 4.750% | 8/1/28 | 800 | 796 | ||
S&P Global Inc. | 2.700% | 3/1/29 | 1,000 | 903 | ||
S&P Global Inc. | 4.250% | 5/1/29 | 900 | 878 | ||
S&P Global Inc. | 2.500% | 12/1/29 | 375 | 327 | ||
S&P Global Inc. | 1.250% | 8/15/30 | 500 | 394 | ||
S&P Global Inc. | 2.900% | 3/1/32 | 1,200 | 1,041 | ||
S&P Global Inc. | 3.250% | 12/1/49 | 550 | 413 | ||
S&P Global Inc. | 3.700% | 3/1/52 | 900 | 737 | ||
S&P Global Inc. | 2.300% | 8/15/60 | 1,000 | 579 | ||
S&P Global Inc. | 3.900% | 3/1/62 | 250 | 207 | ||
Salesforce Inc. | 3.700% | 4/11/28 | 1,275 | 1,230 | ||
Salesforce Inc. | 1.500% | 7/15/28 | 965 | 831 | ||
Salesforce Inc. | 1.950% | 7/15/31 | 600 | 495 | ||
Salesforce Inc. | 2.700% | 7/15/41 | 1,200 | 879 | ||
Salesforce Inc. | 2.900% | 7/15/51 | 2,300 | 1,619 | ||
Salesforce Inc. | 3.050% | 7/15/61 | 1,200 | 817 | ||
ServiceNow Inc. | 1.400% | 9/1/30 | 1,200 | 951 | ||
Skyworks Solutions Inc. | 1.800% | 6/1/26 | 500 | 447 | ||
Skyworks Solutions Inc. | 3.000% | 6/1/31 | 500 | 405 | ||
TD SYNNEX Corp. | 1.750% | 8/9/26 | 500 | 436 | ||
TD SYNNEX Corp. | 2.375% | 8/9/28 | 2,500 | 2,055 | ||
Teledyne FLIR LLC | 2.500% | 8/1/30 | 500 | 414 | ||
Texas Instruments Inc. | 4.700% | 11/18/24 | 500 | 499 | ||
Texas Instruments Inc. | 1.375% | 3/12/25 | 600 | 564 | ||
Texas Instruments Inc. | 1.125% | 9/15/26 | 500 | 446 | ||
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 | 960 | ||
Texas Instruments Inc. | 1.750% | 5/4/30 | 560 | 470 | ||
Texas Instruments Inc. | 1.900% | 9/15/31 | 450 | 370 | ||
Texas Instruments Inc. | 4.900% | 3/14/33 | 800 | 819 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Texas Instruments Inc. | 3.875% | 3/15/39 | 600 | 538 | ||
Texas Instruments Inc. | 4.150% | 5/15/48 | 1,225 | 1,113 | ||
Texas Instruments Inc. | 2.700% | 9/15/51 | 400 | 278 | ||
Texas Instruments Inc. | 5.000% | 3/14/53 | 800 | 812 | ||
Texas Instruments Inc. | 5.050% | 5/18/63 | 979 | 980 | ||
TSMC Arizona Corp. | 1.750% | 10/25/26 | 1,150 | 1,024 | ||
TSMC Arizona Corp. | 3.875% | 4/22/27 | 575 | 553 | ||
TSMC Arizona Corp. | 4.125% | 4/22/29 | 500 | 478 | ||
TSMC Arizona Corp. | 2.500% | 10/25/31 | 1,000 | 837 | ||
TSMC Arizona Corp. | 4.250% | 4/22/32 | 450 | 434 | ||
TSMC Arizona Corp. | 3.125% | 10/25/41 | 875 | 699 | ||
TSMC Arizona Corp. | 3.250% | 10/25/51 | 1,050 | 807 | ||
TSMC Arizona Corp. | 4.500% | 4/22/52 | 900 | 869 | ||
Verisk Analytics Inc. | 4.000% | 6/15/25 | 125 | 121 | ||
Verisk Analytics Inc. | 4.125% | 3/15/29 | 900 | 859 | ||
Verisk Analytics Inc. | 5.500% | 6/15/45 | 600 | 574 | ||
Verisk Analytics Inc. | 3.625% | 5/15/50 | 600 | 441 | ||
VMware Inc. | 4.500% | 5/15/25 | 2,086 | 2,042 | ||
VMware Inc. | 1.400% | 8/15/26 | 1,150 | 1,015 | ||
VMware Inc. | 4.650% | 5/15/27 | 450 | 437 | ||
VMware Inc. | 3.900% | 8/21/27 | 1,050 | 997 | ||
VMware Inc. | 1.800% | 8/15/28 | 700 | 588 | ||
VMware Inc. | 4.700% | 5/15/30 | 860 | 822 | ||
VMware Inc. | 2.200% | 8/15/31 | 1,400 | 1,100 | ||
Western Digital Corp. | 4.750% | 2/15/26 | 2,000 | 1,906 | ||
Western Digital Corp. | 2.850% | 2/1/29 | 500 | 400 | ||
Workday Inc. | 3.500% | 4/1/27 | 1,100 | 1,043 | ||
Workday Inc. | 3.700% | 4/1/29 | 800 | 742 | ||
Workday Inc. | 3.800% | 4/1/32 | 1,200 | 1,080 | ||
Xilinx Inc. | 2.375% | 6/1/30 | 550 | 475 | ||
445,405 | ||||||
Utilities (0.9%) | ||||||
AEP Texas Inc. | 3.950% | 6/1/28 | 400 | 376 | ||
AEP Texas Inc. | 3.800% | 10/1/47 | 250 | 189 | ||
7 | AEP Texas Inc. | 3.450% | 1/15/50 | 367 | 265 | |
AEP Transmission Co. LLC | 3.100% | 12/1/26 | 200 | 188 | ||
AEP Transmission Co. LLC | 4.000% | 12/1/46 | 325 | 272 | ||
AEP Transmission Co. LLC | 3.750% | 12/1/47 | 450 | 358 | ||
AEP Transmission Co. LLC | 4.250% | 9/15/48 | 325 | 280 | ||
AEP Transmission Co. LLC | 3.800% | 6/15/49 | 270 | 214 | ||
AEP Transmission Co. LLC | 3.150% | 9/15/49 | 70 | 50 | ||
7 | AEP Transmission Co. LLC | 3.650% | 4/1/50 | 300 | 233 | |
7 | AEP Transmission Co. LLC | 2.750% | 8/15/51 | 500 | 323 | |
7 | AEP Transmission Co. LLC | 4.500% | 6/15/52 | 500 | 448 | |
AEP Transmission Co. LLC | 5.400% | 3/15/53 | 500 | 514 | ||
AES Corp. | 1.375% | 1/15/26 | 2,900 | 2,590 | ||
AES Corp. | 5.450% | 6/1/28 | 575 | 565 | ||
AES Corp. | 2.450% | 1/15/31 | 800 | 647 | ||
Alabama Power Co. | 3.750% | 9/1/27 | 200 | 191 | ||
7 | Alabama Power Co. | 1.450% | 9/15/30 | 500 | 396 | |
Alabama Power Co. | 3.050% | 3/15/32 | 600 | 522 | ||
Alabama Power Co. | 3.940% | 9/1/32 | 500 | 462 | ||
Alabama Power Co. | 6.000% | 3/1/39 | 100 | 104 | ||
Alabama Power Co. | 3.850% | 12/1/42 | 125 | 103 | ||
Alabama Power Co. | 4.150% | 8/15/44 | 300 | 249 | ||
Alabama Power Co. | 3.750% | 3/1/45 | 570 | 449 | ||
Alabama Power Co. | 4.300% | 1/2/46 | 300 | 252 | ||
7 | Alabama Power Co. | 3.700% | 12/1/47 | 325 | 253 | |
Alabama Power Co. | 3.450% | 10/1/49 | 3,750 | 2,753 | ||
Alabama Power Co. | 3.125% | 7/15/51 | 1,800 | 1,247 | ||
Alabama Power Co. | 3.000% | 3/15/52 | 575 | 389 | ||
Ameren Corp. | 2.500% | 9/15/24 | 1,250 | 1,199 | ||
Ameren Corp. | 3.650% | 2/15/26 | 440 | 419 | ||
Ameren Corp. | 1.950% | 3/15/27 | 500 | 445 | ||
Ameren Corp. | 1.750% | 3/15/28 | 500 | 429 | ||
Ameren Corp. | 3.500% | 1/15/31 | 680 | 608 | ||
Ameren Illinois Co. | 3.250% | 3/1/25 | 275 | 266 | ||
Ameren Illinois Co. | 3.800% | 5/15/28 | 350 | 334 | ||
Ameren Illinois Co. | 1.550% | 11/15/30 | 500 | 396 | ||
Ameren Illinois Co. | 3.850% | 9/1/32 | 190 | 175 | ||
Ameren Illinois Co. | 4.150% | 3/15/46 | 475 | 398 | ||
Ameren Illinois Co. | 3.700% | 12/1/47 | 350 | 281 | ||
Ameren Illinois Co. | 3.250% | 3/15/50 | 240 | 175 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Ameren Illinois Co. | 2.900% | 6/15/51 | 500 | 338 | ||
Ameren Illinois Co. | 5.900% | 12/1/52 | 500 | 547 | ||
American Electric Power Co. Inc. | 5.750% | 11/1/27 | 500 | 511 | ||
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. | 5.625% | 3/1/33 | 650 | 662 | ||
American Electric Power Co. Inc. | 3.250% | 3/1/50 | 500 | 342 | ||
American Electric Power Co. Inc. | 3.875% | 2/15/62 | 750 | 601 | ||
American Water Capital Corp. | 3.400% | 3/1/25 | 450 | 435 | ||
American Water Capital Corp. | 2.950% | 9/1/27 | 1,225 | 1,132 | ||
American Water Capital Corp. | 3.450% | 6/1/29 | 1,250 | 1,160 | ||
American Water Capital Corp. | 2.800% | 5/1/30 | 200 | 175 | ||
American Water Capital Corp. | 2.300% | 6/1/31 | 300 | 249 | ||
American Water Capital Corp. | 4.450% | 6/1/32 | 700 | 678 | ||
American Water Capital Corp. | 6.593% | 10/15/37 | 700 | 790 | ||
American Water Capital Corp. | 4.300% | 12/1/42 | 125 | 110 | ||
American Water Capital Corp. | 4.300% | 9/1/45 | 500 | 427 | ||
American Water Capital Corp. | 4.000% | 12/1/46 | 245 | 198 | ||
American Water Capital Corp. | 3.750% | 9/1/47 | 475 | 376 | ||
American Water Capital Corp. | 4.200% | 9/1/48 | 450 | 380 | ||
American Water Capital Corp. | 4.150% | 6/1/49 | 400 | 336 | ||
American Water Capital Corp. | 3.450% | 5/1/50 | 500 | 374 | ||
American Water Capital Corp. | 3.250% | 6/1/51 | 500 | 364 | ||
Appalachian Power Co. | 3.400% | 6/1/25 | 400 | 383 | ||
7 | Appalachian Power Co. | 2.700% | 4/1/31 | 417 | 348 | |
7 | Appalachian Power Co. | 4.500% | 8/1/32 | 392 | 368 | |
Appalachian Power Co. | 7.000% | 4/1/38 | 260 | 293 | ||
Appalachian Power Co. | 4.400% | 5/15/44 | 575 | 476 | ||
7 | Appalachian Power Co. | 4.500% | 3/1/49 | 148 | 125 | |
7 | Appalachian Power Co. | 3.700% | 5/1/50 | 300 | 226 | |
Arizona Public Service Co. | 3.150% | 5/15/25 | 500 | 478 | ||
Arizona Public Service Co. | 2.950% | 9/15/27 | 300 | 273 | ||
Arizona Public Service Co. | 2.600% | 8/15/29 | 500 | 429 | ||
Arizona Public Service Co. | 6.350% | 12/15/32 | 300 | 318 | ||
Arizona Public Service Co. | 5.050% | 9/1/41 | 525 | 479 | ||
Arizona Public Service Co. | 4.500% | 4/1/42 | 325 | 276 | ||
Arizona Public Service Co. | 4.350% | 11/15/45 | 350 | 281 | ||
Arizona Public Service Co. | 3.750% | 5/15/46 | 895 | 660 | ||
Arizona Public Service Co. | 3.350% | 5/15/50 | 300 | 207 | ||
Atlantic City Electric Co. | 2.300% | 3/15/31 | 500 | 413 | ||
Atmos Energy Corp. | 3.000% | 6/15/27 | 375 | 351 | ||
Atmos Energy Corp. | 2.625% | 9/15/29 | 150 | 132 | ||
Atmos Energy Corp. | 1.500% | 1/15/31 | 1,000 | 788 | ||
Atmos Energy Corp. | 5.450% | 10/15/32 | 250 | 258 | ||
Atmos Energy Corp. | 5.500% | 6/15/41 | 600 | 598 | ||
Atmos Energy Corp. | 4.150% | 1/15/43 | 75 | 65 | ||
Atmos Energy Corp. | 4.125% | 3/15/49 | 900 | 758 | ||
Atmos Energy Corp. | 3.375% | 9/15/49 | 720 | 531 | ||
Atmos Energy Corp. | 2.850% | 2/15/52 | 650 | 438 | ||
Atmos Energy Corp. | 5.750% | 10/15/52 | 500 | 532 | ||
Avangrid Inc. | 3.150% | 12/1/24 | 957 | 919 | ||
Avangrid Inc. | 3.800% | 6/1/29 | 600 | 549 | ||
Avista Corp. | 4.350% | 6/1/48 | 300 | 259 | ||
Avista Corp. | 4.000% | 4/1/52 | 346 | 275 | ||
Baltimore Gas & Electric Co. | 2.400% | 8/15/26 | 225 | 207 | ||
Baltimore Gas & Electric Co. | 6.350% | 10/1/36 | 725 | 785 | ||
7 | Baltimore Gas & Electric Co. | 3.750% | 8/15/47 | 250 | 196 | |
Baltimore Gas & Electric Co. | 2.900% | 6/15/50 | 300 | 201 | ||
Baltimore Gas & Electric Co. | 5.400% | 6/1/53 | 575 | 586 | ||
Berkshire Hathaway Energy Co. | 3.500% | 2/1/25 | 250 | 242 | ||
Berkshire Hathaway Energy Co. | 4.050% | 4/15/25 | 1,250 | 1,221 | ||
Berkshire Hathaway Energy Co. | 3.250% | 4/15/28 | 250 | 230 | ||
Berkshire Hathaway Energy Co. | 3.700% | 7/15/30 | 1,250 | 1,147 | ||
Berkshire Hathaway Energy Co. | 1.650% | 5/15/31 | 500 | 388 | ||
Berkshire Hathaway Energy Co. | 6.125% | 4/1/36 | 1,000 | 1,043 | ||
Berkshire Hathaway Energy Co. | 5.950% | 5/15/37 | 450 | 463 | ||
Berkshire Hathaway Energy Co. | 5.150% | 11/15/43 | 639 | 594 | ||
Berkshire Hathaway Energy Co. | 4.500% | 2/1/45 | 705 | 599 | ||
Berkshire Hathaway Energy Co. | 3.800% | 7/15/48 | 250 | 193 | ||
Berkshire Hathaway Energy Co. | 4.450% | 1/15/49 | 850 | 717 | ||
Berkshire Hathaway Energy Co. | 4.250% | 10/15/50 | 1,750 | 1,415 | ||
Berkshire Hathaway Energy Co. | 2.850% | 5/15/51 | 500 | 324 | ||
Berkshire Hathaway Energy Co. | 4.600% | 5/1/53 | 900 | 771 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Black Hills Corp. | 1.037% | 8/23/24 | 550 | 520 | ||
Black Hills Corp. | 3.950% | 1/15/26 | 250 | 239 | ||
Black Hills Corp. | 3.150% | 1/15/27 | 325 | 301 | ||
Black Hills Corp. | 5.950% | 3/15/28 | 500 | 506 | ||
Black Hills Corp. | 3.050% | 10/15/29 | 170 | 146 | ||
Black Hills Corp. | 4.350% | 5/1/33 | 350 | 312 | ||
Black Hills Corp. | 4.200% | 9/15/46 | 250 | 197 | ||
Black Hills Corp. | 3.875% | 10/15/49 | 240 | 177 | ||
7 | CenterPoint Energy Houston Electric LLC | 2.400% | 9/1/26 | 150 | 138 | |
7 | CenterPoint Energy Houston Electric LLC | 2.350% | 4/1/31 | 500 | 420 | |
7 | CenterPoint Energy Houston Electric LLC | 3.000% | 3/1/32 | 500 | 432 | |
CenterPoint Energy Houston Electric LLC | 4.950% | 4/1/33 | 500 | 500 | ||
CenterPoint Energy Houston Electric LLC | 3.550% | 8/1/42 | 700 | 555 | ||
CenterPoint Energy Houston Electric LLC | 3.950% | 3/1/48 | 325 | 269 | ||
7 | CenterPoint Energy Houston Electric LLC | 4.250% | 2/1/49 | 600 | 522 | |
7 | CenterPoint Energy Houston Electric LLC | 2.900% | 7/1/50 | 200 | 136 | |
7 | CenterPoint Energy Houston Electric LLC | 3.350% | 4/1/51 | 700 | 525 | |
7 | CenterPoint Energy Houston Electric LLC | 3.600% | 3/1/52 | 250 | 194 | |
7 | CenterPoint Energy Houston Electric LLC | 4.850% | 10/1/52 | 262 | 249 | |
CenterPoint Energy Houston Electric LLC | 5.300% | 4/1/53 | 500 | 511 | ||
CenterPoint Energy Inc. | 2.500% | 9/1/24 | 900 | 864 | ||
CenterPoint Energy Inc. | 1.450% | 6/1/26 | 1,000 | 895 | ||
CenterPoint Energy Inc. | 4.250% | 11/1/28 | 111 | 104 | ||
CenterPoint Energy Inc. | 2.950% | 3/1/30 | 327 | 285 | ||
CenterPoint Energy Inc. | 2.650% | 6/1/31 | 500 | 418 | ||
CenterPoint Energy Inc. | 3.700% | 9/1/49 | 300 | 226 | ||
CenterPoint Energy Resources Corp. | 5.250% | 3/1/28 | 500 | 500 | ||
CenterPoint Energy Resources Corp. | 4.000% | 4/1/28 | 450 | 430 | ||
CenterPoint Energy Resources Corp. | 1.750% | 10/1/30 | 300 | 241 | ||
CenterPoint Energy Resources Corp. | 5.400% | 3/1/33 | 500 | 509 | ||
CenterPoint Energy Resources Corp. | 5.850% | 1/15/41 | 375 | 385 | ||
CenterPoint Energy Resources Corp. | 4.100% | 9/1/47 | 250 | 205 | ||
Cleco Corporate Holdings LLC | 3.743% | 5/1/26 | 425 | 399 | ||
Cleco Corporate Holdings LLC | 4.973% | 5/1/46 | 275 | 231 | ||
Cleveland Electric Illuminating Co. | 5.500% | 8/15/24 | 1,275 | 1,272 | ||
Cleveland Electric Illuminating Co. | 5.950% | 12/15/36 | 325 | 321 | ||
CMS Energy Corp. | 3.450% | 8/15/27 | 300 | 281 | ||
CMS Energy Corp. | 4.875% | 3/1/44 | 275 | 250 | ||
7 | CMS Energy Corp. | 4.750% | 6/1/50 | 400 | 345 | |
CMS Energy Corp. | 3.750% | 12/1/50 | 500 | 385 | ||
7 | Commonwealth Edison Co. | 2.950% | 8/15/27 | 275 | 255 | |
7 | Commonwealth Edison Co. | 3.150% | 3/15/32 | 300 | 264 | |
Commonwealth Edison Co. | 4.900% | 2/1/33 | 300 | 299 | ||
Commonwealth Edison Co. | 5.900% | 3/15/36 | 500 | 523 | ||
Commonwealth Edison Co. | 6.450% | 1/15/38 | 384 | 425 | ||
Commonwealth Edison Co. | 4.700% | 1/15/44 | 825 | 757 | ||
Commonwealth Edison Co. | 3.700% | 3/1/45 | 625 | 495 | ||
Commonwealth Edison Co. | 4.350% | 11/15/45 | 900 | 785 | ||
Commonwealth Edison Co. | 3.650% | 6/15/46 | 1,000 | 782 | ||
7 | Commonwealth Edison Co. | 3.750% | 8/15/47 | 500 | 395 | |
Commonwealth Edison Co. | 4.000% | 3/1/48 | 775 | 649 | ||
Commonwealth Edison Co. | 4.000% | 3/1/49 | 700 | 579 | ||
7 | Commonwealth Edison Co. | 3.200% | 11/15/49 | 250 | 179 | |
Commonwealth Edison Co. | 3.000% | 3/1/50 | 500 | 346 | ||
7 | Commonwealth Edison Co. | 2.750% | 9/1/51 | 300 | 195 | |
7 | Commonwealth Edison Co. | 3.850% | 3/15/52 | 384 | 307 | |
Commonwealth Edison Co. | 5.300% | 2/1/53 | 500 | 510 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Connecticut Light & Power Co. | 0.750% | 12/1/25 | 500 | 449 | |
7 | Connecticut Light & Power Co. | 3.200% | 3/15/27 | 250 | 235 | |
7 | Connecticut Light & Power Co. | 2.050% | 7/1/31 | 300 | 244 | |
Connecticut Light & Power Co. | 4.300% | 4/15/44 | 375 | 326 | ||
7 | Connecticut Light & Power Co. | 4.150% | 6/1/45 | 75 | 64 | |
Connecticut Light & Power Co. | 4.000% | 4/1/48 | 625 | 527 | ||
Connecticut Light & Power Co. | 5.250% | 1/15/53 | 500 | 509 | ||
Consolidated Edison Co. of New York Inc. | 2.400% | 6/15/31 | 2,000 | 1,665 | ||
Consolidated Edison Co. of New York Inc. | 5.200% | 3/1/33 | 362 | 366 | ||
7 | Consolidated Edison Co. of New York Inc. | 5.300% | 3/1/35 | 300 | 297 | |
7 | Consolidated Edison Co. of New York Inc. | 5.850% | 3/15/36 | 860 | 879 | |
7 | Consolidated Edison Co. of New York Inc. | 6.200% | 6/15/36 | 300 | 316 | |
7 | Consolidated Edison Co. of New York Inc. | 6.750% | 4/1/38 | 400 | 447 | |
7 | Consolidated Edison Co. of New York Inc. | 5.500% | 12/1/39 | 600 | 592 | |
Consolidated Edison Co. of New York Inc. | 5.700% | 6/15/40 | 950 | 955 | ||
Consolidated Edison Co. of New York Inc. | 3.950% | 3/1/43 | 550 | 448 | ||
Consolidated Edison Co. of New York Inc. | 4.450% | 3/15/44 | 610 | 533 | ||
Consolidated Edison Co. of New York Inc. | 4.500% | 12/1/45 | 475 | 414 | ||
Consolidated Edison Co. of New York Inc. | 3.850% | 6/15/46 | 1,140 | 885 | ||
7 | Consolidated Edison Co. of New York Inc. | 3.875% | 6/15/47 | 750 | 589 | |
7 | Consolidated Edison Co. of New York Inc. | 4.650% | 12/1/48 | 600 | 533 | |
7 | Consolidated Edison Co. of New York Inc. | 3.950% | 4/1/50 | 1,800 | 1,468 | |
Consolidated Edison Co. of New York Inc. | 6.150% | 11/15/52 | 600 | 661 | ||
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 | 294 | |
Consolidated Edison Co. of New York Inc. | 4.500% | 5/15/58 | 500 | 420 | ||
Constellation Energy Generation LLC | 3.250% | 6/1/25 | 1,750 | 1,666 | ||
Constellation Energy Generation LLC | 5.600% | 3/1/28 | 219 | 221 | ||
Constellation Energy Generation LLC | 5.800% | 3/1/33 | 163 | 168 | ||
Constellation Energy Generation LLC | 6.250% | 10/1/39 | 767 | 795 | ||
Constellation Energy Generation LLC | 5.750% | 10/1/41 | 325 | 318 | ||
Constellation Energy Generation LLC | 5.600% | 6/15/42 | 688 | 667 | ||
Consumers Energy Co. | 4.650% | 3/1/28 | 500 | 496 | ||
Consumers Energy Co. | 3.800% | 11/15/28 | 250 | 236 | ||
Consumers Energy Co. | 3.600% | 8/15/32 | 88 | 79 | ||
Consumers Energy Co. | 4.625% | 5/15/33 | 500 | 488 | ||
Consumers Energy Co. | 3.950% | 5/15/43 | 600 | 502 | ||
Consumers Energy Co. | 3.250% | 8/15/46 | 550 | 405 | ||
Consumers Energy Co. | 3.950% | 7/15/47 | 500 | 414 | ||
Consumers Energy Co. | 4.050% | 5/15/48 | 500 | 422 | ||
Consumers Energy Co. | 4.350% | 4/15/49 | 530 | 467 | ||
Consumers Energy Co. | 3.100% | 8/15/50 | 567 | 401 | ||
Consumers Energy Co. | 3.500% | 8/1/51 | 850 | 650 | ||
Consumers Energy Co. | 2.650% | 8/15/52 | 287 | 184 | ||
Consumers Energy Co. | 4.200% | 9/1/52 | 392 | 336 | ||
Consumers Energy Co. | 2.500% | 5/1/60 | 262 | 150 | ||
Delmarva Power & Light Co. | 4.150% | 5/15/45 | 600 | 496 | ||
Dominion Energy Inc. | 3.071% | 8/15/24 | 500 | 483 | ||
Dominion Energy Inc. | 3.900% | 10/1/25 | 425 | 410 | ||
7 | Dominion Energy Inc. | 1.450% | 4/15/26 | 50 | 45 | |
7 | Dominion Energy Inc. | 2.850% | 8/15/26 | 1,872 | 1,735 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dominion Energy Inc. | 4.250% | 6/1/28 | 200 | 191 | ||
7 | Dominion Energy Inc. | 3.375% | 4/1/30 | 2,300 | 2,059 | |
7 | Dominion Energy Inc. | 2.250% | 8/15/31 | 920 | 742 | |
7 | Dominion Energy Inc. | 4.350% | 8/15/32 | 324 | 303 | |
Dominion Energy Inc. | 5.375% | 11/15/32 | 725 | 728 | ||
7 | Dominion Energy Inc. | 6.300% | 3/15/33 | 500 | 531 | |
7 | Dominion Energy Inc. | 5.250% | 8/1/33 | 200 | 197 | |
Dominion Energy Inc. | 7.000% | 6/15/38 | 300 | 330 | ||
7 | Dominion Energy Inc. | 3.300% | 4/15/41 | 500 | 371 | |
7 | Dominion Energy Inc. | 4.900% | 8/1/41 | 890 | 798 | |
7 | Dominion Energy Inc. | 4.050% | 9/15/42 | 400 | 319 | |
7 | Dominion Energy Inc. | 4.600% | 3/15/49 | 500 | 430 | |
7 | Dominion Energy Inc. | 4.850% | 8/15/52 | 250 | 223 | |
7 | Dominion Energy South Carolina Inc. | 2.300% | 12/1/31 | 250 | 204 | |
Dominion Energy South Carolina Inc. | 6.625% | 2/1/32 | 375 | 413 | ||
Dominion Energy South Carolina Inc. | 6.050% | 1/15/38 | 450 | 482 | ||
Dominion Energy South Carolina Inc. | 5.450% | 2/1/41 | 250 | 249 | ||
Dominion Energy South Carolina Inc. | 4.600% | 6/15/43 | 341 | 310 | ||
Dominion Energy South Carolina Inc. | 5.100% | 6/1/65 | 425 | 409 | ||
DTE Electric Co. | 3.375% | 3/1/25 | 150 | 145 | ||
7 | DTE Electric Co. | 1.900% | 4/1/28 | 500 | 438 | |
DTE Electric Co. | 2.250% | 3/1/30 | 1,250 | 1,066 | ||
7 | DTE Electric Co. | 2.625% | 3/1/31 | 400 | 342 | |
DTE Electric Co. | 5.200% | 4/1/33 | 500 | 509 | ||
7 | DTE Electric Co. | 4.000% | 4/1/43 | 300 | 251 | |
DTE Electric Co. | 3.700% | 3/15/45 | 200 | 159 | ||
DTE Electric Co. | 3.700% | 6/1/46 | 550 | 429 | ||
DTE Electric Co. | 3.750% | 8/15/47 | 450 | 354 | ||
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 | |
DTE Electric Co. | 5.400% | 4/1/53 | 500 | 518 | ||
7 | DTE Energy Co. | 2.529% | 10/1/24 | 1,000 | 957 | |
DTE Energy Co. | 4.220% | 11/1/24 | 900 | 881 | ||
7 | DTE Energy Co. | 1.050% | 6/1/25 | 1,600 | 1,466 | |
DTE Energy Co. | 2.850% | 10/1/26 | 3,094 | 2,850 | ||
DTE Energy Co. | 4.875% | 6/1/28 | 825 | 807 | ||
7 | DTE Energy Co. | 3.400% | 6/15/29 | 140 | 125 | |
DTE Energy Co. | 2.950% | 3/1/30 | 235 | 204 | ||
Duke Energy Carolinas LLC | 2.950% | 12/1/26 | 1,500 | 1,410 | ||
7 | Duke Energy Carolinas LLC | 6.000% | 12/1/28 | 300 | 314 | |
Duke Energy Carolinas LLC | 2.450% | 8/15/29 | 75 | 65 | ||
Duke Energy Carolinas LLC | 2.450% | 2/1/30 | 400 | 344 | ||
Duke Energy Carolinas LLC | 2.550% | 4/15/31 | 500 | 425 | ||
Duke Energy Carolinas LLC | 2.850% | 3/15/32 | 500 | 425 | ||
Duke Energy Carolinas LLC | 4.950% | 1/15/33 | 1,275 | 1,267 | ||
Duke Energy Carolinas LLC | 6.100% | 6/1/37 | 425 | 445 | ||
Duke Energy Carolinas LLC | 6.000% | 1/15/38 | 325 | 341 | ||
Duke Energy Carolinas LLC | 6.050% | 4/15/38 | 525 | 555 | ||
Duke Energy Carolinas LLC | 5.300% | 2/15/40 | 710 | 712 | ||
Duke Energy Carolinas LLC | 4.250% | 12/15/41 | 1,000 | 867 | ||
Duke Energy Carolinas LLC | 4.000% | 9/30/42 | 675 | 559 | ||
Duke Energy Carolinas LLC | 3.875% | 3/15/46 | 500 | 398 | ||
Duke Energy Carolinas LLC | 3.700% | 12/1/47 | 425 | 333 | ||
Duke Energy Carolinas LLC | 3.950% | 3/15/48 | 400 | 326 | ||
Duke Energy Carolinas LLC | 3.200% | 8/15/49 | 750 | 541 | ||
Duke Energy Carolinas LLC | 3.450% | 4/15/51 | 500 | 367 | ||
Duke Energy Carolinas LLC | 3.550% | 3/15/52 | 600 | 458 | ||
Duke Energy Carolinas LLC | 5.350% | 1/15/53 | 760 | 771 | ||
Duke Energy Carolinas LLC | 5.400% | 1/15/54 | 500 | 509 | ||
Duke Energy Corp. | 0.900% | 9/15/25 | 500 | 455 | ||
Duke Energy Corp. | 5.000% | 12/8/25 | 500 | 497 | ||
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 | 481 | ||
Duke Energy Corp. | 2.450% | 6/1/30 | 950 | 798 | ||
Duke Energy Corp. | 2.550% | 6/15/31 | 625 | 517 | ||
Duke Energy Corp. | 4.800% | 12/15/45 | 700 | 628 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Duke Energy Corp. | 3.750% | 9/1/46 | 1,406 | 1,068 | ||
Duke Energy Corp. | 4.200% | 6/15/49 | 1,200 | 969 | ||
Duke Energy Corp. | 3.500% | 6/15/51 | 600 | 435 | ||
Duke Energy Corp. | 5.000% | 8/15/52 | 467 | 427 | ||
Duke Energy Corp. | 3.250% | 1/15/82 | 500 | 372 | ||
Duke Energy Florida LLC | 3.200% | 1/15/27 | 450 | 427 | ||
Duke Energy Florida LLC | 3.800% | 7/15/28 | 425 | 405 | ||
Duke Energy Florida LLC | 2.500% | 12/1/29 | 1,150 | 994 | ||
Duke Energy Florida LLC | 1.750% | 6/15/30 | 1,700 | 1,384 | ||
Duke Energy Florida LLC | 2.400% | 12/15/31 | 600 | 493 | ||
Duke Energy Florida LLC | 6.350% | 9/15/37 | 426 | 461 | ||
Duke Energy Florida LLC | 6.400% | 6/15/38 | 800 | 878 | ||
Duke Energy Florida LLC | 3.400% | 10/1/46 | 900 | 674 | ||
Duke Energy Florida LLC | 4.200% | 7/15/48 | 425 | 362 | ||
Duke Energy Florida LLC | 3.000% | 12/15/51 | 500 | 343 | ||
Duke Energy Florida LLC | 5.950% | 11/15/52 | 500 | 545 | ||
7 | Duke Energy Florida Project Finance LLC | 2.538% | 9/1/29 | 368 | 334 | |
Duke Energy Indiana LLC | 6.120% | 10/15/35 | 1,175 | 1,226 | ||
7 | Duke Energy Indiana LLC | 4.900% | 7/15/43 | 250 | 239 | |
Duke Energy Indiana LLC | 3.750% | 5/15/46 | 875 | 677 | ||
Duke Energy Indiana LLC | 2.750% | 4/1/50 | 775 | 495 | ||
Duke Energy Ohio Inc. | 2.125% | 6/1/30 | 200 | 166 | ||
Duke Energy Ohio Inc. | 5.250% | 4/1/33 | 500 | 505 | ||
Duke Energy Ohio Inc. | 3.700% | 6/15/46 | 650 | 494 | ||
Duke Energy Ohio Inc. | 4.300% | 2/1/49 | 341 | 286 | ||
Duke Energy Ohio Inc. | 5.650% | 4/1/53 | 500 | 515 | ||
Duke Energy Progress LLC | 3.250% | 8/15/25 | 2,051 | 1,970 | ||
Duke Energy Progress LLC | 3.700% | 9/1/28 | 425 | 402 | ||
Duke Energy Progress LLC | 2.000% | 8/15/31 | 500 | 403 | ||
Duke Energy Progress LLC | 3.400% | 4/1/32 | 500 | 442 | ||
Duke Energy Progress LLC | 5.250% | 3/15/33 | 775 | 788 | ||
Duke Energy Progress LLC | 6.300% | 4/1/38 | 300 | 322 | ||
Duke Energy Progress LLC | 4.375% | 3/30/44 | 525 | 455 | ||
Duke Energy Progress LLC | 4.150% | 12/1/44 | 100 | 83 | ||
Duke Energy Progress LLC | 4.200% | 8/15/45 | 625 | 521 | ||
Duke Energy Progress LLC | 3.700% | 10/15/46 | 375 | 291 | ||
Duke Energy Progress LLC | 2.500% | 8/15/50 | 550 | 343 | ||
Duke Energy Progress LLC | 2.900% | 8/15/51 | 550 | 367 | ||
Duke Energy Progress LLC | 4.000% | 4/1/52 | 400 | 325 | ||
Duke Energy Progress LLC | 5.350% | 3/15/53 | 775 | 780 | ||
7 | Duke Energy Progress NC Storm Funding LLC | 1.295% | 7/1/28 | 257 | 228 | |
7 | Duke Energy Progress NC Storm Funding LLC | 2.387% | 7/1/37 | 375 | 298 | |
7 | Duke Energy Progress NC Storm Funding LLC | 2.799% | 7/1/41 | 300 | 211 | |
7 | Eastern Energy Gas Holdings LLC | 2.500% | 11/15/24 | 400 | 383 | |
Eastern Energy Gas Holdings LLC | 3.600% | 12/15/24 | 167 | 161 | ||
Edison International | 4.950% | 4/15/25 | 900 | 884 | ||
Edison International | 5.750% | 6/15/27 | 100 | 100 | ||
Edison International | 6.950% | 11/15/29 | 500 | 527 | ||
El Paso Electric Co. | 6.000% | 5/15/35 | 175 | 177 | ||
El Paso Electric Co. | 5.000% | 12/1/44 | 250 | 222 | ||
Emera US Finance LP | 4.750% | 6/15/46 | 1,785 | 1,448 | ||
Enel Americas SA | 4.000% | 10/25/26 | 700 | 676 | ||
Enel Chile SA | 4.875% | 6/12/28 | 600 | 577 | ||
Entergy Arkansas LLC | 3.500% | 4/1/26 | 150 | 144 | ||
Entergy Arkansas LLC | 5.150% | 1/15/33 | 500 | 502 | ||
Entergy Arkansas LLC | 4.200% | 4/1/49 | 500 | 419 | ||
Entergy Arkansas LLC | 3.350% | 6/15/52 | 800 | 571 | ||
Entergy Corp. | 0.900% | 9/15/25 | 500 | 450 | ||
Entergy Corp. | 2.950% | 9/1/26 | 530 | 489 | ||
Entergy Corp. | 1.900% | 6/15/28 | 500 | 427 | ||
Entergy Corp. | 2.800% | 6/15/30 | 500 | 424 | ||
Entergy Corp. | 2.400% | 6/15/31 | 500 | 405 | ||
Entergy Corp. | 3.750% | 6/15/50 | 511 | 377 | ||
Entergy Louisiana LLC | 0.950% | 10/1/24 | 700 | 660 | ||
Entergy Louisiana LLC | 5.590% | 10/1/24 | 1,417 | 1,415 | ||
Entergy Louisiana LLC | 5.400% | 11/1/24 | 238 | 237 | ||
Entergy Louisiana LLC | 3.120% | 9/1/27 | 350 | 324 | ||
Entergy Louisiana LLC | 3.250% | 4/1/28 | 300 | 276 | ||
Entergy Louisiana LLC | 3.050% | 6/1/31 | 375 | 326 | ||
Entergy Louisiana LLC | 2.350% | 6/15/32 | 500 | 402 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Entergy Louisiana LLC | 4.000% | 3/15/33 | 725 | 659 | ||
Entergy Louisiana LLC | 3.100% | 6/15/41 | 500 | 376 | ||
Entergy Louisiana LLC | 4.950% | 1/15/45 | 400 | 369 | ||
Entergy Louisiana LLC | 4.200% | 9/1/48 | 1,150 | 965 | ||
Entergy Louisiana LLC | 4.200% | 4/1/50 | 500 | 417 | ||
Entergy Louisiana LLC | 2.900% | 3/15/51 | 700 | 461 | ||
Entergy Louisiana LLC | 4.750% | 9/15/52 | 250 | 229 | ||
Entergy Mississippi LLC | 2.850% | 6/1/28 | 750 | 673 | ||
Entergy Mississippi LLC | 3.850% | 6/1/49 | 250 | 194 | ||
Entergy Texas Inc. | 1.750% | 3/15/31 | 500 | 396 | ||
Entergy Texas Inc. | 3.550% | 9/30/49 | 905 | 672 | ||
Essential Utilities Inc. | 3.566% | 5/1/29 | 275 | 250 | ||
Essential Utilities Inc. | 2.704% | 4/15/30 | 400 | 339 | ||
Essential Utilities Inc. | 4.276% | 5/1/49 | 435 | 353 | ||
Essential Utilities Inc. | 3.351% | 4/15/50 | 600 | 418 | ||
Essential Utilities Inc. | 5.300% | 5/1/52 | 500 | 474 | ||
Evergy Inc. | 2.450% | 9/15/24 | 1,450 | 1,392 | ||
Evergy Inc. | 2.900% | 9/15/29 | 1,450 | 1,266 | ||
Evergy Kansas Central Inc. | 2.550% | 7/1/26 | 575 | 533 | ||
Evergy Kansas Central Inc. | 3.100% | 4/1/27 | 425 | 398 | ||
Evergy Kansas Central Inc. | 4.125% | 3/1/42 | 425 | 358 | ||
Evergy Kansas Central Inc. | 4.100% | 4/1/43 | 325 | 270 | ||
Evergy Kansas Central Inc. | 4.250% | 12/1/45 | 100 | 82 | ||
Evergy Kansas Central Inc. | 3.250% | 9/1/49 | 1,000 | 705 | ||
7 | Evergy Metro Inc. | 2.250% | 6/1/30 | 300 | 250 | |
Evergy Metro Inc. | 4.950% | 4/15/33 | 510 | 502 | ||
Evergy Metro Inc. | 5.300% | 10/1/41 | 480 | 467 | ||
Evergy Metro Inc. | 4.200% | 6/15/47 | 225 | 186 | ||
7 | Eversource Energy | 2.900% | 10/1/24 | 275 | 265 | |
7 | Eversource Energy | 3.150% | 1/15/25 | 1,475 | 1,419 | |
7 | Eversource Energy | 0.800% | 8/15/25 | 500 | 450 | |
7 | Eversource Energy | 3.300% | 1/15/28 | 200 | 184 | |
Eversource Energy | 5.450% | 3/1/28 | 500 | 504 | ||
7 | Eversource Energy | 4.250% | 4/1/29 | 325 | 310 | |
7 | Eversource Energy | 1.650% | 8/15/30 | 1,300 | 1,033 | |
Eversource Energy | 2.550% | 3/15/31 | 300 | 250 | ||
Eversource Energy | 3.375% | 3/1/32 | 564 | 493 | ||
Eversource Energy | 5.125% | 5/15/33 | 500 | 493 | ||
Eversource Energy | 3.450% | 1/15/50 | 500 | 367 | ||
7 | Exelon Corp. | 3.950% | 6/15/25 | 237 | 229 | |
Exelon Corp. | 3.400% | 4/15/26 | 3,500 | 3,334 | ||
Exelon Corp. | 2.750% | 3/15/27 | 500 | 458 | ||
Exelon Corp. | 5.150% | 3/15/28 | 625 | 623 | ||
Exelon Corp. | 4.050% | 4/15/30 | 975 | 914 | ||
Exelon Corp. | 3.350% | 3/15/32 | 600 | 522 | ||
Exelon Corp. | 5.300% | 3/15/33 | 784 | 784 | ||
7 | Exelon Corp. | 4.950% | 6/15/35 | 284 | 272 | |
Exelon Corp. | 5.625% | 6/15/35 | 415 | 420 | ||
Exelon Corp. | 4.450% | 4/15/46 | 500 | 426 | ||
Exelon Corp. | 4.700% | 4/15/50 | 2,200 | 1,948 | ||
Exelon Corp. | 5.600% | 3/15/53 | 625 | 630 | ||
Florida Power & Light Co. | 2.850% | 4/1/25 | 1,984 | 1,908 | ||
Florida Power & Light Co. | 3.125% | 12/1/25 | 500 | 478 | ||
Florida Power & Light Co. | 4.450% | 5/15/26 | 675 | 669 | ||
Florida Power & Light Co. | 4.400% | 5/15/28 | 675 | 662 | ||
Florida Power & Light Co. | 4.625% | 5/15/30 | 675 | 665 | ||
Florida Power & Light Co. | 2.450% | 2/3/32 | 700 | 590 | ||
Florida Power & Light Co. | 5.100% | 4/1/33 | 800 | 813 | ||
Florida Power & Light Co. | 4.800% | 5/15/33 | 675 | 671 | ||
Florida Power & Light Co. | 5.625% | 4/1/34 | 225 | 237 | ||
Florida Power & Light Co. | 4.950% | 6/1/35 | 50 | 50 | ||
Florida Power & Light Co. | 5.650% | 2/1/37 | 425 | 444 | ||
Florida Power & Light Co. | 5.950% | 2/1/38 | 175 | 188 | ||
Florida Power & Light Co. | 5.960% | 4/1/39 | 225 | 243 | ||
Florida Power & Light Co. | 4.125% | 2/1/42 | 1,025 | 899 | ||
Florida Power & Light Co. | 4.050% | 6/1/42 | 475 | 411 | ||
Florida Power & Light Co. | 3.800% | 12/15/42 | 375 | 316 | ||
Florida Power & Light Co. | 4.050% | 10/1/44 | 450 | 385 | ||
Florida Power & Light Co. | 3.700% | 12/1/47 | 550 | 446 | ||
Florida Power & Light Co. | 3.950% | 3/1/48 | 800 | 674 | ||
Florida Power & Light Co. | 3.150% | 10/1/49 | 1,190 | 869 | ||
Florida Power & Light Co. | 2.875% | 12/4/51 | 2,000 | 1,382 | ||
Fortis Inc. | 3.055% | 10/4/26 | 847 | 782 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Georgia Power Co. | 2.200% | 9/15/24 | 395 | 378 | |
Georgia Power Co. | 3.250% | 4/1/26 | 256 | 243 | ||
Georgia Power Co. | 3.250% | 3/30/27 | 550 | 512 | ||
Georgia Power Co. | 4.650% | 5/16/28 | 500 | 490 | ||
7 | Georgia Power Co. | 2.650% | 9/15/29 | 250 | 216 | |
Georgia Power Co. | 4.950% | 5/17/33 | 725 | 716 | ||
7 | Georgia Power Co. | 4.750% | 9/1/40 | 625 | 571 | |
Georgia Power Co. | 4.300% | 3/15/42 | 575 | 496 | ||
Georgia Power Co. | 4.300% | 3/15/43 | 250 | 211 | ||
7 | Georgia Power Co. | 3.700% | 1/30/50 | 250 | 192 | |
7 | Georgia Power Co. | 3.250% | 3/15/51 | 500 | 352 | |
7 | Gulf Power Co. | 3.300% | 5/30/27 | 250 | 236 | |
Iberdrola International BV | 6.750% | 7/15/36 | 175 | 198 | ||
7 | Idaho Power Co. | 4.200% | 3/1/48 | 404 | 344 | |
7 | Idaho Power Co. | 5.500% | 3/15/53 | 500 | 512 | |
Indiana Michigan Power Co. | 3.850% | 5/15/28 | 250 | 237 | ||
Indiana Michigan Power Co. | 6.050% | 3/15/37 | 500 | 525 | ||
7 | Indiana Michigan Power Co. | 4.550% | 3/15/46 | 340 | 300 | |
7 | Indiana Michigan Power Co. | 3.750% | 7/1/47 | 550 | 430 | |
Indiana Michigan Power Co. | 3.250% | 5/1/51 | 500 | 350 | ||
Indiana Michigan Power Co. | 5.625% | 4/1/53 | 500 | 515 | ||
Interstate Power & Light Co. | 3.250% | 12/1/24 | 1,096 | 1,058 | ||
Interstate Power & Light Co. | 4.100% | 9/26/28 | 450 | 426 | ||
Interstate Power & Light Co. | 3.600% | 4/1/29 | 240 | 219 | ||
Interstate Power & Light Co. | 2.300% | 6/1/30 | 300 | 249 | ||
Interstate Power & Light Co. | 6.250% | 7/15/39 | 250 | 264 | ||
Interstate Power & Light Co. | 3.700% | 9/15/46 | 406 | 305 | ||
Interstate Power & Light Co. | 3.100% | 11/30/51 | 500 | 331 | ||
IPALCO Enterprises Inc. | 4.250% | 5/1/30 | 400 | 362 | ||
ITC Holdings Corp. | 3.350% | 11/15/27 | 150 | 140 | ||
ITC Holdings Corp. | 5.300% | 7/1/43 | 900 | 845 | ||
7 | John Sevier Combined Cycle Generation LLC | 4.626% | 1/15/42 | 144 | 136 | |
7 | Kentucky Utilities Co. | 5.450% | 4/15/33 | 500 | 510 | |
Kentucky Utilities Co. | 5.125% | 11/1/40 | 650 | 623 | ||
Kentucky Utilities Co. | 3.300% | 6/1/50 | 500 | 355 | ||
7 | Louisville Gas & Electric Co. | 3.300% | 10/1/25 | 1,758 | 1,687 | |
7 | Louisville Gas & Electric Co. | 5.450% | 4/15/33 | 500 | 509 | |
MidAmerican Energy Co. | 3.100% | 5/1/27 | 450 | 420 | ||
MidAmerican Energy Co. | 3.650% | 4/15/29 | 700 | 651 | ||
MidAmerican Energy Co. | 6.750% | 12/30/31 | 325 | 362 | ||
7 | MidAmerican Energy Co. | 5.800% | 10/15/36 | 775 | 805 | |
MidAmerican Energy Co. | 4.800% | 9/15/43 | 300 | 277 | ||
MidAmerican Energy Co. | 4.400% | 10/15/44 | 400 | 349 | ||
MidAmerican Energy Co. | 4.250% | 5/1/46 | 1,000 | 841 | ||
MidAmerican Energy Co. | 3.650% | 8/1/48 | 575 | 443 | ||
7 | Mississippi Power Co. | 4.250% | 3/15/42 | 375 | 312 | |
National Fuel Gas Co. | 5.500% | 1/15/26 | 100 | 98 | ||
National Fuel Gas Co. | 3.950% | 9/15/27 | 275 | 253 | ||
National Fuel Gas Co. | 4.750% | 9/1/28 | 750 | 710 | ||
National Fuel Gas Co. | 2.950% | 3/1/31 | 100 | 80 | ||
National Grid plc | 5.602% | 6/12/28 | 500 | 502 | ||
National Grid plc | 5.809% | 6/12/33 | 600 | 611 | ||
National Grid USA | 5.803% | 4/1/35 | 250 | 253 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 3.450% | 6/15/25 | 500 | 481 | |
National Rural Utilities Cooperative Finance Corp. | 5.450% | 10/30/25 | 500 | 501 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 3.250% | 11/1/25 | 475 | 452 | |
7 | National Rural Utilities Cooperative Finance Corp. | 1.000% | 6/15/26 | 1,592 | 1,410 | |
National Rural Utilities Cooperative Finance Corp. | 3.400% | 2/7/28 | 300 | 280 | ||
National Rural Utilities Cooperative Finance Corp. | 4.800% | 3/15/28 | 250 | 248 | ||
National Rural Utilities Cooperative Finance Corp. | 3.900% | 11/1/28 | 250 | 236 | ||
National Rural Utilities Cooperative Finance Corp. | 3.700% | 3/15/29 | 384 | 356 | ||
National Rural Utilities Cooperative Finance Corp. | 2.400% | 3/15/30 | 425 | 360 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 1.650% | 6/15/31 | 300 | 233 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
National Rural Utilities Cooperative Finance Corp. | 4.023% | 11/1/32 | 1,014 | 928 | ||
National Rural Utilities Cooperative Finance Corp. | 4.150% | 12/15/32 | 248 | 231 | ||
National Rural Utilities Cooperative Finance Corp. | 5.800% | 1/15/33 | 500 | 524 | ||
7 | National Rural Utilities Cooperative Finance Corp. | 5.250% | 4/20/46 | 325 | 305 | |
National Rural Utilities Cooperative Finance Corp. | 4.400% | 11/1/48 | 256 | 218 | ||
National Rural Utilities Cooperative Finance Corp. | 4.300% | 3/15/49 | 400 | 338 | ||
7 | Nevada Power Co. | 3.700% | 5/1/29 | 500 | 464 | |
7 | Nevada Power Co. | 2.400% | 5/1/30 | 441 | 372 | |
7 | Nevada Power Co. | 6.650% | 4/1/36 | 410 | 444 | |
7 | Nevada Power Co. | 3.125% | 8/1/50 | 300 | 199 | |
7 | Nevada Power Co. | 5.900% | 5/1/53 | 500 | 520 | |
NextEra Energy Capital Holdings Inc. | 4.255% | 9/1/24 | 1,303 | 1,281 | ||
NextEra Energy Capital Holdings Inc. | 6.051% | 3/1/25 | 500 | 503 | ||
NextEra Energy Capital Holdings Inc. | 4.450% | 6/20/25 | 400 | 393 | ||
NextEra Energy Capital Holdings Inc. | 3.550% | 5/1/27 | 700 | 661 | ||
NextEra Energy Capital Holdings Inc. | 4.625% | 7/15/27 | 1,089 | 1,065 | ||
NextEra Energy Capital Holdings Inc. | 4.900% | 2/28/28 | 1,066 | 1,055 | ||
NextEra Energy Capital Holdings Inc. | 1.900% | 6/15/28 | 1,150 | 986 | ||
NextEra Energy Capital Holdings Inc. | 3.500% | 4/1/29 | 350 | 320 | ||
NextEra Energy Capital Holdings Inc. | 2.750% | 11/1/29 | 300 | 261 | ||
NextEra Energy Capital Holdings Inc. | 5.000% | 2/28/30 | 250 | 247 | ||
NextEra Energy Capital Holdings Inc. | 2.250% | 6/1/30 | 2,500 | 2,079 | ||
NextEra Energy Capital Holdings Inc. | 5.000% | 7/15/32 | 863 | 851 | ||
NextEra Energy Capital Holdings Inc. | 5.050% | 2/28/33 | 468 | 462 | ||
NextEra Energy Capital Holdings Inc. | 5.250% | 2/28/53 | 981 | 947 | ||
7 | NextEra Energy Capital Holdings Inc. | 4.800% | 12/1/77 | 150 | 132 | |
7 | NextEra Energy Capital Holdings Inc. | 5.650% | 5/1/79 | 300 | 279 | |
NiSource Inc. | 0.950% | 8/15/25 | 500 | 456 | ||
NiSource Inc. | 3.490% | 5/15/27 | 500 | 471 | ||
NiSource Inc. | 5.250% | 3/30/28 | 550 | 551 | ||
NiSource Inc. | 2.950% | 9/1/29 | 1,500 | 1,314 | ||
NiSource Inc. | 3.600% | 5/1/30 | 500 | 450 | ||
NiSource Inc. | 1.700% | 2/15/31 | 500 | 392 | ||
NiSource Inc. | 5.950% | 6/15/41 | 382 | 392 | ||
NiSource Inc. | 4.800% | 2/15/44 | 200 | 182 | ||
NiSource Inc. | 5.650% | 2/1/45 | 500 | 498 | ||
NiSource Inc. | 4.375% | 5/15/47 | 1,575 | 1,348 | ||
NiSource Inc. | 3.950% | 3/30/48 | 500 | 401 | ||
NiSource Inc. | 5.000% | 6/15/52 | 302 | 279 | ||
Northern States Power Co. | 2.250% | 4/1/31 | 500 | 417 | ||
Northern States Power Co. | 6.250% | 6/1/36 | 325 | 352 | ||
Northern States Power Co. | 6.200% | 7/1/37 | 250 | 270 | ||
Northern States Power Co. | 5.350% | 11/1/39 | 375 | 380 | ||
Northern States Power Co. | 3.400% | 8/15/42 | 410 | 321 | ||
Northern States Power Co. | 4.000% | 8/15/45 | 200 | 163 | ||
Northern States Power Co. | 2.900% | 3/1/50 | 1,890 | 1,302 | ||
Northern States Power Co. | 2.600% | 6/1/51 | 600 | 385 | ||
Northern States Power Co. | 3.200% | 4/1/52 | 500 | 358 | ||
Northern States Power Co. | 4.500% | 6/1/52 | 450 | 406 | ||
Northern States Power Co. | 5.100% | 5/15/53 | 600 | 591 | ||
NorthWestern Corp. | 4.176% | 11/15/44 | 250 | 208 | ||
NSTAR Electric Co. | 3.200% | 5/15/27 | 550 | 516 | ||
NSTAR Electric Co. | 3.250% | 5/15/29 | 300 | 275 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
NSTAR Electric Co. | 5.500% | 3/15/40 | 540 | 547 | ||
NSTAR Electric Co. | 4.400% | 3/1/44 | 223 | 197 | ||
NSTAR Electric Co. | 4.950% | 9/15/52 | 350 | 341 | ||
Oglethorpe Power Corp. | 5.950% | 11/1/39 | 100 | 100 | ||
Oglethorpe Power Corp. | 5.375% | 11/1/40 | 630 | 588 | ||
Oglethorpe Power Corp. | 4.500% | 4/1/47 | 500 | 413 | ||
7 | Ohio Power Co. | 1.625% | 1/15/31 | 300 | 237 | |
Ohio Power Co. | 5.000% | 6/1/33 | 500 | 492 | ||
Ohio Power Co. | 4.000% | 6/1/49 | 500 | 405 | ||
Oklahoma Gas & Electric Co. | 3.800% | 8/15/28 | 300 | 284 | ||
Oklahoma Gas & Electric Co. | 3.250% | 4/1/30 | 200 | 178 | ||
Oklahoma Gas & Electric Co. | 5.400% | 1/15/33 | 300 | 304 | ||
Oklahoma Gas & Electric Co. | 4.150% | 4/1/47 | 225 | 184 | ||
Oklahoma Gas & Electric Co. | 3.850% | 8/15/47 | 250 | 195 | ||
Oncor Electric Delivery Co. LLC | 2.950% | 4/1/25 | 275 | 263 | ||
Oncor Electric Delivery Co. LLC | 0.550% | 10/1/25 | 950 | 858 | ||
11 | Oncor Electric Delivery Co. LLC | 4.300% | 5/15/28 | 500 | 487 | |
Oncor Electric Delivery Co. LLC | 3.700% | 11/15/28 | 150 | 142 | ||
Oncor Electric Delivery Co. LLC | 2.750% | 5/15/30 | 1,250 | 1,096 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 9/15/32 | 250 | 243 | ||
Oncor Electric Delivery Co. LLC | 7.250% | 1/15/33 | 1,000 | 1,159 | ||
Oncor Electric Delivery Co. LLC | 5.250% | 9/30/40 | 470 | 471 | ||
Oncor Electric Delivery Co. LLC | 4.550% | 12/1/41 | 500 | 460 | ||
Oncor Electric Delivery Co. LLC | 5.300% | 6/1/42 | 147 | 150 | ||
Oncor Electric Delivery Co. LLC | 3.750% | 4/1/45 | 200 | 163 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 9/30/47 | 250 | 201 | ||
Oncor Electric Delivery Co. LLC | 4.100% | 11/15/48 | 400 | 341 | ||
Oncor Electric Delivery Co. LLC | 3.800% | 6/1/49 | 1,065 | 860 | ||
Oncor Electric Delivery Co. LLC | 3.700% | 5/15/50 | 200 | 158 | ||
Oncor Electric Delivery Co. LLC | 2.700% | 11/15/51 | 1,250 | 814 | ||
Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | 500 | 483 | ||
11 | Oncor Electric Delivery Co. LLC | 4.950% | 9/15/52 | 500 | 482 | |
Oncor Electric Delivery Co. LLC | 5.350% | 10/1/52 | 253 | 257 | ||
ONE Gas Inc. | 2.000% | 5/15/30 | 200 | 166 | ||
ONE Gas Inc. | 4.658% | 2/1/44 | 507 | 457 | ||
Pacific Gas & Electric Co. | 3.450% | 7/1/25 | 500 | 473 | ||
Pacific Gas & Electric Co. | 3.150% | 1/1/26 | 1,550 | 1,439 | ||
Pacific Gas & Electric Co. | 3.300% | 12/1/27 | 2,200 | 1,938 | ||
Pacific Gas & Electric Co. | 3.000% | 6/15/28 | 600 | 520 | ||
Pacific Gas & Electric Co. | 3.750% | 7/1/28 | 1,700 | 1,526 | ||
Pacific Gas & Electric Co. | 6.100% | 1/15/29 | 400 | 394 | ||
Pacific Gas & Electric Co. | 4.550% | 7/1/30 | 4,150 | 3,756 | ||
Pacific Gas & Electric Co. | 3.250% | 6/1/31 | 500 | 407 | ||
Pacific Gas & Electric Co. | 4.400% | 3/1/32 | 388 | 337 | ||
Pacific Gas & Electric Co. | 6.150% | 1/15/33 | 550 | 540 | ||
Pacific Gas & Electric Co. | 6.400% | 6/15/33 | 417 | 415 | ||
Pacific Gas & Electric Co. | 4.500% | 7/1/40 | 2,300 | 1,788 | ||
Pacific Gas & Electric Co. | 4.200% | 6/1/41 | 500 | 372 | ||
Pacific Gas & Electric Co. | 4.750% | 2/15/44 | 1,500 | 1,164 | ||
Pacific Gas & Electric Co. | 4.300% | 3/15/45 | 1,075 | 766 | ||
Pacific Gas & Electric Co. | 3.950% | 12/1/47 | 1,500 | 1,024 | ||
Pacific Gas & Electric Co. | 4.950% | 7/1/50 | 3,000 | 2,361 | ||
Pacific Gas & Electric Co. | 3.500% | 8/1/50 | 1,500 | 957 | ||
Pacific Gas & Electric Co. | 6.750% | 1/15/53 | 550 | 543 | ||
Pacific Gas & Electric Co. | 6.700% | 4/1/53 | 500 | 492 | ||
PacifiCorp | 3.500% | 6/15/29 | 600 | 538 | ||
PacifiCorp | 2.700% | 9/15/30 | 341 | 284 | ||
PacifiCorp | 5.250% | 6/15/35 | 475 | 466 | ||
PacifiCorp | 6.100% | 8/1/36 | 525 | 536 | ||
PacifiCorp | 5.750% | 4/1/37 | 410 | 397 | ||
PacifiCorp | 6.250% | 10/15/37 | 625 | 625 | ||
PacifiCorp | 6.350% | 7/15/38 | 250 | 251 | ||
PacifiCorp | 4.125% | 1/15/49 | 525 | 406 | ||
PacifiCorp | 3.300% | 3/15/51 | 525 | 360 | ||
PacifiCorp | 2.900% | 6/15/52 | 816 | 509 | ||
PacifiCorp | 5.350% | 12/1/53 | 650 | 593 | ||
PacifiCorp | 5.500% | 5/15/54 | 1,000 | 938 | ||
PECO Energy Co. | 4.900% | 6/15/33 | 500 | 499 | ||
PECO Energy Co. | 3.000% | 9/15/49 | 1,000 | 695 | ||
PECO Energy Co. | 2.800% | 6/15/50 | 1,000 | 661 | ||
PECO Energy Co. | 3.050% | 3/15/51 | 500 | 346 | ||
PECO Energy Co. | 2.850% | 9/15/51 | 500 | 332 | ||
PECO Energy Co. | 4.600% | 5/15/52 | 500 | 459 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | PG&E Energy Recovery Funding LLC | 1.460% | 7/15/31 | 264 | 231 | |
7 | PG&E Energy Recovery Funding LLC | 2.280% | 1/15/36 | 570 | 441 | |
7 | PG&E Energy Recovery Funding LLC | 2.822% | 7/15/46 | 350 | 248 | |
7 | PG&E Recovery Funding LLC | 5.256% | 1/15/38 | 1,300 | 1,333 | |
7 | PG&E Recovery Funding LLC | 5.536% | 7/15/47 | 410 | 425 | |
7 | PG&E Wildfire Recovery Funding LLC | 3.594% | 6/1/30 | 551 | 522 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.022% | 6/1/31 | 235 | 225 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.263% | 6/1/36 | 250 | 239 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.722% | 6/1/37 | 375 | 366 | |
7 | PG&E Wildfire Recovery Funding LLC | 5.081% | 6/1/41 | 300 | 294 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.451% | 12/1/47 | 1,175 | 1,053 | |
7 | PG&E Wildfire Recovery Funding LLC | 5.212% | 12/1/47 | 1,025 | 1,022 | |
7 | PG&E Wildfire Recovery Funding LLC | 4.674% | 12/1/51 | 250 | 234 | |
7 | PG&E Wildfire Recovery Funding LLC | 5.099% | 6/1/52 | 350 | 355 | |
Piedmont Natural Gas Co. Inc. | 3.500% | 6/1/29 | 380 | 345 | ||
Piedmont Natural Gas Co. Inc. | 2.500% | 3/15/31 | 500 | 409 | ||
Piedmont Natural Gas Co. Inc. | 5.400% | 6/15/33 | 500 | 499 | ||
Piedmont Natural Gas Co. Inc. | 4.650% | 8/1/43 | 150 | 132 | ||
Piedmont Natural Gas Co. Inc. | 3.640% | 11/1/46 | 350 | 252 | ||
Piedmont Natural Gas Co. Inc. | 3.350% | 6/1/50 | 800 | 548 | ||
Pinnacle West Capital Corp. | 1.300% | 6/15/25 | 700 | 637 | ||
Potomac Electric Power Co. | 6.500% | 11/15/37 | 400 | 445 | ||
Potomac Electric Power Co. | 4.150% | 3/15/43 | 550 | 475 | ||
PPL Capital Funding Inc. | 3.100% | 5/15/26 | 600 | 567 | ||
PPL Electric Utilities Corp. | 5.000% | 5/15/33 | 550 | 551 | ||
PPL Electric Utilities Corp. | 6.250% | 5/15/39 | 300 | 329 | ||
PPL Electric Utilities Corp. | 4.125% | 6/15/44 | 700 | 594 | ||
PPL Electric Utilities Corp. | 4.150% | 10/1/45 | 300 | 256 | ||
PPL Electric Utilities Corp. | 3.950% | 6/1/47 | 350 | 292 | ||
PPL Electric Utilities Corp. | 4.150% | 6/15/48 | 300 | 259 | ||
PPL Electric Utilities Corp. | 5.250% | 5/15/53 | 550 | 561 | ||
Progress Energy Inc. | 7.750% | 3/1/31 | 510 | 578 | ||
Progress Energy Inc. | 7.000% | 10/30/31 | 200 | 219 | ||
Progress Energy Inc. | 6.000% | 12/1/39 | 480 | 485 | ||
Public Service Co. of Colorado | 3.700% | 6/15/28 | 300 | 285 | ||
7 | Public Service Co. of Colorado | 1.900% | 1/15/31 | 300 | 243 | |
Public Service Co. of Colorado | 1.875% | 6/15/31 | 700 | 558 | ||
7 | Public Service Co. of Colorado | 4.100% | 6/1/32 | 300 | 279 | |
Public Service Co. of Colorado | 3.600% | 9/15/42 | 225 | 178 | ||
Public Service Co. of Colorado | 4.300% | 3/15/44 | 700 | 605 | ||
Public Service Co. of Colorado | 4.100% | 6/15/48 | 300 | 245 | ||
7 | Public Service Co. of Colorado | 3.200% | 3/1/50 | 1,300 | 919 | |
7 | Public Service Co. of Colorado | 2.700% | 1/15/51 | 200 | 127 | |
7 | Public Service Co. of Colorado | 4.500% | 6/1/52 | 400 | 348 | |
Public Service Co. of Colorado | 5.250% | 4/1/53 | 675 | 648 | ||
Public Service Co. of New Hampshire | 3.600% | 7/1/49 | 250 | 196 | ||
Public Service Co. of New Hampshire | 5.150% | 1/15/53 | 500 | 502 | ||
Public Service Co. of Oklahoma | 5.250% | 1/15/33 | 500 | 498 | ||
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 | 451 | |
7 | Public Service Electric & Gas Co. | 3.000% | 5/15/27 | 250 | 234 | |
7 | Public Service Electric & Gas Co. | 2.450% | 1/15/30 | 200 | 173 | |
7 | Public Service Electric & Gas Co. | 3.100% | 3/15/32 | 500 | 437 | |
7 | Public Service Electric & Gas Co. | 4.900% | 12/15/32 | 300 | 300 | |
7 | Public Service Electric & Gas Co. | 4.650% | 3/15/33 | 500 | 491 | |
7 | Public Service Electric & Gas Co. | 3.950% | 5/1/42 | 525 | 443 | |
7 | Public Service Electric & Gas Co. | 3.800% | 3/1/46 | 1,000 | 809 | |
7 | Public Service Electric & Gas Co. | 3.600% | 12/1/47 | 275 | 216 | |
7 | Public Service Electric & Gas Co. | 3.850% | 5/1/49 | 350 | 287 | |
7 | Public Service Electric & Gas Co. | 3.150% | 1/1/50 | 750 | 543 | |
7 | Public Service Electric & Gas Co. | 2.700% | 5/1/50 | 850 | 569 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Public Service Electric & Gas Co. | 2.050% | 8/1/50 | 500 | 295 | |
7 | Public Service Electric & Gas Co. | 3.000% | 3/1/51 | 500 | 351 | |
7 | Public Service Electric & Gas Co. | 5.125% | 3/15/53 | 500 | 505 | |
Public Service Enterprise Group Inc. | 0.800% | 8/15/25 | 400 | 362 | ||
Public Service Enterprise Group Inc. | 5.850% | 11/15/27 | 300 | 306 | ||
Public Service Enterprise Group Inc. | 1.600% | 8/15/30 | 750 | 587 | ||
Puget Energy Inc. | 3.650% | 5/15/25 | 300 | 287 | ||
Puget Energy Inc. | 2.379% | 6/15/28 | 85 | 73 | ||
Puget Energy Inc. | 4.100% | 6/15/30 | 400 | 364 | ||
Puget Energy Inc. | 4.224% | 3/15/32 | 400 | 359 | ||
Puget Sound Energy Inc. | 6.274% | 3/15/37 | 450 | 477 | ||
Puget Sound Energy Inc. | 5.757% | 10/1/39 | 495 | 504 | ||
Puget Sound Energy Inc. | 5.638% | 4/15/41 | 390 | 393 | ||
Puget Sound Energy Inc. | 4.300% | 5/20/45 | 1,050 | 879 | ||
Puget Sound Energy Inc. | 4.223% | 6/15/48 | 500 | 423 | ||
7 | San Diego Gas & Electric Co. | 1.700% | 10/1/30 | 500 | 401 | |
7 | San Diego Gas & Electric Co. | 3.000% | 3/15/32 | 500 | 429 | |
San Diego Gas & Electric Co. | 6.000% | 6/1/39 | 250 | 262 | ||
San Diego Gas & Electric Co. | 4.500% | 8/15/40 | 505 | 462 | ||
7 | San Diego Gas & Electric Co. | 3.750% | 6/1/47 | 325 | 255 | |
San Diego Gas & Electric Co. | 4.150% | 5/15/48 | 325 | 271 | ||
7 | San Diego Gas & Electric Co. | 3.320% | 4/15/50 | 800 | 572 | |
San Diego Gas & Electric Co. | 3.700% | 3/15/52 | 500 | 387 | ||
San Diego Gas & Electric Co. | 5.350% | 4/1/53 | 500 | 497 | ||
7 | SCE Recovery Funding LLC | 4.697% | 6/15/40 | 325 | 317 | |
7 | SCE Recovery Funding LLC | 2.943% | 11/15/42 | 225 | 182 | |
7 | SCE Recovery Funding LLC | 3.240% | 11/15/46 | 150 | 111 | |
7 | SCE Recovery Funding LLC | 5.112% | 12/15/47 | 275 | 271 | |
Sempra Energy | 3.300% | 4/1/25 | 150 | 144 | ||
Sempra Energy | 3.250% | 6/15/27 | 1,575 | 1,457 | ||
Sempra Energy | 3.400% | 2/1/28 | 1,650 | 1,521 | ||
Sempra Energy | 3.700% | 4/1/29 | 500 | 458 | ||
Sempra Energy | 3.800% | 2/1/38 | 900 | 746 | ||
Sempra Energy | 6.000% | 10/15/39 | 639 | 652 | ||
Sempra Energy | 4.000% | 2/1/48 | 400 | 311 | ||
Sempra Energy | 4.125% | 4/1/52 | 950 | 769 | ||
Sierra Pacific Power Co. | 2.600% | 5/1/26 | 600 | 559 | ||
7 | Southern California Edison Co. | 0.975% | 8/1/24 | 500 | 475 | |
7 | Southern California Edison Co. | 3.700% | 8/1/25 | 700 | 674 | |
7 | Southern California Edison Co. | 1.200% | 2/1/26 | 500 | 447 | |
Southern California Edison Co. | 5.850% | 11/1/27 | 500 | 512 | ||
7 | Southern California Edison Co. | 3.650% | 3/1/28 | 1,407 | 1,315 | |
Southern California Edison Co. | 5.300% | 3/1/28 | 525 | 526 | ||
7 | Southern California Edison Co. | 4.200% | 3/1/29 | 200 | 190 | |
Southern California Edison Co. | 6.650% | 4/1/29 | 850 | 885 | ||
Southern California Edison Co. | 2.850% | 8/1/29 | 825 | 724 | ||
Southern California Edison Co. | 2.250% | 6/1/30 | 300 | 251 | ||
7 | Southern California Edison Co. | 2.500% | 6/1/31 | 500 | 416 | |
Southern California Edison Co. | 2.750% | 2/1/32 | 330 | 276 | ||
Southern California Edison Co. | 5.950% | 11/1/32 | 500 | 524 | ||
7 | Southern California Edison Co. | 5.750% | 4/1/35 | 508 | 516 | |
7 | Southern California Edison Co. | 5.350% | 7/15/35 | 1,135 | 1,109 | |
Southern California Edison Co. | 5.625% | 2/1/36 | 500 | 496 | ||
Southern California Edison Co. | 5.500% | 3/15/40 | 400 | 393 | ||
Southern California Edison Co. | 4.500% | 9/1/40 | 505 | 440 | ||
Southern California Edison Co. | 4.050% | 3/15/42 | 1,945 | 1,574 | ||
7 | Southern California Edison Co. | 3.900% | 3/15/43 | 475 | 376 | |
7 | Southern California Edison Co. | 3.600% | 2/1/45 | 150 | 110 | |
Southern California Edison Co. | 4.000% | 4/1/47 | 1,920 | 1,530 | ||
7 | Southern California Edison Co. | 4.125% | 3/1/48 | 970 | 789 | |
7 | Southern California Edison Co. | 4.875% | 3/1/49 | 400 | 359 | |
Southern California Edison Co. | 3.650% | 2/1/50 | 1,300 | 972 | ||
7 | Southern California Edison Co. | 2.950% | 2/1/51 | 500 | 327 | |
7 | Southern California Edison Co. | 3.650% | 6/1/51 | 500 | 372 | |
Southern California Edison Co. | 3.450% | 2/1/52 | 500 | 358 | ||
Southern California Edison Co. | 5.700% | 3/1/53 | 500 | 501 | ||
7 | Southern California Gas Co. | 2.600% | 6/15/26 | 725 | 676 | |
Southern California Gas Co. | 2.950% | 4/15/27 | 600 | 560 | ||
7 | Southern California Gas Co. | 2.550% | 2/1/30 | 450 | 387 | |
Southern California Gas Co. | 3.750% | 9/15/42 | 330 | 259 | ||
7 | Southern California Gas Co. | 4.125% | 6/1/48 | 325 | 262 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Southern California Gas Co. | 4.300% | 1/15/49 | 500 | 419 | |
7 | Southern California Gas Co. | 3.950% | 2/15/50 | 250 | 196 | |
Southern California Gas Co. | 6.350% | 11/15/52 | 500 | 554 | ||
Southern California Gas Co. | 5.750% | 6/1/53 | 500 | 507 | ||
Southern Co. | 4.475% | 8/1/24 | 600 | 589 | ||
Southern Co. | 5.150% | 10/6/25 | 500 | 498 | ||
Southern Co. | 3.250% | 7/1/26 | 500 | 471 | ||
Southern Co. | 5.113% | 8/1/27 | 500 | 495 | ||
7 | Southern Co. | 1.750% | 3/15/28 | 50 | 43 | |
Southern Co. | 4.850% | 6/15/28 | 500 | 491 | ||
Southern Co. | 5.700% | 10/15/32 | 500 | 518 | ||
Southern Co. | 5.200% | 6/15/33 | 500 | 496 | ||
Southern Co. | 4.250% | 7/1/36 | 575 | 512 | ||
Southern Co. | 4.400% | 7/1/46 | 1,135 | 973 | ||
7 | Southern Co. | 4.000% | 1/15/51 | 1,200 | 1,114 | |
7 | Southern Co. | 3.750% | 9/15/51 | 900 | 767 | |
Southern Co. Gas Capital Corp. | 3.250% | 6/15/26 | 375 | 354 | ||
7 | Southern Co. Gas Capital Corp. | 1.750% | 1/15/31 | 1,000 | 786 | |
Southern Co. Gas Capital Corp. | 5.150% | 9/15/32 | 431 | 428 | ||
Southern Co. Gas Capital Corp. | 5.875% | 3/15/41 | 125 | 126 | ||
Southern Co. Gas Capital Corp. | 4.400% | 6/1/43 | 525 | 434 | ||
Southern Co. Gas Capital Corp. | 3.950% | 10/1/46 | 975 | 752 | ||
Southern Co. Gas Capital Corp. | 4.400% | 5/30/47 | 500 | 415 | ||
Southern Power Co. | 4.150% | 12/1/25 | 375 | 367 | ||
Southern Power Co. | 5.150% | 9/15/41 | 506 | 473 | ||
Southern Power Co. | 5.250% | 7/15/43 | 500 | 459 | ||
7 | Southern Power Co. | 4.950% | 12/15/46 | 300 | 262 | |
Southwest Gas Corp. | 5.800% | 12/1/27 | 500 | 505 | ||
Southwest Gas Corp. | 3.700% | 4/1/28 | 450 | 417 | ||
Southwest Gas Corp. | 4.050% | 3/15/32 | 450 | 405 | ||
Southwest Gas Corp. | 3.800% | 9/29/46 | 250 | 183 | ||
Southwest Gas Corp. | 4.150% | 6/1/49 | 200 | 155 | ||
7 | Southwestern Electric Power Co. | 1.650% | 3/15/26 | 500 | 452 | |
7 | Southwestern Electric Power Co. | 2.750% | 10/1/26 | 300 | 276 | |
7 | Southwestern Electric Power Co. | 4.100% | 9/15/28 | 550 | 522 | |
Southwestern Electric Power Co. | 5.300% | 4/1/33 | 500 | 494 | ||
Southwestern Electric Power Co. | 6.200% | 3/15/40 | 300 | 308 | ||
7 | Southwestern Electric Power Co. | 3.900% | 4/1/45 | 1,000 | 763 | |
7 | Southwestern Electric Power Co. | 3.850% | 2/1/48 | 375 | 282 | |
Southwestern Electric Power Co. | 3.250% | 11/1/51 | 500 | 336 | ||
Southwestern Public Service Co. | 4.500% | 8/15/41 | 345 | 300 | ||
Southwestern Public Service Co. | 3.400% | 8/15/46 | 950 | 687 | ||
7 | Southwestern Public Service Co. | 4.400% | 11/15/48 | 1,000 | 853 | |
Southwestern Public Service Co. | 3.750% | 6/15/49 | 259 | 199 | ||
7 | Southwestern Public Service Co. | 3.150% | 5/1/50 | 800 | 557 | |
Spire Missouri Inc. | 4.800% | 2/15/33 | 500 | 493 | ||
Tampa Electric Co. | 3.875% | 7/12/24 | 300 | 295 | ||
Tampa Electric Co. | 2.400% | 3/15/31 | 500 | 410 | ||
Tampa Electric Co. | 4.350% | 5/15/44 | 150 | 126 | ||
Tampa Electric Co. | 4.300% | 6/15/48 | 300 | 251 | ||
Tampa Electric Co. | 3.625% | 6/15/50 | 250 | 186 | ||
Tampa Electric Co. | 3.450% | 3/15/51 | 500 | 359 | ||
Tampa Electric Co. | 5.000% | 7/15/52 | 500 | 465 | ||
Toledo Edison Co. | 6.150% | 5/15/37 | 250 | 260 | ||
Tucson Electric Power Co. | 3.050% | 3/15/25 | 200 | 191 | ||
Tucson Electric Power Co. | 3.250% | 5/15/32 | 300 | 261 | ||
Tucson Electric Power Co. | 4.850% | 12/1/48 | 490 | 433 | ||
Tucson Electric Power Co. | 5.500% | 4/15/53 | 500 | 498 | ||
Union Electric Co. | 2.950% | 6/15/27 | 300 | 280 | ||
Union Electric Co. | 3.500% | 3/15/29 | 350 | 323 | ||
Union Electric Co. | 2.950% | 3/15/30 | 800 | 710 | ||
Union Electric Co. | 2.150% | 3/15/32 | 500 | 400 | ||
Union Electric Co. | 3.900% | 9/15/42 | 425 | 347 | ||
Union Electric Co. | 3.650% | 4/15/45 | 575 | 445 | ||
Union Electric Co. | 4.000% | 4/1/48 | 1,100 | 902 | ||
Union Electric Co. | 3.250% | 10/1/49 | 100 | 71 | ||
Union Electric Co. | 2.625% | 3/15/51 | 800 | 513 | ||
Union Electric Co. | 3.900% | 4/1/52 | 500 | 407 | ||
Union Electric Co. | 5.450% | 3/15/53 | 500 | 510 | ||
7 | Virginia Electric & Power Co. | 3.100% | 5/15/25 | 500 | 477 | |
7 | Virginia Electric & Power Co. | 2.950% | 11/15/26 | 300 | 278 | |
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 | 498 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Virginia Electric & Power Co. | 2.300% | 11/15/31 | 500 | 407 | ||
Virginia Electric & Power Co. | 2.400% | 3/30/32 | 550 | 451 | ||
Virginia Electric & Power Co. | 5.000% | 4/1/33 | 525 | 519 | ||
7 | Virginia Electric & Power Co. | 6.000% | 1/15/36 | 375 | 391 | |
7 | Virginia Electric & Power Co. | 6.000% | 5/15/37 | 500 | 519 | |
Virginia Electric & Power Co. | 6.350% | 11/30/37 | 375 | 398 | ||
Virginia Electric & Power Co. | 8.875% | 11/15/38 | 1,200 | 1,595 | ||
Virginia Electric & Power Co. | 4.000% | 1/15/43 | 500 | 413 | ||
7 | Virginia Electric & Power Co. | 4.650% | 8/15/43 | 500 | 443 | |
Virginia Electric & Power Co. | 4.450% | 2/15/44 | 511 | 439 | ||
7 | Virginia Electric & Power Co. | 4.200% | 5/15/45 | 302 | 248 | |
7 | Virginia Electric & Power Co. | 4.000% | 11/15/46 | 500 | 397 | |
7 | Virginia Electric & Power Co. | 3.800% | 9/15/47 | 425 | 332 | |
Virginia Electric & Power Co. | 4.600% | 12/1/48 | 550 | 489 | ||
Virginia Electric & Power Co. | 3.300% | 12/1/49 | 400 | 287 | ||
Virginia Electric & Power Co. | 2.450% | 12/15/50 | 776 | 466 | ||
Virginia Electric & Power Co. | 2.950% | 11/15/51 | 1,000 | 668 | ||
7 | Virginia Electric & Power Co. | 4.625% | 5/15/52 | 500 | 442 | |
Virginia Electric & Power Co. | 5.450% | 4/1/53 | 525 | 527 | ||
7 | Washington Gas Light Co. | 3.796% | 9/15/46 | 350 | 270 | |
7 | Washington Gas Light Co. | 3.650% | 9/15/49 | 500 | 374 | |
WEC Energy Group Inc. | 5.000% | 9/27/25 | 500 | 496 | ||
WEC Energy Group Inc. | 4.750% | 1/9/26 | 500 | 493 | ||
WEC Energy Group Inc. | 5.150% | 10/1/27 | 500 | 500 | ||
WEC Energy Group Inc. | 1.375% | 10/15/27 | 500 | 427 | ||
WEC Energy Group Inc. | 4.750% | 1/15/28 | 500 | 489 | ||
WEC Energy Group Inc. | 2.200% | 12/15/28 | 500 | 431 | ||
WEC Energy Group Inc. | 1.800% | 10/15/30 | 1,000 | 796 | ||
Wisconsin Electric Power Co. | 2.050% | 12/15/24 | 300 | 285 | ||
Wisconsin Electric Power Co. | 1.700% | 6/15/28 | 50 | 43 | ||
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 | 216 | ||
Wisconsin Power & Light Co. | 4.950% | 4/1/33 | 500 | 494 | ||
Wisconsin Power & Light Co. | 6.375% | 8/15/37 | 300 | 321 | ||
Wisconsin Power & Light Co. | 3.650% | 4/1/50 | 250 | 188 | ||
Wisconsin Public Service Corp. | 5.350% | 11/10/25 | 500 | 501 | ||
Wisconsin Public Service Corp. | 3.671% | 12/1/42 | 75 | 58 | ||
Wisconsin Public Service Corp. | 2.850% | 12/1/51 | 500 | 331 | ||
Xcel Energy Inc. | 3.300% | 6/1/25 | 100 | 96 | ||
Xcel Energy Inc. | 1.750% | 3/15/27 | 500 | 443 | ||
Xcel Energy Inc. | 4.000% | 6/15/28 | 750 | 716 | ||
Xcel Energy Inc. | 2.600% | 12/1/29 | 240 | 205 | ||
Xcel Energy Inc. | 3.400% | 6/1/30 | 450 | 401 | ||
Xcel Energy Inc. | 2.350% | 11/15/31 | 500 | 398 | ||
Xcel Energy Inc. | 6.500% | 7/1/36 | 610 | 652 | ||
Xcel Energy Inc. | 3.500% | 12/1/49 | 400 | 290 | ||
439,153 | ||||||
Total Corporate Bonds (Cost $5,747,262) | 5,060,369 | |||||
Sovereign Bonds (1.3%) | ||||||
7 | African Development Bank | 0.875% | 3/23/26 | 2,500 | 2,259 | |
7 | African Development Bank | 0.875% | 7/22/26 | 1,600 | 1,430 | |
7 | African Development Bank | 4.375% | 11/3/27 | 250 | 250 | |
African Development Bank | 4.375% | 3/14/28 | 4,500 | 4,513 | ||
7 | Asian Development Bank | 4.125% | 9/27/24 | 1,400 | 1,378 | |
7 | Asian Development Bank | 0.625% | 10/8/24 | 3,500 | 3,299 | |
Asian Development Bank | 1.500% | 10/18/24 | 1,000 | 953 | ||
7 | Asian Development Bank | 2.000% | 1/22/25 | 1,027 | 979 | |
7 | Asian Development Bank | 2.125% | 3/19/25 | 700 | 666 | |
Asian Development Bank | 0.625% | 4/29/25 | 2,000 | 1,847 | ||
7 | Asian Development Bank | 2.875% | 5/6/25 | 630 | 606 | |
7 | Asian Development Bank | 4.625% | 6/13/25 | 1,150 | 1,142 | |
7 | Asian Development Bank | 0.375% | 9/3/25 | 6,129 | 5,574 | |
Asian Development Bank | 4.250% | 1/9/26 | 3,875 | 3,834 | ||
7 | Asian Development Bank | 0.500% | 2/4/26 | 4,000 | 3,598 | |
7 | Asian Development Bank | 1.000% | 4/14/26 | 3,000 | 2,719 | |
7 | Asian Development Bank | 2.000% | 4/24/26 | 400 | 373 | |
7 | Asian Development Bank | 1.750% | 8/14/26 | 1,841 | 1,693 | |
7 | Asian Development Bank | 2.625% | 1/12/27 | 800 | 752 | |
7 | Asian Development Bank | 1.500% | 1/20/27 | 3,525 | 3,182 | |
7 | Asian Development Bank | 2.500% | 11/2/27 | 2,985 | 2,773 | |
7 | Asian Development Bank | 2.750% | 1/19/28 | 1,000 | 938 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | Asian Development Bank | 3.750% | 4/25/28 | 2,425 | 2,371 | |
7 | Asian Development Bank | 1.250% | 6/9/28 | 500 | 434 | |
7 | Asian Development Bank | 3.125% | 9/26/28 | 1,600 | 1,515 | |
7 | Asian Development Bank | 1.750% | 9/19/29 | 200 | 174 | |
7 | Asian Development Bank | 1.875% | 1/24/30 | 1,000 | 870 | |
7 | Asian Development Bank | 0.750% | 10/8/30 | 1,500 | 1,186 | |
7 | Asian Development Bank | 1.500% | 3/4/31 | 3,000 | 2,495 | |
Asian Development Bank | 3.125% | 4/27/32 | 2,500 | 2,340 | ||
7 | Asian Development Bank | 3.875% | 9/28/32 | 900 | 891 | |
7 | Asian Development Bank | 4.000% | 1/12/33 | 1,880 | 1,879 | |
7 | Asian Development Bank | 3.875% | 6/14/33 | 1,675 | 1,657 | |
Asian Infrastructure Investment Bank | 0.500% | 5/28/25 | 1,000 | 915 | ||
Asian Infrastructure Investment Bank | 3.375% | 6/29/25 | 1,500 | 1,449 | ||
Asian Infrastructure Investment Bank | 0.500% | 1/27/26 | 2,700 | 2,417 | ||
Asian Infrastructure Investment Bank | 4.000% | 1/18/28 | 2,125 | 2,084 | ||
Canadian Government Bond | 1.625% | 1/22/25 | 2,290 | 2,171 | ||
Canadian Government Bond | 2.875% | 4/28/25 | 2,515 | 2,422 | ||
Canadian Government Bond | 0.750% | 5/19/26 | 5,200 | 4,666 | ||
Canadian Government Bond | 3.750% | 4/26/28 | 2,500 | 2,449 | ||
Corp. Andina de Fomento | 1.250% | 10/26/24 | 1,900 | 1,787 | ||
Corp. Andina de Fomento | 1.625% | 9/23/25 | 600 | 552 | ||
Corp. Andina de Fomento | 5.250% | 11/21/25 | 2,160 | 2,148 | ||
Corp. Andina de Fomento | 4.750% | 4/1/26 | 600 | 589 | ||
Corp. Andina de Fomento | 2.250% | 2/8/27 | 620 | 557 | ||
Council of Europe Development Bank | 1.375% | 2/27/25 | 850 | 800 | ||
Council of Europe Development Bank | 3.000% | 6/16/25 | 540 | 519 | ||
Council of Europe Development Bank | 3.750% | 5/25/26 | 1,025 | 1,001 | ||
Council of Europe Development Bank | 0.875% | 9/22/26 | 1,000 | 889 | ||
Council of Europe Development Bank | 3.625% | 1/26/28 | 1,320 | 1,284 | ||
Equinor ASA | 3.250% | 11/10/24 | 550 | 534 | ||
Equinor ASA | 3.000% | 4/6/27 | 941 | 881 | ||
Equinor ASA | 3.625% | 9/10/28 | 1,200 | 1,145 | ||
Equinor ASA | 3.125% | 4/6/30 | 500 | 458 | ||
Equinor ASA | 2.375% | 5/22/30 | 1,500 | 1,305 | ||
Equinor ASA | 5.100% | 8/17/40 | 2,100 | 2,105 | ||
Equinor ASA | 4.250% | 11/23/41 | 325 | 292 | ||
Equinor ASA | 3.950% | 5/15/43 | 175 | 150 | ||
Equinor ASA | 4.800% | 11/8/43 | 1,015 | 971 | ||
Equinor ASA | 3.250% | 11/18/49 | 750 | 563 | ||
Equinor ASA | 3.700% | 4/6/50 | 2,360 | 1,921 | ||
European Bank for Reconstruction & Development | 1.625% | 9/27/24 | 500 | 478 | ||
7 | European Bank for Reconstruction & Development | 1.500% | 2/13/25 | 100 | 94 | |
European Bank for Reconstruction & Development | 0.500% | 5/19/25 | 700 | 644 | ||
7 | European Bank for Reconstruction & Development | 0.500% | 11/25/25 | 1,600 | 1,448 | |
7 | European Bank for Reconstruction & Development | 0.500% | 1/28/26 | 2,000 | 1,801 | |
7 | European Bank for Reconstruction & Development | 4.375% | 3/9/28 | 3,650 | 3,667 | |
European Investment Bank | 0.375% | 7/24/24 | 3,000 | 2,846 | ||
European Investment Bank | 2.500% | 10/15/24 | 864 | 834 | ||
European Investment Bank | 1.875% | 2/10/25 | 4,413 | 4,193 | ||
European Investment Bank | 1.625% | 3/14/25 | 5,000 | 4,722 | ||
European Investment Bank | 0.625% | 7/25/25 | 3,700 | 3,397 | ||
European Investment Bank | 2.750% | 8/15/25 | 3,000 | 2,874 | ||
European Investment Bank | 0.375% | 12/15/25 | 5,500 | 4,956 | ||
European Investment Bank | 0.375% | 3/26/26 | 5,000 | 4,462 | ||
European Investment Bank | 2.125% | 4/13/26 | 1,000 | 936 | ||
European Investment Bank | 0.750% | 10/26/26 | 1,950 | 1,726 | ||
7 | European Investment Bank | 1.375% | 3/15/27 | 2,775 | 2,488 | |
European Investment Bank | 2.375% | 5/24/27 | 5,166 | 4,790 | ||
European Investment Bank | 0.625% | 10/21/27 | 500 | 429 | ||
European Investment Bank | 3.250% | 11/15/27 | 2,500 | 2,400 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
European Investment Bank | 3.875% | 3/15/28 | 4,300 | 4,232 | ||
European Investment Bank | 1.625% | 10/9/29 | 350 | 303 | ||
European Investment Bank | 0.875% | 5/17/30 | 400 | 325 | ||
European Investment Bank | 3.625% | 7/15/30 | 3,775 | 3,669 | ||
European Investment Bank | 0.750% | 9/23/30 | 1,200 | 958 | ||
European Investment Bank | 1.250% | 2/14/31 | 3,000 | 2,465 | ||
European Investment Bank | 3.750% | 2/14/33 | 2,100 | 2,069 | ||
European Investment Bank | 4.875% | 2/15/36 | 1,300 | 1,396 | ||
12 | Export Development Canada | 3.375% | 8/26/25 | 2,400 | 2,328 | |
12 | Export Development Canada | 4.375% | 6/29/26 | 2,500 | 2,483 | |
12 | Export Development Canada | 3.000% | 5/25/27 | 1,700 | 1,611 | |
12 | Export Development Canada | 3.875% | 2/14/28 | 1,900 | 1,867 | |
Export-Import Bank of Korea | 4.000% | 9/15/24 | 2,500 | 2,452 | ||
Export-Import Bank of Korea | 3.250% | 11/10/25 | 300 | 286 | ||
Export-Import Bank of Korea | 4.875% | 1/11/26 | 400 | 395 | ||
Export-Import Bank of Korea | 0.625% | 2/9/26 | 500 | 443 | ||
Export-Import Bank of Korea | 2.625% | 5/26/26 | 925 | 856 | ||
Export-Import Bank of Korea | 1.125% | 12/29/26 | 205 | 177 | ||
Export-Import Bank of Korea | 1.625% | 1/18/27 | 400 | 358 | ||
Export-Import Bank of Korea | 2.375% | 4/21/27 | 1,020 | 933 | ||
Export-Import Bank of Korea | 4.250% | 9/15/27 | 650 | 635 | ||
Export-Import Bank of Korea | 5.000% | 1/11/28 | 500 | 503 | ||
Export-Import Bank of Korea | 1.250% | 9/21/30 | 1,600 | 1,269 | ||
Export-Import Bank of Korea | 1.375% | 2/9/31 | 500 | 396 | ||
Export-Import Bank of Korea | 2.125% | 1/18/32 | 650 | 535 | ||
Export-Import Bank of Korea | 4.500% | 9/15/32 | 500 | 493 | ||
Export-Import Bank of Korea | 5.125% | 1/11/33 | 730 | 754 | ||
Export-Import Bank of Korea | 2.500% | 6/29/41 | 875 | 649 | ||
7 | Hydro-Quebec | 8.050% | 7/7/24 | 2,665 | 2,721 | |
Inter-American Development Bank | 3.250% | 7/1/24 | 2,000 | 1,956 | ||
Inter-American Development Bank | 0.500% | 9/23/24 | 3,500 | 3,299 | ||
Inter-American Development Bank | 2.125% | 1/15/25 | 1,000 | 955 | ||
7 | Inter-American Development Bank | 1.750% | 3/14/25 | 500 | 473 | |
Inter-American Development Bank | 0.875% | 4/3/25 | 1,000 | 930 | ||
Inter-American Development Bank | 7.000% | 6/15/25 | 250 | 258 | ||
Inter-American Development Bank | 0.625% | 7/15/25 | 5,100 | 4,683 | ||
7 | Inter-American Development Bank | 0.875% | 4/20/26 | 4,000 | 3,609 | |
7,9 | Inter-American Development Bank | 4.500% | 5/15/26 | 2,250 | 2,242 | |
7 | Inter-American Development Bank | 2.000% | 6/2/26 | 1,915 | 1,779 | |
Inter-American Development Bank | 2.000% | 7/23/26 | 1,615 | 1,496 | ||
Inter-American Development Bank | 2.375% | 7/7/27 | 800 | 743 | ||
Inter-American Development Bank | 0.625% | 9/16/27 | 3,700 | 3,180 | ||
Inter-American Development Bank | 4.000% | 1/12/28 | 4,550 | 4,499 | ||
Inter-American Development Bank | 1.125% | 7/20/28 | 2,000 | 1,715 | ||
Inter-American Development Bank | 3.125% | 9/18/28 | 2,200 | 2,080 | ||
Inter-American Development Bank | 2.250% | 6/18/29 | 1,000 | 895 | ||
7 | Inter-American Development Bank | 1.125% | 1/13/31 | 3,500 | 2,831 | |
7 | Inter-American Development Bank | 3.500% | 4/12/33 | 1,925 | 1,848 | |
7 | Inter-American Development Bank | 3.875% | 10/28/41 | 1,600 | 1,506 | |
Inter-American Development Bank | 3.200% | 8/7/42 | 550 | 468 | ||
Inter-American Development Bank | 4.375% | 1/24/44 | 450 | 450 | ||
Inter-American Investment Corp. | 4.125% | 2/15/28 | 1,050 | 1,034 | ||
7 | International Bank for Reconstruction & Development | 1.500% | 8/28/24 | 1,270 | 1,215 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
7 | International Bank for Reconstruction & Development | 2.500% | 11/25/24 | 5,500 | 5,297 | |
International Bank for Reconstruction & Development | 1.625% | 1/15/25 | 2,000 | 1,896 | ||
International Bank for Reconstruction & Development | 0.625% | 4/22/25 | 4,500 | 4,160 | ||
International Bank for Reconstruction & Development | 0.375% | 7/28/25 | 5,000 | 4,564 | ||
7 | International Bank for Reconstruction & Development | 2.500% | 7/29/25 | 4,600 | 4,388 | |
International Bank for Reconstruction & Development | 0.500% | 10/28/25 | 6,000 | 5,447 | ||
7 | International Bank for Reconstruction & Development | 3.125% | 11/20/25 | 2,000 | 1,928 | |
International Bank for Reconstruction & Development | 0.875% | 7/15/26 | 2,275 | 2,038 | ||
7 | International Bank for Reconstruction & Development | 1.875% | 10/27/26 | 356 | 327 | |
International Bank for Reconstruction & Development | 3.125% | 6/15/27 | 6,250 | 5,956 | ||
International Bank for Reconstruction & Development | 0.750% | 11/24/27 | 2,500 | 2,148 | ||
International Bank for Reconstruction & Development | 3.500% | 7/12/28 | 4,250 | 4,105 | ||
International Bank for Reconstruction & Development | 1.125% | 9/13/28 | 4,625 | 3,954 | ||
International Bank for Reconstruction & Development | 3.625% | 9/21/29 | 500 | 486 | ||
7 | International Bank for Reconstruction & Development | 1.750% | 10/23/29 | 1,500 | 1,301 | |
International Bank for Reconstruction & Development | 3.875% | 2/14/30 | 3,150 | 3,103 | ||
International Bank for Reconstruction & Development | 0.875% | 5/14/30 | 1,000 | 807 | ||
International Bank for Reconstruction & Development | 0.750% | 8/26/30 | 4,250 | 3,370 | ||
International Bank for Reconstruction & Development | 1.250% | 2/10/31 | 6,000 | 4,900 | ||
International Bank for Reconstruction & Development | 1.625% | 11/3/31 | 8,500 | 7,114 | ||
International Bank for Reconstruction & Development | 2.500% | 3/29/32 | 3,000 | 2,683 | ||
7 | International Bank for Reconstruction & Development | 4.750% | 2/15/35 | 450 | 472 | |
7 | International Finance Corp. | 1.375% | 10/16/24 | 1,400 | 1,332 | |
7 | International Finance Corp. | 0.375% | 7/16/25 | 1,000 | 915 | |
7 | International Finance Corp. | 2.125% | 4/7/26 | 1,505 | 1,407 | |
International Finance Corp. | 0.750% | 8/27/30 | 800 | 635 | ||
13 | Japan Bank for International Cooperation | 3.250% | 7/20/23 | 3,225 | 3,222 | |
7,13 | Japan Bank for International Cooperation | 1.750% | 10/17/24 | 600 | 572 | |
7,13 | Japan Bank for International Cooperation | 2.125% | 2/10/25 | 2,400 | 2,279 | |
13 | Japan Bank for International Cooperation | 2.875% | 4/14/25 | 3,600 | 3,448 | |
7,13 | Japan Bank for International Cooperation | 2.500% | 5/28/25 | 500 | 475 | |
13 | Japan Bank for International Cooperation | 0.625% | 7/15/25 | 2,000 | 1,828 | |
13 | Japan Bank for International Cooperation | 4.250% | 1/26/26 | 2,250 | 2,213 | |
13 | Japan Bank for International Cooperation | 4.250% | 4/27/26 | 1,125 | 1,105 | |
13 | Japan Bank for International Cooperation | 2.875% | 6/1/27 | 1,500 | 1,395 | |
13 | Japan Bank for International Cooperation | 2.875% | 7/21/27 | 500 | 466 | |
13 | Japan Bank for International Cooperation | 2.750% | 11/16/27 | 2,200 | 2,034 | |
13 | Japan Bank for International Cooperation | 3.250% | 7/20/28 | 1,300 | 1,218 | |
13 | Japan Bank for International Cooperation | 3.500% | 10/31/28 | 1,500 | 1,418 | |
13 | Japan Bank for International Cooperation | 2.125% | 2/16/29 | 1,930 | 1,686 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
13 | Japan Bank for International Cooperation | 2.000% | 10/17/29 | 300 | 258 | |
13 | Japan Bank for International Cooperation | 1.250% | 1/21/31 | 1,000 | 792 | |
13 | Japan Bank for International Cooperation | 1.875% | 4/15/31 | 500 | 414 | |
13 | Japan International Cooperation Agency | 2.750% | 4/27/27 | 700 | 648 | |
13 | Japan International Cooperation Agency | 3.250% | 5/25/27 | 3,000 | 2,820 | |
13 | Japan International Cooperation Agency | 4.000% | 5/23/28 | 600 | 583 | |
13 | Japan International Cooperation Agency | 3.375% | 6/12/28 | 550 | 518 | |
13 | Japan International Cooperation Agency | 1.000% | 7/22/30 | 200 | 157 | |
13 | Japan International Cooperation Agency | 1.750% | 4/28/31 | 500 | 408 | |
14 | KFW | 1.375% | 8/5/24 | 500 | 478 | |
14 | KFW | 0.500% | 9/20/24 | 3,600 | 3,394 | |
14 | KFW | 2.500% | 11/20/24 | 5,750 | 5,536 | |
14 | KFW | 1.250% | 1/31/25 | 4,025 | 3,787 | |
14 | KFW | 2.000% | 5/2/25 | 1,250 | 1,184 | |
14 | KFW | 0.375% | 7/18/25 | 6,000 | 5,478 | |
14 | KFW | 0.625% | 1/22/26 | 4,000 | 3,613 | |
14 | KFW | 3.625% | 4/1/26 | 2,750 | 2,680 | |
14 | KFW | 1.000% | 10/1/26 | 9,000 | 8,053 | |
14 | KFW | 3.000% | 5/20/27 | 585 | 555 | |
14 | KFW | 3.750% | 2/15/28 | 3,825 | 3,742 | |
14 | KFW | 2.875% | 4/3/28 | 2,300 | 2,163 | |
14 | KFW | 3.875% | 6/15/28 | 3,525 | 3,474 | |
14 | KFW | 1.750% | 9/14/29 | 900 | 787 | |
14 | KFW | 0.750% | 9/30/30 | 2,000 | 1,590 | |
14 | KFW | 0.000% | 4/18/36 | 600 | 357 | |
14 | KFW | 0.000% | 6/29/37 | 1,700 | 959 | |
Korea Development Bank | 2.125% | 10/1/24 | 400 | 383 | ||
Korea Development Bank | 0.750% | 1/25/25 | 650 | 605 | ||
Korea Development Bank | 1.375% | 4/25/27 | 500 | 440 | ||
Korea Development Bank | 4.375% | 2/15/28 | 2,150 | 2,108 | ||
Korea Development Bank | 1.625% | 1/19/31 | 1,000 | 806 | ||
Korea Development Bank | 2.000% | 10/25/31 | 500 | 408 | ||
Korea Development Bank | 4.375% | 2/15/33 | 1,600 | 1,556 | ||
14 | Landwirtschaftliche Rentenbank | 2.000% | 1/13/25 | 2,500 | 2,382 | |
7,14 | Landwirtschaftliche Rentenbank | 0.500% | 5/27/25 | 500 | 459 | |
14 | Landwirtschaftliche Rentenbank | 2.375% | 6/10/25 | 975 | 927 | |
14 | Landwirtschaftliche Rentenbank | 0.875% | 3/30/26 | 2,400 | 2,168 | |
7,14 | Landwirtschaftliche Rentenbank | 1.750% | 7/27/26 | 825 | 758 | |
7,14 | Landwirtschaftliche Rentenbank | 2.500% | 11/15/27 | 1,595 | 1,480 | |
7,14 | Landwirtschaftliche Rentenbank | 3.875% | 6/14/28 | 1,250 | 1,230 | |
14 | Landwirtschaftliche Rentenbank | 0.875% | 9/3/30 | 1,000 | 798 | |
Nordic Investment Bank | 0.375% | 9/20/24 | 800 | 754 | ||
Nordic Investment Bank | 0.375% | 9/11/25 | 1,500 | 1,364 | ||
7 | Nordic Investment Bank | 0.500% | 1/21/26 | 1,000 | 901 | |
Nordic Investment Bank | 4.375% | 3/14/28 | 2,900 | 2,914 | ||
15 | Oesterreichische Kontrollbank AG | 1.500% | 2/12/25 | 500 | 471 | |
15 | Oesterreichische Kontrollbank AG | 0.375% | 9/17/25 | 1,500 | 1,362 | |
15 | Oesterreichische Kontrollbank AG | 4.125% | 1/20/26 | 580 | 571 | |
7,15 | Oesterreichische Kontrollbank AG | 0.500% | 2/2/26 | 2,200 | 1,975 | |
15 | Oesterreichische Kontrollbank AG | 3.625% | 9/9/27 | 2,000 | 1,944 | |
15 | Oesterreichische Kontrollbank AG | 4.250% | 3/1/28 | 1,800 | 1,795 | |
7 | Oriental Republic of Uruguay | 4.375% | 10/27/27 | 975 | 968 | |
7 | Oriental Republic of Uruguay | 4.375% | 1/23/31 | 2,302 | 2,270 | |
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 | 598 | |
7 | Oriental Republic of Uruguay | 4.125% | 11/20/45 | 1,029 | 935 | |
7 | Oriental Republic of Uruguay | 5.100% | 6/18/50 | 2,535 | 2,532 | |
7 | Oriental Republic of Uruguay | 4.975% | 4/20/55 | 2,480 | 2,421 | |
7,16 | Petroleos Mexicanos | 2.290% | 2/15/24 | 20 | 19 | |
16 | Petroleos Mexicanos | 2.378% | 4/15/25 | 40 | 39 | |
Province of Alberta | 1.875% | 11/13/24 | 1,800 | 1,716 | ||
Province of Alberta | 1.000% | 5/20/25 | 830 | 768 | ||
Province of Alberta | 3.300% | 3/15/28 | 1,100 | 1,044 | ||
Province of Alberta | 1.300% | 7/22/30 | 2,566 | 2,086 | ||
7 | Province of British Columbia | 1.750% | 9/27/24 | 600 | 574 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Province of British Columbia | 2.250% | 6/2/26 | 1,707 | 1,593 | ||
Province of British Columbia | 0.900% | 7/20/26 | 1,275 | 1,138 | ||
Province of British Columbia | 1.300% | 1/29/31 | 500 | 405 | ||
9 | Province of British Columbia | 4.200% | 7/6/33 | 1,100 | 1,097 | |
Province of Manitoba | 2.125% | 6/22/26 | 850 | 788 | ||
Province of New Brunswick | 3.625% | 2/24/28 | 500 | 479 | ||
Province of Ontario | 2.500% | 4/27/26 | 1,000 | 940 | ||
Province of Ontario | 2.300% | 6/15/26 | 2,000 | 1,866 | ||
Province of Ontario | 3.100% | 5/19/27 | 4,025 | 3,806 | ||
Province of Ontario | 2.000% | 10/2/29 | 1,700 | 1,484 | ||
Province of Ontario | 1.125% | 10/7/30 | 2,800 | 2,245 | ||
Province of Ontario | 1.600% | 2/25/31 | 5,000 | 4,116 | ||
Province of Ontario | 1.800% | 10/14/31 | 500 | 416 | ||
7 | Province of Quebec | 2.875% | 10/16/24 | 700 | 678 | |
7 | Province of Quebec | 1.500% | 2/11/25 | 155 | 146 | |
Province of Quebec | 0.600% | 7/23/25 | 1,500 | 1,374 | ||
Province of Quebec | 2.500% | 4/20/26 | 700 | 659 | ||
Province of Quebec | 2.750% | 4/12/27 | 3,250 | 3,037 | ||
Province of Quebec | 3.625% | 4/13/28 | 1,150 | 1,109 | ||
7 | Province of Quebec | 7.500% | 9/15/29 | 1,075 | 1,252 | |
Province of Quebec | 1.350% | 5/28/30 | 1,200 | 990 | ||
Province of Quebec | 1.900% | 4/21/31 | 800 | 674 | ||
Province of Saskatchewan | 3.250% | 6/8/27 | 700 | 665 | ||
Republic of Chile | 3.125% | 3/27/25 | 200 | 194 | ||
Republic of Chile | 3.125% | 1/21/26 | 710 | 680 | ||
7 | Republic of Chile | 2.750% | 1/31/27 | 1,275 | 1,183 | |
7 | Republic of Chile | 3.240% | 2/6/28 | 2,910 | 2,735 | |
7 | Republic of Chile | 2.450% | 1/31/31 | 921 | 795 | |
7 | Republic of Chile | 2.550% | 1/27/32 | 279 | 239 | |
7 | Republic of Chile | 2.550% | 7/27/33 | 2,709 | 2,215 | |
7 | Republic of Chile | 3.500% | 1/31/34 | 1,808 | 1,594 | |
7,9 | Republic of Chile | 4.950% | 1/5/36 | 1,200 | 1,186 | |
7 | Republic of Chile | 3.100% | 5/7/41 | 2,440 | 1,839 | |
7 | Republic of Chile | 4.340% | 3/7/42 | ��736 | 654 | |
Republic of Chile | 3.860% | 6/21/47 | 1,100 | 901 | ||
7 | Republic of Chile | 3.500% | 1/25/50 | 1,915 | 1,441 | |
7 | Republic of Chile | 4.000% | 1/31/52 | 1,465 | 1,197 | |
7,9 | Republic of Chile | 5.330% | 1/5/54 | 900 | 895 | |
7 | Republic of Chile | 3.100% | 1/22/61 | 1,250 | 818 | |
7 | Republic of Chile | 3.250% | 9/21/71 | 500 | 326 | |
Republic of Hungary | 7.625% | 3/29/41 | 1,150 | 1,301 | ||
7 | Republic of Indonesia | 3.850% | 7/18/27 | 200 | 193 | |
7 | Republic of Indonesia | 4.150% | 9/20/27 | 650 | 631 | |
Republic of Indonesia | 3.500% | 1/11/28 | 1,300 | 1,226 | ||
7 | Republic of Indonesia | 4.550% | 1/11/28 | 850 | 839 | |
Republic of Indonesia | 4.100% | 4/24/28 | 1,000 | 966 | ||
Republic of Indonesia | 4.750% | 2/11/29 | 1,350 | 1,345 | ||
Republic of Indonesia | 3.400% | 9/18/29 | 200 | 185 | ||
Republic of Indonesia | 2.850% | 2/14/30 | 350 | 311 | ||
Republic of Indonesia | 3.850% | 10/15/30 | 2,100 | 1,972 | ||
Republic of Indonesia | 1.850% | 3/12/31 | 600 | 485 | ||
7 | Republic of Indonesia | 2.150% | 7/28/31 | 1,100 | 904 | |
7 | Republic of Indonesia | 3.550% | 3/31/32 | 1,250 | 1,133 | |
Republic of Indonesia | 4.350% | 1/11/48 | 2,075 | 1,841 | ||
Republic of Indonesia | 5.350% | 2/11/49 | 1,500 | 1,516 | ||
Republic of Indonesia | 3.700% | 10/30/49 | 825 | 658 | ||
Republic of Indonesia | 4.200% | 10/15/50 | 2,005 | 1,712 | ||
Republic of Indonesia | 3.050% | 3/12/51 | 850 | 623 | ||
7 | Republic of Indonesia | 4.300% | 3/31/52 | 700 | 605 | |
7 | Republic of Indonesia | 5.450% | 9/20/52 | 200 | 204 | |
7 | Republic of Indonesia | 5.650% | 1/11/53 | 700 | 733 | |
7 | Republic of Indonesia | 3.200% | 9/23/61 | 800 | 546 | |
Republic of Indonesia | 4.450% | 4/15/70 | 750 | 639 | ||
Republic of Indonesia | 3.350% | 3/12/71 | 500 | 346 | ||
Republic of Italy | 2.375% | 10/17/24 | 1,950 | 1,863 | ||
Republic of Italy | 1.250% | 2/17/26 | 2,900 | 2,590 | ||
Republic of Italy | 2.875% | 10/17/29 | 2,000 | 1,743 | ||
Republic of Italy | 5.375% | 6/15/33 | 1,925 | 1,917 | ||
Republic of Italy | 4.000% | 10/17/49 | 1,900 | 1,427 | ||
Republic of Italy | 3.875% | 5/6/51 | 2,500 | 1,812 | ||
Republic of Korea | 2.750% | 1/19/27 | 2,800 | 2,641 | ||
Republic of Korea | 2.500% | 6/19/29 | 900 | 811 | ||
Republic of Korea | 1.000% | 9/16/30 | 1,000 | 806 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Republic of Korea | 1.750% | 10/15/31 | 550 | 458 | ||
Republic of Korea | 4.125% | 6/10/44 | 655 | 620 | ||
Republic of Korea | 3.875% | 9/20/48 | 390 | 350 | ||
7 | Republic of Panama | 3.750% | 3/16/25 | 1,450 | 1,403 | |
Republic of Panama | 7.125% | 1/29/26 | 1,358 | 1,415 | ||
Republic of Panama | 8.875% | 9/30/27 | 368 | 422 | ||
7 | Republic of Panama | 3.875% | 3/17/28 | 1,980 | 1,873 | |
Republic of Panama | 9.375% | 4/1/29 | 1,070 | 1,288 | ||
7 | Republic of Panama | 3.160% | 1/23/30 | 400 | 350 | |
7 | Republic of Panama | 2.252% | 9/29/32 | 2,325 | 1,776 | |
7 | Republic of Panama | 6.400% | 2/14/35 | 1,900 | 1,983 | |
7 | Republic of Panama | 6.700% | 1/26/36 | 1,444 | 1,545 | |
7 | Republic of Panama | 4.500% | 5/15/47 | 200 | 159 | |
7 | Republic of Panama | 4.500% | 4/16/50 | 2,310 | 1,792 | |
7 | Republic of Panama | 4.300% | 4/29/53 | 1,250 | 931 | |
7 | Republic of Panama | 6.853% | 3/28/54 | 300 | 313 | |
7 | Republic of Panama | 4.500% | 4/1/56 | 2,650 | 1,985 | |
7 | Republic of Panama | 3.870% | 7/23/60 | 3,350 | 2,216 | |
7 | Republic of Panama | 4.500% | 1/19/63 | 1,400 | 1,024 | |
7 | Republic of Peru | 2.392% | 1/23/26 | 600 | 559 | |
Republic of Peru | 4.125% | 8/25/27 | 250 | 244 | ||
7 | Republic of Peru | 2.783% | 1/23/31 | 4,400 | 3,770 | |
7 | Republic of Peru | 1.862% | 12/1/32 | 900 | 693 | |
Republic of Peru | 8.750% | 11/21/33 | 2,385 | 3,019 | ||
7 | Republic of Peru | 3.000% | 1/15/34 | 1,800 | 1,494 | |
7 | Republic of Peru | 6.550% | 3/14/37 | 600 | 673 | |
7 | Republic of Peru | 3.300% | 3/11/41 | 900 | 692 | |
Republic of Peru | 5.625% | 11/18/50 | 2,150 | 2,205 | ||
7 | Republic of Peru | 3.550% | 3/10/51 | 500 | 374 | |
7 | Republic of Peru | 2.780% | 12/1/60 | 1,700 | 1,036 | |
7 | Republic of Peru | 3.600% | 1/15/72 | 900 | 611 | |
7 | Republic of Peru | 3.230% | 7/28/21 | 1,200 | 724 | |
Republic of Poland | 3.250% | 4/6/26 | 1,150 | 1,108 | ||
7 | Republic of Poland | 5.500% | 11/16/27 | 1,300 | 1,334 | |
7 | Republic of Poland | 5.750% | 11/16/32 | 975 | 1,023 | |
7 | Republic of Poland | 4.875% | 10/4/33 | 1,800 | 1,768 | |
7 | Republic of Poland | 5.500% | 4/4/53 | 2,105 | 2,124 | |
Republic of the Philippines | 9.500% | 10/21/24 | 550 | 584 | ||
Republic of the Philippines | 10.625% | 3/16/25 | 425 | 465 | ||
Republic of the Philippines | 5.500% | 3/30/26 | 1,500 | 1,529 | ||
Republic of the Philippines | 3.229% | 3/29/27 | 450 | 425 | ||
Republic of the Philippines | 5.170% | 10/13/27 | 600 | 611 | ||
Republic of the Philippines | 3.000% | 2/1/28 | 1,725 | 1,602 | ||
Republic of the Philippines | 4.625% | 7/17/28 | 500 | 501 | ||
Republic of the Philippines | 3.750% | 1/14/29 | 1,000 | 956 | ||
Republic of the Philippines | 9.500% | 2/2/30 | 1,525 | 1,923 | ||
Republic of the Philippines | 2.457% | 5/5/30 | 2,000 | 1,727 | ||
Republic of the Philippines | 7.750% | 1/14/31 | 775 | 917 | ||
Republic of the Philippines | 1.648% | 6/10/31 | 1,423 | 1,130 | ||
Republic of the Philippines | 1.950% | 1/6/32 | 675 | 541 | ||
Republic of the Philippines | 6.375% | 1/15/32 | 600 | 668 | ||
Republic of the Philippines | 3.556% | 9/29/32 | 800 | 729 | ||
Republic of the Philippines | 5.609% | 4/13/33 | 400 | 424 | ||
Republic of the Philippines | 5.000% | 7/17/33 | 1,050 | 1,068 | ||
Republic of the Philippines | 6.375% | 10/23/34 | 2,175 | 2,429 | ||
Republic of the Philippines | 5.000% | 1/13/37 | 400 | 400 | ||
Republic of the Philippines | 3.950% | 1/20/40 | 1,500 | 1,303 | ||
Republic of the Philippines | 3.700% | 3/1/41 | 1,534 | 1,274 | ||
Republic of the Philippines | 3.700% | 2/2/42 | 1,885 | 1,564 | ||
Republic of the Philippines | 2.950% | 5/5/45 | 1,750 | 1,258 | ||
Republic of the Philippines | 2.650% | 12/10/45 | 1,400 | 945 | ||
Republic of the Philippines | 3.200% | 7/6/46 | 1,500 | 1,112 | ||
Republic of the Philippines | 4.200% | 3/29/47 | 925 | 798 | ||
Republic of the Philippines | 5.950% | 10/13/47 | 600 | 658 | ||
Republic of the Philippines | 5.500% | 1/17/48 | 400 | 415 | ||
State of Israel | 2.875% | 3/16/26 | 1,100 | 1,043 | ||
State of Israel | 3.250% | 1/17/28 | 790 | 738 | ||
State of Israel | 2.500% | 1/15/30 | 200 | 175 | ||
State of Israel | 2.750% | 7/3/30 | 1,550 | 1,369 | ||
State of Israel | 4.500% | 1/17/33 | 1,975 | 1,940 | ||
State of Israel | 4.500% | 1/30/43 | 1,400 | 1,286 | ||
State of Israel | 4.125% | 1/17/48 | 800 | 685 | ||
State of Israel | 3.375% | 1/15/50 | 1,585 | 1,193 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
State of Israel | 3.875% | 7/3/50 | 1,650 | 1,358 | ||
State of Israel | 4.500% | 4/3/20 | 900 | 728 | ||
7 | Svensk Exportkredit AB | 0.375% | 7/30/24 | 800 | 757 | |
Svensk Exportkredit AB | 0.625% | 10/7/24 | 1,000 | 941 | ||
7 | Svensk Exportkredit AB | 0.625% | 5/14/25 | 2,500 | 2,298 | |
7 | Svensk Exportkredit AB | 4.000% | 7/15/25 | 1,000 | 980 | |
Svensk Exportkredit AB | 0.500% | 8/26/25 | 2,000 | 1,819 | ||
7 | Svensk Exportkredit AB | 4.625% | 11/28/25 | 1,060 | 1,053 | |
7 | Svensk Exportkredit AB | 4.375% | 2/13/26 | 1,125 | 1,112 | |
7 | Svensk Exportkredit AB | 2.250% | 3/22/27 | 1,000 | 918 | |
Svensk Exportkredit AB | 4.125% | 6/14/28 | 1,000 | 987 | ||
7 | United Mexican States | 3.900% | 4/27/25 | 800 | 787 | |
United Mexican States | 4.125% | 1/21/26 | 2,968 | 2,913 | ||
United Mexican States | 4.150% | 3/28/27 | 3,370 | 3,303 | ||
United Mexican States | 3.750% | 1/11/28 | 1,175 | 1,118 | ||
7 | United Mexican States | 5.400% | 2/9/28 | 800 | 813 | |
United Mexican States | 4.500% | 4/22/29 | 2,000 | 1,942 | ||
7 | United Mexican States | 3.250% | 4/16/30 | 3,000 | 2,673 | |
7 | United Mexican States | 2.659% | 5/24/31 | 2,700 | 2,247 | |
7 | United Mexican States | 8.300% | 8/15/31 | 1,000 | 1,182 | |
7 | United Mexican States | 4.750% | 4/27/32 | 700 | 669 | |
7 | United Mexican States | 7.500% | 4/8/33 | 400 | 454 | |
7 | United Mexican States | 4.875% | 5/19/33 | 425 | 406 | |
7 | United Mexican States | 3.500% | 2/12/34 | 2,500 | 2,095 | |
7 | United Mexican States | 6.750% | 9/27/34 | 950 | 1,033 | |
7 | United Mexican States | 6.350% | 2/9/35 | 2,225 | 2,342 | |
United Mexican States | 6.050% | 1/11/40 | 2,321 | 2,357 | ||
7 | United Mexican States | 4.280% | 8/14/41 | 1,141 | 944 | |
7 | United Mexican States | 4.750% | 3/8/44 | 3,022 | 2,594 | |
United Mexican States | 5.550% | 1/21/45 | 500 | 478 | ||
United Mexican States | 4.600% | 1/23/46 | 2,530 | 2,108 | ||
United Mexican States | 4.350% | 1/15/47 | 1,410 | 1,131 | ||
United Mexican States | 4.600% | 2/10/48 | 2,070 | 1,708 | ||
7 | United Mexican States | 4.500% | 1/31/50 | 600 | 490 | |
7 | United Mexican States | 5.000% | 4/27/51 | 2,500 | 2,172 | |
7 | United Mexican States | 4.400% | 2/12/52 | 2,025 | 1,600 | |
7 | United Mexican States | 6.338% | 5/4/53 | 2,385 | 2,435 | |
7 | United Mexican States | 3.771% | 5/24/61 | 2,875 | 1,957 | |
7 | United Mexican States | 5.750% | 10/12/10 | 2,114 | 1,889 | |
Total Sovereign Bonds (Cost $721,480) | 657,796 | |||||
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 | 251 | ||
Alameda County CA Joint Powers Authority Lease Revenue | 7.046% | 12/1/44 | 100 | 123 | ||
American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | 6.449% | 2/15/44 | 225 | 251 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 7.834% | 2/15/41 | 100 | 126 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 6.053% | 2/15/43 | 50 | 54 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 5.939% | 2/15/47 | 925 | 996 | ||
American Municipal Power Ohio Inc. Revenue (Prairie State Energy Campus Projects) | 8.084% | 2/15/50 | 375 | 507 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.918% | 4/1/40 | 375 | 442 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.263% | 4/1/49 | 985 | 1,167 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 7.043% | 4/1/50 | 125 | 160 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 6.907% | 10/1/50 | 400 | 511 | ||
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | 3.126% | 4/1/55 | 700 | 497 | ||
California Earthquake Authority Revenue | 5.603% | 7/1/27 | 275 | 275 | ||
California GO | 3.375% | 4/1/25 | 426 | 412 | ||
California GO | 2.650% | 4/1/26 | 250 | 235 | ||
California GO | 1.700% | 2/1/28 | 350 | 307 | ||
California GO | 3.500% | 4/1/28 | 400 | 380 | ||
California GO | 2.500% | 10/1/29 | 590 | 521 | ||
California GO | 1.750% | 11/1/30 | 260 | 213 | ||
California GO | 4.500% | 4/1/33 | 850 | 836 | ||
California GO | 7.500% | 4/1/34 | 1,770 | 2,155 | ||
California GO | 4.600% | 4/1/38 | 1,925 | 1,845 | ||
California GO | 7.550% | 4/1/39 | 2,815 | 3,546 | ||
California GO | 7.300% | 10/1/39 | 1,000 | 1,207 | ||
California GO | 7.350% | 11/1/39 | 725 | 882 | ||
California GO | 7.625% | 3/1/40 | 1,150 | 1,446 | ||
California GO | 7.600% | 11/1/40 | 2,000 | 2,553 | ||
California State University Systemwide Revenue | 3.899% | 11/1/47 | 250 | 218 | ||
California State University Systemwide Revenue | 2.897% | 11/1/51 | 500 | 362 | ||
California State University Systemwide Revenue | 2.975% | 11/1/51 | 465 | 334 | ||
California State University Systemwide Revenue | 2.719% | 11/1/52 | 500 | 349 | ||
California State University Systemwide Revenue | 2.939% | 11/1/52 | 500 | 351 | ||
Central Puget Sound WA Regional Transit Authority Sales & Use Tax Revenue | 5.491% | 11/1/39 | 100 | 105 | ||
Charlotte-Mecklenburg NC Hospital Authority Health Care System Revenue | 3.204% | 1/15/51 | 500 | 354 | ||
Chicago IL Metropolitan Water Reclamation District GO | 5.720% | 12/1/38 | 500 | 535 | ||
Chicago IL O'Hare International Airport Revenue | 6.395% | 1/1/40 | 405 | 463 | ||
Chicago IL O'Hare International Airport Revenue | 4.472% | 1/1/49 | 325 | 303 | ||
Chicago IL O'Hare International Airport Revenue | 4.572% | 1/1/54 | 340 | 324 | ||
Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | 6.899% | 12/1/40 | 1,500 | 1,700 | ||
Clark County NV Airport System Revenue | 6.820% | 7/1/45 | 325 | 395 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.864% | 6/1/38 | 500 | 448 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 4.144% | 6/1/38 | 275 | 251 | ||
Commonwealth Financing Authority Pennsylvania Revenue | 3.807% | 6/1/41 | 400 | 342 | ||
Commonwealth of Massachusetts SO Revenue | 3.769% | 7/15/29 | 350 | 333 | ||
Connecticut GO | 5.090% | 10/1/30 | 575 | 568 | ||
Connecticut GO | 5.850% | 3/15/32 | 610 | 649 | ||
Cook County IL GO | 6.229% | 11/15/34 | 400 | 434 | ||
Dallas County TX Hospital District GO | 5.621% | 8/15/44 | 100 | 107 | ||
Dallas TX Area Rapid Transit Revenue | 5.999% | 12/1/44 | 300 | 343 | ||
Dallas TX Area Rapid Transit Revenue | 5.022% | 12/1/48 | 75 | 77 | ||
Dallas TX Convention Center Hotel Development Corp. Hotel Revenue | 7.088% | 1/1/42 | 285 | 323 | ||
17 | Dallas TX Independent School District GO | 6.450% | 2/15/35 | 150 | 151 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Dallas-Fort Worth TX International Airport Revenue | 2.994% | 11/1/38 | 875 | 733 | ||
Dallas-Fort Worth TX International Airport Revenue | 3.144% | 11/1/45 | 325 | 249 | ||
Dallas-Fort Worth TX International Airport Revenue | 2.843% | 11/1/46 | 450 | 331 | ||
Dallas-Fort Worth TX International Airport Revenue | 4.507% | 11/1/51 | 800 | 745 | ||
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 | 255 | ||
East Bay CA Municipal Utility District Water System Revenue | 5.874% | 6/1/40 | 315 | 346 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.258% | 7/1/25 | 1,300 | 1,200 | ||
Florida State Board of Administration Finance Corp. Revenue | 1.705% | 7/1/27 | 850 | 752 | ||
Florida State Board of Administration Finance Corp. Revenue | 2.154% | 7/1/30 | 1,000 | 833 | ||
Foothill-Eastern Transportation Corridor Agency CA Toll Road Revenue | 4.094% | 1/15/49 | 510 | 421 | ||
Georgia Municipal Electric Power Authority Revenue | 6.637% | 4/1/57 | 581 | 663 | ||
Georgia Municipal Electric Power Authority Revenue | 6.655% | 4/1/57 | 1,335 | 1,529 | ||
Georgia Municipal Electric Power Authority Revenue | 7.055% | 4/1/57 | 142 | 150 | ||
Georgia Water & Wastewater Revenue | 2.257% | 11/1/35 | 250 | 201 | ||
Golden State Tobacco Securitization Corp. California Revenue | 2.746% | 6/1/34 | 425 | 346 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.487% | 6/1/36 | 400 | 326 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.115% | 6/1/38 | 400 | 311 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.714% | 6/1/41 | 400 | 304 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.293% | 6/1/42 | 500 | 376 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.000% | 6/1/46 | 395 | 364 | ||
Golden State Tobacco Securitization Corp. California Revenue | 3.850% | 6/1/50 | 455 | 412 | ||
Golden State Tobacco Securitization Corp. California Revenue | 4.214% | 6/1/50 | 625 | 467 | ||
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 | 1,095 | ||
Great Lakes Michigan Water Authority Sewage Disposal System Revenue | 3.056% | 7/1/39 | 100 | 81 | ||
Houston TX GO | 6.290% | 3/1/32 | 660 | 696 | ||
Houston TX GO | 3.961% | 3/1/47 | 355 | 315 | ||
Idaho Energy Resources Authority Transmission Facilities Revenue (Bonneville Cooperation Project No.2) | 2.861% | 9/1/46 | 300 | 218 | ||
Illinois GO | 5.100% | 6/1/33 | 7,370 | 7,243 | ||
Illinois GO | 6.630% | 2/1/35 | 120 | 125 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Illinois Toll Highway Authority Revenue | 6.184% | 1/1/34 | 350 | 381 | ||
Indiana Finance Authority Revenue (Ohio River Bridges East End Crossing Project) | 3.051% | 1/1/51 | 375 | 287 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 3.985% | 1/1/29 | 375 | 367 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.433% | 1/1/33 | 100 | 99 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 4.532% | 1/1/35 | 355 | 349 | ||
Jobs Ohio Beverage System Statewide Liquor Profits Revenue | 2.833% | 1/1/38 | 325 | 259 | ||
Kansas Department of Transportation Highway Revenue | 4.596% | 9/1/35 | 150 | 147 | ||
Kansas Development Finance Authority Revenue | 4.927% | 4/15/45 | 200 | 192 | ||
18 | Kansas Development Finance Authority Revenue | 2.774% | 5/1/51 | 600 | 432 | |
Los Angeles CA Community College District GO | 1.606% | 8/1/28 | 305 | 267 | ||
Los Angeles CA Community College District GO | 1.806% | 8/1/30 | 500 | 418 | ||
Los Angeles CA Community College District GO | 2.106% | 8/1/32 | 1,450 | 1,183 | ||
Los Angeles CA Community College District GO | 6.750% | 8/1/49 | 325 | 405 | ||
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 | 494 | ||
Los Angeles CA Department of Water & Power Revenue | 6.603% | 7/1/50 | 500 | 619 | ||
Los Angeles CA Unified School District GO | 5.750% | 7/1/34 | 2,010 | 2,132 | ||
Los Angeles CA Unified School District GO | 6.758% | 7/1/34 | 250 | 283 | ||
Los Angeles County CA Metropolitan Transportation Authority Sales Tax Revenue | 5.735% | 6/1/39 | 400 | 431 | ||
Los Angeles County CA Public Works Financing Authority Lease Revenue | 7.618% | 8/1/40 | 50 | 63 | ||
Louisiana Gasoline & Fuel Tax Revenue | 2.952% | 5/1/41 | 200 | 154 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 3.615% | 2/1/29 | 628 | 605 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 5.081% | 6/1/31 | 400 | 399 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.145% | 2/1/33 | 700 | 676 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 5.048% | 12/1/34 | 300 | 302 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.275% | 2/1/36 | 200 | 188 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 4.475% | 8/1/39 | 700 | 661 | ||
Louisiana Local Government Environmental Facilities & Community Development Authority System Restoration Taxable Bonds Revenue | 5.198% | 12/1/39 | 700 | 714 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.052% | 7/1/40 | 500 | 375 | ||
Maryland Health & Higher Educational Facilities Authority Revenue | 3.197% | 7/1/50 | 500 | 343 | ||
Maryland Transportation Authority Facilities Projects Revenue | 5.888% | 7/1/43 | 100 | 107 | ||
Massachusetts GO | 5.456% | 12/1/39 | 845 | 889 | ||
Massachusetts GO | 2.514% | 7/1/41 | 275 | 205 | ||
Massachusetts GO | 2.813% | 9/1/43 | 300 | 224 | ||
Massachusetts GO | 2.900% | 9/1/49 | 575 | 411 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 5.715% | 8/15/39 | 500 | 538 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 3.395% | 10/15/40 | 335 | 277 | ||
Massachusetts School Building Authority Dedicated Sales Tax Revenue | 2.950% | 5/15/43 | 350 | 262 | ||
Massachusetts SO Revenue | 4.110% | 7/15/31 | 775 | 753 | ||
Massachusetts Transportation Fund Revenue | 5.731% | 6/1/40 | 50 | 53 | ||
Massachusetts Water Resources Authority Revenue | 2.823% | 8/1/41 | 250 | 195 | ||
Metropolitan Government of Nashville & Davidson County TN Convention Center Authority Tourism Tax Revenue | 6.731% | 7/1/43 | 100 | 114 | ||
Metropolitan Washington DC/VA Airports Authority Dulles Toll Road Revenue | 7.462% | 10/1/46 | 575 | 738 | ||
Miami-Dade County FL Aviation Revenue (Miami International Airport) | 4.280% | 10/1/41 | 575 | 514 | ||
Miami-Dade County FL Water & Sewer Revenue | 3.490% | 10/1/42 | 275 | 222 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.084% | 12/1/34 | 250 | 215 | ||
Michigan Finance Authority Revenue (Trinity Health Credit Group) | 3.384% | 12/1/40 | 375 | 303 | ||
Michigan State Building Authority Revenue Refunding Taxable BDS 2020 II | 2.705% | 10/15/40 | 800 | 607 | ||
Michigan State University Revenue | 4.496% | 8/15/48 | 200 | 181 | ||
Michigan State University Revenue | 4.165% | 8/15/22 | 465 | 367 | ||
Michigan Strategic Fund Limited Obligation Revenue | 3.225% | 9/1/47 | 275 | 211 | ||
Mississippi GO | 5.245% | 11/1/34 | 250 | 257 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.229% | 5/15/50 | 405 | 310 | ||
Missouri Health & Educational Facilities Authority Revenue (Washington University) | 3.652% | 8/15/57 | 350 | 282 | ||
19 | New Jersey Economic Development Authority Revenue (State Pension Funding) | 7.425% | 2/15/29 | 1,435 | 1,541 | |
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 5.754% | 12/15/28 | 460 | 464 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 6.561% | 12/15/40 | 450 | 517 | ||
New Jersey Transportation Trust Fund Authority Transportation System Revenue | 4.131% | 6/15/42 | 300 | 260 | ||
New Jersey Turnpike Authority Revenue | 7.414% | 1/1/40 | 575 | 720 | ||
New Jersey Turnpike Authority Revenue | 7.102% | 1/1/41 | 1,830 | 2,229 | ||
New York City NY GO | 5.517% | 10/1/37 | 475 | 498 | ||
New York City NY GO | 6.271% | 12/1/37 | 325 | 362 | ||
New York City NY GO | 5.263% | 10/1/52 | 200 | 212 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.750% | 6/15/41 | 100 | 103 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.724% | 6/15/42 | 300 | 308 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.952% | 6/15/42 | 100 | 113 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 6.011% | 6/15/42 | 75 | 86 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.440% | 6/15/43 | 325 | 348 | ||
New York City NY Municipal Water Finance Authority Water & Sewer System Revenue | 5.882% | 6/15/44 | 1,200 | 1,347 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.767% | 8/1/36 | 290 | 305 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.508% | 8/1/37 | 150 | 156 | ||
New York City NY Transitional Finance Authority Future Tax Revenue | 5.572% | 11/1/38 | 625 | 655 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 5.871% | 11/15/39 | 100 | 99 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.668% | 11/15/39 | 500 | 531 | ||
New York Metropolitan Transportation Authority Revenue (Build America Bonds) | 6.814% | 11/15/40 | 300 | 325 | ||
New York Metropolitan Transportation Authority Revenue (Climate Bond Certified) | 5.175% | 11/15/49 | 495 | 451 | ||
New York Metropolitan Transportation Authority Revenue (Dedicated Tax Fund) | 7.336% | 11/15/39 | 515 | 640 | ||
New York State Dormitory Authority Revenue | 3.142% | 7/1/43 | 855 | 693 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 2.202% | 3/15/34 | 500 | 393 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.110% | 2/15/39 | 200 | 164 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 5.628% | 3/15/39 | 95 | 99 | ||
New York State Dormitory Authority Revenue (Personal Income Tax) | 3.190% | 2/15/43 | 200 | 157 | ||
New York State Thruway Authority General Revenue | 2.900% | 1/1/35 | 330 | 279 | ||
New York State Thruway Authority General Revenue | 3.500% | 1/1/42 | 200 | 166 | ||
New York State Urban Development Corp. Revenue (Personal Income Tax) | 3.900% | 3/15/33 | 300 | 280 |
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 | 471 | ||
North Texas Tollway Authority System Revenue | 3.011% | 1/1/43 | 175 | 132 | ||
North Texas Tollway Authority System Revenue | 6.718% | 1/1/49 | 700 | 869 | ||
Ohio State University General Receipts Revenue | 4.910% | 6/1/40 | 275 | 273 | ||
Ohio State University General Receipts Revenue | 3.798% | 12/1/46 | 100 | 83 | ||
Ohio State University General Receipts Revenue | 4.800% | 6/1/11 | 415 | 381 | ||
Ohio Turnpike Commission Revenue | 3.216% | 2/15/48 | 300 | 220 | ||
Oklahoma Development Finance Authority Revenue | 3.877% | 5/1/37 | 486 | 470 | ||
Oklahoma Development Finance Authority Revenue | 4.380% | 11/1/45 | 425 | 396 | ||
Oklahoma Development Finance Authority Revenue | 4.714% | 5/1/52 | 350 | 337 | ||
Oregon Department of Transportation Highway User Tax Revenue | 5.834% | 11/15/34 | 225 | 247 | ||
Oregon GO | 5.892% | 6/1/27 | 375 | 382 | ||
20 | Oregon School Boards Association GO | 5.528% | 6/30/28 | 125 | 126 | |
Pennsylvania State University Revenue | 2.790% | 9/1/43 | 425 | 323 | ||
Pennsylvania State University Revenue | 2.840% | 9/1/50 | 300 | 215 | ||
Pennsylvania Turnpike Commission Revenue | 5.511% | 12/1/45 | 375 | 396 | ||
Philadelphia PA Water & Wastewater Revenue | 2.926% | 7/1/45 | 275 | 197 | ||
Port Authority of New York & New Jersey Revenue | 6.040% | 12/1/29 | 125 | 134 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 200 | 215 | ||
Port Authority of New York & New Jersey Revenue | 5.647% | 11/1/40 | 800 | 859 | ||
Port Authority of New York & New Jersey Revenue | 4.960% | 8/1/46 | 975 | 953 | ||
Port Authority of New York & New Jersey Revenue | 5.310% | 8/1/46 | 375 | 376 | ||
Port Authority of New York & New Jersey Revenue | 4.031% | 9/1/48 | 175 | 154 | ||
Port Authority of New York & New Jersey Revenue | 3.139% | 2/15/51 | 200 | 150 | ||
Port Authority of New York & New Jersey Revenue | 4.926% | 10/1/51 | 135 | 135 | ||
Port Authority of New York & New Jersey Revenue | 3.175% | 7/15/60 | 250 | 177 | ||
Port Authority of New York & New Jersey Revenue | 4.458% | 10/1/62 | 1,705 | 1,557 | ||
Port Authority of New York & New Jersey Revenue | 4.810% | 10/15/65 | 550 | 535 | ||
Port Authority of New York & New Jersey Revenue | 3.287% | 8/1/69 | 400 | 277 | ||
Port of Morrow OR Transmission Facilities Revenue (Bonneville Cooperation Projects) | 2.543% | 9/1/40 | 300 | 223 | ||
Regional Transportation District of Colorado Sales Tax Revenue | 5.844% | 11/1/50 | 150 | 170 | ||
Riverside County CA Pension Obligation Revenue Bonds | 3.818% | 2/15/38 | 75 | 68 | ||
Rutgers State University New Jersey Revenue | 5.665% | 5/1/40 | 325 | 344 | ||
Rutgers State University New Jersey Revenue | 3.270% | 5/1/43 | 100 | 80 | ||
Rutgers State University New Jersey Revenue | 3.915% | 5/1/19 | 375 | 270 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.238% | 1/1/42 | 350 | 279 | ||
Sales Tax Securitization Corp. Illinois Revenue | 3.587% | 1/1/43 | 350 | 294 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
Sales Tax Securitization Corp. Illinois Revenue | 3.820% | 1/1/48 | 250 | 201 | ||
Sales Tax Securitization Corp. Illinois Revenue | 4.787% | 1/1/48 | 230 | 214 | ||
Salt River Projects Arizona Agricultural Improvement & Power District Revenue | 4.839% | 1/1/41 | 370 | 366 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.985% | 2/1/39 | 225 | 246 | ||
San Antonio TX Electric & Gas Systems Revenue | 5.808% | 2/1/41 | 490 | 534 | ||
San Antonio TX Electric & Gas Systems Revenue | 4.427% | 2/1/42 | 450 | 423 | ||
San Diego County CA Water Authority Revenue | 6.138% | 5/1/49 | 1,000 | 1,129 | ||
San Francisco CA City & County Public Utilities Commission Water Revenue | 6.950% | 11/1/50 | 275 | 339 | ||
San Jose California Redevelopment Agency Successor Agency Tax Allocation | 3.375% | 8/1/34 | 375 | 334 | ||
Santa Clara Valley CA Transportation Authority Sales Tax Revenue | 5.876% | 4/1/32 | 605 | 632 | ||
South Carolina Public Service Authority Revenue | 6.454% | 1/1/50 | 475 | 531 | ||
State Public School Building Authority PA Revenue | 5.000% | 9/15/27 | 250 | 248 | ||
Texas GO | 5.517% | 4/1/39 | 1,030 | 1,104 | ||
Texas GO | 3.211% | 4/1/44 | 425 | 346 | ||
Texas Natural Gas Securitization Finance Corp. Revenue | 5.102% | 4/1/35 | 1,300 | 1,305 | ||
Texas Natural Gas Securitization Finance Corp. Revenue | 5.169% | 4/1/41 | 1,350 | 1,389 | ||
Texas Private Activity Bond Surface Transportation Corp. Revenue (NTE Mobility Partners) | 3.922% | 12/31/49 | 775 | 628 | ||
Texas Transportation Commission GO | 4.681% | 4/1/40 | 100 | 101 | ||
Texas Transportation Commission GO | 2.562% | 4/1/42 | 725 | 552 | ||
Texas Transportation Commission GO | 2.472% | 10/1/44 | 725 | 514 | ||
Texas Transportation Commission State Highway Revenue | 5.178% | 4/1/30 | 1,275 | 1,291 | ||
Texas Transportation Commission State Highway Revenue | 4.000% | 10/1/33 | 325 | 308 | ||
20 | Tucson City AZ COP | 2.856% | 7/1/47 | 300 | 220 | |
University of California Regents Medical Center Pooled Revenue | 4.132% | 5/15/32 | 250 | 238 | ||
University of California Regents Medical Center Pooled Revenue | 6.548% | 5/15/48 | 2,250 | 2,625 | ||
University of California Regents Medical Center Pooled Revenue | 6.583% | 5/15/49 | 125 | 146 | ||
University of California Regents Medical Center Pooled Revenue | 3.006% | 5/15/50 | 500 | 351 | ||
University of California Regents Medical Center Pooled Revenue | 4.563% | 5/15/53 | 200 | 186 | ||
University of California Regents Medical Center Pooled Revenue | 3.256% | 5/15/60 | 660 | 463 | ||
University of California Revenue | 0.883% | 5/15/25 | 225 | 208 | ||
University of California Revenue | 3.063% | 7/1/25 | 400 | 385 | ||
University of California Revenue | 1.316% | 5/15/27 | 925 | 820 | ||
University of California Revenue | 1.614% | 5/15/30 | 525 | 431 | ||
University of California Revenue | 5.946% | 5/15/45 | 275 | 300 | ||
University of California Revenue | 3.071% | 5/15/51 | 500 | 353 | ||
University of California Revenue | 4.858% | 5/15/12 | 705 | 626 | ||
University of California Revenue | 4.767% | 5/15/15 | 150 | 131 | ||
University of Michigan Revenue | 2.437% | 4/1/40 | 275 | 207 |
Coupon | Maturity Date | Face Amount ($000) | Market Value• ($000) | |||
University of Michigan Revenue | 2.562% | 4/1/50 | 200 | 134 | ||
University of Michigan Revenue | 3.504% | 4/1/52 | 475 | 382 | ||
University of Michigan Revenue | 4.454% | 4/1/22 | �� 1,100 | 953 | ||
University of Nebraska Student Fee Revenue | 3.037% | 10/1/49 | 235 | 180 | ||
18 | University of Oregon Revenue | 3.424% | 3/1/60 | 750 | 557 | |
University of Pittsburgh Pennsylvania of the Commonwealth System of Higher Education Revenue | 3.555% | 9/15/19 | 350 | 240 | ||
University of Texas Financing System Revenue | 4.794% | 8/15/46 | 300 | 303 | ||
University of Texas Financing System Revenue | 3.354% | 8/15/47 | 200 | 161 | ||
University of Texas Financing System Revenue | 2.439% | 8/15/49 | 225 | 149 | ||
University of Texas Permanent University Fund Revenue | 3.376% | 7/1/47 | 900 | 731 | ||
University of Texas Permanent University Fund Revenue | 3.100% | 7/1/49 | 275 | 209 | ||
University of Virginia Revenue | 2.256% | 9/1/50 | 1,075 | 668 | ||
University of Virginia Revenue | 4.179% | 9/1/17 | 250 | 203 | ||
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 | 488 | ||
20 | Westchester County NY Local Development Corp. Revenue (Westchester Medical Center) | 3.846% | 11/1/50 | 275 | 197 | |
20 | Wisconsin General Fund Annual Appropriation Revenue | 5.700% | 5/1/26 | 200 | 201 | |
Wisconsin General Fund Annual Appropriation Revenue | 3.154% | 5/1/27 | 300 | 283 | ||
Wisconsin General Fund Annual Appropriation Revenue | 3.954% | 5/1/36 | 1,000 | 927 | ||
Total Taxable Municipal Bonds (Cost $146,880) | 129,982 |
Coupon | Shares | Market Value• ($000) | ||||
Temporary Cash Investments (1.9%) | ||||||
Money Market Fund (1.9%) | ||||||
21,22 | Vanguard Market Liquidity Fund (Cost $927,650) | 5.150% | 9,278,797 | 927,694 | ||
Total Investments (100.1%) (Cost $30,056,207) | 49,883,742 | |||||
Other Assets and Liabilities—Net (-0.1%) | (54,493) | |||||
Net Assets (100%) | 49,829,249 |
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 $85,243,000. |
2 | Security value determined using significant unobservable inputs. |
3 | Restricted securities totaling $222,000, representing 0.0% of net assets. |
4 | “Other” represents securities that are not classified by the fund’s benchmark index. |
5 | Considered an affiliated company of the fund as the issuer is another member of The Vanguard Group. |
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 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of June 30, 2023. |
10 | 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. |
11 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At June 30, 2023, the aggregate value was $50,592,000, representing 0.1% of net assets. |
12 | Guaranteed by the Government of Canada. |
13 | Guaranteed by the Government of Japan. |
14 | Guaranteed by the Federal Republic of Germany. |
15 | Guaranteed by the Republic of Austria. |
16 | Guaranteed by the Government of Mexico. |
17 | Scheduled principal and interest payments are guaranteed by Texas Permanent School Fund. |
18 | Scheduled principal and interest payments are guaranteed by Build America Mutual Assurance Co. |
19 | Scheduled principal and interest payments are guaranteed by National Public Finance Guarantee Corp. |
20 | Scheduled principal and interest payments are guaranteed by Assured Guaranty Municipal Corp. |
21 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
22 | Collateral of $94,613,000 was received for securities on loan, of which $94,548,000 is held in Vanguard Market Liquidity Fund and $65,000 is held in cash. |
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. | |
REIT—Real Estate Investment Trust. | |
SO—Special Obligation. | |
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 | September 2023 | 5,527 | 620,492 | (9,872) |
E-mini Russell 2000 Index | September 2023 | 55 | 5,235 | 47 |
E-mini S&P 500 Index | September 2023 | 541 | 121,407 | 3,758 |
(6,067) |
($000s, except shares, footnotes, and per-share amounts) | Amount |
Assets | |
Investments in Securities, at Value1 | |
Unaffiliated Issuers (Cost $29,125,119) | 48,953,186 |
Affiliated Issuers (Cost $931,088) | 930,556 |
Total Investments in Securities | 49,883,742 |
Investment in Vanguard | 1,703 |
Cash | 65 |
Cash Collateral Pledged—Futures Contracts | 18,977 |
Receivables for Investment Securities Sold | 210,539 |
Receivables for Accrued Income | 144,344 |
Receivables for Capital Shares Issued | 34,083 |
Variation Margin Receivable—Futures Contracts | 2,432 |
Total Assets | 50,295,885 |
Liabilities | |
Due to Custodian | 3,520 |
Payables for Investment Securities Purchased | 322,148 |
Collateral for Securities on Loan | 94,613 |
Payables for Capital Shares Redeemed | 44,961 |
Payables to Vanguard | 1,394 |
Total Liabilities | 466,636 |
Net Assets | 49,829,249 |
1 Includes $85,243,000 of securities on loan. | |
At June 30, 2023, net assets consisted of: | |
Paid-in Capital | 29,118,297 |
Total Distributable Earnings (Loss) | 20,710,952 |
Net Assets | 49,829,249 |
Investor Shares—Net Assets | |
Applicable to 4,492,500 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 194,089 |
Net Asset Value Per Share—Investor Shares | $43.20 |
Admiral Shares—Net Assets | |
Applicable to 935,082,409 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 40,393,239 |
Net Asset Value Per Share—Admiral Shares | $43.20 |
Institutional Shares—Net Assets | |
Applicable to 213,910,376 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 9,241,921 |
Net Asset Value Per Share—Institutional Shares | $43.20 |
Six Months Ended June 30, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends—Unaffiliated Issuers1 | 230,479 |
Dividends—Affiliated Issuers | 35 |
Interest—Unaffiliated Issuers | 273,453 |
Interest—Affiliated Issuers | 9,001 |
Securities Lending—Net | 3,644 |
Total Income | 516,612 |
Expenses | |
The Vanguard Group—Note B | |
Investment Advisory Services | 491 |
Management and Administrative—Investor Shares | 149 |
Management and Administrative—Admiral Shares | 11,767 |
Management and Administrative—Institutional Shares | 2,601 |
Marketing and Distribution—Investor Shares | 5 |
Marketing and Distribution—Admiral Shares | 978 |
Marketing and Distribution—Institutional Shares | 151 |
Custodian Fees | 184 |
Shareholders’ Reports—Investor Shares | 1 |
Shareholders’ Reports—Admiral Shares | 191 |
Shareholders’ Reports—Institutional Shares | 20 |
Trustees’ Fees and Expenses | 13 |
Other Expenses | 50 |
Total Expenses | 16,601 |
Net Investment Income | 500,011 |
Realized Net Gain (Loss) | |
Investment Securities Sold—Unaffiliated Issuers | 911,288 |
Investment Securities Sold—Affiliated Issuers | (21) |
Futures Contracts | 10,278 |
Realized Net Gain (Loss) | 921,545 |
Change in Unrealized Appreciation (Depreciation) | |
Investment Securities—Unaffiliated Issuers | 3,450,280 |
Investment Securities—Affiliated Issuers | 20 |
Futures Contracts | (2,541) |
Change in Unrealized Appreciation (Depreciation) | 3,447,759 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 4,869,315 |
1 | Dividends are net of foreign withholding taxes of $17,000. |
Six Months Ended June 30, 2023 | Year Ended December 31, 2022 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 500,011 | 933,295 | |
Realized Net Gain (Loss) | 921,545 | 409,979 | |
Change in Unrealized Appreciation (Depreciation) | 3,447,759 | (11,543,974) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 4,869,315 | (10,200,700) | |
Distributions | |||
Investor Shares | (2,508) | (6,004) | |
Admiral Shares | (538,077) | (1,065,948) | |
Institutional Shares | (136,299) | (294,002) | |
Total Distributions | (676,884) | (1,365,954) | |
Capital Share Transactions | |||
Investor Shares | (21,182) | (61,986) | |
Admiral Shares | (372,590) | (1,095,405) | |
Institutional Shares | (1,872,414) | (335,056) | |
Net Increase (Decrease) from Capital Share Transactions | (2,266,186) | (1,492,447) | |
Total Increase (Decrease) | 1,926,245 | (13,059,101) | |
Net Assets | |||
Beginning of Period | 47,903,004 | 60,962,105 | |
End of Period | 49,829,249 | 47,903,004 |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2023 | Year Ended December 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | ||
Net Asset Value, Beginning of Period | $39.66 | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Investment Operations | ||||||
Net Investment Income1 | .400 | .709 | .627 | .700 | .755 | .748 |
Capital Gain Distributions Received1 | — | .0002 | .0002 | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 3.693 | (8.996) | 5.564 | 5.537 | 6.345 | (1.753) |
Total from Investment Operations | 4.093 | (8.287) | 6.191 | 6.237 | 7.100 | (1.005) |
Distributions | ||||||
Dividends from Net Investment Income | (.409) | (.716) | (.626) | (.687) | (.794) | (.725) |
Distributions from Realized Capital Gains | (.144) | (.357) | (.885) | (.440) | (.066) | — |
Total Distributions | (.553) | (1.073) | (1.511) | (1.127) | (.860) | (.725) |
Net Asset Value, End of Period | $43.20 | $39.66 | $49.02 | $44.34 | $39.23 | $32.99 |
Total Return3 | 10.39% | -16.97% | 14.09% | 16.26% | 21.67% | -2.97% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $194 | $199 | $317 | $334 | $396 | $3,014 |
Ratio of Total Expenses to Average Net Assets | 0.18% | 0.18% | 0.18% | 0.18% | 0.18% | 0.18% |
Ratio of Net Investment Income to Average Net Assets | 1.96% | 1.66% | 1.33% | 1.76% | 2.11% | 2.15% |
Portfolio Turnover Rate4 | 10% | 19% | 35% | 60% | 37%5 | 44%5 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 3%, 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 | Six Months Ended June 30, 2023 | Year Ended December 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | ||
Net Asset Value, Beginning of Period | $39.65 | $49.02 | $44.34 | $39.23 | $32.99 | $34.72 |
Investment Operations | ||||||
Net Investment Income1 | .424 | .761 | .680 | .742 | .817 | .791 |
Capital Gain Distributions Received1 | — | .0002 | .0002 | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 3.702 | (9.010) | 5.564 | 5.542 | 6.319 | (1.757) |
Total from Investment Operations | 4.126 | (8.249) | 6.244 | 6.284 | 7.136 | (.966) |
Distributions | ||||||
Dividends from Net Investment Income | (.432) | (.764) | (.679) | (.733) | (.830) | (.764) |
Distributions from Realized Capital Gains | (.144) | (.357) | (.885) | (.441) | (.066) | — |
Total Distributions | (.576) | (1.121) | (1.564) | (1.174) | (.896) | (.764) |
Net Asset Value, End of Period | $43.20 | $39.65 | $49.02 | $44.34 | $39.23 | $32.99 |
Total Return3 | 10.48% | -16.90% | 14.22% | 16.40% | 21.79% | -2.86% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $40,393 | $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% | 0.07% |
Ratio of Net Investment Income to Average Net Assets | 2.07% | 1.79% | 1.44% | 1.86% | 2.22% | 2.26% |
Portfolio Turnover Rate4 | 10% | 19% | 35% | 60% | 37%5 | 44%5 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Total returns do not include account service fees that may have applied in the periods shown. Fund prospectuses provide information about any applicable account service fees. |
4 | Includes 3%, 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 | Six Months Ended June 30, 2023 | Year Ended December 31, | ||||
2022 | 2021 | 2020 | 2019 | 2018 | ||
Net Asset Value, Beginning of Period | $39.66 | $49.02 | $44.35 | $39.24 | $33.00 | $34.72 |
Investment Operations | ||||||
Net Investment Income1 | .426 | .765 | .685 | .747 | .820 | .793 |
Capital Gain Distributions Received1 | — | .0002 | .0002 | — | — | — |
Net Realized and Unrealized Gain (Loss) on Investments | 3.692 | (8.998) | 5.554 | 5.541 | 6.320 | (1.745) |
Total from Investment Operations | 4.118 | (8.233) | 6.239 | 6.288 | 7.140 | (.952) |
Distributions | ||||||
Dividends from Net Investment Income | (.434) | (.769) | (.684) | (.737) | (.834) | (.768) |
Distributions from Realized Capital Gains | (.144) | (.358) | (.885) | (.441) | (.066) | — |
Total Distributions | (.578) | (1.127) | (1.569) | (1.178) | (.900) | (.768) |
Net Asset Value, End of Period | $43.20 | $39.66 | $49.02 | $44.35 | $39.24 | $33.00 |
Total Return | 10.46% | -16.87% | 14.20% | 16.41% | 21.79% | -2.82% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $9,242 | $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% | 0.06% |
Ratio of Net Investment Income to Average Net Assets | 2.08% | 1.80% | 1.45% | 1.87% | 2.23% | 2.27% |
Portfolio Turnover Rate3 | 10% | 19% | 35% | 60% | 37%4 | 44%4 |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Calculated based on average shares outstanding. |
2 | Distribution was less than $.001 per share. |
3 | Includes 3%, 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 | 30,261,407 | 260 | 128 | 30,261,795 |
U.S. Government and Agency Obligations | — | 12,350,106 | — | 12,350,106 |
Asset-Backed/Commercial Mortgage-Backed Securities | — | 496,000 | — | 496,000 |
Corporate Bonds | — | 5,060,369 | — | 5,060,369 |
Sovereign Bonds | — | 657,796 | — | 657,796 |
Taxable Municipal Bonds | — | 129,982 | — | 129,982 |
Temporary Cash Investments | 927,694 | — | — | 927,694 |
Total | 31,189,101 | 18,694,513 | 128 | 49,883,742 |
Derivative Financial Instruments | ||||
Assets | ||||
Futures Contracts1 | 3,805 | — | — | 3,805 |
Liabilities | ||||
Futures Contracts1 | 9,872 | — | — | 9,872 |
1 | Includes cumulative appreciation (depreciation) on futures contracts and centrally cleared swaps, if any, as reported in the Schedule of Investments. Only current day’s variation margin is reported within the Statement of Assets and Liabilities. |
Amount ($000) | |
Tax Cost | 30,118,420 |
Gross Unrealized Appreciation | 22,858,968 |
Gross Unrealized Depreciation | (3,099,713) |
Net Unrealized Appreciation (Depreciation) | 19,759,255 |
Six Months Ended June 30, 2023 | Year Ended December 31, 2022 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 7,991 | 192 | 16,329 | 380 | |
Issued in Lieu of Cash Distributions | 2,508 | 61 | 6,004 | 144 | |
Redeemed | (31,681) | (766) | (84,319) | (1,994) | |
Net Increase (Decrease)—Investor Shares | (21,182) | (513) | (61,986) | (1,470) |
Six Months Ended June 30, 2023 | Year Ended December 31, 2022 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Admiral Shares | |||||
Issued | 1,822,745 | 43,899 | 4,524,384 | 104,765 | |
Issued in Lieu of Cash Distributions | 487,206 | 11,804 | 967,252 | 23,406 | |
Redeemed | (2,682,541) | (64,687) | (6,587,041) | (154,497) | |
Net Increase (Decrease)—Admiral Shares | (372,590) | (8,984) | (1,095,405) | (26,326) | |
Institutional Shares | |||||
Issued | 528,340 | 12,725 | 1,724,499 | 40,860 | |
Issued in Lieu of Cash Distributions | 132,479 | 3,215 | 285,811 | 6,916 | |
Redeemed | (2,533,233) | (60,917) | (2,345,366) | (55,720) | |
Net Increase (Decrease)—Institutional Shares | (1,872,414) | (44,977) | (335,056) | (7,944) |
Current Period Transactions | ||||||||
Dec. 31, 2022 Market Value ($000) | Purchases at Cost ($000) | Proceeds from Securities Sold ($000) | Realized Net Gain (Loss) ($000) | Change in Unrealized App. (Dep.) ($000) | Income ($000) | Capital Gain Distributions Received ($000) | Jun. 30, 2023 Market Value ($000) | |
Vanguard Market Liquidity Fund | 400,026 | NA1 | NA1 | (21) | (15) | 9,001 | — | 927,694 |
Vanguard Total Bond Market ETF | 2,827 | — | — | — | 35 | 35 | — | 2,862 |
Total | 402,853 | — | — | (21) | 20 | 9,036 | — | 930,556 |
1 | Not applicable—purchases and sales are for temporary cash investment purposes. |
Who Are Deaf or Hard of Hearing > 800-749-7273
All rights reserved.
Vanguard Marketing Corporation, Distributor.
About Your Fund’s Expenses | 1 |
Financial Statements | 4 |
Liquidity Risk Management | 15 |
• | Based on actual fund return. This section helps you to estimate the actual expenses that you paid over the period. The ”Ending Account Value“ shown is derived from the fund‘s actual return, and the third column shows the dollar amount that would have been paid by an investor who started with $1,000 in the fund. You may use the information here, together with the amount you invested, to estimate the expenses that you paid over the period. |
• | Based on hypothetical 5% yearly return. This section is intended to help you compare your fund‘s costs with those of other mutual funds. It assumes that the fund had a yearly return of 5% before expenses, but that the expense ratio is unchanged. In this case—because the return used is not the fund’s actual return—the results do not apply to your investment. The example is useful in making comparisons because the Securities and Exchange Commission requires all mutual funds to calculate expenses based on a 5% return. You can assess your fund’s costs by comparing this hypothetical example with the hypothetical examples that appear in shareholder reports of other funds. |
Six Months Ended June 30, 2023 | |||
Baillie Gifford Global Positive Impact Stock Fund | Beginning Account Value 12/31/2022 | Ending Account Value 6/30/2023 | Expenses Paid During Period |
Based on Actual Fund Return | |||
Investor Shares | $1,000.00 | $1,133.70 | $3.17 |
Based on Hypothetical 5% Yearly Return | |||
Investor Shares | $1,000.00 | $1,021.82 | $3.01 |
United States | 47.5% |
Denmark | 8.8 |
Netherlands | 7.5 |
Canada | 7.3 |
Taiwan | 5.6 |
Indonesia | 4.5 |
India | 4.2 |
Japan | 4.0 |
Brazil | 3.1 |
Belgium | 2.4 |
Germany | 2.2 |
South Africa | 2.2 |
Other | 0.7 |
Shares | Market Value• ($000) | ||
Common Stocks (93.2%) | |||
Belgium (2.3%) | |||
Umicore SA | 208,648 | 5,834 | |
Brazil (3.1%) | |||
* | NU Holdings Ltd. | 960,316 | 7,577 |
Canada (7.1%) | |||
* | Shopify Inc. Class A (XTSE) | 226,856 | 14,655 |
* | AbCellera Biologics Inc. | 456,193 | 2,947 |
17,602 | |||
Denmark (8.6%) | |||
1 | Orsted A/S | 93,309 | 8,846 |
Novozymes A/S Class B | 137,858 | 6,432 | |
Chr Hansen Holding A/S | 85,674 | 5,956 | |
21,234 | |||
Germany (2.2%) | |||
Sartorius AG Preference Shares | 15,456 | 5,355 | |
Indonesia (4.4%) | |||
Bank Rakyat Indonesia Persero Tbk PT | 29,822,417 | 10,888 | |
Japan (3.9%) | |||
Daikin Industries Ltd. | 26,400 | 5,410 | |
M3 Inc. | 197,300 | 4,302 | |
9,712 | |||
Kenya (0.2%) | |||
Safaricom plc | 4,299,300 | 535 | |
Netherlands (7.2%) | |||
ASML Holding NV | 24,778 | 17,972 | |
South Africa (2.1%) | |||
* | Discovery Ltd. | 676,419 | 5,242 |
Taiwan (5.4%) | |||
Taiwan Semiconductor Manufacturing Co. Ltd. (XTAI) | 731,000 | 13,504 | |
United Kingdom (0.5%) | |||
FDM Group Holdings plc | 164,386 | 1,172 | |
United States (46.2%) | |||
* | MercadoLibre Inc. | 14,333 | 16,979 |
* | Tesla Inc. | 51,948 | 13,598 |
* | DexCom Inc. | 92,805 | 11,926 |
Deere & Co. | 27,449 | 11,122 | |
* | Moderna Inc. | 79,620 | 9,674 |
* | Alnylam Pharmaceuticals Inc. | 49,553 | 9,412 |
Xylem Inc. | 81,241 | 9,149 | |
* | Illumina Inc. | 36,854 | 6,910 |
Shares | Market Value• ($000) | ||
Ecolab Inc. | 30,594 | 5,712 | |
* | Duolingo Inc. | 37,936 | 5,423 |
* | Autodesk Inc. | 23,852 | 4,880 |
* | 10X Genomics Inc. | 82,207 | 4,591 |
* | Remitly Global Inc. | 157,713 | 2,968 |
* | Coursera Inc. | 189,165 | 2,463 |
*,2 | ABIOMED Inc. CVR | 16,638 | 17 |
114,824 | |||
Total Common Stocks (Cost $219,773) | 231,451 | ||
Participatory Notes (4.1%) | |||
India (4.1%) | |||
* | CLSA Global Markets Pte. Ltd., Housing Development Finance Corp. Ltd. 6/30/25 (Cost $8,881) | 296,583 | 10,125 |
Temporary Cash Investments (2.3%) | |||
Money Market Fund (2.3%) | |||
3 | Vanguard Market Liquidity Fund 5.150% (Cost $5,702) | 57,032 | 5,702 |
Total Investments (99.6%) (Cost $234,356) | 247,278 | ||
Other Assets and Liabilities—Net (0.4%) | 1,064 | ||
Net Assets (100%) | 248,342 | ||
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 June 30, 2023, the aggregate value was $8,846,000, representing 3.6% 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 $228,654) | 241,576 |
Affiliated Issuers (Cost $5,702) | 5,702 |
Total Investments in Securities | 247,278 |
Investment in Vanguard | 8 |
Foreign Currency, at Value (Cost $40) | 40 |
Receivables for Accrued Income | 142 |
Receivables for Capital Shares Issued | 1,242 |
Total Assets | 248,710 |
Liabilities | |
Payables for Investment Securities Purchased | 20 |
Payables to Investment Advisor | 255 |
Payables for Capital Shares Redeemed | 51 |
Payables to Vanguard | 42 |
Total Liabilities | 368 |
Net Assets | 248,342 |
At June 30, 2023, net assets consisted of: | |
Paid-in Capital | 266,820 |
Total Distributable Earnings (Loss) | (18,478) |
Net Assets | 248,342 |
Investor Shares—Net Assets | |
Applicable to 13,479,273 outstanding $.001 par value shares of beneficial interest (unlimited authorization) | 248,342 |
Net Asset Value Per Share—Investor Shares | $18.42 |
Six Months Ended June 30, 2023 | |
($000) | |
Investment Income | |
Income | |
Dividends1 | 1,117 |
Interest2 | 116 |
Total Income | 1,233 |
Expenses | |
Investment Advisory Fees—Note B | 472 |
The Vanguard Group—Note C | |
Management and Administrative—Investor Shares | 105 |
Marketing and Distribution—Investor Shares | 9 |
Custodian Fees | 8 |
Shareholders’ Reports—Investor Shares | 18 |
Trustees’ Fees and Expenses | — |
Other Expenses | 10 |
Total Expenses | 622 |
Net Investment Income | 611 |
Realized Net Gain (Loss) | |
Investment Securities Sold2 | (7,995) |
Foreign Currencies | — |
Realized Net Gain (Loss) on Investment Securities Sold2 | (7,995) |
Change in Unrealized Appreciation (Depreciation) of Investment Securities2 | 31,051 |
Net Increase (Decrease) in Net Assets Resulting from Operations | 23,667 |
1 | Dividends are net of foreign withholding taxes of $201,000. |
2 | Interest income, realized net gain (loss), and change in unrealized appreciation (depreciation) from an affiliated company of the fund were $116,000, ($2,000), and less than $1,000, respectively. Purchases and sales are for temporary cash investment purposes. |
Six Months Ended June 30, 2023 | Year Ended December 31, 20221 | ||
($000) | ($000) | ||
Increase (Decrease) in Net Assets | |||
Operations | |||
Net Investment Income | 611 | 181 | |
Realized Net Gain (Loss) | (7,995) | (21,325) | |
Change in Unrealized Appreciation (Depreciation) | 31,051 | (41,231) | |
Net Increase (Decrease) in Net Assets Resulting from Operations | 23,667 | (62,375) | |
Distributions | |||
Investor Shares | (408) | (1,559) | |
Class K Shares | — | (1,877) | |
Total Distributions | (408) | (3,436) | |
Capital Share Transactions | |||
Investor Shares | 63,278 | 98,295 | |
Class K Shares | — | (69,757) | |
Net Increase (Decrease) from Capital Share Transactions | 63,278 | 28,538 | |
Total Increase (Decrease) | 86,537 | (37,273) | |
Net Assets | |||
Beginning of Period | 161,805 | 199,078 | |
End of Period | 248,342 | 161,805 |
1 | Includes activity of the Predecessor Fund through 7/18/22. See Note H in the Notes to Financial Statements. |
Investor Shares | ||||||
For a Share Outstanding Throughout Each Period | Six Months Ended June 30, 2023 | Year Ended December 31, | ||||
20221 | 20211 | 20201 | 20191 | 20181 | ||
Net Asset Value, Beginning of Period | $16.28 | $23.89 | $23.79 | $13.13 | $10.10 | $10.16 |
Investment Operations | ||||||
Net Investment Income (Loss)2 | .051 | .007 | (.08) | (.04) | .05 | (.02) |
Net Realized and Unrealized Gain (Loss) on Investments | 2.123 | (7.246) | 2.25 | 11.63 | 3.03 | (.04) |
Total from Investment Operations | 2.174 | (7.239) | 2.17 | (11.59) | 3.08 | (.06) |
Distributions | ||||||
Dividends from Net Investment Income | (.034) | (.031) | — | — | (.03) | — |
Distributions from Realized Capital Gains | — | (.340) | (2.07) | (.93) | (.02) | — |
Total Distributions | (.034) | (.371) | (2.07) | (.93) | (.05) | — |
Net Asset Value, End of Period | $18.42 | $16.28 | $23.89 | $23.79 | $13.13 | $10.10 |
Total Return3 | 13.37% | -30.25% | 9.15% | 88.28% | 30.49% | -0.59% |
Ratios/Supplemental Data | ||||||
Net Assets, End of Period (Millions) | $248 | $162 | $87 | $36 | $11 | $7 |
Ratio of Net Expenses to Average Net Assets | 0.60% | 0.64%4 | 0.72%4 | 0.68%4 | 0.65%4 | 0.65%4 |
Ratio of Net Investment Income (Loss) to Average Net Assets | 0.59% | 0.04% | (0.28%) | (0.21%) | 0.41% | (0.14%) |
Portfolio Turnover Rate | 7% | 35% | 28% | 40% | 7% | 7% |
The expense ratio and net investment income ratio for the current period have been annualized. |
1 | Includes activity of the Predecessor Fund through 7/18/22. See Note H in the 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. |
4 | The ratio of total expenses to average net assets before an expense waiver was 0.68% for 2022, 0.77% for 2021, 1.05% for 2020, 1.63% for 2019, and 3.21% for 2018. See Note H in the Notes to Financial Statements. |
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 Overseas Ltd. provides investment advisory services to the fund for a fee calculated at an annual percentage rate of average net assets. For the six months ended June 30, 2023, the investment advisory fee represented an effective annual basic rate of 0.45% of fund's average net assets. |
C. | 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. |
D. | 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—North and South America | 139,986 | — | 17 | 140,003 |
Common Stocks—Other | — | 91,448 | — | 91,448 |
Participatory Notes | — | 10,125 | — | 10,125 |
Temporary Cash Investments | 5,702 | — | — | 5,702 |
Total | 145,688 | 101,573 | 17 | 247,278 |
E. | As of June 30, 2023, gross unrealized appreciation and depreciation for investments based on cost for U.S. federal income tax purposes were as follows: |
Amount ($000) | |
Tax Cost | 243,793 |
Gross Unrealized Appreciation | 37,465 |
Gross Unrealized Depreciation | (33,980) |
Net Unrealized Appreciation (Depreciation) | 3,485 |
F. | During the six months ended June 30, 2023, the fund purchased $76,436,000 of investment securities and sold $13,611,000 of investment securities, other than temporary cash investments. |
G. | Capital share transactions for each class of shares were: |
Six Months Ended June 30, 2023 | Year Ended December 31, 20221 | ||||
Amount ($000) | Shares (000) | Amount ($000) | Shares (000) | ||
Investor Shares | |||||
Issued | 87,094 | 4,897 | 63,550 | 3,751 | |
Issued in Connection with Reorganization | — | — | 86,020 | 5,623 | |
Issued in Lieu of Cash Distributions | 316 | 19 | 1,464 | 92 | |
Redeemed | (24,132) | (1,377) | (52,739) | (3,174) | |
Net Increase (Decrease)—Investor Shares | 63,278 | 3,539 | 98,295 | 6,292 | |
Class K Shares | |||||
Issued | — | — | 27,914 | 1,545 | |
Issued in Connection with Reorganization | — | — | (86,020) | (5,611) | |
Issued in Lieu of Cash Distributions | — | — | 1,560 | 99 | |
Redeemed | — | — | (13,211) | (710) | |
Net Increase (Decrease)—Class K Shares | — | — | (69,757) | (4,677) |
1 | Includes activity of the Predecessor Fund through 7/18/22. |
H. | On July 18, 2022, the fund, a newly organized investment company with no investment operations prior to this date, acquired all net assets of the Baillie Gifford Positive Change Equities Fund (the Predecessor Fund) pursuant to a plan of reorganization approved by the fund’s board of trustees on December 17, 2021, and by the shareholders of the Predecessor Fund at a special meeting on July 6, 2022. The primary reasons for the acquisition were to reduce shareholder costs using the fund’s lower operating cost structure and achieve greater economies of scale through access to the fund’s larger retail distribution network. The investment objectives are identical, and the strategies, policies, and risks of the fund are substantially similar to those of the Predecessor Fund. The acquisition was accomplished by a tax-free exchange of 3.7 million and 5.6 million of the fund’s Investor Class shares for the 3.7 million Institutional Class shares and the 5.6 million Class K shares of the Predecessor Fund, respectively, on July 18, 2022. The Predecessor Fund’s net assets of $143.3 million, including $32.0 million of unrealized depreciation, were acquired by the fund on July 18, 2022. Historical performance information of the Investor Class through July 18, 2022 is representative of the Institutional Class of the Predecessor Fund. |
I. | Significant market disruptions, such as those caused by pandemics (e.g., COVID-19 pandemic), natural or environmental disasters, war (e.g., Russia’s invasion of Ukraine), acts of terrorism, or other events, can adversely affect local and global markets and normal market operations. Any such disruptions could have an adverse impact on the value of the fund’s investments and fund performance. |
J. | Management has determined that no events or transactions occurred subsequent to June 30, 2023, that would require recognition or disclosure in these financial statements. |
All rights reserved.
Vanguard Marketing Corporation, Distributor.
Item 2: Code of Ethics.
Not applicable.
Item 3: Audit Committee Financial Expert.
Not applicable.
Item 4: Principal Accountant Fees and Services.
Not applicable.
Item 5: Audit Committee of Listed Registrants.
Not applicable.
Item 6: Investments.
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) | Not applicable. |
(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: August 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: August 17, 2023
VANGUARD VALLEY FORGE FUNDS | ||
BY: | /s/ CHRISTINE BUCHANAN* | |
CHRISTINE BUCHANAN | ||
CHIEF FINANCIAL OFFICER |
Date: August 17, 2023
* By: | /s/ Anne E. Robinson |
Anne E. Robinson, pursuant to a Power of Attorney filed on July 21, 2023 (see File Number 33-53683) and to a Power of Attorney filed on March 29, 2023 (see File Number 2-11444), Incorporated by Reference.